Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 12/31/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $16,399,710
17079z Zero% 31mar18 5,600,000 $6,242,880
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $2,402,084
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,241,799 $1,918,605
Acgl Zero% 01jul16 3,554,000 $3,967,330
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 3,350,000 $3,380,909
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,400,336
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 45,820,000 $4,243,252
Advanced Micro Devices, Inc., 7.0%, 7/1/24 4,215,000 $2,887,275
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,342,897 $1,342,562
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,905,928
AES Corp. Virginia, 5.5%, 4/15/25 10,000,000 $8,941,111
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,389,067 $6,844,123
Africa Finance Corp., 4.375%, 4/29/20 (144A) 10,915,000 $11,027,585
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $11,767,272
Agate Bay Mortgage Trust 2015-5, Floating Rate Note, 7/25/45 (144A) 8,000,000 $7,653,423
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $24,148,149
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $54,974
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,494,918
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,816,497
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,077,786
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,309,182
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,200,000 $2,259,149
Albany Molecular Research, Inc., Term Loan, 7/14/21 3,550,000 $3,532,250
Albertsons LLC, Term B-2 Loan, 3/21/19 1,980,038 $1,972,749
Albertsons Llc 1st Lien Term Loa L + 5.2669% 11aug21 1,488,750 $1,478,515
Albertsons Llc 1st Lien Tl-B L + 4.5% 21dec22 500,000 $497,240
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $99,577
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,750,990
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,548,873
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,949,521
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $901,150
Alfa Bank AO Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $3,394,545
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,815,485 $1,809,812
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $2,944,477
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,287,282 $3,139,354
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $8,297,084
Alliant Holdings I LLC, Initial Term Loan, 7/28/22 501,988 $492,420
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,294,904 $1,259,835
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,912,322 $2,900,880
Ally Financial, Inc., 3.6%, 5/21/18 3,500,000 $3,514,000
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,748,584
Ally Financial, Inc., 5.75%, 11/20/25 7,185,000 $7,321,864
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $72,463
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,303,244
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $2,712,325
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $4,842,250
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,289,273
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,850,510 $3,369,196
Altrl Zero% 30jun16 8,128,729 $569,011
Altrl Zero% 30jun17 5,287,778 $6,272,362
American Airlines 2013-2 Class A Pass Through Trust, 4.95%, 1/15/23 3,600,000 $3,367,326
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 9,200,000 $9,381,240
American Airlines 2015-2 Class B Pass Through Trust, 4.4%, 9/22/25 5,550,000 $5,574,173
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 1,800,000 $1,822,063
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,373,878
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,500,000 $2,509,823
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $4,874,800
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,058,008
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 2,950,000 $2,761,963
Amherst College, 3.794%, 11/1/42 2,300,000 $2,200,093
Antero Resources Corp., 5.125%, 12/1/22 5,785,000 $4,421,307
Antero Resources Corp., 5.625%, 6/1/23 (144A) 1,600,000 $1,255,500
Apex Tool Group LLC, Term Loan, 1/31/20 1,326,136 $1,268,671
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,526,041
Appvion, Inc., Term Commitment, 6/28/19 7,171,316 $6,705,180
Arcelik AS, 5.0%, 4/3/23 (144A) 6,885,000 $6,360,681
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,119,749
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,607,163
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $12,666,753
Ardent Legacy Acquisitions Inc 1st Lien Tl-B L + 5.5% 31jul21 641,367 $638,160
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $807,956
Ascent Resources - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,700,850 $101,852
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,637,204
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,373,282
AT&T, Inc., 4.75%, 5/15/46 7,100,000 $6,543,825
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,674,500 $1,569,844
Atlantic Power LP, Term Loan, 2/20/21 3,659,486 $3,645,763
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $513,493
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $13,364,505
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,242,863 $1,199,362
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $4,494,685
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,242,209
Australia Government Bond, 3.25%, 4/21/25 86,500,000 $65,590,972
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,747,350 $1,740,797
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,326,078
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,497,970
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 2,873,766 $2,864,785
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,183,311 $5,149,065
AXA SA, 8.6%, 12/15/30 10,060,000 $13,556,566
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 1,400,000 $1,396,323
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 1,054,000 $986,424
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $6,975,893
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,257,057
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $2,634,420
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,549,116
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $161,224
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,420,406
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $2,159,331
Banco Internacional del Peru SAA Panama, 5.75%, 10/7/20 (144A) 6,843,000 $7,396,713
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,003,125
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,297,850
Bank of America Corp., 7.25% (Perpetual) 5,330 $5,827,129
Bank of America Corp., Floating Rate Note, 10/23/49 18,775,000 $20,014,672
Bank of America Corp., Floating Rate Note, 9/29/49 20,050,000 $20,503,910
Baylor University, 4.313%, 3/1/42 4,550,000 $4,649,448
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 2,100,000 $1,027,136
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.721%, 8/28/44 (Step) (144A) 4,150,000 $2,145,209
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $617,806
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,493,359
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $25,164,971
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,241,130
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,500,142
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 10,191,000 $6,447,729
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,047,608
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,365,714
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $1,794,520
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 7,754,500 $3,285,895
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $810,346
Biogen, Inc., 3.625%, 9/15/22 7,650,000 $7,816,385
Biogen, Inc., 4.05%, 9/15/25 9,150,000 $9,300,636
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,372,677
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $3,954,461
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,108,901
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 10,425,000 $12,564,107
Blue Cube Spinco, Inc., 10.0%, 10/15/25 (144A) 1,265,000 $1,423,125
Blue Cube Spinco, Inc., 9.75%, 10/15/23 (144A) 1,265,000 $1,395,453
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,650,000 $5,662,667
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,235,346
BNP Paribas SA, 4.375%, 9/28/25 (144A) 16,875,000 $16,716,781
Boardwalk Pipelines LP, 4.95%, 12/15/24 13,775,000 $12,008,081
Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19 4,000,000 $3,964,000
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 4,665,000 $2,537,566
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $13,830,379
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,664,079
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,173,727
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,456,990
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 2,630,000 $2,513,294
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 295,000 $285,158
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $16,896,986
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,886,849
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,290,405
Bumi Resources Tbk PT, Loan, 11/4/16 1,135,833 $244,204
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 3,331,489 $3,225,991
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,007,346
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $361,591
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,491,349
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,516,302
CalAtlantic Group, Inc., 0.25%, 6/1/19 6,805,000 $6,087,640
CalAtlantic Group, Inc., 1.25%, 8/1/32 6,735,000 $7,510,928
CalAtlantic Group, Inc., 5.375%, 10/1/22 6,230,000 $6,344,866
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,057,736
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,391,702 $1,320,958
Calpine Corp., Term Loan (10/12), 10/9/19 1,064,250 $1,043,186
Calpine Corp 1st Lien Tl-B5 L + 2.75% 28may22 5,348,125 $5,095,763
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 7,455,000 $6,588,149
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,322,218
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $11,069,957
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,157,961
Capital One Financial Corp., Floating Rate Note (Perpetual) 18,800,000 $18,792,950
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,401,357
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $20,273,161
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $9,895
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 4,655,000 $4,170,104
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,715,191 $4,683,755
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 23,530,000 $24,056,829
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,476,438
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,386,164
Cengage Learning Holdings II, Inc. 90,687 $2,131,598
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,009,253
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $2,763,696
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $2,441,328
Cepheid, 1.25%, 2/1/21 4,865,000 $4,352,148
Cequel Communications LLC, Term Loan, 2/14/19 1,867,694 $1,842,014
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 530,160 $527,067
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,548,581 $1,539,548
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,088,904 $5,059,221
CEVA GROUP Plc 1,069 $480,915
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,041,053
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $3,262,070
Charter Communications Operating L 1st Lien Bridge L + 6.625% 26may16 10,715,000 $10,715,000
China Government Bond, 3.0%, 11/21/19 62,500,000 $9,342,847
China Government Bond, 3.38%, 11/21/24 42,500,000 $6,388,282
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,178
CHS, Incremental 2019 Term G Loan, 12/31/19 2,136,609 $2,086,198
CHS, Incremental 2021 Term H Loan, 1/27/21 3,931,304 $3,868,651
CIM Trust 2015-4AG, Floating Rate Note, 11/25/57 (144A) 1,700,000 $1,626,677
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $7,667,171
Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18 1,091,564 $1,088,836
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $2,933,224
Citicorp Residential Mortgage Trust Series 2006-2, 5.918%, 9/25/36 (Step) 5,595,000 $5,357,395
Citicorp Residential Mortgage Trust Series 2007-1, 5.82818%, 3/25/37 (Step) 5,893,000 $5,176,374
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,332,822
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,028,733
Citigroup, Inc., Floating Rate Note (Perpetual) 558,945 $15,656,049
Citigroup Capital XIII, Floating Rate Note, 10/30/40 170,644 $4,435,038
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,030,976
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $67,185
Citigroup Mortgage Loan Trust 2015-PS1, Floating Rate Note, 9/25/42 (144A) 10,000,000 $9,463,706
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,532,749
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,045,935
Cobalt International Energy, Inc., 2.625%, 12/1/19 4,170,000 $2,346,928
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,704,084
Colony American Finance 2015-1, Ltd., 2.896%, 10/17/47 (144A) 5,800,000 $5,711,064
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,487,942
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,693,465
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,350,749
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $1,965,530
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,035,797
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,367,735
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,682,970
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $7,976,232
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $3,128,693
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 7,500,000 $6,968,630
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 5,600,000 $5,549,560
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,059,000 $944,231
Communications Sales & Leasing, Inc., 6.0%, 4/15/23 (144A) 7,000,000 $6,703,667
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $1,544,700
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,073,608
Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,108,596 $3,069,738
Conn's Receivables Funding 2015-A LLC, 4.565%, 9/15/20 (144A) 1,600,000 $1,047,670
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $156,524
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $18,002,749
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,626,738
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $1,516,126
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $247,534
Continental Airlines 2012-2 Class A Pass Through Trust, 4.0%, 10/29/24 5,475,000 $5,067,522
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $206,110
ContourGlobal Power Holdings SA, 7.125%, 6/1/19 (144A) 6,625,000 $6,333,086
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,433,579
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4,154,125 $4,096,142
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $364,943
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $1,704,813
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,284,590
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $49,596
Coveris Holdings SA, USD Term Loan, 4/14/19 3,315,834 $3,232,938
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 10,025,000 $10,268,106
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 24,675,000 $24,291,852
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,055,151
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $354,531
Credit Suisse Group Funding Guernsey, Ltd., 3.8%, 9/15/22 (144A) 24,000,000 $24,249,597
Crestwood Midstream Partners LP, 6.25%, 4/1/23 (144A) 11,925,000 $8,504,016
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,125,084
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3,750,000 $3,705,345
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,337,663
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,427,721
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,777,500 $1,741,950
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 5,359,921 $5,290,687
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,201,388 $3,130,958
CSMC Trust 2013-6, Floating Rate Note, 8/25/43 (144A) 6,051,000 $5,372,755
CSMC Trust 2014-ICE REMICS, Floating Rate Note, 4/15/27 (144A) 3,200,000 $3,167,786
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 12,205,000 $6,624,700
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 5,000,000 $4,301,344
CSMC Trust 2015-3, Floating Rate Note, 3/25/45 (144A) 9,028,000 $8,742,339
CSMC Trust 2015-WIN1, Floating Rate Note, 12/25/44 (144A) 2,525,000 $2,099,635
CSMLT 2015-2 Trust, Floating Rate Note, 8/25/45 (144A) 10,420,000 $9,860,398
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,483,868
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,039,601
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $5,722,825
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,055,853
CWGS Group LLC, Term Loan, 2/20/20 7,227,373 $7,182,202
Darling Global Finance BV, 4.75%, 5/30/22 4,485,000 $4,721,562
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $284,759
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 5,846,286 $5,828,718
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $11,927,522
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,260,561
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,569,555
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $4,491,447
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 11,805,000 $9,107,558
DCP Midstream Operating LP, 5.6%, 4/1/44 3,975,000 $2,469,755
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,374,694
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,843,014
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 487,922 $470,031
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,087,357
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,223,058 $5,214,900
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $1,904,951
Denbury Resources, Inc., 4.625%, 7/15/23 10,196,000 $3,499,332
Denbury Resources, Inc., 5.5%, 5/1/22 4,290,000 $1,463,519
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $958,572
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,276,059
Digicel, Ltd., 6.0%, 4/15/21 (144A) 7,680,000 $6,567,680
DigitalGlobe, Inc., Term Loan, 1/31/20 8,491,948 $8,352,578
DIRECTV Holdings LLC, 3.95%, 1/15/25 26,995,000 $27,103,625
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,165,520 $3,149,692
Dollar Tree Inc 1st Lien Tl-B1 L + 2.75% 09mar22 2,105,833 $2,102,824
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,166,333
Domino's Pizza Master Issuer LLC, 3.484%, 10/25/45 (144A) 9,500,000 $9,374,357
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $9,029,035
Doosan Infracore International Inc 1st Lien Tl-B L + 3.5% 24apr21 1,879,305 $1,855,813
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,462,479
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,030,522 $1,605,490
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 3,955,000 $3,546,317
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $2,660,654
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $6,851,875
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,732,434
Dycom Industries, Inc., 0.75%, 9/15/21 (144A) 2,870,000 $2,826,113
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $811,672
DynCorp International, Inc., Term Loan, 7/7/16 3,943,781 $3,795,890
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,824,795 $2,738,285
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $863,048
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $3,867,269
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $20,594
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,740,000
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $23,290,412
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,085,051
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $2,973,734
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,963,865 $2,915,702
Emi Music 1st Lien Tl-B L + 0% 14aug22 1,062,410 $1,050,900
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $8,507,685
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $965,683
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $1,598,808
Enbridge Energy Partners LP, 7.375%, 10/15/45 19,500,000 $19,022,059
Endo, Ltd., 6.0%, 2/1/25 (144A) 1,975,000 $1,994,750
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,226,920
Endo International 1st Lien Tl-B1 L + 3% 24jun22 2,493,757 $2,465,184
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $234,868
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,587,995
Engility Holdings Inc 1st Lien Tl-B L + 5.5% 12may20 1,323,149 $1,326,997
Engs Commercial Finance Trust 2015-1, 4.5%, 12/22/22 (144A) 1,200,000 $1,197,720
EnLink Midstream Partners LP, 4.4%, 4/1/24 10,465,000 $8,401,281
Ensco Plc, 4.5%, 10/1/24 17,750,000 $12,418,273
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,245,632 $1,239,404
Enterprise Products Operating LLC, 3.7%, 2/15/26 10,750,000 $9,793,033
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,424,806
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,939,053 $1,932,994
EP Energy LLC, 7.75%, 9/1/22 155,000 $83,054
EP Energy LLC, 9.375%, 5/1/20 6,435,000 $4,202,859
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $2,879,625
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,164,568
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,338,266
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,596,594
Equinix, Inc., 5.875%, 1/15/26 2,575,000 $2,663,596
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,668,998
European Bank for Reconstruction & Development, 6.0%, 3/3/16 1,260,600,000 $19,982,128
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,928,000 $7,238,926
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,216,447
Ever Flt% 25apr43 13-1-A1 1,400,000 $947,381
Everglades Re, Ltd., Floating Rate Note, 3/28/18 (Cat Bond) (144A) 7,100,000 $7,270,850
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,618,459 $9,062,398
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,008,185
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $9,634,892
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $7,917,638
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,405,322
Fannie Mae, 0.5%, 12/15/33 7,290,000 $6,772,207
Fannie Mae, 3.5%, 11/1/40 10,200,000 $4,616,315
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,145,716
Fannie Mae, 3.5%, 11/1/42 500,000 $397,251
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,809,305
Fannie Mae, 3.5%, 11/1/42 1,050,000 $838,427
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,540,575
Fannie Mae, 3.5%, 12/1/42 50,000 $39,331
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,707,560
Fannie Mae, 3.5%, 8/1/42 48,680,354 $37,777,718
Fannie Mae, 3.5%, 8/1/42 25,765,072 $19,607,281
Fannie Mae, 4.0%, 1/1/42 8,038,832 $2,980,132
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,078,459
Fannie Mae, 4.0%, 1/1/45 47,503 $45,889
Fannie Mae, 4.0%, 1/1/45 104,052 $93,801
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,394,009
Fannie Mae, 4.0%, 10/1/44 916,768 $716,421
Fannie Mae, 4.0%, 10/1/44 110,213 $97,964
Fannie Mae, 4.0%, 10/1/44 267,357 $223,403
Fannie Mae, 4.0%, 10/1/44 231,617 $206,197
Fannie Mae, 4.0%, 10/1/44 792,663 $698,899
Fannie Mae, 4.0%, 10/1/44 27,510 $24,719
Fannie Mae, 4.0%, 11/1/41 55,000 $16,040
Fannie Mae, 4.0%, 11/1/41 7,857,077 $2,579,056
Fannie Mae, 4.0%, 11/1/42 1,510,120 $794,774
Fannie Mae, 4.0%, 11/1/43 8,931,305 $8,151,892
Fannie Mae, 4.0%, 11/1/43 3,398,541 $2,848,396
Fannie Mae, 4.0%, 11/1/44 857,810 $734,574
Fannie Mae, 4.0%, 11/1/44 382,861 $327,943
Fannie Mae, 4.0%, 11/1/44 725,000 $679,349
Fannie Mae, 4.0%, 11/1/44 279,401 $246,552
Fannie Mae, 4.0%, 11/1/44 597,673 $549,954
Fannie Mae, 4.0%, 11/1/44 219,297 $192,199
Fannie Mae, 4.0%, 12/1/23 370,833 $74,144
Fannie Mae, 4.0%, 12/1/30 50,000 $18,275
Fannie Mae, 4.0%, 12/1/40 9,810,000 $5,867,760
Fannie Mae, 4.0%, 12/1/41 220,620 $91,148
Fannie Mae, 4.0%, 12/1/41 45,515,613 $21,915,626
Fannie Mae, 4.0%, 12/1/41 17,790,000 $6,262,054
Fannie Mae, 4.0%, 12/1/42 46,000 $14,374
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,509,805
Fannie Mae, 4.0%, 12/1/44 165,188 $148,821
Fannie Mae, 4.0%, 2/1/42 6,625,000 $2,799,470
Fannie Mae, 4.0%, 2/1/44 4,875,746 $4,777,257
Fannie Mae, 4.0%, 2/1/44 3,344,903 $2,980,440
Fannie Mae, 4.0%, 4/1/41 450,000 $277,822
Fannie Mae, 4.0%, 4/1/42 9,200,000 $3,730,271
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,467,471
Fannie Mae, 4.0%, 5/1/42 530,000 $356,373
Fannie Mae, 4.0%, 5/1/44 16,300,000 $11,754,448
Fannie Mae, 4.0%, 6/1/42 408,899 $253,935
Fannie Mae, 4.0%, 6/1/44 1,896,658 $1,286,428
Fannie Mae, 4.0%, 7/1/18 75,000 $2,349
Fannie Mae, 4.0%, 7/1/42 424,314 $241,859
Fannie Mae, 4.0%, 7/1/44 24,645,000 $20,301,468
Fannie Mae, 4.0%, 7/1/44 1,676,094 $1,350,161
Fannie Mae, 4.0%, 8/1/42 25,000,000 $16,598,183
Fannie Mae, 4.0%, 8/1/43 6,883,801 $4,576,972
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,352,564
Fannie Mae, 4.0%, 8/1/44 898,373 $790,052
Fannie Mae, 4.0%, 8/1/44 10,525,000 $9,587,597
Fannie Mae, 4.0%, 9/1/37 1,307,922 $829,965
Fannie Mae, 4.0%, 9/1/44 286,008 $231,974
Fannie Mae, 4.5%, 11/1/40 12,358,351 $3,976,994
Fannie Mae, 4.5%, 11/1/43 14,886,677 $6,410,505
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,765,706
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,271,525
Fannie Mae, 4.5%, 12/1/40 54,806,862 $18,924,681
Fannie Mae, 4.5%, 12/1/41 6,923,896 $3,189,710
Fannie Mae, 4.5%, 12/1/41 60,000 $40,402
Fannie Mae, 4.5%, 2/1/44 15,392,410 $9,705,192
Fannie Mae, 4.5%, 3/1/35 2,520,000 $215,339
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,246,479
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,093,031
Fannie Mae, 4.5%, 4/1/41 25,000 $9,060
Fannie Mae, 4.5%, 5/1/41 24,220,767 $5,311,814
Fannie Mae, 4.5%, 7/1/41 12,477,165 $4,083,486
Fannie Mae, 4.5%, 7/1/41 39,417,029 $17,575,387
Fannie Mae, 4.5%, 8/1/40 1,000,000 $244,501
Fannie Mae, 4.5%, 8/1/41 71,193,582 $21,238,073
Fannie Mae, 4.5%, 9/1/41 2,700,000 $889,665
Fannie Mae, 4.5%, 9/1/43 17,709,372 $11,433,122
Fannie Mae, 5.0%, 1/1/39 27,744,910 $1,979,415
Fannie Mae, 5.0%, 1/1/45 41,000,000 $35,368,353
Fannie Mae, 5.0%, 10/1/40 1,617,334 $854,458
Fannie Mae, 5.0%, 11/1/44 57,000,000 $46,238,421
Fannie Mae, 5.0%, 2/1/22 6,603,277 $257,814
Fannie Mae, 5.0%, 4/1/22 327,117 $10,776
Fannie Mae, 5.0%, 5/1/38 9,123,173 $638,339
Fannie Mae, 5.0%, 5/1/41 2,252,877 $639,182
Fannie Mae, 5.0%, 6/1/22 639,720 $31,236
Fannie Mae, 5.0%, 6/1/22 2,077,680 $97,793
Fannie Mae, 5.0%, 6/1/35 77,359,128 $5,739,828
Fannie Mae, 5.0%, 6/1/40 3,027,156 $566,098
Fannie Mae, 5.0%, 6/1/40 11,550,000 $3,297,687
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,320,012
Fannie Mae, 5.0%, 7/1/35 42,393,553 $3,401,901
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,263,022
Fannie Mae, 5.0%, 7/1/39 2,516,008 $722,548
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,322,441
Fannie Mae, 5.0%, 7/1/40 11,275,000 $2,512,704
Fannie Mae, 5.0%, 7/1/41 1,681,264 $661,553
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,113,422
Fannie Mae, 5.0%, 9/1/43 35,004,024 $17,396,665
Fannie Mae, 5.5%, 12/1/35 2,799,824 $251,389
Fannie Mae, 5.5%, 2/1/33 500,000 $6,687
Fannie Mae, 5.5%, 3/1/21 5,000,000 $416,770
Fannie Mae, 5.5%, 3/1/36 900,090 $106,039
Fannie Mae, 5.5%, 4/1/34 2,750,000 $144,894
Fannie Mae, 5.5%, 4/1/36 2,000,200 $101,436
Fannie Mae, 5.5%, 5/1/33 750,000 $41,584
Fannie Mae, 5.5%, 6/1/33 852,000 $28,247
Fannie Mae, 5.5%, 7/1/33 1,900,000 $67,570
Fannie Mae, 6.0%, 1/1/33 502,267 $14,450
Fannie Mae, 6.0%, 1/1/34 1,800,000 $99,276
Fannie Mae, 6.0%, 10/1/32 200,552 $3,270
Fannie Mae, 6.0%, 11/1/32 350,000 $6,539
Fannie Mae, 6.0%, 12/1/32 3,234,929 $64,287
Fannie Mae, 6.0%, 12/1/33 2,000,000 $111,851
Fannie Mae, 6.0%, 12/1/37 7,118,373 $259,993
Fannie Mae, 6.0%, 3/1/32 100,000 $1,966
Fannie Mae, 6.0%, 3/1/33 250,000 $8,083
Fannie Mae, 6.0%, 3/1/33 350,000 $8,629
Fannie Mae, 6.0%, 4/1/38 5,765,562 $369,032
Fannie Mae, 6.0%, 5/1/33 1,200,000 $95,194
Fannie Mae, 6.0%, 6/1/37 4,500,000 $284,651
Fannie Mae, 6.0%, 7/1/17 4,000,000 $19,471
Fannie Mae, 6.0%, 7/1/38 2,040,000 $149,111
Fannie Mae, 6.5%, 10/1/32 511,093 $15,479
Fannie Mae, 6.5%, 11/1/32 400,000 $4,227
Fannie Mae, 6.5%, 2/1/32 99,991 $1,365
Fannie Mae, 6.5%, 3/1/32 124,988 $4,217
Fannie Mae, 6.5%, 4/1/29 40,000 $379
Fannie Mae, 6.5%, 5/1/31 392,161 $1,513
Fannie Mae, 6.5%, 6/1/31 25,095 $307
Fannie Mae, 6.5%, 8/1/32 340,598 $3,236
Fannie Mae, 7.0%, 2/1/29 43,569 $505
Fannie Mae, 7.0%, 5/1/28 200,000 $1,387
Fannie Mae, 7.0%, 7/1/31 306,031 $633
Fannie Mae, 7.5%, 1/1/28 115,000 $994
Far East Capital, Ltd. SA, 8.0%, 5/2/18 3,150,000 $1,962,800
FCA US LLC, Term Loan B, 5/24/17 18,036,372 $18,004,357
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 1,090,059 $1,012,694
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 610,000 $585,803
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $2,707,857
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $8,785,664
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $692,877
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 550,000 $564,652
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 7,100,000 $6,415,249
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $902,372
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $11,407,713
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $1,901,162
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,027,553
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $15,842,742
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,493,066
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $579,669
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,233,226 $874,560
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,180,135
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 5,934,035 $3,014,984
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $51,097
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $141,832
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,054,785
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $217,209
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $101,702
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $60,201
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $8,372,521
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $385,144
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $293,659
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $266,888
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $52,693
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $233,332
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $467,522
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $662,004
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $2,475
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5,055,000 $4,636,939
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $95,489
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $88,091
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $10,531
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $115,533
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $215,269
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $10,889
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $17,777
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $66,522
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $176,963
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $190,996
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,655
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 2,000,000 $2,011,207
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,172,606
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 2,493,687 $2,205,666
Federal National Mortgage Association, 4.0%, 2/1/44 29,000 $22,388
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $854,442
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $66,492
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $2,698,352
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $203,019
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,012,734
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,511,021
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $497,746
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,593,909
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $177,737
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,873,465 $4,587,149
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,374,149
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,852,244
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $15,696,111
Flt% 15jun16 2,260,378 $2,283,660
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,764,802
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,299,497
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 5,470,433 $4,106,621
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $315,356
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 7,530,900 $7,055,132
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $5,151,290
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $68,814
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,126,091
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,252,475
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,146,282
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,506,612
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $5,890,281
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,464,736
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,137,029
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 9,582,000 $10,004,774
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,707,387
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,548,714
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,776,173
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,105,727
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,746,970
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,010,304
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,389,286
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 3,700,000 $3,781,400
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $7,643,117
Frontier Communications Corp., 10.5%, 9/15/22 (144A) 285,000 $291,911
Frontier Communications Corp., 7.125%, 1/15/23 1,535,000 $1,374,369
Frontier Communications Corp., 8.5%, 4/15/20 9,555,000 $9,750,347
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $9,769,655
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 285,000 $295,308
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,299,240
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,040,627 $997,377
Garda World Security Corp., Term B Loan, 11/1/20 4,067,906 $3,898,836
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,511,331
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $837,101
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 2,000,000 $1,537,639
GCI Holdings, Inc., New Term B Loan, 2/2/22 3,260,363 $3,266,476
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $8,525,622
Gilead Sciences, Inc., 4.6%, 9/1/35 10,275,000 $10,588,441
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $2,918,562
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $3,834,996
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 1,007,347 $1,004,828
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $1,509,012
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 14,941,131 $3,510,645
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $5,319,793
Globo Comunicacao e Participacoes SA, 4.843%, 6/8/25 (Step) (144A) 4,005,000 $3,616,892
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $11,796,204
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $4,268,223
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,506,146
Golar LNG Partners LP, Floating Rate Note, 10/12/17 33,000,000 $3,802,231
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,892,178
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $14,250,105
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $1,720,569
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $6,046,085
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $8,401,514
Government National Mortgage Association I, 3.5%, 1/21/16 34,025,000 $35,464,752
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $800,643
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $15,683,018
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $13,658,650
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $14,054,932
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $21,099
Government National Mortgage Association I, 4.0%, 1/15/41 137,728 $68,474
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $76,753
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $13,100
Government National Mortgage Association I, 4.0%, 1/15/42 5,790,059 $1,840,057
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $20,668
Government National Mortgage Association I, 4.0%, 1/15/45 478,684 $311,513
Government National Mortgage Association I, 4.0%, 1/15/45 2,799,264 $1,953,560
Government National Mortgage Association I, 4.0%, 1/15/45 3,342,393 $2,834,960
Government National Mortgage Association I, 4.0%, 1/15/45 3,613,043 $2,974,030
Government National Mortgage Association I, 4.0%, 1/15/45 2,552,971 $2,361,492
Government National Mortgage Association I, 4.0%, 10/15/40 350,000 $143,681
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $41,056
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $19,820
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $13,313
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $29,691
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $221,056
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $20,352
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $14,687
Government National Mortgage Association I, 4.0%, 10/15/42 78,039 $40,376
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $8,345
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $10,779
Government National Mortgage Association I, 4.0%, 10/15/44 500,291 $380,962
Government National Mortgage Association I, 4.0%, 10/15/44 2,889,550 $1,768,182
Government National Mortgage Association I, 4.0%, 10/15/44 159,851 $121,127
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $308,388
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $85,525
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $20,920
Government National Mortgage Association I, 4.0%, 11/15/40 1,999,477 $835,005
Government National Mortgage Association I, 4.0%, 11/15/41 389,492 $285,306
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $17,629
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,190
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $76,781
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $17,729
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $18,041
Government National Mortgage Association I, 4.0%, 11/15/44 2,263,866 $1,870,669
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $28,782
Government National Mortgage Association I, 4.0%, 11/15/44 161,099 $94,854
Government National Mortgage Association I, 4.0%, 11/15/44 134,324 $111,177
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $532,318
Government National Mortgage Association I, 4.0%, 12/15/40 550,167 $173,644
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $17,983
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $15,484
Government National Mortgage Association I, 4.0%, 12/15/40 4,755,953 $1,951,180
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $28,233
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,010
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $19,444
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,236,717
Government National Mortgage Association I, 4.0%, 12/15/44 231,066 $160,978
Government National Mortgage Association I, 4.0%, 12/15/44 335,845 $266,421
Government National Mortgage Association I, 4.0%, 12/15/44 1,046,830 $730,723
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $21,467
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $744,919
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $31,238
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,502,489
Government National Mortgage Association I, 4.0%, 2/15/42 842,541 $366,758
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $21,461
Government National Mortgage Association I, 4.0%, 2/15/42 854,217 $355,686
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $15,912
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $27,854
Government National Mortgage Association I, 4.0%, 2/15/44 474,636 $385,900
Government National Mortgage Association I, 4.0%, 2/15/45 2,507,462 $1,814,294
Government National Mortgage Association I, 4.0%, 2/15/45 3,761,677 $3,229,709
Government National Mortgage Association I, 4.0%, 2/15/45 445,520 $399,898
Government National Mortgage Association I, 4.0%, 2/15/45 558,953 $451,403
Government National Mortgage Association I, 4.0%, 2/15/45 269,204 $158,925
Government National Mortgage Association I, 4.0%, 2/15/45 319,725 $225,138
Government National Mortgage Association I, 4.0%, 2/15/45 534,346 $469,612
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $13,736
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $120,453
Government National Mortgage Association I, 4.0%, 3/15/44 555,005 $327,119
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $303,207
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $968,710
Government National Mortgage Association I, 4.0%, 3/15/44 645,336 $271,052
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $9,397,750
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $5,600,180
Government National Mortgage Association I, 4.0%, 3/15/44 249,725 $170,922
Government National Mortgage Association I, 4.0%, 3/15/45 3,891,400 $2,756,185
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $18,574
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $21,599
Government National Mortgage Association I, 4.0%, 4/15/40 721,285 $325,768
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $34,460
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $21,220
Government National Mortgage Association I, 4.0%, 4/15/43 4,914,965 $3,412,703
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $32,000
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $2,831,357
Government National Mortgage Association I, 4.0%, 4/15/44 596,909 $352,150
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,286,743
Government National Mortgage Association I, 4.0%, 4/15/45 730,564 $433,323
Government National Mortgage Association I, 4.0%, 5/15/41 450,351 $169,210
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,001
Government National Mortgage Association I, 4.0%, 5/15/41 780,194 $446,138
Government National Mortgage Association I, 4.0%, 5/15/42 4,042,478 $2,392,988
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $209,836
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $307,506
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $20,704
Government National Mortgage Association I, 4.0%, 5/15/44 1,157,236 $700,762
Government National Mortgage Association I, 4.0%, 5/15/44 521,959 $276,518
Government National Mortgage Association I, 4.0%, 5/15/45 456,684 $431,142
Government National Mortgage Association I, 4.0%, 6/15/40 96,329 $40,836
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $19,085
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $14,627
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $5,281,526
Government National Mortgage Association I, 4.0%, 6/15/42 376,534 $234,395
Government National Mortgage Association I, 4.0%, 6/15/42 466,027 $204,376
Government National Mortgage Association I, 4.0%, 6/15/42 826,766 $604,171
Government National Mortgage Association I, 4.0%, 6/15/43 354,866 $173,362
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $30,413
Government National Mortgage Association I, 4.0%, 7/15/40 1,811,374 $718,026
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $28,137
Government National Mortgage Association I, 4.0%, 7/15/41 256,115 $105,328
Government National Mortgage Association I, 4.0%, 7/15/41 576,895 $232,827
Government National Mortgage Association I, 4.0%, 7/15/41 1,153,060 $344,886
Government National Mortgage Association I, 4.0%, 7/15/41 1,042,737 $420,213
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $32,232
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $279,734
Government National Mortgage Association I, 4.0%, 7/15/45 91,415 $91,541
Government National Mortgage Association I, 4.0%, 8/15/40 911,552 $367,478
Government National Mortgage Association I, 4.0%, 8/15/40 1,708,228 $552,765
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,839
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $184,059
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $11,194
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $27,930
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $253,835
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,247,732
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $321,652
Government National Mortgage Association I, 4.0%, 8/15/44 419,333 $264,906
Government National Mortgage Association I, 4.0%, 8/15/44 1,072,177 $808,217
Government National Mortgage Association I, 4.0%, 8/15/44 4,961,082 $3,271,503
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $50,021
Government National Mortgage Association I, 4.0%, 8/15/44 4,378,456 $2,989,647
Government National Mortgage Association I, 4.0%, 9/15/40 384,588 $132,029
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $1,576,479
Government National Mortgage Association I, 4.0%, 9/15/41 300,440 $167,738
Government National Mortgage Association I, 4.0%, 9/15/41 921,511 $556,158
Government National Mortgage Association I, 4.0%, 9/15/41 240,401 $79,834
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $12,376
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $15,938
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $18,129
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $18,062
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $33,093
Government National Mortgage Association I, 4.0%, 9/15/43 452,015 $220,767
Government National Mortgage Association I, 4.0%, 9/15/43 490,000 $317,239
Government National Mortgage Association I, 4.0%, 9/15/44 658,411 $458,197
Government National Mortgage Association I, 4.0%, 9/15/44 2,323,967 $2,255,305
Government National Mortgage Association I, 4.0%, 9/15/44 12,213,075 $8,067,563
Government National Mortgage Association I, 4.0%, 9/15/44 4,957,680 $2,902,821
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $20,211
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $370,093
Government National Mortgage Association I, 4.0%, 9/15/44 506,535 $306,352
Government National Mortgage Association I, 4.0%, 9/15/44 247,591 $162,075
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $350,848
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $1,655,823
Government National Mortgage Association I, 4.0%, 9/15/44 4,511,055 $3,031,206
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $1,333,812
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $7,008,535
Government National Mortgage Association I, 4.0%, 9/15/44 967,745 $806,752
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $170,181
Government National Mortgage Association I, 4.0%, 9/15/45 281,424 $297,972
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $940,225
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $194,685
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $2,792,028
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $26,966
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $2,662,394
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $146,297
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $102,545
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $1,813,579
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $2,790,088
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,189,048
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $850,586
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $5,547,956
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $275,591
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $622,119
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $91,597
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $16,656
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $155,347
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $634,546
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $742,492
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $239,982
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $157,647
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $245,662
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $25,328
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $322,652
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $597
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $172,339
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $162,252
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $527,710
Government National Mortgage Association I, 5.5%, 2/15/37 172 $19
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $5,269
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $138,969
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $314,403
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $144,068
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $215,391
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $150,343
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $131,884
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $351,630
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $70,676
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $73,067
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $58,905
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $183,508
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $316,419
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $81,924
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $18,033
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $31,539
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $138,193
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $65,093
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $83,984
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $492,267
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $6,318
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,326
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $258,202
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $139,995
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $108,087
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $62,037
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $13,061
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $99,130
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $124
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $510,752
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $48,080
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $183,123
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $43,294
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $17,560
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $295,098
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $103,531
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $49,933
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $63,335
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $90,092
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $215,556
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $665,667
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $125
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $208,139
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $13,272
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $62,063
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $121,283
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $12,666
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $6,032
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $4,342
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $16,374
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $70,985
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $408
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $4,841
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,390
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,279
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $24,566
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,353
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $3,687
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,667
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,067
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $26,623
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $3,593
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $3,676
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $42,096
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $47,218
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $81,326
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $692
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $504
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,655
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $996
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $9,076
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $111
Government National Mortgage Association II, 3.5%, 3/20/45 2,818,193 $2,833,883
Government National Mortgage Association II, 3.5%, 4/20/45 1,307,438 $1,288,417
Government National Mortgage Association II, 3.5%, 4/20/45 3,268,335 $3,378,550
Government National Mortgage Association II, 3.5%, 8/20/45 13,275,000 $13,635,828
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $10,827,848
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $589,854
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,126,994
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $562,976
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $6,631,192
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $11,800
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $173,605
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $242,709
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $73,985
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $357
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $5,987
GreenPoint Home Equity Loan Trust 2004-2, Floating Rate Note, 1/15/30 80,170,000 $442,495
Griffon Corp., 5.25%, 3/1/22 312,000 $303,030
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,323,000 $4,288,416
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,374,123
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $4,948,130
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 1,725,000 $1,384,656
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $255,406
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,456,814
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 7,305,000 $7,280,266
GSR Mortgage Loan Trust 2004-15F, 6.0%, 12/26/34 35,000,000 $3,516,969
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,434,566
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 11,000,000 $10,678,629
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,066,129
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,573,364
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $203,862
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,592,333
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,233,411
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,806,546
Hexion, Inc., 8.875%, 2/1/18 1,575,000 $1,168,617
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $8,928,968
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 8,470,000 $7,490,656
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $5,630,129
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $12,305,274
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,107,662
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,104,307
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21 1,666,625 $1,620,793
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $160,756
Huntington Ingalls Industries, Inc., 5.0%, 11/15/25 (144A) 2,520,000 $2,573,200
Hyperion Insurance Group Ltd 1st Lien Tl-B L + 4.5% 26mar22 1,687,250 $1,683,032
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,633,228
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,149,766 $6,048,295
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 500,000 $508,150
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,393,773
ICBCIL Finance Co, Ltd., Floating Rate Note, 11/13/18 (144A) 14,275,000 $14,304,783
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $5,459,418
Immucor, Inc., Term B-2 Loan, 8/19/18 7,470,780 $7,115,918
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,657,027
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 54,308,000 $2,395,178
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 2,084,000 $1,482,135
Impax Laboratories, Inc., 2.0%, 6/15/22 (144A) 2,060,000 $2,020,631
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,676,550
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $1,937,675
Ineos Finance Plc, 4.0%, 5/1/23 14,095,000 $14,716,555
ING Groep NV, Floating Rate Note, 12/29/49 24,604,000 $24,368,212
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $4,624,690
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,431,083
Intel Corp., 4.9%, 7/29/45 25,090,000 $27,038,261
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,168,841
International Bank for Reconstruction & Development, 4.625%, 10/6/21 11,030,000 $7,943,755
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,097,276
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $15,802,322
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $16,550,000
International Game Technology, 7.5%, 6/15/19 120,000 $128,776
International Paper Co., 3.8%, 1/15/26 2,725,000 $2,746,635
International Paper Co., 6.0%, 11/15/41 10,035,000 $10,600,920
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,542,099
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 16,850,000 $17,540,756
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $378,529
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $1,754,873
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,470,966
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,467,511
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $51,259
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $6,916,405
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,273,213
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,440,673
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,111,248
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,673,597
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,529,197
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $4,478,388
JBS USA LLC, 2015 Incremental Term Loan, 9/18/22 4,875,000 $4,806,384
JBS USA LLC, 5.75%, 6/15/25 (144A) 2,235,000 $1,950,162
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $4,809,844
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $1,873,971
JLL, Initial Dollar Term Loan, 1/23/21 2,423,100 $2,341,320
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,669,816
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,842,477
JPMCC Re-REMIC Trust 2014-FRR1, 3.32423%, 4/27/44 (144A) 3,120,000 $3,014,689
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 7,170,000 $925,205
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $688,486
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $10,636,290
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 31,786,000 $35,540,721
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $3,856,639
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,149,324
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 2,392,000 $2,411,839
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,391,064
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,555,520
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,064,690
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $10,868,449
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,784,369
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,683,723
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $322,542
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 32,120,000 $17,662,970
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 3,150,000 $1,665,750
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $3,294,951
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $5,731,101
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $1,853,481
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 5,148,000 $4,140,591
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,200,000 $1,835,300
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $5,459,000
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3,025,000 $2,915,802
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 17,697,000 $16,670,202
JP Morgan Trust 2015-6, Floating Rate Note, 10/25/45 (144A) 10,000,000 $9,735,509
Kane Ilw Zero% 02feb16 2,550,000 $2,550,000
Kane-Pi1 Flt% 07jul16 7,017,560 $7,034,402
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $12,600,106
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $3,500,116
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,549,878
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $6,549,780
Kane Sac Zero% 15jun16 3,189,193 $3,187,917
Kane Zero% 15jan16 2,024,000 $2,061,849
Kane Zero% 19feb16 10,280,000 $11,960,780
Kane Zero% 22jan16 7,246,500 $8,157,385
Kane Zero% 22jan16 2,753,000 $3,211,375
Kane Zero% 29apr16 16,776,500 $19,093,335
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,280,604
KB Home, 1.375%, 2/1/19 7,875,000 $7,088,320
KB Home, 7.625%, 5/15/23 5,985,000 $5,968,500
KB Home, 8.0%, 3/15/20 1,500,000 $1,660,958
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,137,872
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,191,754
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 3,400,000 $3,413,260
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 6,100,000 $6,109,150
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $930,586
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,297,790
Kinder Morgan, Inc. Delaware, 5.05%, 2/15/46 18,000,000 $13,692,416
Kinder Morgan, Inc. Delaware, 5.55%, 6/1/45 23,385,000 $18,363,188
Kindred Healthcare, Inc., 6.375%, 4/15/22 5,070,000 $4,276,334
Kindred Healthcare, Inc., New Term Loan, 4/10/21 8,573,902 $8,273,816
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,491,281 $8,187,013
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $2,701,533
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $22,939,627
Kloeckner Pentaplast of America, Inc., Initial U.S. Borrower Dollar Term Loan, 4/22/20 290,981 $289,223
KP Germany Erste GmbH, Initial German Borrower Dollar Term Loan, 4/22/20 124,351 $123,600
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 726,248 $716,262
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,300,378
Landry's, Inc., B Term Loan, 4/24/18 7,639,777 $7,612,320
Language Line Llc 1st Lien Tl-B L + 5.5% 02jul21 2,138,278 $2,131,151
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 16,375,000 $15,439,442
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,996,566 $303,783
LDK Solar Co, Ltd. (A.D.R.) 136,114 $7,622
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 1,200,000 $1,177,994
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 1,600,000 $1,558,770
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,148,640
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,156,312
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,065,885
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,431,433
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $585,579
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $911,131
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,448,334
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $751,855
Level 3 Financing, Inc., 5.375%, 1/15/24 (144A) 4,200,000 $4,251,100
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $13,818,635
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,761,568
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 3,908,160 $2,663,628
Linn Energy LLC, 12.0%, 12/15/20 (144A) 4,600,000 $2,362,867
Linn Energy LLC, 7.75%, 2/1/21 975,000 $163,624
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $639,232
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,267,500 $1,185,113
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $299,330
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 12,050,000 $12,168,693
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,950,000 $6,039,845
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $142,500
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,068,602
LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/22/48 (144A) 8,410,000 $8,185,212
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 14,099,000 $12,637,142
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,000,000 $4,897,150
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,042,230 $4,892,011
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 1,311,750 $1,270,758
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 11,800,000 $11,679,637
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,726,894
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,874,556
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $2,354,538
Marfrig Holdings Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $14,220,944
Marfrig Holdings Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,034,203
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,731,406
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,350,941
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,010,539
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 27,873 $597
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,667,790
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,408,945
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,440,070
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,036,519
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $689,755
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,744,000 $3,701,880
Md 5.25% 01dec23 144a 2,500,000 $2,520,885
MedAssets, Inc., Term B Loan, 12/13/19 1,656,278 $1,647,997
Meritor, Inc., 6.25%, 2/15/24 1,635,000 $1,436,529
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,811,273
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $927,732
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $967,291
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 3,400,000 $3,307,461
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,008,443
Methanol Holdings Trinidad Ltd 1st Lien Tl-B L + 3.5% 02jun22 4,264,313 $3,912,507
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $16,312,783
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $2,966,961
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $17,885,027
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $14,327,558
MGM Resorts International, 6.0%, 3/15/23 11,815,000 $11,935,119
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,562,275
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,399,560 $2,377,964
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 14,145,000 $13,004,559
Microsemi Corp., Term Loan (2014), 3/14/21 1,642,408 $1,640,355
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,087,288
Milea Flt% 15jul17 603,196,780 $5,011,752
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,289,896
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $9,501,393
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5,248,625 $5,187,389
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 6,970,887 $6,912,799
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,592,926
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 6.625%, 10/14/22 (144A) 3,500,000 $3,612,595
MMM Holdings, Inc., MMM Term Loan, 12/12/17 1,890,203 $1,245,171
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,548,420
Molina Healthcare, Inc., 5.375%, 11/15/22 (144A) 8,895,000 $8,962,732
Monitronics International, Inc., Term B Loan (2013), 3/23/18 3,372,987 $3,280,230
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,393,283
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,705,259
Morgan Stanley, Floating Rate Note (Perpetual) 189,157 $5,020,227
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,794,785
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2,075,000 $2,121,418
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 3,000,000 $2,987,405
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,621,151
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1,854,000 $1,485,664
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,419,130
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 4,669,000 $4,538,935
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 1,800,000 $1,729,238
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,337,646
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,108,950
Mpg Holdco I Inc Us 1st Lien Tl-B L + 3.5% 13oct21 6,034,227 $5,908,154
Mplx 4.875% 01dec24 144a 17,410,000 $15,696,203
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $532,208
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,374,168 $905,233
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,217,509
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,206,191
Namibia International Bonds, 5.25%, 10/29/25 (144A) 9,860,000 $9,258,951
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,695,890 $2,601,534
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 1,288,464 $1,255,715
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,602,583
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $809,234
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,086,606
Navios Maritime Partners LP, Term Loan, 6/27/18 3,552,553 $3,481,502
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $354,000
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 1,882,322 $1,868,794
NCR Corp., 6.375%, 12/15/23 10,635,000 $10,505,608
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 10,150,000 $8,662,717
Nevada Power Co., 6.5%, 8/1/18 85,000 $96,634
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $5,393,828
Newhall Land Development LLC 269,588 $831,275
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,080,450
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,689,076
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,440,901
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,793,312 $5,842,419
Newstar Commercial Lease Funding 2015-1 LLC, 3.27%, 4/15/19 (144A) 2,500,000 $1,986,272
New Zealand Government Bond, 4.5%, 4/15/27 47,070,000 $35,111,265
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,150,000 $1,132,061
Nn Inc 1st Lien Tl-B L + 4.75% 02oct22 13,095,679 $12,964,722
Noble Energy, Inc., 5.625%, 5/1/21 5,530,000 $5,461,218
Noble Energy, Inc., 5.875%, 6/1/22 503,000 $480,967
Noble Energy, Inc., 5.875%, 6/1/24 2,100,000 $2,019,740
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,183,036
Nord Anglia Education Finance Llc 1st Lien Tl-B L + 3.5% 21mar21 2,359,872 $2,333,324
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,443,925
Nortek Inc 1st Lien Tl-B L + 2.75% 30oct20 3,375,890 $3,316,812
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $7,610,955
Norway Government Bond, 4.25%, 5/19/17 610,000,000 $74,038,667
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $15,493,247
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,508,867
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $13,912,728
Novelis Inc 1st Lien Tl-B L + 3.25% 28may22 3,557,125 $3,404,837
NRG Energy, Inc., 6.25%, 5/1/24 7,725,000 $6,571,014
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,514,000 $4,520,089
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $9,544,771
NSG Holdings LLC, New Term Loan, 12/11/19 3,654,375 $3,599,559
Numericable-SFR SAS, 6.0%, 5/15/22 (144A) 5,350,000 $5,310,767
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,380,469 $1,362,350
On Assignment, Inc., Initial Term B Loan, 6/5/22 2,243,205 $2,235,728
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 8,965,000 $9,070,325
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,681,322
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $6,947,992
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,087,237
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,721,105
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 7,273,000 $6,376,807
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 10,936,000 $8,875,762
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $1,797,974
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,713,601
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $546,962
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,343,132
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $2,588,233
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $4,919,553
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,103,198
Owens-Brockway Glass Container, Inc., 5.875%, 8/15/23 (144A) 2,010,000 $2,081,809
Owens Corning, 4.2%, 12/1/24 5,975,000 $5,836,081
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 557,986 $539,154
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,381,016
Pacific Exploration and Production Corp., 5.375%, 1/26/19 (144A) 3,760,000 $801,415
Pangaea Zero% 01jul18 11,730,000 $211,140
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,929,231
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,621,535
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,180,000
PDC Energy, Inc., 7.75%, 10/15/22 8,425,000 $8,225,842
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 10,840,000 $9,701,378
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,676,607 $2,633,112
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,164,295
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $822,888
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 5,479,296 $5,353,442
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,568,678
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,467,869
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 10/3/21 1,903,136 $1,910,273
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 1,981,129 $1,978,183
Plains All American Pipeline LP, 4.65%, 10/15/25 18,500,000 $16,453,071
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,028,623
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,523,859
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $17,656,157
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6,890,000 $7,066,556
Post Holdings, Inc., 7.75%, 3/15/24 (144A) 3,500,000 $3,766,462
PQ Corp., 2014 Term Loan, 8/7/17 6,159,500 $6,121,003
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,324,463
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 3,923,123 $3,906,775
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,147,572
Progreso Receivables Funding LLC, 3.0%, 7/8/20 (144A) 4,000,000 $3,961,800
Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32 (144A) 2,500,000 $2,402,316
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,035,943 $1,034,000
Protection One (Aka Apollo Securit 1st Lien Tl-B L + 4% 19jun21 1,436,408 $1,416,657
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $3,563,672
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,559,059
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $11,521,000
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $6,738,669
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,005,249
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $998,946
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,206,316
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $990,919
Queensland Treasury Corp., 5.5%, 6/21/21 20,665,000 $17,164,076
QVC, Inc., 4.45%, 2/15/25 18,100,000 $17,090,818
Qwest Corp., 7.375%, 6/1/51 572,600 $14,561,218
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 2,207,484 $2,195,067
Rai 3.75% 20may23 4,700,000 $4,709,291
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,348,646
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,918,327
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $558,465
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,602,856
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $297,394
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $5,206
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $269,388
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,136,265
RAMP Series 2004-RS10 Trust, 5.28%, 10/25/34 (Step) 4,161,000 $3,466,232
RAMP Series 2004-RS1 Trust, 5.665%, 1/25/34 (Step) 2,204,000 $1,002,460
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $789,357
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $4,919,140
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,169,338 $3,132,361
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,337,647
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,781,864 $1,674,952
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,707,651
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,352,618
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,320,758
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,607,800
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $249,448
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $8,165,927
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $825,096
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,822,684 $1,817,559
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,689,539 $2,687,438
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,647,677
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,054,648
RMAT 2015-1 LLC, 4.09%, 7/27/20 (Step) (144A) 4,000,000 $3,731,220
Romania Government Bond, 5.85%, 4/26/23 41,660,000 $11,963,827
Romania Government Bond, 5.95%, 6/11/21 17,400,000 $4,979,088
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,453,708
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,922,374
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,359,511
Rovi Solutions Corp., Term B Loan, 7/2/21 3,228,219 $3,066,808
Rowan Companies, Inc., 5.85%, 1/15/44 24,347,000 $15,348,860
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 13,500,000 $14,312,813
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 6,500,000 $7,005,194
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,759,826 $7,747,216
Russian Federal Bond - OFZ, 7.0%, 8/16/23 2,007,676,000 $24,518,056
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $323
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $11,934,484
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 (144A) 3,155,000 $2,729,075
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,831,073 $3,804,255
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,969,388 $2,943,406
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,000,000 $2,288,125
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $992,104
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $5,605,718
Sanchez Energy Corp., 7.75%, 6/15/21 1,025,000 $628,781
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,444,933
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,001,933
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,706,015
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 3,500,000 $3,502,473
SandRidge Energy, Inc., 8.125%, 10/16/22 1,526,000 $318,976
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $2,792,782
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $9,848,239
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,027,269
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-383,898
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-1,439,447
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 372,308 $373,425
Scientific Games International, Inc., 10.0%, 12/1/22 18,000,000 $12,930,000
Scientific Games International, Inc., Initial Term B-2 Loan, 9/17/21 10,345,500 $9,479,064
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $10,724,276
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $90,652
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 21,907 $703,353
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 2,500,000 $2,999,500
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 4,700,000 $5,268,230
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 3,270 $33,505
Sector Zero% 01dec20 144a 3,500,000 $3,516,450
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 2,500,000 $1,376,355
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,719,227 $1,250,737
Securus Technologies Holdings, Inc., Term Loan B2, 4/17/20 3,150,000 $2,291,625
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,992,902 $1,986,675
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,319,775
Sensata Technologies 1st Lien L + 2.25% 14oct21 1,975,075 $1,943,474
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 710,791 $694,798
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $1,720,308
Sequoia Mortgage Trust 2012-5, Floating Rate Note, 11/25/42 2,923,000 $2,750,264
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $8,667,202
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 5,605,000 $5,130,422
Sequoia Mortgage Trust 2013-2, Floating Rate Note, 2/25/43 8,615,000 $5,575,150
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 5,090,000 $4,749,845
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 10,220,000 $7,724,434
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 3,100,000 $2,293,309
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $4,971,397
Sequoia Mortgage Trust 2013-5 REMICS, Floating Rate Note, 5/25/43 (144A) 7,931,000 $5,998,755
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 20,110,000 $15,372,237
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $5,787,738
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $2,476,409
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,144,842
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,196,000 $3,927,847
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,856,000 $4,480,487
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 8,585,000 $8,264,100
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,937,308
SESI LLC, 7.125%, 12/15/21 79,000 $70,560
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $674,776
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,208,940
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $32,900
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $5,805,000
Silvre Zero% 18sep18 144a 4,500,000 $4,500,000
Six Flags Theme Parks, Inc., Tranche B Term Loan, 6/30/22 1,427,825 $1,425,445
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3,100,000 $2,025,261
SM Energy Co., 5.0%, 1/15/24 1,160,000 $780,744
SM Energy Co., 5.625%, 6/1/25 3,905,000 $2,595,605
SM Energy Co., 6.5%, 1/1/23 1,080,000 $828,900
SolarCity Corp., 1.625%, 11/1/19 1,984,000 $1,607,453
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $484,641
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,783,593
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,367,741
Spectrum Brands Inc 1st Lien Tl L + 3% 16jun22 110,000 $109,764
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,251,472
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,336,129
Spirit Master Funding VII LLC, 3.8868%, 12/21/43 (144A) 1,000,000 $1,023,061
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $4,991,153
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,000,000 $1,054,647
Sprint Corp., 7.25%, 9/15/21 10,375,000 $8,051,490
SRAM LLC, Term Loan (First Lien), 4/10/20 3,055,019 $2,535,666
Sri Lanka Government International Bond, 6.85%, 11/3/25 (144A) 9,470,000 $9,025,034
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $18,438,196
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $8,973,036
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,550,310
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,549,088
Sterigenics-Nordion Holdings Llc 1st Lien Tl-B L + 3.25% 27apr22 1,640,888 $1,599,865
Steward Health Care System LLC, Term Loan, 4/10/20 2,199,375 $2,144,391
STG-Fairway Acquisitions, Inc., Term Loan (First Lien), 3/4/19 455,809 $444,414
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 6,500,000 $6,434,680
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,077,600
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $167,567
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,229,382
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $20,268
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $714,591
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,250,387
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,241,417
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $321,260
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,204,997
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,432,610
Summit Materials Llc 1st Lien Tl-B L + 3.25% 26jun22 970,125 $961,334
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $8,537,457
Swift Energy Co., 7.875%, 3/1/22 3,625,000 $385,156
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,094,640
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,005,707
Talen Energy Supply LLC, 4.625%, 7/15/19 (144A) 10,935,000 $8,434,454
Talen Energy Supply LLC, 6.5%, 6/1/25 (144A) 9,570,000 $6,368,038
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 3,935,000 $3,138,217
Tank Holding Corp., Initial Term Loan, 7/9/19 1,482,753 $1,461,906
Targa Resources Partners LP, 4.125%, 11/15/19 4,320,000 $3,619,170
Targus Group International, Inc., Term Loan, 5/24/16 1,906,131 $1,396,241
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 14,500,000 $14,840,710
Tasc Inc 1st Lien Tl-B L + 6% 23may20 2,397,969 $2,404,942
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,470,000 $4,300,139
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,015,309
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,581,226 $6,498,961
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 340,868 $340,815
Terex Corp., U.S. Term Loan, 8/13/21 1,626,747 $1,607,429
Terraform Global Operating LLC, 9.75%, 8/15/22 (144A) 6,140,000 $5,139,436
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $3,518,674
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,631,088
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,061,071
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,086,744
The Allstate Corp., 5.95%, 4/1/36 4,700,000 $5,736,660
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $4,994,244
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $9,800,444
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,962,500 $4,972,797
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,312,899
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,212,500 $1,211,237
The Industrial Development Authority of the County of Yavapai, Floating Rate Note, 3/1/28 1,400,000 $1,443,251
The Medicines Co., 2.5%, 1/15/22 (144A) 885,000 $1,131,940
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 10,812,000 $11,801,298
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,594,736
The Williams Companies, Inc., 5.75%, 6/24/44 31,000,000 $18,441,096
The Williams Companies, Inc., 7.5%, 1/15/31 8,250,000 $5,993,050
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $6,319,465
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $573,812
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,926,474
TIG FINCO Plc, 8.75%, 4/2/20 1,263,147 $1,659,263
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 222,908 $342,990
TI Group Automotive Systems LLC, Initial US Term Loan, 6/25/22 5,910,099 $5,791,897
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,671,000 $6,808,387
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $772,759
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,441,760
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,150,700
Toll Brothers Finance Corp., 4.875%, 11/15/25 3,270,000 $3,239,787
Top Co 217,467 $51,273
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 4,461,000 $4,465,392
Tower Automotive Holdings USA LLC, Initial Term Loan (2014), 4/23/20 1,018,929 $978,171
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 2,610,000 $2,676,054
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,843,160
Trans Union Llc 1st Lien Tl-B2 L + 3% 09apr21 5,718,268 $5,565,304
Tronox Pigments Holland BV, New Term Loan, 3/19/20 1,712,164 $1,527,036
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,478,039
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,295,866 $7,004,031
Tufts University, 5.017%, 4/15/12 14,800,000 $15,384,222
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 178,075,000 $169,459,023
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 125,165,000 $110,577,752
UBS AG, 7.625%, 8/17/22 16,775,000 $19,599,607
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 4,200,000 $4,288,773
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $72,385
UDR, Inc., 4.0%, 10/1/25 13,058,000 $13,326,015
Unifrax I LLC, New Term Dollar Loan, 11/28/18 1,151,283 $1,110,988
Unifrax I LLC, New Term Euro Loan, 11/28/18 3,856,366 $4,168,207
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,143,558
United Airlines, Inc., Class B Term Loan, 4/1/19 972,500 $967,638
Univar Inc 1st Lien Tl-B L + 3.25% 25jun22 6,374,025 $6,191,339
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $165,452
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,201,562
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,187,072 $2,145,152
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,877,128 $6,746,751
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,103,534 $1,094,050
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 354,375 $354,153
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,475,000 $1,351,055
USI, Inc. New York, Initial Term Loan, 12/30/19 26,073,285 $25,201,473
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 5,300,000 $3,932,087
US Silica Co., Term Loan, 7/23/20 1,877,558 $1,727,353
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 471,438 $455,428
Valeant Pharmaceuticals International, Inc., 4.5%, 5/15/23 3,000,000 $2,844,309
Valeant Pharmaceuticals International, Inc., 5.875%, 5/15/23 (144A) 3,850,000 $3,465,027
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,000,369
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,336,677
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,447,235
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $1,039,109
Vat 1st Lien Tl-B L + 3.25% 11feb21 1,414,833 $1,399,801
Vebbnk 5.942% 21nov23 144a 2,200,000 $2,068,797
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 7,900,000 $6,601,767
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $3,729,981
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $3,163,174
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $3,679,472
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5,565,000 $5,533,836
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 2,274,000 $2,251,033
Vencore 1st Lien Tl L + 4.75% 19nov19 5,050,982 $5,041,511
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,023,413
Verisk Analytics, Inc., 5.5%, 6/15/45 11,320,000 $10,835,600
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $8,603,952
Verizon Communications, Inc., 6.55%, 9/15/43 25,616,000 $30,905,604
Vers 2015-A Zero% 31dec17 12,033,893 $14,055,587
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,727,461
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $11,890,166
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $2,609,063
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $8,229,083
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $8,188,208
Virgin Media 1st Lien Tl-F L + 2.75% 30jun23 17,041,760 $16,708,032
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $10,288,823
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 18,400,000 $18,689,261
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,227,173
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $809,431
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $942,564
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $11,267,317
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 1,830,000 $1,202,761
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $2,127,387
VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A) 4,000,000 $3,469,771
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $2,946,450
VOLT XXXVI LLC, 3.625%, 7/25/45 (Step) (144A) 6,500,000 $5,841,273
Voya Financial, Inc., Floating Rate Note, 5/15/53 5,025,000 $4,985,903
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 4,200,000 $4,050,002
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $637,481
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,797,535
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,580,408
Wash Multifamily Acq 1st Lien 1st Lien Tl-B L + 3.25% 15may22 51,900 $50,699
Wash Multifamily Laundry Systems L 1st Lien Tl-B L + 3.25% 05may22 297,095 $290,225
Waste Industries Usa Inc 1st Lien Tl-B L + 3.25% 20feb20 2,654,938 $2,646,641
WCA Waste Corp., Term Loan, 3/23/18 3,628,625 $3,592,339
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $2,735,109
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,093,742
WebMD Health Corp., 2.5%, 1/31/18 5,480,000 $5,695,014
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 1,129,336 $831,473
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $36,665,428
Wells Fargo & Co., Floating Rate Note (Perpetual) 555,000 $585,587
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,163,768
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,816,780
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,587,828
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,179,572
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,344,555
Welltower, Inc., 5.25%, 1/15/22 3,150,000 $3,483,331
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,588,170
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,910,498
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,199,348
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $400,023
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $3,256,648
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $6,157,441
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $5,410,553
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $424,642
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,277,581
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,009,386
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,062,175
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,515,379
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,378,705
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,613,013
Windstream Services LLC, 6.375%, 8/1/23 9,870,000 $7,368,572
Windstream Services LLC, 7.75%, 10/15/20 8,680,000 $7,454,914
WinWater Mortgage Loan Trust 2015-1 REMICS, Floating Rate Note, 1/20/45 (144A) 8,530,000 $6,719,566
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 5,124,000 $4,858,187
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,628,278 $2,529,717
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,841,069 $4,601,436
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $3,865,369
WPX Energy, Inc., 7.5%, 8/1/20 9,625,000 $8,115,078
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 274,891 $273,173
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 763,864 $759,089
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 6,551,000 $5,837,487
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 780,017 $778,554
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $3,782,851
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,503,125 $1,506,766
Zero% 30nov19 14,520,000 $15,385,392
Zero% 31aug16 2,133,500 $2,322,955
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,669,461
Ziggo Bv Us 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,518,743
Ziggo Bv Us 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,623,125

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