Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 3/31/2016
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $421,590
17079z Zero% 31mar18 5,600,000 $6,585,600
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $2,013,835
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 5,041,799 $4,414,725
Acgl Zero% 01jul16 3,554,000 $266,195
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 3,350,000 $3,385,802
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,338,306
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 45,820,000 $3,944,918
Advanced Micro Devices, Inc., 7.0%, 7/1/24 4,215,000 $2,834,588
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 2,359,108 $2,363,531
AdvancePierre Foods, Inc., Term Loan (Second Lien), 10/10/17 2,000,000 $1,993,750
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,920,748
AES Corp. Virginia, 5.5%, 4/15/25 10,000,000 $9,903,611
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,370,265 $6,588,324
Africa Finance Corp., 4.375%, 4/29/20 (144A) 10,915,000 $11,293,993
Agate Bay Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3,981,000 $3,623,147
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $11,354,443
Agate Bay Mortgage Trust 2015-5, Floating Rate Note, 7/25/45 (144A) 8,000,000 $7,587,257
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $25,214,078
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,864,555
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,179,240
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,378,963
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,200,000 $2,252,189
Albany Molecular Research, Inc., Term Loan, 7/14/21 3,541,125 $3,532,272
Albertsons LLC, Term B-2 Loan, 3/21/19 1,975,050 $1,978,048
Albertsons LLC, Term B-4 Loan, 8/11/21 1,485,000 $1,488,249
Albertsons LLC, Term B-5 Loan, 12/21/22 498,750 $499,373
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,397
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,913,221
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $12,119,412
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $13,013,021
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $886,582
Alfa Bank AO Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $3,806,664
Alion Science & Technology Corp., Term Loan (First Lien), 8/13/21 2,279,915 $2,237,166
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $3,576,656
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 5,075,903 $4,712,128
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $8,326,981
Alliant Holdings I LLC, Initial Term Loan, 7/28/22 500,727 $495,720
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,291,772 $1,270,242
Ally Financial, Inc., 3.6%, 5/21/18 3,500,000 $3,514,875
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,726,162
Ally Financial, Inc., 5.75%, 11/20/25 7,185,000 $7,173,674
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $103,850
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,372,567
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $2,514,508
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 7,200,000 $6,586,946
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,829,239 $3,408,022
Altrl Zero% 30jun16 8,128,729 $453,583
Altrl Zero% 30jun17 5,287,778 $2,141,550
American Airlines, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,103,534 $1,103,534
American Airlines, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 354,375 $354,578
American Airlines 2013-2 Class A Pass Through Trust, 4.95%, 1/15/23 3,600,000 $3,267,649
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 9,200,000 $9,259,945
American Airlines 2015-2 Class B Pass Through Trust, 4.4%, 9/22/25 5,550,000 $5,130,980
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 1,800,000 $1,817,082
American Greetings Corp., 7.375%, 12/1/21 420,000 $439,775
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,357,549
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,500,000 $2,453,534
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $4,951,206
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $5,921,114
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 2,950,000 $2,799,039
Amherst College, 3.794%, 11/1/42 2,300,000 $2,358,002
Antero Resources Corp., 5.125%, 12/1/22 5,785,000 $5,348,715
Antero Resources Corp., 5.625%, 6/1/23 3,350,000 $3,144,813
Apex Tool Group LLC, Term Loan, 1/31/20 4,078,659 $3,932,508
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,354,244
Appvion, Inc., Term Commitment, 6/28/19 7,171,316 $6,705,180
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,105,631
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,808,804
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $13,528,299
Ardent Legacy Acquisitions, Inc., Term Loan, 7/31/21 1,113,228 $1,116,012
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $801,064
Ascent Resources - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,544,010 $186,290
Ascent Resources - Utica Llc 2nd Lien Tl L + 17.5% 01jul19 238,996 $54,372
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,586,313
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,374,483
AT&T, Inc., 3.95%, 1/15/25 26,995,000 $28,281,876
AT&T, Inc., 4.75%, 5/15/46 7,100,000 $7,053,150
Atkore International, Inc., Initial Term Loan (First Lien), 3/27/21 1,670,250 $1,629,190
Atlantic Power LP, Term Loan, 2/20/21 3,391,004 $3,388,884
Atlas IX Capital DAC, Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $514,194
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,239,700 $1,177,715
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,006,714
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,225,973
Australia Government Bond, 3.25%, 4/21/25 41,257,000 $34,168,520
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,742,938 $1,738,580
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,297,078
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,777,161
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 2,816,378 $2,818,138
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,168,719 $5,142,472
AXA SA, 8.6%, 12/15/30 10,060,000 $13,483,642
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 1,400,000 $1,407,891
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 1,054,000 $982,870
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,084,402
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,183,672
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $2,464,071
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $145,459
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $2,122,999
Banco Internacional del Peru SAA Panama, 5.75%, 10/7/20 (144A) 6,843,000 $7,646,995
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,076,563
Bank of America Corp., 7.25% (Perpetual) 1,414 $1,609,132
Bank of America Corp., Floating Rate Note, 10/23/49 18,775,000 $19,915,164
Bank of America Corp., Floating Rate Note, 9/29/49 3,150,000 $3,101,219
Bank of America Corp., Floating Rate Note (Perpetual) 3,725,000 $3,850,439
Barclays Plc, 4.375%, 1/12/26 8,700,000 $8,621,621
Baylor University, 4.313%, 3/1/42 4,550,000 $4,753,449
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 $961,926
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.721%, 8/28/44 (Step) (144A) 4,150,000 $1,765,248
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,639,453
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $25,543,596
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,226,091
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,508,540
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 10,191,000 $6,464,649
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,084,020
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,406,202
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $1,644,795
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 7,754,500 $3,262,979
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $708,368
Belden, Inc., 5.5%, 4/15/23 11,335,000 $13,196,239
Biogen, Inc., 3.625%, 9/15/22 7,650,000 $8,103,699
Biogen, Inc., 4.05%, 9/15/25 9,150,000 $9,794,901
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,553,079 $2,304,154
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,255,132 $3,840,256
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,155,809
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 10,425,000 $12,646,058
Blue Cube Spinco, Inc., 10.0%, 10/15/25 (144A) 1,265,000 $1,508,513
Blue Cube Spinco, Inc., 9.75%, 10/15/23 (144A) 1,265,000 $1,506,931
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 5,650,000 $5,675,511
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,493,467
BNP Paribas SA, 4.375%, 9/28/25 (144A) 4,440,000 $4,805,862
BNP Paribas SA, Floating Rate Note (Perpetual) (144A) 16,300,000 $16,396,555
Boardwalk Pipelines LP, 4.95%, 12/15/24 18,358,000 $17,056,234
Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19 4,000,000 $3,957,144
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 1,935,000 $531,319
BPCE SA, 4.875%, 4/1/26 (144A) 11,400,000 $11,308,921
Brazil Letras do Tesouro Nacional, 0.0%, 1/1/19 170,000,000 $33,225,920
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $15,379,076
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,730,560
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,322,040
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,469,646
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,045,757
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,889,399
Builders FirstSource, Inc., Initial Term Loan, 7/24/22 1,000,000 $994,063
Bumi Resources Tbk PT, Loan, 11/4/16 1,135,833 $227,167
BWAY Holding Co., Initial Term Loan, 8/8/20 5,131,489 $4,990,373
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $1,915,873
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $374,909
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 5,300,000 $5,459,559
CalAtlantic Group, Inc., 0.25%, 6/1/19 6,805,000 $6,028,096
CalAtlantic Group, Inc., 1.25%, 8/1/32 6,735,000 $7,106,828
CalAtlantic Group, Inc., 5.375%, 10/1/22 6,230,000 $6,537,606
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,053,124
Calpine Corp., Term Loan, 10/9/19 1,061,500 $1,057,962
Calpine Corp., Term Loan, 5/28/22 7,829,662 $7,743,411
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 7,455,000 $5,516,493
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,697,989
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $11,396,272
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,151,558
Capital One Financial Corp., Floating Rate Note (Perpetual) 18,800,000 $19,147,800
Caraustar Industries, Inc., Incremental Term Loan, 5/1/19 5,692,066 $5,563,994
Caraustar Industries, Inc., Term Loan, 5/1/19 301,061 $294,287
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,504,757
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $20,477,323
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 4,655,000 $4,356,304
CCO Holdings LLC, 5.25%, 9/30/22 2,798,000 $2,882,348
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 21,530,000 $24,371,479
CDS US Intermediate Holdings, Inc., Initial Term Loan (First Lien), 6/25/22 1,496,241 $1,431,404
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,581,903
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,588,039
Cemex SAB de CV, 7.75%, 4/16/26 (144A) 2,790,000 $2,868,480
Cengage Learning Holdings II, Inc. 90,687 $1,734,389
Centene Corp., 5.625%, 2/15/21 (144A) 5,850,000 $6,144,328
Centene Corp., 6.125%, 2/15/24 (144A) 3,905,000 $4,143,232
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,231,658
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $2,898,831
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $2,568,040
Cepheid, 1.25%, 2/1/21 4,865,000 $4,343,026
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 528,807 $528,146
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,515,962 $1,514,067
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 4,974,739 $4,968,521
CEVA GROUP Plc 1,069 $427,480
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $925,380
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $4,567,004
Charter Communications Operating L 1st Lien Tl L + 0% 26may16 543,514 $543,514
Charter Communications Operating L 1st Lien Tl L + 0% 26may16 3,338,732 $3,338,732
China Government Bond, 3.0%, 11/21/19 62,500,000 $9,490,146
China Government Bond, 3.38%, 11/21/24 42,500,000 $6,406,400
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $13,955
CHS, 6.875%, 2/1/22 5,075,000 $4,638,339
CHS, Incremental 2021 Term H Loan, 1/27/21 3,921,427 $3,863,343
CIM Trust 2015-4AG, Floating Rate Note, 11/25/57 (144A) 1,700,000 $1,561,170
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $7,766,219
Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18 865,471 $858,980
Cirsa Funding Luxembourg SA, 5.875%, 5/15/23 5,475,000 $6,209,923
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $3,143,419
Citicorp Residential Mortgage Trust Series 2006-2, 5.89163%, 9/25/36 (Step) 11,634,000 $10,935,830
Citicorp Residential Mortgage Trust Series 2007-1, 5.8114%, 3/25/37 (Step) 5,893,000 $5,060,651
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $14,875,369
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $5,940,233
Citigroup Capital XIII, Floating Rate Note, 10/30/40 170,644 $4,486,231
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $3,893,681
Citigroup Mortgage Loan Trust 2015-PS1, Floating Rate Note, 9/25/42 (144A) 10,000,000 $8,760,920
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,517,495
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,055,656
Cme: (Cdx.Na.Hy.25.V1) Usd 20dec20 Z91vrer63 32,580,000 $1,002,805
Cobalt International Energy, Inc., 2.625%, 12/1/19 4,170,000 $2,116,275
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,556,843
Colony American Finance 2015-1, Ltd., 2.896%, 10/18/47 (144A) 5,800,000 $5,653,529
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,369,292
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,370,571
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,018,703
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,137,301
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,437,943
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,709,202
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,275,723
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $3,071,315
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 7,500,000 $6,734,851
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 5,600,000 $5,784,049
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,059,000 $928,015
Communications Sales & Leasing, Inc., 6.0%, 4/15/23 (144A) 7,000,000 $7,001,167
Communications Sales & Leasing, Inc., Term Loan, 10/16/22 9,321,784 $9,044,461
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,182,514
Concordia Healthcare Corp., Initial Dollar Term Loan, 10/20/21 5,537,500 $5,412,906
Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18 5,094,234 $5,011,453
Conn's Receivables Funding 2015-A LLC, 4.565%, 9/15/20 (144A) 1,600,000 $690,882
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $146,913
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $20,115,619
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,714,738
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $1,116,200
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $111,454
Continental Airlines 2012-2 Class A Pass Through Trust, 4.0%, 10/29/24 5,475,000 $5,141,186
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 200,000 $215,422
ContourGlobal Power Holdings SA, 7.125%, 6/1/19 (144A) 6,625,000 $6,591,875
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,678,612
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4,099,162 $4,088,914
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $256,762
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $1,541,643
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,278,456
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $45,243
Coveris Holdings SA, USD Term Loan, 4/14/19 6,698,702 $6,564,728
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 8,675,000 $8,165,190
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 16,000,000 $16,125,947
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 10,025,000 $9,491,169
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $283,249
Credit Suisse Group Funding Guernsey, Ltd., 3.8%, 9/15/22 24,000,000 $23,927,133
Crestwood Midstream Partners LP, 6.25%, 4/1/23 (144A) 11,925,000 $9,197,156
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3,750,000 $3,760,995
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,351,498
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,467,476
Crowne Group LLC, Term Loan (First Lien), 9/29/20 1,773,000 $1,702,080
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 0 $0
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 4,193,216 $4,091,006
CSMC Trust 2013-6, Floating Rate Note, 8/25/43 (144A) 6,051,000 $5,489,122
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 12,205,000 $6,228,756
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 5,000,000 $4,217,932
CSMC Trust 2015-3, Floating Rate Note, 3/25/45 (144A) 4,514,000 $4,347,103
CSMC Trust 2015-WIN1, Floating Rate Note, 12/25/54 (144A) 2,525,000 $1,997,883
CSMLT 2015-2 Trust, Floating Rate Note, 8/28/45 (144A) 10,420,000 $9,878,172
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,129,355
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $5,709,985
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,062,824
CWGS Group LLC, Term Loan, 2/20/20 7,129,705 $7,071,777
Darling Global Finance BV, 4.75%, 5/30/22 (144A) 4,485,000 $5,187,130
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $291,723
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $11,672,489
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,241,387
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,545,051
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $4,120,808
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 11,805,000 $6,328,956
DCP Midstream Operating LP, 5.6%, 4/1/44 3,975,000 $3,036,721
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,637,063
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 486,680 $458,088
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,006,856
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,209,597 $5,217,192
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $1,931,805
Deltek, Inc., Term Loan (First Lien), 12/31/22 1,000,000 $996,875
Denbury Resources, Inc., 4.625%, 7/15/23 10,196,000 $4,356,383
Denbury Resources, Inc., 5.5%, 5/1/22 4,290,000 $2,028,813
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $1,001,747
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,331,618
Digicel, Ltd., 6.0%, 4/15/21 (144A) 9,600,000 $8,857,600
Digicel Group, Ltd., 8.25%, 9/30/20 (144A) 1,325,000 $1,136,491
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 5,075,000 $4,662,656
DigitalGlobe, Inc., Term Loan, 1/31/20 8,470,118 $8,452,475
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 6,440,000 $6,602,342
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 6,647,591 $6,632,009
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,280,640
Domino's Pizza Master Issuer LLC, 3.484%, 10/25/45 (144A) 9,500,000 $9,176,605
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $8,757,827
Doosan Infracore International, Inc., Tranche B Term Loan, 4/24/21 1,874,131 $1,862,417
DPx Holdings BV, 2015 Incremental Dollar Term Loan, 1/23/21 2,416,950 $2,334,875
DPx Holdings BV, 7.5%, 2/1/22 (144A) 6,000,000 $6,045,000
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,459,561
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,020,214 $1,464,029
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 3,955,000 $3,526,542
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $2,461,945
DT Auto Owner Trust 2015-1, 4.26%, 2/15/22 (144A) 1,800,000 $1,777,536
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $6,934,801
DuPont Fabros Technology LP, 5.875%, 9/15/21 4,605,000 $4,835,762
Dycom Industries, Inc., 0.75%, 9/15/21 (144A) 6,600,000 $6,478,450
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $846,586
DynCorp International, Inc., Term Loan, 7/7/16 3,943,781 $3,825,468
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,810,346 $2,771,703
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $3,942,870
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $20,900
Eco Services Operations LLC, Initial Term Loan, 10/10/21 1,695,707 $1,653,314
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 72,000 $540,000
Eden Re II, Ltd., 0.0%, 4/23/19 (Cat Bond) (144A) 6,800,000 $6,868,000
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $23,981,166
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $4,883,560
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $2,185,574
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,956,245 $2,947,007
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $8,951,853
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 2,725,000 $777,105
Enbridge Energy Partners LP, 7.375%, 10/15/45 19,500,000 $20,407,583
Endo, Ltd., 6.0%, 2/1/25 (144A) 1,975,000 $1,871,313
Endo Finance LLC, 5.875%, 1/15/23 (144A) 11,549,000 $11,143,662
Endo Luxembourg Finance I Co Sarl, 2015 Incremental Term B Loan, 6/24/22 2,487,523 $2,453,319
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $242,088
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $12,066,801
Energy Transfer Equity LP, Loan (2013), 12/2/19 2,650,000 $2,373,406
Engs Commercial Finance Trust 2015-1, 4.5%, 12/22/22 (144A) 1,200,000 $1,202,368
EnLink Midstream Partners LP, 4.4%, 4/1/24 10,465,000 $8,634,902
Ensco Plc, 4.5%, 10/1/24 16,551,000 $9,558,203
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,215,707 $1,213,175
Enterprise Products Operating LLC, 3.7%, 2/15/26 14,927,000 $14,711,466
Enterprise Products Operating LLC, 3.75%, 2/15/25 4,517,000 $4,530,400
Enterprise Products Operating LLC, 3.9%, 2/15/24 1,400,000 $1,422,052
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $2,960,979
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,933,974 $1,936,875
EP Energy LLC, Tranche B-3 Loan, 5/24/18 973,901 $652,513
Epiq Systems, Inc., Term Loan, 8/27/20 3,255,035 $3,222,485
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $4,959,502
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,352,539
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,678,953
Equinix, Inc., 5.875%, 1/15/26 2,575,000 $2,764,504
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,772,090
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,928,000 $7,247,218
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,156,874
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 700,000 $470,501
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,589,045 $9,348,500
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,005,957
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $9,931,968
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $7,983,000
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 5,119,302 $5,029,715
Fannie Mae, 0.5%, 12/15/33 7,290,000 $7,118,482
Fannie Mae, 3.5%, 11/1/40 10,200,000 $4,549,043
Fannie Mae, 3.5%, 11/1/42 1,050,000 $849,959
Fannie Mae, 3.5%, 11/1/42 500,000 $392,379
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,784,410
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,120,569
Fannie Mae, 3.5%, 12/1/42 50,000 $39,802
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,559,588
Fannie Mae, 3.5%, 2/1/46 7,775,000 $8,157,355
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,687,551
Fannie Mae, 3.5%, 8/1/42 20,680,354 $15,938,794
Fannie Mae, 3.5%, 8/1/42 12,265,072 $9,248,787
Fannie Mae, 3.5%, 9/1/45 7,730,000 $7,880,721
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,077,601
Fannie Mae, 4.0%, 1/1/42 8,038,832 $2,881,232
Fannie Mae, 4.0%, 1/1/42 16,134,804 $9,279,215
Fannie Mae, 4.0%, 1/1/45 47,503 $46,104
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,344,551
Fannie Mae, 4.0%, 10/1/44 792,663 $687,156
Fannie Mae, 4.0%, 10/1/44 267,357 $215,822
Fannie Mae, 4.0%, 10/1/44 27,510 $23,784
Fannie Mae, 4.0%, 10/1/44 110,213 $96,095
Fannie Mae, 4.0%, 10/1/44 231,617 $197,655
Fannie Mae, 4.0%, 10/1/44 916,768 $514,184
Fannie Mae, 4.0%, 10/1/45 8,205,000 $8,676,986
Fannie Mae, 4.0%, 11/1/41 7,857,077 $2,468,521
Fannie Mae, 4.0%, 11/1/41 55,000 $15,818
Fannie Mae, 4.0%, 11/1/42 1,510,120 $676,716
Fannie Mae, 4.0%, 11/1/43 8,931,305 $8,108,795
Fannie Mae, 4.0%, 11/1/43 3,398,541 $2,654,351
Fannie Mae, 4.0%, 11/1/44 219,297 $187,793
Fannie Mae, 4.0%, 11/1/44 279,401 $239,245
Fannie Mae, 4.0%, 11/1/44 725,000 $682,452
Fannie Mae, 4.0%, 11/1/44 857,810 $737,820
Fannie Mae, 4.0%, 11/1/44 382,861 $314,003
Fannie Mae, 4.0%, 11/1/44 597,673 $515,087
Fannie Mae, 4.0%, 11/1/45 9,225,000 $9,790,956
Fannie Mae, 4.0%, 12/1/23 370,833 $64,441
Fannie Mae, 4.0%, 12/1/30 50,000 $17,757
Fannie Mae, 4.0%, 12/1/40 9,810,000 $5,775,881
Fannie Mae, 4.0%, 12/1/41 220,620 $91,739
Fannie Mae, 4.0%, 12/1/41 17,790,000 $5,715,275
Fannie Mae, 4.0%, 12/1/41 45,515,613 $21,149,323
Fannie Mae, 4.0%, 12/1/42 46,000 $14,400
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,524,367
Fannie Mae, 4.0%, 12/1/44 165,188 $136,031
Fannie Mae, 4.0%, 2/1/42 6,625,000 $2,692,684
Fannie Mae, 4.0%, 2/1/44 4,875,746 $4,818,443
Fannie Mae, 4.0%, 2/1/44 3,344,903 $2,850,427
Fannie Mae, 4.0%, 4/1/41 450,000 $274,450
Fannie Mae, 4.0%, 4/1/42 10,925,000 $7,337,356
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,476,540
Fannie Mae, 4.0%, 4/1/42 9,200,000 $3,742,168
Fannie Mae, 4.0%, 5/1/42 530,000 $356,782
Fannie Mae, 4.0%, 5/1/44 16,300,000 $11,220,479
Fannie Mae, 4.0%, 6/1/42 408,899 $255,395
Fannie Mae, 4.0%, 6/1/44 1,896,658 $1,292,172
Fannie Mae, 4.0%, 7/1/18 75,000 $2,035
Fannie Mae, 4.0%, 7/1/42 424,314 $211,122
Fannie Mae, 4.0%, 7/1/44 19,620,000 $15,655,394
Fannie Mae, 4.0%, 8/1/42 25,000,000 $16,222,811
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,392,046
Fannie Mae, 4.0%, 8/1/43 6,883,801 $4,514,819
Fannie Mae, 4.0%, 8/1/44 10,525,000 $9,370,572
Fannie Mae, 4.0%, 9/1/37 1,307,922 $831,123
Fannie Mae, 4.0%, 9/1/44 286,008 $223,504
Fannie Mae, 4.5%, 11/1/40 12,358,351 $3,800,736
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,157,773
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,645,087
Fannie Mae, 4.5%, 11/1/43 14,886,677 $5,975,813
Fannie Mae, 4.5%, 12/1/40 54,806,862 $18,191,201
Fannie Mae, 4.5%, 12/1/41 6,923,896 $3,064,658
Fannie Mae, 4.5%, 12/1/41 60,000 $40,497
Fannie Mae, 4.5%, 2/1/44 15,392,410 $9,148,434
Fannie Mae, 4.5%, 3/1/35 2,520,000 $215,069
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,054,483
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,129,150
Fannie Mae, 4.5%, 4/1/41 25,000 $8,669
Fannie Mae, 4.5%, 5/1/41 24,220,767 $5,050,064
Fannie Mae, 4.5%, 7/1/41 12,477,165 $3,934,251
Fannie Mae, 4.5%, 7/1/41 39,417,029 $16,322,259
Fannie Mae, 4.5%, 8/1/40 1,000,000 $234,104
Fannie Mae, 4.5%, 8/1/41 71,193,582 $20,487,408
Fannie Mae, 4.5%, 9/1/41 2,700,000 $867,378
Fannie Mae, 4.5%, 9/1/43 17,709,372 $10,994,029
Fannie Mae, 5.0%, 1/1/39 27,744,910 $1,868,374
Fannie Mae, 5.0%, 1/1/45 41,000,000 $33,373,700
Fannie Mae, 5.0%, 10/1/40 1,617,334 $804,058
Fannie Mae, 5.0%, 11/1/44 57,000,000 $43,808,740
Fannie Mae, 5.0%, 2/1/22 6,603,277 $239,808
Fannie Mae, 5.0%, 4/1/22 327,117 $10,247
Fannie Mae, 5.0%, 5/1/38 9,123,173 $594,721
Fannie Mae, 5.0%, 5/1/41 2,252,877 $628,721
Fannie Mae, 5.0%, 6/1/22 639,720 $29,263
Fannie Mae, 5.0%, 6/1/22 2,077,680 $77,815
Fannie Mae, 5.0%, 6/1/35 77,359,128 $5,415,642
Fannie Mae, 5.0%, 6/1/40 11,550,000 $3,174,313
Fannie Mae, 5.0%, 6/1/40 3,027,156 $545,085
Fannie Mae, 5.0%, 7/1/35 42,393,553 $3,089,144
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,301,434
Fannie Mae, 5.0%, 7/1/39 2,516,008 $697,182
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,189,650
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,244,860
Fannie Mae, 5.0%, 7/1/40 11,275,000 $2,349,788
Fannie Mae, 5.0%, 7/1/41 1,681,264 $622,524
Fannie Mae, 5.0%, 8/1/35 24,222,081 $1,833,854
Fannie Mae, 5.0%, 9/1/43 35,004,024 $16,817,166
Fannie Mae, 5.5%, 12/1/35 2,799,824 $250,393
Fannie Mae, 5.5%, 3/1/21 5,000,000 $382,242
Fannie Mae, 5.5%, 3/1/36 900,090 $105,951
Fannie Mae, 5.5%, 4/1/34 2,750,000 $138,069
Fannie Mae, 5.5%, 4/1/36 2,000,200 $101,457
Fannie Mae, 5.5%, 5/1/33 750,000 $41,400
Fannie Mae, 5.5%, 6/1/33 852,000 $26,066
Fannie Mae, 5.5%, 7/1/33 1,900,000 $65,194
Fannie Mae, 6.0%, 1/1/33 502,267 $13,943
Fannie Mae, 6.0%, 1/1/34 1,800,000 $94,217
Fannie Mae, 6.0%, 10/1/32 200,552 $3,148
Fannie Mae, 6.0%, 11/1/32 350,000 $6,513
Fannie Mae, 6.0%, 12/1/32 3,234,929 $63,682
Fannie Mae, 6.0%, 12/1/33 2,000,000 $107,165
Fannie Mae, 6.0%, 12/1/37 7,118,373 $235,704
Fannie Mae, 6.0%, 3/1/32 100,000 $1,894
Fannie Mae, 6.0%, 3/1/33 350,000 $2,960
Fannie Mae, 6.0%, 3/1/33 250,000 $7,821
Fannie Mae, 6.0%, 4/1/38 5,765,562 $326,782
Fannie Mae, 6.0%, 5/1/33 1,200,000 $96,706
Fannie Mae, 6.0%, 6/1/37 4,500,000 $286,498
Fannie Mae, 6.0%, 7/1/17 4,000,000 $15,416
Fannie Mae, 6.0%, 7/1/38 2,040,000 $149,495
Fannie Mae, 6.5%, 10/1/32 511,093 $15,357
Fannie Mae, 6.5%, 11/1/32 400,000 $4,195
Fannie Mae, 6.5%, 2/1/32 99,991 $1,333
Fannie Mae, 6.5%, 3/1/32 124,988 $4,166
Fannie Mae, 6.5%, 4/1/29 40,000 $375
Fannie Mae, 6.5%, 5/1/31 392,161 $1,482
Fannie Mae, 6.5%, 6/1/31 25,095 $304
Fannie Mae, 6.5%, 8/1/32 340,598 $3,111
Fannie Mae, 7.0%, 2/1/29 43,569 $456
Fannie Mae, 7.0%, 5/1/28 200,000 $1,369
Fannie Mae, 7.0%, 7/1/31 306,031 $624
Fannie Mae, 7.5%, 1/1/28 115,000 $979
Far East Capital, Ltd. SA, 8.0%, 5/2/18 3,150,000 $1,754,113
FCA US LLC, Term Loan B, 5/24/17 10,566,338 $10,576,683
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 1,090,059 $1,007,962
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 610,000 $585,786
Federal Home Loan Mortgage Corp., 3.0%, 11/1/42 20,975,000 $16,325,722
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $2,708,445
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $8,571,683
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 550,000 $572,131
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 7,100,000 $6,260,711
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $908,927
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,008,627
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $1,914,129
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,469,402
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $548,979
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,233,226 $839,704
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,152,038
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 5,934,035 $2,914,436
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $46,674
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $134,779
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $1,965,444
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $209,202
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $88,872
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $56,535
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $8,009,408
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $354,291
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $285,056
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $245,879
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $50,280
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $221,267
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $620,775
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $438,247
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $1,746
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5,055,000 $4,322,371
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $94,519
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $84,588
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $9,646
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $115,795
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $203,396
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $17,750
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $10,858
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $50,736
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $177,224
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $190,859
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,632
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 2,000,000 $2,010,654
Federal-Mogul Holdings Corp., Tranche C Term Loan (2014), 4/15/21 2,487,374 $2,261,438
Federal National Mortgage Association, 4.0%, 2/1/44 29,000 $21,722
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $854,187
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $44,597
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $2,529,846
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $166,625
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,038,125
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,233,701 $1,232,842
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 531,064 $530,434
First Data Corp., New 2022B Dollar Term Loan, 7/10/22 3,000,000 $2,986,563
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $498,117
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,587,428
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $118,866
Fitness & Sports Clubs LLC, Term B Loan, 6/25/20 8,691,734 $8,409,253
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,367,039
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,846,764
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $15,445,311
Flt% 15jun16 2,260,378 $2,284,338
Flt% 31mar19 7,000,000 $7,000,000
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,709,568
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,187,706
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 4,028,165 $3,413,870
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $311,377
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 7,530,900 $6,687,730
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $6,017,909
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $83,594
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $2,963,282
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,287,366
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,162,587
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,535,273
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,025,247
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 9,582,000 $9,993,354
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,702,268
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,768,924
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,098,340
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,742,385
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,013,429
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,397,839
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 3,700,000 $3,790,650
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $7,907,367
Frontier Communications Corp., 10.5%, 9/15/22 (144A) 285,000 $293,455
Frontier Communications Corp., 7.125%, 1/15/23 1,535,000 $1,381,564
Frontier Communications Corp., 8.5%, 4/15/20 9,855,000 $10,580,273
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $10,513,920
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 285,000 $297,168
Galileo Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 6,150,000 $6,323,123
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,037,972 $999,697
Garda World Security Corp., Term B Loan, 11/1/20 4,057,529 $3,907,908
Gates Global LLC, Initial Dollar Term Loan, 6/12/21 2,250,000 $2,127,656
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,353,381
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $858,221
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 2,000,000 $1,376,382
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $7,759,332
General Motors Co., 6.6%, 4/1/36 15,110,000 $16,732,144
GENEX Holdings, Inc., Term B Loan (First Lien), 5/22/21 640,216 $632,214
Gilead Sciences, Inc., 4.6%, 9/1/35 10,275,000 $11,190,927
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $2,266,157
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $4,302,312
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 401,205 $400,202
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 2,100,000 $243,059
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $1,444,662
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 14,941,131 $3,361,644
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $4,991,738
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $11,400,827
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $3,804,090
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,612,226
Golar LNG Partners LP, Floating Rate Note, 10/12/17 33,000,000 $3,957,490
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,859,180
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $17,399,918
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $1,622,883
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $5,947,712
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $8,006,389
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $15,362,414
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $704,501
Government National Mortgage Association I, 3.5%, 4/20/16 34,025,000 $35,964,541
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $13,390,323
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $13,764,733
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $19,865
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $12,477
Government National Mortgage Association I, 4.0%, 1/15/41 137,728 $68,818
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $73,833
Government National Mortgage Association I, 4.0%, 1/15/42 5,790,059 $1,839,286
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $20,714
Government National Mortgage Association I, 4.0%, 1/15/45 2,552,971 $2,267,097
Government National Mortgage Association I, 4.0%, 1/15/45 3,342,393 $2,842,722
Government National Mortgage Association I, 4.0%, 1/15/45 478,684 $312,514
Government National Mortgage Association I, 4.0%, 1/15/45 3,613,043 $2,720,605
Government National Mortgage Association I, 4.0%, 1/15/45 2,799,264 $1,957,761
Government National Mortgage Association I, 4.0%, 10/15/40 350,000 $137,030
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $19,916
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $37,085
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $13,343
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $216,136
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $14,744
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $28,752
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $20,434
Government National Mortgage Association I, 4.0%, 10/15/42 78,039 $37,500
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $8,369
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $10,806
Government National Mortgage Association I, 4.0%, 10/15/44 159,851 $121,452
Government National Mortgage Association I, 4.0%, 10/15/44 500,291 $366,098
Government National Mortgage Association I, 4.0%, 10/15/44 2,889,550 $1,669,947
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $20,118
Government National Mortgage Association I, 4.0%, 11/15/40 1,999,477 $733,287
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $85,908
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $300,432
Government National Mortgage Association I, 4.0%, 11/15/41 389,492 $286,461
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,300
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $75,499
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $17,698
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $17,770
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $18,079
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $533,650
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $28,867
Government National Mortgage Association I, 4.0%, 11/15/44 2,263,866 $1,763,566
Government National Mortgage Association I, 4.0%, 11/15/44 161,099 $95,256
Government National Mortgage Association I, 4.0%, 11/15/44 134,324 $63,957
Government National Mortgage Association I, 4.0%, 12/15/40 4,755,953 $1,728,925
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $16,818
Government National Mortgage Association I, 4.0%, 12/15/40 550,167 $173,878
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $15,250
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $19,518
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $15,716
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $26,699
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,240,045
Government National Mortgage Association I, 4.0%, 12/15/44 335,845 $240,947
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $706,219
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $21,552
Government National Mortgage Association I, 4.0%, 12/15/44 1,046,830 $734,056
Government National Mortgage Association I, 4.0%, 12/15/44 231,066 $148,604
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,441,484
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $30,511
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $10,699
Government National Mortgage Association I, 4.0%, 2/15/42 842,541 $354,302
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $19,992
Government National Mortgage Association I, 4.0%, 2/15/42 854,217 $323,968
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $26,829
Government National Mortgage Association I, 4.0%, 2/15/44 474,636 $386,836
Government National Mortgage Association I, 4.0%, 2/15/45 319,725 $164,021
Government National Mortgage Association I, 4.0%, 2/15/45 2,507,462 $1,812,246
Government National Mortgage Association I, 4.0%, 2/15/45 558,953 $453,224
Government National Mortgage Association I, 4.0%, 2/15/45 445,520 $373,259
Government National Mortgage Association I, 4.0%, 2/15/45 3,761,677 $3,024,162
Government National Mortgage Association I, 4.0%, 2/15/45 534,346 $389,878
Government National Mortgage Association I, 4.0%, 2/15/45 269,204 $159,396
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $13,212
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $120,907
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $971,422
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $271,685
Government National Mortgage Association I, 4.0%, 3/15/44 555,005 $296,807
Government National Mortgage Association I, 4.0%, 3/15/44 645,336 $271,767
Government National Mortgage Association I, 4.0%, 3/15/44 249,725 $160,511
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $8,870,089
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $5,236,907
Government National Mortgage Association I, 4.0%, 3/15/45 3,891,400 $2,001,652
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $17,036
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $20,899
Government National Mortgage Association I, 4.0%, 4/15/40 721,285 $318,440
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $31,778
Government National Mortgage Association I, 4.0%, 4/15/43 4,914,965 $3,194,579
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $19,123
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $2,643,437
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,255,835
Government National Mortgage Association I, 4.0%, 4/15/44 596,909 $353,077
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $30,857
Government National Mortgage Association I, 4.0%, 4/15/45 730,564 $312,831
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,079
Government National Mortgage Association I, 4.0%, 5/15/41 780,194 $447,991
Government National Mortgage Association I, 4.0%, 5/15/41 450,351 $160,241
Government National Mortgage Association I, 4.0%, 5/15/42 4,042,478 $2,257,117
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $19,400
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $154,460
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $308,040
Government National Mortgage Association I, 4.0%, 5/15/44 521,959 $277,255
Government National Mortgage Association I, 4.0%, 5/15/44 1,157,236 $618,100
Government National Mortgage Association I, 4.0%, 5/15/45 456,684 $422,107
Government National Mortgage Association I, 4.0%, 6/15/40 96,329 $39,173
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $17,541
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $14,654
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $5,302,057
Government National Mortgage Association I, 4.0%, 6/15/42 376,534 $228,290
Government National Mortgage Association I, 4.0%, 6/15/42 826,766 $481,669
Government National Mortgage Association I, 4.0%, 6/15/42 466,027 $196,852
Government National Mortgage Association I, 4.0%, 6/15/43 354,866 $173,748
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $28,876
Government National Mortgage Association I, 4.0%, 7/15/40 1,811,374 $689,421
Government National Mortgage Association I, 4.0%, 7/15/41 1,153,060 $326,385
Government National Mortgage Association I, 4.0%, 7/15/41 256,115 $86,833
Government National Mortgage Association I, 4.0%, 7/15/41 576,895 $217,060
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $28,256
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $32,355
Government National Mortgage Association I, 4.0%, 7/15/41 1,042,737 $398,435
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $257,359
Government National Mortgage Association I, 4.0%, 7/15/45 91,415 $91,808
Government National Mortgage Association I, 4.0%, 8/15/40 1,708,228 $527,445
Government National Mortgage Association I, 4.0%, 8/15/40 911,552 $351,038
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $27,782
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $175,134
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,847
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $11,213
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $222,829
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,067,756
Government National Mortgage Association I, 4.0%, 8/15/44 419,333 $240,558
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $322,582
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $50,108
Government National Mortgage Association I, 4.0%, 8/15/44 1,072,177 $773,315
Government National Mortgage Association I, 4.0%, 8/15/44 4,378,456 $2,998,189
Government National Mortgage Association I, 4.0%, 8/15/44 4,961,082 $3,060,677
Government National Mortgage Association I, 4.0%, 9/15/40 384,588 $125,622
Government National Mortgage Association I, 4.0%, 9/15/41 300,440 $168,447
Government National Mortgage Association I, 4.0%, 9/15/41 921,511 $543,914
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $12,383
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $16,292
Government National Mortgage Association I, 4.0%, 9/15/41 240,401 $75,616
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $18,146
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $15,340
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $1,469,255
Government National Mortgage Association I, 4.0%, 9/15/43 452,015 $221,399
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $32,006
Government National Mortgage Association I, 4.0%, 9/15/43 490,000 $259,073
Government National Mortgage Association I, 4.0%, 9/15/44 506,535 $244,369
Government National Mortgage Association I, 4.0%, 9/15/44 967,745 $809,584
Government National Mortgage Association I, 4.0%, 9/15/44 247,591 $162,661
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $371,846
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $1,659,377
Government National Mortgage Association I, 4.0%, 9/15/44 658,411 $427,226
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $351,766
Government National Mortgage Association I, 4.0%, 9/15/44 2,323,967 $1,812,939
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $1,277,470
Government National Mortgage Association I, 4.0%, 9/15/44 4,511,055 $3,038,254
Government National Mortgage Association I, 4.0%, 9/15/44 12,213,075 $7,624,157
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $6,686,235
Government National Mortgage Association I, 4.0%, 9/15/44 4,957,680 $2,910,139
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $19,601
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $77,018
Government National Mortgage Association I, 4.0%, 9/15/45 281,424 $298,812
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $900,727
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $193,844
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $2,629,826
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $22,857
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $2,504,921
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $146,093
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $102,588
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $1,733,270
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $1,908,491
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $2,802,618
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $827,703
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $5,321,633
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $268,873
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $580,966
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $14,704
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $78,737
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $148,362
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $632,884
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $633,110
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $234,080
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $158,305
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $22,519
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $212,406
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $322,097
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $540
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $174,146
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $112,044
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $493,080
Government National Mortgage Association I, 5.5%, 2/15/37 172 $18
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $3,717
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $135,681
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $138,915
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $244,993
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $205,618
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $136,690
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $131,093
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $333,214
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $65,685
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $169,870
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $67,052
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $50,288
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $82,143
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $316,787
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $13,414
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $31,457
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $126,475
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $60,517
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $83,847
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $446,716
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $3,793
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,123
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $256,787
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $138,944
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $103,653
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $59,097
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $12,969
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $98,966
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $33
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $47,776
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $183,028
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $508,497
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $32,681
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $14,553
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $279,288
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $102,665
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $38,731
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $44,526
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $212,966
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $89,205
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $597,956
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $72
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $195,887
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $12,230
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $119,480
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $62,013
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $12,461
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $4,306
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $5,068
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $16,188
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $69,453
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $406
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $4,852
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,338
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,183
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $24,375
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,306
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $3,662
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,172
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,620
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $26,687
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $41,622
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $3,636
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $3,555
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $80,592
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $46,847
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $652
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $503
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,660
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $969
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $8,789
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $107
Government National Mortgage Association II, 3.5%, 3/20/45 2,818,193 $2,836,022
Government National Mortgage Association II, 3.5%, 3/20/46 3,150,000 $3,356,719
Government National Mortgage Association II, 3.5%, 4/20/45 3,268,335 $3,347,499
Government National Mortgage Association II, 3.5%, 4/20/45 1,307,438 $1,300,332
Government National Mortgage Association II, 3.5%, 4/20/45 3,400,000 $3,544,726
Government National Mortgage Association II, 3.5%, 8/20/45 13,275,000 $13,445,968
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $10,051,003
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $561,117
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,067,701
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $537,804
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $6,234,707
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $11,826
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $171,659
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $242,624
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $71,482
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $349
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $5,959
GreenPoint Home Equity Loan Trust 2004-2, Floating Rate Note, 1/15/30 80,170,000 $405,095
Griffon Corp., 5.25%, 3/1/22 312,000 $312,585
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 16,216,000 $16,457,619
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $4,971,680
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $211,478
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,530,557
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 7,305,000 $7,287,391
GSR Mortgage Loan Trust 2004-15F, 6.0%, 12/26/34 0 $15,170
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,246,358
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 11,000,000 $10,835,709
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,037,523
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6,975,000 $6,475,776
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,600,865
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $181,717
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,465,152
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,202,061
HC Group Holdings III, Inc., Initial Term Loan (First Lien), 3/25/22 2,992,481 $2,996,222
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,786,916
Hexion, Inc., 8.875%, 2/1/18 1,575,000 $1,102,172
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,103,096
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 8,470,000 $7,527,713
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $5,696,821
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $12,029,861
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,150,174
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $910,274
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21 1,662,438 $1,625,033
Hubbard Radio LLC, Term Loan, 5/12/22 1,951,807 $1,868,855
Huntington Ingalls Industries, Inc., 5.0%, 11/15/25 (144A) 2,520,000 $2,683,450
Hyperion Insurance Group, Ltd., Initial Term Loan, 3/26/22 1,683,000 $1,590,435
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,596,657
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,149,766 $6,126,705
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,376,353
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 500,000 $504,950
ICBCIL Finance Co, Ltd., Floating Rate Note, 11/13/18 (144A) 14,275,000 $14,343,852
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $5,435,266
Immucor, Inc., Term B-2 Loan, 8/19/18 2,743,050 $2,660,759
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,520,146
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 54,308,000 $2,195,935
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 2,084,000 $1,454,437
Impax Laboratories, Inc., 2.0%, 6/15/22 (144A) 2,641,000 $2,370,994
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,600,064
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $1,888,560
Ineos Finance Plc, 4.0%, 5/1/23 (144A) 14,095,000 $15,843,244
ING Groep NV, Floating Rate Note, 12/29/49 24,604,000 $23,276,409
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $4,660,908
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,587,161
Intel Corp., 4.9%, 7/29/45 25,090,000 $28,351,898
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 2,449,165 $2,290,736
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,230,354
International Bank for Reconstruction & Development, 3.5%, 1/22/21 10,510,000 $7,478,832
International Bank for Reconstruction & Development, 4.625%, 10/6/21 11,030,000 $8,388,157
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,399,570
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $16,086,331
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $17,060,425
International Game Technology, 7.5%, 6/15/19 120,000 $133,150
International Game Technology Plc, 6.5%, 2/15/25 (144A) 6,926,000 $6,914,264
International Paper Co., 3.8%, 1/15/26 2,725,000 $2,800,532
International Paper Co., 6.0%, 11/15/41 10,035,000 $11,126,413
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,516,523
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 16,850,000 $15,531,394
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $382,685
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $549,461
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,509,401
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $52,072
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,246,367
Israel Electric Corp, Ltd., 5.0%, 11/12/24 1,750,000 $1,889,660
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,389,075
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,345,995
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,056,849
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,642,000
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,621,547
Jazz Investments I, Ltd., 1.875%, 8/15/21 8,500,000 $8,754,177
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $4,705,513
JBS USA LLC, 2015 Incremental Term Loan, 9/18/22 1,286,346 $1,282,059
JBS USA LLC, 5.75%, 6/15/25 (144A) 2,235,000 $1,993,465
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $4,830,188
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $1,806,522
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $19,506,828
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $5,053,530
JPMCC Re-REMIC Trust 2014-FRR1, Floating Rate Note, 4/27/44 (144A) 2,770,000 $2,578,153
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 7,170,000 $860,196
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $588,929
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $10,988,620
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 15,886,000 $17,621,546
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 1,000,000 $859,448
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $3,890,792
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 2,392,000 $1,831,738
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,383,814
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,732,375
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,116,044
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $8,314,161
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,745,373
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,460,183
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $284,099
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 9,120,000 $4,854,753
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $3,082,407
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $5,497,407
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 5,148,000 $4,081,021
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $1,746,595
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,200,000 $1,810,434
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $5,037,360
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3,025,000 $2,825,567
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 17,697,000 $16,269,834
JP Morgan Trust 2015-1 REMICS, Floating Rate Note, 12/25/44 (144A) 7,438,900 $6,872,632
JP Morgan Trust 2015-5, Floating Rate Note, 5/25/45 (144A) 2,126,000 $1,921,072
JP Morgan Trust 2015-6, Floating Rate Note, 10/25/45 (144A) 10,000,000 $9,671,300
Kane-Pi1 Flt% 07jul16 7,017,560 $7,035,806
Kane Sac Zero% 15jun16 3,189,193 $3,188,555
Kane Zero% 29apr16 16,776,500 $452,966
Kane Zero% 30jun16 7,246,500 $482,617
Kane Zero% 30jun16 10,280,000 $209,712
Kane Zero% 30jun16 2,753,000 $29,732
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,257,154
KB Home, 1.375%, 2/1/19 7,875,000 $7,282,734
KB Home, 7.625%, 5/15/23 5,985,000 $6,112,514
KB Home, 8.0%, 3/15/20 1,500,000 $1,576,583
KC Mergersub, Inc., Initial Term Loan (First Lien), 8/13/22 1,880,000 $1,863,550
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,373,730
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 4,000,000 $3,844,097
Keurig Green Mountain, Inc., Term B USD Loan, 2/10/23 1,893,333 $1,902,406
Key Safety Systems, Inc., Initial Term Loan, 7/28/21 1,985,814 $1,977,126
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,181,205
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 3,400,000 $3,506,798
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 5,100,000 $5,219,340
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $933,701
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,306,208
Kinder Morgan, Inc. Delaware, 5.05%, 2/15/46 18,000,000 $15,433,592
Kinder Morgan, Inc. Delaware, 5.55%, 6/1/45 23,385,000 $21,215,527
Kindred Healthcare, Inc., 6.375%, 4/15/22 5,070,000 $4,718,374
Kindred Healthcare, Inc., New Term Loan, 4/10/21 8,530,490 $8,306,565
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,469,619 $8,433,886
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $2,549,301
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $22,198,521
Kloeckner Pentaplast of America, Inc., Initial U.S. Borrower Dollar Term Loan, 4/22/20 290,250 $290,613
KP Germany Erste GmbH, Initial German Borrower Dollar Term Loan, 4/22/20 124,038 $124,193
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 715,849 $712,091
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,262,618
Landry's, Inc., B Term Loan, 4/24/18 7,395,295 $7,378,656
Language Line LLC, Initial Term Loan (First Lien), 7/2/21 3,583,419 $3,520,709
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 16,375,000 $14,334,129
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 2,992,194 $2,595,729
LDK Solar Co, Ltd., 5.535%, 12/31/18 2,051,820 $307,773
LDK Solar Co, Ltd. (A.D.R.) 136,114 $5,308
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 1,200,000 $1,188,225
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 1,600,000 $1,574,452
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $729,368
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,146,777
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,023,190
Legg Mason, Inc., 4.75%, 3/15/26 10,050,000 $10,201,971
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $6,269,660
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $527,946
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $771,834
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,228,316
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $620,673
Letras del Banco Central de la Republica Argentina, 0.0%, 4/13/16 73,540,000 $4,942,794
Letras del Banco Central de la Republica Argentina, 0.0%, 4/20/16 117,660,000 $7,852,012
Level 3 Financing, Inc., 5.375%, 1/15/24 (144A) 4,200,000 $4,300,158
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $14,217,977
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,916,547
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 4,123,108 $3,324,001
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,264,250 $1,159,949
Lloyds Banking Group Plc, 4.65%, 3/24/26 7,200,000 $7,142,200
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $278,447
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 12,050,000 $12,107,037
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,950,000 $6,032,085
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 $8,145,140
LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/22/48 (144A) 8,410,000 $8,435,834
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 14,099,000 $12,385,033
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/2/20 (144A) 4,050,000 $3,578,719
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,000,000 $4,829,404
MacDermid, Inc., Tranche B-2 Term Loan, 6/7/20 1,308,438 $1,267,037
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,016,438 $4,858,631
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 11,800,000 $12,014,680
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,629,176
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $8,834,388
MA FinanceCo LLC, Initial Tranche B Term Loan, 10/7/21 2,392,723 $2,393,919
Magellan Midstream Partners LP, 5.0%, 3/1/26 6,585,000 $7,150,483
Marfrig Holdings Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $15,429,109
Marfrig Holdings Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,307,844
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,932,969
Masco Corp., 4.375%, 4/1/26 19,280,000 $19,661,964
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 28,773 $1,055
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,465,110
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,504,862
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,190,181
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,734,400 $3,714,563
MediArena Acquisition BV, Dollar Term B Loan (First Lien), 8/6/21 2,472,393 $2,163,344
MEDNAX, Inc., 5.25%, 12/1/23 (144A) 2,500,000 $2,641,198
Meritage Homes Corp., 7.0%, 4/1/22 2,685,000 $2,953,500
Meritor, Inc., 6.25%, 2/15/24 1,635,000 $1,453,901
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,802,702
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $915,379
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $938,459
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 3,400,000 $3,454,607
Methanex Corp., 4.25%, 12/1/24 6,750,000 $5,732,172
Methanol Holdings Trinidad, Ltd., Initial Term Loan, 6/2/22 4,242,938 $3,566,613
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $16,809,396
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,072,638
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $18,667,927
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $14,653,403
MGM Resorts International, 6.0%, 3/15/23 7,115,000 $7,382,998
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,922,185
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 14,145,000 $11,687,306
Micron Technology, Inc., 5.875%, 2/15/22 3,600,000 $3,141,025
Microsemi Corp., Closing Date Term B Loan, 12/17/22 1,521,643 $1,530,583
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,028,588
Milacron LLC, Term Loan, 9/28/20 3,500,000 $3,482,500
Milea Flt% 15jul17 603,196,780 $5,351,800
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,286,771
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 11,120,000 $11,363,327
Mirion Technologies Finance LLC, Initial Term Loan (First Lien), 1/26/22 5,222,250 $5,170,028
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 6,953,104 $6,903,855
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,891,744
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 6.625%, 10/14/22 (144A) 3,500,000 $3,762,964
MMM Holdings, Inc., MMM Term Loan, 12/12/17 1,826,509 $1,141,568
Molina Healthcare, Inc., 1.625%, 8/15/44 4,099,000 $5,152,756
Molina Healthcare, Inc., 5.375%, 11/15/22 (144A) 8,895,000 $9,326,871
Monitronics International, Inc., Term B Loan (2013), 3/23/18 6,197,987 $5,875,177
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,806,351
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,856,533
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,745,567
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2,075,000 $2,163,475
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 3,000,000 $2,965,585
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,622,573
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1,855,000 $1,408,145
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,428,217
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1,854,000 $1,488,468
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 4,669,000 $4,525,992
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 1,800,000 $1,724,910
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,260,456
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $1,986,568
MPG Holdco I, Inc., Tranche B-1 Term Loan (2015), 10/20/21 2,429,292 $2,401,963
MPLX LP, 4.875%, 12/1/24 (144A) 17,410,000 $16,356,469
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $544,796
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,327,863 $829,914
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,240,760
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,200,116
Namibia International Bonds, 5.25%, 10/29/25 (144A) 9,860,000 $9,733,463
National Financial Partners Corp., 2014 Specified Refinancing Term Loan, 7/1/20 2,689,070 $2,631,255
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 1,285,186 $1,274,343
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,571,877
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $698,370
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,151,163
Navios Maritime Partners LP, Term Loan, 6/27/18 3,526,641 $3,121,077
Navistar, Inc., Tranche B Term Loan, 8/17/17 2,649,000 $2,426,042
NCR Corp., 6.375%, 12/15/23 10,635,000 $11,153,678
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 10,150,000 $8,824,462
Nevada Power Co., 6.5%, 8/1/18 85,000 $95,161
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $5,828,320
Newhall Land Development LLC 269,588 $775,066
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,015,723
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $19,053,714
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,663,400
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,793,312 $5,502,428
NewStar Commercial Lease Funding 2015-1 LLC, 3.27%, 4/15/19 (144A) 2,500,000 $1,567,829
New Zealand Government Bond, 4.5%, 4/15/27 47,070,000 $37,961,203
Nexeo Solutions LLC, Initial Loans, 9/8/17 2,000,000 $1,996,666
Nexeo Solutions LLC, Term B-3 Loan, 9/9/17 2,400,000 $2,397,000
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 1,150,000 $1,139,865
NN, Inc., Initial Term Loan, 10/2/22 14,754,017 $14,532,707
Noble Energy, Inc., 5.625%, 5/1/21 2,860,000 $2,941,331
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,084,667
Nord Anglia Education Finance LLC, Initial Term Loan, 3/21/21 4,603,883 $4,523,315
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,679,597
Nortek, Inc., Incremental-1 Loan, 10/30/20 3,367,359 $3,272,652
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,401,727
Norway Government Bond, 4.25%, 5/19/17 189,000,000 $24,677,314
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $16,769,459
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,580,967
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 6,995,000 $6,545,164
Novelis, Inc., Initial Term Loan, 5/28/22 3,548,188 $3,469,833
NRG Energy, Inc., 6.25%, 5/1/24 7,725,000 $7,288,859
NRG Energy, Inc., 7.875%, 5/15/21 3,400,000 $3,488,400
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $9,555,889
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,514,000 $4,496,195
NSG Holdings LLC, New Term Loan, 12/11/19 3,645,029 $3,553,903
Nuance Communications, Inc., 1.0%, 12/15/35 (144A) 1,222,000 $1,130,150
Numericable-SFR SA, 6.0%, 5/15/22 (144A) 5,350,000 $5,257,267
NXP Semiconductors NV, 1.0%, 12/1/19 5,100,000 $5,658,875
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 1,324,557 $1,303,033
On Assignment, Inc., Initial Term B Loan, 6/5/22 2,190,533 $2,197,834
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 3,385,000 $3,483,732
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,667,560
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $8,288,109
On Semiconductor Corporation 1st Lien Tl-B L + 4.5% 31mar23 3,175,000 $3,186,113
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,154,707
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 7,273,000 $6,398,305
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,738,865
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 10,936,000 $8,902,335
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $1,276,637
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $2,500,993
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $4,621,453
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,227,138
Owens-Brockway Glass Container, Inc., 5.875%, 8/15/23 (144A) 2,010,000 $2,109,258
Owens Corning, 4.2%, 12/1/24 5,975,000 $6,050,930
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,387,982
Pacific Exploration and Production Corp., 5.375%, 1/26/19 (144A) 3,760,000 $776,740
Pangaea Zero% 01jul18 11,730,000 $211,140
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $2,866,331
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $8,693,467
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,205,500
PDC Energy, Inc., 7.75%, 10/15/22 8,700,000 $8,989,154
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 10,840,000 $10,561,153
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 3,216,896 $2,891,186
Penn Products Terminals LLC, Tranche B Term Loan, 4/1/22 1,877,414 $1,727,221
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 2,880,000 $2,875,786
PET Acquisition Merger Sub LLC, Tranche B-1 Term Loan, 1/15/23 1,000,000 $999,063
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $784,112
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 5,465,529 $5,449,815
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,588,047
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,887,514
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 10/3/21 1,898,378 $1,910,243
Plains All American Pipeline LP, 4.65%, 10/15/25 18,500,000 $17,622,123
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,395,000 $2,894,945
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,795,278
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $17,811,306
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6,890,000 $7,415,363
Post Holdings, Inc., 7.75%, 3/15/24 (144A) 3,500,000 $3,853,306
PQ Corp., 2014 Term Loan, 8/7/17 7,643,625 $7,587,666
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,735,733
Prestige Auto Receivables Trust 2013-1, 3.04%, 7/15/20 (144A) 2,000,000 $1,975,256
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 3,875,714 $3,884,194
Pride International, Inc., 6.875%, 8/15/20 3,449,000 $2,548,069
Prime Security Services Borrower LLC, Term B Loan (First Lien), 6/19/21 1,432,808 $1,422,062
Progreso Receivables Funding IV LLC, 3.0%, 7/8/20 (144A) 4,000,000 $3,985,832
Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32 (144A) 2,500,000 $2,380,445
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $3,507,687
Provincia de Buenos Aires Argentina, 9.125%, 3/16/24 (144A) 2,815,000 $2,904,523
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,463,490
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,865,000 $2,010,388
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $6,706,959
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $7,935,654
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,005,474
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,282,723
Quanex Building Products Corp., Initial Term Loan, 10/7/22 3,750,000 $3,750,000
Queen City Re, Floating Rate Note, 1/6/17 (Cat Bond) (144A) 1,000,000 $986,119
Queensland Treasury Corp., 5.5%, 6/21/21 20,665,000 $18,433,568
Quikrete Holdings, Inc., Initial Loan (First Lien), 9/26/20 3,000,000 $2,987,814
Quikrete Holdings, Inc., Initial Loan (Second Lien), 3/26/21 2,500,000 $2,501,563
QVC, Inc., 4.45%, 2/15/25 18,100,000 $17,600,098
Qwest Corp., 7.375%, 6/1/51 572,600 $14,618,478
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 2,152,779 $2,058,595
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,319,583
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,940,555
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $538,993
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,468,939
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $254,134
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,051,215
RAMP Series 2004-RS1 Trust, 5.665%, 1/25/34 (Step) 2,204,000 $989,514
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $763,912
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,236,768
RegionalCare Hospital Partners, Inc., Term B-2 Loan (2015), 4/23/19 2,571,489 $2,573,096
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,775,605
Rent-A-Center, Inc., Term Loan (2014), 2/6/21 526,699 $505,302
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,395,587
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,304,888
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,544,350
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $248,398
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $7,745,830
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 12/15/28 (144A) 4,950,000 $193,768
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,791,045 $1,791,606
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,642,852 $2,642,852
Reynolds American, Inc., 4.45%, 6/12/25 10,875,000 $12,111,657
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,682,142
Reynolds Group Issuer, Inc., 8.5%, 5/15/18 6,575,000 $6,786,131
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,074,569
RMAT 2015-1 LLC, 4.09%, 7/27/20 (Step) (144A) 4,000,000 $3,626,724
Romania Government Bond, 5.85%, 4/26/23 41,660,000 $13,075,055
Romania Government Bond, 5.95%, 6/11/21 17,400,000 $5,343,951
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,436,591
Rowan Companies, Inc., 5.85%, 1/15/44 24,347,000 $14,491,675
Royal Bank of Scotland Group Plc, 4.8%, 4/5/26 2,625,000 $2,633,689
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 6,500,000 $6,329,194
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 13,500,000 $12,810,938
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,739,979 $7,740,784
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $367
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $12,278,406
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 3,155,000 $3,023,870
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,821,274 $3,830,828
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,961,735 $2,967,288
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,000,000 $4,302,813
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $1,875,229
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $5,454,660
Sanchez Energy Corp., 7.75%, 6/15/21 1,025,000 $625,577
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,448,842
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,704,400
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,002,542
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 3,500,000 $3,515,073
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $1,962,606
Sappi Papier Holding GmbH, 4.0%, 4/1/23 (144A) 4,150,000 $4,682,470
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $821,993
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-289,937
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-1,087,136
Scientific Games International, Inc., 10.0%, 12/1/22 18,000,000 $15,180,000
Scientific Games International, Inc., Initial Term B-2 Loan, 9/17/21 10,319,375 $10,033,982
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,100,420
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 21,907 $153,351
Sector Re V, Ltd., 0.0%, 12/1/20 (Cat Bond) (144A) 3,500,000 $3,572,450
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 2,500,000 $3,097,500
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 4,700,000 $5,323,220
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 3,270 $26,806
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 2,500,000 $1,230,835
Securus Technologies Holdings, Inc., Incremental 2015 Term Loan (First Lien), 4/17/20 3,150,000 $2,943,281
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,347,410 $1,254,439
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,965,988 $1,965,988
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,341,586
Sensata Technologies BV, Sixth Amendment Term Loan, 10/14/21 1,970,100 $1,964,970
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 708,931 $706,272
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $1,588,405
Sequoia Mortgage Trust 2012-5, Floating Rate Note, 11/25/42 2,923,000 $2,823,848
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $8,577,278
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 5,605,000 $5,184,357
Sequoia Mortgage Trust 2013-11 REMICS, Floating Rate Note, 9/25/43 (144A) 2,299,000 $2,138,896
Sequoia Mortgage Trust 2013-2, Floating Rate Note, 2/25/43 8,615,000 $5,566,895
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 5,090,000 $4,725,169
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 10,220,000 $7,746,585
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 3,100,000 $2,332,206
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $4,940,675
Sequoia Mortgage Trust 2013-5 REMICS, Floating Rate Note, 5/25/43 (144A) 7,931,000 $6,064,236
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 20,110,000 $15,221,563
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $5,718,311
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,120,915
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $2,390,858
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,856,000 $4,602,751
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,196,000 $4,034,085
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 8,585,000 $8,108,549
Serena Software, Inc., Term Loan, 4/10/20 3,524,681 $3,520,275
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,987,138
Shearer's Foods LLC, Term Loan (First Lien), 6/19/21 797,975 $789,995
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $615,832
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,115,419
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $16,100
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $185,400
Silverton RE, Ltd., 0.0%, 9/18/18 (Cat Bond) (144A) 4,500,000 $4,626,900
Sitel Worldwide Corp 1st Lien Tl L + 5.5% 21aug21 2,992,481 $2,925,150
Six Flags Theme Parks, Inc., Tranche B Term Loan, 6/30/22 1,424,238 $1,426,612
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3,100,000 $1,599,530
Small Business Administration Participation Certificates, Floating Rate Note, 10/15/49 (144A) 9,950,000 $9,947,803
SM Energy Co., 5.0%, 1/15/24 1,160,000 $815,185
SolarCity Corp., 1.625%, 11/1/19 1,984,000 $1,150,513
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $483,656
Southern California Edison Co., Floating Rate Note (Perpetual) 14,425,000 $15,999,729
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,309,659
Spectrum Brands, Inc., USD Term Loan, 6/16/22 109,449 $109,962
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $10,508,353
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,373,883
Spirit Master Funding VII LLC, 3.8868%, 12/21/43 (144A) 1,000,000 $1,020,759
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $4,753,103
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,000,000 $981,625
Sprint Corp., 7.25%, 9/15/21 10,375,000 $7,957,337
SRAM LLC, Term Loan (First Lien), 4/10/20 1,518,571 $1,244,279
Sri Lanka Government International Bond, 6.85%, 11/3/25 (144A) 9,470,000 $9,293,764
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 13,752,000 $13,324,984
Standard Industries, Inc., 5.125%, 2/15/21 (144A) 605,000 $622,642
Standard Industries, Inc., 5.375%, 11/15/24 (144A) 9,250,000 $9,576,576
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,095,583
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,912,882
Steel Dynamics, Inc., 5.125%, 10/1/21 3,275,000 $3,391,672
Sterigenics-Nordion Holdings LLC, Initial Term Loan, 4/27/22 1,636,775 $1,616,315
Steward Health Care System LLC, Term Loan, 4/10/20 2,193,750 $2,116,969
STG-Fairway Acquisitions, Inc., Term Loan (First Lien), 3/4/19 455,809 $445,553
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 6,500,000 $6,132,208
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,041,968
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $160,874
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $19,882
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $702,549
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 3,550,000 $498,739
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $218,521
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,127,384
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,465,404
Summit Materials LLC, Restatement Effective Date Term Loan, 6/26/22 967,688 $961,639
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $9,211,467
Swift Energy Co., 7.875%, 3/1/22 3,625,000 $347,773
Synchronoss Technologies, Inc., 0.75%, 8/15/19 3,360,000 $3,241,420
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,115,798
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,036,068
Talen Energy Supply LLC, 4.625%, 7/15/19 (144A) 10,935,000 $9,592,881
Talen Energy Supply LLC, 6.5%, 6/1/25 9,570,000 $8,150,450
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 3,935,000 $3,260,940
TA MFG., Ltd., 3.625%, 4/15/23 1,850,000 $1,880,305
Tank Holding Corp., Initial Term Loan, 7/9/19 3,482,753 $3,349,259
Targa Resources Partners LP, 4.125%, 11/15/19 10,540,000 $10,118,014
Targus Group International, Inc., Term Loan, 5/24/16 1,290,229 $774,137
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 14,250,000 $14,366,525
TASC, Inc. Virginia, First Lien Term Loan, 5/12/20 2,569,526 $2,558,798
TASC, Inc. Virginia, New Term Loan (First Lien), 5/23/20 3,641,435 $3,626,232
TaxACT, Inc., Initial Term Loan, 12/31/22 1,100,000 $1,080,750
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,470,000 $4,535,992
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,119,180
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,564,308 $6,545,107
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 337,127 $337,127
Terex Corp., U.S. Term Loan, 8/13/21 1,622,628 $1,586,119
Terex Corporation 1st Lien Tl-B L + 3.75% 15dec22 1,626,747 $1,598,278
Terraform Global Operating LLC, 9.75%, 8/15/22 (144A) 6,140,000 $4,681,494
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $3,385,740
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,616,275
Texas Competitive Electric Holdings Co LLC, DIP Term Loan, 5/5/16 2,425,000 $2,420,453
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,238,189
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,411,369
The Allstate Corp., 5.95%, 4/1/36 4,700,000 $6,084,714
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $10,154,745
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,962,500 $4,973,358
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $14,630,312
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,209,375 $1,210,131
The Industrial Development Authority of the County of Yavapai, Floating Rate Note, 3/1/28 1,400,000 $1,423,035
The Medicines Co., 2.5%, 1/15/22 885,000 $1,004,721
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 10,812,000 $11,946,179
The Priceline Group, Inc., 1.8%, 3/3/27 5,400,000 $5,831,938
The Williams Companies, Inc., 5.75%, 6/24/44 31,000,000 $21,095,285
The Williams Companies, Inc., 7.5%, 1/15/31 8,250,000 $6,833,750
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $7,550,837
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $5,080,320
TIG FINCO Plc, 8.75%, 4/2/20 1,263,147 $1,523,625
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 222,908 $331,115
TI Group Automotive Systems LLC, Initial US Term Loan, 6/25/22 5,895,286 $5,858,441
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $764,649
Time Warner Cable, Inc., 6.55%, 5/1/37 2,000,000 $2,246,257
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,332,386
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,197,749
Toll Brothers Finance Corp., 4.875%, 11/15/25 3,270,000 $3,304,165
Top Co 217,467 $3,127
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 2,213,000 $2,287,348
Tower Automotive Holdings USA LLC, Initial Term Loan (2014), 4/23/20 894,043 $889,573
TPF II Power LLC, Term Loan, 9/24/21 2,150,000 $2,108,344
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 2,610,000 $2,711,773
Trans Union LLC, 2015 Term B-2 Loan, 4/9/21 5,703,718 $5,656,189
Tronox Pigments Holland BV, New Term Loan, 3/19/20 1,707,773 $1,593,211
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,277,769
Truman Capital Mortgage Loan Trust, Floating Rate Note, 3/25/36 (144A) 5,000,000 $854,253
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,837,789 $7,832,891
Tufts University, 5.017%, 4/15/12 14,800,000 $16,914,697
Turkiye Is Bankasi, 5.375%, 10/6/21 (144A) 6,345,000 $6,348,173
U.S. Treasury Bills, 0.0%, 4/14/16 16,300,000 $16,299,397
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 125,165,000 $121,955,969
U.S. Treasury Inflation Indexed Bonds, 1.0%, 2/15/46 57,595,000 $60,135,672
UBS AG, 7.625%, 8/17/22 16,775,000 $19,369,244
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $49,757
UDR, Inc., 4.0%, 10/1/25 15,308,000 $16,222,362
Unifrax I LLC, New Term Dollar Loan, 11/28/18 3,977,983 $3,600,075
Unifrax I LLC, New Term Euro Loan, 11/28/18 3,846,652 $3,990,666
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,365,355
United Airlines, Inc., Class B Term Loan, 4/1/19 970,000 $967,979
Univar USA, Inc., Initial Dollar Term Loan, 6/25/22 6,358,050 $6,277,252
Universal Hospital Services, Inc., 7.625%, 8/15/20 7,871,000 $7,357,363
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,411,537
Univision Communications, Inc., 2013 Incremental Term Loan (C-3), 3/1/20 2,181,236 $2,162,150
Univision Communications, Inc., Replacement First-Lien Term Loan (C-4), 3/1/20 6,858,918 $6,800,131
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,475,000 $1,391,584
USI, Inc. New York, Initial Term Loan, 12/30/19 26,006,602 $25,649,011
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 5,300,000 $3,722,693
US Silica Co., Term Loan, 7/23/20 1,872,743 $1,624,605
Valeant Pharmaceuticals International, Inc., 4.5%, 5/15/23 6,890,000 $5,896,426
Valeant Pharmaceuticals International, Inc., 5.875%, 5/15/23 (144A) 3,850,000 $3,102,886
Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B Term Loan, 8/5/20 6,238,200 $5,878,387
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,281,769
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,487,590
VAT Holding AG, Term Loan, 2/11/21 1,235,712 $1,210,998
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 5,600,000 $5,512,733
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $4,071,113
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $3,370,951
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $3,209,250
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 2,274,000 $2,351,941
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5,565,000 $5,519,924
Vencore, Inc., Initial Term Loan (First Lien), 11/19/19 7,240,500 $7,210,329
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,043,082
Verisk Analytics, Inc., 5.5%, 6/15/45 9,412,000 $9,350,309
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $9,296,073
Verizon Communications, Inc., 6.55%, 9/15/43 25,616,000 $33,816,658
Vertafore, Inc., Term Loan 2013, 10/3/19 5,768,666 $5,762,898
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $12,296,042
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $2,813,300
Virgin Media Investment Holdings, Ltd., F Facility, 6/30/23 17,041,760 $16,921,940
Vishay Intertechnology, Inc., 2.25%, 5/15/41 13,410,000 $10,540,260
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 14,850,000 $15,128,725
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,220,845
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $806,816
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $942,517
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 2,900,000 $2,897,680
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 1,500,000 $1,498,950
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $12,363,727
Vizient, Inc., Initial Term Loan, 2/9/23 3,700,000 $3,729,293
Vnesheconombank Via VEB Finance Plc, 5.942%, 11/21/23 (144A) 2,200,000 $2,186,706
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $1,879,750
VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A) 4,000,000 $3,294,632
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $2,764,293
VOLT XXXVI LLC, 3.625%, 7/25/45 (Step) (144A) 6,500,000 $5,495,484
Voya Financial, Inc., Floating Rate Note, 5/15/53 5,025,000 $4,780,506
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 4,200,000 $4,234,109
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $653,486
WASH Multifamily Laundry Systems LLC, Initial Canadian Term Loan (First Lien), 5/15/22 51,900 $50,732
WASH Multifamily Laundry Systems LLC, Initial US Term Loan (First Lien), 5/5/22 295,606 $288,955
Waste Industries USA, Inc., Initial Term Loan, 2/20/20 2,648,250 $2,663,146
WCA Waste Corp., Term Loan, 3/23/18 3,619,200 $3,616,938
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $2,763,318
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,092,470
WebMD Health Corp., 2.5%, 1/31/18 5,480,000 $6,284,114
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 1,126,433 $836,376
Wells Fargo & Co., 7.5% (Perpetual) 32,195 $38,795,297
Wells Fargo Commercial Mortgage Trust 2010-C1, 4.0%, 11/18/43 (144A) 4,225,000 $3,844,994
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,134,991
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,807,863
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,638,578
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,434,935
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,333,469
Welltower, Inc., 4.25%, 4/1/26 10,415,000 $10,591,093
Welltower, Inc., 5.25%, 1/15/22 3,150,000 $3,474,599
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,614,044
West Corp., Term B-10 Loan, 6/30/18 1,911,936 $1,905,514
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,021,951
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $340,845
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $3,001,098
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $5,661,649
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $4,957,896
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $276,367
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,271,349
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,027,342
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,080,525
Whiting Petroleum Corp., 6.25%, 4/1/23 5,820,000 $4,095,825
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $6,166,033
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,932,629
Windstream Services LLC, 6.375%, 8/1/23 6,875,000 $5,108,984
Windstream Services LLC, 7.75%, 10/15/20 8,680,000 $7,774,989
WinWater Mortgage Loan Trust 2015-1 REMICS, Floating Rate Note, 1/20/45 (144A) 8,530,000 $6,570,947
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 4,829,000 $4,738,199
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 5,124,000 $4,646,060
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,621,486 $2,585,441
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,828,688 $4,767,122
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $3,948,751
WPX Energy, Inc., 7.5%, 8/1/20 9,625,000 $7,627,813
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 453,598 $450,309
Wright Medical Group, Inc., 2.0%, 2/15/20 3,475,000 $3,112,490
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 4,523,156 $4,421,385
YPF SA, 8.5%, 3/23/21 (144A) 3,055,000 $3,064,589
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $4,049,037
Zebra Technologies Corp., Initial Term Loan, 9/30/21 1,444,034 $1,453,387
Zero% 01feb18 3,605,000 $3,659,436
Zero% 01feb18 6,805,000 $6,963,557
Zero% 17jan17 4,700,000 $4,882,745
Zero% 30nov19 14,520,000 $15,726,612
Zero% 30nov20 17,925,000 $18,288,878
Zero% 30nov20 321,000 $327,966
Zero% 30nov20 13,800,000 $14,099,460
Zero% 30nov20 14,000,000 $14,154,000
Zero% 30nov20 6,500,000 $6,661,850
Zero% 30nov20 10,280,000 $10,436,256
Zero% 31aug16 2,133,500 $2,403,814
ZF North America Capital, Inc., 2.75%, 4/27/23 5,400,000 $6,316,473
Ziggo BV, US$ B1 Facility, 1/15/22 2,588,511 $2,561,008
Ziggo BV, US$ B2 Facility, 1/15/22 1,668,085 $1,650,362
Ziggo BV, US$ B3 Facility, 1/15/22 2,743,404 $2,714,256

The portfolio is actively managed, and current holdings may be different.

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