Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 5/29/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $14,899,470
17079z Zero% 31mar18 5,600,000 $5,663,280
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 498,741 $497,182
AccentCare, Inc., Term Loan, 12/22/16 2,191,212 $2,114,520
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $3,229,205
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,294,168 $2,231,797
Acgl Zero% 01jul16 3,554,000 $3,619,038
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,499,020
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 45,820,000 $4,550,478
Advanced Micro Devices, Inc., 7.0%, 7/1/24 11,160,000 $9,697,730
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,353,281 $1,364,558
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,892,970
AES Corp. Virginia, 5.5%, 4/15/25 10,000,000 $9,907,500
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,445,472 $7,205,043
Africa Finance Corp., 4.375%, 4/29/20 (144A) 10,915,000 $11,133,490
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 15,485,000 $13,934,176
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $27,331,913
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $56,243
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,480,469
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $1,939,028
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,274,532
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,384,391
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 2,200,000 $2,200,220
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $2,008,217
Albertsons Llc 1st Lien Term Loa L + 5.2669% 11aug21 1,500,000 $1,511,676
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,947
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,961,561
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,822,856
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $12,572,917
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $894,228
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $4,576,205
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,829,559 $1,832,989
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,498,348
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,312,791 $3,307,616
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $9,641,742
Alliant Holdings I LLC, Initial Term Loan, 12/20/19 1,683,119 $1,693,988
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,304,303 $1,307,767
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,934,611 $2,953,319
Ally Financial, Inc., 3.6%, 5/21/18 3,500,000 $3,521,350
Ally Financial, Inc., 4.625%, 3/30/25 1,750,000 $1,728,490
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7,978 $8,097,670
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $723,490
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $311,227
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,565,107
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,144,414
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $5,444,735
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $746,079
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $241,268
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,226,284
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,042,405
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,870,750 $3,503,029
Altrl Zero% 30jun16 8,128,729 $4,717,914
Altrl Zero% 30jun17 7,600,000 $7,787,720
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $2,257,576
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,422,498
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,200,000 $2,382,313
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,286,810
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,541,778
American Homes 4 Rent 2015-SFR1, 4.11%, 4/17/45 (144A) 2,050,000 $2,084,959
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,357,442
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,224,125
Amherst College, 3.794%, 11/1/42 2,300,000 $2,254,474
Antero Resources Corp., 5.125%, 12/1/22 8,000,000 $8,183,861
Antero Resources Corp., 5.625%, 6/1/23 (144A) 1,600,000 $1,661,450
Apex Tool Group LLC, Term Loan, 1/31/20 1,336,364 $1,316,318
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,790,572
Approach Resources, Inc., 7.0%, 6/15/21 1,080,000 $1,033,650
Appvion, Inc., Term Commitment, 6/28/19 14,910,606 $13,910,358
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,287,256
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,846,848
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,160,941
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $7,840,195
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 10,958,000 $12,993,635
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,735,301 $1,743,254
Arlington Flt% 01aug15 3,033,000 $3,453,071
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $815,088
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,732,784
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,557,912
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,427,500
AT&T, Inc., 4.75%, 5/15/46 7,100,000 $6,785,410
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,687,250 $1,654,910
Atlantic Power LP, Term Loan, 2/20/21 3,938,542 $3,958,235
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $510,491
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $14,169,859
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $5,361,153
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,459,849
Australia Government Bond, 3.25%, 4/21/25 86,500,000 $69,404,912
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,760,588 $1,772,692
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,386,901
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,916,846
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,237,098 $3,261,376
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,480,859 $5,487,710
AXA SA, 8.6%, 12/15/30 10,060,000 $14,354,782
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 1,400,000 $1,403,194
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 1,054,000 $1,075,566
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,089,553
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,691,797
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,039,140
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,703,072
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $217,657
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $117,740
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,627,845
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $2,868,114
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $319,269
Banco Internacional del Peru SAA Interbank, 5.75%, 10/7/20 (144A) 6,843,000 $7,557,856
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,119,635
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,396,995
Bank of America Corp., 7.25% (Perpetual) 5,330 $6,105,515
Bank of America Corp., Floating Rate Note, 10/23/49 18,775,000 $19,979,990
Bank of America Corp., Floating Rate Note, 9/29/49 20,050,000 $20,721,814
Baylor University, 4.313%, 3/1/42 4,550,000 $4,751,122
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,464,232
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.491129%, 9/25/37 (Step) (144A) 77,809,000 $1,403,573
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 2,100,000 $2,008,110
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.475%, 8/28/44 (Step) (144A) 4,150,000 $3,094,402
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $1,999,659
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,608,191
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,141,306
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,285,134
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 6,300,000 $3,488,583
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 10,191,000 $6,438,306
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,090,986
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,313,746
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $882,116
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $1,996,926
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 7,754,500 $3,027,121
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $930,148
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,073,063
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,573,367
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,288,945
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,982,354
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,370,533
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 5,050,000 $6,206,557
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,400,000 $5,393,441
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 7,180,000 $7,793,691
Boardwalk Pipelines LP, 4.95%, 12/15/24 13,775,000 $14,224,037
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4,000,000 $4,005,832
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 4,665,000 $4,403,792
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,076,053
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 17,900,000 $17,641,427
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,728,723
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,370,072
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,935,779
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,488,516
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,058,462
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,658,229
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,248,343
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,966,276
Builders Firstsource Inc Bridge L + 7.5% 13apr16 18,020,000 $18,020,000
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,345,826
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $3,900,247
Bumi Resources Tbk PT, Loan, 11/7/15 1,135,833 $425,938
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,151,300 $1,160,079
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,366,719
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $393,016
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,414,160
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,425,168
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,311,082
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,077,270
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,402,408 $1,389,479
Calpine Corp., Term Loan (10/12), 10/9/19 1,072,500 $1,075,926
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 7,455,000 $7,524,891
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $13,838,674
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 977,550 $984,882
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $11,087,284
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,189,812
Capital One Financial Corp., Floating Rate Note (Perpetual) 18,800,000 $18,869,873
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,565,541
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $20,953,184
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,801,455
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $95,627
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/35 5,500,000 $765,756
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7,710,000 $8,283,431
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,751,088 $4,777,485
CBS Corp., 4.6%, 1/15/45 9,400,000 $8,828,963
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,623,846
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,158,805
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,649,752
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,752,538
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,756,517
Cengage Learning Holdings II LP 90,687 $2,539,236
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,492,831
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,458,081
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,056,406
Cequel Communications LLC, Term Loan, 2/14/19 1,877,608 $1,884,816
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 532,865 $535,196
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,581,199 $1,588,117
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,251,997 $5,274,975
CEVA GROUP Plc 1,069 $774,808
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,677,251
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $6,311,573
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $2,791,040
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $4,465,500
China Government Bond, 3.0%, 11/21/19 62,500,000 $10,069,884
China Government Bond, 3.38%, 11/21/24 42,500,000 $6,844,422
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,264
CHS, 6.875%, 2/1/22 700,000 $763,165
CHS, Incremental 2019 Term G Loan, 12/31/19 2,147,346 $2,150,797
CHS, Incremental 2021 Term H Loan, 1/27/21 3,951,060 $3,967,638
Cincinnati Bell, Inc., 8.375%, 10/15/20 7,371,000 $7,881,211
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 1,602,626 $1,604,629
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $4,237,365
Citicorp Residential Mortgage Trust Series 2007-1, 5.878%, 3/25/37 (Step) 5,643,000 $5,001,685
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,976,000
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,095,750
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,602,153
Citigroup Capital XIII, Floating Rate Note, 10/30/40 494,685 $12,856,863
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,368,950
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $74,885
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $3,424,272
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,171,296
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,517,845
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,945,176
Cme: (Cdx.Na.Hy.23.V3) Usd 20dec19 Z91mw60e6 -19,228,062 $-1,787,968
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $134,518
Cobalt International Energy, Inc., 2.625%, 12/1/19 10,040,000 $7,930,868
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,754,911
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,190,239
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 3,500,000 $3,569,389
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,803,826
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,392,273
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,030,879
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,099,394
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,438,822
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,741,581
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,187,121
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $5,070,058
COMM 2015-CCRE23 Mortgage Trust, 3.807%, 5/12/48 7,500,000 $7,142,111
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $3,955,388
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,172,637
Compass Re II, Ltd., Floating Rate Note, 12/8/15 (Cat Bond) (144A) 2,150,000 $2,042,500
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $4,447,837
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,506,172
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,132,715 $3,141,198
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $183,918
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $19,157,734
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,657,867
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 3,000,000 $2,554,671
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $249,010
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $211,555
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,950,295
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,818,838 $3,824,406
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 1,349,000 $1,354,930
Corporate Office Properties LP, 3.6%, 5/15/23 4,655,000 $4,466,640
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,145,403
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $593,921
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,306,255
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $65,831
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,485,000 $1,485,000
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,514,180
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 18,500,000 $18,774,352
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,141,162
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $391,822
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $4,899,273
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,389,275
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3,750,000 $3,764,953
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,502,268
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,606,705
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,791,000 $1,786,523
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 3,914,244 $3,928,922
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,217,733 $3,226,179
CSMC Series 2014-ICE REMICS, Floating Rate Note, 4/15/27 (144A) 3,200,000 $3,190,301
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 12,205,000 $8,312,471
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,556,749
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $15,807,093
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,795,786
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,280,196
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,158,596
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 17,887,563 $194,956
CWGS Group LLC, Term Loan, 2/20/20 7,520,374 $7,582,184
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 6,293,251 $6,322,767
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $289,447
DaVita HealthCare Partners, Inc., Tranche B Term Loan, 6/19/21 5,890,801 $5,916,573
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $12,110,989
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,348,319
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,775,123
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $5,088,466
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $14,173,832
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,645,144
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,841,423
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 490,405 $469,358
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,346,716
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,263,443 $5,272,490
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $52,675
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,079,064
Denbury Resources, Inc., 4.625%, 7/15/23 11,796,000 $10,968,437
Denbury Resources, Inc., 5.5%, 5/1/22 4,965,000 $4,760,470
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $941,049
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,229,888
DigitalGlobe, Inc., Term Loan, 1/31/20 8,557,439 $8,584,146
Digital Realty Trust, Inc., 5.875% (Perpetual) 79,992 $1,933,407
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,000,000 $4,114,176
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,268,199 $3,287,606
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 2,375,000 $2,400,961
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,428,226
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $14,389,293
Doosan Infracore International Inc 1st Lien Tl-B L + 3.5% 24apr21 1,894,826 $1,905,485
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,396,727
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 4,051,139 $3,496,639
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $2,999,290
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 1,350,000 $613,143
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,006,940
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,685,865
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,777,266
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $853,765
DynCorp International, Inc., Term Loan, 7/7/16 2,143,781 $2,130,383
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,839,244 $2,857,580
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $888,293
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,247,436
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,247
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,308,000
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,431,375
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $26,485,093
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,584,902
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $4,649,990
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 3,750,000 $3,769,711
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,986,722 $2,998,296
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $9,574,416
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,465,663
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $6,199,661
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,149,854
Endo Finance LLC, 6.0%, 2/1/25 (144A) 1,975,000 $2,040,175
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 1,144,221 $1,146,844
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $240,319
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,061,431
Energy Transfer Partners LP, 4.05%, 3/15/25 1,825,000 $1,795,990
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,673,651
Engility Holdings Inc 1st Lien Tl-B L + 5.5% 12may20 1,438,517 $1,455,899
EnLink Midstream Partners LP, 4.4%, 4/1/24 17,555,000 $18,133,474
Ensco Plc, 4.5%, 10/1/24 17,750,000 $17,717,606
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,336,713 $1,341,517
Enterprise Products Operating LLC, 3.7%, 2/15/26 10,750,000 $10,829,957
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,987,525
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,954,290 $1,960,803
EP Energy LLC, 7.75%, 9/1/22 155,000 $165,720
EP Energy LLC, 9.375%, 5/1/20 11,320,000 $12,381,840
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,634,727
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,202,470
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,425,140
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,653,679
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $59,645
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 4,753,619 $4,333,717
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,682,546
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 3,050,000 $3,402,529
European Bank for Reconstruction & Development, 6.0%, 3/3/16 1,260,600,000 $19,962,336
European Investment Bank, 7.2%, 7/9/19 (144A) 105,700,000,000 $8,123,153
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,928,000 $8,294,983
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,351,339
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,677,286 $11,531,320
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,014,061
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $10,166,025
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,108,764
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,438,528
Fannie Mae, 0.5%, 12/15/33 7,290,000 $7,516,294
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,172,764
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,213,870
Fannie Mae, 3.5%, 11/1/42 1,050,000 $915,988
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,923,681
Fannie Mae, 3.5%, 11/1/42 500,000 $420,952
Fannie Mae, 3.5%, 12/1/25 19,734,423 $5,608,096
Fannie Mae, 3.5%, 12/1/42 50,000 $44,028
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,610,154
Fannie Mae, 3.5%, 3/1/29 19,717,033 $16,541,024
Fannie Mae, 3.5%, 4/1/29 8,000,000 $6,925,702
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,477,089
Fannie Mae, 3.5%, 4/1/45 24,210,000 $25,292,023
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,903,616
Fannie Mae, 3.5%, 6/11/15 23,352,000 $24,431,012
Fannie Mae, 3.5%, 7/1/26 23,914,523 $8,298,255
Fannie Mae, 3.5%, 7/1/43 17,883,284 $16,648,622
Fannie Mae, 3.5%, 8/1/42 48,680,354 $40,461,487
Fannie Mae, 3.5%, 8/1/42 25,765,072 $21,124,699
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,368,798
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,109,266
Fannie Mae, 4.0%, 1/1/45 249,941 $257,199
Fannie Mae, 4.0%, 1/1/45 584,517 $592,231
Fannie Mae, 4.0%, 1/1/45 47,503 $49,262
Fannie Mae, 4.0%, 1/1/45 104,052 $107,138
Fannie Mae, 4.0%, 1/1/45 2,225,464 $2,304,759
Fannie Mae, 4.0%, 10/1/43 6,376,304 $5,913,862
Fannie Mae, 4.0%, 10/1/44 267,357 $247,988
Fannie Mae, 4.0%, 10/1/44 787,106 $723,737
Fannie Mae, 4.0%, 10/1/44 916,768 $976,990
Fannie Mae, 4.0%, 10/1/44 27,510 $28,132
Fannie Mae, 4.0%, 10/1/44 110,213 $107,136
Fannie Mae, 4.0%, 10/1/44 792,663 $770,373
Fannie Mae, 4.0%, 10/1/44 231,617 $230,804
Fannie Mae, 4.0%, 11/1/41 55,000 $18,720
Fannie Mae, 4.0%, 11/1/41 7,857,077 $2,935,531
Fannie Mae, 4.0%, 11/1/42 1,510,120 $1,105,761
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,067,942
Fannie Mae, 4.0%, 11/1/43 8,931,305 $8,902,388
Fannie Mae, 4.0%, 11/1/44 597,673 $611,340
Fannie Mae, 4.0%, 11/1/44 960,611 $994,650
Fannie Mae, 4.0%, 11/1/44 219,297 $214,368
Fannie Mae, 4.0%, 11/1/44 382,861 $375,035
Fannie Mae, 4.0%, 11/1/44 725,000 $740,784
Fannie Mae, 4.0%, 11/1/44 816,341 $814,811
Fannie Mae, 4.0%, 11/1/44 12,695,000 $12,640,484
Fannie Mae, 4.0%, 11/1/44 857,810 $912,664
Fannie Mae, 4.0%, 12/1/23 370,833 $80,284
Fannie Mae, 4.0%, 12/1/30 50,000 $20,458
Fannie Mae, 4.0%, 12/1/40 9,810,000 $6,473,645
Fannie Mae, 4.0%, 12/1/41 45,515,613 $24,346,941
Fannie Mae, 4.0%, 12/1/41 220,620 $107,236
Fannie Mae, 4.0%, 12/1/41 17,790,000 $7,563,763
Fannie Mae, 4.0%, 12/1/42 46,000 $14,715
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,735,318
Fannie Mae, 4.0%, 12/1/44 989,497 $1,033,076
Fannie Mae, 4.0%, 12/1/44 1,536,140 $1,422,570
Fannie Mae, 4.0%, 12/1/44 1,624,874 $1,625,073
Fannie Mae, 4.0%, 12/1/44 1,402,870 $1,397,115
Fannie Mae, 4.0%, 12/1/44 165,188 $171,194
Fannie Mae, 4.0%, 12/1/44 501,736 $532,549
Fannie Mae, 4.0%, 2/1/42 5,800,000 $2,791,622
Fannie Mae, 4.0%, 2/1/42 1,694,610 $330,915
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,696,618
Fannie Mae, 4.0%, 2/1/44 30,000,000 $25,682,684
Fannie Mae, 4.0%, 2/1/44 4,875,746 $4,978,201
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,286,851
Fannie Mae, 4.0%, 2/1/45 1,006,175 $1,054,766
Fannie Mae, 4.0%, 3/1/39 57,519 $33,861
Fannie Mae, 4.0%, 3/1/44 158,431 $140,177
Fannie Mae, 4.0%, 4/1/41 450,000 $310,543
Fannie Mae, 4.0%, 4/1/42 4,500,000 $2,816,269
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,045,368
Fannie Mae, 4.0%, 5/1/42 530,000 $434,263
Fannie Mae, 4.0%, 5/1/44 16,300,000 $13,713,487
Fannie Mae, 4.0%, 6/1/42 408,899 $277,893
Fannie Mae, 4.0%, 6/1/44 1,896,658 $1,564,274
Fannie Mae, 4.0%, 7/1/18 75,000 $3,326
Fannie Mae, 4.0%, 7/1/42 424,314 $275,022
Fannie Mae, 4.0%, 7/1/44 1,676,094 $1,529,509
Fannie Mae, 4.0%, 7/1/44 24,645,000 $22,750,475
Fannie Mae, 4.0%, 8/1/42 25,000,000 $18,667,075
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,609,676
Fannie Mae, 4.0%, 8/1/43 6,883,801 $5,548,731
Fannie Mae, 4.0%, 8/1/44 898,373 $856,493
Fannie Mae, 4.0%, 8/1/44 1,790,911 $1,341,829
Fannie Mae, 4.0%, 9/1/37 1,307,922 $851,052
Fannie Mae, 4.0%, 9/1/44 738,569 $726,016
Fannie Mae, 4.0%, 9/1/44 286,008 $267,693
Fannie Mae, 4.5%, 10/1/43 11,002,820 $8,389,275
Fannie Mae, 4.5%, 10/1/43 6,481,868 $4,785,995
Fannie Mae, 4.5%, 11/1/40 12,358,351 $4,660,117
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,899,226
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,415,707
Fannie Mae, 4.5%, 11/1/43 14,886,677 $8,348,212
Fannie Mae, 4.5%, 12/1/40 54,806,862 $22,412,661
Fannie Mae, 4.5%, 12/1/41 60,000 $41,261
Fannie Mae, 4.5%, 12/1/41 6,923,896 $3,619,664
Fannie Mae, 4.5%, 2/1/44 52,511,691 $39,122,134
Fannie Mae, 4.5%, 2/1/44 49,392,410 $37,624,847
Fannie Mae, 4.5%, 3/1/35 2,520,000 $281,220
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,468,174
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,311,735
Fannie Mae, 4.5%, 4/1/41 25,000 $10,282
Fannie Mae, 4.5%, 5/1/41 24,220,767 $6,498,688
Fannie Mae, 4.5%, 7/1/41 12,477,165 $4,622,602
Fannie Mae, 4.5%, 7/1/41 39,417,029 $21,030,515
Fannie Mae, 4.5%, 8/1/41 71,193,582 $25,836,771
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,202,905
Fannie Mae, 4.5%, 9/1/43 17,709,372 $13,336,818
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,411,557
Fannie Mae, 5.0%, 1/1/45 41,000,000 $41,783,383
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,022,655
Fannie Mae, 5.0%, 11/1/44 57,000,000 $56,455,424
Fannie Mae, 5.0%, 2/1/22 6,603,277 $305,440
Fannie Mae, 5.0%, 4/1/22 327,117 $13,465
Fannie Mae, 5.0%, 5/1/38 9,123,173 $782,281
Fannie Mae, 5.0%, 5/1/41 2,252,877 $813,180
Fannie Mae, 5.0%, 6/1/22 2,077,680 $145,723
Fannie Mae, 5.0%, 6/1/22 639,720 $34,911
Fannie Mae, 5.0%, 6/1/25 151,866 $152,041
Fannie Mae, 5.0%, 6/1/35 77,359,128 $6,835,352
Fannie Mae, 5.0%, 6/1/40 11,550,000 $3,879,637
Fannie Mae, 5.0%, 6/1/40 3,027,156 $723,269
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,633,617
Fannie Mae, 5.0%, 7/1/35 42,393,553 $3,737,176
Fannie Mae, 5.0%, 7/1/39 2,516,008 $922,635
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,584,745
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,627,436
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,021,333
Fannie Mae, 5.0%, 7/1/41 1,681,264 $808,674
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,585,494
Fannie Mae, 5.0%, 9/1/43 35,004,024 $22,666,789
Fannie Mae, 5.5%, 12/1/35 2,799,824 $287,339
Fannie Mae, 5.5%, 2/1/33 500,000 $7,084
Fannie Mae, 5.5%, 3/1/21 5,000,000 $524,578
Fannie Mae, 5.5%, 3/1/36 900,090 $109,439
Fannie Mae, 5.5%, 4/1/34 2,750,000 $170,399
Fannie Mae, 5.5%, 4/1/36 2,000,200 $252,233
Fannie Mae, 5.5%, 5/1/33 750,000 $42,769
Fannie Mae, 5.5%, 6/1/33 852,000 $36,022
Fannie Mae, 5.5%, 7/1/33 1,900,000 $80,116
Fannie Mae, 6.0%, 1/1/33 502,267 $16,384
Fannie Mae, 6.0%, 1/1/34 1,800,000 $115,145
Fannie Mae, 6.0%, 10/1/32 200,552 $3,925
Fannie Mae, 6.0%, 11/1/32 350,000 $6,819
Fannie Mae, 6.0%, 12/1/32 3,234,929 $67,948
Fannie Mae, 6.0%, 12/1/33 2,000,000 $124,605
Fannie Mae, 6.0%, 12/1/37 7,118,373 $303,121
Fannie Mae, 6.0%, 3/1/32 100,000 $2,260
Fannie Mae, 6.0%, 3/1/33 250,000 $9,176
Fannie Mae, 6.0%, 3/1/33 350,000 $8,887
Fannie Mae, 6.0%, 4/1/38 5,765,562 $417,513
Fannie Mae, 6.0%, 5/1/33 1,200,000 $143,312
Fannie Mae, 6.0%, 6/1/37 4,500,000 $359,077
Fannie Mae, 6.0%, 7/1/17 4,000,000 $28,793
Fannie Mae, 6.0%, 7/1/38 2,040,000 $169,551
Fannie Mae, 6.5%, 10/1/32 511,093 $15,893
Fannie Mae, 6.5%, 11/1/32 400,000 $4,338
Fannie Mae, 6.5%, 2/1/32 99,991 $1,559
Fannie Mae, 6.5%, 3/1/32 124,988 $4,371
Fannie Mae, 6.5%, 4/1/29 40,000 $392
Fannie Mae, 6.5%, 5/1/31 392,161 $2,048
Fannie Mae, 6.5%, 6/1/31 25,095 $316
Fannie Mae, 6.5%, 7/1/31 125,419 $466
Fannie Mae, 6.5%, 8/1/32 340,598 $3,677
Fannie Mae, 7.0%, 2/1/29 43,569 $547
Fannie Mae, 7.0%, 5/1/28 200,000 $1,606
Fannie Mae, 7.0%, 7/1/31 306,031 $664
Fannie Mae, 7.5%, 1/1/28 115,000 $1,177
Far East Capital, Ltd. SA, 8.0%, 5/2/18 3,150,000 $1,925,350
FCA US LLC, Term Loan B, 5/24/17 18,178,019 $18,229,899
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,074,527
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $9,784,165
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $745,337
Federal Home Loan Mortgage Corp., 3.5%, 3/1/45 5,000,000 $5,201,661
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,434,294
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $5,328,038
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 7,100,000 $7,131,790
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $957,346
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $13,017,145
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,009,316
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $17,959,681
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,560,926
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,107,148
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $720,044
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $907,281
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,357,854
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 5,934,035 $4,174,135
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $64,022
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $166,859
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,434,297
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $258,183
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $119,589
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $2,650,940
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $73,114
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $10,468,394
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $459,430
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $339,382
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $335,676
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $63,809
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $294,625
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $805,643
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $565,450
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $4,324
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5,055,000 $5,568,640
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $99,873
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $99,716
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $15,615
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $126,876
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $273,685
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $18,371
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,276
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $110,939
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $182,196
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $196,649
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,727
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,695,355
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,311,896
Federal National Mortgage Association, 4.0%, 2/1/44 29,000 $25,775
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,168,774
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $905,931
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $85,527
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $3,335,486
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $369,882
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 2,802,372 $2,332,975
Fifth Third Bancorp, Floating Rate Note (Perpetual) 127,200 $3,620,112
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,051,328
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,528,759
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $90,780
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $500,642
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,605,119
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $354,094
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,910,573 $4,818,500
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,501,765
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,908,004
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $16,143,667
Flt% 15jun16 2,260,378 $2,181,039
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,781,445
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,448,359
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 2,787,991 $2,529,714
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $454,288
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,408,485
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $116,342
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,147,966
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,410,536
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,234,076
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,691,952
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,136,597
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,592,274
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,295,594
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,463,433
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 9,582,000 $10,291,834
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,907,221
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,865,241
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,828,032
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,251,502
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,823,440
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,022,924
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,461,521
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,154,734
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $11,984,131
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $10,921,289
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,318,408
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,045,936 $1,045,936
Garda World Security Corp., Term B Loan, 11/1/20 4,088,661 $4,088,661
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,681,798
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $832,770
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 2,000,000 $2,000,000
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 3,285,000 $3,317,850
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 11,600,000 $4,385,330
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $11,141,340
Getty Images, Inc., Initial Term Loan, 10/18/19 0 $0
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $4,505,135
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,275,276
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 2,445,347 $2,439,233
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 14,941,131 $4,027,404
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 6,500,000 $1,729,786
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 84,170,000 $6,581,948
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,121,809
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $5,422,127
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $2,093,091
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,310,442
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,898,743
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 18,840,000 $17,114,766
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $1,949,295
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $6,905,001
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,043,144
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $75,736
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $1,034,738
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $16,571,095
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $15,661,704
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $15,492,901
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $23,697
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $16,762
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $88,624
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $21,158
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $54,559
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $21,333
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $22,872
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $35,742
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $17,617
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $243,533
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $27,945
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $8,533
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $18,455
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $97,546
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $369,349
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $23,997
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $27,861
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $84,860
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $24,168
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $23,843
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $18,357
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $543,304
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $29,964
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $16,572
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $21,675
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $22,405
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $31,513
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,647
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,953,546
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $802,319
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $23,775
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,748,985
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $36,917
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $33,904
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $26,580
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $24,770
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $15,652
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $123,546
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $6,898,710
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $989,912
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $11,957,723
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $332,894
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $26,505
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $22,553
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $41,501
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $26,161
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $3,745,678
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $34,366
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $1,623,823
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,497
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $275,380
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $23,936
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $411,918
Government National Mortgage Association I, 4.0%, 5/15/44 362,947 $236,946
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $21,065
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $21,361
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $6,782,511
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $36,296
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $36,291
Government National Mortgage Association I, 4.0%, 7/15/41 42,737 $20,596
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $34,178
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $313,024
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $226,241
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $33,244
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,931
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $17,645
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $270,339
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $1,923,823
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $57,592
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $328,155
Government National Mortgage Association I, 4.0%, 8/15/44 503,572 $470,923
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $19,292
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $22,532
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $1,947,022
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $19,370
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $16,763
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $37,501
Government National Mortgage Association I, 4.0%, 9/15/44 11,865,000 $9,715,127
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $7,864,015
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $714,035
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $358,721
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $24,118
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $1,919,757
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $670,598
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $1,916,678
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,042,422
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $224,344
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,326,633
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $33,102
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $3,092,352
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $165,404
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $105,973
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,277,244
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,147,376
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,558,995
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,068,255
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $6,994,860
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $325,555
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $767,720
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $22,716
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $120,114
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $27,099
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $172,381
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $704,695
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $974,288
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $283,972
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $199,376
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $33,603
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $330,668
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $333,094
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $730
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $238,579
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $293,507
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $645,400
Government National Mortgage Association I, 5.5%, 2/15/37 172 $22
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $9,871
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $451,798
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $185,627
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $143,763
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,798
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $242,538
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $192,690
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $137,935
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $408,420
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $82,738
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $87,664
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $71,085
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $232,124
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $118,095
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $325,287
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $33,837
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $163,573
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,579
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $67,258
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $86,628
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $558,442
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $11,023
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,780
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $359,329
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $149,846
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $124,156
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,322
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $104,883
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $16,299
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $75,105
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $583
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $50,031
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $529,594
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $222,353
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $32,824
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $71,966
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $111,942
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $313,313
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $78,620
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $117,629
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $93,951
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $234,929
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $775,160
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $244
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $239,913
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $21,386
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $126,624
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $83,287
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,129
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $6,895
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,764
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $16,970
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $78,306
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $428
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,718
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $2,814
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,674
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $30,948
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,482
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,683
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,537
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,772
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,598
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,252
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $43,641
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,346
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $116,342
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $48,096
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $871
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $531
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,729
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,058
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $9,758
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $119
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $14,307,535
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $684,683
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,298,556
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $637,285
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $7,845,664
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,431
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $198,623
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $285,596
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $86,133
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $383
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $6,707
Griffon Corp., 5.25%, 3/1/22 312,000 $317,610
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,356,000 $4,372,832
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $9,979,001
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,101,637
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 1,725,000 $1,560,522
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $395,510
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,638,987
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 7,305,000 $7,324,878
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,650,179
GTP Acquisition Partners I LLC, 2.35%, 6/15/20 (144A) 11,000,000 $11,034,048
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,148,706
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,619,318
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $209,887
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,764,588
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,313,792
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,567,143
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,860,984
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,607,850 $1,616,934
Hexion, Inc., 8.875%, 2/1/18 3,590,000 $3,399,144
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,228,786
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 8,470,000 $8,464,706
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,068,116
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $977,903
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,559,726
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,218,305
Hologic, Inc., 2.0%, 3/1/42 (Step) 9,435,000 $12,123,451
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,542,369
Horizon Lines, Inc. 1,695,067 $1,217,058
Houghton Mifflin Harcourt Publishe 1st Lien Tl-B L + 3% 11may21 1,675,000 $1,672,906
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/22/18 1,664,226 $1,666,306
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $203,490
Hyperion Insurance Group Ltd 1st Lien Tl-B L + 4.5% 26mar22 1,700,000 $1,714,875
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,680,264
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,106,380
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,197,316 $6,227,528
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (144A) 500,000 $500,956
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,359,119
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $6,170,535
Immucor, Inc., Term B-2 Loan, 8/19/18 8,325,853 $8,381,362
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $2,948,902
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,489,992
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $47,476
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,742,060
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,651,817
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,429,667
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,626,154
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $17,161,686
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,207,097
Ineos Finance Plc, 4.0%, 5/1/23 (144A) 14,095,000 $15,371,584
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,185,953
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,988,481
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4,230,346 $4,252,027
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $6,827,741
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,385,053
Inter-American Development Bank, 7.2%, 1/22/18 114,720,000,000 $8,601,486
Inter-American Development Bank, 7.2%, 11/14/17 17,080,000,000 $1,313,829
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,789,269
InterGen NV, 7.0%, 6/30/23 (144A) 4,280,000 $4,190,833
International Equipment Solutions LLC, Initial Loan, 8/16/19 1,093,924 $1,097,343
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,466,958
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,054,640
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $18,048,497
International Game Technology, 7.5%, 6/15/19 120,000 $131,925
International Paper Co., 3.8%, 1/15/26 2,725,000 $2,741,917
International Paper Co., 6.0%, 11/15/41 10,035,000 $11,310,017
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,732,554
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,638,857
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $383,963
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $4,174,202
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $8,991,304
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $13,812,819
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,222,388
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $51,443
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,213,670
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $233,129
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,489,219
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,520,272
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,170,367
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,718,055
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 4,865,000 $4,918,691
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,975,060
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 4,600,000 $5,122,509
JBS USA LLC, 5.75%, 6/15/25 (144A) 2,235,000 $2,257,350
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $5,086,034
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,091,241
JLL, Initial Dollar Term Loan, 1/23/21 2,441,550 $2,438,935
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,943,293
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,905,813
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 7,170,000 $1,008,564
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $822,063
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $10,976,084
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 21,451,000 $23,860,215
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 11,735,000 $11,512,312
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,070,139
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,076,080
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 2,392,000 $2,461,186
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,461,411
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,738,445
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,210,702
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,121,466
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,789,760
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,727,832
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $501,998
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,807,464
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 32,120,000 $19,929,660
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $3,849,157
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,873,654
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $6,545,887
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,265,408
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,186,039
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 2,200,000 $2,041,048
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $6,841,823
Kane Flt% 12jun15 7,100,000 $7,095,030
Kane Flt% 14jul15 3,056,160 $3,033,850
Kane Ilw Zero% 02feb16 2,550,000 $2,419,695
Kane-Pi1 Flt% 07jul16 7,017,560 $7,007,034
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $11,588,369
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $2,964,399
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $5,852,511
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,031,153
Kane Zero% 15jan16 2,024,000 $2,039,382
Kane Zero% 19feb16 8,064,000 $8,574,451
Kane Zero% 22jan16 7,246,500 $7,372,589
Kane Zero% 22jan16 2,753,000 $2,809,987
Kane Zero% 29apr16 16,776,500 $17,494,534
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,220,583
KB Home, 1.375%, 2/1/19 7,875,000 $7,605,637
KB Home, 7.625%, 5/15/23 5,985,000 $6,213,490
KB Home, 8.0%, 3/15/20 1,500,000 $1,691,875
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,641,340
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,156,832
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,306,988
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $928,038
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,299,338
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,842,711
Kindred Healthcare, Inc., 6.375%, 4/15/22 3,200,000 $3,289,500
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,617,315 $8,671,173
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,556,265 $8,629,353
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,310,786
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $23,413,026
Kloeckner Pentaplast Of America 1st Lien Tl L + 4% 22apr20 292,443 $294,225
Kloeckner Pentaplast Of America 1st Lien Tl L + 4% 22apr20 124,976 $125,737
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 728,455 $732,826
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,413,913
Landry's, Inc., B Term Loan, 4/24/18 7,970,657 $8,013,005
Language Line LLC, Tranche B Term Loan, 6/20/16 2,223,712 $2,224,174
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 16,375,000 $16,254,098
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,942,800 $514,961
LDK Solar Co, Ltd. (A.D.R.) 136,114 $17,899
Leaf Receivables Funding 10 LLC, 3.16%, 3/15/21 (144A) 1,200,000 $1,198,071
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 1,600,000 $1,595,205
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,159,616
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,170,896
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,134,100
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,198,926
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $735,148
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 38,148,591 $4,830,354
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,332,530
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $1,808,901
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,713,580
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $990,898
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $14,149,252
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,851,155
Liberty Tire Recycling Llc 185,819 $1,858
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 4,754,000 $4,673,314
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $7,959,917
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,087,737
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,277,250 $1,270,065
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $522,088
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 2,245,000 $2,275,083
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 50,000 $50,196
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $142,500
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,707,490
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,222,543
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $63,186
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 5,575,000 $5,373,233
LSTAR Securities Investment Trust 2015-4, Floating Rate Note, 4/1/20 (144A) 5,000,000 $4,895,763
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,068,021 $5,099,696
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 1,321,688 $1,331,483
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,888,166
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,108,731
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $1,480,748
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $3,583,344
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $15,413,475
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,201,399
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,831,979
MarkWest Energy Partners LP, 4.875%, 12/1/24 17,410,000 $18,029,687
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,176,095
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,312,345
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,996 $562
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,431,657
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,326,550
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,143,928
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,180,589
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $794,857
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,041,999
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,479,670
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,772,800 $3,761,934
MedAssets, Inc., Term B Loan, 12/13/19 1,677,878 $1,679,976
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $16,698,243
Merna Reinsurance, Ltd., Floating Rate Note, 4/9/18 (Cat Bond) (144A) 1,250,000 $1,245,750
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,794,047
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,048,565
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $947,136
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $1,016,842
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,689,856
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,958,883
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $18,931,521
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,473,166
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $20,540,720
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $16,366,954
MGM Resorts International, 6.0%, 3/15/23 11,815,000 $12,390,981
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $9,215,550
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,413,235 $2,423,146
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 13,185,000 $13,409,969
Microsemi Corp., Term Loan (2014), 3/14/21 1,642,408 $1,646,856
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,236,456
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,339,436
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,687,153
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $10,312,561
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5,275,000 $5,307,937
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,024,236 $7,033,016
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,529,183
MMM Holdings, Inc., MMM Term Loan, 12/12/17 1,951,101 $1,609,658
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,554,847
Molina Healthcare, Inc., 1.625%, 8/15/44 6,470,000 $8,817,734
Monitronics International, Inc., Term B Loan (2013), 3/23/18 3,372,987 $3,383,528
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,571,832
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,765,337
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,700,322
Morgan Stanley, Floating Rate Note (Perpetual) 1,750,000 $1,775,718
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,174,032
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,228,325
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 3,000,000 $3,005,654
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 3,997,000 $3,574,274
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 3,935,000 $3,278,081
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,518,114
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,396,811
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 6,331,525 $6,353,894
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $565,473
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,418,457 $1,170,227
MTL Publishing LLC, Term B-2 Loan, 6/29/18 1,065,072 $1,067,069
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $261,086
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 6,250,000 $6,332,708
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,352,978
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,558,953
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,716,350 $2,726,197
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 673,300 $676,414
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,640,823
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,148,201
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,576,777
Navios Maritime Partners LP, Term Loan, 6/27/18 3,552,553 $3,568,835
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $402,500
Navistar International Corp., 8.25%, 11/1/21 6,955,000 $7,001,222
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 2,188,991 $2,187,167
NCR Corp., 6.375%, 12/15/23 5,595,000 $5,926,329
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 10,150,000 $9,650,726
Nevada Power Co., 6.5%, 8/1/18 85,000 $99,721
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,840,750 $1,848,573
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,589,160
Newhall Land Development LLC 269,588 $943,558
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,036,687
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,136,846
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $11,272,829
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 13,750,000 $11,394,051
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,093,312 $6,685,931
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,610,319
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 500,000 $502,376
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,284,598 $3,305,088
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,559,388
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,047,600 $959,864
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $18,760,592
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 3,401,520 $3,400,989
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,262,558
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,565,748
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $17,480,560
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,709,645
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $14,072,808
Novelis, Inc., Initial Term Loan, 3/10/17 3,562,440 $3,565,625
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,194,241
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $4,754,447
NSG Holdings LLC, New Term Loan, 12/11/19 3,888,434 $3,893,295
Nuance Communications, Inc., 2.75%, 11/1/31 685,000 $688,230
Numericable-SFR SAS, 6.0%, 5/15/22 (144A) 5,350,000 $5,490,438
NuStar Logistics LP, Floating Rate Note, 1/15/43 26,650 $712,355
NuVasive, Inc., 2.75%, 7/1/17 7,259,000 $9,723,481
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $3,272,607
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 3,760,000 $939,003
Oasis Petroleum, Inc., 6.875%, 3/15/22 7,870,000 $8,159,796
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,387,734 $1,389,903
On Assignment, Inc., Initial Term B Loan, 5/15/20 3,419,750 $3,424,025
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $12,719,371
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,745,604
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $10,801,214
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,153,333
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 6,674,000 $5,682,883
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 10,936,000 $8,827,156
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $3,248,527
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,808,586
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,536,591
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $601,427
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,168,483
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,183,227
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,514,850
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,154,144
Owens Corning, 4.2%, 12/1/24 5,975,000 $6,201,094
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 560,833 $545,060
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,425,261
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,593,800 $2,600,285
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $3,467,712
Pangaea Zero% 01jul18 11,730,000 $12,987,456
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,025,785
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,139,237
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,636,276 $9,649,324
Par Pharmaceutical Cos Inc 1st Lien Tl-B3 L + 3.25% 28sep19 1,995,000 $2,002,896
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,278,690
PDC Energy, Inc., 7.75%, 10/15/22 8,425,000 $9,096,367
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 10,840,000 $10,479,043
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,697,039 $2,698,724
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,070,645
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $957,298
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 5,206,830 $5,231,057
PHH Mortgage Capital LLC, 6.0%, 12/25/27 (Step) (144A) 14,800,000 $555,089
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,369,598
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $10,941,486
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 2,673,438 $2,708,527
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 4,748,815 $4,763,655
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,637,082
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,725,000 $6,527,620
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,256,584
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,724,947
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $17,985,401
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6,890,000 $7,052,346
PQ Corp., 2014 Term Loan, 8/7/17 6,207,125 $6,217,212
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,375,302
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 4,041,646 $4,054,277
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,643,968
Progress Residential 2015-SFR2 Trust, 3.684%, 6/14/32 2,500,000 $2,503,775
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,041,162 $1,046,693
Protection One, Inc., Term Loan (2012), 3/21/19 2,282,315 $2,292,282
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,154,803
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,708,278
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,218,231
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,244,439
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,250,990
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,210,733
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,370,123
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,159,713
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $994,156
QVC, Inc., 4.45%, 2/15/25 18,100,000 $18,204,712
Qwest Corp., 7.375%, 6/1/51 572,600 $14,910,504
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 2,288,500 $2,295,652
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,951,639
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,962,776
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $621,763
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $622,660
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $2,903,347
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $419,734
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $82,806
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $362,258
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,428,414
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $558,987
RAMP Series 2004-RS1 Trust, 5.165%, 1/25/34 (Step) 2,204,000 $1,002,185
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,196,101
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,748,499
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,185,385 $3,181,404
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,354,628
Remy International, Inc., Term B Loan 2013, 3/5/20 8,519,164 $8,551,111
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,795,466 $1,797,710
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,980,557
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,372,422
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,243,844
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,338,613
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,315,370
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,353,878
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,793,350
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $249,124
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,276,171
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,958,584
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,836,633 $1,841,800
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,689,539 $2,692,900
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,679,008 $3,700,467
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,309,608
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $1,904,990
Romania Government Bond, 5.85%, 4/26/23 62,470,000 $18,156,640
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $10,503,823
Rosetta Resources, Inc., 5.625%, 5/1/21 5,530,000 $5,887,411
Rosetta Resources, Inc., 5.875%, 6/1/22 503,000 $551,646
Rosetta Resources, Inc., 5.875%, 6/1/24 2,100,000 $2,326,720
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,446,102
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,856,843
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,333,830
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3,252,800 $3,248,734
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,819,364 $7,846,732
Rural, Term Loan, 6/30/18 1,556,604 $1,447,641
Russian Federal Bond - OFZ, 7.0%, 8/16/23 1,335,681,000 $21,172,736
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $419
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,296,336
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 (144A) 3,155,000 $3,197,888
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,860,467 $3,877,357
Sabre GLBL, Inc., Term B Loan, 2/19/19 2,992,347 $3,000,896
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,112,254
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $3,024,750
Sanchez Energy Corp., 6.125%, 1/15/23 9,865,000 $9,598,337
Sanchez Energy Corp., 7.75%, 6/15/21 1,825,000 $1,926,326
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,419,208
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,579,280
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $2,969,808
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 3,500,000 $3,500,146
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $1,152,725
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,751,093
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $10,228,073
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,651,821
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-146,462
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-549,166
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 1,100,000 $1,107,901
Scientific Games International, Inc., 10.0%, 12/1/22 18,000,000 $18,360,000
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 10,423,875 $10,479,257
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,333,072
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $4,071,026
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,747,583
Seagate HDD Cayman, 4.875%, 6/1/27 (144A) 6,400,000 $6,478,398
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $149,295
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 2,900,000 $3,048,190
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 3,270 $443,847
Sector Re V, Ltd., 3/1/20 (Cat Bond) (144A) 2,500,000 $2,512,250
Sector Re V, Ltd., 3/1/20 (Cat Bond) (144A) 4,700,000 $4,712,690
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,732,415 $1,707,295
Securus Technologies Holdings Inc 1st Lien Tl-B2 L + 4.25% 17apr20 3,150,000 $3,143,439
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 1,992,902 $1,997,885
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,374,046
Sempra Energy, 9.8%, 2/15/19 50,000 $65,250
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,128,360
Sensata Technologies 1st Lien L + 2.25% 14oct21 1,990,000 $1,998,085
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,427,939 $1,426,154
Sequoia Mortgage Trust, Floating Rate Note, 11/25/42 2,923,000 $2,817,247
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,038,817
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 145,256,444 $5,932,880
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $889,510
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $9,762,203
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 5,605,000 $5,262,265
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 5,090,000 $4,826,670
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 9,720,000 $8,031,811
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,042,855
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,283,639
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $2,903,840
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,490,094
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,196,000 $3,874,847
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 4,856,000 $4,358,738
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,964,253
SESI LLC, 7.125%, 12/15/21 90,000 $99,239
Ship Midco, Ltd., Facility B2A-II, 11/29/19 1,807,218 $1,820,772
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $876,326
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,322,943
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $136,500
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $4,903,650
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 4,795,000 $5,184,110
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,060,216 $1,067,505
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3,100,000 $2,963,689
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,158,550
SM Energy Co., 5.625%, 6/1/25 3,905,000 $3,944,660
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,152,255
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,984,000 $1,948,157
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $528,205
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,927,754
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,456,586
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 196,648 $197,447
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 190,021 $152,941
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,326,143
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,378,943
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $927,175
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $6,724,625
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $5,011,946
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,136,841
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2,000,000 $1,257,296
Sprint Corp., 7.25%, 9/15/21 10,375,000 $10,596,549
SRAM LLC, Term Loan (First Lien), 4/10/20 3,082,040 $3,083,298
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 2,844,063 $2,856,488
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $19,103,836
Standard Pacific Corp., 1.25%, 8/1/32 6,735,000 $7,937,244
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,495,607
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $7,873,932
Star West Generation LLC, Term B Advance, 3/13/20 2,059,259 $2,065,694
State of Washington, 3.0%, 7/1/28 2,550,000 $2,586,941
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,215,482
Sterigenics-Nordion Holdings Llc 1st Lien Tl-B L + 3.25% 27apr22 1,645,000 $1,653,225
Steward Health Care System LLC, Term Loan, 4/10/20 2,210,625 $2,200,954
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 6,500,000 $6,499,392
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,094,369
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $168,476
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,504,657
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $21,883
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $850,228
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,623,093
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,460,803
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $598,219
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,455,501
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,542,331
Summit Materials LLC, Term B Loan, 1/30/19 973,869 $976,912
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $11,415,905
Swift Energy Co., 7.875%, 3/1/22 3,625,000 $1,665,574
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,697,643
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,870,986
Talen Energy Supply LLC, 5.125%, 7/15/19 (144A) 10,935,000 $11,063,145
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,338,254
Tank Holding Corp., Initial Term Loan, 7/9/19 1,544,392 $1,549,859
Targus Group International, Inc., Term Loan, 5/24/16 1,900,499 $1,577,414
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 1,750,000 $1,819,587
Tasc Inc 1st Lien Tl-B L + 6% 23may20 2,606,950 $2,638,450
TD Ameritrade Holding Corp., 3.625%, 4/1/25 13,475,000 $14,056,042
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,097,777
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,631,981 $6,633,307
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 2,306,880 $2,316,973
Tenet Healthcare Corporation 1st Lien Bridge L + 0% 01apr16 5,300,000 $5,300,000
Tenet Healthcare Corporation 1st Lien Bridge L + 4.25% 01apr16 1,770,000 $1,770,000
Terex Corp., U.S. Term Loan, 8/13/21 1,639,102 $1,644,224
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $4,346,452
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $9,990,110
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,120,283
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,203,364
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $16,550,305
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,300,125
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $10,324,032
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $8,802,343
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $6,691,380
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 8,270,833 $8,338,034
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $15,049,424
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,221,875 $1,225,235
The Medicines Co., 2.5%, 1/15/22 (144A) 6,350,000 $7,059,383
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 12,992,000 $14,757,099
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,604,550
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,515,740
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,378,330
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,532,955
The Williams Companies, Inc., 5.75%, 6/24/44 13,440,000 $14,028,264
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,887,109
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $603,084
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,873,346
TIG FINCO Plc, 8.75%, 4/2/20 1,263,147 $1,968,471
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 222,908 $360,812
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 9,148,516 $9,177,105
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,671,000 $6,894,515
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $792,913
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,480,631
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,162,030
Top Co 217,467 $53,212
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $1,997,720
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,252,958
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 5,761,919 $5,764,322
Tronox Pigments Holland BV, New Term Loan, 3/19/20 1,725,334 $1,733,854
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,757,799
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,352,132 $7,368,123
Tufts University, 5.017%, 4/15/12 14,800,000 $15,750,859
U.S. Treasury Bonds, 2.5%, 2/15/45 110,200,000 $102,950,308
U.S. Treasury Bonds, 2.75%, 11/15/42 18,600,000 $18,173,296
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,216,554
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 148,075,000 $145,934,214
UBS AG, 7.625%, 8/17/22 16,775,000 $20,344,334
UBS Commercial Mortgage Trust 2012-C1, 3.4%, 5/12/45 4,200,000 $4,441,474
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $119,981
UCI International, Inc., Term Loan, 7/26/17 2,001,175 $1,991,169
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,885,507 $4,317,386
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 1,412,574 $1,412,574
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,361,120
United Airlines, Inc., Class B Term Loan, 4/1/19 980,000 $983,185
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/17 38,340,000 $38,355,580
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/17 38,240,000 $38,242,967
Univar, Inc., Term B Loan, 6/30/17 6,395,361 $6,398,360
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $163,260
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,511,948
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,204,579 $2,204,973
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,931,756 $6,928,664
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,103,534 $1,104,109
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 354,375 $354,320
US Bancorp, Floating Rate Note (Perpetual) 321,682 $8,666,113
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,273,336 $26,355,440
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 1,000,000 $992,836
US Silica Co., Term Loan, 7/23/20 1,892,000 $1,842,335
Valeant Pharmaceuticals Internatio 1st Lien Tl-Bf1 L + 3.25% 13mar22 475,000 $476,943
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,244,439
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,585,415
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,511,587
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,624,108
VAT HOLDING AG, Initial Term Loan, 1/28/21 1,593,955 $1,597,940
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 7,900,000 $7,966,601
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,642,325
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,357,477
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $4,956,464
Vencore 1st Lien Dd L + 0% 19nov19 336,090 $338,506
Vencore 1st Lien Tl L + 4.75% 19nov19 4,960,811 $4,996,469
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 4,220,000 $2,693,314
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,051,655
Verisk Analytics, Inc., 5.5%, 6/15/45 9,750,000 $10,036,549
Verizon Communications, Inc., 5.012%, 8/21/54 9,215,000 $8,888,282
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $11,283,438
Vers 2015-A Zero% 31dec17 12,033,893 $12,477,944
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,793,183
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,797,941
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $11,960,207
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $3,472,745
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $7,916,825
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $7,887,125
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 17,041,760 $17,032,439
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $11,008,772
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,610,121
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,249,787
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $955,290
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $815,438
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,682,364
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,394,333
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $3,444,917
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3,500,000 $3,473,058
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,807,606
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,875,067
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $7,069,230
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $661,553
WaMu Mortgage Pass-Through Certificates Series 2004-AR2 Trust, Floating Rate Note, 4/25/44 67,298,755 $3,004,830
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,700,999
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,487,369
Wash Multifamily Laundry Systems L 1st Lien Tl-B L + 3.25% 05may22 350,000 $351,750
Waste Industries Usa Inc 1st Lien Tl-B L + 3.25% 20feb20 2,675,000 $2,700,078
WCA Waste Corp., Term Loan, 3/23/18 3,656,900 $3,644,331
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $3,490,594
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,886,333
WebMD Health Corp., 2.5%, 1/31/18 7,605,000 $7,872,759
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 2,572,006 $1,282,788
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $38,110,783
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,130,000 $2,283,308
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,413,187
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,900,912
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,654,046
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 7,000,000 $7,413,713
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $217,143
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 5,258,000 $4,450,218
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,616,918
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,940,804
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $804,465
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,654,014
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $554,084
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $3,947,930
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $7,479,300
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 7,250,000 $6,658,974
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $733,326
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,338,039
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,070,499
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,175,133
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,592,725
Whiting Canadian Holding Co ULC, 8.125%, 12/1/19 85,000 $93,534
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $5,361,622
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,731,353
Windstream Services LLC, 6.375%, 8/1/23 9,870,000 $8,498,790
Windstream Services LLC, 7.75%, 10/15/20 8,680,000 $8,905,138
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,251,354
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,648,652 $2,658,585
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,878,213 $4,849,553
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,121,150
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $6,910,533
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 276,973 $277,567
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 769,695 $771,344
Wyle 1st Lien Tl-B L + 4% 22may21 1,182,829 $1,185,417
Wynn Las Vegas LLC, 5.375%, 3/15/22 345,000 $359,213
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 16,415,000 $16,071,311
Xerium Technologies, Inc., New Term Loan, 5/17/19 784,010 $794,790
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,458,161
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $4,765,030
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,565,909 $1,586,462
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,737,747
Ziggo Bv Us 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,583,173
Ziggo Bv Us 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,664,646

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