Pioneer Strategic Income Fund

Top 10 Portfolio Holdings as of 2/27/2015
Default: sorted by market value

Security Name Par / Shares Market Value
14112z Zero% 01feb19 14,100,000 $14,482,110
ACCELLENT INC, Initial Term Loan (First Lien), 2/21/21 500,000 $494,532
AccentCare, Inc., Term Loan, 12/22/16 2,246,643 $2,134,311
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 9,396,000 $3,573,360
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 2,294,168 $2,211,005
Acgl Zero% 01jul16 3,554,000 $3,578,878
Activision Blizzard, Inc., 5.625%, 9/15/21 (144A) 6,015,000 $6,589,245
Advanced Micro Devices, Inc., 7.0%, 7/1/24 15,160,000 $13,963,623
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 1,356,742 $1,360,558
AEP Industries, Inc., 8.25%, 4/15/19 1,824,000 $1,920,634
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 7,464,274 $7,133,047
Agrium, Inc., 5.25%, 1/15/45 25,250,000 $29,216,405
Agrokor dd, 8.875%, 2/1/20 (144A) 50,000 $55,106
Aguila 3 SA, 7.875%, 1/31/18 (144A) 3,375,000 $3,439,336
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 2,000,000 $2,027,082
Aircastle, Ltd., 6.25%, 12/1/19 3,775,000 $4,232,923
Aircastle, Ltd., 7.625%, 4/15/20 2,900,000 $3,460,193
Albertsons LLC, Term B-2 Loan, 3/21/19 1,995,000 $2,005,687
Albertsons Llc 1st Lien Term Loa L + 5.2669% 11aug21 1,500,000 $1,514,375
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 100,000 $100,147
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 4,802,000 $4,969,596
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 11,010,000 $11,798,936
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 12,500,000 $11,522,333
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 843,000 $864,605
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 246,800,000 $3,832,507
Alkermes, Inc., 2019 Term Loan, 9/25/19 1,834,250 $1,826,607
Allegheny Technologies, Inc., 9.375%, 6/1/19 3,645,000 $4,475,150
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 3,358,865 $3,347,321
Alliance One International, Inc., 9.875%, 7/15/21 10,630,000 $9,081,157
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 1,687,436 $1,687,436
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 1,307,436 $1,307,981
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 2,942,040 $2,950,316
Ally Financial, Inc., 7.0% (Perpetual) (144A) 15,956 $16,078,164
Alpha Natural Resources, Inc., 6.0%, 6/1/19 4,260,000 $1,350,420
Alpha Natural Resources, Inc., 6.25%, 6/1/21 1,860,000 $534,944
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 1,600,000 $1,485,433
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 7,855,000 $3,294,151
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 14,250,000 $5,613,002
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 20,470,000 $833,629
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 12,915,000 $345,537
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 6,900,000 $6,195,787
Alterra Finance LLC, 6.25%, 9/30/20 9,380,000 $11,232,282
Altisource Solutions Sarl, Term B Loan, 12/9/20 3,880,500 $3,104,400
Altrl Zero% 30jun16 8,128,729 $5,816,106
Altrl Zero% 30jun17 4,560,000 $4,604,232
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 1,839,000 $1,827,609
American Energy - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 4,620,000 $2,170,053
American Home Mortgage Investment Trust 2004-4, 5.10239%, 2/25/45 (Step) 3,390,000 $2,859,496
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 2,435,000 $2,406,910
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 2,200,000 $2,349,943
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 5,000,000 $5,250,715
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 6,100,000 $6,450,628
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 1,600,000 $1,629,190
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 3,350,000 $3,346,942
AMG Capital Trust II, 5.15%, 10/15/37 101,000 $6,268,313
Amherst College, 3.794%, 11/1/42 2,300,000 $2,367,761
Antero Resources Corp., 5.125%, 12/1/22 (144A) 8,000,000 $7,979,083
Apex Tool Group LLC, Term Loan, 1/31/20 1,339,773 $1,312,419
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 10,363,000 $10,757,947
Approach Resources, Inc., 7.0%, 6/15/21 560,000 $518,949
Appvion, Inc., Term Commitment, 6/28/19 14,948,547 $14,668,261
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 7,500,000 $8,237,841
Arcelik AS, 5.0%, 4/3/23 (144A) 8,100,000 $7,955,325
Arcos Dorados Holdings, Inc., 6.625%, 9/27/23 (144A) 1,012,000 $1,024,942
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 6,400,000 $1,143,561
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 7,250,000 $8,020,036
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 11,058,000 $13,663,969
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 1,740,076 $1,746,873
Arlington Flt% 01aug15 3,033,000 $3,347,522
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 800,000 $808,637
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 1,602,000 $1,745,408
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 4,200,000 $4,596,234
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 250,000 $6,445,000
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 1,691,500 $1,640,755
Atlantic Power LP, Term Loan, 2/20/21 4,100,000 $4,120,500
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $514,427
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 13,230,000 $14,217,840
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 1,255,513 $1,257,082
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6,230,000 $4,780,552
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 8,110,000 $8,656,663
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 1,765,000 $1,755,072
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 3,200,000 $3,356,823
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 12,763,000 $14,872,099
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3,294,485 $3,300,623
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 5,495,451 $5,466,067
AXA SA, 8.6%, 12/15/30 10,060,000 $14,137,679
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 6,400,000 $7,011,986
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 10,210,000 $11,735,757
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 2,400,000 $2,401,023
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 30,900,000 $3,179,602
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 17,910,000 $3,422,126
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 8,860,000 $1,793,140
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 15,665,000 $1,654,991
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 2,680,000 $243,151
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 5,500,000 $1,121,930
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 17,500,000 $1,807,914
Banc of America Commercial Mortgage Trust 2007-3, Floating Rate Note, 6/10/49 1,400,000 $1,462,884
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 6,900,000 $587,003
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 34,229,000 $2,684,875
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 36,821,000 $3,158,302
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 5,418,000 $359,018
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 6,843,000 $7,688,937
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 5,000,000 $5,116,719
Banco Santander SA, Floating Rate Note (Perpetual) 2,400,000 $2,376,825
Bank of America Corp., 7.25% (Perpetual) 5,330 $6,236,100
Bank of America Corp., 7.75%, 5/14/38 17,800,000 $26,180,185
Bank of America Corp., Floating Rate Note, 10/23/49 1,075,000 $1,163,426
Bank of America Corp., Floating Rate Note, 9/29/49 22,475,000 $23,796,187
Baylor University, 4.313%, 3/1/42 4,550,000 $5,010,349
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 10,450,000 $1,536,556
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 49,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.49686%, 9/25/37 (Step) (144A) 77,809,000 $1,781,508
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 4,150,000 $3,586,350
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 4,000,000 $2,271,468
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,500,000 $2,635,677
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 23,300,000 $26,814,417
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 2,270,000 $2,290,052
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 1,550,000 $1,196,433
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 7,600,000 $1,266,981
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 8,350,000 $7,071,638
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 7,373,000 $6,291,775
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 12,112,000 $906,248
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 44,701,000 $2,185,778
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 7,000,000 $937,234
Berkeley-Kane Flt% 12jun15 2,646,751 $2,758,444
Big Heart Pet Brands, Initial Term Loan, 2/24/20 4,365,408 $4,364,316
BioMed Realty LP, 4.25%, 7/15/22 3,865,000 $4,086,667
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 2,589,552 $2,592,788
BioScrip, Inc., Initial Term B Loan, 7/31/20 4,315,919 $4,321,314
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 5,375,000 $5,914,528
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 7,925,000 $8,744,460
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 5,050,000 $6,400,991
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 400,000 $403,536
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 5,400,000 $5,415,629
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 7,180,000 $7,800,472
Boardwalk Pipelines LP, 4.95%, 12/15/24 9,375,000 $9,673,819
Bombardier Recreational Products, Inc., Term B Loan, 1/30/19 4,000,000 $3,967,000
Bowdoin College, 4.693%, 7/1/12 4,550,000 $4,910,253
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/16/28 (144A) 17,900,000 $17,128,972
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 7,050,000 $7,793,458
BRF SA, 3.95%, 5/22/23 (144A) 3,500,000 $3,337,017
BRF SA, 5.875%, 6/6/22 (144A) 7,810,000 $8,521,350
Brocade Communications Systems, Inc., 4.625%, 1/15/23 1,500,000 $1,480,161
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 5,880,000 $6,142,824
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 3,460,000 $3,661,305
Brown & Brown, Inc., 4.2%, 9/15/24 16,900,000 $17,665,514
BTA Bank JSC (G.D.R.) (144A) 4,633 $3,128
Buckeye Partners LP, 6.05%, 1/15/18 1,770,000 $1,960,040
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 9,250,000 $9,676,656
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 3,665,000 $4,020,276
Bumi Resources Tbk PT, Loan, 11/7/15 1,135,833 $386,183
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 1,154,200 $1,160,151
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 2,500,000 $2,491,618
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 391,000 $393,510
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 4,433,000 $4,523,008
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 5,300,000 $5,590,580
California Educational Facilities Authority, 5.0%, 6/1/43 8,675,000 $11,887,468
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3,026,000 $3,110,003
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 1,405,976 $1,391,038
Calpine Corp., Term Loan (10/12), 10/9/19 1,075,250 $1,076,931
Calpine Corp., Term Loan (3/11), 4/1/18 5,385,188 $5,389,226
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 (144A) 7,455,000 $7,522,199
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 12,855,000 $14,450,225
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 980,000 $984,900
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 11,000,000 $11,071,453
Capital Auto Receivables Asset Trust 2013-1, 2.19%, 9/20/21 3,165,000 $3,170,819
Cardtronics, Inc., 1.0%, 12/1/20 2,585,000 $2,536,316
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 18,835,000 $22,047,149
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2,797,000 $2,801,521
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 1,025,000 $110,364
Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/35 5,500,000 $825,372
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7,710,000 $8,135,656
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 5,698,000 $6,107,484
Catalent 1st Lien Tl-B L + 3.5% 08may21 4,763,053 $4,781,767
CBS Corp., 4.6%, 1/15/45 9,400,000 $9,563,896
CCO Holdings LLC, 6.625%, 1/31/22 10,705,000 $11,540,213
CCO Holdings LLC, 7.375%, 6/1/20 3,775,000 $4,106,532
CCOH Safari LLC, 5.5%, 12/1/22 2,400,000 $2,512,900
Ccolt 2.82% 15mar21 15-1-A 3,000,000 $3,004,299
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 5,098,000 $5,837,805
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 3,400,000 $3,658,943
Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A) 4,700,000 $4,792,877
Cengage Learning Holdings II LP 90,687 $2,012,163
CenturyLink, Inc., 6.45%, 6/15/21 4,100,000 $4,553,375
CenturyLink, Inc., 7.6%, 9/15/39 3,510,000 $3,700,983
CenturyLink, Inc., 7.65%, 3/15/42 3,100,000 $3,269,376
Cequel Communications LLC, Term Loan, 2/14/19 1,882,565 $1,885,507
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 534,217 $533,883
CeramTec GmbH, Dollar Term B-3 Loan, 8/30/20 1,581,199 $1,580,211
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 5,333,544 $5,330,210
CEVA GROUP Plc 1,069 $748,090
CEVA GROUP Plc, 0.0%, 12/31/14 2,313 $1,619,415
CFG Investment SAC, 9.75%, 7/30/19 (144A) 6,385,000 $5,603,370
Chaparral Energy, Inc., 7.625%, 11/15/22 3,475,000 $2,647,311
Chesapeake Energy Corp., 2.25%, 12/15/38 4,800,000 $4,422,900
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1,700,000 $1,708,988
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2,550,000 $14,321
CHS, 2021 Term D Loan, 1/27/21 6,113,845 $6,138,044
CHS, 6.875%, 2/1/22 700,000 $752,172
Cincinnati Bell, Inc., 8.375%, 10/15/20 10,771,000 $11,804,380
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 1,836,627 $1,838,923
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 3,750,000 $4,433,575
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 8,100,000 $4,003,361
Citicorp Residential Mortgage Trust Series 2007-2, 5.63784%, 6/25/37 (Step) 4,155,000 $4,216,664
Citigroup, Inc., Floating Rate Note (Perpetual) 642,000 $17,610,060
Citigroup, Inc., Floating Rate Note (Perpetual) 6,000,000 $6,035,283
Citigroup, Inc., Floating Rate Note (Perpetual) 15,280,000 $15,541,712
Citigroup Capital XIII, Floating Rate Note, 10/30/40 590,710 $15,689,258
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 18,566,000 $4,619,949
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 400,000 $78,970
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4,900,000 $3,683,338
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 4,555,000 $4,374,074
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4,500,000 $4,504,870
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 17,857,000 $17,983,104
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 125,000 $135,754
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 4,782,432 $4,765,933
Cobalt International Energy, Inc., 2.625%, 12/1/19 11,835,000 $8,662,850
CoBank ACB, 7.875%, 4/16/18 (144A) 1,500,000 $1,798,804
CoBank ACB, Floating Rate Note (Perpetual) (144A) 87,500 $9,020,708
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 3,650,000 $3,803,794
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 1,275,000 $1,386,356
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 1,900,000 $2,027,276
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 4,047,000 $4,075,050
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 2,365,416 $2,438,349
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 1,550,000 $1,734,238
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 8,000,000 $8,178,774
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 5,070,000 $5,068,193
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 3,875,000 $3,952,913
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 1,125,000 $1,194,293
Comstock Resources, Inc., 7.75%, 4/1/19 9,120,000 $5,943,010
Concho Resources, Inc., 6.5%, 1/15/22 5,125,000 $5,485,102
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 3,140,779 $3,137,507
Conseco Financial Corp., Floating Rate Note, 12/1/28 4,121,000 $196,605
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 18,225,000 $20,748,513
Constellation Brands, Inc., 4.75%, 11/15/24 2,560,000 $2,778,044
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 3,500,000 $244,493
Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18 (144A) 200,000 $216,049
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 9,539,000 $10,814,841
ConvaTec, Inc., Dollar Term Loan, 12/22/16 3,954,363 $3,974,135
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 8,000,000 $8,086,164
Corporate Office Properties LP, 3.6%, 5/15/23 4,655,000 $4,571,662
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 4,500,000 $673,063
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 12,298,000 $2,307,309
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 6,561,000 $1,308,501
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 1,000,000 $69,047
Coveris Holdings SA, USD Term Loan, 4/14/19 4,148,100 $4,171,433
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 1,488,750 $1,488,750
Cqp 5.625% 01mar25 144a 3,155,000 $3,170,775
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2,500,000 $2,516,448
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 18,500,000 $18,582,543
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 5,678,000 $1,209,028
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 7,662,500 $507,934
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 40,000,000 $2,060,334
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 38,089,920 $5,109,659
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 7,900,000 $8,659,585
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 6,850,000 $7,492,292
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 3,135,000 $3,611,296
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 1,795,500 $1,768,568
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 3,924,104 $3,909,879
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 3,225,905 $3,201,711
CubeSmart LP, 4.8%, 7/15/22 3,205,000 $3,557,695
Cummins, Inc., 5.65%, 3/1/98 14,150,000 $16,823,503
Cummins, Inc., 6.75%, 2/15/27 1,385,000 $1,790,808
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 6,090,000 $6,301,215
CVS Pass-Through Trust, 6.036%, 12/10/28 1,300,000 $1,177,148
CWABS Asset-Backed Certificates Trust 2005-4, Floating Rate Note, 9/27/32 17,887,563 $422,947
CWGS Group LLC, Term Loan, 2/20/20 7,618,041 $7,651,370
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 6,889,694 $6,949,978
Darling Ingredients, Inc., 5.375%, 1/15/22 282,000 $286,630
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 5,905,639 $5,927,260
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 12,000,000 $12,109,893
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 2,950,000 $3,353,141
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 6,767,000 $7,775,115
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 4,290,000 $4,942,753
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 17,150,000 $14,033,202
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 7,300,000 $7,834,915
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2,842,000 $2,843,510
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 992,481 $967,669
Delphi Financial Group, Inc., 7.875%, 1/31/20 10,110,000 $12,223,268
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 5,276,904 $5,283,500
Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A) 50,000 $52,371
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 3,100,000 $2,293,059
Denbury Resources, Inc., 4.625%, 7/15/23 11,796,000 $10,637,330
Denbury Resources, Inc., 5.5%, 5/1/22 4,965,000 $4,731,024
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 3,140,000 $856,653
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 3,865,000 $1,142,475
Digicel, Ltd., 8.25%, 9/1/17 (144A) 6,600,000 $7,032,713
DigitalGlobe, Inc., Term Loan, 1/31/20 8,579,269 $8,583,516
Digital Realty Trust, Inc., 5.875% (Perpetual) 100,000 $2,460,000
Digital Realty Trust LP, 3.625%, 10/1/22 6,300,000 $6,371,909
Digital Realty Trust LP, 5.875%, 2/1/20 1,445,000 $1,634,019
DIRECTV Holdings LLC, 3.95%, 1/15/25 4,000,000 $4,141,570
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 3,322,431 $3,314,816
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 2,375,000 $2,395,145
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 3,780,000 $4,393,316
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 14,228,000 $14,451,986
Doosan Infracore International Inc 1st Lien Tl-B L + 3.5% 24apr21 1,900,000 $1,914,250
DR Horton, Inc., 5.75%, 8/15/23 7,780,000 $8,476,904
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 5,639,125 $4,421,074
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3,250,000 $3,102,852
DTEK Finance Plc, 7.875%, 4/4/18 (144A) 3,150,000 $1,170,855
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 5,720,000 $7,172,133
DuPont Fabros Technology LP, 5.875%, 9/15/21 9,205,000 $9,864,084
Dycom Investments, Inc., 7.125%, 1/15/21 3,500,000 $3,704,786
DynCorp International, Inc., 10.375%, 7/1/17 1,025,000 $947,025
DynCorp International, Inc., Term Loan, 7/7/16 2,143,781 $2,133,956
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 2,846,468 $2,840,144
E*TRADE Financial Corp., 5.375%, 11/15/22 6,560,000 $7,019,724
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 850,000 $908,395
Eastman Chemical Co., 4.8%, 9/1/42 4,140,000 $4,592,204
Eaton Vance Corp., 6.5%, 10/2/17 19,000 $21,736
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 7,200,000 $7,228,800
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 2,400,000 $2,391,108
Electricite de France SA, 6.0%, 1/22/14 (144A) 23,175,000 $27,813,476
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5,285,000 $5,624,451
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 6,250,000 $5,288,186
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 3,750,000 $3,781,471
Emdeon, Inc., Term B-2 Loan, 11/2/18 2,994,341 $2,994,964
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 9,485,000 $9,575,997
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 3,400,000 $3,188,893
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 6,425,000 $4,840,809
Endo Finance LLC, 5.375%, 1/15/23 (144A) 8,169,000 $8,364,404
Endo Finance LLC, 6.0%, 2/1/25 (144A) 1,975,000 $2,101,235
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 1,147,111 $1,147,290
Enel Finance International NV, 5.125%, 10/7/19 (144A) 215,000 $243,347
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 10,830,000 $13,623,669
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 4,234,000 $3,736,311
Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 17,200,000 $9,119,583
EnLink Midstream Partners LP, 4.4%, 4/1/24 17,555,000 $18,990,344
Ensco Plc, 4.5%, 10/1/24 17,750,000 $17,726,109
Entercom Radio LLC, Term B-2 Loan, 11/23/18 1,340,562 $1,342,237
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 3,683,000 $3,923,773
Envision Healthcare Corp., Initial Term Loan, 5/25/18 1,959,369 $1,959,982
EP Energy LLC, 7.75%, 9/1/22 155,000 $166,331
EP Energy LLC, 9.375%, 5/1/20 9,850,000 $10,814,992
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3,656,667 $3,540,110
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 5,200,000 $5,187,664
Equinix, Inc., 5.375%, 1/1/22 5,075,000 $5,364,945
Equinix, Inc., 5.75%, 1/1/25 6,275,000 $6,686,971
Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step) 1,250,000 $86,285
Essar Steel Algoma Inc 1st Lien Tl-B L + 6.5% 07aug19 4,765,563 $4,638,479
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 3,650,000 $3,366,904
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 3,050,000 $3,239,735
European Bank for Reconstruction & Development, 6.0%, 3/3/16 1,260,600,000 $20,968,090
European Investment Bank, 7.2%, 7/9/19 (144A) 105,700,000,000 $8,398,402
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 10,630,000 $8,421,706
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 6,762,000 $6,408,698
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 11,706,700 $11,566,220
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3,000,000 $3,025,170
Expedia, Inc., 4.5%, 8/15/24 9,810,000 $9,910,935
Expedia, Inc., 5.95%, 8/15/20 7,110,000 $8,001,079
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 4,427,459 $4,434,379
Fannie Mae, 0.5%, 12/15/33 7,290,000 $7,224,491
Fannie Mae, 3.5%, 11/1/40 10,200,000 $5,503,216
Fannie Mae, 3.5%, 11/1/42 1,335,000 $1,267,359
Fannie Mae, 3.5%, 11/1/42 2,205,966 $1,963,867
Fannie Mae, 3.5%, 11/1/42 500,000 $425,291
Fannie Mae, 3.5%, 11/1/42 1,050,000 $950,274
Fannie Mae, 3.5%, 12/1/25 19,734,423 $6,068,749
Fannie Mae, 3.5%, 12/1/42 50,000 $44,496
Fannie Mae, 3.5%, 12/1/42 2,047,400 $1,668,310
Fannie Mae, 3.5%, 3/18/15 15,900,000 $16,889,907
Fannie Mae, 3.5%, 4/1/29 8,000,000 $7,194,813
Fannie Mae, 3.5%, 4/1/29 7,000,000 $6,623,278
Fannie Mae, 3.5%, 4/10/14 28,352,000 $29,632,270
Fannie Mae, 3.5%, 6/1/42 2,314,862 $1,968,119
Fannie Mae, 3.5%, 7/1/26 23,914,523 $8,822,643
Fannie Mae, 3.5%, 7/1/43 17,883,284 $17,544,263
Fannie Mae, 3.5%, 8/1/42 48,680,354 $41,498,506
Fannie Mae, 3.5%, 8/1/42 25,765,072 $22,078,175
Fannie Mae, 4.0%, 1/1/42 8,038,832 $3,602,859
Fannie Mae, 4.0%, 1/1/42 2,795,670 $1,346,147
Fannie Mae, 4.0%, 10/1/43 6,376,304 $6,058,454
Fannie Mae, 4.0%, 11/1/41 55,000 $20,490
Fannie Mae, 4.0%, 11/1/41 7,857,077 $3,090,820
Fannie Mae, 4.0%, 11/1/43 8,931,305 $9,232,635
Fannie Mae, 4.0%, 11/1/43 3,398,541 $3,178,579
Fannie Mae, 4.0%, 11/1/44 12,695,000 $13,399,052
Fannie Mae, 4.0%, 11/1/44 725,000 $774,716
Fannie Mae, 4.0%, 12/1/40 9,810,000 $6,762,443
Fannie Mae, 4.0%, 12/1/41 45,515,613 $26,503,367
Fannie Mae, 4.0%, 12/1/41 17,790,000 $8,277,609
Fannie Mae, 4.0%, 12/1/42 46,000 $14,904
Fannie Mae, 4.0%, 12/1/43 1,800,000 $1,775,121
Fannie Mae, 4.0%, 2/1/42 5,800,000 $3,070,123
Fannie Mae, 4.0%, 2/1/43 2,425,000 $1,818,656
Fannie Mae, 4.0%, 2/1/44 3,344,903 $3,318,996
Fannie Mae, 4.0%, 2/1/44 30,000,000 $28,431,142
Fannie Mae, 4.0%, 2/1/44 4,875,746 $5,100,809
Fannie Mae, 4.0%, 4/1/41 450,000 $323,774
Fannie Mae, 4.0%, 4/1/42 4,500,000 $3,045,020
Fannie Mae, 4.0%, 4/1/42 9,200,000 $4,221,014
Fannie Mae, 4.0%, 5/1/42 530,000 $465,639
Fannie Mae, 4.0%, 5/1/44 16,300,000 $15,475,126
Fannie Mae, 4.0%, 7/1/18 75,000 $3,885
Fannie Mae, 4.0%, 7/1/42 424,314 $296,801
Fannie Mae, 4.0%, 7/1/44 24,645,000 $24,942,864
Fannie Mae, 4.0%, 8/1/42 25,000,000 $19,850,079
Fannie Mae, 4.0%, 8/1/43 4,563,130 $4,641,626
Fannie Mae, 4.0%, 8/1/43 6,883,801 $5,893,058
Fannie Mae, 4.0%, 9/1/37 1,307,922 $944,348
Fannie Mae, 4.5%, 10/1/43 11,002,820 $9,628,239
Fannie Mae, 4.5%, 10/1/43 6,481,868 $5,163,281
Fannie Mae, 4.5%, 11/1/40 12,358,351 $5,051,067
Fannie Mae, 4.5%, 11/1/43 1,435,575 $1,487,804
Fannie Mae, 4.5%, 11/1/43 3,906,562 $3,914,673
Fannie Mae, 4.5%, 11/1/43 14,886,677 $9,964,271
Fannie Mae, 4.5%, 12/1/40 54,806,862 $23,809,889
Fannie Mae, 4.5%, 12/1/41 60,000 $41,562
Fannie Mae, 4.5%, 12/1/41 6,923,896 $4,033,159
Fannie Mae, 4.5%, 2/1/44 52,511,691 $44,166,121
Fannie Mae, 4.5%, 2/1/44 49,392,410 $43,738,376
Fannie Mae, 4.5%, 3/1/35 2,520,000 $327,999
Fannie Mae, 4.5%, 3/1/41 2,414,394 $1,452,977
Fannie Mae, 4.5%, 3/1/41 3,179,532 $1,656,996
Fannie Mae, 4.5%, 4/1/41 25,000 $10,823
Fannie Mae, 4.5%, 5/1/41 24,220,767 $7,078,445
Fannie Mae, 4.5%, 7/1/41 39,417,029 $22,061,245
Fannie Mae, 4.5%, 7/1/41 12,477,165 $5,020,802
Fannie Mae, 4.5%, 8/1/41 71,193,582 $28,068,604
Fannie Mae, 4.5%, 9/1/41 2,700,000 $1,372,814
Fannie Mae, 4.5%, 9/1/43 17,709,372 $14,178,938
Fannie Mae, 5.0%, 1/1/39 27,744,910 $2,615,568
Fannie Mae, 5.0%, 1/1/45 41,000,000 $44,725,976
Fannie Mae, 5.0%, 10/1/40 1,617,334 $1,056,180
Fannie Mae, 5.0%, 11/1/44 57,000,000 $61,939,032
Fannie Mae, 5.0%, 2/1/22 6,603,277 $353,316
Fannie Mae, 5.0%, 4/1/22 327,117 $14,138
Fannie Mae, 5.0%, 5/1/38 9,123,173 $847,873
Fannie Mae, 5.0%, 5/1/41 2,252,877 $897,487
Fannie Mae, 5.0%, 6/1/22 2,077,680 $185,569
Fannie Mae, 5.0%, 6/1/22 639,720 $36,995
Fannie Mae, 5.0%, 6/1/25 151,866 $162,055
Fannie Mae, 5.0%, 6/1/35 77,359,128 $7,412,250
Fannie Mae, 5.0%, 6/1/40 11,550,000 $4,174,436
Fannie Mae, 5.0%, 6/1/40 3,027,156 $784,749
Fannie Mae, 5.0%, 7/1/35 17,501,965 $1,884,566
Fannie Mae, 5.0%, 7/1/35 42,393,553 $4,267,764
Fannie Mae, 5.0%, 7/1/39 10,309,150 $1,764,700
Fannie Mae, 5.0%, 7/1/39 17,025,069 $1,763,028
Fannie Mae, 5.0%, 7/1/39 2,516,008 $925,928
Fannie Mae, 5.0%, 7/1/40 11,275,000 $3,319,303
Fannie Mae, 5.0%, 7/1/41 1,681,264 $873,127
Fannie Mae, 5.0%, 8/1/35 24,222,081 $2,688,335
Fannie Mae, 5.0%, 9/1/43 35,004,024 $26,377,634
Fannie Mae, 5.5%, 12/1/35 2,799,824 $296,618
Fannie Mae, 5.5%, 2/1/33 500,000 $7,095
Fannie Mae, 5.5%, 3/1/21 5,000,000 $574,332
Fannie Mae, 5.5%, 3/1/36 900,090 $109,468
Fannie Mae, 5.5%, 4/1/34 2,750,000 $181,851
Fannie Mae, 5.5%, 4/1/36 2,000,200 $252,058
Fannie Mae, 5.5%, 5/1/33 750,000 $50,733
Fannie Mae, 5.5%, 6/1/33 852,000 $37,930
Fannie Mae, 5.5%, 7/1/33 1,900,000 $83,008
Fannie Mae, 6.0%, 1/1/33 502,267 $17,767
Fannie Mae, 6.0%, 1/1/34 1,800,000 $119,871
Fannie Mae, 6.0%, 10/1/32 200,552 $4,127
Fannie Mae, 6.0%, 11/1/32 350,000 $6,865
Fannie Mae, 6.0%, 12/1/32 3,234,929 $74,251
Fannie Mae, 6.0%, 12/1/33 2,000,000 $133,117
Fannie Mae, 6.0%, 12/1/37 7,118,373 $316,765
Fannie Mae, 6.0%, 3/1/32 100,000 $2,390
Fannie Mae, 6.0%, 3/1/33 250,000 $9,978
Fannie Mae, 6.0%, 3/1/33 350,000 $8,904
Fannie Mae, 6.0%, 4/1/38 5,765,562 $436,070
Fannie Mae, 6.0%, 5/1/33 1,200,000 $158,246
Fannie Mae, 6.0%, 6/1/37 4,500,000 $358,509
Fannie Mae, 6.0%, 7/1/17 4,000,000 $32,732
Fannie Mae, 6.0%, 7/1/38 2,040,000 $169,605
Fannie Mae, 6.5%, 10/1/32 511,093 $15,912
Fannie Mae, 6.5%, 11/1/32 400,000 $9,479
Fannie Mae, 6.5%, 2/1/32 99,991 $1,645
Fannie Mae, 6.5%, 3/1/32 124,988 $4,393
Fannie Mae, 6.5%, 4/1/29 40,000 $394
Fannie Mae, 6.5%, 5/1/31 392,161 $2,070
Fannie Mae, 6.5%, 6/1/31 25,095 $354
Fannie Mae, 6.5%, 7/1/31 125,419 $882
Fannie Mae, 6.5%, 8/1/32 340,598 $3,907
Fannie Mae, 7.0%, 2/1/29 43,569 $617
Fannie Mae, 7.0%, 5/1/28 200,000 $1,653
Fannie Mae, 7.0%, 7/1/31 306,031 $665
Fannie Mae, 7.5%, 1/1/28 115,000 $1,202
Fannie Mae Pool, 4.0%, 4/10/14 22,755,000 $24,276,741
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 3,750,000 $1,536,817
FCA US LLC, Term Loan B, 5/24/17 18,225,234 $18,219,548
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 6,700,000 $3,340,123
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 10,730,077 $10,133,398
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 725,000 $758,243
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 6,782,428 $6,636,663
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 6,491,414 $5,982,583
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 1,000,000 $1,028,947
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 13,500,000 $13,958,542
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 20,000,000 $19,920,459
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,604,157
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,050,000 $2,124,352
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 2,000,000 $2,127,926
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 8,240,814 $777,605
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 1,083,224 $971,405
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 2,993,000 $1,425,819
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4,841,006 $3,888,678
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 87,965 $69,960
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 204,050 $184,662
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 10,363,430 $2,655,775
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 324,372 $282,909
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 3,677,099 $2,966,041
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 147,265 $145,657
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 750,000 $79,174
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 39,051,129 $11,394,100
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 6,525,000 $506,171
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 4,668,054 $405,465
Federal Home Loan Mortgage Corp., 5.0%, 4/1/23 3,790,330 $356,936
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 1,278,937 $70,783
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 2,600,000 $316,053
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,942,604 $615,897
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 10,000,000 $876,901
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 1,152,073 $5,057
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 2,610,000 $123,887
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 1,000,000 $103,843
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 250,000 $15,600
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 1,820,000 $132,337
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 5,000,000 $294,217
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 563,857 $11,306
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 500,470 $18,382
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 14,424,315 $130,866
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 4,500,000 $182,012
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $194,527
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 100,000 $2,725
Federal Home Loan Mortgage Corp., Floating Rate Note, 11/26/46 (144A) 3,600,000 $3,692,506
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 5,065,000 $5,252,437
Federal National Mortgage Association, 4.0%, 8/1/44 1,200,000 $1,244,137
Federal National Mortgage Association, 5.0%, 12/1/41 1,801,282 $1,068,731
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 6,000,000 $112,083
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4,635,000 $3,607,859
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 3,078,000 $505,439
Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20 5,710,000 $4,405,625
Fifth Third Bancorp, Floating Rate Note (Perpetual) 127,200 $3,527,256
Firstar Realty LLC, 8.875% (Perpetual) (144A) 3,250 $4,101,094
First Data Corp., 2018 New Dollar Term Loan, 3/24/18 1,528,214 $1,527,737
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 1,150,000 $155,264
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 7,232 $7,263
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 16,257,000 $3,004,648
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 500,000 $499,043
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 1,600,000 $1,601,166
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1,000,000 $444,964
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 4,922,942 $4,701,410
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 6,250,000 $4,509,739
Flextronics International, Ltd., 4.625%, 2/15/20 4,615,000 $4,853,458
Flextronics International, Ltd., 5.0%, 2/15/23 15,200,000 $16,063,444
Fly Leasing, Ltd., 6.375%, 10/15/21 1,750,000 $1,777,435
Fly Leasing, Ltd., 6.75%, 12/15/20 4,183,000 $4,292,542
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 3,691,824 $3,428,781
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 3,200,000 $3,843,375
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 4,665,000 $446,800
Freeport-McMoRan, Inc., 3.875%, 3/15/23 8,860,000 $8,281,771
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 107,000 $113,427
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3,150,000 $3,061,175
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 3,900,000 $4,413,721
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 1,980,000 $2,226,335
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 4,160,000 $4,675,383
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 5,600,000 $6,076,484
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 3,300,000 $3,581,555
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 3,953,000 $4,275,497
FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A) 2,200,000 $2,486,604
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,100,000 $4,342,185
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4,775,000 $4,956,648
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 8,232,000 $8,879,610
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5,450,000 $5,910,268
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 6,500,000 $6,850,101
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 2,750,000 $2,837,398
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 25,000 $25,555
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 5,000,000 $5,240,608
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3,661,000 $3,832,430
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 1,000,000 $1,018,596
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,400,000 $3,452,808
Fresnillo Plc, 5.5%, 11/13/23 (144A) 7,550,000 $8,180,740
Frontier Communications Corp., 8.5%, 4/15/20 11,090,000 $12,879,957
Frontier Communications Corp., 8.75%, 4/15/22 10,355,000 $12,107,080
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 6,150,000 $6,393,403
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 1,048,591 $1,040,071
Garda World Security Corp., Term B Loan, 11/1/20 4,099,038 $4,065,733
GATX Corp., 6.0%, 2/15/18 6,865,000 $7,635,937
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 765,000 $792,173
GCI, Inc., 8.625%, 11/15/19 1,500,000 $1,606,391
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 3,285,000 $3,295,939
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 11,600,000 $4,623,794
General Cable Corp., 4.5%, 11/15/29 (Step) 13,776,000 $9,760,296
General Electric Capital Corp., Floating Rate Note (Perpetual) 24,300,000 $28,964,334
Gentiva Health Services, Inc., 11.5%, 9/1/18 1,328,000 $1,484,427
Getty Images, Inc., Initial Term Loan, 10/18/19 4,773,698 $4,151,824
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 15,875,000 $16,479,242
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 7,000,000 $5,245,218
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 5,175,000 $5,349,193
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 3,074,767 $3,059,393
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 14,941,131 $4,251,565
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 6,500,000 $1,826,025
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 84,170,000 $7,139,547
GMAC Capital Trust I, Floating Rate Note, 2/15/40 465,150 $12,107,855
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 8,507,000 $6,347,087
Golar LNG, Ltd., 3.75%, 3/7/17 1,700,000 $1,727,587
Golar LNG Partners LP, Floating Rate Note, 10/12/17 32,000,000 $4,281,357
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 3,900,000 $3,907,475
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 20,840,000 $19,153,914
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 2,100,000 $2,027,483
Government National Mortgage Association, 3.0%, 4/20/41 8,800,000 $7,225,943
Government National Mortgage Association, 4.5%, 9/20/39 9,820,000 $10,591,243
Government National Mortgage Association, 4.973%, 4/16/42 1,575,000 $240,457
Government National Mortgage Association, Floating Rate Note, 2/16/53 50,450,000 $3,349,520
Government National Mortgage Association, Floating Rate Note, 3/16/53 35,900,000 $2,227,592
Government National Mortgage Association, Floating Rate Note, 8/16/52 55,500,000 $2,747,764
Government National Mortgage Association, Floating Rate Note, 9/16/52 55,000,000 $3,661,942
Government National Mortgage Association I, 3.5%, 10/15/44 1,060,699 $1,112,299
Government National Mortgage Association I, 3.5%, 10/15/44 16,072,517 $16,848,485
Government National Mortgage Association I, 3.5%, 7/15/42 22,710,107 $16,616,330
Government National Mortgage Association I, 3.5%, 9/15/44 16,575,713 $16,649,320
Government National Mortgage Association I, 4.0%, 1/15/40 44,880 $24,134
Government National Mortgage Association I, 4.0%, 1/15/41 150,255 $93,930
Government National Mortgage Association I, 4.0%, 1/15/41 33,556 $17,927
Government National Mortgage Association I, 4.0%, 1/15/42 637,441 $21,256
Government National Mortgage Association I, 4.0%, 10/15/40 90,862 $24,011
Government National Mortgage Association I, 4.0%, 10/15/40 125,647 $58,003
Government National Mortgage Association I, 4.0%, 10/15/41 40,383 $28,081
Government National Mortgage Association I, 4.0%, 10/15/41 543,395 $269,473
Government National Mortgage Association I, 4.0%, 10/15/41 48,381 $29,391
Government National Mortgage Association I, 4.0%, 10/15/41 73,982 $39,229
Government National Mortgage Association I, 4.0%, 10/15/41 25,034 $18,185
Government National Mortgage Association I, 4.0%, 10/15/43 28,158 $22,939
Government National Mortgage Association I, 4.0%, 10/15/43 76,551 $30,201
Government National Mortgage Association I, 4.0%, 10/15/44 3,000,000 $2,762,510
Government National Mortgage Association I, 4.0%, 11/15/40 127,425 $98,249
Government National Mortgage Association I, 4.0%, 11/15/40 42,850 $25,632
Government National Mortgage Association I, 4.0%, 11/15/40 570,479 $436,614
Government National Mortgage Association I, 4.0%, 11/15/41 91,759 $28,042
Government National Mortgage Association I, 4.0%, 11/15/41 55,926 $24,265
Government National Mortgage Association I, 4.0%, 11/15/41 135,000 $92,590
Government National Mortgage Association I, 4.0%, 11/15/42 51,024 $23,953
Government National Mortgage Association I, 4.0%, 11/15/43 64,478 $21,867
Government National Mortgage Association I, 4.0%, 11/15/44 508,546 $545,827
Government National Mortgage Association I, 4.0%, 11/15/44 27,967 $30,029
Government National Mortgage Association I, 4.0%, 12/15/40 45,640 $24,275
Government National Mortgage Association I, 4.0%, 12/15/40 40,000 $18,690
Government National Mortgage Association I, 4.0%, 12/15/41 50,000 $32,595
Government National Mortgage Association I, 4.0%, 12/15/41 33,303 $23,888
Government National Mortgage Association I, 4.0%, 12/15/41 100,000 $27,783
Government National Mortgage Association I, 4.0%, 12/15/44 1,826,616 $1,962,650
Government National Mortgage Association I, 4.0%, 12/15/44 747,832 $804,090
Government National Mortgage Association I, 4.0%, 12/15/44 25,739 $27,673
Government National Mortgage Association I, 4.0%, 12/15/44 -15,000,000 $-16,449,464
Government National Mortgage Association I, 4.0%, 12/18/14 5,000,000 $5,392,859
Government National Mortgage Association I, 4.0%, 2/15/41 63,917 $40,771
Government National Mortgage Association I, 4.0%, 2/15/41 3,373,529 $1,916,051
Government National Mortgage Association I, 4.0%, 2/15/42 55,746 $34,977
Government National Mortgage Association I, 4.0%, 2/15/42 158,615 $24,887
Government National Mortgage Association I, 4.0%, 2/15/42 45,422 $28,201
Government National Mortgage Association I, 4.0%, 3/15/39 50,000 $16,802
Government National Mortgage Association I, 4.0%, 3/15/41 178,607 $124,363
Government National Mortgage Association I, 4.0%, 3/15/44 10,452,106 $9,115,737
Government National Mortgage Association I, 4.0%, 3/15/44 390,180 $376,375
Government National Mortgage Association I, 4.0%, 3/15/44 16,960,100 $15,242,188
Government National Mortgage Association I, 4.0%, 3/15/44 936,492 $994,201
Government National Mortgage Association I, 4.0%, 4/15/39 80,758 $28,416
Government National Mortgage Association I, 4.0%, 4/15/39 90,132 $24,229
Government National Mortgage Association I, 4.0%, 4/15/41 78,634 $43,917
Government National Mortgage Association I, 4.0%, 4/15/43 30,219 $26,276
Government National Mortgage Association I, 4.0%, 4/15/44 4,910,088 $4,546,640
Government National Mortgage Association I, 4.0%, 4/15/44 36,178 $37,313
Government National Mortgage Association I, 4.0%, 4/15/44 2,076,178 $2,039,275
Government National Mortgage Association I, 4.0%, 5/15/41 29,985 $20,632
Government National Mortgage Association I, 4.0%, 5/15/43 358,526 $322,639
Government National Mortgage Association I, 4.0%, 5/15/43 514,545 $413,716
Government National Mortgage Association I, 4.0%, 5/15/43 25,254 $25,147
Government National Mortgage Association I, 4.0%, 5/15/44 362,947 $314,898
Government National Mortgage Association I, 4.0%, 6/15/41 15,464,981 $7,529,831
Government National Mortgage Association I, 4.0%, 6/15/41 48,151 $21,516
Government National Mortgage Association I, 4.0%, 6/15/41 133,093 $22,519
Government National Mortgage Association I, 4.0%, 7/15/39 76,956 $38,787
Government National Mortgage Association I, 4.0%, 7/15/41 42,737 $22,536
Government National Mortgage Association I, 4.0%, 7/15/41 66,145 $39,644
Government National Mortgage Association I, 4.0%, 7/15/41 67,258 $36,533
Government National Mortgage Association I, 4.0%, 7/15/43 497,034 $363,077
Government National Mortgage Association I, 4.0%, 8/15/41 68,643 $33,625
Government National Mortgage Association I, 4.0%, 8/15/41 375,064 $237,409
Government National Mortgage Association I, 4.0%, 8/15/41 25,000 $3,950
Government National Mortgage Association I, 4.0%, 8/15/41 62,481 $24,727
Government National Mortgage Association I, 4.0%, 8/15/43 2,615,205 $2,044,138
Government National Mortgage Association I, 4.0%, 8/15/43 379,787 $287,202
Government National Mortgage Association I, 4.0%, 8/15/44 54,280 $57,847
Government National Mortgage Association I, 4.0%, 8/15/44 503,572 $538,124
Government National Mortgage Association I, 4.0%, 8/15/44 368,090 $393,023
Government National Mortgage Association I, 4.0%, 9/15/41 26,673 $21,361
Government National Mortgage Association I, 4.0%, 9/15/41 47,082 $16,847
Government National Mortgage Association I, 4.0%, 9/15/41 47,168 $24,399
Government National Mortgage Association I, 4.0%, 9/15/41 40,375 $20,699
Government National Mortgage Association I, 4.0%, 9/15/41 651,893 $418,906
Government National Mortgage Association I, 4.0%, 9/15/41 4,247,615 $2,115,814
Government National Mortgage Association I, 4.0%, 9/15/43 43,512 $39,886
Government National Mortgage Association I, 4.0%, 9/15/44 871,367 $932,262
Government National Mortgage Association I, 4.0%, 9/15/44 8,587,315 $8,970,498
Government National Mortgage Association I, 4.0%, 9/15/44 11,865,000 $12,265,498
Government National Mortgage Association I, 4.0%, 9/15/44 667,424 $714,535
Government National Mortgage Association I, 4.0%, 9/15/44 1,912,482 $2,046,325
Government National Mortgage Association I, 4.0%, 9/15/44 379,505 $360,214
Government National Mortgage Association I, 4.0%, 9/15/44 2,104,379 $2,046,410
Government National Mortgage Association I, 4.0%, 9/15/44 25,078 $26,499
Government National Mortgage Association I, 4.5%, 1/15/40 1,883,000 $1,113,527
Government National Mortgage Association I, 4.5%, 10/15/33 2,387,368 $226,911
Government National Mortgage Association I, 4.5%, 11/15/40 8,091,166 $3,523,985
Government National Mortgage Association I, 4.5%, 12/15/34 326,420 $45,964
Government National Mortgage Association I, 4.5%, 3/15/38 15,595,138 $3,452,104
Government National Mortgage Association I, 4.5%, 4/15/35 1,135,738 $178,203
Government National Mortgage Association I, 4.5%, 4/15/35 864,262 $106,851
Government National Mortgage Association I, 4.5%, 6/15/40 6,803,817 $2,480,713
Government National Mortgage Association I, 4.5%, 6/15/41 9,828,676 $2,573,935
Government National Mortgage Association I, 4.5%, 6/15/41 4,610,835 $3,165,956
Government National Mortgage Association I, 4.5%, 7/15/41 2,197,000 $1,195,399
Government National Mortgage Association I, 4.5%, 8/15/41 17,565,000 $7,510,858
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $328,986
Government National Mortgage Association I, 4.5%, 9/15/40 1,371,000 $808,132
Government National Mortgage Association I, 5.0%, 10/15/18 402,294 $27,294
Government National Mortgage Association I, 5.0%, 10/15/18 2,975,000 $134,783
Government National Mortgage Association I, 5.0%, 11/15/16 1,229,667 $36,397
Government National Mortgage Association I, 5.0%, 6/15/21 1,048,281 $179,216
Government National Mortgage Association I, 5.0%, 9/15/33 5,011,663 $735,465
Government National Mortgage Association I, 5.125%, 10/15/38 1,865,279 $975,020
Government National Mortgage Association I, 5.5%, 1/15/34 3,238,092 $295,545
Government National Mortgage Association I, 5.5%, 1/15/35 2,028,000 $213,022
Government National Mortgage Association I, 5.5%, 10/15/19 3,000,000 $374,062
Government National Mortgage Association I, 5.5%, 10/15/19 300,000 $36,362
Government National Mortgage Association I, 5.5%, 10/15/34 2,500,000 $333,455
Government National Mortgage Association I, 5.5%, 12/15/18 76,282 $794
Government National Mortgage Association I, 5.5%, 12/15/35 2,360,900 $237,262
Government National Mortgage Association I, 5.5%, 2/15/35 5,109,070 $294,349
Government National Mortgage Association I, 5.5%, 2/15/35 7,341,300 $653,935
Government National Mortgage Association I, 5.5%, 2/15/37 172 $23
Government National Mortgage Association I, 5.5%, 3/15/17 251,260 $12,067
Government National Mortgage Association I, 5.5%, 3/15/37 8,000,000 $490,190
Government National Mortgage Association I, 5.5%, 3/15/37 2,000,000 $199,649
Government National Mortgage Association I, 5.5%, 3/15/37 5,905,797 $143,983
Government National Mortgage Association I, 5.5%, 4/15/33 184,273 $6,775
Government National Mortgage Association I, 5.5%, 4/15/34 3,032,660 $259,699
Government National Mortgage Association I, 5.5%, 6/15/35 2,028,692 $194,842
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $148,554
Government National Mortgage Association I, 5.5%, 7/15/34 4,540,000 $427,801
Government National Mortgage Association I, 5.5%, 8/15/19 711,545 $87,458
Government National Mortgage Association I, 5.5%, 9/15/19 2,037,648 $93,664
Government National Mortgage Association I, 5.5%, 9/15/19 2,338,171 $118,282
Government National Mortgage Association I, 5.5%, 9/15/19 2,522,582 $247,210
Government National Mortgage Association I, 5.75%, 10/15/38 711,536 $117,843
Government National Mortgage Association I, 5.75%, 10/15/38 1,470,579 $326,079
Government National Mortgage Association I, 6.0%, 1/15/17 5,010,192 $40,873
Government National Mortgage Association I, 6.0%, 1/15/33 1,500,000 $32,908
Government National Mortgage Association I, 6.0%, 1/15/33 4,325,436 $174,694
Government National Mortgage Association I, 6.0%, 1/15/34 1,135,007 $67,178
Government National Mortgage Association I, 6.0%, 10/15/33 3,000,000 $87,434
Government National Mortgage Association I, 6.0%, 10/15/37 4,575,221 $565,577
Government National Mortgage Association I, 6.0%, 11/15/16 1,500,000 $13,035
Government National Mortgage Association I, 6.0%, 11/15/18 197,092 $1,960
Government National Mortgage Association I, 6.0%, 11/15/33 3,200,000 $357,153
Government National Mortgage Association I, 6.0%, 2/15/33 3,907,246 $127,727
Government National Mortgage Association I, 6.0%, 2/15/33 1,085,291 $150,206
Government National Mortgage Association I, 6.0%, 3/15/33 750,000 $111,588
Government National Mortgage Association I, 6.0%, 3/15/33 250,000 $5,375
Government National Mortgage Association I, 6.0%, 3/15/33 300,000 $16,335
Government National Mortgage Association I, 6.0%, 3/15/33 1,027,097 $77,453
Government National Mortgage Association I, 6.0%, 5/15/16 192,300 $835
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,222 $222,850
Government National Mortgage Association I, 6.0%, 5/15/33 10,057,421 $532,247
Government National Mortgage Association I, 6.0%, 5/15/33 1,292,064 $63,322
Government National Mortgage Association I, 6.0%, 6/15/17 6,900,000 $94,296
Government National Mortgage Association I, 6.0%, 6/15/17 2,359,004 $37,156
Government National Mortgage Association I, 6.0%, 6/15/33 3,345,634 $311,118
Government National Mortgage Association I, 6.0%, 6/15/33 2,500,000 $112,235
Government National Mortgage Association I, 6.0%, 7/15/17 2,966,457 $135,161
Government National Mortgage Association I, 6.0%, 7/15/17 6,000,000 $91,449
Government National Mortgage Association I, 6.0%, 7/15/33 2,789,309 $276,465
Government National Mortgage Association I, 6.0%, 7/15/33 3,367,971 $92,404
Government National Mortgage Association I, 6.0%, 7/15/38 8,868,732 $818,245
Government National Mortgage Association I, 6.0%, 8/15/16 43,573 $293
Government National Mortgage Association I, 6.0%, 8/15/32 6,200,000 $251,827
Government National Mortgage Association I, 6.0%, 9/15/19 1,044,422 $25,835
Government National Mortgage Association I, 6.0%, 9/15/33 2,000,000 $127,045
Government National Mortgage Association I, 6.0%, 9/15/33 1,501,891 $83,473
Government National Mortgage Association I, 6.5%, 1/15/29 577,201 $13,342
Government National Mortgage Association I, 6.5%, 10/15/31 316,324 $6,828
Government National Mortgage Association I, 6.5%, 10/15/31 463,882 $8,309
Government National Mortgage Association I, 6.5%, 10/15/32 302,974 $17,342
Government National Mortgage Association I, 6.5%, 11/15/32 2,258,707 $84,125
Government National Mortgage Association I, 6.5%, 12/15/31 50,173 $433
Government National Mortgage Association I, 6.5%, 2/15/32 417,022 $5,489
Government National Mortgage Association I, 6.5%, 3/15/32 205,947 $3,073
Government National Mortgage Association I, 6.5%, 5/15/29 169,368 $2,744
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $31,397
Government National Mortgage Association I, 6.5%, 6/15/32 150,000 $7,751
Government National Mortgage Association I, 6.5%, 6/15/32 124,988 $4,533
Government National Mortgage Association I, 6.5%, 7/15/32 800,000 $10,669
Government National Mortgage Association I, 6.5%, 7/15/32 350,000 $5,825
Government National Mortgage Association I, 6.5%, 7/15/35 161,566 $33,749
Government National Mortgage Association I, 6.5%, 8/15/32 703,797 $44,155
Government National Mortgage Association I, 6.5%, 8/15/32 344,471 $4,397
Government National Mortgage Association I, 6.5%, 8/15/32 300,000 $4,300
Government National Mortgage Association I, 6.5%, 9/15/32 500,414 $48,490
Government National Mortgage Association I, 6.5%, 9/15/32 1,709,146 $117,375
Government National Mortgage Association I, 7.0%, 5/15/29 135,001 $870
Government National Mortgage Association I, 7.0%, 5/15/29 55,127 $539
Government National Mortgage Association I, 7.0%, 5/15/31 138,853 $1,696
Government National Mortgage Association I, 7.0%, 6/15/29 75,078 $1,084
Government National Mortgage Association I, 7.0%, 6/15/31 245,234 $476
Government National Mortgage Association I, 7.0%, 8/15/29 712,236 $10,040
Government National Mortgage Association I, 7.5%, 8/15/29 100,063 $122
Government National Mortgage Association II, 4.0%, 10/20/44 15,115,000 $15,724,768
Government National Mortgage Association II, 4.5%, 1/20/35 4,000,000 $712,159
Government National Mortgage Association II, 4.5%, 12/20/34 8,150,000 $1,462,646
Government National Mortgage Association II, 4.5%, 3/20/35 4,250,000 $712,738
Government National Mortgage Association II, 4.5%, 9/20/41 17,265,000 $8,310,629
Government National Mortgage Association II, 5.5%, 10/20/37 50,000 $13,327
Government National Mortgage Association II, 5.5%, 3/20/34 1,800,000 $203,894
Government National Mortgage Association II, 6.0%, 10/20/33 3,655,000 $296,893
Government National Mortgage Association II, 6.0%, 5/20/32 3,000,000 $89,491
Government National Mortgage Association II, 6.5%, 1/20/28 32,371 $428
Government National Mortgage Association II, 7.0%, 1/20/29 500,000 $7,040
Griffon Corp., 5.25%, 3/1/22 312,000 $315,374
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 4,367,000 $4,365,262
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 9,641,000 $10,026,698
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 4,710,000 $5,163,730
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 6,500,000 $453,363
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 4,500,000 $4,641,604
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 5,609,335 $5,651,548
GS Mortgage Securities Trust 2014-GSFL, Floating Rate Note, 7/15/31 (144A) 4,775,000 $4,788,018
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 19,862,000 $3,786,933
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 10,580,000 $11,062,634
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3,200,000 $3,208,191
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 4,450,000 $4,709,128
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 4,875,000 $212,437
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 2,795,000 $2,744,392
HCA, Inc., 6.5%, 2/15/20 3,800,000 $4,331,419
Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22 3,150,000 $3,551,130
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 3,370,000 $3,818,497
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 1,611,900 $1,619,960
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 2,700,000 $316,650
Hexion US Finance Corp., 8.875%, 2/1/18 3,590,000 $3,048,471
Highwoods Realty LP, 3.625%, 1/15/23 9,060,000 $9,237,258
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 5,768,000 $6,175,625
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 976,000 $990,279
HOA Funding LLC, 4.846%, 8/22/44 (144A) 13,800,000 $13,626,245
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 1,900,000 $2,200,956
Hologic, Inc., 2.0%, 3/1/42 (Step) 9,435,000 $11,733,209
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 7,062,778 $1,715,127
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 735,000 $7,098
Horizon Lines, Inc. 1,695,067 $1,118,744
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 2,261,063 $2,253,526
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1,000,000 $222,095
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 2,550,000 $2,667,691
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 2,475,000 $2,221,467
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 6,213,166 $6,233,551
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 3,350,000 $3,393,848
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 7,276,000 $6,250,305
Immucor, Inc., Term B-2 Loan, 8/19/18 8,347,147 $8,347,147
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 73,742,000 $3,009,143
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 51,794,000 $2,623,032
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 2,126,623 $50,303
Indianapolis Airport Authority, 5.1%, 1/15/17 3,450,000 $3,739,116
Indonesia Treasury Bond, 6.125%, 5/15/28 26,365,000,000 $1,899,609
Indonesia Treasury Bond, 7.0%, 5/15/22 34,113,000,000 $2,714,451
Indonesia Treasury Bond, 7.0%, 5/15/27 23,752,000,000 $1,864,274
Indonesia Treasury Bond, 8.25%, 6/15/32 222,011,000,000 $18,935,923
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 12,532,000 $2,382,534
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6,100,000 $5,242,886
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 8,380,000 $8,942,298
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4,241,002 $4,259,557
Inter-American Development Bank, 4.5%, 2/4/16 92,300,000,000 $6,957,468
Inter-American Development Bank, 6.0%, 9/5/17 208,750,000 $3,505,842
Inter-American Development Bank, 7.2%, 1/22/18 114,720,000,000 $8,831,747
Inter-American Development Bank, 7.2%, 11/14/17 17,080,000,000 $1,338,666
Inter-American Development Bank, 7.25%, 7/17/17 22,600,000,000 $1,866,018
InterGen NV, 7.0%, 6/30/23 (144A) 4,750,000 $4,613,569
International Equipment Solutions LLC, Initial Loan, 8/16/19 5,288,301 $5,301,522
International Finance Corp., 6.3%, 11/25/24 358,950,000 $5,879,763
International Finance Corp., 7.75%, 12/3/16 1,036,140,000 $17,757,721
International Finance Corp., 8.25%, 6/10/21 1,040,880,000 $19,031,824
International Game Technology, 7.5%, 6/15/19 120,000 $130,148
International Paper Co., 6.0%, 11/15/41 8,410,000 $9,981,173
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 5,643,000 $5,715,558
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 3,925,000 $4,649,552
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 383,644 $380,767
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 6,782,041 $4,919,360
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 2,500,000 $2,593,643
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 8,625,000 $9,078,899
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 11,820,000 $14,045,608
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 6,850,000 $8,272,214
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 50,000 $50,057
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 6,944,736 $7,136,185
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1,900,000 $418,104
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5,000,000 $5,429,244
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 4,150,000 $4,469,965
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 2,725,000 $3,123,285
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 1,330,000 $1,699,491
Ivycst 6.375% 03mar28 144a 4,865,000 $4,822,431
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 3,713,000 $3,895,478
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 5,100,000 $5,499,500
JBS USA LLC, 8.25%, 2/1/20 (144A) 4,650,000 $4,957,772
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3,250,000 $2,151,790
JLL, Initial Dollar Term Loan, 1/23/21 2,447,700 $2,430,872
JobsOhio Beverage System, 3.985%, 1/1/29 17,600,000 $18,957,657
JobsOhio Beverage System, 4.532%, 1/1/35 4,480,000 $4,999,929
JPMorgan Chase & Co., 1.0%, 9/20/17 7,000,000 $877,898
JPMorgan Chase & Co., 4.25%, 11/2/18 15,300,000 $11,739,618
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 21,451,000 $23,268,811
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 11,735,000 $11,682,633
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 4,000,000 $4,102,269
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 9,525,000 $3,076,220
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 1,300,000 $1,460,133
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 5,200,000 $5,742,586
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 4,000,000 $4,231,246
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 10,620,000 $11,093,371
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 4,570,000 $4,575,855
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 4,800,000 $4,792,557
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 6,750,000 $6,732,074
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 2,125,362 $530,123
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 8,822,000 $575,224
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 15,700,000 $2,930,168
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 23,395,000 $15,702,439
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 5,615,000 $4,280,696
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 8,923,000 $7,085,046
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3,983,000 $3,910,990
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 2,749,964 $2,360,751
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3,579,000 $3,426,655
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/1/29 (144A) 2,200,000 $2,152,665
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 8,399,600 $7,559,440
Kane Flt% 12jun15 7,100,000 $6,873,510
Kane Flt% 14jul15 3,056,160 $2,993,814
Kane Ilw Zero% 02feb16 2,550,000 $2,364,870
Kane-Pi1 Flt% 07jul16 7,017,560 $7,004,928
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 5,825,133 $5,833,871
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 2,943,500 $2,949,976
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 6,010,717 $6,017,328
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 11,510,100 $11,538,875
Kane Zero% 15jan16 2,024,000 $2,029,870
Kane Zero% 19feb16 8,064,000 $8,308,339
Kane Zero% 22jan16 7,246,500 $7,313,168
Kane Zero% 22jan16 2,753,000 $2,789,340
Kane Zero% 29apr16 16,776,500 $17,180,814
KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A) 3,500,000 $3,191,728
Kbh 7.625% 15may23 5,985,000 $6,043,832
KB Home, 1.375%, 2/1/19 7,875,000 $7,425,387
KB Home, 8.0%, 3/15/20 1,500,000 $1,644,333
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 4,385,000 $4,526,173
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 6,190,000 $6,208,183
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,300,000 $1,318,525
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 925,000 $948,359
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 11,960,000 $12,643,588
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 5,225,000 $5,763,612
Kindred Healthcare, Inc., 6.375%, 4/15/22 3,200,000 $3,275,367
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 8,639,021 $8,635,418
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 8,577,926 $8,579,265
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 3,775,000 $3,491,745
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 21,530,000 $24,407,592
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 1,266,889 $1,271,639
Kodiak Oil & Gas Corp., 5.5%, 1/15/21 1,900,000 $1,931,482
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 85,000 $90,282
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 728,455 $730,504
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2,150,000 $1,446,461
Lamar Media Corp., 5.375%, 1/15/24 1,045,000 $1,114,409
Landry's, Inc., B Term Loan, 4/24/18 8,197,871 $8,220,415
Language Line LLC, Tranche B Term Loan, 6/20/16 2,290,771 $2,281,225
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 1,942,800 $21,208
LDK Solar Co, Ltd. (A.D.R.) 136,114 $29,278
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 3,139,702 $3,158,616
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 2,141,566 $2,173,351
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 3,010,000 $3,090,804
Legg Mason, Inc., 5.625%, 1/15/44 6,310,000 $7,432,661
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5,950,000 $805,171
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 34,198,591 $4,678,546
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 8,695,768 $1,463,427
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 11,903,557 $1,959,677
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 8,954,321 $1,856,175
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 4,690,000 $1,089,181
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 11,050,000 $14,579,769
Liberty Mutual Insurance Co., 8.5%, 5/15/25 (144A) 3,800,000 $4,982,961
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 6,050,000 $5,111,746
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 2,760,000 $1,942,954
Linn Energy LLC, 6.5%, 5/15/19 9,200,000 $8,221,094
Linn Energy LLC, 8.625%, 4/15/20 3,374,000 $3,169,416
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 1,300,000 $1,470,579
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 1,280,500 $1,246,887
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 1,392,235 $473,360
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 2,245,000 $2,297,533
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 50,000 $50,551
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 57,000 $6,776,160
Lorillard Tobacco Co., 3.75%, 5/20/23 4,700,000 $4,803,933
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 7,370,000 $8,391,021
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 4,920,000 $1,148,701
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/1/20 (144A) 5,575,000 $5,467,140
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5,080,917 $5,108,227
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 1,325,000 $1,335,600
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 5,945,000 $6,789,578
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 7,750,000 $9,018,868
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 7,961,000 $2,481,593
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 4,200,000 $3,560,331
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 15,910,000 $14,545,276
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 4,150,000 $4,130,734
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 3,750,000 $3,791,563
MarkWest Energy Partners LP, 4.875%, 12/1/24 17,410,000 $18,118,759
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 3,700,000 $4,205,889
Masco Corp., 7.125%, 3/15/20 14,465,000 $17,377,678
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 26,147 $839
Massachusetts Development Finance Agency, 5.25%, 4/1/37 6,550,000 $7,673,964
Massachusetts Development Finance Agency, 5.375%, 4/1/41 2,075,000 $2,390,022
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 4,550,000 $6,268,209
Massachusetts Institute of Technology, 5.6%, 7/1/11 4,025,000 $5,564,597
MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33 2,950,000 $840,862
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6,500,000 $1,094,669
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 33,875,000 $6,635,684
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3,782,400 $3,765,852
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 120,000 $131,575
MedAssets, Inc., Term B Loan, 12/13/19 1,718,400 $1,712,472
Mentor Graphics Corp., 4.0%, 4/1/31 12,418,000 $15,414,877
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 3,800,000 $3,809,036
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 4,594,419 $1,097,781
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 5,273,350 $946,407
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 6,410,000 $1,033,096
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 6,200,000 $5,269,806
Methanex Corp., 4.25%, 12/1/24 6,750,000 $6,881,939
Metinvest BV, 10.5%, 11/28/17 (144A) -500 $800,000
Metinvest BV, 8.75%, 2/14/18 (144A) 5,175,000 $1,831,596
MetLife, Inc., 6.4%, 12/15/66 5,875,000 $6,949,994
MetLife Capital Trust IV, 7.875%, 12/15/67 (144A) 3,758,000 $4,879,646
Mexican Bonos, 6.5%, 6/9/22 272,040,000 $19,543,413
Mexican Bonos, 7.5%, 6/3/27 46,890,000 $3,617,771
Mexican Udibonos, 2.0%, 6/9/22 61,080,000 $21,136,057
Mexican Udibonos, 3.5%, 12/14/17 44,360,000 $16,754,983
MGM Resorts International, 6.0%, 3/15/23 11,815,000 $12,470,733
MHP SA, 8.25%, 4/2/20 (144A) 10,800,000 $7,003,350
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 2,735,000 $2,699,672
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 13,185,000 $13,546,214
Microsemi Corp., Term Loan (2014), 3/14/21 1,852,642 $1,848,395
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 3,000,000 $2,271,036
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 3,050,000 $2,401,154
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 5,000,000 $5,605,625
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 9,770,000 $9,686,548
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5,275,000 $5,281,620
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 7,042,018 $7,005,344
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 8,500,000 $8,116,140
MMM Holdings, Inc., MMM Term Loan, 12/12/17 2,011,998 $2,014,513
Mohawk Industries, Inc., 3.85%, 2/1/23 3,450,000 $3,505,333
Molina Healthcare, Inc., 1.625%, 8/15/44 6,470,000 $8,111,515
Mondelez International, Inc., 6.5%, 2/9/40 2,290,000 $3,183,099
Monitronics International, Inc., Term B Loan (2013), 3/23/18 7,503,892 $7,523,823
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 11,560,000 $12,339,790
Morgan Stanley, 4.1%, 5/22/23 13,200,000 $13,779,484
Morgan Stanley, 4.875%, 11/1/22 4,400,000 $4,849,248
Morgan Stanley, Floating Rate Note (Perpetual) 324,400 $9,138,348
Morgan Stanley, Floating Rate Note (Perpetual) 180,020 $4,723,725
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 5,025,000 $5,211,610
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 10,000,000 $1,619,357
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 15,003,000 $2,557,321
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 7,622,338 $7,662,797
MPT Operating Partnership LP, 5.5%, 5/1/24 530,000 $573,924
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 1,462,747 $1,448,119
MTL Publishing LLC, Term B-2 Loan, 6/29/18 1,065,072 $1,063,874
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 1,850,000 $1,878,583
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 3,100,000 $3,163,240
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 2,250,000 $2,283,276
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 10,950,000 $11,099,197
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 250,000 $267,755
Mythen Re, Ltd. Series 2013-1 Class B, Floating Rate Note, 7/9/15 (Cat Bond) (144A) 6,250,000 $6,446,319
Nakilat, Inc., 6.067%, 12/31/33 (144A) 1,965,000 $2,307,116
Nakilat, Inc., 6.267%, 12/31/33 (144A) 4,240,000 $4,484,711
National Financial Partners 1st Lien Tl-B L + 3.5% 01jul20 2,723,175 $2,705,474
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 675,000 $670,866
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3,800,000 $3,623,015
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 2,350,000 $1,315,511
Nationstar Mortgage LLC, 6.5%, 6/1/22 4,695,000 $4,534,001
Navios Maritime Partners LP, Term Loan, 6/27/18 3,479,987 $3,486,512
Navistar, Inc., Tranche B Term Loan, 8/17/17 400,000 $402,747
Navistar International Corp., 8.25%, 11/1/21 10,815,000 $11,157,918
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 2,400,000 $2,394,751
NCR Corp., 6.375%, 12/15/23 5,595,000 $5,989,040
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 4,350,000 $4,634,789
Nevada Power Co., 6.5%, 8/1/18 85,000 $98,681
New Albertsons Inc 1st Lien Tl L + 3.75% 24jun21 1,845,375 $1,846,816
Newfield Exploration Co., 5.625%, 7/1/24 6,125,000 $6,439,863
Newhall Land Development LLC 269,588 $977,257
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 4,250,000 $5,065,540
New Jersey Economic Development Authority, 0.0%, 2/15/18 19,893,000 $18,562,357
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 10,540,000 $12,010,992
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 13,750,000 $12,185,429
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 7,093,312 $6,993,940
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 1,400,000 $1,647,870
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 500,000 $500,946
Nn Inc 1st Lien Tl-B L + 5% 18jul21 3,326,786 $3,339,261
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 43,853,000 $2,852,991
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 1,050,300 $993,408
Nordea Bank AB, 4.25%, 9/21/22 (144A) 17,800,000 $19,096,974
Nordion 1st Lien Tl-B L + 3.5% 30jul21 1,945,125 $1,943,505
Nortek Inc 1st Lien Tl-B L + 3% 31dec20 3,410,088 $3,397,300
North East Independent School District Texas, 5.25%, 2/1/31 11,120,000 $14,444,852
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 1,301,000 $1,304,465
Norway Government Bond, 2.0%, 5/24/23 63,500,000 $8,870,459
Norway Government Bond, 4.25%, 5/19/17 234,080,000 $34,001,214
Norway Government Bond, 4.5%, 5/22/19 118,980,000 $18,471,207
Norway Government Bond, 5.0%, 5/15/15 467,360,000 $64,215,965
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 3,605,000 $3,867,865
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 15,700,000 $11,998,136
Novelis, Inc., Initial Term Loan, 3/10/17 3,571,725 $3,573,586
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,285,000 $4,880,862
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 11,115,000 $10,404,023
NSG Holdings LLC, New Term Loan, 12/11/19 3,898,303 $3,873,939
Nuance Communications, Inc., 2.75%, 11/1/31 9,565,000 $9,530,925
Numericable-SFR, 6.0%, 5/15/22 (144A) 5,350,000 $5,455,217
NuStar Logistics LP, Floating Rate Note, 1/15/43 208,560 $5,483,042
NuVasive, Inc., 2.75%, 7/1/17 14,319,000 $18,059,540
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 5,870,000 $3,879,306
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 5,500,000 $781,344
Oasis Petroleum, Inc., 6.875%, 3/15/22 7,680,000 $7,765,467
Oi SA, 5.75%, 2/10/22 (144A) 0 $10,997
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 1,391,367 $1,387,889
On Assignment, Inc., Initial Term B Loan, 5/15/20 3,419,750 $3,401,584
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 12,255,000 $13,029,795
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3,700,000 $3,711,999
ONEOK, Inc., 6.875%, 9/30/28 9,425,000 $11,068,832
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3,200,000 $3,160,413
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 6,435,000 $3,910,763
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 4,650,000 $1,903,592
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 2,000,000 $1,610,004
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 1,500,000 $629,504
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 2,518,000 $1,226,008
Ormat Funding Corp., 8.25%, 12/30/20 6,405,000 $3,112,027
Outerwall, Inc., 6.0%, 3/15/19 5,420,000 $5,431,743
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4,000,000 $4,195,303
Owens Corning, 4.2%, 12/1/24 5,975,000 $6,265,371
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 562,257 $546,795
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 5,400,000 $5,408,774
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 2,600,400 $2,603,651
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 3,760,000 $2,790,964
Pangaea Zero% 01jul18 11,730,000 $12,680,130
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 3,015,000 $3,091,227
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 8,470,000 $9,040,670
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 9,660,672 $9,630,482
Par Pharmaceutical Cos Inc 1st Lien Tl-B3 L + 3.25% 28sep19 2,000,000 $2,000,630
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 1,200,000 $1,233,250
PDC Energy, Inc., 7.75%, 10/15/22 195,000 $208,383
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 2,703,849 $2,690,330
Permanent University Fund, 5.0%, 7/1/30 2,550,000 $3,124,660
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 14,965,000 $1,034,924
Petsmart Inc 1st Lien Bridge L + 7% 13dec15 16,750,000 $16,750,000
Petsmart Inc 1st Lien Tl-B L + 4% 18feb22 5,206,830 $5,247,870
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 14,800,000 $844,404
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 5,550,000 $5,074,097
Piedmont Operating Partnership LP, 3.4%, 6/1/23 11,130,000 $11,011,773
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 2,686,940 $2,706,533
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 5,127,344 $5,121,735
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 12,025,000 $13,587,348
Poland Government Bond, 5.5%, 4/25/15 13,000,000 $3,710,243
Poland Government International Bond, 4.0%, 1/22/24 6,700,000 $7,267,611
Port Authority of New York & New Jersey, 4.458%, 10/1/62 2,620,000 $2,907,423
Port Freeport Texas, 5.95%, 5/15/33 15,970,000 $18,112,433
PQ Corp., 2014 Term Loan, 8/7/17 6,223,000 $6,210,902
President and Fellows of Harvard College, 2.3%, 10/1/23 5,600,000 $5,534,305
Prestige Brands, Inc., Term B-1 Loan, 1/31/19 511,236 $511,875
Prestige Brands, Inc., Term B-2 Loan, 8/18/21 4,639,054 $4,651,811
Pride International, Inc., 6.875%, 8/15/20 2,250,000 $2,563,478
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 1,043,771 $1,050,295
Protection One, Inc., Term Loan (2012), 3/21/19 2,288,177 $2,280,551
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 4,900,000 $4,165,071
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 2,300,000 $1,725,276
Prudential Financial, Inc., Floating Rate Note, 6/15/43 11,240,000 $12,014,506
Prudential Financial, Inc., Floating Rate Note, 6/15/68 5,969,000 $7,180,686
Prudential Financial, Inc., Floating Rate Note, 9/15/42 7,575,000 $8,364,320
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 1,045,000 $1,235,833
PSPC Escrow Corp., 6.5%, 2/1/22 (144A) 3,395,000 $3,593,419
Public Service Co of New Mexico, 7.95%, 5/15/18 3,725,000 $4,457,778
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 5,100,000 $5,161,715
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 1,000,000 $1,002,358
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,150,000 $3,205,335
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 700,000 $718,025
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 3,400,000 $3,469,549
QVC, Inc., 4.45%, 2/15/25 18,100,000 $18,311,769
Qwest Corp., 7.375%, 6/1/51 572,600 $15,088,010
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 2,294,250 $2,301,420
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 3,875,000 $3,814,292
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 4,000,000 $3,955,459
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 2,400,000 $639,477
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 1,413,328 $648,487
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 29,527,860 $3,014,223
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 8,600,000 $472,835
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 20,000,000 $110,539
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 7,800,000 $438,766
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 19,206,500 $1,512,181
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 13,200,000 $616,167
RCMC LLC, 5.62346%, 12/17/18 (144A) 2,512,000 $1,254,897
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 87,500,000 $5,715,254
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 3,193,409 $3,207,380
Reinsurance Group of America, Inc., 6.45%, 11/15/19 8,470,000 $10,030,624
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 3,125,000 $3,375,500
Remy International, Inc., Term B Loan 2013, 3/5/20 8,540,952 $8,551,628
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 1,800,000 $1,764,000
Rent-A-Center, Inc., 6.625%, 11/15/20 1,995,000 $1,923,090
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 1,375,000 $1,394,269
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 26,205,000 $603,197
Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34 28,000,000 $1,878,253
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 7,100,000 $7,346,587
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 4,250,000 $4,406,825
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 3,250,000 $3,377,960
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,300,000 $2,380,615
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 4,500,000 $4,856,250
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 250,000 $254,588
Resolute Forest Products, Inc., 5.875%, 5/15/23 11,110,000 $10,907,898
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 4,950,000 $4,968,997
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 1,875,000 $1,876,759
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 2,738,789 $2,730,230
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 3,774,613 $3,792,780
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 4,075,000 $4,337,625
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 5,795,000 $6,228,559
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 3,999,380 $2,049,200
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 10,935,000 $10,837,914
Romania Government Bond, 5.85%, 4/26/23 83,320,000 $26,809,181
Romania Government Bond, 5.95%, 6/11/21 34,800,000 $10,925,056
Rosetta Resources, Inc., 5.625%, 5/1/21 5,530,000 $5,368,942
Rosetta Resources, Inc., 5.875%, 6/1/22 503,000 $490,022
Rosetta Resources, Inc., 5.875%, 6/1/24 2,100,000 $2,014,316
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,395,000 $1,390,224
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 1,770,000 $1,598,728
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,250,000 $1,254,992
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3,260,993 $3,236,536
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 7,839,210 $7,873,506
Rural, Term Loan, 6/30/18 1,552,722 $1,471,204
Russian Federal Bond - OFZ, 7.6%, 7/20/22 25,000 $296
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 12,650,000 $13,003,805
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 3,870,265 $3,881,876
Sabre GLBL, Inc., Term B Loan, 2/19/19 3,000,000 $3,003,000
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 650,000 $650,467
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 7,600,000 $7,179,388
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 3,000,000 $3,044,417
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 418,493 $267,051
Sanchez Energy Corp., 6.125%, 1/15/23 (144A) 9,865,000 $9,123,310
Sanchez Energy Corp., 7.75%, 6/15/21 1,825,000 $1,849,118
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3,500,000 $3,475,617
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 7,650,000 $7,690,885
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3,000,000 $3,001,917
SandRidge Energy, Inc., 7.5%, 3/15/21 1,960,000 $1,509,608
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 3,700,000 $3,760,617
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 1,100,000 $1,165,423
SBA Tower Trust, 3.869%, 10/15/49 (144A) 9,950,000 $10,232,105
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3,900,000 $1,856,969
Scds: (Do) Usd 20dec19 Buy Bnr1c0954 2,795,000 $-282,644
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 10,480,000 $-1,059,787
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20 1,100,000 $1,109,330
Scientific Games International, Inc., 10.0%, 12/1/22 (144A) 18,000,000 $18,125,000
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 10,450,000 $10,449,352
Scitor Corp., Term Loan, 2/15/17 1,656,399 $1,648,117
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 11,145,000 $11,126,889
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 3,900,000 $4,157,785
Seagate HDD Cayman, 4.75%, 6/1/23 13,870,000 $14,931,404
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 20,917 $250,094
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 2,900,000 $2,952,780
Sector Re V, Ltd., 0.0%, 3/1/18 (Cat Bond) (144A) 6,086 $103,119
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 1,900,000 $2,343,650
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 1,736,811 $1,719,443
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 2,064,028 $2,066,608
Selma Industrial Development Board, 6.25%, 11/1/33 3,700,000 $4,387,506
Sempra Energy, 9.8%, 2/15/19 50,000 $64,534
Semt 3.5% 25jul43 13-9-B2 4,856,000 $4,376,795
Senior Housing Properties Trust, 6.75%, 4/15/20 11,518,000 $13,376,458
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,995,000 $2,006,970
Sensus USA, Inc., Term Loan (First Lien), 5/9/17 1,431,647 $1,435,226
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3,930,000 $2,263,564
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 145,256,444 $6,426,516
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 11,000,000 $952,444
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 25,450,610 $2,312,368
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 20,245,000 $1,850,740
Sequoia Mortgage Trust 2012-6, Floating Rate Note, 12/26/42 14,400,000 $10,435,214
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 9,720,000 $8,319,795
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 5,370,000 $5,072,172
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 7,399,368 $6,590,258
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 4,155,000 $3,669,547
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3,748,000 $3,125,003
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 4,196,000 $3,893,718
Service Corp International United States, 8.0%, 11/15/21 3,322,000 $3,995,997
SESI LLC, 7.125%, 12/15/21 90,000 $91,525
Ship Midco, Ltd., Facility B2A-II, 11/29/19 1,807,218 $1,812,490
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 3,200,000 $970,304
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 3,300,000 $3,281,052
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 3,500,000 $481,950
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 4,500,000 $4,649,850
Si Organization Inc 1st Lien Dd L + 0% 19nov19 336,090 $337,298
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 5,056,270 $5,074,442
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 6,200,000 $6,952,464
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 12,390,000 $13,164,499
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 1,062,928 $1,068,243
SM Energy Co., 5.0%, 1/15/24 1,160,000 $1,132,128
SM Energy Co., 6.5%, 1/1/23 1,080,000 $1,123,515
SolarCity Corp., 1.625%, 11/1/19 (144A) 1,984,000 $1,754,214
Sotheby's, 5.25%, 10/1/22 (144A) 525,000 $524,442
Southern California Edison Co., Floating Rate Note (Perpetual) 8,675,000 $9,756,664
Spectra Energy Capital LLC, 6.75%, 7/15/18 2,140,000 $2,433,121
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 197,147 $197,295
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 190,507 $151,474
Sph 5.75% 01mar25 3,800,000 $3,896,821
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 11,000,000 $11,925,010
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 1,250,704 $1,435,246
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 900,000 $924,693
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 10,000,000 $9,593,194
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 5,000,000 $4,997,196
Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/26/59 (144A) 1,100,000 $1,138,170
Sprint Corp., 7.25%, 9/15/21 10,375,000 $10,916,589
SRAM LLC, Term Loan (First Lien), 4/10/20 3,116,243 $3,116,243
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 3,123,266 $3,127,170
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 18,802,000 $18,883,487
Standard Pacific Corp., 1.25%, 8/1/32 6,735,000 $8,159,873
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 8,525,000 $9,359,680
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 7,850,000 $8,207,339
Star West Generation LLC, Term B Advance, 3/13/20 2,059,259 $2,048,963
State of Washington, 3.0%, 7/1/28 2,550,000 $2,592,789
State Street Corp., Floating Rate Note, 12/31/73 236,600 $6,333,782
Steward Health Care System LLC, Term Loan, 4/10/20 2,216,250 $2,205,834
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 1,100,000 $1,096,666
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 165,000 $170,624
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 11,606,000 $2,584,218
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 1,200,000 $27,015
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 16,200,000 $889,434
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 8,100,000 $1,769,067
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 28,400,000 $2,968,956
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 1,300,000 $664,183
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 12,475,000 $1,474,816
SUAM Finance BV, 4.875%, 4/17/24 (144A) 5,300,000 $5,579,520
Summit Materials LLC, Term B Loan, 1/30/19 976,353 $979,607
Sunoco, Inc., 9.625%, 4/15/15 25,000 $26,126
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 10,390,000 $12,012,583
Swift Energy Co., 7.875%, 3/1/22 4,650,000 $2,458,542
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 2,821,064 $2,776,398
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4,048,090 $3,983,997
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 4,965,000 $5,241,671
Tank Holding Corp., Initial Term Loan, 7/9/19 1,575,211 $1,556,833
Targus Group International, Inc., Term Loan, 5/24/16 1,887,167 $1,538,041
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 2,000,000 $2,115,311
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 4,045,600 $4,092,791
TD Ameritrade Holding Corp., 3.625%, 4/1/25 13,475,000 $14,187,214
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 2,625,000 $3,148,504
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 6,648,899 $6,650,229
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 2,355,337 $2,354,847
Terex Corp., U.S. Term Loan, 8/13/21 1,643,220 $1,650,923
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 4,130,000 $4,315,420
Tesoro Corp., 5.375%, 10/1/22 9,480,000 $10,197,616
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 4,585,000 $5,143,448
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 9,165,000 $10,234,912
The Allstate Corp., Floating Rate Note, 1/15/53 631,450 $16,777,627
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 5,450,000 $5,182,950
The Goldman Sachs Group, Inc., 5.2%, 12/17/19 13,855,000 $10,787,797
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 7,400,000 $9,366,953
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 5,400,000 $7,134,040
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 8,270,833 $8,314,776
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 12,600,000 $15,310,765
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 0 $231,096
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 1,225,000 $1,224,618
The Medicines Co., 2.5%, 1/15/22 (144A) 6,350,000 $6,897,973
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 17,930,000 $17,990,449
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 23,442,000 $26,860,346
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 7,740,000 $7,578,041
The Ryland Group, Inc., 0.25%, 6/1/19 6,805,000 $6,447,596
The Ryland Group, Inc., 5.375%, 10/1/22 6,230,000 $6,273,286
The University of Texas System, 5.0%, 8/15/43 2,210,000 $2,539,523
The Williams Companies, Inc., 7.75%, 6/15/31 8,880,000 $10,105,807
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 600,000 $605,250
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 5,351,000 $4,871,687
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 9,171,560 $9,179,200
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 6,646,000 $6,961,533
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 750,000 $795,028
T-Mobile USA, Inc., 6.542%, 4/28/20 4,150,000 $4,434,116
T-Mobile USA, Inc., 6.625%, 11/15/20 4,915,000 $5,278,488
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 2,125,000 $3,318,040
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 2,050,000 $2,000,914
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 6,200,000 $6,247,619
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 (144A) 6,450,467 $4,948,203
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 5,776,469 $5,765,638
Tronox Pigments BV, New Term Loan, 3/19/20 1,729,724 $1,731,021
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 3,275,000 $2,857,975
Trust F, 5.25%, 12/15/24 (144A) 5,270,000 $5,668,654
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 7,370,887 $7,264,931
Tufts University, 5.017%, 4/15/12 14,800,000 $16,922,232
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 14,400,000 $5,511,681
U.S. Treasury Bonds, 3.0%, 11/15/44 5,000,000 $5,457,568
U.S. Treasury Bonds, 3.625%, 8/15/43 25,000,000 $30,264,970
U.S. Treasury Bonds, 3.75%, 8/15/41 10,750,000 $13,250,414
U.S. Treasury Bonds, 4.375%, 11/15/39 3,290,000 $4,441,355
U.S. Treasury Bonds, 4.375%, 5/15/41 5,300,000 $7,236,333
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 143,525,000 $142,022,635
UBS AG, 7.625%, 8/17/22 16,775,000 $20,443,590
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 1,500,000 $137,931
UCI International, Inc., Term Loan, 7/26/17 2,006,400 $2,006,400
Unifrax I LLC, New Euro Term Loan, 11/28/18 3,895,444 $4,379,242
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 1,450,000 $1,442,145
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 4,250,000 $4,365,104
United Airlines, Inc., Class B Term Loan, 4/1/19 982,500 $979,184
United Continental Holdings, Inc., 6.0%, 7/15/26 6,200,000 $6,182,433
Univar, Inc., Term B Loan, 6/30/17 6,412,029 $6,379,969
Universal Hospital Services, Inc., 7.625%, 8/15/20 171,000 $146,248
University of Southern California, 5.25%, 10/1/11 2,800,000 $3,798,467
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 2,210,414 $2,209,955
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 6,949,965 $6,941,820
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 1,114,795 $1,111,311
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 357,991 $357,711
US Bancorp, Floating Rate Note (Perpetual) 541,523 $14,745,671
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 26,340,020 $26,158,932
Usrof 3.7213% 29jan35 15-1a 1,000,000 $1,001,682
US Silica Co., Term Loan, 7/23/20 1,896,815 $1,792,490
Valeant Pharmaceuticals International, Inc., Series E1 Tranche B Term Loan, 8/5/20 6,238,200 $6,233,135
Valero Energy Corp., 9.375%, 3/15/19 4,414,000 $5,713,662
Valmont Industries, Inc., 6.625%, 4/20/20 1,291,000 $1,543,607
Vanguard Natural Resources LLC, 7.875%, 4/1/20 3,650,000 $3,452,558
VAT HOLDING AG, Initial Term Loan, 1/28/21 1,800,000 $1,787,256
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 11,800,000 $11,143,625
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 5,850,000 $5,406,375
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 4,040,000 $4,092,744
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 6,300,000 $5,720,923
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 4,220,000 $3,451,265
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 4,034,508 $4,032,491
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 9,215,000 $9,655,593
Verizon Communications, Inc., 6.55%, 9/15/43 9,186,000 $12,345,083
Vers 2015-A Zero% 31dec17 12,033,893 $12,127,757
Vertafore, Inc., Term Loan (2013), 10/3/19 5,768,666 $5,769,266
Viasystems, Inc., 7.875%, 5/1/19 (144A) 6,375,000 $6,888,785
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 11,600,000 $10,662,211
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 193,400,000 $2,662,957
Virginia Commonwealth Transportation Board, 4.0%, 5/15/31 7,500,000 $8,108,133
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 7,500,000 $8,070,858
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 25,310,000 $25,288,259
Virtual Radiologic Corp., Term Loan A, 12/22/16 4,689,972 $3,646,453
Virtual Radiologic Corp., Term Loan B, 12/22/16 2,412,500 $1,966,188
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 13,410,000 $11,878,746
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 5,500,000 $5,636,543
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2,200,000 $2,249,399
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 950,000 $954,673
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 800,000 $813,142
Viterra, Inc., 5.95%, 8/1/20 (144A) 12,880,000 $14,513,525
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 3,360,000 $3,215,123
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 5,300,000 $5,097,157
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 6,500,000 $3,660,374
VOLT XXIV LLC, 3.25%, 11/25/53 (Step) 6,000,000 $2,857,438
Voya Financial, Inc., Floating Rate Note, 5/15/53 2,700,000 $2,844,896
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 7,800,000 $7,388,540
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 7,400,000 $5,783,620
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 660,000 $663,533
Washington Suburban Sanitary Commission, 4.0%, 6/1/43 5,440,000 $5,762,459
Washington Suburban Sanitary Commission, 4.0%, 6/1/44 5,240,000 $5,546,360
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 1,158,902 $1,145,864
Waste Industries USA, Inc., Term B Loan, 3/17/17 3,489,218 $3,481,950
Waste Industries Usa Inc 1st Lien Tl-B L + 3.25% 20feb20 2,675,000 $2,685,580
WCA Waste Corp., Term Loan, 3/23/18 3,666,325 $3,631,191
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6,650,000 $6,816,177
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 3,825,000 $3,416,299
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 4,070,000 $4,789,470
WebMD Health Corp., 2.5%, 1/31/18 7,605,000 $7,758,684
Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20 5,796,750 $3,079,523
Wells Fargo & Co., 7.5% (Perpetual) 31,527 $38,225,226
Wells Fargo & Co., Floating Rate Note (Perpetual) 2,450,000 $2,765,148
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 4,800,000 $5,407,445
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 1,775,000 $1,913,245
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 3,525,000 $3,640,861
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 1,483,000 $398,403
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 6,500,000 $451,742
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 4,600,000 $1,278,788
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 4,599,670 $4,601,109
West Corp., Term B-10 Loan, 6/30/18 1,939,592 $1,937,470
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 3,725,000 $1,033,861
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 3,750,000 $1,860,241
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 1,250,000 $625,144
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 5,000,000 $4,262,062
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 9,400,000 $8,080,049
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2,450,000 $872,569
Westr 2.75% 20may27 15-1a-A 7,250,000 $7,248,842
Wfcm 3.477% 17aug50 14-Lc16-Asb 7,000,000 $7,384,284
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 1,200,000 $1,335,698
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 2,885,000 $3,074,684
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 2,000,000 $2,177,457
WFRBS Commercial Mortgage Trust 2014-LC14, 2.862%, 3/15/47 3,450,000 $3,579,780
William Marsh Rice University, 4.626%, 5/15/63 5,100,000 $6,109,034
Williams Partners LP, 4.3%, 3/4/24 11,540,000 $12,142,446
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 6,215,000 $6,865,015
Windstream Corp., 6.375%, 8/1/23 9,870,000 $9,127,591
Windstream Corp., 7.75%, 10/15/20 8,680,000 $9,229,721
Windstream Corp., 8.125%, 9/1/18 1,740,000 $1,888,244
WireCo WorldGroup, Inc., 9.5%, 5/15/17 3,500,000 $3,542,632
WireCo WorldGroup, Inc., Term Loan, 2/15/17 2,781,866 $2,788,821
Wmb 5.75% 24jun44 1,900,000 $1,830,940
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 4,890,594 $4,806,231
Worthington Industries, Inc., 4.55%, 4/15/26 3,875,000 $4,224,691
WP Carey, Inc., 4.6%, 4/1/24 6,680,000 $7,049,934
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 277,667 $278,072
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 771,638 $772,763
Wyle 1st Lien Tl-B L + 4% 22may21 1,263,831 $1,265,017
Wynn Las Vegas LLC, 5.375%, 3/15/22 3,875,000 $4,165,477
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 12,885,000 $12,909,428
Xerium Technologies, Inc., New Term Loan, 5/17/19 786,007 $787,972
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 1,400,000 $1,485,584
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5,135,000 $4,879,997
Zebra Technologies Corporation 1st Lien Tl-B L + 4% 30sep21 1,625,000 $1,644,615
ZIGGO BV, (USD) TLB3, 1/15/22 2,743,404 $2,723,564
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 2,588,511 $2,569,791
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 1,668,085 $1,656,022

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