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Portfolio holdings

Capital Income Builder®

As of March 31, 2014 (updated quarterly, upon availability)

Equity securities* Shares or principal amount Market value Percent of net assets
ABBVIE INC 39,881,000 $2,049,883,400 2.24%
ADVANCED INFO SERVICE PCL FR 37,264,600 $260,353,289 0.29%
AIR PRODUCTS & CHEMICALS INC 2,100,000 $249,984,000 0.28%
AKZO NOBEL NV 600,000 $49,160,734 0.05%
ALABAMA POWER COMPANY PFD 5.625% PERPETUAL 800,000 $19,425,040 0.02%
ALTRIA GROUP INC 70,700,875 $2,646,333,751 2.89%
AMCOR LTD 40,932,185 $394,661,710 0.43%
AMGEN INC 11,450,200 $1,412,267,668 1.54%
ANALOG DEVICES INC 1,272,000 $67,594,080 0.07%
ANDRITZ AG 1,919,000 $118,691,302 0.13%
ANHEUSER-BUSCH INBEV NV 500,000 $52,554,615 0.06%
ARTHUR J GALLAGHER & CO 2,786,989 $132,604,937 0.14%
ASCENDAS REIT (REIT) 33,510,000 $60,185,171 0.07%
ASCOTT RESIDENCE TRUST (REIT) 27,333,400 $25,961,999 0.03%
AT&T INC 31,115,910 $1,091,234,964 1.20%
ATEA ASA 1,725,000 $18,925,918 0.02%
AVIVA PLC 41,240,900 $328,468,574 0.36%
BAE SYSTEMS PLC 38,046,335 $264,310,596 0.29%
BANK OF AMERICA CORP CV PFD SER L 7.25% PERPETUAL NON-CUM 18,000 $20,595,780 0.02%
BANK OF CHINA LTD H 265,642,000 $117,899,025 0.13%
BANK OF NOVA SCOTIA (THE) 3,847,200 $222,827,875 0.24%
BARCLAYS PLC 11,888,539 $46,372,748 0.05%
BASF SE 4,125,700 $458,516,629 0.50%
BAYER AG 613,000 $82,900,104 0.09%
BCE INC 495,000 $21,322,388 0.02%
BELGACOM SA 5,030,800 $157,886,325 0.17%
BELIMO HOLDING AG NAMEN 18,215 $50,488,455 0.05%
BM&FBOVESPA SA ON 15,750,000 $78,090,569 0.08%
BNP PARIBAS 7,020,500 $542,729,056 0.60%
BORAL LTD 25,119,882 $131,724,496 0.14%
BP PLC 157,558,000 $1,261,775,157 1.38%
BRISTOL-MYERS SQUIBB CO 5,230,600 $271,729,670 0.30%
BRITISH AMERICAN TOBACCO PLC 12,413,137 $691,089,202 0.76%
BTS RAIL MASS TRANSIT GROWTH INFRA FD FR 367,453,100 $108,266,010 0.12%
CACHE LOGISTICS TRUST (REIT) 41,000,000 $36,984,578 0.04%
CANYON SERVICES GROUP INC 4,040,500 $50,035,681 0.05%
CAPITACOMMERCIAL TRUST UNIT (REIT) 21,082,000 $24,922,294 0.03%
CAPITAMALL TRUST (1000) (REIT) 26,682,210 $40,073,735 0.04%
CDL HOSP TRUSTS STAPLED SEC (REIT) 19,078,500 $25,119,869 0.03%
CENTRICA PLC 12,900,000 $71,038,509 0.08%
CENTURYLINK INC 34,633,235 $1,137,355,437 1.25%
CHAMPION REIT (REIT) 92,611,638 $42,304,225 0.05%
CHEVRON CORP 2,636,600 $313,518,106 0.35%
CHINA MERCHANTS HOLDINGS INTERNATIONAL 23,210,000 $79,813,830 0.09%
CISCO SYSTEMS INC 6,000,000 $134,460,000 0.15%
CITIGROUP INC PFD SER K DEP SHS (1/1000TH 6.875% SER K PFD) PERP NON-CUM 285,950 $7,464,010 0.01%
CME GROUP INC CL A 3,000,000 $222,030,000 0.24%
COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 13,000 $8,685,625 0.01%
COCA-COLA CO 9,970,100 $385,444,066 0.42%
CONAGRA FOODS INC 4,140,000 $128,464,200 0.14%
CONOCOPHILLIPS 3,568,100 $251,015,835 0.28%
CONTINENTAL AIR FIN TR II CV PFD 6.00% 11/15/30 347,000 $17,408,539 0.02%
CONVENIENCE RETAIL ASIA LTD 16,490,000 $11,569,253 0.01%
COSCO PACIFIC LTD 144,271,551 $185,085,842 0.20%
CREDIT SUISSE GROUP AG 8,141,868 $263,648,943 0.29%
CRESCENT POINT ENERGY CORP 4,438,000 $161,983,989 0.18%
CRH PLC 12,528,309 $349,269,183 0.38%
CROWN CASTLE INTL CORP (REIT) 2,270,000 $167,480,600 0.18%
DAIMLER AG 6,557,400 $619,707,180 0.68%
DARDEN RESTAURANTS INC 10,445,400 $530,208,504 0.58%
DARTY PLC 7,266,600 $14,230,965 0.02%
DELTA ELECTRONICS INC (TWD) 77,549,233 $480,667,567 0.53%
DEUTSCHE BOERSE AG 2,954,000 $235,074,606 0.26%
DIAGEO PLC 1,874,300 $58,172,274 0.06%
DIGITAL REALTY TRUST INC (REIT) 8,345,000 $442,952,600 0.49%
DOMINION RESOURCES INC 12,446,980 $883,611,110 0.97%
DOW CHEMICAL CO 9,224,000 $448,194,160 0.49%
DTE ENERGY CO 5,451,500 $404,991,935 0.45%
DUKE ENERGY CORP 6,147,269 $437,808,498 0.48%
E.I. DU PONT DE NEMOURS AND CO 2,000,000 $134,200,000 0.15%
EDP ENERGIAS DE PORTUGAL SA 130,840,057 $608,418,143 0.67%
EKORNES ASA 1,990,851 $31,576,651 0.03%
EMERSON ELECTRIC CO 1,200,000 $80,160,000 0.09%
ENI SPA 26,903,600 $675,620,567 0.74%
ENSCO PLC CL A 2,000,000 $105,560,000 0.11%
ENTERGY CORP 752,500 $50,304,625 0.05%
EQUITY RESIDENTIAL SH BEN INT (REIT) 3,250,500 $188,496,495 0.21%
EXELON CORPORATION 15,319,300 $514,115,708 0.57%
EXXON MOBIL CORP 3,293,000 $321,660,240 0.35%
FANNIE MAE CV PFD 5.375% 12-31-49 240 $7,800,000 0.01%
FIRSTENERGY CORP 6,055,000 $206,051,650 0.23%
FORTUM OYJ 18,849,016 $428,507,926 0.47%
FRASERS CENTREPOINT TRUST (FCT) (REIT) 6,157,000 $8,721,862 0.01%
GARMIN LTD 986,832 $54,532,336 0.06%
GAZPROM OJSC ADR (LSE) 10,490,000 $81,006,515 0.09%
GDF SUEZ 10,891,797 $298,457,210 0.33%
GENERAL ELECTRIC CO 28,405,000 $735,405,450 0.81%
GLAXOSMITHKLINE PLC 37,453,100 $997,737,308 1.09%
GLOW ENERGY PCL FR 57,648,000 $135,347,474 0.15%
GOLDMAN SACHS PFD SER J DEP SHS PERP (1/1000 5.5% FIXED TO FLOAT SER J PFD) 134,550 $3,220,118 0.00%
GREENE KING PLC 17,465,299 $262,847,732 0.29%
H & M HENNES & MAURITZ AB B SHARES 1,758,500 $74,942,363 0.08%
HANG SENG BANK LTD 3,560,000 $56,792,123 0.06%
HASBRO INC 3,754,984 $208,852,210 0.23%
HCP INC (REIT) 21,621,800 $838,709,622 0.92%
HOME DEPOT INC 1,065,000 $84,273,450 0.09%
HSBC HOLDINGS PLC 40,429,835 $409,357,778 0.45%
HSBC HOLDINGS PLC (HKD) 75,218,861 $763,923,060 0.84%
HSBC HOLDINGS PLC EXCH PFD SER 2 (USD) 8.0% PERPETUAL 200,000 $5,400,500 0.01%
HUSKY ENERGY INC 3,650,800 $109,507,488 0.12%
HUTCHISON PORT HOLDINGS TRUST (USD) 160,970,000 $104,777,506 0.11%
HUTCHISON TELECOM HONG KONG HOLDINGS LTD 214,176,000 $71,307,240 0.08%
IBERDROLA SA (BEARER) 26,264,861 $183,864,137 0.20%
IMPERIAL TOBACCO GROUP PLC 5,935,396 $240,028,638 0.26%
INDUSTRIAL & COMMERCIAL BANK OF CHINA H 244,726,260 $150,613,220 0.16%
INTEL CORP 7,800,000 $201,318,000 0.22%
JOHNSON & JOHNSON 3,000,000 $294,690,000 0.32%
KELLOGG CO 2,136,000 $133,948,560 0.15%
KEPPEL REIT (REIT) 39,048,200 $35,388,198 0.04%
KIMBERLY-CLARK CORP 1,500,000 $165,375,000 0.18%
KINDER MORGAN INC 24,710,873 $802,856,264 0.88%
KINGFISHER PLC 28,521,000 $200,783,144 0.22%
KONE OYJ CL B 6,322,000 $265,506,473 0.29%
KONINKLIJKE DSM NV 966,800 $66,401,480 0.07%
KRAFT FOODS GROUP INC 8,782,666 $492,707,563 0.54%
KVAERNER ASA 17,485,000 $37,429,251 0.04%
LADBROKES PLC 59,622,507 $134,377,007 0.15%
LEGGETT & PLATT INC 2,470,000 $80,620,800 0.09%
LI & FUNG LTD 219,360,000 $325,195,650 0.36%
LINK REIT (REIT) 65,280,000 $321,254,651 0.35%
LOCKHEED MARTIN CORP 6,951,000 $1,134,681,240 1.24%
LOOMIS AB B 4,084,047 $104,994,396 0.11%
LORILLARD INC 8,611,600 $465,715,328 0.51%
MARKS & SPENCER GROUP PLC 10,195,000 $76,806,847 0.08%
MARSTONS PLC 20,448,705 $49,081,061 0.05%
MATAS A/S 2,438,000 $68,381,661 0.07%
MAXIM INTEGRATED PRODUCTS INC 8,512,700 $281,940,624 0.31%
MEADWESTVACO CORP 4,987,000 $187,710,680 0.20%
MEGAFON OJSC GDR 144A 3,000,000 $84,417,825 0.09%
MERCK & CO INC 3,178,200 $180,426,414 0.20%
MERCURY GENERAL CORP 2,754,200 $124,159,336 0.14%
MGM CHINA HOLDINGS LTD 8,226,400 $29,036,374 0.03%
MICROSOFT CORP 12,027,200 $492,994,928 0.54%
MOBILE TELESYSTEMS OJSC ADR 19,953,550 $348,987,589 0.38%
MOBILEZONE HOLDING AG (BEARER) 2,325,000 $25,746,357 0.03%
MONEYSUPERMARKET.COM GROUP PLC 34,915,401 $109,053,629 0.12%
MTN GROUP LTD 5,156,000 $105,572,256 0.11%
NATIONAL GRID PLC 155,985,295 $2,142,329,582 2.34%
NESTLE SA 10,058,599 $757,903,945 0.83%
NEW YORK COMMUNITY BANCORP INC 10,662,000 $171,338,340 0.19%
NEXTERA ENERGY INC 2,000,000 $191,240,000 0.21%
NOVARTIS AG NAMEN 25,442,000 $2,160,926,724 2.36%
NOVO NORDISK A/S B 1,750,000 $79,834,177 0.09%
OLD REPUBLIC INTL CORP 9,176,200 $150,489,680 0.16%
ORIOLA - KD CORPORATION CL B 4,205,677 $14,567,641 0.02%
ORION CORPORATION B (EUR) 6,439,699 $194,561,373 0.21%
ORIOR AG 385,000 $24,133,774 0.03%
PARKWAY LIFE REIT (REIT) 8,300,000 $16,095,631 0.02%
PEPSICO INC 862,000 $71,977,000 0.08%
PERUSAHAAN GAS NEGARA 400,100,000 $181,772,338 0.20%
PFIZER INC 12,330,800 $396,065,296 0.44%
PG&E CORP 5,930,000 $256,176,000 0.28%
PHILIP MORRIS CR AS 42,500 $24,283,991 0.03%
PHILIP MORRIS INTERNATIONAL 30,340,000 $2,483,935,800 2.71%
PLAYTECH PLC 12,502,254 $140,953,032 0.15%
POWER ASSETS HOLDINGS LTD 27,491,000 $238,825,347 0.26%
PPL CORPORATION 2,740,500 $90,820,170 0.10%
PRINCIPAL FINANCIAL GROUP 7,500,600 $344,952,594 0.38%
PROCTER & GAMBLE CO 2,442,600 $196,873,560 0.22%
PROSAFE SE 3,001,000 $24,044,439 0.03%
PROSIEBENSAT.1 MEDIA AG 6,990,000 $320,570,309 0.35%
PRUDENTIAL PLC 37,216,089 $788,392,816 0.87%
PUBLIC SERVICE ENTERPRISE GROUP INC 2,027,600 $77,332,664 0.08%
PUBLIC STORAGE (REIT) 2,958,500 $498,477,665 0.55%
QUANTA COMPUTER INC 143,465,190 $385,585,831 0.42%
R.R. DONNELLEY & SONS CO 7,855,957 $140,621,630 0.15%
RATCHABURI ELECTRICITY GENERATING FR 77,350,000 $123,363,558 0.13%
REVEL AC INC PP 41,667 $0 0.00%
REXEL SA 15,050,248 $395,092,957 0.44%
REYNOLDS AMERICAN INC 5,530,000 $295,412,600 0.33%
RIO TINTO PLC 11,077,000 $617,759,933 0.68%
ROCHE HOLDING AG 958,200 $288,022,011 0.32%
ROYAL DUTCH SHELL PLC A 5,416,200 $197,979,788 0.22%
ROYAL DUTCH SHELL PLC B (LONDON) 27,725,800 $1,081,676,716 1.18%
RPM INTERNATIONAL INC 6,000,000 $251,040,000 0.28%
RTL GROUP SA (BEARER) 1,711,383 $194,983,628 0.21%
SAMPO OYJ A 21,882,801 $1,136,910,433 1.24%
SATS LTD 24,526,000 $59,399,058 0.06%
SCHNEIDER ELECTRIC SA 3,250,700 $289,007,987 0.32%
SEADRILL LTD (USD) 5,888,200 $207,029,112 0.23%
SEAGATE TECHNOLOGY 3,928,160 $220,605,466 0.24%
SES SA FDR CL A 3,118,200 $116,426,628 0.13%
SIA ENGINEERING CO LTD 8,617,000 $33,186,349 0.04%
SILICONWARE PRECISION INDUSTRIES CO 202,563,300 $268,581,046 0.30%
SINGAPORE TECHNOLOGIES ENGINEERING LTD 91,974,000 $279,721,814 0.31%
SINGAPORE TELECOM LTD (BOARD LOT 1000) 449,996,500 $1,308,456,064 1.43%
SJM HOLDINGS LTD 55,050,000 $155,336,345 0.17%
SMRT CORP LTD 9,945,000 $8,063,784 0.01%
SOCIETE GENERALE 376,945 $23,269,251 0.03%
SONIC HEALTHCARE LTD 15,372,157 $246,335,475 0.27%
SOUTHERN CO 8,500,000 $373,490,000 0.41%
SPECTRA ENERGY CORP 2,783,220 $102,812,147 0.11%
SSE PLC 53,016,919 $1,299,982,297 1.42%
STARWOOD PROPERTY TRUST INC (REIT) 12,437,000 $293,388,830 0.32%
STELLA INTERNATIONAL HOLDINGS LTD 30,182,500 $72,167,769 0.08%
SUN HUNG KAI PROPERTIES LTD 4,729,000 $57,985,780 0.06%
SUN LIFE FINANCIAL INC 5,073,000 $175,662,090 0.19%
SUNWAY REAL ESTATE INVESTMENT TRUST (REIT) 162,538,400 $67,725,514 0.07%
SYDNEY AIRPORT STAPLED SECURITY 71,135,435 $277,208,504 0.31%
TDC A/S 21,495,244 $198,669,532 0.22%
TELEFONICA CZECH REPUBLIC AS 3,066,917 $46,025,699 0.05%
TELIASONERA AB 77,125,277 $582,136,686 0.64%
TESCO LOTUS RETAIL GROWTH PROPERTY FUND (REIT) 145,255,000 $57,320,066 0.06%
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 1,631,000 $86,182,040 0.09%
TEXAS INSTRUMENTS INC 21,001,500 $990,220,725 1.09%
TOTAL ACCESS COMMUNICATION PCL NVDR 25,150,000 $90,519,970 0.10%
TREASURY WINE ESTATES LTD 25,637,502 $83,974,034 0.09%
UNITED PARCEL SERVICE INC CL B 440,000 $42,847,200 0.05%
UNITED TECHNOLOGIES CORP 785,000 $91,719,400 0.10%
UPONOR OYJ 713,405 $13,002,103 0.01%
VENTAS INC (REIT) 3,697,557 $223,961,027 0.25%
VERIZON COMMUNICATIONS INC 33,878,773 $1,611,613,232 1.76%
VINCI SA 7,865,401 $586,074,713 0.64%
VODAFONE GROUP PLC 151,501,036 $557,759,703 0.61%
VOLKSWAGEN AG VORZUG 809,750 $209,802,194 0.23%
VTECH HOLDINGS LTD 12,350,500 $158,768,476 0.17%
WASTE MANAGEMENT INC 4,425,300 $186,172,371 0.20%
WESTPAC BANKING CORP 7,086,077 $227,257,858 0.25%
WILLIAM HILL PLC 56,291,818 $320,256,997 0.35%
XCEL ENERGY INC 5,516,000 $167,465,760 0.18%
ZIGGO NV 1,929,672 $85,762,357 0.09%
Fixed-income securities* Shares or principal amount Market value
ABBOTT LABORATORIES 4(2) CP 4/4/2014 45,600,000 $45,599,737
ABBOTT LABORATORIES 4(2) CP 4/7/2014 11,500,000 $11,499,887
ABBVIE INC SR UNSEC 1.75% 11-06-17 13,000,000 $13,054,821
ABBVIE INC SR UNSEC 2.9% 11-06-22 24,465,000 $23,599,526
ACADEMY SPORTS 144A LIFE SR UNSEC 9.25% 08-01-19 10,000,000 $10,962,500
ACE CAPITAL TRUST II (H) 9.7% 04-01-30 7,210,000 $10,454,500
ADS WASTE SR UNSEC 8.25% 10-01-20 1,275,000 $1,392,938
AEPTC 06-A A3 5.09% 07-01-15/17 9,206,919 $9,447,956
AES CORP SR UNSEC 7.375% 07-01-21 5,000,000 $5,725,000
AESOP 13-2A A 144A 2.97% 02-20-20 12,345,000 $12,666,834
AESOP 2010-3A A 144A 4.64% 05-20-16/15 1,790,000 $1,855,707
AETNA INC SR UNSEC 1.5% 11-15-17 2,640,000 $2,637,352
AETNA INC SR UNSEC 2.2% 03-15-19 1,995,000 $1,981,077
AETNA INC SR UNSEC 4.75% 03-15-44 2,000,000 $2,037,938
AGFMT 2010-1A A1 144A 5.15% 03-25-40/58 820,200 $829,655
AIG GROUP SR UNSEC 3.375% 08-15-20 5,000,000 $5,113,660
AIG GROUP SR UNSEC 3.8% 03-22-17 11,000,000 $11,778,998
ALBEMARLE CORP SR UNSEC 5.1% 02-01-15 3,500,000 $3,620,883
ALCATEL-LUCENT SR UNSEC 144A LIFE 4.625% 07-01-17 1,150,000 $1,187,375
ALCATEL-LUCENT SR UNSEC 144A LIFE 6.75% 11-15-20 950,000 $1,009,375
ALCATEL-LUCENT SR UNSEC 144A LIFE 8.875% 01-01-20 1,250,000 $1,425,000
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.9% 06-15-23 6,000,000 $5,806,698
ALPHA NATURAL RESOURCES INC SR UNSEC 6.25% 06-01-21 4,000,000 $3,030,000
ALPHA NATURAL RESOURCES INC SR UNSEC 9.75% 04-15-18 8,000,000 $7,740,000
ALTEGRITY (USIS) TL-D (L+600) (FLR 1.75) 7.75% 02-21-15 3,263,549 $3,227,855
ALTICE 144A LIFE SR UNSEC 6.5% 01-15-22 2,000,000 $2,115,000
ALTICE 144A LIFE SR UNSEC 8.125% 01-15-24 750,000 $811,875
ALTRIA GROUP INC SR UNSEC 2.85% 08-09-22 5,000,000 $4,701,235
ALTRIA GROUP INC SR UNSEC 2.95% 05-02-23 3,800,000 $3,515,741
ALTRIA GROUP INC SR UNSEC 4.0% 01-31-24 15,800,000 $15,864,227
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43 1,000,000 $922,158
ALTRIA GROUP INC SR UNSEC 4.75% 05-05-21 1,500,000 $1,639,653
ALTRIA GROUP INC SR UNSEC 5.375% 01-31-44 5,700,000 $5,981,329
ALTRIA GROUP INC SR UNSEC 9.25% 08-06-19 3,834,000 $5,066,198
ALTRIA GROUP INC SR UNSEC 9.7% 11-10-18 12,328,000 $16,201,803
AMERICA MOVIL MXN SR UNSEC 6.45% 12-05-22 45,000,000 $3,247,058
AMERICA MOVIL MXN SR UNSEC 8.46% 12-18-36 147,200,000 $10,750,116
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23 5,615,000 $5,366,463
AMERICAN ELECTRIC POWER SR UNSEC 1.65% 12-15-17 11,735,000 $11,672,793
AMERICAN EXPRESS SR UNSEC 1.55% 05-22-18 4,000,000 $3,931,996
AMERICAN EXPRESS SR UNSEC 6.15% 08-28-17 9,080,000 $10,475,914
AMGEN INC SR UNSEC 2.5% 11-15-16 4,000,000 $4,136,560
AMR 13-2 A EETC 144A SF 4.95% 01-15-23/07-15-24 485,200 $523,410
ANADARKO PETROLEUM CORP SR UNSEC 6.2% 03-15-40 3,000,000 $3,485,670
ANADARKO PETROLEUM CORP SR UNSEC 6.375% 09-15-17 8,250,000 $9,453,749
ANADARKO PETROLEUM CORP SR UNSEC 8.7% 03-15-19 17,730,000 $22,505,327
ANHEUSER-BUSCH INBEV SR UNSEC 1.375% 07-15-17 1,000,000 $1,002,446
ANHEUSER-BUSCH INBEV SR UNSEC 2.625% 01-17-23 3,000,000 $2,825,088
ANHEUSER-BUSCH INBEV SR UNSEC 3.7% 02-01-24 6,000,000 $6,075,084
ANHEUSER-BUSCH INBEV SR UNSEC 4.125% 01-15-15 15,000,000 $15,423,150
ANHEUSER-BUSCH INBEV SR UNSEC 5.375% 01-15-20 2,500,000 $2,874,533
ANHEUSER-BUSCH INBEV SR UNSEC 6.875% 11-15-19 16,000,000 $19,589,968
ANHEUSER-BUSCH INBEV SR UNSEC FRN (L+36) 07-14-14 3,785,000 $3,788,679
ARAMARK CORP TL-E (L+250) (FLR 0.75) 3.25% 09-07-19 4,000,000 $3,973,752
ARCELORMITTAL SR UNSEC 4.5%/5.0% 02-25-17 24,950,000 $26,602,938
ARCELORMITTAL SR UNSEC 5.5%/6.0% 03-01-21 1,000,000 $1,071,250
ARCELORMITTAL SR UNSEC 6.25%/6.75% 02-25-22 23,375,000 $25,770,938
ARCELORMITTAL SR UNSEC 9.85%/10.35% 06-01-19 750,000 $953,438
ARCH COAL 1ST LIEN TL-B1 (L+500) (FLR 1.25) 6.25% 05-16-18 2,338,128 $2,309,633
ARCH COAL INC SR UNSEC 7.0% 06-15-19 7,600,000 $5,909,000
ARCH COAL INC SR UNSEC 7.25% 06-15-21 1,350,000 $1,026,000
ASSOCIATED MATERIALS SR SEC 1ST LIEN 9.125% 11-01-17 6,875,000 $7,270,313
AT&T CORP SR UNSEC 0.9% 02-12-16 10,000,000 $10,003,450
ATLAS COPCO 144A LIFE SR UNSEC 5.6% 05-22-17 17,290,000 $19,117,755
AVALONBAY COMMUNITIES INC SR UNSEC 3.625% 10-01-20 10,110,000 $10,415,342
AVIANCA HOLDINGS SA 144A LIFE SR UNSEC 8.375% 05-10-20 1,025,000 $1,081,375
AVMT 13-AVM A 144A LIFE 3.74267% 12-05-32/20 1,985,000 $2,071,864
AXA PRP 144A LIFE T1 (H) 6.379% 12-29-49/36 7,000,000 $7,428,750
AXA PRP 144A LIFE T1 (H) 6.463% 12-29-49/18 1,900,000 $2,006,875
AXALTA COATINGS SYS 144A LIFE SR UNSEC 7.375% 05-01-21 2,020,000 $2,206,850
AXALTA COATINGS SYS TL-B (L+300) (FLR 1.00) 4.00% 02-01-20 2,893,138 $2,900,888
BACM 06-1 A1A 5.378% 09-10-45 6,803,289 $7,275,866
BACM 06-2 A3 5.70334% 05-10-45 2,620,716 $2,684,084
BACM 07-3 A4 5.5983% 06-10-49/05-10-17 5,000,000 $5,515,335
BACM 07-4 AM 5.89199% 02-10-51/05-10-17 1,640,000 $1,823,962
BAKER CORP SR UNSEC 8.25% 06-01-19 6,500,000 $6,776,250
BALL CORP SR UNSEC 5.0% 03-15-22 1,175,000 $1,210,250
BANK OF AMERICA CORP SR UNSEC 2.6% 01-15-19 3,500,000 $3,518,774
BANK OF AMERICA CORP SR UNSEC 3.3% 01-11-23 6,185,000 $5,974,933
BANK OF AMERICA CORP SR UNSEC 3.625% 03-17-16 3,045,000 $3,195,691
BANK OF AMERICA CORP SR UNSEC 3.75% 07-12-16 2,270,000 $2,402,066
BANK OF AMERICA CORP SR UNSEC 4.0% 04-01-24 18,575,000 $18,593,835
BANK OF AMERICA CORP SR UNSEC 4.125% 01-22-24 4,425,000 $4,484,494
BANK OF AMERICA CORP SR UNSEC 4.875% 04-01-44 7,000,000 $7,059,542
BANK OF AMERICA CORP SR UNSEC 5.65% 05-01-18 1,940,000 $2,195,595
BANK OF AMERICA CORP SR UNSEC 5.75% 12-01-17 5,000,000 $5,666,465
BANK OF AMERICA CORP SR UNSEC 5.875% 01-05-21 5,000,000 $5,777,735
BANK OF AMERICA CORP SR UNSEC SER L 2.65% 04-01-19 23,000,000 $23,107,272
BANK OF IRELAND EUR 144A LIFE PRP (H) 10.24% 12-29-49/16 57,905,000 $87,391,128
BANK OF IRELAND EUR T2 SUB COCO 144A 10.0% 07-30-16 23,175,000 $35,148,158
BANK OF NEW YORK MELLON SR UNSEC 2.1% 01-15-19 15,000,000 $14,932,080
BARCLAYS BANK PLC LT2 5.14% 10-14-20 15,525,000 $16,487,379
BARCLAYS BANK PLC SR UNSEC 2.5% 02-20-19 6,210,000 $6,229,822
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 2.125% 06-07-17 3,000,000 $3,057,057
BAXTER INTERNATIONAL INC SR UNSEC 1.85% 06-15-18 5,810,000 $5,784,302
BAXTER INTERNATIONAL INC SR UNSEC 3.2% 06-15-23 8,770,000 $8,572,684
BB&T CORP SR UNSEC 2.25% 02-01-19 12,000,000 $12,010,812
BE AEROSPACE INC SR UNSEC 5.25% 04-01-22 5,160,000 $5,334,150
BERKSHIRE HATHAWAY SR UNSEC 4.3% 05-15-43 2,000,000 $1,919,348
BERKSHIRE HATHAWAY SR UNSEC 4.4% 05-15-42 3,000,000 $2,942,397
BERMUDA GOVT 144A 4.138% 01-03-23 4,850,000 $4,782,100
BERMUDA GOVT 144A LIFE 4.854% 02-06-24 7,500,000 $7,652,963
BERMUDA GOVT REG S 5.603% 07-20-20 6,000,000 $6,636,000
BHP BILLITON FINANCE USA SR UNSEC 2.05% 09-30-18 13,220,000 $13,270,937
BHP BILLITON FINANCE USA SR UNSEC 5.0% 09-30-43 3,780,000 $4,015,713
BIOGEN IDEC INC SR UNSEC 6.875% 03-01-18 1,000,000 $1,178,371
BNSF FUNDING TRUST 1 (H) 6.613% 12-15-55/01-15-26 6,700,000 $7,419,707
BOAMS 04-B 1A1 ARH3 2.74649% 02-25-34 153,254 $155,192
BOSTON SCIENTIFIC CORP SR UNSEC 6.0% 01-15-20 8,075,000 $9,282,681
BOYD GAMING CORP SR UNSEC 9.0% 07-01-20 14,000,000 $15,557,500
BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23 7,850,000 $8,175,697
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 3.95% 02-15-23 170,000 $167,275
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 5.4% 11-01-14 2,500,000 $2,563,323
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 5.7% 05-01-17 41,000 $45,301
BRUNSWICK RAIL FINANCE 144A LIFE SR UNSEC 6.5% 11-01-17 2,600,000 $2,639,000
BRUNSWICK RAIL FINANCE REG S SR UNSEC 6.5% 11-01-17 1,300,000 $1,319,500
BSARM 03-8 3A ARH7 2.64124% 01-25-34 1,226,806 $1,221,555
BSCMS 05-PWR9 AAB 4.804% 09-11-42 4,559,000 $4,607,198
BSCMS 07-PW18 AM 6.084% 06-11-50/11-11-17 4,320,000 $4,905,662
BSCMS 07-T28 A1A 5.71% 09-11-42/17 203,345 $228,435
BUILDERS FIRSTSOURCE 144A LIFE SR SEC 1ST LIEN 7.625% 06-01-21 2,075,000 $2,251,375
BURLINGTON COAT FACTORY SR UNSEC 10.0% 02-15-19 6,250,000 $7,007,813
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.0% 03-15-23 3,730,000 $3,527,759
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.75% 04-01-24 12,015,000 $12,076,132
BURLINGTON NORTHERN SANTA FE SR UNSEC 4.9% 04-01-44 2,740,000 $2,835,363
C&S GROUP ENTERPRISES 144A LIFE SR SEC 1ST LIEN 8.375% 05-01-17 3,998,000 $4,187,905
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 1,400,000 $1,263,500
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 1,850,000 $1,669,625
CANADIAN NATIONAL RAILWAY CO SR UNSEC 5.55% 05-15-18 25,000,000 $28,383,900
CANADIAN NATURAL RESOURCES SR UNSEC 3.8% 04-15-24 4,735,000 $4,769,258
CANADIAN NATURAL RESOURCES SR UNSEC 6.50% 02-15-37 3,500,000 $4,280,770
CARDINAL HEALTH INC SR UNSEC 1.9% 06-15-17 5,750,000 $5,794,844
CARDINAL HEALTH INC SR UNSEC 4.0% 06-15-15 1,410,000 $1,462,882
CARDINAL HEALTH INC SR UNSEC 5.8% 10-15-16 5,000,000 $5,581,355
CARNIVAL CORP SR UNSEC 3.95% 10-15-20 22,250,000 $22,725,661
CATALENT PHARMA SOLUTIONS TL-SR UNSEC (L+525) (FLR 1.25) 6.50% 12-31-17 1,435,000 $1,455,330
CBS CORP SR UNSEC 1.95% 07-01-17 14,500,000 $14,692,618
CCI 2010-1 C-2015 144A 4.523% 01-15-35/15 8,000,000 $8,290,000
CCI 2010-5 C-2017 144A 4.174% 08-15-37/17 12,500,000 $13,237,950
CD 06-CD3 A5 5.617% 10-15-48 19,518,000 $21,180,738
CEMEX FINANCE 144A LIFE SECURED 1ST LIEN 7.25% 01-15-21 4,250,000 $4,653,750
CENOVUS ENERGY INC SR UNSEC 3.0% 08-15-22 16,730,000 $16,036,190
CENOVUS ENERGY SR UNSEC 3.8% 09-15-23 2,500,000 $2,496,503
CENTENE CORP SR UNSEC 5.75% 06-01-17 3,175,000 $3,468,688
CENTERPOINT ENERGY SR UNSEC 4.5% 01-15-21 15,453,000 $16,719,945
CEQUEL COMMUNICATIONS 144A LIFE SR UNSEC 6.375% 09-15-20 8,925,000 $9,371,250
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 7.0% 03-01-21 1,850,000 $1,891,625
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 9.0% 09-01-21 775,000 $796,313
CEVA GROUP TL-B (L+550) (FLR 1.00) 6.5% 03-19-21 1,900,000 $1,896,438
CFE 144A SR UNSEC 4.875% 01-15-24 2,500,000 $2,543,750
CGCMT 08-C7 AM 6.1325% 12-10-49 5,000,000 $5,615,735
CGCMT 14-GC19 A4 4.023% 03-10-47/01-10-24 2,380,000 $2,465,680
CHARTER COMM CCO SR UNSEC 7.0% 01-15-19 4,000,000 $4,240,000
CHEVRON CORP SR UNSEC 1.104% 12-05-17 2,960,000 $2,937,303
CHEVRON USCP 4(2) CP 4/21/2014 32,100,000 $32,098,691
CHEVRON USCP 4(2) CP 5/7/2014 62,000,000 $61,991,012
CHEVRON USCP 4(2) CP 5/8/2014 75,700,000 $75,688,632
CHEVRON USCP 4(2) CP 5/9/2014 100,000,000 $99,984,523
CHUCK E CHEESE'S 144A SR UNSEC 8.0% 02-15-22 1,100,000 $1,144,000
CINEMARK USA INC SR UNSEC 5.125% 12-15-22 4,500,000 $4,522,500
CISCO SYSTEMS INC FRN SR UNSEC (L+50) 03-01-19 7,500,000 $7,541,648
CIT GROUP INC SER C 144A SR SEC 2ND LIEN 4.75% 02-15-15 7,000,000 $7,210,000
CIT GROUP INC SR UNSEC 3.875% 02-19-19 2,525,000 $2,556,189
CIT GROUP INC SR UNSEC 5.0% 05-15-17 7,000,000 $7,516,250
CITIGROUP INC SR UNSEC 2.5% 09-26-18 7,500,000 $7,550,760
CITIGROUP INC SR UNSEC 3.875% 10-25-23 5,000,000 $4,975,170
CITIGROUP INC SR UNSEC 3.953% 06-15-16 7,500,000 $7,951,740
CITIGROUP INC SR UNSEC 8.5% 05-22-19 12,656,000 $16,146,791
CITYCENTER TL-B (L+400) (FLR 1.00) 5.0% 10-16-20 8,852,813 $8,936,728
CLEVELAND ELECTRIC SR SEC 1ST LIEN 8.875% 11-15-18 21,700,000 $27,210,259
CLIFFS NATURAL RESOURCES SR UNSEC 3.95% 01-15-18 7,500,000 $7,546,860
CLIFFS NATURAL RESOURCES SR UNSEC 4.875% 04-01-21 4,195,000 $4,092,491
CLIFFS NATURAL RESOURCES SR UNSEC 6.25% 10-01-40 1,325,000 $1,151,710
CME GROUP INC SR UNSEC 5.3% 09-15-43 7,486,000 $8,408,986
CMS ENERGY CORP SR UNSEC 3.875% 03-01-24 6,895,000 $7,001,252
CMS ENERGY CORP SR UNSEC 5.05% 03-15-22 13,257,000 $14,771,732
CMS ENERGY CORP SR UNSEC 6.25% 02-01-20 615,000 $722,549
CMS ENERGY CORP SR UNSEC 8.75% 06-15-19 21,148,000 $27,184,591
CNA FINANCIAL CORP SR UNSEC 3.95% 05-15-24 3,135,000 $3,156,183
CNA FINANCIAL CORP SR UNSEC 5.85% 12-15-14 30,000,000 $31,098,000
CNA FINANCIAL CORP SR UNSEC 7.35% 11-15-19 6,000,000 $7,369,230
CNF 02-2 A2 6.03% 03-01-33/06-01-30 517,479 $531,467
CNOOC FINANCE 2013 LTD SR UNSEC 3.0% 05-09-23 81,200,000 $73,617,788
CNP 08-1 A1 4.192% 02-01-2020/17 6,484,235 $6,795,219
COBANK ACB 144A SUB NT 7.875% 04-16-18 12,160,000 $14,557,868
COBANK ACB FRN 144A SUB NT (L+60) 06-15-22/17 10,410,000 $9,499,125
COCA-COLA CO 4(2) CP 4/22/2014 17,000,000 $16,999,161
COCA-COLA CO 4(2) CP 5/12/2014 10,200,000 $10,199,038
COCA-COLA CO 4(2) CP 6/17/2014 25,000,000 $24,995,875
COCA-COLA CO 4(2) CP 6/3/2014 50,000,000 $49,993,700
COCA-COLA CO 4(2) CP 6/9/2014 50,000,000 $49,992,900
COCA-COLA CO 4(2) CP 7/16/2014 75,000,000 $74,979,750
COCA-COLA CO 4(2) CP 7/24/2014 50,000,000 $49,984,500
COCA-COLA CO SR UNSEC 1.5% 11-15-15 4,000,000 $4,064,248
COCA-COLA CO SR UNSEC 1.8% 09-01-16 500,000 $512,978
COCA-COLA CO SR UNSEC 2.45% 11-01-20 4,200,000 $4,144,568
COCA-COLA CO SR UNSEC 3.2% 11-01-23 16,700,000 $16,458,769
COCA-COLA CO SR UNSEC 3.3% 09-01-21 2,000,000 $2,058,690
COMCAST CORP SR UNSEC 4.25% 01-15-33 3,700,000 $3,638,151
COMCAST CORP SR UNSEC 4.75% 03-01-44 20,300,000 $20,687,791
COMCAST CORP SR UNSEC 5.85% 11-15-15 10,000,000 $10,843,120
COMCAST CORP SR UNSEC 6.3% 11-15-17 7,000,000 $8,143,842
COMM 05-LP5 E 144A LIFE 5.18427% 05-10-43 2,250,000 $2,336,677
COMM 06-C8 A1A 5.292% 12-10-46/16 1,832,717 $2,011,161
COMM 2014-UBS2 A5 3.961% 03-10-47/02-10-24 2,185,000 $2,248,321
COMMUNITY HEALTH TL-D1 (L+325) (FLR 1.0) 4.25% 01-27-21 1,795,500 $1,812,888
CONAGRA FOODS INC SR UNSEC 1.9% 01-25-18 5,150,000 $5,112,415
CONAGRA FOODS INC SR UNSEC 3.2% 01-25-23 20,000,000 $19,140,360
CONSOL ENERGY INC SR UNSEC 8.0% 04-01-17 3,050,000 $3,187,250
CONSOL ENERGY INC SR UNSEC 8.25% 04-01-20 3,800,000 $4,146,750
CONSOLIDATED EDISON CO OF NY SR UNSEC 4.45% 03-15-44 6,000,000 $5,969,184
CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.15% 02-15-17 1,500,000 $1,664,273
CONSUMERS ENERGY CO SR SEC 1ST LIEN 6.125% 03-15-19 14,040,000 $16,538,839
CONTL AIR 00-1 A1 EETC SF 8.048% 11-01-20/05-01-22 10,777,410 $12,454,644
CONTL AIR 00-2 A1 SF 7.707% 04-02-21/10-02-22 11,738,667 $13,404,090
CONTL AIR 01-1 A1 SF 6.703% 12-15-22/06-15-21 7,105,829 $7,816,412
CONTL AIR 97-4 A EETC SF 6.9% 01-02-18/07-02-19 2,975,910 $3,223,282
CONTL AIR 98-1 A EETC SF 6.648% 09-15-17/03-15-19 3,314,743 $3,532,273
CONVATEC PIK 144A LIFE SR UNSEC 8.25% 01-15-19 3,525,000 $3,639,563
CORPORATE OFFICE PROP LP SR UNSEC 3.6% 05-15-23 4,220,000 $3,909,201
CORPORATE OFFICE PROP LP SR UNSEC 5.25% 02-15-24 2,480,000 $2,592,823
COX COMMUNICATIONS 144A LIFE SR UNSEC 2.95% 06-30-23 11,570,000 $10,581,760
CRC HEALTH CORP 1ST LIEN TL (L+425) (FLR 1.00) 5.25% 04-11-21 1,200,000 $1,209,000
CRC HEALTH CORP 2ND LIEN TL-B (L+800) (FLR 1.00) 9.0% 10-11-21 1,250,000 $1,255,469
CRESCENT RESOURCES 144A LIFE SR SEC 2ND LIEN 10.25% 08-15-17 3,630,000 $4,092,825
CRICKET COMMUNICATIONS SR UNSEC 7.75% 10-15-20 10,000,000 $11,447,500
CROATIA GOVT USD 144A LIFE 5.5% 04-04-23 1,355,000 $1,376,003
CROATIA GOVT USD REG S 6.375% 03-24-21 3,000,000 $3,247,500
CSFB 02-30 1A1 PT 7.5% 11-25-32 358,250 $389,508
CSFB 02-34 1A1 PT 7.5% 12-25-32 228,432 $243,575
CSFB 03-21 5A1 PT 6.5% 07-25-33 278,067 $299,312
CSMC 06-C1 AAB 5.46605% 02-15-39 5,080,081 $5,169,521
CSMC 06-C5 A3 5.311% 12-15-39 32,645,000 $35,408,236
CSMC 07-C2 AM 5.54873% 01-15-49 117,000 $126,456
CUMULUS MEDIA TL-B (L+325) (FLR 1.0) 4.25% 12-23-20 2,168,623 $2,188,494
CVS CAREMARK CORP SR UNSEC 2.25% 12-05-18 3,000,000 $3,006,504
CVS CAREMARK CORP SR UNSEC 4.0% 12-05-23 22,920,000 $23,467,055
CVS CAREMARK CORP SR UNSEC 5.3% 12-05-43 815,000 $903,105
CWHEL 05-D 2A FRN FSA (L+19) 11-15-35 256,280 $231,101
CWHEL 06-F 2A1A FRN FSA (L+14) 07-15-36 9,755,086 $8,881,782
CWHEL 06-I 2A FRN FSA (L+14) 01-15-37 12,979,466 $11,610,652
CWHEL 07-B A FRN FSA (L+15) 02-15-37 27,286,097 $24,549,656
CWL 04-15 AF6 NAS 4.613% 04-25-2035 4,626,707 $4,763,056
DAE TL-B1 (L+400) (FLR 1.00) 5.0% 11-02-18 5,067,808 $5,152,273
DAE TL-B2 (L+400) (FLR 1.00) 5.0% 11-02-18 1,764,498 $1,793,907
DAIMLER AG 144A LIFE SR UNSEC 3.0% 03-28-16 2,500,000 $2,600,538
DAIMLER FINANCE NA 144A LIFE SR UNSEC (L+86) 08-01-18 6,500,000 $6,576,115
DBUBS 2011-LC1 A1 144A 3.742% 11-10-46/06-10-17 22,815,378 $23,839,104
DCT INDUSTRIAL 144A SR UNSEC 4.5% 10-15-23 7,090,000 $7,084,597
DEL MONTE FOODS CO SR UNSEC 7.625% 02-15-19 380,000 $396,388
DELHAIZE GROUP SR UNSEC (B) 6.5% 06-15-17 19,210,000 $21,793,726
DELL TL-B (L+350) (FLR 1.00) 4.5% 04-29-20 6,234,375 $6,200,086
DELTA AIR 02-1 G-1 EETC MBIA SF 6.718% 01-02-23/07-02-24 1,267,445 $1,486,079
DENBURY RESOURCES INC SR SUB 4.625% 07-15-23 2,000,000 $1,870,000
DEUTSCHE TELEKOM SR UNSEC 6.75% 08-20-18 15,000,000 $17,834,895
DEVELOPERS DIVERS REALTY SR UNSEC 5.5% 05-01-15 4,194,000 $4,391,546
DEVELOPERS DIVERS REALTY SR UNSEC 7.5% 04-01-17 25,406,000 $29,440,956
DEVELOPERS DIVERS REALTY SR UNSEC 7.875% 09-01-20 16,870,000 $20,987,258
DEVELOPERS DIVERS REALTY SR UNSEC 9.625% 03-15-16 13,720,000 $15,900,135
DEVON ENERGY CORP SR UNSEC 2.25% 12-15-18 2,115,000 $2,106,548
DEVON ENERGY CORP SR UNSEC 3.25% 05-15-22 6,200,000 $6,118,086
DIAMOND OFFSHORE DRILLING SR UNSEC 4.875% 11-01-43 15,700,000 $15,371,760
DIGNITY HEALTH SR UNSEC TAXABLE 3.125% 11-01-22 5,000,000 $4,616,920
DIRECTV HOLDINGS SR UNSEC 4.45% 04-01-24 7,000,000 $7,034,832
DISCOVER BANK SR UNSEC 2.0% 02-21-18 7,000,000 $6,976,571
DISCOVER BANK SR UNSEC 4.2% 08-08-23 4,237,000 $4,353,128
DISCOVER FINANCIAL SVS SR UNSEC 10.25% 07-15-19 4,334,000 $5,489,037
DISH DBS SR UNSEC 4.625% 07-15-17 10,525,000 $11,235,438
DISH DBS SR UNSEC 7.125% 02-01-16 3,000,000 $3,285,000
DISNEY WALT CO 4(2) CP 4/9/2014 25,000,000 $24,999,496
DJO FINANCE LLC SR SEC 2ND LIEN 8.75% 03-15-18 2,205,000 $2,408,963
DJO FINANCE LLC SR UNSEC 7.75% 04-15-18 495,000 $523,463
DJO FINANCE LLC SR UNSEC 9.875% 04-15-18 7,835,000 $8,579,325
DJO FINANCE LLC SUB 9.75% 10-15-17 600,000 $639,000
DOLLAR GENERAL CORP SR UNSEC 3.25% 04-15-23 10,860,000 $10,273,104
DOLLAR GENERAL CORP SR UNSEC 4.125% 07-15-17 17,500,000 $18,734,170
DOW CHEMICAL SR UNSEC 4.125% 11-15-21 2,500,000 $2,622,638
DOW CHEMICAL SR UNSEC 5.7% 05-15-18 402,000 $457,417
DR PEPPER SNAPPLE GROUP SR UNSEC 2.0% 01-15-20 6,000,000 $5,711,208
DUKE ENERGY CORP SR UNSEC 3.95% 10-15-23 13,500,000 $13,869,968
DUPONT EI NEMOUR SR UNSEC 2.8% 02-15-23 10,000,000 $9,471,890
DUPONT EI NEMOUR SR UNSEC 5.25% 12-15-16 1,500,000 $1,671,464
EADS FINANCE BV 144A LIFE SR UNSEC 2.7% 04-17-23 24,000,000 $22,706,246
ECOLAB INC SR UNSEC 2.375% 12-08-14 750,000 $759,534
ECOLAB INC SR UNSEC 3.0% 12-08-16 8,725,000 $9,149,524
ECOLAB INC SR UNSEC 4.35% 12-08-21 1,500,000 $1,616,841
ECOPETROL SA SR UNSEC 5.875% 09-18-23 5,600,000 $6,132,000
ECOPETROL SA SR UNSEC 7.625% 07-23-19 650,000 $782,438
EDWARDS LIFESCIENCES SR UNSEC 2.875% 10-15-18 5,500,000 $5,545,474
EMERSON ELECTRIC 4(2) CP 4/7/2014 24,000,000 $23,999,624
EMERSON ELECTRIC 4(2) CP 6/18/2014 6,000,000 $5,998,998
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.2% 03-15-20 2,400,000 $2,624,143
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.5% 09-15-40 3,500,000 $3,639,048
ENBRIDGE ENERGY PARTNERS SR UNSEC 6.5% 04-15-18 23,200,000 $26,806,718
ENBRIDGE ENERGY PARTNERS SR UNSEC 9.875% 03-01-19 5,000,000 $6,558,645
ENBRIDGE INC SR UNSEC 4.0% 10-01-23 21,950,000 $22,040,346
ENBRIDGE INC SR UNSEC 4.9% 03-01-15 4,950,000 $5,143,179
ENBRIDGE INC SR UNSEC 5.60% 04-01-17 11,155,000 $12,437,713
ENBRIDGE INC SR UNSEC 5.8% 06-15-14 10,000,000 $10,106,850
ENDO PHARMACEUTICALS 144A LIFE SR UNSEC 5.75% 01-15-22 1,600,000 $1,644,000
ENERGY TRANSFER PARTNERS SR UNSEC 5.2% 02-01-22 4,500,000 $4,865,985
ENLINK MIDSTREAM PARTNERS SR UNSEC 2.7% 04-01-19 6,335,000 $6,364,040
ENLINK MIDSTREAM PARTNERS SR UNSEC 4.4% 04-01-24 7,800,000 $7,969,120
ENTERGY CORP SR UNSEC 4.7% 01-15-17 6,500,000 $6,896,637
ENTERGY LA LLC SR SEC 1ST LIEN 3.3% 12-01-22 5,105,000 $5,003,829
ENTERGY LA LLC SR SEC 1ST LIEN 4.05% 09-01-23 3,500,000 $3,665,277
ENTERPRISE PRODUCTS SR UNSEC 3.9% 02-15-24 14,340,000 $14,445,786
ENTERPRISE PRODUCTS SR UNSEC 4.85% 03-15-44 1,750,000 $1,752,417
ERAC USA FINANCE 144A LIFE SR UNSEC 1.4% 04-15-16 5,000,000 $5,027,950
ERP OPERATING LP SR UNSEC 3.0% 04-15-23 4,000,000 $3,784,384
ERP OPERATING LP SR UNSEC 4.75% 07-15-20 2,500,000 $2,742,798
ERP OPERATING LP SR UNSEC 5.75% 06-15-17 6,000,000 $6,777,972
ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23 7,845,000 $7,367,734
ESTERLINE TECHNOLOGIES SR UNSEC 7.0% 08-01-20 10,350,000 $11,255,625
EXPRESS SCRIPTS INC SR UNSEC 2.1% 02-12-15 4,000,000 $4,051,832
EXPRESS SCRIPTS INC SR UNSEC 2.65% 02-15-17 6,090,000 $6,303,381
EXPRESS SCRIPTS INC SR UNSEC 2.75% 11-21-14 2,000,000 $2,029,412
EXPRESS SCRIPTS INC SR UNSEC 3.125% 05-15-16 4,281,000 $4,462,664
EXXON CORP CP 4/7/2014 39,600,000 $39,598,916
EXXON MOBIL CORP SR UNSEC 1.819% 03-15-19 16,500,000 $16,406,214
EXXON MOBIL CORP SR UNSEC 3.176% 03-15-24 8,750,000 $8,741,381
EXXON MOBIL SR UNSEC FRN (L+15) 03-15-19 10,000,000 $10,007,290
FAR EAST CAPITAL LTD (FESCO) 144A LIFE SR SEC 1ST LIEN 8.0% 05-02-18 680,000 $564,400
FAR EAST CAPITAL LTD (FESCO) 144A LIFE SR SEC 1ST LIEN 8.75% 05-02-20 1,370,000 $1,123,400
FED FARM CR DISC NT 6/26/2014 50,000,000 $49,993,000
FED FARM CR DISC NT 9/12/2014 60,000,000 $59,979,600
FED HM LN BK DISC NT 5/12/2014 46,300,000 $46,296,759
FED HM LN BK DISC NT 5/22/2014 53,200,000 $53,195,389
FED HM LN BK DISC NT 6/18/2014 36,500,000 $36,495,255
FED HM LN BK DISC NT 7/16/2014 75,000,000 $74,986,500
FED HM LN BK DISC NT 7/2/2014 53,700,000 $53,691,945
FED HM LN BK DISC NT 7/9/2014 38,000,000 $37,993,920
FED HM LN BK DISC NT 8/22/2014 94,100,000 $94,076,475
FED HM LN BK DISC NT 8/6/2014 53,900,000 $53,888,142
FED HM LN BK DISC NT 8/8/2014 48,800,000 $48,789,264
FED HM LN BK DISC NT 9/10/2014 50,000,000 $49,983,500
FED HM LN BK DISC NT 9/8/2014 25,000,000 $24,992,000
FED HM LN MTG CORP DISC NT 04-09-14 8,200,000 $8,199,819
FED HM LN MTG CORP DISC NT 04-21-14 3,122,000 $3,121,936
FED HM LN MTG CORP DISC NT 05-05-14 9,200,000 $9,199,367
FED HM LN MTG CORP DISC NT 07-07-14 19,525,000 $19,521,876
FED HM LN MTG CORP DISC NT 1/16/2015 50,000,000 $49,940,500
FED HM LN MTG CORP DISC NT 10/2/2014 96,200,000 $96,157,672
FED HM LN MTG CORP DISC NT 10/23/2014 50,000,000 $49,970,500
FED HM LN MTG CORP DISC NT 10/9/2014 14,300,000 $14,292,993
FED HM LN MTG CORP DISC NT 11/20/2014 50,000,000 $49,959,500
FED HM LN MTG CORP DISC NT 11/3/2014 11,600,000 $11,592,228
FED HM LN MTG CORP DISC NT 11/4/2014 75,000,000 $74,949,000
FED HM LN MTG CORP DISC NT 11/5/2014 50,000,000 $49,965,500
FED HM LN MTG CORP DISC NT 5/21/2014 24,900,000 $24,897,294
FED HM LN MTG CORP DISC NT 6/2/2014 8,300,000 $8,299,170
FED HM LN MTG CORP DISC NT 6/30/2014 33,600,000 $33,594,960
FED HM LN MTG CORP DISC NT 6/4/2014 25,000,000 $24,997,250
FED HM LN MTG CORP DISC NT 7/1/2014 36,350,000 $36,344,548
FED HM LN MTG CORP DISC NT 8/18/2014 35,700,000 $35,691,075
FED HM LN MTG CORP DISC NT 8/25/2014 40,000,000 $39,989,600
FED HM LN MTG CORP DISC NT 9/10/2014 136,400,000 $136,354,988
FED HM LN MTG CORP DISC NT 9/16/2014 39,750,000 $39,735,690
FED HM LN MTG CORP DISC NT 9/23/2014 50,000,000 $49,980,500
FED NAT MTG DISC NT 04-21-14 10,700,000 $10,699,779
FED NAT MTG DISC NT 10/1/2014 49,500,000 $49,478,715
FED NAT MTG DISC NT 10/27/2014 36,000,000 $35,978,040
FED NAT MTG DISC NT 11/3/2014 50,000,000 $49,966,500
FED NAT MTG DISC NT 12/1/2014 100,000,000 $99,910,000
FED NAT MTG DISC NT 6/3/2014 34,400,000 $34,396,560
FED NAT MTG DISC NT 7/1/2014 36,800,000 $36,794,480
FED NAT MTG DISC NT 7/21/2014 50,000,000 $49,991,000
FED NAT MTG DISC NT 7/23/2014 65,400,000 $65,387,574
FED NAT MTG DISC NT 8/1/2014 37,400,000 $37,392,520
FED NAT MTG DISC NT 9/15/2014 45,000,000 $44,988,300
FELCOR LODGING SR SEC 1ST LIEN 5.625% 03-01-23 1,375,000 $1,395,625
FFCB 3.0% 09-22-14 10,000,000 $10,135,200
FGCI 5.5 G12513 09-01-19 1,616,322 $1,717,569
FGCI 5.5 G13173 05-01-23 2,762,214 $3,012,760
FGK3 6.5 K39018 40YR 10-01-47 425,590 $466,123
FGLMC 4.0 Q21805 125K MAX 09-01-43 13,437,148 $13,981,554
FGLMC 4.5 Q00232 04-01-41 39,601,947 $42,308,898
FGLMC 4.5 Q00850 05-01-41 1,835,602 $1,961,214
FGLMC 4.5 Q21442 08-01-43 4,911,267 $5,258,410
FGLMC 5.0 A76884 150K MAX 05-01-38 3,290,783 $3,582,346
FGLMC 5.0 A77154 110K MAX 05-01-38 801,165 $873,149
FGLMC 5.0 A77171 150K MAX 05-01-38 778,957 $848,581
FGLMC 5.0 A87873 08-01-39 27,666,869 $30,128,169
FGLMC 5.0 G08456 07-01-41 783,039 $855,012
FGLMC 5.5 G04697 09-01-38 8,949,723 $9,838,654
FGLMC 5.5 G06841 06-01-41 15,094,797 $16,594,088
FGLMC 6.0 G06789 05-01-40 300,757 $334,152
FGLMC 6.5 C70220 08-01-32 1,009,919 $1,137,552
FGTW 4.5 C90698 08-01-23 98,992 $105,500
FGTW 4.5 C91249 05-01-29 539,418 $583,792
FGTW 4.5 C91275 11-01-29 93,314 $100,903
FGTW 4.5 C91305 06-01-30 609,617 $660,914
FGTW 5.5 G30325 03-01-27 6,784,909 $7,508,180
FGTW 6.0 C90984 08-01-26 3,471,916 $3,827,788
FGTW 6.0 C91000 11-01-26 4,230,202 $4,665,828
FGTW 6.5 G30375 11-01-27 5,116,783 $5,700,454
FHLB 0.5% 11-20-15 25,000,000 $25,074,750
FHLB 1.0% 06-21-17 14,955,000 $14,943,186
FHLB 5.5% 08-13-14 107,500,000 $109,618,825
FHLMC 1.0% 06-29-17 20,500,000 $20,457,565
FHLMC 1.0% 09-29-17 25,000,000 $24,847,500
FHLMC 1.25% 10-02-19 50,000,000 $48,015,500
FHLMC 3.0% 07-28-14 40,000,000 $40,376,000
FHLMC 4.875% 06-13-18 40,000,000 $45,525,600
FHLMC 5.0% 07-15-14 40,000,000 $40,563,600
FHLMC 5.5% 07-18-16 14,580,000 $16,229,873
FHLMC 5.5% 08-23-17 50,000,000 $57,231,500
FHLMC POOL #1B4125 ARH7 WP 4.91% 07-01-38 1,290,827 $1,373,246
FHLMC POOL #1B4474 ARH5 WP 3.638% 10-01-39 1,296,651 $1,388,441
FHLMC POOL #1J0756 ARH5 WP 2.742% 12-01-37 3,682,668 $3,922,041
FHLMC POOL #1Q0384 ARH5 2.344% 01-01-38 2,566,172 $2,691,196
FHMS K020 A2 (MF) 2.373% 05-25-22 20,110,000 $19,250,700
FHMS K021 A2 (MF) 2.396% 06-25-22 41,420,000 $39,684,916
FHMS K023 A2 (MF) 2.307% 08-25-22 18,009,000 $17,075,954
FHMS K024 A2 (MF) 2.573% 09-25-22 5,965,000 $5,736,875
FHMS K029 A2 (MF) 3.32% 02-25-23 1,750,000 $1,780,275
FHMS K030 A2 (MF) 3.25% 04-25-23 9,380,000 $9,471,267
FHMS K031 A2 (MF) 3.3% 04-25-23 28,732,000 $29,077,933
FHMS K032 A2 (MF) 3.31% 05-25-23 66,745,000 $67,595,999
FHMS K033 A2 (MF) 3.06% 07-25-23 1,100,000 $1,092,322
FHMS K034 A2 (MF) 3.531% 07-25-23 700,000 $721,107
FHMS K035 A2 (MF) 3.458% 08-25-23 2,250,000 $2,298,596
FHMS K036 A2 (MF) 3.527% 10-25-23 28,750,000 $29,436,838
FHMS KF02 A2 (MF) FRN (L+55) 07-25-20 37,540,375 $37,690,537
FHMS KF02 A3 (MF) FRN (L +63) 07-25-20 17,621,623 $17,693,166
FHMS KS01 A2 (MF) 2.522% 01-25-23 3,717,000 $3,582,184
FHR 1617 PM 6.5% 11-15-23 1,000,756 $1,122,418
FHR 2122 QM 6.25% 02-15-29 3,307,606 $3,663,571
FHR 2153 GG 6.0% 05-15-29 1,848,582 $2,056,214
FHR 2626 NG XPAC 3.5% 06-15-23 329,628 $343,186
FHR 2642 BL 3.5% 06-15-23 1,244,267 $1,293,975
FHR 2890 KT LCF 4.5% 11-15-19 2,500,000 $2,670,350
FHR 3061 PN PAC1 5.5% 11-15-35 5,163,135 $5,632,986
FHR 3117 OG PAC PO .0% 02-15-36 1,003,613 $929,687
FHR 3135 OP PAC PO .0% 04-15-26 1,475,253 $1,389,334
FHR 3136 OP PAC PO .0% 04-15-36 5,570,083 $5,165,099
FHR 3147 OD PAC PO .0% 04-15-36 1,811,201 $1,663,432
FHR 3149 AO PAC PO .0% 05-15-36 1,673,469 $1,553,078
FHR 3149 MO PAC PO .0% 05-15-36 1,867,272 $1,729,931
FHR 3155 FO PAC PO .0% 05-15-36 3,408,433 $3,141,314
FHR 3156 NG PAC1 6% 05-15-36 15,792,291 $17,409,627
FHR 3271 OA PAC 6.0% 02-15-37 11,969,353 $13,144,062
FHR 3286 JN PAC 5.5% 02-15-37 8,475,458 $9,269,947
FIAT 144A SR SEC 2ND LIEN ADD ON 8.25% 06-15-21 2,875,000 $3,266,719
FIRST DATA CORP 144A LIFE SR SEC 1ST LIEN 6.75% 11-01-20 3,475,000 $3,753,000
FIRST DATA CORP PIK 144A LIFE SR UNSEC 14.5% 09-24-19 7,625,000 $7,196,917
FIRST DATA CORP SR SUB 11.75% 08-15-21 5,000,000 $5,275,000
FIRST DATA CORP SR UNSEC 12.625% 01-15-21 10,000,000 $11,950,000
FIRST QUANTUM 144A LIFE SR UNSEC 6.75% 02-15-20 7,898,000 $8,036,215
FIRST QUANTUM 144A LIFE SR UNSEC 7.0% 02-15-21 6,898,000 $7,053,205
FL HURRICANE CATASTROPHE FUND FIN CORP 13A TAXABLE 2.107% 07-01-18 15,500,000 $15,551,305
FL HURRICANE CATASTROPHE FUND FIN CORP 13A TAXABLE 2.995% 07-01-20 17,500,000 $17,459,925
FMG RESOURCES 144A LIFE SR UNSEC 6.0% 04-01-17 1,000,000 $1,055,625
FMG RESOURCES 144A LIFE SR UNSEC 6.875% 02-01-18 5,000,000 $5,281,250
FMG RESOURCES 144A LIFE SR UNSEC 8.25% 11-01-19 1,250,000 $1,379,688
FNA 14-M2 A2 (MF) 3.513% 12-25-23 1,990,000 $2,031,623
FNA 14-M3 A2 (MF) 3.501% 01-25-24 1,950,000 $1,972,967
FNCI 2.5 AB5697 175K MAX 07-01-27 9,562,457 $9,590,140
FNCI 2.5 AB6479 150K MAX 10-01-27 106,436,432 $106,744,884
FNCI 2.5 AB6779 110K MAX 11-01-27 4,047,291 $4,059,016
FNCI 2.5 AB6871 110K MAX 11-01-27 5,780,464 $5,797,222
FNCI 2.5 AB7138 110K MAX 12-01-27 4,142,905 $4,154,916
FNCI 2.5 AB7139 125K MAX 12-01-27 4,188,293 $4,200,439
FNCI 2.5 AB7140 150K MAX 12-01-27 4,130,620 $4,142,595
FNCI 2.5 AP9574 150K MAX 10-01-27 9,153,944 $9,180,491
FNCI 2.5 AQ2314 175K MAX 11-01-27 968,038 $968,563
FNCI 2.5 AQ8340 150K MAX 12-01-27 27,913,310 $27,928,467
FNCI 2.5 AQ9360 150K MAX 01-01-28 42,828,200 $42,952,444
FNCI 2.5 AR0703 150K MAX 12-01-27 18,643,548 $18,653,671
FNCI 3.0 AL2286 09-01-27 46,867,603 $48,278,693
FNCI 3.0 AL2740 07-01-27 36,265,591 $37,357,584
FNCI 4.0 931193 05-01-24 5,185,987 $5,511,563
FNCI 4.5 745393 09-01-20 1,448,426 $1,535,042
FNCI 4.5 AA8211 08-01-24 3,954,769 $4,200,791
FNCI 4.5 AA8755 07-01-24 15,228,926 $16,176,835
FNCI 5.0 984255 125K MAX 06-01-23 2,727,390 $2,948,064
FNCI 5.5 725068 01-01-19 465,166 $492,038
FNCI 5.5 745208 06-01-20 1,314,510 $1,401,096
FNCI 6.0 930337 01-01-24 38,817 $43,139
FNCI 6.0 936484 09-01-21 1,592,173 $1,749,033
FNCL 3.0 AB7733 01-01-43 84,269 $81,619
FNCL 3.0 AB8521 02-01-43 47,665 $46,166
FNCL 3.0 AB8613 03-01-43 98,966 $95,853
FNCL 3.0 AB8712 125K MAX 03-01-43 51,283 $49,597
FNCL 3.0 AB8906 04-01-43 34,286 $33,208
FNCL 3.0 AB8936 85K MAX 04-01-43 61,109 $59,141
FNCL 3.0 AB9461 05-01-43 82,184 $79,599
FNCL 3.0 AL2860 150K MAX 12-01-42 32,024 $30,967
FNCL 3.0 AP6056 07-01-43 58,282 $56,448
FNCL 3.0 AQ1260 01-01-43 4,300,930 $4,165,644
FNCL 3.0 AQ2636 08-01-43 28,775 $27,870
FNCL 3.0 AR0351 07-01-43 114,784 $111,173
FNCL 3.0 AR5858 175K MAX 02-01-43 30,204 $29,207
FNCL 3.0 AR7295 08-01-43 96,546 $93,509
FNCL 3.0 AR7399 06-01-43 3,961,264 $3,836,663
FNCL 3.0 AR7441 08-01-43 8,206,497 $7,948,362
FNCL 3.0 AR8293 05-01-43 9,803,705 $9,495,330
FNCL 3.0 AR8929 01-01-43 33,592 $32,535
FNCL 3.0 AS0038 07-01-43 9,622,106 $9,319,443
FNCL 3.0 AS0039 07-01-43 198,448 $192,205
FNCL 3.0 AS0044 07-01-43 4,830,649 $4,678,701
FNCL 3.0 AS0302 08-01-43 5,220,102 $5,055,903
FNCL 3.0 AS0305 08-01-43 629,973 $610,157
FNCL 3.0 AS0331 08-01-43 248,912 $241,083
FNCL 3.0 AS0516 09-01-43 73,440 $71,130
FNCL 3.0 AS0517 09-01-43 2,011,102 $1,947,842
FNCL 3.0 AS0774 10-01-43 34,360,729 $33,279,912
FNCL 3.0 AS1364 12-01-43 1,996,353 $1,933,558
FNCL 3.0 AT0116 04-01-43 1,982,780 $1,920,412
FNCL 3.0 AT2040 04-01-43 93,309 $90,228
FNCL 3.0 AT2609 09-01-43 28,474 $27,578
FNCL 3.0 AT3164 04-01-43 4,953,884 $4,798,059
FNCL 3.0 AT3179 05-01-43 1,962,668 $1,900,932
FNCL 3.0 AT3902 07-01-43 436,126 $422,408
FNCL 3.0 AT4863 07-01-43 25,827 $25,014
FNCL 3.0 AT5287 05-01-43 60,431 $58,530
FNCL 3.0 AT5897 06-01-43 58,716 $56,869
FNCL 3.0 AT5990 05-01-43 1,968,626 $1,906,703
FNCL 3.0 AT6284 06-01-43 31,798 $30,798
FNCL 3.0 AT6780 09-01-43 802,545 $777,301
FNCL 3.0 AT7348 08-01-43 37,726 $36,540
FNCL 3.0 AT7621 05-01-43 1,961,434 $1,899,737
FNCL 3.0 AT8011 07-01-43 28,813 $27,907
FNCL 3.0 AT8126 07-01-43 996,314 $964,975
FNCL 3.0 AT8313 06-01-43 54,744 $53,022
FNCL 3.0 AT8339 07-01-43 161,203 $156,132
FNCL 3.0 AT8346 07-01-43 130,588 $126,481
FNCL 3.0 AT8912 07-01-43 72,290 $70,016
FNCL 3.0 AT9377 07-01-43 706,972 $684,734
FNCL 3.0 AU1222 07-01-43 31,908 $30,904
FNCL 3.0 AU1628 07-01-43 96,561,776 $93,524,425
FNCL 3.0 AU2047 07-01-43 127,918 $123,894
FNCL 3.0 AU2229 08-01-43 32,965 $31,928
FNCL 3.0 AU2807 08-01-43 52,333 $50,686
FNCL 3.0 AU3195 08-01-43 3,416,497 $3,309,031
FNCL 3.0 AU3324 07-01-43 34,337 $33,257
FNCL 3.0 AU3353 08-01-43 4,805,112 $4,653,967
FNCL 3.0 AU3374 08-01-43 834,116 $807,879
FNCL 3.0 AU3735 08-01-43 953,939 $923,933
FNCL 3.0 AU4093 08-01-43 33,072 $32,031
FNCL 3.0 AU4279 09-01-43 2,123,388 $2,056,597
FNCL 3.0 AU4910 08-01-43 640,244 $620,105
FNCL 3.0 AU4911 08-01-43 87,860 $85,096
FNCL 3.0 AU5341 06-01-43 68,358 $66,208
FNCL 3.0 AU5353 08-01-43 33,525 $32,471
FNCL 3.0 AU6145 08-01-43 34,006 $32,937
FNCL 3.0 AU6735 10-01-43 1,906,481 $1,846,512
FNCL 3.0 AU6852 09-01-43 7,093,343 $6,870,222
FNCL 3.0 AU7265 10-01-43 1,723,830 $1,669,607
FNCL 3.0 AU9267 09-01-43 8,689,427 $8,416,101
FNCL 3.0 AV1180 07-01-43 8,927,777 $8,646,954
FNCL 3.0 AV1762 12-01-43 87,709 $84,950
FNCL 3.0 MA1560 09-01-43 444,782 $430,791
FNCL 3.0 TBA 04/14 04-01-44 236,445,000 $228,335,646
FNCL 3.5 AP1937 08-01-42 19,224,159 $19,389,506
FNCL 4.0 890407 125K MAX 02-01-42 3,045,577 $3,173,488
FNCL 4.0 890445 150K MAX 07-01-42 6,574,300 $6,845,187
FNCL 4.0 932865 12-01-40 4,142,368 $4,311,626
FNCL 4.0 AB2268 MHA 02-01-41 5,004,621 $5,201,292
FNCL 4.0 AB4050 125K MAX 12-01-41 1,841,350 $1,918,860
FNCL 4.0 AE8073 125K MAX 12-01-40 1,075,355 $1,120,471
FNCL 4.0 AI1853 05-01-41 10,322,162 $10,744,988
FNCL 4.0 AJ0257 110K MAX 09-01-41 608,617 $634,883
FNCL 4.0 AJ4154 125K MAX 11-01-41 876,657 $913,594
FNCL 4.0 AJ4189 125K MAX 12-01-41 1,070,336 $1,115,376
FNCL 4.0 AJ9165 150K MAX 01-01-42 26,389,966 $27,483,645
FNCL 4.0 AK0939 01-01-42 4,786,357 $4,983,871
FNCL 4.0 AK6740 150K MAX 03-01-42 327,235,763 $340,810,484
FNCL 4.0 AK6744 03-01-42 17,583,137 $18,303,448
FNCL 4.0 AL2745 125K MAX 03-01-42 9,232,887 $9,620,059
FNCL 4.0 AL3322 02-01-43 35,061,863 $36,501,889
FNCL 4.0 AO1820 150K MAX 06-01-42 3,621,542 $3,766,512
FNCL 4.0 AO6721 150K MAX 06-01-42 43,210,775 $44,982,503
FNCL 4.0 AS0083 110K MAX 08-01-43 23,975,769 $25,007,494
FNCL 4.0 AS0084 125K MAX 08-01-43 29,489,160 $30,721,984
FNCL 4.5 AS0369 09-01-43 11,585,665 $12,386,061
FNCL 4.5 AS0831 10-01-43 14,781,167 $15,804,171
FNCL 4.5 AU8418 SATO 10-01-43 4,510,114 $4,823,121
FNCL 4.5 TBA 04/14 04-01-44 56,750,000 $60,556,223
FNCL 5.0 735484 05-01-35 1,351,994 $1,478,432
FNCL 5.0 AL1571 06-01-41 24,375,916 $26,759,295
FNCL 5.5 683351 02-01-33 768,657 $855,359
FNCL 5.5 963269 150K MAX 05-01-38 7,741,432 $8,556,063
FNCL 5.5 963341 150K MAX 05-01-38 1,497,115 $1,654,657
FNCL 5.5 963454 150K MAX 06-01-38 5,799,763 $6,410,072
FNCL 5.5 963796 150K MAX 06-01-38 3,278,692 $3,623,709
FNCL 5.5 970772 11-01-38 785,250 $866,319
FNCL 5.5 AD0249 04-01-37 760,860 $846,262
FNCL 5.5 AE0392 12-01-39 689,670 $760,872
FNCL 6.0 887695 06-01-36 6,477,349 $7,200,739
FNCL 6.0 894308 150K MAX 10-01-36 2,223,895 $2,472,259
FNCL 6.0 902164 150K MAX 11-01-36 13,532,618 $15,043,940
FNCL 6.0 902503 150K MAX 11-01-36 6,114,474 $6,797,338
FNCL 6.0 903076 150K MAX 12-01-36 9,862,555 $10,964,005
FNCL 6.0 929964 09-01-38 3,795,591 $4,232,813
FNCL 6.0 AL0152 06-01-40 34,469,552 $38,395,530
FNCL 6.0 AL0913 150K MAX 07-01-41 20,733,300 $23,163,616
FNCL 6.5 256845 08-01-37 499,492 $556,738
FNCL 6.5 256960 11-01-37 3,952,344 $4,406,073
FNCL 7.0 257137 03-01-38 191,298 $215,197
FNCL 7.0 888366 04-01-37 7,985,846 $8,880,580
FNCT 6.0 255466 10-01-24 4,479,455 $4,942,676
FNCT 6.0 256478 11-01-26 1,497,383 $1,650,191
FNCT 6.0 257076 02-01-28 1,088,819 $1,200,598
FNCT 6.0 257126 03-01-28 624,817 $689,198
FNCT 6.0 257216 05-01-28 571,691 $630,787
FNCT 6.0 257452 11-01-28 708,925 $782,568
FNCT 6.0 888204 04-01-26 17,398,025 $19,180,279
FNCT 6.0 888281 04-01-27 26,194,388 $28,870,668
FNCZ 7.0 256942 40YR 175K MAX 09-01-47 332,780 $368,271
FNIONO 7.5 913971 ALT A 02-01-37 415,210 $475,908
FNIONP 7.5 256729 ALT A 04-01-37 42,317 $48,403
FNIONP 7.5 913972 ALT A 02-01-37 362,931 $415,066
FNIONP 7.5 920952 ALT A 01-01-37 259,990 $297,345
FNIONP 7.5 923171 ALT A 03-01-37 1,153,796 $1,318,650
FNIONP 7.5 923172 ALT A 150K MAX 06-01-36 206,384 $235,870
FNJL 6.5 914933 03-01-37 181,400 $195,163
FNJL 6.5 966166 08-01-37 757,778 $815,377
FNJL 7.0 922848 110K MAX 11-01-36 59,711 $64,804
FNKL 7.0 966172 PP 07-01-37 543,733 $594,343
FNMA 0.875% 05-21-18 15,000,000 $14,628,150
FNMA 4.625% 10-15-14 25,000,000 $25,603,500
FNMA 5.0% 04-15-15 25,000,000 $26,246,000
FNMA 5.375% 07-15-16 60,420,000 $67,046,261
FNMA POOL #933621 ARH10 WP 5.199% 07-01-38 3,420,245 $3,682,099
FNMA POOL #965148 ARH10 5.301% 09-01-38 380,148 $409,252
FNMA POOL #967669 ARH5 2.383% 01-01-38 5,113,403 $5,445,774
FNMA POOL #993449 ARH5 WP 3.895% 07-01-39 3,979,481 $4,175,908
FNMA POOL #993454 ARH5 WP 3.723% 08-01-39 1,899,601 $2,009,758
FNMA POOL #AA7730 ARH5 3.556% 08-01-39 2,616,433 $2,757,511
FNMA POOL #AA9855 ARH5 3.94% 08-01-39 1,193,817 $1,261,781
FNMA POOL #AC1670 ARH5 3.79% 09-01-39 2,718,940 $2,858,748
FNMA POOL #AC1676 ARH5 3.944% 09-01-39 2,168,219 $2,276,153
FNMA POOL #AC3014 ARH5 WP 3.518% 10-01-39 4,358,181 $4,558,178
FNMA POOL #AC3718 ARH5 WP 3.649% 11-01-39 4,550,141 $4,779,514
FNMA POOL #AC5307 ARH5 WP 3.988% 11-01-39 772,604 $815,824
FNMA POOL #AC6235 ARH5 WP 3.962% 11-01-39 4,007,154 $4,258,963
FNMA POOL #AC6803 ARH5 WP 3.727% 12-01-39 1,269,683 $1,335,859
FNMA POOL #AD0058 ARH5 WP 3.771% 08-01-39 2,643,718 $2,814,627
FNMA POOL #AE0462 ARH10 4.194% 09-01-40 3,863,193 $4,111,299
FNMA POOL #AL0042 ARH10 3.51% 03-01-41 1,861,190 $1,944,162
FNMA POOL #AL1265 ARH5 WP 3.771% 02-01-41 3,999,148 $4,277,265
FNMA POOL #AL1989 ARH10 4.395% 06-01-40 4,777,963 $5,104,332
FNR 01-25 ZA 6.5% 06-25-31 1,072,586 $1,180,284
FNR 01-50 BA 7.0% 10-25-2031/10-25-2041 149,895 $168,582
FNR 02-15 PG PAC 6.0% 04-25-17 1,242,039 $1,299,744
FNR 05-68 PG 5.5% 08-25-35 5,217,744 $5,849,404
FNR 06-101 PC PAC 5.5% 10-25-36 6,790,005 $7,445,173
FNR 06-106 HG PAC 6% 11-25-36 24,109,605 $26,801,924
FNR 06-32 OA PAC PO .0% 05-25-36 3,951,063 $3,606,593
FNR 06-43 PX PAC1 6.0% 06-25-36 15,530,333 $17,259,480
FNR 06-49 PA PAC1 6% 06-25-36 11,608,105 $12,777,552
FNR 06-51 PO PAC PO .0% 03-25-36 3,096,690 $2,881,234
FNR 06-56 OG PAC PO .0% 07-25-36 549,118 $490,895
FNR 06-65 PF PAC1 FRN (L+28) 07-25-36 3,750,491 $3,753,979
FNR 06-78 CG 4.5% 08-25-21 5,992,704 $6,332,131
FNR 06-96 OP PAC PO .0% 10-25-36 766,310 $689,686
FNR 07-33 HE PAC 5.5% 04-25-37 5,791,561 $6,329,540
FNR 07-37 AP PAC1 5.25% 05-25-37 29,106,843 $31,520,964
FNR 07-40 PT PAC 5.5% 5-25-37 14,236,690 $15,588,905
FNW 02-W3 A5 7.5% 01-25-28 126,479 $147,899
FORD MOTOR CO SR UNSEC 4.75% 01-15-43 750,000 $728,063
FORD MOTOR CR SR UNSEC 2.375% 01-16-18 2,500,000 $2,523,953
FORD MOTOR CR SR UNSEC 2.375% 03-12-19 7,500,000 $7,453,185
FORD MOTOR CR SR UNSEC 4.25% 02-03-17 5,000,000 $5,372,940
FORD MOTOR CR SR UNSEC 4.375% 08-06-23 4,500,000 $4,652,411
FOREST LABORATORIES INC 144A SR UNSEC 4.375% 02-01-19 3,870,000 $4,078,013
FOREST LABORATORIES INC 144A SR UNSEC 5.0% 12-15-21 3,980,000 $4,218,800
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 5.0% 05-15-21 1,000,000 $1,025,000
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 6.0% 01-15-22 2,725,000 $2,898,719
FREESCALE TL-B4 (L+325) (FLR 1.0) 4.25% 03-01-20 1,500,000 $1,506,329
FRONTIER COMMUNICATIONS SR UNSEC 7.125% 01-15-23 3,150,000 $3,299,625
FRONTIER COMMUNICATIONS SR UNSEC 8.5% 04-15-20 7,650,000 $8,931,375
FRONTIER COMMUNICATIONS SR UNSEC 9.25% 07-01-21 1,575,000 $1,874,250
G2FS 6.5 5198 H4H 09-20-41 3,657,208 $4,013,874
G2RF 5.816 697499 11-20-58 9,049,109 $9,660,738
G2RF 6.116 686715 08-20-58 1,025,376 $1,112,482
G2RF 6.172 686717 10-20-58 471,093 $503,151
G2RF 6.205 686716 09-20-58 3,467,325 $3,748,809
G2RF 6.22 686714 07-20-58 1,196,240 $1,275,140
G2SF 4.0 MA1376 10-20-43 24,494,805 $25,775,761
G2SF 4.5 783687 12-20-41 7,098,236 $7,686,389
G2SF 5.0 783688 06-20-41 9,281,325 $10,145,946
G2SF 5.5 783689 02-20-40 10,964,860 $12,378,778
G2SF 6.0 783690 09-20-39 9,698,918 $11,005,304
G2SF 6.5 738938 100% MOD 02-20-39 1,555,855 $1,743,274
G2SP 5.0 783539 10-20-40 6,544,273 $7,170,311
GANNETT SR UNSEC 144A LIFE 5.125% 10-15-19 1,385,000 $1,452,519
GANNETT SR UNSEC 144A LIFE 6.375% 10-15-23 475,000 $505,281
GARDNER DENVER TL-B (L+325) (FLR 1.00) 4.25% 07-30-20 7,213,750 $7,219,615
GAZPROM CAPITAL 144A LIFE LPN 3.85% 02-06-20 2,000,000 $1,885,000
GAZPROM CAPITAL 144A LIFE LPN 4.95% 07-19-22 13,690,000 $12,902,825
GAZPROM OAO LPN REG S 6.212% 11-22-16 7,250,000 $7,721,250
GAZPROM OAO LPN REG S 8.146% 04-11-18 21,850,000 $24,799,750
GAZPROM OAO REG S LPN 6.51% 03-07-22 39,990,000 $41,389,650
GCCFC 05-GG5 A41 5.243% 04-10-37 28,112,930 $28,157,151
GCCFC 06-GG7 A4 5.82027% 07-10-38 14,075,071 $15,309,454
GCCFC 07-GG11 A1A 5.704% 12-10-49/08-10-17 1,470,097 $1,654,039
GCCFC 07-GG9 A4 5.444% 03-10-39/01-10-17 11,000,000 $12,066,373
GECMC 05-C4 A3A 5.30938% 11-10-45 9,784,381 $9,817,785
GENERAL ELEC CAP CORP PRP PFD SER A (H) 7.125% 12-29-49/06-15-22 60,000,000 $68,508,300
GENERAL ELEC CAP CORP PRP PFD SER B (H) 6.25% 12-29-49/12-15-22 30,000,000 $32,237,220
GENERAL ELEC CAP CORP SR SEC 1.0% 12-11-15 5,650,000 $5,692,567
GENERAL ELEC CORP SR UNSEC 2.7% 10-09-22 11,600,000 $11,265,526
GENERAL ELEC CORP SR UNSEC 3.375% 03-11-24 6,500,000 $6,558,760
GENERAL ELEC CORP SR UNSEC 4.5% 03-11-44 9,500,000 $9,687,216
GENERAL ELEC CORP SR UNSEC 5.25% 12-06-17 21,747,000 $24,669,797
GENERAL ELECTRIC CP 4/1/2014 5,300,000 $5,299,993
GENERAL MILLS FRN SR UNSEC (L+35) 05-16-14 10,000,000 $10,005,040
GENWORTH FINANCIAL INC SR UNSEC 4.9% 08-15-23 1,565,000 $1,644,386
GEORGIA GULF CORP 144A SR UNSEC 4.875% 05-15-23 3,500,000 $3,447,500
GEORGIA-PACIFIC LLC 144A LIFE SR UNSEC 5.4% 11-01-20 2,500,000 $2,808,090
GILEAD SCIENCES INC SR UNSEC 2.4% 12-01-14 9,015,000 $9,125,407
GILEAD SCIENCES INC SR UNSEC 3.05% 12-01-16 18,215,000 $19,167,845
GILEAD SCIENCES INC SR UNSEC 3.7% 04-01-24 8,640,000 $8,662,870
GILEAD SCIENCES INC SR UNSEC 4.8% 04-01-44 19,975,000 $20,644,302
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 1.5% 05-08-17 4,100,000 $4,127,478
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 5.65% 05-15-18 2,500,000 $2,871,633
GLENCORE XSTRATA LLC 144A LIFE FRN SR UNSEC (L+136) 01-15-19 16,000,000 $16,063,296
GLENCORE XSTRATA LLC 144A LIFE SR UNSEC 4.125% 05-30-23 9,000,000 $8,613,081
GM FINANCIAL SR UNSEC 6.75% 06-01-18 1,500,000 $1,717,500
GNR 05-7 AO PAC PO .0% 02-16-35 3,815,381 $3,534,798
GNR 07-8 LO PAC PO .0% 03-20-37 2,769,606 $2,474,311
GNSF 3.5 751708 12-15-40 523,110 $535,509
GNSF 4.5 736682 100% MOD 12-15-37 4,544,643 $4,924,839
GOLDMAN SACHS GROUP INC SR UNSEC 2.625% 01-31-19 15,072,000 $15,054,788
GOLDMAN SACHS GROUP SR UNSEC 3.625% 01-22-23 2,500,000 $2,464,190
GOLDMAN SACHS GROUP SR UNSEC 4.0% 03-03-24 33,485,000 $33,409,223
GOLDMAN SACHS GROUP SR UNSEC 5.75% 01-24-22 7,500,000 $8,518,965
GOODMAN FUNDING 144A LIFE SR UNSEC 6.0% 03-22-22 37,395,000 $41,474,869
GOODMAN FUNDING 144A LIFE SR UNSEC 6.375% 11-12-20 4,000,000 $4,552,092
GOOGLE INC SR UNSEC 1.25% 05-19-14 7,500,000 $7,510,718
GRIFOLS WORLDWIDE 144A SR UNSEC 5.25% 04-01-22 1,425,000 $1,460,625
HAMILTON SUNDSTRAND 144A LIFE SR UNSEC 7.75% 12-15-20 4,025,000 $4,357,063
HARLEY-DAVIDSON INC 144A LIFE SR UNSEC 1.15% 09-15-15 7,500,000 $7,526,820
HAROT 11-1 A4 1.8% 04-17-17/04-15-14 3,663,913 $3,669,848
HBOS PLC LT2 144A LIFE SUB NT 6.75% 05-21-18 25,085,000 $28,478,574
HCA INC SR SEC 1ST LIEN 3.75% 03-15-19 1,915,000 $1,926,969
HCA INC SR SEC 1ST LIEN 5.0% 03-15-24 2,550,000 $2,561,156
HCA INC SR SEC 1ST LIEN 6.5% 02-15-20 3,000,000 $3,367,500
HERTZ 09-2A A2 144A 5.29% 03-25-16/15 23,500,000 $24,337,164
HERTZ 10-1A A2 144A 3.74% 02-25-17/16 1,500,000 $1,574,196
HERTZ 13-1A A1 144A 1.12% 08-25-17/16 10,250,000 $10,259,430
HFLF 14-1 A 144A FRN (L+40) 04-10-28/12-10-16 11,540,000 $11,545,424
HILT 13-HLT AFX 144A LIFE 2.6621% 11-05-30/18 7,975,000 $8,005,704
HILT 13-HLT BFX 144A LIFE 3.3672% 11-05-30/18 9,250,000 $9,371,822
HILT 13-HLT CFX 144A LIFE 3.7141% 11-05-30/18 11,095,000 $11,234,242
HILT 13-HLT DFX 144A LIFE 4.4065% 11-05-30/18 2,500,000 $2,546,900
HILTON 144A SR UNSEC 5.625% 10-15-21 1,800,000 $1,884,375
HILTON WORLDWIDE TL-B (L+300) (FLR 1.0) 3.75% 10-25-20 3,071,711 $3,080,926
HOME DEPOT INC SR UNSEC 4.4% 04-01-21 10,000,000 $11,011,560
HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 06-15-23 8,480,000 $8,417,977
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.0% 08-15-22 5,250,000 $5,468,773
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.125% 02-15-15 3,675,000 $3,730,412
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.625% 03-15-17 5,895,000 $6,459,983
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.3% 06-15-16 1,400,000 $1,506,410
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.7% 01-15-18 5,978,000 $6,692,204
HOST HOTELS & RESORTS SR UNSEC 6.0% 10-01-21 2,000,000 $2,263,282
HSBC HOLDINGS PLC SUB 5.25% 03-14-44 5,000,000 $5,074,915
HSBC USA INC FRN SR UNSEC (L+88) 09-24-18 10,000,000 $10,134,300
HUSKY ENERGY INC SR UNSEC 5.9% 06-15-14 1,800,000 $1,819,681
HUSKY ENERGY INC SR UNSEC 6.2% 09-15-17 5,600,000 $6,410,774
HUSKY ENERGY INC SR UNSEC 7.25% 12-15-19 4,500,000 $5,513,418
IBM CORP SR UNSEC 1.625% 05-15-20 5,000,000 $4,739,565
IBM CORP SR UNSEC 1.95% 07-22-16 7,925,000 $8,159,865
IBM CORP SR UNSEC 3.375% 08-01-23 14,250,000 $14,280,652
IBM CORP SR UNSEC 3.625% 02-12-24 45,910,000 $46,392,835
ILLINOIS ST GO TAXABLE BAB 5.727% 04-01-20 3,500,000 $3,769,360
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 2.05% 02-11-18 5,000,000 $4,965,725
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 3.5% 02-11-23 2,500,000 $2,402,485
IMS HEALTH 144A LIFE PIK SR UNSEC 7.375%09-01-18 1,000,000 $1,020,000
INABS 07-H1 A1 FRN FSA (L+16) 07-25-37 19,378,214 $16,675,535
INDONESIA GOVT BOND IDR FR31 11.0% 11-15-20 65,209,000,000 $6,664,406
INDONESIA GOVT BOND IDR FR36 11.5% 09-15-19 100,994,000,000 $10,390,558
INDONESIA GOVT BOND IDR FR48 9.0% 09-15-18 20,741,000,000 $1,920,847
INDONESIA GOVT BOND IDR FR69 7.875% 04-15-19 98,336,000,000 $8,751,558
INGLES MARKETS INC SR UNSEC 5.75% 06-15-23 1,900,000 $1,909,500
INTELSAT JACKSON (UN-GTE) 144A ADD ON SR UNSEC 6.625% 12-15-22 7,275,000 $7,602,375
INTELSAT JACKSON (UN-GTE) SR UNSEC 6.625% 12-15-22 900,000 $940,500
INTELSAT JACKSON SR UNSEC 7.25% 10-15-20 625,000 $680,469
INTERCONTINENTAL EXCHANGE SR UNSEC 4.0% 10-15-23 13,517,000 $14,052,260
INTL LEASE FIN SR UNSEC 4.875% 04-01-15 3,000,000 $3,120,030
INTL PAPER CO SR UNSEC 7.95% 06-15-18 7,050,000 $8,632,492
INVENTIV 144A LIFE SR SEC 1ST LIEN 9.0% 01-15-18 3,500,000 $3,727,500
INVENTIV 144A SR UNSEC 10.0%/11.0% 08-15-18 5,000,000 $4,650,000
INVENTIV 144A SR UNSEC MIRROR 10.0%/11.0% 08-15-18 3,000,000 $2,782,500
INVERSIONES CMPC SA 144A LIFE SR UNSEC 4.375% 05-15-23 4,600,000 $4,472,350
ISTAR FINANCIAL INC SR UNSEC 3.875% 07-01-16 3,575,000 $3,700,125
ISTAR FINANCIAL INC SR UNSEC 4.875% 07-01-18 1,650,000 $1,699,500
ISTAR FINANCIAL INC TL-B (L+350) (FLR 1.00) 4.5% 10-15-17 3,846,661 $3,867,698
JBS S.A. 144A LIFE SR UNSEC 7.75% 10-28-20 2,900,000 $3,074,000
JELD-WEN ESCROW 144A LIFE SR SEC 1ST LIEN 12.25% 10-15-17 10,000,000 $11,150,000
JMC STEEL GROUP 144A LIFE SR UNSEC 8.25% 03-15-18 7,075,000 $7,260,719
JO ANN STORES INC 144A LIFE SR UNSEC 8.125% 03-15-19 5,000,000 $5,212,500
JOHN DEERE FINANCIAL LTD 4(2) CP 4/2/2014 40,000,000 $39,999,822
JOHNSON & JOHNSON FRN SR UNSEC (L+9) 05-15-14 7,500,000 $7,501,155
JP MORGAN CHASE PFD SERIES I PRP (H) 7.9% 04-29-49/04-30-18 65,950,000 $74,853,250
JP MORGAN CHASE PFD SERIES U PRP (H) 6.125% 12-29-49/04-30-24 11,320,000 $11,189,786
JP MORGAN CHASE SR UNSEC 3.2% 01-25-23 5,000,000 $4,858,235
JP MORGAN CHASE SR UNSEC 3.875% 02-01-24 8,250,000 $8,342,177
JP MORGAN CHASE SR UNSEC 4.625% 05-10-21 5,000,000 $5,460,105
JP MORGAN CHASE SR UNSEC 4.85% 02-01-44 3,000,000 $3,071,073
JP MORGAN CHASE SR UNSEC 6.3% 04-23-19 5,000,000 $5,886,605
JPMCC 04-CBX A5 4.654% 01-12-37/07-12-14 2,112,911 $2,111,813
JPMCC 05-CB12 A4 4.895% 09-12-37 5,000,000 $5,201,500
JPMCC 05-LDP3 A4B 4.996% 08-15-42 14,840,000 $15,573,838
JPMCC 06-CB16 A1A 5.546% 05-12-45 5,231,108 $5,699,946
JPMCC 06-LDP7 A4 5.84493% 04-15-45 40,508,000 $44,056,906
JPMCC 06-LDP9 AM 5.372% 05-15-47 8,265,000 $8,702,871
JPMCC 07-CB19 A1A 5.69783% 02-12-49/05-12-17 1,328,294 $1,478,996
JPMCC 07-CB19 A4 5.69783% 02-12-49/04-12-17 9,597,000 $10,650,981
JPMCC 07-LDPX A2 5.434% 01-15-49 3,361,322 $3,404,918
JPMCC 11-C3A A2 144A 3.6727% 02-15-46/01-15-18 17,400,000 $18,170,994
JPMCC 11-C4 A2 144A 3.3412% 07-15-46/05-15-16 11,255,000 $11,749,207
JUPITER SEC CO LLC 4(2) CP 12/17/2014 10,000,000 $9,979,700
KAISER PERMANENTE SR UNSEC TAXABLE 3.5% 04-01-22 2,750,000 $2,714,561
KIMCO REALTY CORP SR UNSEC 3.125% 06-01-23 3,000,000 $2,811,732
KIMCO REALTY CORP SR UNSEC 4.3% 02-01-18 12,000,000 $12,924,552
KIMCO REALTY CORP SR UNSEC 5.783% 03-15-16 4,000,000 $4,363,588
KIMCO REALTY CORP SR UNSEC 6.875% 10-01-19 1,320,000 $1,574,381
KINDER MORGAN ENERGY SR UNSEC 2.65% 02-01-19 2,670,000 $2,669,955
KINDER MORGAN ENERGY SR UNSEC 3.5% 03-01-21 3,680,000 $3,671,470
KINDER MORGAN ENERGY SR UNSEC 3.5% 09-01-23 13,250,000 $12,537,137
KINDER MORGAN ENERGY SR UNSEC 3.95% 09-01-22 2,500,000 $2,491,505
KINDER MORGAN ENERGY SR UNSEC 4.15% 02-01-24 13,900,000 $13,846,527
KINDER MORGAN ENERGY SR UNSEC 5.125% 11-15-14 22,210,000 $22,820,375
KINDER MORGAN ENERGY SR UNSEC 5.5% 03-01-44 5,000,000 $5,131,890
KINDER MORGAN ENERGY SR UNSEC 6.0% 02-01-17 375,000 $418,349
KINDER MORGAN ENERGY SR UNSEC 6.95% 01-15-38 7,500,000 $9,010,283
KINDRED HEALTHCARE INC TL-B (L+300) (FLR 1.00) 4.0% 04-11-21 2,075,000 $2,085,375
KINETIC CONCEPTS INC SR SEC 2ND LIEN 10.5% 11-01-18 6,685,000 $7,721,175
KINETIC CONCEPTS INC SR UNSEC 12.5% 11-01-19 1,250,000 $1,465,625
KINETIC CONCEPTS TL-E1 (L+300) (FLR 1.00) 4.0% 05-04-18 980,071 $984,180
KRAFT FOODS GROUP INC SR UNSEC 3.5% 06-06-22 6,000,000 $6,047,616
KRAFT FOODS GROUP INC SR UNSEC 5.0% 06-04-42 4,000,000 $4,204,716
KROGER CO SR UNSEC 3.85% 08-01-23 950,000 $947,927
KROGER CO SR UNSEC 4.0% 02-01-24 2,350,000 $2,380,327
KROGER CO SR UNSEC 6.4% 08-15-17 31,300,000 $35,961,634
LAUREATE EDUCATION INC 144A SR UNSEC 9.25% 09-01-19 3,075,000 $3,290,250
LAWSON SOFTWARE INC SR UNSEC 9.375% 04-01-19 5,975,000 $6,759,219
LBCMT 2007-C3 A1A (MF) 5.82287% 07-15-44/06-15-17 1,300,056 $1,433,179
LBUBS 07-C2 A1A 5.387% 02-15-40 2,101,419 $2,310,212
LBUBS 07-C2 A3 5.43% 02-15-40 2,059,737 $2,272,271
LBUBS 07-C2 AM 5.493% 02-15-40 5,800,000 $6,177,969
LBUBS 07-C6 AM 6.114% 07-15-40 1,750,000 $1,939,826
LBUBS 07-C7 AM 6.15044% 09-15-45 5,335,000 $6,092,879
LEE ENTERPRISES TL-B SR SEC 1ST LIEN (L+625) (FLR 1.00) 7.25% 03-21-19 1,000,000 $1,010,000
LEUCADIA NATL CORP SR UNSEC 5.5% 10-18-23 5,820,000 $6,075,550
LI & FUNG LTD PRP REG S (H) 6.0% 11-29-49/05-25-18 28,831,000 $30,200,473
LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 6.7% 08-15-16 5,000,000 $5,602,561
LIMITED BRANDS INC SR UNSEC 7.0% 05-01-20 2,994,000 $3,428,130
LIMITED BRANDS INC SR UNSEC 8.5% 06-15-19 3,006,000 $3,652,290
LSB INDUSTRIES 144A LIFE SR UNSEC 7.75% 08-01-19 2,100,000 $2,262,750
MACK-CALI REALTY SR UNSEC 2.5% 12-15-17 3,000,000 $3,015,648
MACY'S RETAIL SR UNSEC 6.90% 04-01-29 3,177,000 $3,866,183
MARFRIG HOLDING BV 144A LIFE SR UNSEC 9.875% 07-24-17 6,350,000 $6,659,563
MARFRIG OVERSEAS 144A LIFE SR UNSEC 9.5% 05-04-20 6,115,000 $6,199,081
MARFRIG OVERSEAS REG S SR UNSEC 8.375% 05-09-18 800,000 $802,400
MARFRIG OVERSEAS REG S SR UNSEC 9.5% 05-04-20 3,090,000 $3,132,488
MARKS & SPENCER PLC 144A LIFE SR UNSEC 6.25% 12-01-17 6,729,000 $7,529,067
MARRIOTT INTL SR UNSEC 6.375% 06-15-17 13,100,000 $14,824,589
MCCLATCHY CO SR SEC 1ST LIEN 9.0% 12-15-22 2,000,000 $2,337,500
MCKESSON CORP SR UNSEC 0.95% 12-04-15 2,730,000 $2,738,984
MCKESSON CORP SR UNSEC 1.292% 03-10-17 12,400,000 $12,379,875
MCKESSON CORP SR UNSEC 1.4% 03-15-18 1,485,000 $1,449,658
MCKESSON CORP SR UNSEC 2.284% 3-15-19 10,845,000 $10,771,503
MCKESSON CORP SR UNSEC 3.25% 03-01-16 1,600,000 $1,667,934
MCKESSON CORP SR UNSEC 3.796% 03-15-24 2,640,000 $2,648,292
MCKESSON CORP SR UNSEC 4.883% 03-15-44 8,500,000 $8,649,362
MEDIACOM BROADBAND LLC SR UNSEC 6.375% 04-01-23 5,875,000 $6,256,875
MEDIACOM LLC SR UNSEC 9.125% 08-15-19 4,825,000 $5,186,875
MEDTRONIC INC SR UNSEC 3.625% 03-15-24 3,800,000 $3,823,917
MEDTRONIC INC SR UNSEC 4.625% 03-15-44 7,500,000 $7,737,465
MERCK & CO INC 4(2) CP 5/27/2014 30,000,000 $29,996,200
MERCK & CO INC SR UNSEC 2.8% 05-18-23 3,500,000 $3,331,699
MERCK & CO INC SR UNSEC FRN (L+36) 05-18-18 35,000,000 $35,108,745
METLIFE GLOBAL FUNDING GIC 144A LIFE 5.125% 06-10-14 7,500,000 $7,568,745
MGM MIRAGE INC SR UNSEC 6.75% 10-01-20 2,025,000 $2,250,281
MGM MIRAGE INC SR UNSEC 6.875% 04-01-16 2,000,000 $2,195,000
MGM MIRAGE INC SR UNSEC 7.5% 06-01-16 2,075,000 $2,321,406
MGM MIRAGE INC SR UNSEC 7.75% 03-15-22 2,700,000 $3,145,500
MICHAELS STORES 144A LIFE PIK SR UNSEC 7.50% 08-01-18 3,900,000 $4,036,500
MIDAMERICAN ENERGY HLDGS 144A SR UNSEC 3.75% 11-15-23 43,219,000 $43,087,657
MIDAMERICAN ENERGY HLDS 144A SR UNSEC 2.0% 11-15-18 7,850,000 $7,747,338
MIDAMERICAN ENERGY SR SEC 1ST LIEN 3.5% 10-15-24 5,230,000 $5,204,425
MILACRON INC 144A LIFE SR UNSEC 7.75% 02-15-21 900,000 $976,500
MLCFC 06-4 A1A 5.166% 12-12-49/11-12-16 1,341,657 $1,459,136
MLCFC 06-4 A3 5.172% 12-12-49 25,000,000 $26,948,375
MODULAR SPACE CORP 144A LIFE SR SEC 2ND LIEN 10.25% 01-31-19 425,000 $443,063
MONDELEZ INTERNATIONAL SR UNSEC 4.0% 02-01-24 20,800,000 $21,151,562
MORGAN STANLEY SR UNSEC 2.125% 04-25-18 10,000,000 $9,990,290
MORGAN STANLEY SR UNSEC 3.8% 04-29-16 5,000,000 $5,269,350
MOSAIC COMPANY SR UNSEC 4.25% 11-15-23 6,450,000 $6,630,619
MPEF 07-A A1 4.982% 07-15-14/16 1,481,958 $1,484,092
MSC 06-IQ11 AM 5.64809% 10-15-42 20,105,000 $21,683,645
MSC 06-IQ12 A1A 5.319% 12-15-43/16 1,560,487 $1,705,757
MSC 07-IQ13 A1A 5.312% 03-15-44/02-15-17 788,618 $866,420
MSC 07-IQ13 AM 5.406% 03-15-44/17 1,290,000 $1,407,065
MTS INTERNATIONAL LPN 144A LIFE USD SR UNSEC 8.625% 06-22-20 46,520,000 $53,265,400
MTS INTERNATIONAL LPN USD REG S SR UNSEC 8.625% 06-22-20 36,673,000 $41,990,585
MULTIPLAN TL-B SR SEC 1ST LIEN (L+300) (FLR 1.00) 4.0% 03-21-21 4,615,000 $4,618,604
MYLAN INC SR UNSEC 2.55% 03-28-19 2,500,000 $2,476,853
NAT RURL UTIL CP 4/16/2014 25,000,000 $24,998,889
NAT RURL UTIL CP 4/2/2014 37,900,000 $37,899,789
NAT RURL UTIL CP 4/7/2014 42,500,000 $42,499,256
NAT RURL UTIL CP 5/5/2014 38,300,000 $38,296,649
NATIONAL GRID CO PLC SR UNSEC 6.3% 08-01-16 20,725,000 $23,148,291
NATIONAL RURAL UTIL SR SEC 1ST LIEN 3.4% 11-15-23 4,500,000 $4,471,538
NATIONAL SEMICONDUCTOR CORP SR UNSEC 6.6% 06-15-17 10,000,000 $11,628,810
NBC UNIVERSAL 144A LIFE PRP (H) 5.25% 12-19-49/03-19-21 9,635,000 $9,779,525
NBC UNIVERSAL ENTERPRISE 144A LIFE FRN SR UNSEC (L+68.5) 04-15-18 13,105,000 $13,194,992
NBC UNIVERSAL SR UNSEC 2.1% 04-01-14 5,415,000 $5,415,000
NEIMAN MARCUS / MARIPOSA 144A LIFE SR UNSEC 8.0% 10-15-21 3,150,000 $3,476,813
NEIMAN MARCUS TL-B (L+325) (FLR 1.00) 4.25% 10-25-20 8,977,500 $9,023,088
NEIMAN MARCUS/MARIPOSA PIK 144A LIFE SR UNSEC 8.75%/9.5% 10-15-21 3,955,000 $4,390,050
NEVADA POWER CO SR SEC 1ST LIEN 6.5% 08-01-18 8,750,000 $10,361,823
NEVADA POWER CO SR SEC 1ST LIEN 7.125% 03-15-19 35,766,000 $43,795,896
NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 1.3% 10-30-17 2,500,000 $2,474,163
NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 2.1% 01-02-19 6,000,000 $5,970,300
NEWCREST MINING 144A LIFE SR UNSEC 4.45% 11-15-21 3,520,000 $3,156,701
NEWS AMERICA FOX SR UNSEC 3.0% 09-15-22 7,000,000 $6,737,059
NEXTEL INTL 144A SR UNSEC 11.375% 08-15-19 3,425,000 $2,431,750
NEXTEL INTL 144A SR UNSEC 7.875% 08-15-19 2,275,000 $1,558,375
NEXTEL INTL SR UNSEC 10.0% 08-15-16 50,000 $20,625
NEXTEL INTL SR UNSEC 7.625% 04-01-21 8,425,000 $2,401,125
NEXTEL INTL SR UNSEC 8.875% 12-15-19 1,950,000 $882,375
NGPL PIPE TL-B (L+550)(FLR 1.25) 6.75% 09-15-17 519,003 $508,840
NGPL PIPECO LLC 144A LIFE SR SEC 1ST LIEN 9.625% 06-01-19 6,425,000 $6,890,813
NGPL PIPECO LLC 144A LIFE SR UNSEC 7.119% 12-15-17 5,975,000 $5,900,313
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.0% 04-15-22 3,675,000 $3,702,563
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.5% 10-01-21 750,000 $786,563
NJ TRANSIT TRUST 13B TAXABLE 1.758% 12-15-18 15,000,000 $14,714,700
NORDEA BANK 144A LIFE LT2 4.875% 05-13-21 5,000,000 $5,252,950
NORDEA BANK 144A LIFE SR UNSEC 1.625% 05-15-18 2,500,000 $2,461,750
NORDEA BANK 144A LIFE SR UNSEC 2.375% 04-04-19 10,000,000 $9,957,000
NORTEK INC SR UNSEC 10.0% 12-01-18 5,000,000 $5,512,500
NORTEK INC SR UNSEC 8.5% 04-15-21 2,500,000 $2,806,250
NORTHERN ROCK PLC COVERED USD 144A 5.625% 06-22-17 12,857,000 $14,483,668
NORTHERN ROCK PLC COVERED USD REG S 5.625% 06-22-17 6,000,000 $6,759,120
NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.6% 05-15-23 1,466,000 $1,386,014
NORTHERN TRUST SR UNSEC 4.625% 05-01-14 8,475,000 $8,508,222
NORTHERN TRUST SUB 4(2) 5.85% 11-09-17 10,150,000 $11,305,912
NOVARTIS CAPITAL CORP SR UNSEC 3.4% 05-06-24 20,790,000 $20,812,121
NOVARTIS CAPITAL CORP SR UNSEC 4.4% 05-06-44 11,000,000 $11,145,618
NOVARTIS SECURITIES INV SR UNSEC 5.125% 02-10-19 15,000,000 $17,053,020
NV ENERGY INC SR UNSEC 6.25% 11-15-20 45,238,000 $52,905,615
NXP BV 144A LIFE SR UNSEC 3.75% 06-01-18 1,025,000 $1,035,250
OASIS PETROLEUM 144A SR UNSEC 6.875% 03-15-22 1,275,000 $1,386,563
ODEBRECHT DRILLING 144A LIFE SR SEC 1ST LIEN SF 6.75% 10-01-22 14,865,912 $15,460,548
ODEBRECHT FINANCE LTD 144A LIFE SR UNSEC 7.125% 06-26-42 3,120,000 $3,057,600
OHIO POWER COMPANY SR UNSEC 6.6% 02-15-33 3,000,000 $3,715,896
OOMLT 07-FXD2 2A6 FSA 5.68% 03-25-37 4,166,171 $3,767,506
ORACLE CORP SR UNSEC 3.625% 07-15-23 2,500,000 $2,536,878
ORACLE CORP SR UNSEC FRN (L+58) 01-15-19 10,000,000 $10,068,340
ORANGE SA SR UNSEC 5.5% 02-06-44 5,485,000 $5,766,073
PACIFIC GAS & ELECTRIC SR UNSEC 3.25% 06-15-23 12,500,000 $12,114,113
PACIFIC GAS & ELECTRIC SR UNSEC 3.75% 02-15-24 2,500,000 $2,500,433
PACIFIC GAS & ELECTRIC SR UNSEC 3.85% 11-15-23 10,250,000 $10,358,568
PACIFIC GAS & ELECTRIC SR UNSEC 4.75% 02-15-44 10,000,000 $10,158,460
PACIFIC RUBIALES 144A LIFE SR UNSEC 5.375% 01-26-19 3,000,000 $3,120,000
PACIFICORP SR SEC 1ST LIEN 2.95% 06-01-23 70,000 $67,549
PACIFICORP SR SEC 1ST LIEN 3.6% 04-01-24 5,035,000 $5,103,521
PACKAGING CORP OF AMERICA SR UNSEC 4.5% 11-01-23 5,000,000 $5,186,140
PATHEON INC 1ST LIEN TL-B (L+325) (FLR 1.0) 4.25% 03-11-21 1,725,000 $1,718,890
PATHEON SR UNSEC 144A LIFE 7.5% 02-01-22 235,000 $242,931
PDC ENERGY INC SR UNSEC 7.75% 10-15-22 9,150,000 $10,065,000
PEABODY ENERGY CORP SR UNSEC 6.0% 11-15-18 5,000,000 $5,268,750
PEABODY ENERGY CORP SR UNSEC 6.25% 11-15-21 4,025,000 $4,055,188
PEMEX 144A 6.375% 01-23-45 2,500,000 $2,703,125
PEMEX 4.875% 01-18-24 1,340,000 $1,386,900
PEMEX 4.875% 01-24-22 600,000 $628,500
PEMEX 5.5% 01-21-21 4,575,000 $5,021,063
PEMEX 5.75% 03-01-18 2,750,000 $3,062,813
PEMEX 6.625% 06-15-35 15,000,000 $16,725,000
PENNEY J C CO SR UNSEC 5.75% 02-15-18 3,640,000 $3,094,000
PENNEY J C CO SR UNSEC 7.65% 08-15-16 4,550,000 $4,288,375
PENNSYLVANIA ELECTRIC SR UNSEC 6.05% 09-01-17 3,000,000 $3,312,024
PEPSICO INC SR UNSEC 2.5% 05-10-16 10,000,000 $10,364,150
PERNOD RICARD SA 144A LIFE SR UNSEC 2.95% 01-15-17 19,500,000 $20,225,205
PERNOD RICARD SA 144A LIFE SR UNSEC 4.45% 01-15-22 10,000,000 $10,476,800
PETCO 144A LIFE SR UNSEC 9.25% 12-01-18 5,000,000 $5,387,500
PETROBRAS INTL SR UNSEC 3.5% 02-06-17 3,650,000 $3,699,089
PETROBRAS INTL SR UNSEC 5.375% 01-27-21 15,155,000 $15,403,921
PETROBRAS SR UNSEC 3.0% 01-15-19 5,000,000 $4,739,160
PETROBRAS SR UNSEC 4.375% 05-20-23 670,000 $614,821
PETROBRAS SR UNSEC 5.625% 05-20-43 2,120,000 $1,803,164
PETROBRAS SR UNSEC 6.25% 03-17-24 7,825,000 $8,082,435
PETROBRAS SR UNSEC 7.25% 03-17-44 3,500,000 $3,610,341
PFIZER INC FRN SR UNSEC (L+30) 06-15-18 10,000,000 $10,019,480
PG&E CORP SR UNSEC 2.4% 03-01-19 5,955,000 $5,924,844
PHILIP MORRIS INTL INC SR UNSEC 1.875% 01-15-19 3,365,000 $3,326,074
PHILIP MORRIS INTL INC SR UNSEC 3.6% 11-15-23 10,545,000 $10,529,741
PHILLIPS 66 SR UNSEC 2.95% 05-01-17 4,000,000 $4,176,436
PHILLIPS 66 SR UNSEC 4.3% 04-01-22 11,525,000 $12,206,346
PIEDMONT OPERATING SR UNSEC 3.4% 06-01-23 3,000,000 $2,784,792
PIEDMONT OPERATING SR UNSEC 4.45% 03-15-24 7,500,000 $7,501,125
PLAYA RESORTS 144A LIFE SR UNSEC 8.0% 08-15-20 1,425,000 $1,546,125
PLAYA RESORTS TL-B (L+300) (FLR 1.00) 4.00% 08-09-19 348,250 $350,644
PLY GEM 144A SR UNSEC 6.5% 02-01-22 1,850,000 $1,875,438
PLY GEM TL-B1 (L+300) (FLR 1.0) 4.0% 02-01-21 2,000,000 $2,005,000
PNC FUNDING CORP SR UNSEC 5.4% 06-10-14 10,000,000 $10,094,280
PNC PFD FUNDING TRUST I PRP (H) 144A LIFE 1.9044% 03-29-49/03-15-17 8,600,000 $8,019,500
POST HOLDINGS INC 144A LIFE SR UNSEC 6.75% 12-01-21 1,250,000 $1,326,563
POST HOLDINGS INC SR UNSEC 7.375% 02-15-22 1,250,000 $1,350,000
POTASH CORP OF SASKATCHEWAN SR UNSEC 5.875% 12-01-36 350,000 $407,961
PQ CORP 144A LIFE SR SEC 2ND LIEN 8.75% 05-01-18 2,031,000 $2,223,945
PRA HOLDINGS 144A LIFE SR UNSEC 9.5% 10-01-23 1,170,000 $1,294,313
PRIVATE EXPORT FUND CORP 4(2) CP 4/3/2014 21,100,000 $21,099,787
PROCTER & GAMBLE 4(2) CP 5/15/2014 50,000,000 $49,996,806
PROCTER & GAMBLE 4(2) CP 6/13/2014 28,400,000 $28,397,387
PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31 5,750,000 $7,416,235
PROGRESS ENERGY INC SR UNSEC 7.05% 03-15-19 10,150,000 $12,167,191
PROGRESS ENERGY INC SR UNSEC 7.75% 03-01-31 5,750,000 $7,878,092
PROLOGIS INC SR UNSEC 2.75% 02-15-19 10,500,000 $10,556,249
PROLOGIS INC SR UNSEC 3.35% 02-01-21 15,250,000 $15,114,123
PROLOGIS INC SR UNSEC 4.25% 08-15-23 10,000,000 $10,191,240
PRUDENTIAL FINANCIAL INC SR UNSEC 4.5% 11-16-21 3,500,000 $3,805,988
PS COLORADO SR SEC 1ST LIEN 5.8% 08-01-18 4,850,000 $5,588,524
PSEG POWER SR UNSEC 2.45% 11-15-18 3,000,000 $3,005,178
PSEG POWER SR UNSEC 4.3% 11-15-23 5,000,000 $5,123,560
PUGET ENERGY INC SR SEC 1ST LIEN 5.625% 07-15-22 3,730,000 $4,258,720
PUGET ENERGY INC SR SEC 1ST LIEN 6.0% 09-01-21 2,368,000 $2,732,764
PUGET ENERGY INC SR SEC 1ST LIEN 6.5% 12-15-20 1,905,000 $2,224,998
QBE INSURANCE GROUP 144A LIFE SR UNSEC 2.4% 05-01-18 15,035,000 $14,719,340
QGOG ATLANTIC/ALASKAN RIGS 144A SF SR SEC 1ST LIEN 5.25% 07-30-19/18 13,453,700 $13,964,941
QGOG CONSTELLATION SA 144A LIFE SR UNSEC 6.25% 11-09-19 500,000 $500,625
R.R. DONNELLEY & SONS SR UNSEC 6.5% 11-15-23 2,275,000 $2,414,344
R.R. DONNELLEY & SONS SR UNSEC 7.875% 03-15-21 1,750,000 $2,012,500
RABOBANK NEDERLAND LT2 4.625% 12-01-23 5,000,000 $5,156,005
RAMP 04-RS12 AI6 NAS 4.547% 12-25-34 1,445,606 $1,496,564
RAS LAFFAN LNG2 144A LIFE SF 5.298% 09-30-20 9,590,188 $10,363,158
RAS LAFFAN LNG2 REG S SF 5.298% 09-30-20 2,494,500 $2,695,557
RAS LAFFAN LNG3 SR SEC 144A LIFE 5.5% 09-30-14 4,800,000 $4,908,000
RAS LAFFAN LNG3 SR SEC 144A LIFE 6.75% 09-30-19 500,000 $596,925
RAS LAFFAN LNG3 SR SEC REG S 5.5% 09-30-14 5,000,000 $5,112,500
REALOGY CORP 144A LIFE SR SEC 1.5 LIEN 9.0% 01-15-20 10,000,000 $11,475,000
REALOGY CORP TL-B (L+350) (FLR 1.00) 4.50% 03-05-20 858,098 $864,426
REALOGY CORP TL-L/C EXT (L+425) 4.5% 10-10-16 313,660 $313,856
REGENCY ENERGY PARTNERS SR UNSEC 5.5% 04-15-23 4,050,000 $4,100,625
REGENCY ENERGY PARTNERS SR UNSEC 6.5% 07-15-21 1,500,000 $1,616,250
REGIONS FINANCIAL CORP SR UNSEC 2.0% 05-15-18 15,000,000 $14,719,740
REGIONS FINANCIAL CORP SR UNSEC 7.75% 11-10-14 4,228,000 $4,406,570
RELIANCE HOLDINGS USA 144A LIFE SR UNSEC 6.25% 10-19-40 3,875,000 $3,919,621
RELIANCE HOLDINGS USA REG S SR UNSEC 6.25% 10-19-40 5,280,000 $5,340,799
REPUBLIC OF HUNGARY USD GLOBAL 6.375% 03-29-21 10,000,000 $10,987,500
REPUBLIC SERVICES SR UNSEC 3.8% 05-15-18 2,500,000 $2,653,528
REYNOLDS AMERICAN INC SR UNSEC 3.25% 11-01-22 4,000,000 $3,770,648
REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42 1,000,000 $938,882
REYNOLDS AMERICAN INC SR UNSEC 4.85% 09-15-23 3,000,000 $3,148,938
REYNOLDS AMERICAN INC SR UNSEC 6.15% 09-15-43 2,500,000 $2,830,803
REYNOLDS GROUP SR SEC 1ST LIEN 5.75% 10-15-20 10,000,000 $10,525,000
REYNOLDS GROUP SR SEC 1ST LIEN 7.875% 08-15-19 3,565,000 $3,943,781
REYNOLDS GROUP SR UNSEC 9.875% 08-15-19 680,000 $763,300
RHP HOTEL PROPERTIES SR UNSEC 5.0% 04-15-21 3,975,000 $4,024,688
RIO TINTO FINANCE SR UNSEC 1.375% 06-17-16 3,000,000 $3,027,678
RIO TINTO FINANCE SR UNSEC 9.0% 05-01-19 11,420,000 $14,875,327
ROCHE HLDGS 144A LIFE SR UNSEC 6.0% 03-01-19 10,341,000 $12,133,411
ROCHE HLDGS 144A LIFE SR UNSEC 7.0% 03-01-39 6,500,000 $9,108,876
ROSETTA RESOURCES INC SR UNSEC 5.625% 05-01-21 525,000 $539,438
RYERSON INC SR SEC 1ST LIEN 9.0% 10-15-17 3,275,000 $3,545,188
RYERSON INC SR UNSEC 11.25% 10-15-18 1,000,000 $1,125,000
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 02-01-21 5,500,000 $5,699,375
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 04-15-23 1,000,000 $998,750
SABMILLER 144A LIFE SR UNSEC 2.2% 08-01-18 3,700,000 $3,699,959
SABMILLER HOLDINGS 144A LIFE SR UNSEC 2.45% 01-15-17 16,815,000 $17,305,157
SAMSON INVESTMENT CO 144A SR UNSEC 9.75%/10.75% 02-15-20 6,350,000 $6,953,250
SAMSON INVESTMENT CO TL-B 2ND LIEN (L+400) (FLR 1.00) 5.00% 09-25-18 150,000 $151,556
SAMSUNG ELECTRONICS 144A LIFE SR UNSEC 1.75% 04-10-17 16,850,000 $16,896,877
SBA COMMUNICATIONS SR UNSEC 5.75% 07-15-20 3,000,000 $3,157,500
SBC COMMUNICATIONS SR UNSEC 5.1% 09-15-14 11,593,000 $11,837,218
SCHAEFFLER HOLDING BV 144A LIFE PIK SR SEC 1ST LIEN 6.875% 08-15-18 1,275,000 $1,362,656
SCHAEFFLER HOLDING BV EUR 144A LIFE PIK SR SEC 1ST LIEN 6.875% 08-15-18 1,600,000 $2,351,373
SCHERING-PLOUGH CORP SR UNSEC 6.0% 09-15-17 42,500,000 $48,970,838
SCHLUMBERGER SR UNSEC 3.65% 12-01-23 8,410,000 $8,548,605
SE BANKEN 144A LIFE 2.375% 03-25-19 5,000,000 $4,989,070
SELECT MEDICAL CORP SR UNSEC 6.375% 06-01-21 7,505,000 $7,655,100
SFEF FR GOVT GTD 144A 3.375% 05-05-14 10,000,000 $10,028,200
SHELL INTL FINANCE SR UNSEC 3.1% 06-28-15 10,000,000 $10,333,570
SIERRA PACIFIC POWER SR UNSEC 3.375% 08-15-23 2,735,000 $2,719,151
SIMON PROPERTY GROUP SR UNSEC 3.75% 02-01-24 7,500,000 $7,561,478
SIMON PROPERTY GROUP SR UNSEC 4.2% 02-01-15 2,430,000 $2,481,365
SIMON PROPERTY GROUP SR UNSEC 5.875% 03-01-17 5,000,000 $5,606,460
SIMON PROPERTY GROUP SR UNSEC 6.125% 05-30-18 5,665,000 $6,597,725
SLOVENIA GOVT USD 144A LIFE 5.85% 05-10-23 4,345,000 $4,757,775
SMITHFIELD FOODS INC 144A LIFE SR UNSEC 5.25% 08-01-18 800,000 $833,000
SPAIN GOVT USD 144A LIFE 4.0% 03-06-18 7,500,000 $7,941,825
SPECTRA ENERGY PARTNERS SR UNSEC 2.95% 06-15-16 4,875,000 $5,069,249
SPECTRA ENERGY PARTNERS SR UNSEC 2.95% 09-25-18 4,040,000 $4,123,713
SPECTRA ENERGY PARTNERS SR UNSEC 4.6% 06-15-21 970,000 $1,040,693
SPECTRA ENERGY PARTNERS SR UNSEC 4.75% 03-15-24 5,770,000 $6,092,601
SPRINT 144A SR UNSEC 7.125% 06-15-24 3,000,000 $3,157,500
SPRINT 144A SR UNSEC 7.25% 09-15-21 1,950,000 $2,132,813
SPRINT 144A SR UNSEC 7.875% 09-15-23 50,000,000 $55,125,000
SPRINT CAPITAL SR UNSEC 6.9% 05-01-19 17,200,000 $18,963,000
SPRINT SR UNSEC 11.5% 11-15-21 138,575,000 $184,997,625
SPRINT SR UNSEC 7.0% 08-15-20 9,500,000 $10,402,500
SPRINT SR UNSEC 8.375% 08-15-17 12,575,000 $14,854,219
SPRINT SR UNSEC 9.125% 03-01-17 112,350,000 $133,415,625
SRA INTERNATIONAL TL-B (L+525) (FLR 1.25) 6.50% 07-20-18 8,631,460 $8,674,618
STARBUCKS CORP SR UNSEC 2.0% 12-05-18 500,000 $496,899
STATE GRID OVERSEAS INV 144A LIFE SR UNSEC 1.75% 05-22-18 10,000,000 $9,756,010
STATOIL ASA FRN SR UNSEC (L+46) 11-08-18 5,000,000 $5,035,200
STATOIL ASA SR UNSEC 2.45% 01-17-23 9,320,000 $8,755,376
STATOILHYDRO ASA SR UNSEC 2.9% 10-15-14 6,205,000 $6,288,426
SUNGARD DATA SYSTEMS SR UNSEC 7.375% 11-15-18 3,790,000 $4,022,138
SUNGARD DATA SYSTEMS SR UNSEC 7.625% 11-15-20 3,450,000 $3,799,313
SYNOVUS FINANCIAL CORP SR UNSEC 7.875% 02-15-19 7,000,000 $7,980,000
T-MOBILE SR UNSEC 6.25% 04-01-21 7,250,000 $7,694,063
T-MOBILE SR UNSEC 6.542% 04-28-20 6,000,000 $6,480,000
T-MOBILE SR UNSEC 6.625% 04-01-23 7,200,000 $7,668,000
T-MOBILE SR UNSEC 6.731% 04-28-22 3,000,000 $3,225,000
TAMPA ELECTRIC SR UNSEC 2.6% 09-15-22 1,000,000 $945,363
TAMPA ELECTRIC SR UNSEC 5.4% 05-15-21 1,587,000 $1,813,270
TARGET CORP SR UNSEC 6.0% 01-15-18 24,000,000 $27,650,952
TECO FINANCE INC SR UNSEC 4.0% 03-15-16 1,278,000 $1,352,844
TECO FINANCE INC SR UNSEC 5.15% 03-15-20 13,551,000 $15,010,836
TECO FINANCE INC SR UNSEC 6.75% 05-01-15 21,179,000 $22,554,343
TENET HEALTHCARE 144A SR SEC 1ST LIEN 6.0% 10-01-20 1,615,000 $1,731,078
TENET HEALTHCARE SR SEC 1ST LIEN 6.25% 11-01-18 4,000,000 $4,427,500
TENET HEALTHCARE SR UNSEC 8.125% 04-01-22 2,545,000 $2,850,400
TESCO PLC 144A LIFE SR UNSEC 5.5% 11-15-17 1,558,000 $1,738,726
TEVA PHARMACEUTICAL SR UNSEC 2.95% 12-18-22 4,805,000 $4,474,714
THERMO FISHER SCIENTIFIC SR UNSEC 1.3% 02-01-17 945,000 $940,073
THERMO FISHER SCIENTIFIC SR UNSEC 2.4% 02-01-19 3,005,000 $2,996,718
THERMO FISHER SCIENTIFIC SR UNSEC 4.15% 02-01-24 14,000,000 $14,434,770
THOMSON REUTERS SR UNSEC 1.3% 02-23-17 6,705,000 $6,676,906
THOMSON REUTERS SR UNSEC 4.3% 11-23-23 2,085,000 $2,139,979
THOMSON REUTERS SR UNSEC 5.65% 11-23-43 9,875,000 $10,478,501
TIME WARNER CABLE SR UNSEC 4.0% 09-01-21 6,840,000 $7,107,807
TIME WARNER CABLE SR UNSEC 5.0% 02-01-20 10,000,000 $10,938,560
TIME WARNER INC SR UNSEC 4.05% 12-15-23 41,380,000 $42,557,882
TIME WARNER INC SR UNSEC 5.35% 12-15-43 2,000,000 $2,139,562
TIME WARNER INC SR UNSEC 5.875% 11-15-16 18,600,000 $20,858,152
TITLEMAX 144A LIFE SR SEC 1ST LIEN 8.5% 09-15-18 575,000 $632,500
TOYS R US DEL 144A LIFE SR SEC 7.375% 09-01-16 5,000,000 $4,662,500
TRANS-CANADA PIPELINE SR UNSEC 3.75% 10-16-23 4,000,000 $4,039,132
TRANS-CANADA PIPELINES JR SUB (H) 6.35% 05-15-67/17 12,930,000 $13,427,805
TRANS-CANADA PIPELINES SR UNSEC 6.5% 08-15-18 10,000,000 $11,808,090
TRANSDIGM SR SUB 5.50% 10-15-20 8,000,000 $8,180,000
TRANSDIGM SR SUB NT 7.75% 12-15-18 4,340,000 $4,676,350
TRANSOCEAN INC SR UNSEC 2.5% 10-15-17 17,565,000 $17,696,298
TRANSOCEAN INC SR UNSEC 3.8% 10-15-22 14,560,000 $13,946,296
TRANSOCEAN INC SR UNSEC 5.05% 12-15-16 9,465,000 $10,302,492
TRANSPORTADORA DE GAS PERU 144A LIFE SR UNSEC 4.25% 04-30-28 6,650,000 $6,084,750
U S TREASURY BILL 05-08-14 50,400,000 $50,397,220
U S TREASURY BILL 4/17/2014 73,100,000 $73,098,170
UBS AG STAMFORD CT SR UNSEC (B) 4.875% 08-04-20 4,352,000 $4,827,473
UDR SR UNSEC 3.7% 10-01-20 7,910,000 $8,042,761
UNION PACIFIC CORP SR UNSEC 2.25% 02-15-19 895,000 $896,208
UNION PACIFIC CORP SR UNSEC 3.75% 03-15-24 5,860,000 $5,936,854
UNION PACIFIC CORP SR UNSEC 4.163% 07-15-22 9,865,000 $10,448,840
UNION PACIFIC CORP SR UNSEC 4.85% 06-15-44 445,000 $468,030
UNITED DOMINION RLTY SR UNSEC 5.25% 01-15-15 8,975,000 $9,287,501
UNITED HEALTH GROUP SR UNSEC 2.75% 02-15-23 2,210,000 $2,084,927
UNITED HEALTH GROUP SR UNSEC 2.875% 03-15-23 10,500,000 $9,977,909
UNITED HEALTH GROUP SR UNSEC 3.875% 10-15-20 2,900,000 $3,072,489
UNITED HEALTH GROUP SR UNSEC 6.0% 06-15-17 2,050,000 $2,335,846
UNITED RENTALS SR UNSEC 6.125% 06-15-23 4,000,000 $4,260,000
UNITED TECHNOLOGIES CORP SR UNSEC 3.1% 06-01-22 5,000,000 $5,000,740
UNITED TECHNOLOGIES CORP SR UNSEC 4.5% 06-01-42 11,000,000 $11,245,894
UNIVERSITY OF CALIFORNIA CP 5/1/2014 25,000,000 $24,998,278
UNIVISION COMM 144A LIFE SR SEC 5.125% 05-15-23 115,000 $118,163
UNIVISION TL-C3 1ST LIEN (L+300) (FLR 1.00) 4.00% 03-01-20 3,564,893 $3,588,753
UNIVISION TL-C4 1ST LIEN (L+300) (FLR 1.00) 4.00% 03-01-20 1,995,000 $1,996,871
UNUM GROUP 144A LIFE SR UNSEC 6.85% 11-15-15 1,885,000 $2,042,235
UNUM GROUP SR UNSEC 7.125% 09-30-16 12,625,000 $14,355,054
US BANCORP SR UNSEC FRN (L+49) 11-15-18 10,000,000 $10,029,610
US TREASURY BOND 10.625% 08-15-15 7,500,000 $8,574,600
US TREASURY BOND 11.250% 02-15-15 249,810,000 $274,114,015
US TREASURY BOND 2.75% 11-15-42 10,750,000 $9,158,462
US TREASURY BOND 2.875% 05-15-43 28,000,000 $24,440,920
US TREASURY BOND 3.625% 08-15-43 105,000,000 $106,295,700
US TREASURY BOND 3.75% 11-15-43 34,300,000 $35,516,621
US TREASURY BOND 6.250% 08-15-23 25,000,000 $32,648,500
US TREASURY BOND 6.875% 08-15-25 25,000,000 $34,925,750
US TREASURY BOND 7.125% 02-15-23 25,000,000 $34,152,250
US TREASURY BOND 7.5% 11-15-16 190,000,000 $223,517,900
US TREASURY BOND 8.000% 11-15-21 77,500,000 $108,136,525
US TREASURY BOND 8.125% 08-15-19 43,440,000 $57,588,408
US TREASURY BOND 8.125% 08-15-21 25,000,000 $34,922,000
US TREASURY BOND 8.75% 08-15-20 50,000,000 $69,994,000
US TREASURY BOND 8.750% 05-15-17 50,000,000 $62,000,000
US TREASURY BOND 8.750% 05-15-20 30,000,000 $41,718,600
US TREASURY BOND 8.875% 08-15-17 135,850,000 $171,043,301
US TREASURY BOND 9.250% 02-15-16 96,000,000 $111,934,080
US TREASURY BOND 9.875% 11-15-15 106,950,000 $123,573,239
US TREASURY I/L FRN 0.125% 04-15-16 50,350,000 $54,843,989
US TREASURY I/L FRN 0.375% 07-15-23 35,000,000 $34,818,840
US TREASURY I/L FRN 0.5% 04-15-15 85,000,000 $93,676,290
US TREASURY I/L FRN 1.375% 02-15-44 68,875,000 $70,678,423
US TREASURY I/L FRN 2.0% 01-15-16 20,000,000 $25,030,380
US TREASURY I/L FRN 2.0% 01-15-26 5,000,000 $6,718,195
US TREASURY I/L FRN 2.0% 07-15-14 74,000,000 $93,368,242
US TREASURY NOTE 0.25% 05-15-15 10,565,000 $10,577,361
US TREASURY NOTE 0.25% 12-31-15 335,000 $334,585
US TREASURY NOTE 0.375% 01-31-16 50,000,000 $50,021,500
US TREASURY NOTE 0.625% 08-15-16 50,000,000 $50,029,500
US TREASURY NOTE 0.625% 11-15-16 25,000,000 $24,938,000
US TREASURY NOTE 0.625% 12-15-16 93,500,000 $93,166,205
US TREASURY NOTE 0.875% 04-30-17 25,000,000 $24,953,000
US TREASURY NOTE 0.875% 09-15-16 76,250,000 $76,694,538
US TREASURY NOTE 1.25% 10-31-18 27,750,000 $27,319,598
US TREASURY NOTE 1.25% 11-30-18 46,220,000 $45,436,571
US TREASURY NOTE 1.375% 06-30-18 10,000,000 $9,957,800
US TREASURY NOTE 1.5% 02-28-19 1,180,000 $1,168,849
US TREASURY NOTE 1.5% 06-30-16 70,000,000 $71,481,900
US TREASURY NOTE 1.625% 03-31-19 50,000,000 $49,773,500
US TREASURY NOTE 1.75% 05-31-16 10,000,000 $10,267,600
US TREASURY NOTE 2.125% 05-31-15 50,000,000 $51,141,500
US TREASURY NOTE 2.5% 08-15-23 299,000,000 $294,787,090
US TREASURY NOTE 2.625% 02-29-16 25,000,000 $26,067,250
US TREASURY NOTE 2.75% 02-15-24 42,000,000 $42,101,640
US TREASURY NOTE 2.75% 11-15-23 303,650,000 $305,052,863
US TREASURY NOTE 3.125% 05-15-21 25,000,000 $26,341,000
US TREASURY NOTE 3.25% 06-30-16 50,000,000 $53,039,000
US TREASURY NOTE 3.625% 02-15-21 10,000,000 $10,881,100
US TREASURY NOTE 4.25% 08-15-15 75,000,000 $79,191,750
US TREASURY NOTE 4.25% 11-15-14 100,000,000 $102,590,000
US TREASURY NOTE 4.5% 02-15-16 40,000,000 $43,098,400
US TREASURY NOTE 4.5% 05-15-17 100,000,000 $110,875,000
VALEANT 144A LIFE SR UNSEC 6.375% 10-15-20 5,765,000 $6,255,025
VALEANT 144A LIFE SR UNSEC 6.75% 08-15-18 3,000,000 $3,315,000
VALEANT 144A LIFE SR UNSEC 7.5% 07-15-21 2,015,000 $2,276,950
VERIZON COMMUNICATIONS SR UNSEC 2.55% 06-17-19 2,210,000 $2,226,166
VERIZON COMMUNICATIONS SR UNSEC 3.45% 03-15-21 705,000 $715,966
VERIZON COMMUNICATIONS SR UNSEC 4.15% 03-15-24 21,225,000 $21,610,446
VERIZON COMMUNICATIONS SR UNSEC 5.05% 03-15-34 20,365,000 $20,957,825
VERIZON COMMUNICATIONS SR UNSEC 5.15% 09-15-23 26,330,000 $28,871,793
VERIZON COMMUNICATIONS SR UNSEC 6.55% 09-15-43 3,066,000 $3,744,616
VERIZON COMMUNICATIONS SR UNSEC FRN (L+77) 06-17-19 16,152,000 $16,312,292
VIACOM INC SR UNSEC 5.25% 04-01-44 4,000,000 $4,102,424
VIACOM INC SR UNSEC 5.85% 09-01-43 7,500,000 $8,271,308
VIRGINIA ELEC & PWR SR UNSEC 3.45% 02-15-24 8,345,000 $8,346,360
VMF 01-A B2 CGA 9.14% 04-07-31 1,614,839 $1,763,549
VODAFONE GROUP PLC SR UNSEC 5.625% 02-27-17 10,450,000 $11,742,090
VOLVO TREASURY AB 144A LIFE SR UNSEC 5.95% 04-01-15 11,950,000 $12,549,125
VWR FUNDING SR UNSEC 7.25% 09-15-17 5,000,000 $5,400,000
WAL-MART STORES 4(2) CP 4/14/2014 40,000,000 $39,998,756
WAL-MART STORES 4(2) CP 4/23/2014 62,100,000 $62,097,989
WAL-MART STORES 4(2) CP 4/8/2014 15,600,000 $15,599,723
WAL-MART STORES SER A2 SF SR UNSEC 8.85% 01-02-15 2,461,284 $2,572,042
WAL-MART STORES SR UNSEC 5.8% 02-15-18 11,095,000 $12,790,161
WALTER 144A LIFE SR SEC 1ST LIEN 9.5% 10-15-19 1,000,000 $1,021,250
WALTER ENERGY INC SR UNSEC 9.875% 12-15-20 1,275,000 $844,688
WARNER MUSIC 144A LIFE SR UNSEC 6.75% 04-15-22 1,850,000 $1,870,813
WASTE MANAGEMENT INC SR UNSEC 2.6% 09-01-16 4,445,000 $4,606,309
WATCO 144A LIFE SR UNSEC 6.375% 04-01-23 1,735,000 $1,769,700
WBCMT 06-C25 A1A 5.71732% 05-15-43/04-15-16 897,855 $978,950
WBCMT 07-C30 A5 5.342% 12-15-43 3,000,000 $3,290,091
WBCMT 07-C31 AM 5.591% 04-15-47 9,910,000 $10,884,440
WBCMT 07-C32 A3 5.72392% 06-15-49 2,000,000 $2,208,648
WELLPOINT INC SR UNSEC 1.875% 01-15-18 2,500,000 $2,484,128
WELLPOINT INC SR UNSEC 2.3% 07-15-18 2,740,000 $2,751,105
WELLS FARGO CO PRP (H) 7.98% 03-29-49/03-15-18 71,606,000 $81,720,348
WESTERN GAS PARTNERS SR UNSEC 2.6% 08-15-18 1,375,000 $1,383,102
WESTERN GAS PARTNERS SR UNSEC 4.0% 07-01-22 6,820,000 $6,772,976
WESTFIELD 144A LIFE SR UNSEC 3.375% 10-03-22 3,500,000 $3,501,908
WESTFIELD 144A LIFE SR UNSEC 5.7% 10-01-16 8,000,000 $8,881,848
WESTFIELD 144A LIFE SR UNSEC 5.75% 09-02-15 16,750,000 $17,871,161
WESTFIELD 144A LIFE SR UNSEC 6.75% 09-02-19 18,525,000 $22,301,321
WESTFIELD 144A LIFE SR UNSEC 7.125% 4-15-18 3,925,000 $4,670,487
WESTPAC SECURITIES NZ GOVT GTD 144A 3.45% 07-28-14 14,350,000 $14,495,940
WILLIAMS PARTNERS LP SR UNSEC 3.35% 08-15-22 6,750,000 $6,478,718
WILLIAMS PARTNERS LP SR UNSEC 3.8% 02-15-15 17,500,000 $17,976,455
WILLIAMS PARTNERS LP SR UNSEC 4.125% 11-15-20 5,000,000 $5,201,005
WILLIAMS PARTNERS LP SR UNSEC 4.3% 03-04-24 6,030,000 $6,069,768
WILLIAMS PARTNERS LP SR UNSEC 4.5% 11-15-23 5,850,000 $5,997,882
WILLIAMS PARTNERS LP SR UNSEC 5.4% 03-04-44 5,000,000 $5,149,870
WIND 144A LIFE SR SEC 1ST LIEN ADD ON 7.25% 02-15-18 2,500,000 $2,643,750
WIND SR NT 144A LIFE 11.75% 07-15-17 10,700,000 $11,288,500
WM WRIGLEY JR CO 144A LIFE SR UNSEC 2.4% 10-21-18 4,075,000 $4,092,225
WM WRIGLEY JR CO 144A LIFE SR UNSEC 3.375% 10-21-20 29,685,000 $30,024,596
XCEL ENERGY SR UNSEC 4.7% 05-15-20 9,164,000 $10,120,062
XEROX CORP SR UNSEC 2.95% 03-15-17 15,940,000 $16,586,399
XEROX CORP SR UNSEC 6.4% 03-15-16 602,000 $664,603
XEROX CORP SR UNSEC 6.75% 02-01-17 280,000 $318,882
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 3.6% 01-15-17 4,000,000 $4,169,192
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 4.95% 11-15-21 3,750,000 $3,882,675
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 5.3%/5.55% 10-25-42 3,250,000 $3,145,477
YARA INTERNATIONAL 144A LIFE SR UNSEC 7.875% 06-11-19 2,225,000 $2,706,652

*Excludes certain securities in initial period of acquisition.


Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectuses, summary prospectuses and CollegeAmerica Program Description, which can be obtained from a financial professional and should be read carefully before investing. CollegeAmerica is distributed by American Funds Distributors® and sold through unaffiliated intermediaries.