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Portfolio holdings

Capital World Bond Fund®

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

Fixed-income securities* Shares or principal amount Market value
ABB FINANCE SR UNSEC 1.625% 05-08-17 3,000,000 $3,023,247
ABB FINANCE SR UNSEC 2.875% 05-08-22 4,830,000 $4,706,053
ABBVIE INC SR UNSEC 1.75% 11-06-17 8,280,000 $8,314,917
ABBVIE INC SR UNSEC 2.9% 11-06-22 9,360,000 $9,028,881
ABBVIE INC SR UNSEC 4.4% 11-06-42 7,095,000 $6,968,865
ABU DHABI NAT. ENERGY (TAQA) 144 LIFE SR UNSEC 3.625% 01-12-23 1,135,000 $1,119,394
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 5.875% 10-27-16 5,500,000 $6,112,150
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 5.875% 12-13-21 3,275,000 $3,770,344
ABU DHABI NAT. ENERGY (TAQA) SR NT 144A LIFE 7.25% 08-01-18 8,000,000 $9,573,834
ACADEMY SPORTS 144A LIFE SR UNSEC 9.25% 08-01-19 3,000,000 $3,288,750
ACE INA HOLDINGS INC SR UNSEC 2.6% 11-23-15 1,625,000 $1,674,377
ACE INA HOLDINGS INC SR UNSEC 5.875% 06-15-14 1,510,000 $1,526,217
AES PANAMA SA SR NT 144A LIFE 6.35% 12-21-16 2,000,000 $2,162,955
AIG GROUP SR UNSEC 3.375% 08-15-20 6,000,000 $6,136,392
AIG GROUP SR UNSEC 3.8% 03-22-17 5,500,000 $5,889,499
AIG GROUP SR UNSEC 4.125% 02-15-24 3,120,000 $3,192,964
ALCATEL-LUCENT SR UNSEC 144A LIFE 4.625% 07-01-17 2,075,000 $2,142,438
ALCATEL-LUCENT SR UNSEC 144A LIFE 6.75% 11-15-20 800,000 $850,000
ALCATEL-LUCENT SR UNSEC 144A LIFE 8.875% 01-01-20 1,075,000 $1,225,500
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.9% 06-15-23 4,900,000 $4,742,137
ALLSTATE CORP SR UNSEC 3.15% 06-15-23 8,360,000 $8,229,877
ALPHA NATURAL RESOURCES INC SR UNSEC 6.0% 06-01-19 2,050,000 $1,583,625
ALTEGRITY (USIS) 144A LIFE SR SUB 11.75% 05-01-16 1,035,000 $776,250
ALTEGRITY (USIS) 144A LIFE SR UNSEC 10.5% 11-01-15 1,900,000 $1,759,875
ALTEGRITY (USIS) TL-B (L+400) (FLR 1.00) 5.0% 02-21-15 1,205,116 $1,183,274
ALTEGRITY (USIS) TL-D (L+600) (FLR 1.75) 7.75% 02-21-15 2,085,837 $2,063,025
ALTICE 144A LIFE SR UNSEC 6.5% 01-15-22 3,900,000 $4,124,250
ALTICE 144A LIFE SR UNSEC 8.125% 01-15-24 1,475,000 $1,596,688
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43 8,500,000 $7,838,343
ALTRIA GROUP INC SR UNSEC 5.375% 01-31-44 2,250,000 $2,361,051
ALTRIA GROUP INC SR UNSEC 9.95% 11-10-38 2,500,000 $4,023,285
AMERICA MOVIL MXN SR UNSEC 8.46% 12-18-36 15,000,000 $1,095,460
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23 2,340,000 $2,236,425
AMERICAN ELECTRIC POWER SR UNSEC 1.65% 12-15-17 2,960,000 $2,944,309
AMERICAN EXPRESS SR UNSEC 1.55% 05-22-18 8,750,000 $8,601,241
AMGEN INC SR UNSEC 2.5% 11-15-16 1,205,000 $1,246,139
ANADARKO PETROLEUM CORP SR UNSEC 5.95% 09-15-16 2,250,000 $2,497,941
ANADARKO PETROLEUM CORP SR UNSEC 8.7% 03-15-19 3,000,000 $3,808,008
ANHEUSER-BUSCH INBEV REG S EUR SR UNSEC 8.625% 01-30-17 1,375,000 $2,321,412
ANHEUSER-BUSCH INBEV SR UNSEC 3.7% 02-01-24 2,760,000 $2,794,539
ANHEUSER-BUSCH INBEV SR UNSEC 6.875% 11-15-19 14,400,000 $17,630,971
ARCH COAL 1ST LIEN TL-B1 (L+500) (FLR 1.25) 6.25% 05-16-18 4,477,267 $4,422,702
ARCH COAL INC SR UNSEC 7.0% 06-15-19 2,675,000 $2,079,813
ARGENTINA BODEN 7.0% 10-03-15 5,800,000 $5,617,300
ARGENTINA BONAR 07X 7.0% 04-17-17 6,400,000 $5,734,579
ASSICURAZIONI GENERALI SPA EUR LT2 (H) (B) 10.125% 07-10-42/22 2,700,000 $4,993,637
ASSICURAZIONI GENERALI SPA EUR REG S LT2 (H) (B) 7.75% 12-12-42/22 2,100,000 $3,464,850
ASSOCIATED MATERIALS SR SEC 1ST LIEN 9.125% 11-01-17 3,000,000 $3,172,500
AT&T CORP EUR SR UNSEC (B) 6.125% 04-02-15 4,500,000 $6,548,143
AT&T CORP SR UNSEC 4.3% 12-15-42 1,625,000 $1,445,501
AUST & NZ BK 4(2) CP 5/7/2014 13,200,000 $13,197,670
AUSTRALIA GOVT BD AUD 4.75% 04-21-27 2,200,000 $2,126,368
AUSTRALIA GOVT BD AUD 5.5% 04-21-23 3,500,000 $3,617,309
AVALONBAY COMMUNITIES INC SR UNSEC 2.85% 03-15-23 2,875,000 $2,701,209
AVALONBAY COMMUNITIES INC SR UNSEC 3.625% 10-01-20 1,450,000 $1,493,793
AVIVA PLC PRP EUR UT2 (H) (B) 5.7% 09-29-49/15 13,020,000 $18,663,452
AXA SA GLOBAL LT2 (H) 8.6% 12-15-30 18,550,000 $23,975,875
AXALTA COATINGS SYS 144A LIFE SR UNSEC 7.375% 05-01-21 2,840,000 $3,102,700
AXALTA COATINGS SYS EUR 144A LIFE SR SEC 5.75% 02-01-21 1,250,000 $1,846,981
BACM 06-1 A1A 5.378% 09-10-45 4,619,908 $4,940,821
BACM 06-3 A4 5.889% 07-10-44 1,476,201 $1,598,388
BACM 07-3 A4 5.5983% 06-10-49/05-10-17 1,120,000 $1,235,435
BACM 07-4 AM 5.89199% 02-10-51/05-10-17 3,020,000 $3,358,759
BACM 08-1 A4 6.24615% 02-10-51/12-10-17 2,315,000 $2,638,324
BAHRAIN KINGDOM OF 144A USD 5.5% 03-31-20 630,000 $679,613
BAHRAIN KINGDOM OF REG S USD 5.5% 03-31-20 12,870,000 $13,883,513
BANCO CREDITO DEL PERU 144A LIFE 5.375% 09-16-20 7,000,000 $7,446,250
BANCO MERCANTILE DEL NORTE T1 (H) 144A LIFE 6.862% 10-13-21/16 3,500,000 $3,704,600
BANK OF AMERICA CORP SR UNSEC 4.0% 04-01-24 18,120,000 $18,138,374
BANK OF AMERICA CORP SR UNSEC 4.125% 01-22-24 4,710,000 $4,773,326
BANK OF AMERICA CORP SR UNSEC 5.65% 05-01-18 990,000 $1,120,433
BANK OF AMERICA CORP SR UNSEC SER L 2.65% 04-01-19 8,400,000 $8,439,178
BANK OF NEW YORK MELLON SR UNSEC 3.65% 02-04-24 9,300,000 $9,393,112
BANK OF SCOTLAND PLC GBP REG S LT2 (B) 9.375% 05-15-21 980,000 $2,097,073
BARCLAYS BANK PLC COVERED EUR (B) 4.0% 10-07-19 8,950,000 $14,227,472
BARCLAYS BANK PLC LT2 EUR 6.0% 01-14-21 18,725,000 $30,112,322
BARCLAYS BANK PLC LT2 EUR REG S SUB 6.625% 03-30-22 7,250,000 $12,164,449
BARCLAYS BANK PLC SR UNSEC 2.5% 02-20-19 16,570,000 $16,622,891
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 9.5% 11-15-18 7,485,000 $9,777,132
BAXTER INTERNATIONAL INC SR UNSEC 1.85% 06-15-18 2,995,000 $2,981,753
BAXTER INTERNATIONAL INC SR UNSEC 3.2% 06-15-23 3,875,000 $3,787,816
BBVA BANCOMER SA 144A LIFE SR UNSEC 4.5% 03-10-16 2,975,000 $3,160,938
BBVA BANCOMER SA LT2 144A LIFE 6.5% 03-10-21 1,455,000 $1,580,494
BBVA BANCOMER SA T1 (H) 144A LIFE 7.25% 04-22-20 2,010,000 $2,233,613
BBVA SENIOR FIN SA EUR REG S SR UNSEC (B) 3.75% 01-17-18 2,800,000 $4,170,334
BELGIUM KINGDOM EUR 144A LIFE/REG S 2.6% 06-22-24 37,940,000 $54,102,890
BELGIUM KINGDOM EUR REG S 1.25% 06-22-18 16,900,000 $23,723,484
BELGIUM KINGDOM EUR REG S 2.25% 06-22-23 14,320,000 $20,140,459
BELGIUM KINGDOM EUR REG S 3.75% 06-22-45 6,860,000 $10,537,932
BELGIUM KINGDOM REG S EUR 3.0% 09-28-19 15,450,000 $23,445,302
BERKSHIRE HATHAWAY SR UNSEC 2.0% 08-15-18 1,785,000 $1,797,668
BERMUDA GOVT 144A 4.138% 01-03-23 4,900,000 $4,831,400
BERMUDA GOVT 144A 5.603% 07-20-20 17,985,000 $19,891,410
BERMUDA GOVT 144A LIFE 4.854% 02-06-24 15,475,000 $15,790,613
BERMUDA GOVT REG S 5.603% 07-20-20 1,800,000 $1,990,800
BHP BILLITON FINANCE USA SR UNSEC 3.85% 09-30-23 9,325,000 $9,573,297
BHP BILLITON FINANCE USA SR UNSEC 5.0% 09-30-43 1,150,000 $1,221,712
BMW FINANCE NV EUR (B) 3.875% 01-18-17 2,000,000 $2,987,032
BNP PARIBAS EUR REG S SR UNSEC (B) 2.875% 10-24-22 1,450,000 $2,088,703
BNP PARIBAS FINANCE CP 4/1/2014 41,900,000 $41,899,919
BNP PARIBAS LT2 GBP (B) 5.75% 01-24-22 1,100,000 $2,031,989
BNP PARIBAS PRP (H) 144A LIFE 7.195% 06-29-49/06-25-37 3,200,000 $3,432,000
BNP PARIBAS SR UNSEC 5.0% 01-15-21 1,500,000 $1,667,495
BONOS MEXICAN MXN 10.0% 11-20-36 5,614,000 $57,115,177
BONOS MEXICAN MXN 10.0% 12-05-24 2,525,000 $25,077,869
BONOS MEXICAN MXN 5.0% 06-15-17 6,400,000 $50,038,534
BONOS MEXICAN MXN 6.25% 06-16-16 3,075,000 $24,705,825
BONOS MEXICAN MXN 6.5% 06-10-21 11,625,000 $93,310,404
BONOS MEXICAN MXN 7.75% 11-13-42 1,660,000 $13,637,481
BONOS MEXICAN MXN 7.75% 12-14-17 8,760,000 $74,101,864
BONOS MEXICAN MXN 8.0% 06-11-20 4,475,000 $38,790,474
BONOS MEXICAN MXN 8.0% 12-17-15 3,310,000 $27,045,201
BOYD GAMING CORP SR UNSEC 9.0% 07-01-20 6,475,000 $7,195,344
BOYD GAMING CORP SR UNSEC 9.125% 12-01-18 2,000,000 $2,178,000
BP CAPITAL MARKETS SR UNSEC (L+42) 11-07-16 10,000,000 $10,047,720
BPCE SA EUR PRP T1 (H) (B) 6.117% 10-29-49/10-30-17 700,000 $1,053,558
BPCE SA LT2 EUR REG S SUB (B) 4.625% 07-18-23 6,000,000 $9,031,967
BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24 17,775,000 $17,720,822
BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23 2,905,000 $3,025,528
BPCE SA SR UNSEC 2.5% 12-10-18 3,000,000 $3,018,486
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 3.95% 02-15-23 750,000 $737,977
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 15,000 $16,573
BRAZIL NTNB BRL I/L 6.0% 05-15-17 12,985 $13,836,901
BRAZIL NTNB BRL I/L 6.0% 08-15-18 54,900 $57,974,693
BRAZIL NTNB BRL I/L 6.0% 08-15-22 4,790 $4,973,633
BRAZIL NTNF BRL 10.0% 01-01-17 19,000 $7,925,836
BRAZIL NTNF BRL 10.0% 01-01-23 6,000 $2,280,851
BSCMS 07-PW17 A4 5.694% 06-11-50/17 1,750,000 $1,959,701
BSCMS 07-PW18 AM 6.084% 06-11-50/11-11-17 2,375,000 $2,696,979
BUILDERS FIRSTSOURCE 144A LIFE SR SEC 1ST LIEN 7.625% 06-01-21 4,075,000 $4,421,375
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.0% 03-15-23 4,750,000 $4,492,455
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.05% 09-01-22 5,815,000 $5,581,458
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.75% 04-01-24 5,575,000 $5,603,366
BURLINGTON NORTHERN SANTA FE SR UNSEC 4.9% 04-01-44 565,000 $584,664
CA ST GO TAXABLE 6.2% 10-01-19 18,700,000 $22,139,678
CA ST GO TAXABLE BAB 7.55% 04-01-39 2,720,000 $3,804,790
CA ST GO TAXABLE BAB 7.6% 11-01-40 12,910,000 $18,243,508
CA ST GO TAXABLE BAB SF 7.3% 10-01-39 1,310,000 $1,766,103
CA ST GO TAXABLE BAB SF 7.625% 03-01-40 11,850,000 $16,593,199
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 2,025,000 $1,827,563
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 3,975,000 $3,587,438
CAIXABANK SA LT2 EUR REG S SUB (B) 5.0% 11-14-23/18 8,500,000 $12,379,721
CANADA GOVT CAD BOND 1.25% 03-01-18 23,711,000 $21,251,962
CANADA GOVT CAD BOND 2.0% 06-01-16 3,500,000 $3,228,706
CANADA GOVT CAD BOND 2.0% 12-01-14 5,700,000 $5,192,512
CANADA GOVT CAD BOND 3.25% 06-01-21 26,610,000 $25,993,028
CANADA GOVT CAD BOND 5.0% 06-01-37 2,650,000 $3,236,162
CANADA GOVT CAD BOND 5.75% 06-01-29 2,000,000 $2,482,695
CANADA GOVT CAD BOND 8.0% 06-01-23 1,000,000 $1,329,986
CANADA GOVT GLOBAL EUR 3.5% 01-13-20 7,000,000 $11,075,656
CANADA HOUSING TRUST CAD 144A LIFE 3.35% 12-15-20 10,000,000 $9,642,489
CANADIAN NATURAL RESOURCES SR UNSEC 3.8% 04-15-24 425,000 $428,075
CANADIAN NATURAL RESOURCES SR UNSEC 5.70% 05-15-17 1,500,000 $1,689,710
CARNIVAL CORP SR UNSEC 3.95% 10-15-20 6,150,000 $6,281,475
CATALENT PHARMA SOLUTIONS TL-SR UNSEC (L+525) (FLR 1.25) 6.50% 12-31-17 2,810,000 $2,849,809
CD 05-CD1 A4 5.21625% 07-15-44 5,041,756 $5,295,931
CD 06-CD3 A5 5.617% 10-15-48 5,260,000 $5,708,099
CEMEX FINANCE 144A LIFE SECURED 1ST LIEN 7.25% 01-15-21 5,000,000 $5,475,000
CEMEX FINANCE 144A LIFE SR SEC 1ST LIEN 9.375% 10-12-22 4,060,000 $4,785,725
CEMEX SA 144A LIFE SR SEC 1ST LIEN 9.25% 05-12-20 12,799,000 $14,110,898
CENOVUS ENERGY INC SR UNSEC 3.0% 08-15-22 1,312,000 $1,257,590
CENOVUS ENERGY SR UNSEC 3.8% 09-15-23 500,000 $499,301
CENTERPOINT ENERGY SR UNSEC 4.5% 01-15-21 3,225,000 $3,489,408
CEQUEL COMMUNICATIONS 144A LIFE SR UNSEC 6.375% 09-15-20 5,200,000 $5,460,000
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 7.0% 03-01-21 3,550,000 $3,629,875
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 9.0% 09-01-21 1,700,000 $1,746,750
CEVA GROUP TL-B (L+550) (FLR 1.00) 6.5% 03-19-21 3,575,000 $3,568,297
CEZ AS 144A LIFE SR UNSEC 4.25% 04-03-22 14,475,000 $14,844,909
CFE 144A SR UNSEC 4.875% 01-15-24 3,500,000 $3,561,250
CGCMT 06-C5 A4 5.431% 10-15-49 6,500,000 $7,102,012
CGCMT 14-GC19 A1 1.199% 3-10-47/12-10-18 2,135,000 $2,129,385
CHEVRON CORP SR UNSEC 1.718% 06-24-18 1,010,000 $1,007,864
CHEVRON CORP SR UNSEC 3.191% 06-24-23 2,900,000 $2,870,942
CHEVRON USCP 4(2) CP 5/13/2014 23,100,000 $23,096,108
CHILE GVT BD CLP CHILE GLOBAL 5.5% 08-05-20 5,808,500,000 $10,729,903
CHUCK E CHEESE'S 144A SR UNSEC 8.0% 02-15-22 2,075,000 $2,158,000
CITIGROUP INC SR UNSEC 3.875% 10-25-23 21,135,000 $21,030,044
CITIGROUP INC SR UNSEC 4.75% 05-19-15 4,247,000 $4,435,856
CITYCENTER TL-B (L+400) (FLR 1.00) 5.0% 10-16-20 5,561,063 $5,613,776
CME GROUP INC SR UNSEC 5.3% 09-15-43 1,733,000 $1,946,670
CMS ENERGY CORP SR UNSEC 3.875% 03-01-24 480,000 $487,397
CMS ENERGY CORP SR UNSEC 5.05% 03-15-22 7,298,000 $8,131,862
CMS ENERGY CORP SR UNSEC 6.25% 02-01-20 130,000 $152,734
CMS ENERGY CORP SR UNSEC 8.75% 06-15-19 1,182,000 $1,519,396
CNA FINANCIAL CORP SR UNSEC 3.95% 05-15-24 585,000 $588,953
CNA FINANCIAL CORP SR UNSEC 7.35% 11-15-19 1,200,000 $1,473,846
CNOOC FINANCE 2013 LTD SR UNSEC 3.0% 05-09-23 1,600,000 $1,450,597
CNP 08-1 A2 5.234% 02-01-23/20 2,225,000 $2,528,668
COBANK ACB 144A SUB NT 7.875% 04-16-18 430,000 $514,793
COBANK ACB FRN 144A SUB NT (L+60) 06-15-22/17 4,275,000 $3,900,938
COCA-COLA CO SR UNSEC 3.2% 11-01-23 5,370,000 $5,292,430
COLBUN SA 144A LIFE SR UNSEC 6.0% 01-21-20 8,150,000 $8,993,362
COLOMBIA COLTES COP 10.0% 07-24-24 8,962,000,000 $5,708,904
COLOMBIA COLTES COP 5.0% 11-21-18 138,191,000,000 $68,947,083
COLOMBIA COLTES COP 6.0% 04-28-28 66,471,100,000 $31,192,142
COLOMBIA COLTES COP 7.0% 05-04-22 72,761,500,000 $38,490,603
COLOMBIA REP OF 4.375% 07-12-21 8,300,000 $8,652,750
COLOMBIA REP OF GLOBAL COP 12.0% 10-22-15 11,075,000,000 $6,266,383
COLOMBIA REP OF GLOBAL COP 9.85% 06-28-27 8,064,000,000 $5,340,722
COMCAST CORP SR UNSEC 4.65% 07-15-42 10,550,000 $10,564,095
COMCAST CORP SR UNSEC 4.75% 03-01-44 5,695,000 $5,803,792
COMCAST CORP SR UNSEC 6.4% 05-15-38 1,750,000 $2,158,625
COMM 06-C8 A1A 5.292% 12-10-46/16 4,792,983 $5,259,657
COMM 2014-UBS2 A1 1.298% 03-10-47/12-10-18 3,825,000 $3,810,503
COMMONWEALTH BK OF AUSTRALIA 144A LIFE COVERED 0.75% 01-13-17/15-16 6,000,000 $6,009,138
COMMONWEALTH BK OF AUSTRALIA AU GOVT GTD 144A 2.90% 09-17-14 6,365,000 $6,439,343
COMMUNITY HEALTH TL-D1 (L+325) (FLR 1.0) 4.25% 01-27-21 1,735,650 $1,752,458
CONAGRA FOODS INC SR UNSEC 1.3% 01-25-16 2,800,000 $2,820,009
CONAGRA FOODS INC SR UNSEC 3.2% 01-25-23 4,210,000 $4,029,046
CONSOLIDATED EDISON CO OF NY SR UNSEC 4.45% 03-15-44 3,775,000 $3,755,612
CONSUMERS ENERGY CO SR SEC 1ST LIEN 6.125% 03-15-19 1,325,000 $1,560,824
CONTL AIR 00-2 A1 SF 7.707% 04-02-21/10-02-22 2,297,844 $2,623,851
CONTL AIR 97-4 A EETC SF 6.9% 01-02-18/07-02-19 601,297 $651,280
CONTL AIRLINES EETC 991A SF 6.545% 08-02-20/02-02-19 188,621 $210,018
CONVATEC PIK 144A LIFE SR UNSEC 8.25% 01-15-19 6,020,000 $6,215,650
CORPORATE OFFICE PROP LP SR UNSEC 3.6% 05-15-23 5,065,000 $4,691,968
COX COMMUNICATIONS 144A LIFE SR UNSEC 2.95% 06-30-23 11,575,000 $10,586,333
CRC HEALTH CORP 1ST LIEN TL (L+425) (FLR 1.00) 5.25% 04-11-21 2,200,000 $2,216,500
CRC HEALTH CORP 2ND LIEN TL-B (L+800) (FLR 1.00) 9.0% 10-11-21 2,300,000 $2,310,063
CREDIT SUISSE SR UNSEC 4.375% 08-05-20 3,760,000 $4,067,594
CRESCENT RESOURCES 144A LIFE SR SEC 2ND LIEN 10.25% 08-15-17 475,000 $535,563
CRH FINANCE LTD REG S EUR SR UNSEC (B) 7.375% 05-28-14 1,075,000 $1,497,032
CRICKET COMMUNICATIONS SR UNSEC 7.75% 10-15-20 3,475,000 $3,978,006
CROATIA GOVT USD 144A 6.375% 03-24-21 6,880,000 $7,447,600
CROATIA GOVT USD 144A 6.625% 07-14-20 7,095,000 $7,797,405
CROATIA GOVT USD 144A 6.75% 11-05-19 2,300,000 $2,544,375
CROATIA GOVT USD 144A LIFE 5.5% 04-04-23 5,195,000 $5,275,523
CSMC 06-C5 A3 5.311% 12-15-39 7,165,000 $7,771,481
CSMC 07-C2 AM 5.54873% 01-15-49 840,000 $907,886
CSMC 07-C5 A4 5.695% 09-15-40/17 3,000,000 $3,316,704
CUMULUS MEDIA TL-B (L+325) (FLR 1.0) 4.25% 12-23-20 2,492,671 $2,515,511
CVS CAREMARK CORP SR UNSEC 4.0% 12-05-23 11,375,000 $11,646,499
CYPRUS GOVT EUR 144A/REG S (B) 4.625% 02-03-20 3,990,000 $5,221,982
DAIMLER AG 144A LIFE SR UNSEC 2.4% 04-10-17 5,000,000 $5,147,555
DAIMLER AG 144A LIFE SR UNSEC 2.625% 09-15-16 3,000,000 $3,111,678
DAIMLER AG REG S EUR SR UNSEC (B) 4.125% 01-19-17 3,725,000 $5,599,033
DAIMLER AG SR UNSEC 8.50% 01-18-31 7,850,000 $11,688,940
DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.375% 08-01-18 4,000,000 $4,041,920
DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.875% 03-10-21 9,950,000 $9,867,863
DBUBS 2011-LC1 A1 144A 3.742% 11-10-46/06-10-17 4,088,041 $4,271,471
DBUBS 2011-LC1 A3 144A 5.002% 11-10-46/01-10-21 3,000,000 $3,356,343
DCT INDUSTRIAL 144A SR UNSEC 4.5% 10-15-23 2,700,000 $2,697,943
DEL MONTE FOODS CO SR UNSEC 7.625% 02-15-19 2,077,000 $2,166,571
DELHAIZE GROUP SR UNSEC 5.7% 10-01-40 2,129,000 $2,172,728
DELL TL-B (L+350) (FLR 1.00) 4.5% 04-29-20 11,720,625 $11,656,162
DENBURY RESOURCES INC SR SUB 8.25% 02-15-20 2,292,000 $2,504,010
DEUTSCHE GENOSSEN-HYPOBANK COVERED EUR 4.0% 10-31-16 (B) 9,750,000 $14,664,038
DEUTSCHE TELEKOM 144A LIFE SR UNSEC 3.125% 04-11-16 2,715,000 $2,831,816
DEUTSCHE TELEKOM GBP SR UNSEC (B) 6.5% 04-08-22 7,050,000 $14,029,408
DEUTSCHE TELEKOM SR UNSEC 9.25% 06-01-32 11,340,000 $17,574,256
DEUTSCHLAND REP EUR (B) 1.5% 02-15-23 5,450,000 $7,577,921
DEUTSCHLAND REP EUR (B) 3.0% 07-04-20 33,890,000 $52,789,539
DEUTSCHLAND REP EUR (B) 3.25% 07-04-42 4,753,000 $7,669,382
DEUTSCHLAND REP EUR (B) 4.0% 01-04-18 56,085,000 $87,864,550
DEUTSCHLAND REP EUR (B) 4.0% 01-04-37 21,555,000 $38,022,891
DEUTSCHLAND REP EUR (B) 5.5% 01-04-31 5,150,000 $10,330,476
DEUTSCHLAND REP EUR (B) 6.25% 01-04-24 346,000 $683,307
DEUTSCHLAND REP EUR 159 (OBL) (B) 2.0% 02-26-16 42,755,000 $60,985,123
DEUTSCHLAND REP EUR 164 (OBL) (B) 0.5% 10-13-17 9,975,000 $13,834,708
DEVELOPERS DIVERS REALTY SR UNSEC 4.75% 04-15-18 475,000 $515,569
DEVELOPERS DIVERS REALTY SR UNSEC 5.5% 05-01-15 5,190,000 $5,434,459
DEVELOPERS DIVERS REALTY SR UNSEC 7.5% 04-01-17 10,885,000 $12,613,745
DEVELOPERS DIVERS REALTY SR UNSEC 7.875% 09-01-20 4,170,000 $5,187,722
DEVELOPERS DIVERS REALTY SR UNSEC 9.625% 03-15-16 8,360,000 $9,688,421
DEVON ENERGY CORP SR UNSEC 2.25% 12-15-18 520,000 $517,922
DEVON ENERGY CORP SR UNSEC 3.25% 05-15-22 4,985,000 $4,919,138
DIAMOND OFFSHORE DRILLING SR UNSEC 4.875% 11-01-43 1,350,000 $1,321,776
DIGICEL GROUP LTD 144A LIFE SR UNSEC 10.5% 04-15-18 850,000 $905,250
DIGICEL GROUP LTD 144A LIFE SR UNSEC 7.125% 04-01-22 1,700,000 $1,723,375
DIGICEL GROUP LTD 144A LIFE SR UNSEC 8.25% 09-30-20 7,750,000 $8,311,875
DISH DBS SR UNSEC 4.625% 07-15-17 1,100,000 $1,174,250
DJO FINANCE LLC SR SEC 2ND LIEN 8.75% 03-15-18 425,000 $464,313
DJO FINANCE LLC SR UNSEC 7.75% 04-15-18 910,000 $962,325
DJO FINANCE LLC SR UNSEC 9.875% 04-15-18 1,215,000 $1,330,425
DJO FINANCE LLC SUB 9.75% 10-15-17 1,095,000 $1,166,175
DNB BANK ASA T2 EUR REG S SUB (B) 3.0% 09-26-23/18 2,900,000 $4,149,759
DOLLAR GENERAL CORP SR UNSEC 1.875% 04-15-18 4,388,000 $4,316,555
DOLLAR GENERAL CORP SR UNSEC 3.25% 04-15-23 16,589,000 $15,692,497
DOMINICAN REPUBLIC 144A SF 7.5% 05-06-21 4,000,000 $4,480,000
E.ON 144A LIFE SR UNSEC 5.8% 04-30-18 7,500,000 $8,529,743
ECHOSTAR CORP SR UNSEC 7.625% 06-15-21 2,500,000 $2,831,250
ECOPETROL SA SR UNSEC 5.875% 09-18-23 1,250,000 $1,368,750
ECOPETROL SA SR UNSEC 7.625% 07-23-19 275,000 $331,031
EDP FINANCE BV 144A LIFE SR UNSEC 5.25% 01-14-21 2,500,000 $2,585,000
EDP FINANCE BV 144A LIFE SR UNSEC 6.0% 02-02-18 4,000,000 $4,350,000
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 1.15% 01-20-17 7,000,000 $6,994,505
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.6% 01-27-20 2,200,000 $2,398,788
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.875% 01-22-44 4,460,000 $4,462,444
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 6.95% 01-26-39 1,325,000 $1,686,267
ENA NORTE TRUST 144A LIFE SR UNSEC SF 4.95% 04-25-28/23 7,024,406 $7,107,436
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.2% 03-15-20 7,335,000 $8,020,038
ENBRIDGE ENERGY PARTNERS SR UNSEC 6.5% 04-15-18 5,320,000 $6,147,058
ENBRIDGE ENERGY PARTNERS SR UNSEC 9.875% 03-01-19 3,250,000 $4,263,119
ENBRIDGE INC SR UNSEC 4.0% 10-01-23 7,750,000 $7,781,899
ENDO PHARMACEUTICALS 144A LIFE SR UNSEC 5.75% 01-15-22 1,315,000 $1,351,163
ENEL FINANCE INTL 144A LIFE SR UNSEC 3.875% 10-07-14 3,000,000 $3,046,491
ENEL FINANCE INTL 144A LIFE SR UNSEC 6.0% 10-07-39 1,445,000 $1,514,678
ENEL SPA 144A LIFE (H) 8.75% 09-24-73/23 15,000,000 $16,887,948
ENLINK MIDSTREAM PARTNERS SR UNSEC 2.7% 04-01-19 495,000 $497,269
ENLINK MIDSTREAM PARTNERS SR UNSEC 4.4% 04-01-24 975,000 $996,140
ENLINK MIDSTREAM PARTNERS SR UNSEC 5.6% 04-01-44 2,100,000 $2,225,549
ENTERPRISE PRODUCTS SR UNSEC 3.9% 02-15-24 1,980,000 $1,994,606
ENTERPRISE PRODUCTS SR UNSEC 4.85% 03-15-44 300,000 $300,414
ERP OPERATING LP SR UNSEC 4.625% 12-15-21 2,020,000 $2,187,498
ERP OPERATING LP SR UNSEC 4.75% 07-15-20 9,200,000 $10,093,495
ERP OPERATING LP SR UNSEC 5.125% 03-15-16 1,110,000 $1,201,095
ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23 2,870,000 $2,695,398
EUROPEAN INVT BK EUR (B) 4.75% 10-15-17 8,490,000 $13,430,931
EUROPEAN INVT BK JPY SR UNSEC 1.4% 06-20-17 721,700,000 $7,295,676
EXPORT-IMPORT BANK OF KOREA GLOBAL SR UNSEC 4.375% 09-15-21 4,000,000 $4,303,928
EXPRESS SCRIPTS INC SR UNSEC 3.125% 05-15-16 10,250,000 $10,684,959
EXXON MOBIL CORP SR UNSEC 1.819% 03-15-19 3,500,000 $3,480,106
EXXON MOBIL CORP SR UNSEC 3.176% 03-15-24 1,850,000 $1,848,178
FED HM LN BK DISC NT 06-25-14 35,000,000 $34,995,100
FED HM LN BK DISC NT 4/11/2014 9,200,000 $9,199,743
FED HM LN BK DISC NT 4/21/2014 37,400,000 $37,399,228
FED HM LN BK DISC NT 5/22/2014 25,000,000 $24,997,833
FED HM LN MTG CORP DISC NT 05-02-14 19,300,000 $19,299,020
FED HM LN MTG CORP DISC NT 05-20-14 13,000,000 $12,998,615
FED HM LN MTG CORP DISC NT 10/15/2014 50,000,000 $49,973,500
FED HM LN MTG CORP DISC NT 10/23/2014 15,000,000 $14,991,150
FED HM LN MTG CORP DISC NT 9/24/2014 50,000,000 $49,980,500
FED NAT MTG DISC NT 6/2/2014 50,000,000 $49,995,000
FGLMC 4.0 Q23187 110K MAX 11-01-43 1,263,067 $1,317,050
FGLMC 4.0 Q23211 125K MAX 11-01-43 1,296,675 $1,349,297
FGLMC 4.0 Q23217 150K MAX 11-01-43 2,237,988 $2,328,459
FGLMC 6.0 A79734 175K MAX 07-01-38 143,870 $159,554
FHLMC 0.75% 01-12-18 11,300,000 $11,053,547
FHLMC POOL #1B4445 ARH5 3.724% 09-01-39 338,435 $360,301
FHMS K019 A2 (MF) 2.272% 03-25-22 5,500,000 $5,261,272
FHMS K021 A2 (MF) 2.396% 06-25-22 6,440,000 $6,170,228
FHMS K025 A2 (MF) 2.682% 10-25-22 6,000,000 $5,835,780
FHMS K710 A2 (MF) 1.883% 05-25-19 5,372,000 $5,326,284
FHMS K711 A2 (MF) 1.73% 07-25-19 7,000,000 $6,872,229
FHMS K712 A2 (MF) 1.869%11-25-19 4,590,000 $4,509,170
FHR 3213 OG PAC PO .0% 09-15-36 2,473,290 $2,247,948
FHR 3292 BO PAC PO .0% 03-15-37 399,472 $364,862
FIAT 144A SR SEC 2ND LIEN ADD ON 8.25% 06-15-21 5,800,000 $6,590,250
FIRST DATA CORP PIK 144A LIFE SR UNSEC 14.5% 09-24-19 6,000,000 $5,663,148
FIRST DATA CORP SR SUB 11.75% 08-15-21 6,000,000 $6,330,000
FIRST DATA CORP SR UNSEC 12.625% 01-15-21 10,511,000 $12,560,645
FIRST QUANTUM 144A LIFE SR UNSEC 6.75% 02-15-20 5,642,000 $5,740,735
FIRST QUANTUM 144A LIFE SR UNSEC 7.0% 02-15-21 5,642,000 $5,768,945
FMG RESOURCES 144A LIFE SR UNSEC 8.25% 11-01-19 2,500,000 $2,759,375
FNA 12-M17 A2 (MF) 2.18395% 11-25-22 7,000,000 $6,507,571
FNA 12-M9 A2 (MF) 2.482% 04-25-22 6,989,000 $6,727,402
FNCI 2.5 AB3955 11-01-26 652,266 $655,163
FNCI 2.5 AB3956 11-01-26 369,661 $371,304
FNCI 2.5 AB7829 02-01-28 94,470 $94,521
FNCI 2.5 AB8494 175K MAX 02-01-28 906,403 $906,895
FNCI 2.5 AB8993 110K MAX 04-01-28 394,301 $394,525
FNCI 2.5 AB9154 04-01-28 481,458 $482,472
FNCI 2.5 AB9159 175K MAX 04-01-28 236,991 $237,120
FNCI 2.5 AB9167 150K MAX 04-01-28 58,702 $58,733
FNCI 2.5 AB9170 85K MAX 05-01-28 1,752,783 $1,754,056
FNCI 2.5 AB9171 04-01-28 741,633 $743,195
FNCI 2.5 AB9198 110K MAX 05-01-28 188,733 $188,841
FNCI 2.5 AB9422 05-01-28 94,975 $95,175
FNCI 2.5 AB9647 125K MAX 06-01-28 3,304,714 $3,306,508
FNCI 2.5 AB9729 06-01-28 1,398,639 $1,401,585
FNCI 2.5 AB9779 07-01-28 948,291 $950,288
FNCI 2.5 AO2639 07-01-27 591,500 $594,133
FNCI 2.5 AO6909 07-01-27 43,151 $43,343
FNCI 2.5 AP2901 08-01-27 909,127 $911,042
FNCI 2.5 AP7534 09-01-27 97,438 $97,872
FNCI 2.5 AP9021 04-01-28 973,409 $975,459
FNCI 2.5 AP9049 10-01-28 976,291 $978,348
FNCI 2.5 AQ3961 08-01-28 952,061 $954,066
FNCI 2.5 AQ4071 04-01-28 109,061 $109,291
FNCI 2.5 AQ4123 10-01-28 501,816 $502,872
FNCI 2.5 AQ4772 12-01-27 43,463 $43,555
FNCI 2.5 AQ7041 12-01-27 45,972 $45,997
FNCI 2.5 AR3402 150K MAX 01-01-28 116,330 $116,393
FNCI 2.5 AR4154 175K MAX 02-01-28 190,815 $190,918
FNCI 2.5 AR4807 07-01-28 64,069 $64,204
FNCI 2.5 AR6885 02-01-28 380,746 $381,548
FNCI 2.5 AR7310 08-01-28 311,895 $312,552
FNCI 2.5 AR7434 07-01-28 182,452 $182,836
FNCI 2.5 AR9247 03-01-28 488,828 $489,857
FNCI 2.5 AS0058 08-01-28 460,006 $460,975
FNCI 2.5 AS0340 08-01-28 830,843 $832,592
FNCI 2.5 AS0342 08-01-28 66,011 $66,150
FNCI 2.5 AS0884 05-01-28 882,330 $884,188
FNCI 2.5 AT0887 03-01-28 166,240 $166,590
FNCI 2.5 AT1602 07-01-28 1,063,840 $1,066,080
FNCI 2.5 AT2349 05-01-28 914,414 $914,910
FNCI 2.5 AT2602 08-01-28 415,643 $416,518
FNCI 2.5 AT2635 08-01-28 334,524 $335,229
FNCI 2.5 AT2894 110K MAX 05-01-28 236,353 $236,488
FNCI 2.5 AT3397 08-01-28 201,589 $202,014
FNCI 2.5 AT3398 85K MAX 08-01-28 606,428 $606,865
FNCI 2.5 AT3425 09-01-28 88,392 $88,579
FNCI 2.5 AT4360 08-01-28 104,359 $104,578
FNCI 2.5 AT4551 08-01-28 475,373 $476,374
FNCI 2.5 AT5629 05-01-28 762,241 $763,847
FNCI 2.5 AT5814 06-01-28 459,358 $460,325
FNCI 2.5 AT6324 06-01-28 383,177 $383,984
FNCI 2.5 AT6807 10-01-28 946,117 $948,110
FNCI 2.5 AT7232 125K MAX 07-01-28 468,351 $468,605
FNCI 2.5 AT7235 07-01-28 910,200 $912,117
FNCI 2.5 AT7255 08-01-28 94,754 $94,954
FNCI 2.5 AT7284 09-01-28 1,032,771 $1,034,946
FNCI 2.5 AT7859 175K MAX 06-01-28 151,502 $151,585
FNCI 2.5 AT7984 06-01-28 907,815 $909,727
FNCI 2.5 AT7995 06-01-28 186,325 $186,718
FNCI 2.5 AT8021 06-01-28 146,536 $146,845
FNCI 2.5 AT8507 08-01-28 56,072 $56,191
FNCI 2.5 AT8508 08-01-28 116,970 $117,216
FNCI 2.5 AT8854 06-01-28 521,221 $522,318
FNCI 2.5 AT8943 07-01-28 302,007 $302,643
FNCI 2.5 AT9043 08-01-28 35,643 $35,718
FNCI 2.5 AT9295 07-01-28 148,781 $149,094
FNCI 2.5 AT9521 07-01-28 147,633 $147,944
FNCI 2.5 AT9552 150K MAX 07-01-28 163,483 $163,572
FNCI 2.5 AT9712 08-01-28 323,263 $323,944
FNCI 2.5 AT9905 07-01-28 256,540 $257,080
FNCI 2.5 AT9960 07-01-28 1,044,387 $1,046,586
FNCI 2.5 AT9973 06-01-28 915,520 $917,449
FNCI 2.5 AU0581 08-01-28 231,883 $232,372
FNCI 2.5 AU0677 150K MAX 07-01-28 96,356 $96,408
FNCI 2.5 AU0784 07-01-28 386,594 $387,408
FNCI 2.5 AU0801 08-01-28 122,405 $122,663
FNCI 2.5 AU0842 07-01-28 794,483 $796,156
FNCI 2.5 AU1279 07-01-28 495,837 $496,882
FNCI 2.5 AU1597 06-01-28 849,928 $851,718
FNCI 2.5 AU1760 07-01-28 298,830 $299,460
FNCI 2.5 AU1811 08-01-28 514,519 $515,602
FNCI 2.5 AU1829 08-01-28 35,648 $35,723
FNCI 2.5 AU1950 150K MAX 07-01-28 894,913 $895,399
FNCI 2.5 AU2030 07-01-28 801,148 $802,835
FNCI 2.5 AU2054 07-01-28 313,297 $313,956
FNCI 2.5 AU2245 08-01-28 280,176 $280,328
FNCI 2.5 AU2253 07-01-28 317,199 $317,867
FNCI 2.5 AU2294 07-01-28 948,389 $950,387
FNCI 2.5 AU2625 09-01-28 150,688 $151,005
FNCI 2.5 AU2671 10-01-28 1,054,538 $1,056,759
FNCI 2.5 AU2925 08-01-28 314,495 $315,157
FNCI 2.5 AU3052 09-01-28 328,262 $328,954
FNCI 2.5 AU3191 08-01-28 143,857 $144,160
FNCI 2.5 AU3334 07-01-28 239,020 $239,524
FNCI 2.5 AU3339 07-01-28 192,969 $193,375
FNCI 2.5 AU3487 09-01-28 280,905 $281,496
FNCI 2.5 AU3618 07-01-28 477,555 $478,561
FNCI 2.5 AU4600 08-01-28 338,338 $339,050
FNCI 2.5 AU4798 09-01-28 135,714 $135,791
FNCI 2.5 AU4846 08-01-28 544,080 $545,226
FNCI 2.5 AU4975 08-01-28 245,075 $245,591
FNCI 2.5 AU5189 08-01-28 741,684 $743,246
FNCI 2.5 AU5429 08-01-28 39,034 $39,116
FNCI 2.5 AU5650 09-01-28 969,032 $971,072
FNCI 2.5 AU6642 09-01-28 501,881 $502,938
FNCI 2.5 AU6677 09-01-28 9,734,588 $9,755,089
FNCI 2.5 AU6862 09-01-28 975,617 $977,671
FNCI 2.5 AU7053 09-01-28 826,914 $828,656
FNCI 2.5 AU7067 09-01-28 488,698 $489,727
FNCI 2.5 AU7124 09-01-28 809,610 $811,315
FNCI 2.5 AU7206 175K MAX 09-01-28 320,044 $320,218
FNCI 2.5 AU7222 09-01-28 95,138 $95,189
FNCI 2.5 AU7447 08-01-28 599,906 $601,169
FNCI 2.5 AU7611 110K MAX 09-01-28 921,281 $921,803
FNCI 2.5 AU7880 09-01-28 45,221 $45,316
FNCI 2.5 AU7885 09-01-28 607,955 $609,235
FNCI 2.5 AU8077 08-01-28 1,019,419 $1,021,566
FNCI 2.5 AU8391 09-01-28 631,495 $632,825
FNCI 2.5 AU8551 10-01-28 772,462 $774,089
FNCI 2.5 AU9224 08-01-28 389,197 $389,477
FNCI 2.5 AU9413 09-01-28 235,004 $235,499
FNCI 2.5 AU9582 09-01-28 433,942 $434,856
FNCI 2.5 AU9924 09-01-28 335,112 $335,818
FNCI 2.5 AV0598 09-01-28 977,218 $979,276
FNCI 2.5 AV1076 09-01-28 1,018,853 $1,020,999
FNCI 2.5 MA1488 07-01-28 506,949 $508,016
FNCI 4.0 930848 04-01-24 780,154 $828,021
FNCI 4.0 932557 02-01-25 983,118 $1,043,395
FNCI 4.0 935821 12-01-24 909,030 $964,737
FNCL 3.0 AB8716 85K MAX 03-01-43 489,434 $473,693
FNCL 3.0 AB8906 04-01-43 12,090,831 $11,710,514
FNCL 3.0 AB8936 85K MAX 04-01-43 458,323 $443,563
FNCL 3.0 AR8929 01-01-43 5,028,044 $4,869,887
FNCL 3.0 AR9198 03-01-43 6,461,619 $6,258,368
FNCL 3.0 AR9588 85K MAX 03-01-43 725,724 $702,292
FNCL 3.0 AT2016 04-01-43 9,531,889 $9,232,063
FNCL 4.0 AH3518 02-01-41 820,041 $853,809
FNCL 4.0 AL2441 150K MAX 09-01-42 7,584,874 $7,898,182
FNCL 4.0 AL3692 110K MAX 05-01-43 26,039,412 $27,164,966
FNCL 4.0 AT2734 110K MAX 05-01-43 2,340,618 $2,441,705
FNCL 4.0 AU8813 85K MAX 11-01-43 1,132,139 $1,181,917
FNCL 4.0 AU9351 150K MAX 11-01-43 1,131,245 $1,177,881
FNCL 5.0 AI5574 MHA 07-01-41 3,789,719 $4,144,168
FNCL 5.0 AI8479 MHA 08-01-41 11,310,677 $12,410,075
FNCL 5.5 683351 02-01-33 3,189,552 $3,549,324
FNCL 5.5 964204 150K MAX 07-01-38 2,624,674 $2,900,869
FNCL 6.0 826003 07-01-35 185,102 $207,109
FNCT 6.0 888204 04-01-26 288,314 $317,849
FNCZ 6.5 257030 40YR 11-01-47 152,790 $167,158
FNCZ 6.5 933334 40 YR 110K MAX 01-01-48 78,923 $86,344
FNCZ 6.5 947705 40YR 10-01-47 126,202 $138,044
FNCZ 6.5 953445 175K MAX 40YR 11-01-47 75,011 $82,060
FNCZ 7.0 947554 40YR 10-01-47 175,637 $194,387
FNMA POOL #971837 ARH5 2.59% 02-01-38 1,652,811 $1,760,244
FNMA POOL #AA9855 ARH5 3.94% 08-01-39 238,763 $252,356
FNMA POOL #AC1670 ARH5 3.79% 09-01-39 232,892 $244,867
FNMA POOL #AC1676 ARH5 3.944% 09-01-39 195,155 $204,870
FNMA POOL #AC3014 ARH5 WP 3.518% 10-01-39 721,183 $754,278
FNMA POOL #AC5307 ARH5 WP 3.988% 11-01-39 314,192 $331,768
FNMA POOL #AC6235 ARH5 WP 3.962% 11-01-39 243,583 $258,890
FNMA POOL #AC6945 ARH5 WP 3.585% 11-01-39 552,509 $578,792
FNMA POOL #AL1147 ARH10 3.556% 12-01-41 5,839,389 $6,110,634
FNMA POOL #AL1989 ARH10 4.395% 06-01-40 1,500,281 $1,602,760
FNR 01-4 GA WAC 9.51318% 04-17-25 4,310 $4,936
FNR 06-49 PA PAC1 6% 06-25-36 382,629 $421,177
FNR 06-56 OG PAC PO .0% 07-25-36 1,478,607 $1,321,830
FORD MOTOR CR SR UNSEC 2.375% 01-16-18 31,025,000 $31,322,251
FORD MOTOR CR SR UNSEC 2.375% 03-12-19 19,825,000 $19,701,252
FOREST LABORATORIES INC 144A SR UNSEC 4.375% 02-01-19 1,185,000 $1,248,694
FOREST LABORATORIES INC 144A SR UNSEC 5.0% 12-15-21 7,435,000 $7,881,100
FRANCE OAT EUR REG S 3.25% 05-25-45 9,990,000 $14,166,494
FRANCE TELECOM (ORANGE) GBP SR UNSEC (B) 5.0% 05-12-16 10,225,000 $18,165,821
FRANCE TELECOM (ORANGE) GBP SR UNSEC (B) 7.25% 11-10-20 4,425,000 $9,012,879
FRANCE TELECOM (ORANGE) REG S EUR SR UNSEC (B) 3.125% 01-09-24 9,500,000 $13,649,869
FRANCE TELECOM (ORANGE) REG S EUR SR UNSEC (B) 5.625% 05-22-18 1,500,000 $2,423,335
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 6.0% 01-15-22 5,450,000 $5,797,438
FREESCALE TL-B4 (L+325) (FLR 1.0) 4.25% 03-01-20 2,750,000 $2,761,602
FRONTIER COMMUNICATIONS SR UNSEC 8.5% 04-15-20 1,775,000 $2,072,313
FRONTIER COMMUNICATIONS SR UNSEC 9.25% 07-01-21 6,525,000 $7,764,750
G2JO 2.5 MA0908 04-20-28 3,776,759 $3,840,299
G2SF 3.5 MA1012 05-20-43 35,728,330 $36,518,569
G2SF 4.5 MA1287 09-20-43 7,588,562 $8,191,071
GABON REPUBLIC 144A LIFE 6.375% 12-12-24 12,190,000 $12,951,875
GARDNER DENVER TL-B (L+325) (FLR 1.00) 4.25% 07-30-20 5,715,016 $5,719,662
GAS NATURAL CAPITAL REG S EUR SR UNSEC (B) 4.125% 01-26-18 2,750,000 $4,174,222
GAZPROM CAPITAL 144A LIFE LPN 3.85% 02-06-20 400,000 $377,000
GAZPROM CAPITAL 144A LIFE LPN 5.999% 01-23-21 3,900,000 $3,992,625
GAZPROM OAO LPN REG S 6.212% 11-22-16 1,850,000 $1,970,250
GAZPROM OAO REG S LPN 6.51% 03-07-22 18,225,000 $18,862,875
GCCFC 06-GG7 A4 5.82027% 07-10-38 3,700,878 $4,025,445
GCCFC 07-GG11 A1A 5.704% 12-10-49/08-10-17 8,144,125 $9,163,142
GCCFC 07-GG11 AM 5.867% 12-10-49/08-10-17 4,945,000 $5,444,890
GCCFC 07-GG9 A4 5.444% 03-10-39/01-10-17 12,250,000 $13,437,552
GENERAL ELEC CAP CORP GBP SR UNSEC (B) 5.625% 09-16-31 750,000 $1,450,946
GENERAL ELEC CAP CORP SR UNSEC 2.45% 03-15-17 13,150,000 $13,594,562
GENERAL ELEC CAP CORP SR UNSEC 3.1% 01-09-23 3,180,000 $3,118,139
GENERAL ELEC CAP EURO FUNDING EUR (B) SR UNSEC 5.375% 01-23-20 9,100,000 $15,070,967
GENERAL ELEC CORP SR UNSEC 2.7% 10-09-22 3,000,000 $2,913,498
GENWORTH FINANCIAL INC SR UNSEC 4.9% 08-15-23 2,300,000 $2,416,670
GILEAD SCIENCES INC SR UNSEC 2.4% 12-01-14 735,000 $744,002
GILEAD SCIENCES INC SR UNSEC 3.05% 12-01-16 5,250,000 $5,524,633
GILEAD SCIENCES INC SR UNSEC 3.7% 04-01-24 5,680,000 $5,695,035
GILEAD SCIENCES INC SR UNSEC 4.8% 04-01-44 3,950,000 $4,082,353
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 1.5% 05-08-17 6,500,000 $6,543,563
GLAXOSMITHKLN FIN PLC 4(2) CP 5/20/2014 23,100,000 $23,094,509
GLENCORE XSTRATA LLC 144A LIFE FRN SR UNSEC (L+136) 01-15-19 8,725,000 $8,759,516
GLENCORE XSTRATA LLC 144A LIFE SR UNSEC 4.125% 05-30-23 1,370,000 $1,311,102
GOLDMAN SACHS GROUP INC SR UNSEC 2.625% 01-31-19 14,620,000 $14,603,304
GOLDMAN SACHS GROUP SR UNSEC 4.0% 03-03-24 23,800,000 $23,746,141
GOLDMAN SACHS GROUP SR UNSEC 6.25% 02-01-41 1,160,000 $1,382,291
GOODMAN FUNDING 144A LIFE SR UNSEC 6.375% 11-12-20 1,760,000 $2,002,920
GREECE GOVT BOND EUR PSI (11Y) REG S 2.0% 02-24-23 4,320,000 $4,694,502
GREECE GOVT BOND EUR PSI (12Y) REG S 2.0% 02-24-24 4,320,000 $4,568,647
GREECE GOVT BOND EUR PSI (13Y) REG S 2.0% 02-24-25 4,320,000 $4,489,653
GREECE GOVT BOND EUR PSI (14Y) REG S 2.0% 02-24-26 4,320,000 $4,406,095
GREECE GOVT BOND EUR PSI (15Y) REG S 2.0% 02-24-27 4,315,000 $4,328,234
GREECE GOVT BOND EUR PSI (16Y) REG S 2.0% 02-24-28 4,325,000 $4,258,929
GREECE GOVT BOND EUR PSI (17Y) REG S 2.0% 02-24-29 4,320,000 $4,197,675
GREECE GOVT BOND EUR PSI (18Y) REG S 2.0% 02-24-30 4,320,000 $4,147,564
GREECE GOVT BOND EUR PSI (19Y) REG S 2.0% 02-24-31 4,320,000 $4,101,738
GREECE GOVT BOND EUR PSI (20Y) REG S 2.0% 02-24-32 4,320,000 $4,063,173
GREECE GOVT BOND EUR PSI (21Y) REG S 2.0% 02-24-33 4,320,000 $4,021,393
GREECE GOVT BOND EUR PSI (22Y) REG S 2.0% 02-24-34 4,320,000 $3,990,505
GREECE GOVT BOND EUR PSI (23Y) REG S 2.0% 02-24-35 4,320,000 $3,969,199
GREECE GOVT BOND EUR PSI (24Y) REG S 2.0% 02-24-36 6,070,000 $5,564,298
GREECE GOVT BOND EUR PSI (25Y) REG S 2.0% 02-24-37 6,420,000 $5,873,641
GREECE GOVT BOND EUR PSI (26Y) REG S 2.0% 02-24-38 5,220,000 $4,767,854
GREECE GOVT BOND EUR PSI (27Y) REG S 2.0% 02-24-39 4,320,000 $3,932,717
GREECE GOVT BOND EUR PSI (28Y) REG S 2.0% 02-24-40 6,970,000 $6,342,267
GREECE GOVT BOND EUR PSI (29Y) REG S 2.0% 02-24-41 9,370,000 $8,508,045
GREECE GOVT BOND EUR PSI (30Y) REG S 2.0% 02-24-42 5,220,000 $4,754,622
GRIFOLS WORLDWIDE 144A SR UNSEC 5.25% 04-01-22 950,000 $973,750
HALYK BANK USD 144A LIFE 7.25% 01-28-21 8,975,000 $9,426,162
HALYK BANK USD 144A LIFE 7.25% 05-03-17 1,865,000 $1,992,753
HAMILTON SUNDSTRAND 144A LIFE SR UNSEC 7.75% 12-15-20 2,915,000 $3,155,488
HAWKER BEECHCRAFT TL-L/C (L+225) 0.0086% 03-26-14/02-15-15 48,631 $26,483
HBOS PLC LT2 144A LIFE SUB NT 6.75% 05-21-18 1,490,000 $1,691,572
HBOS PLC LT2 EUR SUB (B) 4.375% 10-30-19/14 885,000 $1,229,888
HCA INC SR SEC 1ST LIEN 5.0% 03-15-24 5,100,000 $5,122,313
HILT 13-HLT AFX 144A LIFE 2.6621% 11-05-30/18 15,106,000 $15,164,158
HOLCIM US FINANCE 144A LIFE SR UNSEC 5.15% 09-12-23 8,230,000 $8,810,824
HOLCIM US FINANCE 144A LIFE SR UNSEC 6.0% 12-30-19 3,222,000 $3,673,460
HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 06-15-23 690,000 $684,953
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.0% 08-15-22 250,000 $260,418
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.3% 06-15-16 1,000,000 $1,076,007
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.7% 01-15-18 8,805,000 $9,856,951
HSBC BANK PLC 144A LIFE SR UNSEC 4.125% 08-12-20 3,577,000 $3,797,626
HSBC BANK PLC 144A LIFE SR UNSEC 4.75% 01-19-21 2,150,000 $2,357,946
HSBC BANK PLC REG S EUR SR UNSEC (B) 4.0% 01-15-21 1,000,000 $1,583,611
HSBC HOLDINGS PLC EUR LT2 SUB NT (B) 6.0% 06-10-19 13,950,000 $22,731,884
HSBC HOLDINGS PLC SR UNSEC 4.0% 03-30-22 6,105,000 $6,351,813
HSBC HOLDINGS PLC SUB 4.25% 03-14-24 21,205,000 $21,276,991
HSBC HOLDINGS PLC SUB 5.25% 03-14-44 7,250,000 $7,358,627
HUNGARY GOVT BOND HUF 5.50% 06-24-25 279,490,000 $1,242,860
HUNGARY GOVT BOND HUF 6.0% 11-24-23 365,510,000 $1,713,116
HUNGARY GOVT BOND HUF 6.5% 06-24-19 8,035,750,000 $38,782,619
HUNGARY GOVT BOND HUF 7.0% 06-24-22 1,300,000,000 $6,466,535
HUNGARY GOVT BOND HUF 7.5% 11-12-20 9,587,250,000 $48,863,139
HUSKY ENERGY INC SR UNSEC 5.9% 06-15-14 1,300,000 $1,314,214
HYDRO ONE INC CAD SR UNSEC 5.49% 07-16-40 2,000,000 $2,165,572
IBERDROLA FIN IRELAND 144A LIFE SR UNSEC 3.8% 09-11-14 1,185,000 $1,200,631
IBERDROLA FIN IRELAND 144A LIFE SR UNSEC 5.0% 09-11-19 6,970,000 $7,667,648
IBM CORP SR UNSEC 1.95% 07-22-16 9,965,000 $10,260,323
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 3.5% 02-11-23 9,050,000 $8,696,996
IMPERIAL TOBACCO FINANCE PLC REG S EUR SR (B) 8.375% 02-17-16 2,775,000 $4,348,463
IMPERIAL TOBACCO FINANCE PLC REG S EUR SR UNSEC (B) 5.0% 12-02-19 12,425,000 $19,906,120
IMS HEALTH 144A LIFE PIK SR UNSEC 7.375%09-01-18 1,775,000 $1,810,500
INDONESIA GOVT BOND IDR FR69 7.875% 04-15-19 123,000,000,000 $10,946,567
INDONESIA REP OF 144A 3.375% 04-15-23 2,000,000 $1,795,000
INDONESIA REP OF 144A 4.875% 05-05-21 3,835,000 $3,950,050
INDONESIA REP OF 144A 5.875% 03-13-20 5,625,000 $6,173,438
INDONESIA REP OF 144A LIFE 6.75% 01-15-44 925,000 $1,014,031
INDONESIA REP OF REG S 3.75% 04-25-22 4,175,000 $3,961,031
INDONESIA REP OF REG S 4.625% 04-15-43 1,380,000 $1,162,650
INDONESIA REP OF REG S 4.875% 05-05-21 2,800,000 $2,884,000
INDONESIA REP OF REG S 5.875% 03-13-20 25,077,000 $27,522,008
INTELSAT JACKSON (UN-GTE) 144A ADD ON SR UNSEC 6.625% 12-15-22 11,375,000 $11,886,875
INTELSAT JACKSON (UN-GTE) SR UNSEC 6.625% 12-15-22 1,575,000 $1,645,875
INTELSAT JACKSON SR UNSEC 7.25% 10-15-20 1,100,000 $1,197,625
INTERCONTINENTAL EXCHANGE SR UNSEC 4.0% 10-15-23 3,860,000 $4,012,852
INTL PAPER CO SR UNSEC 7.3% 11-15-39 1,410,000 $1,845,555
INVENTIV 144A LIFE SR SEC 1ST LIEN 9.0% 01-15-18 7,000,000 $7,455,000
IRAQ REP OF 144A SF 5.8% 01-15-28 250,000 $221,875
IRELAND GOVT EUR 4.5% 04-18-20 115,680,000 $181,598,186
IRELAND GOVT EUR 5.4% 03-13-25 14,250,000 $23,575,739
IRELAND GOVT EUR REG S 3.4% 03-18-24 141,705,000 $201,668,006
IRON MOUNTAIN INC SR SUB 5.75% 08-15-24 3,550,000 $3,474,563
ISRAEL FIXED GOVT ILS 4.25% 03-31-23 161,550,000 $49,932,685
ISRAEL FIXED GOVT ILS 5.5% 02-28-17 40,890,000 $13,119,716
ISRAEL STATE OF USD 3.15% 06-30-23 10,700,000 $10,416,450
ISRAEL STATE OF USD 4.0% 06-30-22 13,050,000 $13,689,450
ISRAEL STATE OF USD 4.5% 01-30-43 1,890,000 $1,760,346
ISTAR FINANCIAL INC SR UNSEC 4.875% 07-01-18 5,000,000 $5,150,000
ISTAR FINANCIAL INC TL-B (L+350) (FLR 1.00) 4.5% 10-15-17 536,177 $539,110
ITALY GOVT BTPS EUR 144A LIFE/REG S 4.75% 09-01-44 2,800,000 $4,173,208
ITALY GOVT BTPS EUR 3.5% 06-01-18 22,150,000 $32,744,064
ITALY GOVT BTPS EUR 4.25% 03-01-20 8,810,000 $13,478,610
ITALY GOVT BTPS EUR 4.5% 03-01-24 42,600,000 $64,757,392
ITALY GOVT BTPS EUR 4.50% 03-01-19 9,540,000 $14,773,380
ITALY GOVT BTPS EUR 5.0% 03-01-22 41,595,000 $65,898,969
ITALY GOVT BTPS EUR 5.5% 09-01-22 5,775,000 $9,420,217
JAGUAR LAND ROVER PLC 144A LIFE SR UNSEC 8.125% 05-15-21 5,500,000 $6,270,000
JAPAN GVT 109 JPY BD 0.1% 03-20-18 2,795,000,000 $27,026,186
JAPAN GVT 113 JPY BD 0.3% 06-20-18 5,000,000 $48,723
JAPAN GVT 116 JPY BD 2.2% 03-20-30 1,985,000,000 $22,205,864
JAPAN GVT 136 JPY BD 1.6% 03-20-32 6,778,250,000 $68,494,376
JAPAN GVT 21 JPY BD 2.3% 12-20-35 8,435,000,000 $92,338,958
JAPAN GVT 269 JPY BD 1.3% 03-20-15 15,039,000,000 $147,462,047
JAPAN GVT 281 JPY BD 2.0% 06-20-16 1,415,000,000 $14,288,148
JAPAN GVT 284 JPY BD 1.7% 12-20-16 7,700,000,000 $77,832,180
JAPAN GVT 289 JPY BD 1.5% 12-20-17 2,993,000,000 $30,458,947
JAPAN GVT 29 JPY BD 2.4% 09-20-38 927,600,000 $10,339,968
JAPAN GVT 312 JPY BD 1.2% 12-20-20 4,862,650,000 $49,819,702
JAPAN GVT 315 JPY BD 1.2% 06-20-21 11,129,800,000 $114,078,644
JAPAN GVT 317 JPY BD 0.1% 06-15-14 8,426,200,000 $81,649,605
JAPAN GVT 321 JPY BD 1.0% 03-20-22 990,000,000 $9,989,682
JAPAN GVT 329 JPY BD 0.8% 06-20-23 1,750,000,000 $17,294,388
JAPAN GVT 331 JPY BD 0.1% 08-15-15 2,075,000,000 $20,113,277
JAPAN GVT 36 JPY BD 2.0% 03-20-42 1,395,000,000 $14,453,384
JAPAN GVT I/L 14 JPY 1.2% 12-10-17 1,272,000,000 $14,211,326
JAPAN GVT I/L 17 JPY 0.1% 09-10-23 2,780,000,000 $29,133,694
JBS S.A. 144A LIFE SR UNSEC 7.75% 10-28-20 5,300,000 $5,618,000
JMC STEEL GROUP 144A LIFE SR UNSEC 8.25% 03-15-18 4,800,000 $4,926,000
JO ANN STORES INC 144A LIFE SR UNSEC 8.125% 03-15-19 4,565,000 $4,759,013
JP MORGAN CHASE PFD SERIES U PRP (H) 6.125% 12-29-49/04-30-24 440,000 $434,939
JP MORGAN CHASE SR UNSEC 1.35% 02-15-17 14,600,000 $14,600,569
JP MORGAN CHASE SR UNSEC 1.625% 05-15-18 2,790,000 $2,743,404
JP MORGAN CHASE SR UNSEC 3.2% 01-25-23 15,750,000 $15,303,440
JP MORGAN CHASE SR UNSEC 3.25% 09-23-22 19,791,000 $19,534,350
JP MORGAN CHASE SR UNSEC 3.875% 02-01-24 3,500,000 $3,539,106
JPMCC 06-CB15 A4 5.814% 06-12-43/05-12-16 1,241,339 $1,341,399
JPMCC 06-CB16 A1A 5.546% 05-12-45 2,092,443 $2,279,978
JPMCC 06-LDP7 A4 5.84493% 04-15-45 3,830,000 $4,165,546
JPMCC 07-C1 A4 5.716% 02-15-51/11-15-17 3,000,000 $3,320,784
JPMCC 07-CB19 A4 5.69783% 02-12-49/04-12-17 11,145,000 $12,368,988
JPMCC 11-C3A A2 144A 3.6727% 02-15-46/01-15-18 8,500,000 $8,876,635
JPMCC 11-C4 A2 144A 3.3412% 07-15-46/05-15-16 6,750,000 $7,046,393
JSC DEV BK OF KAZAKHSTAN USD 144A LIFE 5.5% 12-20-15 (B) 1,984,000 $2,078,141
KIMCO REALTY CORP SR UNSEC 4.3% 02-01-18 500,000 $538,523
KIMCO REALTY CORP SR UNSEC 4.904% 02-18-15 1,360,000 $1,409,054
KIMCO REALTY CORP SR UNSEC 5.584% 11-23-15 2,003,000 $2,151,532
KIMCO REALTY CORP SR UNSEC 5.7% 05-01-17 500,000 $557,987
KIMCO REALTY CORP SR UNSEC 6.875% 10-01-19 8,010,000 $9,553,631
KINDER MORGAN ENERGY SR UNSEC 2.65% 02-01-19 670,000 $669,989
KINDER MORGAN ENERGY SR UNSEC 3.45% 02-15-23 7,500,000 $7,163,235
KINDER MORGAN ENERGY SR UNSEC 3.5% 03-01-21 3,960,000 $3,950,821
KINDER MORGAN ENERGY SR UNSEC 3.5% 09-01-23 4,490,000 $4,248,434
KINDER MORGAN ENERGY SR UNSEC 4.15% 02-01-24 14,720,000 $14,663,372
KINDER MORGAN ENERGY SR UNSEC 5.5% 03-01-44 12,610,000 $12,942,627
KINDRED HEALTHCARE INC TL-B (L+300) (FLR 1.00) 4.0% 04-11-21 4,000,000 $4,020,000
KINETIC CONCEPTS INC SR SEC 2ND LIEN 10.5% 11-01-18 3,845,000 $4,440,975
KINETIC CONCEPTS INC SR UNSEC 12.5% 11-01-19 4,000,000 $4,690,000
KINETIC CONCEPTS TL-E1 (L+300) (FLR 1.00) 4.0% 05-04-18 1,069,621 $1,074,106
KOREA DEV BANK BOND SR UNSEC 3.875% 05-04-17 12,800,000 $13,714,842
KOREA NDFB 1709 KRW 5.5% 09-10-17 76,543,470,000 $77,772,609
KOREA NDFB 2206 KRW 3.75% 06-10-22 54,961,550,000 $52,813,637
KOREA NDFB 2303 KRW 3.0% 03-10-23 29,548,210,000 $26,782,734
KRAFT FOODS GROUP INC SR UNSEC 2.25% 06-05-17 1,590,000 $1,631,354
KRAFT FOODS GROUP INC SR UNSEC 5.375% 02-10-20 1,570,000 $1,793,166
KROGER CO SR UNSEC 6.8% 12-15-18 1,000,000 $1,188,539
LATVIA REP 144A LIFE EUR 2.625% 01-21-21 12,360,000 $17,397,129
LATVIA REP OF USD REG S 2.75% 01-12-20 39,140,000 $37,779,885
LATVIA REP OF USD REG S 5.25% 06-16-21 28,750,000 $31,390,069
LBUBS 07-C2 A3 5.43% 02-15-40 2,883,631 $3,181,179
LBUBS 07-C6 AM 6.114% 07-15-40 460,000 $509,897
LBUBS 07-C7 AM 6.15044% 09-15-45 2,110,000 $2,409,742
LEUCADIA NATL CORP SR UNSEC 5.5% 10-18-23 1,685,000 $1,758,987
LIGHTSQUARED TL-B PIK 12.0% 10-01-14 5,844,915 $6,984,673
LLOYDS TSB BANK PLC LT2 GBP REG S SUB (B) 10.75% 12-16-21/16 1,025,000 $2,047,604
LLOYDS TSB BANK PLC REG S LT2 EUR (B) 6.5% 03-24-20 26,550,000 $43,945,660
LSB INDUSTRIES 144A LIFE SR UNSEC 7.75% 08-01-19 2,735,000 $2,946,963
MACY'S RETAIL SR UNSEC 7.875% 07-15-15 2,857,000 $3,103,253
MACYS RETAIL SR UNSEC 4.375% 09-01-23 2,550,000 $2,645,049
MALAYSIA GVT MYR 3.172% 07-15-16 23,500,000 $7,173,009
MALAYSIA GVT MYR 3.26% 03-01-18 43,490,000 $13,129,598
MALAYSIA GVT MYR 4.012% 09-15-17 14,000,000 $4,348,793
MALAYSIA GVT MYR 4.24% 02-07-18 17,500,000 $5,484,068
MARFRIG OVERSEAS 144A LIFE SR UNSEC 9.5% 05-04-20 180,000 $182,475
MARFRIG OVERSEAS REG S SR UNSEC 8.375% 05-09-18 800,000 $802,400
MARFRIG OVERSEAS REG S SR UNSEC 9.5% 05-04-20 100,000 $101,375
MARKS & SPENCER PLC 144A LIFE SR UNSEC 6.25% 12-01-17 4,500,000 $5,035,042
MCCLATCHY CO SR SEC 1ST LIEN 9.0% 12-15-22 3,650,000 $4,265,938
MCDONALDS CORP SR UNSEC 3.5% 07-15-20 8,005,000 $8,419,971
MCKESSON CORP SR UNSEC 2.284% 3-15-19 4,610,000 $4,578,758
MCKESSON CORP SR UNSEC 3.25% 03-01-16 740,000 $771,420
MCKESSON CORP SR UNSEC 3.796% 03-15-24 2,920,000 $2,929,172
MCKESSON CORP SR UNSEC 4.883% 03-15-44 1,305,000 $1,327,931
MEDIACOM BROADBAND LLC SR UNSEC 6.375% 04-01-23 3,000,000 $3,195,000
MEDIACOM LLC SR UNSEC 7.25% 02-15-22 5,000,000 $5,475,000
MERCK & CO INC SR UNSEC 2.8% 05-18-23 1,100,000 $1,047,105
MERRILL LYNCH BAC LT2 SUB EUR 4.625% 09-14-18 17,536,000 $26,773,601
MEXICAN UDIBONOS I/L MXN (TITLES) 2.0% 06-09-22 895,000 $34,119,795
MEXICAN UDIBONOS I/L MXN (TITLES) 3.5% 12-14-17 529,000 $22,294,675
MEXICAN UDIBONOS I/L MXN (TITLES) 4.0% 11-15-40 508,000 $20,981,075
MICHAELS STORES 144A LIFE PIK SR UNSEC 7.50% 08-01-18 1,700,000 $1,759,500
MICHAELS STORES SR UNSEC 7.75% 11-01-18 2,900,000 $3,113,875
MIDAMERICAN ENERGY HLDGS 144A SR UNSEC 3.75% 11-15-23 11,830,000 $11,794,049
MIDAMERICAN ENERGY HLDS 144A SR UNSEC 5.15% 11-15-43 1,995,000 $2,133,958
MILACRON INC 144A LIFE SR UNSEC 7.75% 02-15-21 1,650,000 $1,790,250
MLCFC 07-8 A3 5.89446% 08-12-49/07-12-17 890,000 $995,736
MLMT 04-BPC1 A5 4.855% 10-12-41/14 3,385,896 $3,412,035
MLMT 07-C1 A4 5.84057% 06-12-50/17 1,950,000 $2,173,316
MODULAR SPACE CORP 144A LIFE SR SEC 2ND LIEN 10.25% 01-31-19 825,000 $860,063
MONDELEZ INTERNATIONAL EUR SR UNSEC 2.375% 01-26-21 6,300,000 $8,764,251
MORGAN STANLEY SR UNSEC 2.125% 04-25-18 5,125,000 $5,120,024
MORGAN STANLEY SR UNSEC 2.5% 01-24-19 14,625,000 $14,605,022
MORGAN STANLEY SR UNSEC 3.8% 04-29-16 7,500,000 $7,904,025
MOROCCO KINGDOM OF 144A LIFE USD 4.25% 12-11-22 2,500,000 $2,429,888
MOROCCO KINGDOM OF 144A LIFE USD 5.5% 12-11-42 1,500,000 $1,408,563
MOROCCO KINGDOM OF REG S USD 4.25% 12-11-22 5,700,000 $5,540,144
MOROCCO KINGDOM OF REG S USD 5.5% 12-11-42 10,000,000 $9,390,419
MSC 06-IQ12 A1A 5.319% 12-15-43/16 3,716,135 $4,062,082
MSC 07-IQ13 AM 5.406% 03-15-44/17 965,000 $1,052,572
MSC 07-IQ15 A4 5.90778% 06-11-49/7-11-17 265,889 $296,792
NATIONAL GRID CO PLC EUR SR UNSEC (B) 4.375% 03-10-20 4,000,000 $6,338,716
NATIONAL GRID CO PLC GBP SR UNSEC (B) 4.0% 06-08-27 2,250,000 $3,673,823
NATIONAL GRID CO PLC SR UNSEC 6.3% 08-01-16 10,575,000 $11,811,492
NATIONAL GRID TRANSCO PLC EUR SR UNSEC (B) 5.0% 07-02-18 3,275,000 $5,204,316
NATIONAL RURAL UTIL SR SEC 1ST LIEN 10.375% 11-01-18 3,250,000 $4,387,380
NATIONAL RURAL UTIL SR SEC 1ST LIEN 3.875% 09-16-15 7,750,000 $8,117,590
NAVIOS MARITIME HLDGS SR UNSEC 8.125% 02-15-19 500,000 $507,500
NBC UNIVERSAL 144A LIFE PRP (H) 5.25% 12-19-49/03-19-21 2,335,000 $2,370,025
NBC UNIVERSAL ENTERPRISE 144A LIFE FRN SR UNSEC (L+68.5) 04-15-18 5,785,000 $5,824,726
NBC UNIVERSAL ENTERPRISE 144A LIFE SR UNSEC 1.974% 04-15-19 18,100,000 $17,728,027
NEIMAN MARCUS / MARIPOSA 144A LIFE SR UNSEC 8.0% 10-15-21 2,175,000 $2,400,656
NEIMAN MARCUS TL-B (L+325) (FLR 1.00) 4.25% 10-25-20 4,389,000 $4,411,287
NEIMAN MARCUS/MARIPOSA PIK 144A LIFE SR UNSEC 8.75%/9.5% 10-15-21 4,825,000 $5,355,750
NESTLE FINANCE INTL LTD GBP REG S SR UNSEC (B) 2.25% 11-30-23 1,000,000 $1,540,865
NETHERLANDS GOVT EUR 3.25% 07-15-15 9,650,000 $13,820,259
NETHERLANDS GOVT REG S EUR 1.25% 01-15-19 43,300,000 $60,875,892
NEWCREST MINING 144A LIFE SR UNSEC 4.45% 11-15-21 1,890,000 $1,694,933
NEWS AMERICA FOX SR UNSEC 5.4% 10-01-43 1,150,000 $1,242,779
NEXTEL INTL 144A SR UNSEC 11.375% 08-15-19 1,600,000 $1,136,000
NEXTEL INTL 144A SR UNSEC 7.875% 08-15-19 4,150,000 $2,842,750
NEXTEL INTL SR UNSEC 10.0% 08-15-16 125,000 $51,563
NEXTEL INTL SR UNSEC 7.625% 04-01-21 9,000,000 $2,565,000
NEXTEL INTL SR UNSEC 8.875% 12-15-19 2,625,000 $1,187,813
NGPL PIPECO LLC 144A LIFE SR SEC 1ST LIEN 9.625% 06-01-19 6,900,000 $7,400,250
NIGERIA GOVT NGN 10.0% 07-23-30 941,000,000 $4,326,053
NIGERIA REP OF USD 144A LIFE 5.125% 07-12-18 3,400,000 $3,485,850
NIGERIA REP OF USD 144A LIFE 6.375% 07-12-23 1,425,000 $1,476,656
NORDEA BANK 144A LIFE SR UNSEC 1.625% 05-15-18 2,645,000 $2,604,532
NORDEA BANK 144A LIFE SR UNSEC 3.7% 11-13-14 5,000,000 $5,099,925
NORDEA BANK AB 4(2) CP 6/16/2014 20,000,000 $19,992,860
NORDEA BANK AB LT2 EUR SUB (B) 4.625% 02-15-22/17 1,375,000 $2,047,208
NORDEA HYPOTEK AB COVERED SEK 4.0% 06-18-14 45,800,000 $7,125,370
NORFOLK SOUTHERN CORP SR UNSEC 3.0% 04-01-22 4,000,000 $3,903,184
NORFOLK SOUTHERN CORP SR UNSEC 5.75% 01-15-16 4,265,000 $4,616,483
NORTEK INC SR UNSEC 10.0% 12-01-18 2,050,000 $2,260,125
NORTEK INC SR UNSEC 8.5% 04-15-21 950,000 $1,066,375
NORTHWEST AIRLINES SEC TL-SR (L+175) 2.0% 12-22-18 734,285 $682,885
NORWAY GOVT NOK 3.75% 05-25-21 126,000,000 $22,665,523
NORWAY GOVT NOK 4.25% 05-19-17 193,500,000 $34,801,110
NORWAY GOVT NOK 4.5% 05-22-19 135,430,000 $25,176,934
NOVARTIS CAPITAL CORP SR UNSEC 3.4% 05-06-24 11,330,000 $11,342,055
NOVARTIS CAPITAL CORP SR UNSEC 4.4% 05-06-44 1,750,000 $1,773,167
NOVARTIS FINANCE SA REG S EUR SR UNSEC (B) 4.25% 06-15-16 1,250,000 $1,860,875
ODEBRECHT DRILLING 144A LIFE SR SEC 1ST LIEN SF 6.75% 10-01-22 15,109,137 $15,713,502
ODEBRECHT DRILLING NORBE 144A LIFE SR SEC SF 6.35% 06-30-21 6,300,000 $6,567,750
ODEBRECHT FINANCE LTD 144A LIFE SR UNSEC 7.125% 06-26-42 1,135,000 $1,112,300
ORANGE SA SR UNSEC 2.75% 02-06-19 4,760,000 $4,826,926
ORANGE SA SR UNSEC 5.5% 02-06-44 2,250,000 $2,365,299
PACIFIC GAS & ELECTRIC SR UNSEC 3.25% 06-15-23 2,565,000 $2,485,816
PACIFIC GAS & ELECTRIC SR UNSEC 3.85% 11-15-23 1,335,000 $1,349,140
PACIFIC RUBIALES 144A LIFE SR UNSEC 5.375% 01-26-19 6,000,000 $6,240,000
PATHEON INC 1ST LIEN TL-B (L+325) (FLR 1.0) 4.25% 03-11-21 2,890,000 $2,879,764
PATHEON SR UNSEC 144A LIFE 7.5% 02-01-22 445,000 $460,019
PDC ENERGY INC SR UNSEC 7.75% 10-15-22 4,750,000 $5,225,000
PEMEX 144A 6.375% 01-23-45 7,000,000 $7,568,750
PEMEX 3.5% 07-18-18 1,500,000 $1,560,000
PEMEX 4.875% 01-18-24 420,000 $434,700
PEMEX 4.875% 01-24-22 8,960,000 $9,385,600
PEMEX 5.5% 01-21-21 1,070,000 $1,174,325
PEMEX 6.5% 06-02-41 2,470,000 $2,717,000
PEMEX 6.625% 06-15-35 6,750,000 $7,526,250
PEMEX 8.0% 05-03-19 6,400,000 $7,840,000
PERNOD RICARD SA 144A LIFE SR UNSEC 2.95% 01-15-17 2,000,000 $2,074,380
PERNOD RICARD SA 144A LIFE SR UNSEC 4.45% 01-15-22 4,945,000 $5,180,778
PERU GOVT PEN 144A LIFE GDN 5.2% 09-12-23 43,000 $14,449,731
PETROBRAS INTL SR UNSEC 5.375% 01-27-21 695,000 $706,415
PETROBRAS INTL SR UNSEC 6.75% 01-27-41 1,000,000 $974,084
PETROBRAS SR UNSEC 5.625% 05-20-43 175,000 $148,846
PETROBRAS SR UNSEC 6.25% 03-17-24 900,000 $929,609
PHILIP MORRIS INTL INC SR UNSEC 1.875% 01-15-19 3,925,000 $3,879,596
PHILIPPINES GOVT BOND PHP 6.375% 01-19-22 170,000,000 $4,410,963
PHILIPPINES REP OF GLOBAL PHP 4.95% 01-15-21 114,000,000 $2,632,782
PHILIPPINES REP OF GLOBAL PHP 6.25% 01-14-36 758,000,000 $17,146,024
PIEDMONT OPERATING SR UNSEC 3.4% 06-01-23 1,250,000 $1,160,330
PLAYA RESORTS 144A LIFE SR UNSEC 8.0% 08-15-20 2,725,000 $2,956,625
PLAYA RESORTS TL-B (L+300) (FLR 1.00) 4.00% 08-09-19 721,375 $726,334
PLY GEM 144A SR UNSEC 6.5% 02-01-22 3,525,000 $3,573,469
PLY GEM TL-B1 (L+300) (FLR 1.0) 4.0% 02-01-21 3,825,000 $3,834,563
PNC FINL SVCS SR UNSEC 2.854% 11-09-22 9,210,000 $8,799,354
POLAND GOVT BOND PLN 2.5% 07-25-18 106,000,000 $33,661,783
POLAND GOVT BOND PLN 4.0% 10-25-23 30,930,000 $10,052,567
POLAND GOVT BOND PLN 5.25% 10-25-17 532,915,000 $187,447,449
POLAND GOVT BOND PLN 5.25% 10-25-20 217,150,000 $77,357,048
POLAND GOVT BOND PLN 5.75% 09-23-22 228,285,000 $83,961,212
POLAND GOVT BOND PLN 5.75% 10-25-21 175,895,000 $64,510,733
POLAND GOVT BOND USD 4.0% 01-22-24 27,335,000 $27,615,184
POLAND GOVT BOND USD 5.0% 03-23-22 13,400,000 $14,656,250
POLAND GOVT BOND USD 5.125% 04-21-21 15,300,000 $16,933,275
POLAND GOVT BOND USD 6.375% 07-15-19 24,960,000 $29,346,720
PORTUGAL GOVT 144A/REG S EUR 4.1% 04-15-37 39,825,000 $51,096,789
PORTUGAL GOVT EUR 144A/REG S (B) 5.65% 02-15-24 32,525,000 $50,620,121
PORTUGAL GOVT EUR 144A/REG S 3.85% 04-15-21 19,350,000 $27,391,143
PORTUGAL GOVT EUR 144A/REG S 4.75% 06-14-19 62,920,000 $94,221,316
POST HOLDINGS INC 144A LIFE SR UNSEC 6.75% 12-01-21 4,650,000 $4,934,813
POST HOLDINGS INC SR UNSEC 7.375% 02-15-22 2,500,000 $2,700,000
PRA HOLDINGS 144A LIFE SR UNSEC 9.5% 10-01-23 2,335,000 $2,583,094
PROGRESS ENERGY INC SR UNSEC 7.05% 03-15-19 4,380,000 $5,250,472
PROGRESS ENERGY INC SR UNSEC 7.75% 03-01-31 1,990,000 $2,726,505
PROLOGIS INC SR UNSEC 2.75% 02-15-19 1,000,000 $1,005,357
PROLOGIS INC SR UNSEC 3.35% 02-01-21 10,095,000 $10,005,054
PROLOGIS INC SR UNSEC 4.25% 08-15-23 11,545,000 $11,765,787
PROLOGIS INC SR UNSEC 6.125% 12-01-16 1,550,000 $1,736,673
PTTEP USD 144A LIFE SR UNSEC 5.692% 04-05-21 4,045,000 $4,446,264
PUGET ENERGY INC SR SEC 1ST LIEN 5.625% 07-15-22 2,040,000 $2,329,166
PUGET ENERGY INC SR SEC 1ST LIEN 6.0% 09-01-21 1,095,000 $1,263,673
PUGET ENERGY INC SR SEC 1ST LIEN 6.5% 12-15-20 1,475,000 $1,722,768
QBE INSURANCE GROUP 144A LIFE SR UNSEC 2.4% 05-01-18 3,500,000 $3,426,518
QGOG ATLANTIC/ALASKAN RIGS 144A SF SR SEC 1ST LIEN 5.25% 07-30-19/18 6,130,800 $6,363,770
QGOG CONSTELLATION SA 144A LIFE SR UNSEC 6.25% 11-09-19 5,350,000 $5,356,688
QUEENSLAND TREASURY AUD DOMESTIC SER 15 6.0% 10-14-15 2,500,000 $2,429,800
QUEENSLAND TREASURY AUD DOMESTIC SER 17 6.0% 09-14-17 3,500,000 $3,532,487
QUEENSLAND TREASURY AUD SER 24 5.75% 07-22-24 25,625,000 $25,941,441
R.R. DONNELLEY & SONS SR UNSEC 6.5% 11-15-23 3,000,000 $3,183,750
R.R. DONNELLEY & SONS SR UNSEC 7.875% 03-15-21 3,400,000 $3,910,000
RABOBANK NEDERLAND LT2 4.625% 12-01-23 14,905,000 $15,370,051
RABOBANK NEDERLAND LT2 EUR SUB (B) 3.875% 07-25-23 2,925,000 $4,263,401
RAS LAFFAN LNG2 144A LIFE SF 5.298% 09-30-20 2,647,496 $2,860,884
RAS LAFFAN LNG3 144A LIFE SF 5.838% 09-30-27 8,000,000 $8,684,800
RCI BANQUE SA EUR SR UNSEC (B) 2.875% 01-22-18 3,700,000 $5,350,473
RCI BANQUE SA SR UNSEC 144A LIFE 3.5% 04-03-18 9,000,000 $9,345,706
REALOGY CORP 144A LIFE SR SEC 1.5 LIEN 7.875% 02-15-19 3,725,000 $4,036,969
REALOGY CORP 144A LIFE SR UNSEC 3.375% 05-01-16 2,750,000 $2,777,500
REALOGY CORP TL-L/C EXT (L+425) 4.5% 10-10-16 112,674 $112,744
RED DE CARRETERAS DE OCCIDENTE 144A LIFE MXN SR SEC 1ST LIEN SF 9.0% 06-10-28 36,950,000 $2,503,206
RED ELECTRICA EUR (B) 4.75% 02-16-18 1,800,000 $2,802,577
REGIONS FINANCIAL CORP SR UNSEC 2.0% 05-15-18 4,100,000 $4,023,396
REGIONS FINANCIAL CORP SR UNSEC 5.75% 06-15-15 295,000 $311,211
REGIONS FINANCIAL CORP SR UNSEC 7.75% 11-10-14 103,000 $107,350
REGIONS FINANCIAL CORP SUB 5.2% 04-01-15 200,000 $208,051
REPUBLIC OF HUNGARY EUR (B) 5.75% 06-11-18 24,190,000 $37,076,289
REPUBLIC OF HUNGARY EUR (B) 6.0% 01-11-19 23,625,000 $36,765,070
REPUBLIC OF HUNGARY EUR (B) REG S 3.875% 02-24-20 4,000,000 $5,648,916
REPUBLIC OF HUNGARY USD GLOBAL 4.125% 02-19-18 13,780,000 $14,044,037
REPUBLIC OF HUNGARY USD GLOBAL 5.375% 02-21-23 72,300,000 $73,815,032
REPUBLIC OF HUNGARY USD GLOBAL 5.375% 03-25-24 710,000 $713,195
REPUBLIC OF HUNGARY USD GLOBAL 5.75% 11-22-23 2,300,000 $2,386,250
REPUBLIC OF HUNGARY USD GLOBAL 6.25% 01-29-20 35,195,000 $38,582,519
REPUBLIC OF HUNGARY USD GLOBAL 7.625% 03-29-41 2,760,000 $3,194,700
REPUBLIC OF KOREA GLOBAL SR UNSEC 5.75% 04-16-14 3,400,000 $3,405,440
REPUBLIC OF LITHUANIA USD 144A 6.125% 03-09-21 7,155,000 $8,211,794
REPUBLIC OF LITHUANIA USD 144A LIFE 6.625% 02-01-22 4,750,000 $5,626,375
REPUBLIC OF LITHUANIA USD REG S 6.625% 02-01-22 11,600,000 $13,740,200
REPUBLIC OF LITHUANIA USD REG S 7.375% 02-11-20 11,550,000 $13,975,500
REYNOLDS AMERICAN INC SR UNSEC 4.85% 09-15-23 2,480,000 $2,603,122
REYNOLDS AMERICAN INC SR UNSEC 6.15% 09-15-43 4,990,000 $5,650,282
REYNOLDS GROUP SR SEC 1ST LIEN 5.75% 10-15-20 6,900,000 $7,262,250
REYNOLDS GROUP SR UNSEC 9.0% 04-15-19 3,500,000 $3,762,500
REYNOLDS GROUP SR UNSEC 9.875% 08-15-19 1,635,000 $1,835,288
RIO TINTO FINANCE SR UNSEC 2.25% 12-14-18 6,425,000 $6,433,475
RIO TINTO FINANCE SR UNSEC 2.5% 05-20-16 3,000,000 $3,099,045
RIO TINTO FINANCE SR UNSEC 2.875% 08-21-22 3,340,000 $3,185,271
ROCHE HLDGS 144A LIFE SR UNSEC 7.0% 03-01-39 5,290,000 $7,413,224
ROGERS COMMUNICATION CAD SR UNSEC 5.8% 05-26-16 1,750,000 $1,713,021
ROSETTA RESOURCES INC SR UNSEC 5.625% 05-01-21 1,350,000 $1,387,125
ROYAL BANK OF CANADA USD SR UNSEC 1.5% 01-16-18 4,150,000 $4,119,668
ROYAL BK OF SCOTLAND SR UNSEC 4.375% 03-16-16 3,000,000 $3,191,022
ROYAL BK OF SCOTLAND SR UNSEC 5.625% 08-24-20 1,195,000 $1,351,684
RSA INSURANCE GROUP PLC GBP LT2 (H) (B) 9.375% 05-20-39/19 6,583,000 $13,400,901
RSA INSURANCE GROUP PRP GBP UT2 (H) (B) 8.5% 07-29-49/12-08-14 26,434,000 $45,997,481
RUSSIA GOVT OFZ RUB 6.2% 01-31-18 841,350,000 $22,677,522
RUSSIA GOVT OFZ RUB 7.5% 03-15-18 2,237,850,000 $62,188,203
RUSSIA GOVT OFZ RUB 7.6% 07-20-22 180,000,000 $4,791,616
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 02-01-21 1,600,000 $1,658,000
SABMILLER HOLDINGS 144A LIFE SR UNSEC 4.95% 01-15-42 1,645,000 $1,729,076
SAMSON INVESTMENT CO 144A SR UNSEC 9.75%/10.75% 02-15-20 4,915,000 $5,381,925
SAMSUNG ELECTRONICS 144A LIFE SR UNSEC 1.75% 04-10-17 3,800,000 $3,810,572
SANTANDER ISSUANCES 144A LIFE SUB NT 6.5% 08-11-19/14 400,000 $401,825
SBC COMMUNICATIONS SR UNSEC 5.1% 09-15-14 3,909,000 $3,991,347
SCHAEFFLER HOLDING BV 144A LIFE PIK SR SEC 1ST LIEN 6.875% 08-15-18 2,225,000 $2,377,969
SCHAEFFLER HOLDING BV EUR 144A LIFE PIK SR SEC 1ST LIEN 6.875% 08-15-18 2,800,000 $4,114,903
SCHERING-PLOUGH CORP EUR SR UNSEC 5.375% 10-01-14 8,105,000 $11,440,533
SCHERING-PLOUGH CORP SR UNSEC 6.0% 09-15-17 3,275,000 $3,773,635
SCHLUMBERGER SR UNSEC 3.65% 12-01-23 2,660,000 $2,703,839
SCOTTISH POWER PLC SR UNSEC 5.375% 03-15-15 8,200,000 $8,548,377
SCOTTISH POWER PLC SR UNSEC 5.81% 03-15-25 2,500,000 $2,702,505
SE BANKEN EUR REG S SR UNSEC 4.25% 02-21-18 1,500,000 $2,304,380
SE BANKEN REG S EUR SR UNSEC (B) 5.5% 05-06-14 2,000,000 $2,769,200
SELECT MEDICAL CORP SR UNSEC 6.375% 06-01-21 6,910,000 $7,048,200
SERENA SOFTWARE SR SUB NT 10.375% 03-15-16 2,356,000 $2,373,670
SFEF FR GOVT GTD 144A (B) 2.875% 09-22-14 6,070,000 $6,144,175
SHELL INTL FINANCE EUR SR UNSEC 4.5% 02-09-16 3,000,000 $4,440,751
SIMON PROPERTY GROUP SR UNSEC 10.35% 04-01-19 2,975,000 $4,031,428
SINGAPORE GOVT SGD 3.25% 09-01-20 6,200,000 $5,312,516
SLMA A-4 GBP REG S 5.15% 09-17-15/12-15-39 2,400,000 $3,845,115
SLOVAK REPUBLIC 144A 4.375% 05-21-22 5,000,000 $5,315,625
SLOVENIA GOVT EUR REG S RS63 4.375% 02-06-19 5,140,000 $7,789,587
SLOVENIA GOVT EUR REG S RS66 4.625% 09-09-24 5,485,000 $8,213,062
SLOVENIA GOVT EUR REG S RS67 4.125% 01-26-20 7,780,000 $11,581,140
SLOVENIA GOVT USD 144A LIFE 4.125% 02-18-19 5,790,000 $6,001,335
SLOVENIA GOVT USD 144A LIFE 4.75% 05-10-18 6,960,000 $7,464,739
SLOVENIA GOVT USD 144A LIFE 5.5% 10-26-22 7,600,000 $8,132,000
SLOVENIA GOVT USD 144A LIFE 5.85% 05-10-23 33,715,000 $36,917,925
SLOVENIA GOVT USD REG S 5.85% 05-10-23 9,475,000 $10,375,125
SOCIETE GENERAL NOR AMER CP 5/5/2014 42,600,000 $42,592,545
SOUTH AFRICA GVT ZAR R2023 7.75% 02-28-23 358,250,000 $32,907,277
SOUTH AFRICA GVT ZAR R213 7.0% 02-18-31 155,950,000 $12,538,481
SOUTH AFRICA GVT ZAR R214 6.5% 02-28-41 134,000,000 $9,560,737
SPAIN GOVT EUR 144A LIFE/REG S 3.8% 04-30-24 46,430,000 $67,040,972
SPAIN GOVT EUR 144A LIFE/REG S 5.15% 10-31-44 24,350,000 $38,637,691
SPAIN GOVT EUR 144A/REG S 5.4% 01-31-23 296,080,000 $481,735,774
SPAIN GOVT EUR 3.75% 10-31-18 3,390,000 $5,089,294
SPAIN GOVT EUR 4.5% 01-31-18 235,480,000 $360,793,116
SPAIN GOVT EUR 5.5% 07-30-17 3,075,000 $4,817,914
SPAIN GOVT EUR 5.85% 01-31-22 83,675,000 $139,806,508
SPECTRA ENERGY PARTNERS SR UNSEC 4.75% 03-15-24 6,090,000 $6,430,492
SPRINT 144A SR UNSEC 7.875% 09-15-23 9,800,000 $10,804,500
SPRINT CAPITAL SR UNSEC 6.9% 05-01-19 11,750,000 $12,954,375
SPRINT SR UNSEC 7.0% 08-15-20 3,950,000 $4,325,250
SRA INTERNATIONAL TL-B (L+525) (FLR 1.25) 6.50% 07-20-18 5,332,696 $5,359,360
STANDARD CHARTERED BANK LT2 EUR (B) 5.875% 09-26-17 6,000,000 $9,372,473
STANDARD CHARTERED PLC 144A LIFE SR UNSEC 3.2% 05-12-16 10,865,000 $11,345,852
STANDARD CHARTERED PLC 144A LIFE SR UNSEC 3.85% 04-27-15 5,830,000 $6,024,226
STATE OF QATAR 144A LIFE 4.5% 01-20-22 3,500,000 $3,823,750
STATER BROTHERS SR UNSEC 7.75% 04-15-15 4,025,000 $4,045,125
STATOIL ASA FRN SR UNSEC (L+29) 05-15-18 5,460,000 $5,459,186
STATOIL ASA SR UNSEC 1.8% 11-23-16 4,000,000 $4,100,936
STATOIL ASA SR UNSEC 1.95% 11-08-18 4,515,000 $4,524,874
STATOIL ASA SR UNSEC 3.15% 01-23-22 6,000,000 $6,029,778
STATOIL ASA SR UNSEC 3.7% 03-01-24 6,325,000 $6,457,933
STATOIL ASA SR UNSEC 4.25% 11-23-41 3,000,000 $2,932,506
SUMITOMO MITSUI BANKING 4(2) CP 6/10/2014 50,000,000 $49,979,800
SVENSKA HANDELSBANKEN AB EUR REG S SR UNSEC (B) 2.625% 08-23-22 2,900,000 $4,168,536
SWEDEN GOVT SEK BOND 3.0% 07-12-16 181,300,000 $29,415,542
SWEDEN GOVT SEK BOND 3.5% 06-01-22 290,745,000 $50,192,830
SWEDEN GOVT SEK BOND 3.75% 08-12-17 198,570,000 $33,401,595
SWEDEN GOVT SEK BOND 5.0% 12-01-20 36,050,000 $6,712,458
SWEDEN GOVT SEK BOND 6.75% 05-05-14 11,040,000 $1,715,042
SWEDEN GOVT SER 3104 SEK I/L 3.5% 12-01-28 130,350,000 $33,485,729
SWEDEN GOVT SER 3105 SEK I/L 3.5% 12-01-15 31,850,000 $6,390,742
T-MOBILE SR UNSEC 6.25% 04-01-21 6,925,000 $7,349,156
T-MOBILE SR UNSEC 6.625% 04-01-23 8,425,000 $8,972,625
T-MOBILE SR UNSEC 6.731% 04-28-22 2,500,000 $2,687,500
TAMPA ELECTRIC SR UNSEC 4.1% 06-15-42 3,140,000 $2,997,742
TARGET CORP SR UNSEC 6.0% 01-15-18 4,375,000 $5,040,538
TECO FINANCE INC SR UNSEC 4.0% 03-15-16 20,000 $21,171
TECO FINANCE INC SR UNSEC 5.15% 03-15-20 270,000 $299,087
TEEKAY SHIP CORP SR UNSEC 8.5% 01-15-20 3,400,000 $3,884,500
TELECOM ITALIA EUR SR UNSEC (B) 7.75% 01-24-33 1,500,000 $2,508,347
TELECOM ITALIA GBP SR UNSEC (B) 5.625% 12-29-15 15,100,000 $26,601,656
TELECOM ITALIA GBP SR UNSEC (B) 6.375% 06-24-19 3,000,000 $5,397,640
TELECOM ITALIA SR UNSEC 7.175% 06-18-19 3,695,000 $4,253,869
TELECOM ITALIA SR UNSEC 7.2% 07-18-36 9,168,000 $9,385,740
TENET HEALTHCARE SR UNSEC 8.125% 04-01-22 5,230,000 $5,857,600
TESCO PLC GBP SR UNSEC (B) 5.5% 01-13-33 890,000 $1,548,056
TEVA PHARMACEUTICAL SR UNSEC 2.95% 12-18-22 1,145,000 $1,066,295
THERMO FISHER SCIENTIFIC SR UNSEC 4.15% 02-01-24 3,030,000 $3,124,097
THOMSON REUTERS SR UNSEC 1.3% 02-23-17 2,525,000 $2,514,420
THOMSON REUTERS SR UNSEC 4.3% 11-23-23 4,250,000 $4,362,068
THOMSON REUTERS SR UNSEC 5.65% 11-23-43 2,980,000 $3,162,120
TIME WARNER CABLE SR UNSEC 4.0% 09-01-21 500,000 $519,577
TIME WARNER INC SR UNSEC 4.05% 12-15-23 9,575,000 $9,847,552
TIME WARNER INC SR UNSEC 6.25% 03-29-41 1,165,000 $1,369,568
TITLEMAX 144A LIFE SR SEC 1ST LIEN 8.5% 09-15-18 1,050,000 $1,155,000
TNK-BP FINANCE SA (ROSNEFT) 144A LIFE 7.5% 07-18-16 1,500,000 $1,631,250
TORONTO DOM HDG USA 4(2) CP 6/20/2014 50,000,000 $49,983,800
TORONTO-DOMINION BANK SR UNSEC 2.375% 10-19-16 5,000,000 $5,187,520
TOTAL CAPITAL INTL SR UNSEC 1.55% 06-28-17 1,800,000 $1,819,442
TOTAL CAPITAL INTL SR UNSEC 2.875% 02-17-22 1,115,000 $1,093,931
TOTAL CAPITAL INTL SR UNSEC 3.75% 04-10-24 19,350,000 $19,806,331
TOYS R US DEL 144A LIFE SR SEC 7.375% 09-01-16 2,000,000 $1,865,000
TOYS R US DEL TL-B2 (L+375) (FLR 1.50) 5.25% 05-25-18 958,044 $804,158
TRAC INTERMODAL SR SEC 2ND LIEN 11.0% 08-15-19 1,525,000 $1,746,125
TRANS-CANADA PIPELINES SR UNSEC 6.5% 08-15-18 5,000,000 $5,904,045
TRANS-CANADA PIPELINES SR UNSEC 7.125% 01-15-19 3,035,000 $3,685,373
TRANS-CANADA PIPELINES SR UNSEC 7.625% 01-15-39 2,000,000 $2,802,110
TRANSDIGM SR SUB 5.50% 10-15-20 600,000 $613,500
TRANSDIGM SR SUB NT 7.75% 12-15-18 2,750,000 $2,963,125
TRANSOCEAN INC SR UNSEC 2.5% 10-15-17 5,200,000 $5,238,870
TRANSOCEAN INC SR UNSEC 3.8% 10-15-22 785,000 $751,912
TRANSOCEAN INC SR UNSEC 5.05% 12-15-16 2,640,000 $2,873,595
TRANSOCEAN INC SR UNSEC 6.375% 12-15-21 2,060,000 $2,319,179
TRANSPORTADORA DE GAS PERU 144A LIFE SR UNSEC 4.25% 04-30-28 9,810,000 $8,976,150
TURKEY GOVT BOND TRY 10.0% 06-17-15 12,500,000 $5,795,205
TURKEY GOVT BOND TRY 10.5% 01-15-20 32,025,000 $15,288,843
TURKEY GOVT BOND TRY 9.0% 01-27-16 6,900,000 $3,159,427
TURKEY GOVT BOND TRY 9.5% 01-12-22 6,500,000 $2,939,080
TURKEY GOVT BOND TRY I/L 3.0% 01-06-21 21,850,000 $12,585,945
TURKEY GOVT SUKUK 144A LIFE 4.557% 10-10-18 5,065,000 $5,173,898
TURKEY REP OF 5.625% 03-30-21 8,700,000 $9,117,600
TURKEY REP OF 6.25% 09-26-22 4,915,000 $5,293,455
TVA BOND 5.25% 09-15-39 6,000,000 $6,794,040
TVA BOND 5.88% 04-01-36 2,250,000 $2,762,325
UNICREDITO LUXEM FIN 144A LIFE SUB NT 6.0% 10-31-17 7,125,000 $7,714,387
UNION PACIFIC CORP SR UNSEC 2.25% 02-15-19 1,375,000 $1,376,856
UNION PACIFIC CORP SR UNSEC 2.75% 04-15-23 12,000,000 $11,256,828
UNION PACIFIC CORP SR UNSEC 3.646% 02-15-24 1,850,000 $1,848,181
UNION PACIFIC CORP SR UNSEC 4.821% 02-01-44 1,990,000 $2,083,759
UNITED DOMINION RLTY SR UNSEC 5.25% 01-15-15 2,680,000 $2,773,315
UNITED HEALTH GROUP SR UNSEC 2.875% 03-15-23 2,825,000 $2,684,533
UNITED RENTALS SR UNSEC 7.375% 05-15-20 5,000,000 $5,543,750
UNIVISION COMM 144A LIFE SR UNSEC 8.5% 05-15-21 3,500,000 $3,893,750
UNIVISION TL-C3 1ST LIEN (L+300) (FLR 1.00) 4.00% 03-01-20 565,714 $569,501
UNUM GROUP SR UNSEC 5.625% 09-15-20 3,600,000 $4,058,143
US TREASURY BOND 2.75% 11-15-42 500,000 $425,975
US TREASURY BOND 2.875% 05-15-43 25,945,000 $22,647,131
US TREASURY BOND 3.625% 08-15-43 2,450,000 $2,480,233
US TREASURY BOND 3.75% 08-15-41 39,900,000 $41,576,997
US TREASURY BOND 3.75% 11-15-43 750,000 $776,603
US TREASURY BOND 4.375% 02-15-38 34,750,000 $40,052,155
US TREASURY BOND 4.375% 05-15-40 11,500,000 $13,280,660
US TREASURY BOND 4.75% 02-15-37 33,000,000 $40,105,230
US TREASURY BOND 5.0% 05-15-37 32,000,000 $40,192,640
US TREASURY BOND 5.25% 02-15-29 38,100,000 $47,669,577
US TREASURY BOND 7.5% 11-15-16 5,875,000 $6,911,409
US TREASURY I/L FRN 0.125% 04-15-17 3,000,000 $3,179,523
US TREASURY I/L FRN 0.125% 04-15-18 6,000,000 $6,216,666
US TREASURY I/L FRN 0.375% 07-15-23 13,260,000 $13,191,366
US TREASURY I/L FRN 0.625% 01-15-24 56,420,000 $56,791,413
US TREASURY I/L FRN 0.75% 02-15-42 3,000,000 $2,711,604
US TREASURY I/L FRN 1.875% 07-15-15 23,000,000 $29,018,778
US TREASURY I/L FRN 2.375% 01-15-25 5,500,000 $8,045,769
US TREASURY NOTE 0.25% 05-15-16 27,525,000 $27,385,173
US TREASURY NOTE 0.25% 12-31-15 140,000 $139,826
US TREASURY NOTE 0.375% 03-15-16 16,500,000 $16,490,925
US TREASURY NOTE 0.375% 08-31-15 46,470,000 $46,591,287
US TREASURY NOTE 0.5% 08-15-14 2,495,000 $2,499,092
US TREASURY NOTE 0.625% 04-30-18 15,600,000 $15,117,960
US TREASURY NOTE 0.625% 08-15-16 4,250,000 $4,252,508
US TREASURY NOTE 1.0% 03-31-17 196,400,000 $196,959,740
US TREASURY NOTE 1.0% 09-30-16 33,130,000 $33,409,949
US TREASURY NOTE 1.125% 03-31-20 82,925,000 $78,539,926
US TREASURY NOTE 1.25% 02-29-20 41,075,000 $39,260,717
US TREASURY NOTE 1.375% 05-31-20 122,200,000 $117,068,822
US TREASURY NOTE 1.375% 09-30-18 8,825,000 $8,751,223
US TREASURY NOTE 1.5% 06-30-16 22,000,000 $22,465,740
US TREASURY NOTE 1.5% 07-31-16 3,530,000 $3,605,860
US TREASURY NOTE 1.625% 08-15-22 51,250,000 $47,658,913
US TREASURY NOTE 1.625% 11-15-22 210,860,000 $195,146,713
US TREASURY NOTE 1.75% 05-15-23 43,000,000 $39,837,350
US TREASURY NOTE 1.75% 05-31-16 2,500,000 $2,566,900
US TREASURY NOTE 2.0% 01-31-16 26,500,000 $27,295,530
US TREASURY NOTE 2.0% 02-15-23 48,500,000 $46,126,410
US TREASURY NOTE 2.0% 09-30-20 3,050,000 $3,014,712
US TREASURY NOTE 2.5% 08-15-23 189,728,000 $187,054,732
US TREASURY NOTE 2.625% 04-30-18 2,500,000 $2,623,250
US TREASURY NOTE 2.625% 07-31-14 2,500,000 $2,521,275
US TREASURY NOTE 2.75% 05-31-17 54,950,000 $57,981,042
US TREASURY NOTE 2.75% 11-15-23 112,300,000 $112,818,826
US TREASURY NOTE 3.5% 02-15-18 35,600,000 $38,552,308
US TREASURY NOTE 4.625% 11-15-16 6,375,000 $7,024,613
US TREASURY NOTE 5.125% 05-15-16 6,375,000 $7,000,834
UTD KINGDOM GILT GBP REG S 4.25% 12-07-40 11,945,000 $22,576,264
UTD KINGDOM GILT REG S GBP 1.75% 09-07-22 7,300,000 $11,398,726
UTD KINGDOM GILT REG S GBP 2.25% 09-07-23 15,350,000 $24,549,337
UTD KINGDOM GILT REG S GBP 2.75% 01-22-15 15,605,000 $26,504,428
UTD KINGDOM GILT REG S GBP 3.25% 01-22-44 4,185,000 $6,635,114
UTD KINGDOM GILT REG S GBP 3.75% 09-07-20 45,000,000 $82,064,267
UTD KINGDOM GILT REG S GBP 3.75% 09-07-21 31,400,000 $57,218,806
UTD KINGDOM GILT REG S GBP 4.5% 09-07-34 4,170,000 $8,093,731
UTD KINGDOM GILT REG S GBP 4.75% 12-07-30 5,435,000 $10,825,310
UTD MEX ST GVT GLOBAL 3.625% 03-15-22 7,800,000 $7,827,300
VALEANT 144A LIFE SR UNSEC 6.375% 10-15-20 1,475,000 $1,600,375
VALEANT 144A LIFE SR UNSEC 7.5% 07-15-21 3,410,000 $3,853,300
VEB FINANCE LTD USD LPN 144A LIFE SR UNSEC 6.902% 07-09-20 6,600,000 $6,954,420
VENEZUELA REP OF 9.25% 09-15-27 2,315,000 $1,736,250
VEOLIA ENVIRONNEMENT SR UNSEC 6.0% 06-01-18 1,500,000 $1,699,853
VEOLIA ENVIRONNEMENT SR UNSEC 6.75% 06-01-38 1,500,000 $1,775,667
VERIZON COMMUNICATIONS SR UNSEC 2.55% 06-17-19 1,605,000 $1,616,741
VERIZON COMMUNICATIONS SR UNSEC 3.45% 03-15-21 6,840,000 $6,946,389
VERIZON COMMUNICATIONS SR UNSEC 4.15% 03-15-24 20,380,000 $20,750,101
VERIZON COMMUNICATIONS SR UNSEC 5.05% 03-15-34 10,690,000 $11,001,186
VERIZON COMMUNICATIONS SR UNSEC 5.15% 09-15-23 25,920,000 $28,422,213
VERIZON COMMUNICATIONS SR UNSEC 6.55% 09-15-43 17,689,000 $21,604,213
VERIZON COMMUNICATIONS SR UNSEC FRN (L+77) 06-17-19 2,091,000 $2,111,751
VIACOM INC SR UNSEC 5.85% 09-01-43 2,675,000 $2,950,100
VICTORY RECEIVABLES CORP 4(2) CP 4/1/2014 30,350,000 $30,349,958
VICTORY RECEIVABLES CORP 4(2) CP 5/28/2014 18,600,000 $18,595,205
VODAFONE GROUP PLC SR UNSEC 2.5% 09-26-22 1,136,000 $1,041,636
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC 2.375% 03-22-17 2,500,000 $2,576,350
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC 2.875% 04-01-16 1,900,000 $1,973,965
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC 4.0% 08-12-20 5,000,000 $5,362,195
VOLVO TREASURY AB 144A LIFE SR UNSEC 5.95% 04-01-15 13,390,000 $14,061,321
VOLVO TREASURY AB EUR SR UNSEC (B) 5.0% 05-31-17 3,500,000 $5,389,105
WAL-MART STORES GBP SR UNSEC 5.625% 03-27-34 1,000,000 $2,008,352
WALTER 144A LIFE SR SEC 1ST LIEN 9.5% 10-15-19 2,000,000 $2,042,500
WARNER MUSIC 144A LIFE SR UNSEC 6.75% 04-15-22 3,550,000 $3,589,938
WBCMT 06-C25 A1A 5.71732% 05-15-43/04-15-16 6,779,556 $7,391,886
WBCMT 07-C30 A5 5.342% 12-15-43 250,000 $274,174
WBCMT 07-C31 A5 5.5% 04-15-47 900,000 $997,481
WBCMT 07-C31 AM 5.591% 04-15-47 1,270,000 $1,394,878
WBCMT 07-C32 A3 5.72392% 06-15-49 400,000 $441,730
WELLPOINT INC SR UNSEC 2.3% 07-15-18 2,645,000 $2,655,720
WELLS FARGO CO BANK SER I SR UNSEC 3.5% 03-08-22 18,350,000 $18,761,591
WESTERN GAS PARTNERS SR UNSEC 2.6% 08-15-18 130,000 $130,766
WESTERN GAS PARTNERS SR UNSEC 4.0% 07-01-22 1,250,000 $1,241,381
WESTFIELD 144A LIFE SR UNSEC 3.375% 10-03-22 1,850,000 $1,851,008
WESTFIELD 144A LIFE SR UNSEC 4.625% 05-10-21 1,220,000 $1,337,143
WESTFIELD 144A LIFE SR UNSEC 5.7% 10-01-16 2,200,000 $2,442,508
WESTFIELD 144A LIFE SR UNSEC 6.75% 09-02-19 2,250,000 $2,708,663
WESTFIELD 144A LIFE SR UNSEC 7.125% 4-15-18 8,630,000 $10,269,122
WESTPAC SECURITIES NZ GOVT GTD 144A 3.45% 07-28-14 4,655,000 $4,702,341
WILLIAMS PARTNERS LP SR UNSEC 3.35% 08-15-22 1,750,000 $1,679,668
WILLIAMS PARTNERS LP SR UNSEC 4.125% 11-15-20 1,625,000 $1,690,327
WILLIAMS PARTNERS LP SR UNSEC 4.3% 03-04-24 7,235,000 $7,282,715
WILLIAMS PARTNERS LP SR UNSEC 4.5% 11-15-23 6,440,000 $6,602,797
WILLIAMS PARTNERS LP SR UNSEC 5.25% 03-15-20 10,405,000 $11,475,113
WIND EUR 144A LIFE SR SEC 1ST LIEN 7.375% 02-15-18 925,000 $1,350,811
WIND SR NT 144A LIFE 11.75% 07-15-17 2,750,000 $2,901,250
WIND SR SEC 1ST LIEN 144A LIFE 7.25% 02-15-18 2,050,000 $2,173,000
WM WRIGLEY JR CO 144A LIFE SR UNSEC 3.375% 10-21-20 2,215,000 $2,240,340
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 2.45%/2.7% 10-25-17 2,125,000 $2,152,923
Equity securities* Shares or principal amount Market value Percent of net assets
ATRIUM CORP (ACIH) 4(2) (NOT LISTED OR TRADING) 191 $191 0.00%
CEVA GROUP PLC 144A (USD) (NOT LISTED OR TRADING) 527 $672,002 0.01%
CEVA GROUP PLC CV PFD SER A-2 (LIBOR + 2.0% CUM) PERP PP (PHYSICAL) 1,141 $1,454,699 0.01%
GOLDMAN SACHS PFD SER J DEP SHS PERP (1/1000 5.5% FIXED TO FLOAT SER J PFD) 51,450 $1,231,327 0.01%

*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.