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Portfolio holdings

The Income Fund of America®

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

Equity securities* Shares or principal amount Market value Percent of net assets
ABBVIE INC 9,520,000 $489,328,000 0.54%
ABERTIS INFRAESTRUCTURAS SA A 7,469,500 $170,733,395 0.19%
ADELPHIA RECOVERY TRUST SER ACC-1 INT 19,531,478 $117,189 0.00%
AIR PRODUCTS & CHEMICALS INC 2,425,000 $288,672,000 0.32%
ALLIANZ SE 350,000 $59,149,749 0.06%
ALTRIA GROUP INC 12,472,000 $466,826,960 0.52%
AMERICAN TOWER CORP (REIT) 42,271 $3,460,727 0.00%
ANALOG DEVICES INC 11,650,000 $619,081,000 0.69%
ARTHUR J GALLAGHER & CO 2,500,000 $118,950,000 0.13%
ASTRAZENECA PLC (GBP) 23,305,000 $1,510,001,612 1.66%
AT&T INC 2,765,000 $96,968,550 0.11%
ATLAS COPCO B 2,825,000 $77,464,259 0.08%
ATRIUM CORP (ACIH) 4(2) (NOT LISTED OR TRADING) 1,807 $1,807 0.00%
AXA SA 6,825,000 $177,700,258 0.19%
BAE SYSTEMS PLC 79,055,000 $549,200,709 0.61%
BANK OF NOVA SCOTIA (THE) 910,065 $52,710,504 0.06%
BASF SE 2,000,000 $222,273,374 0.24%
BAXTER INTERNATIONAL INC 2,675,000 $196,826,500 0.22%
BLACKROCK INC 1,800,000 $566,064,000 0.63%
BOEING CO 1,500,000 $188,235,000 0.21%
BRISTOL-MYERS SQUIBB CO 33,912,500 $1,761,754,375 1.94%
BRITISH AMERICAN TOBACCO PLC 3,318,000 $184,726,389 0.20%
BRITISH LAND CO PLC (REIT) 14,792,941 $161,472,559 0.18%
BT GROUP PLC 26,030,000 $165,666,398 0.18%
BUNGE LTD CUM CV PFD 4.875% PERPETUAL 272,700 $28,906,200 0.03%
CARNIVAL CORP COMMON PAIRED STOCK 16,000,000 $605,760,000 0.67%
CENTURYLINK INC 5,050,000 $165,842,000 0.18%
CEVA GROUP PLC 144A (USD) (NOT LISTED OR TRADING) 35,228 $44,916,261 0.05%
CEVA GROUP PLC CV PFD SER A-1 (LIBOR+3.0% CUM) PERPETUAL 29,937 $50,893,223 0.06%
CEVA GROUP PLC CV PFD SER A-2 (LIBOR + 2.0% CUM) PERP PP (PHYSICAL) 13,633 $17,382,164 0.02%
CHESAPEAKE ENGERY CORP CV PFD 144A 5.75% PERPETUAL 114,750 $128,878,594 0.14%
CHEVRON CORP 5,215,000 $620,115,650 0.69%
CISCO SYSTEMS INC 40,300,000 $903,123,000 1.00%
CITIGROUP CAP XIII PFD TRUPS 7.875% 10-30-40 2,637,610 $73,226,648 0.08%
CITIGROUP INC PFD SER K DEP SHS (1/1000TH 6.875% SER K PFD) PERP NON-CUM 3,898,483 $101,760,153 0.11%
CITY HOLDING CO 741,000 $33,241,260 0.04%
CLIFFS NATURAL RES CV PFD SER A DEP SHS (REP 1/40) 7.00% 02-01-16 2,925,000 $60,635,250 0.07%
CLIFFS NATURAL RESOURCES INC 7,354,581 $150,474,727 0.17%
CME GROUP INC CL A 10,140,400 $750,491,004 0.83%
COCA-COLA CO 2,000,000 $77,320,000 0.08%
CONOCOPHILLIPS 11,099,362 $780,840,117 0.86%
COOPER-STANDARD HOLDINGS 586,012 $41,401,748 0.05%
CRESCENT POINT ENERGY CORP 10,405,000 $379,775,441 0.42%
CULLEN/FROST BANKERS 1,700,000 $131,801,000 0.14%
DAIMLER AG 880,000 $83,164,412 0.09%
DELTA AIR LINES INC 5,609,588 $194,372,224 0.21%
DIAMOND OFFSHORE DRILLING INC 3,135,200 $152,872,352 0.17%
DIGITAL REALTY TRUST INC (REIT) 8,346,000 $443,005,680 0.49%
DOMINION RESOURCES INC 3,570,000 $253,434,300 0.28%
DOUGLAS DYNAMICS INC 1,444,000 $25,154,480 0.03%
DOW CHEMICAL CO 24,104,900 $1,171,257,091 1.29%
DTE ENERGY CO 5,000,000 $371,450,000 0.41%
DUKE ENERGY CORP 8,912,057 $634,716,700 0.70%
E.I. DU PONT DE NEMOURS AND CO 21,261,000 $1,426,613,100 1.57%
EDP ENERGIAS DE PORTUGAL SA 111,318,000 $517,638,806 0.57%
ELI LILLY & CO 6,000,000 $353,160,000 0.39%
EXELON CORPORATION 6,000,000 $201,360,000 0.22%
FIDESSA GROUP PLC 1,240,000 $52,434,423 0.06%
FIRSTENERGY CORP 8,867,983 $301,777,461 0.33%
FLETCHER BUILDING LTD 17,974,000 $148,752,267 0.16%
GEBERIT NAMEN AG 158,758 $52,053,494 0.06%
GENERAL ELECTRIC CO 71,859,500 $1,860,442,455 2.05%
GENERAL MARITIME CORPORATION 4(2) (NOT LISTED OR TRADING)(SEE COMMENTS) 5,506 $191,482 0.00%
GENERAL MARITIME CORPORATION WTS 4(2) 1:1 @ USD 42.50 05-17-17 (NOT LISTED) 8,514 $43,905 0.00%
GENERAL MILLS INC 3,605,000 $186,811,100 0.20%
GENUINE PARTS CO 2,350,000 $204,097,500 0.22%
GOLDMAN SACHS PFD SER J DEP SHS PERP (1/1000 5.5% FIXED TO FLOAT SER J PFD) 1,724,000 $41,259,630 0.05%
H & M HENNES & MAURITZ AB B SHARES 1,520,472 $64,798,274 0.07%
HCP INC (REIT) 5,764,800 $223,616,592 0.25%
HEALTH CARE REIT INC (REIT) 5,205,000 $310,218,000 0.34%
HERSHEY CO (THE) 1,500,000 $156,600,000 0.17%
HKT TRUST SHARE STAPLED UNITS 294,806,000 $311,380,389 0.34%
HOME DEPOT INC 11,365,000 $899,312,450 0.99%
HONEYWELL INTERNATIONAL INC 1,575,000 $146,097,000 0.16%
HOSPITALITY PROPERTIES TRUST (REIT) 9,608,335 $275,951,381 0.30%
HSBC HOLDINGS PLC 35,336,722 $357,789,291 0.40%
HSBC HOLDINGS PLC (HKD) 28,586,382 $290,323,413 0.32%
HSBC HOLDINGS PLC EXCH PFD SER 2 (USD) 8.0% PERPETUAL 1,825,000 $49,279,563 0.05%
HUBBELL INC CL B 3,430,000 $411,154,100 0.46%
HUSKY ENERGY INC 1,750,000 $52,492,085 0.06%
IMPALA PLATINUM HLDG 4,287,112 $48,805,887 0.05%
INTEL CORP 13,000,000 $335,530,000 0.37%
IRON MOUNTAIN INC 12,457,211 $343,445,307 0.38%
ISRAEL CHEMICALS LTD 5,943,040 $51,950,554 0.06%
JOHNSON & JOHNSON 5,155,000 $506,375,650 0.56%
JPMORGAN CHASE & CO 10,960,000 $665,381,600 0.74%
KELLOGG CO 2,700,000 $169,317,000 0.19%
KEYERA CORP 1,332,700 $84,494,747 0.09%
KIMBERLY-CLARK CORP 9,192,300 $1,013,451,075 1.12%
KIMCO REALTY CORP (REIT) 7,835,000 $171,429,800 0.19%
KINDER MORGAN INC 5,367,500 $174,390,075 0.19%
KLA-TENCOR CORP 2,600,000 $179,764,000 0.20%
KONE OYJ CL B 9,136,000 $383,686,671 0.42%
KRAFT FOODS GROUP INC 816,667 $45,815,019 0.05%
LINK REIT (REIT) 20,401,812 $100,400,996 0.11%
LOCKHEED MARTIN CORP 8,467,400 $1,382,218,376 1.52%
LORILLARD INC 3,640,000 $196,851,200 0.22%
MACERICH CO (REIT) 1,620,000 $100,974,600 0.11%
MARKS & SPENCER GROUP PLC 30,000,000 $226,013,282 0.25%
MASCO CORP 15,796,751 $350,845,840 0.39%
MAXIM INTEGRATED PRODUCTS INC 7,796,000 $258,203,520 0.28%
MCDONALDS CORP 1,250,000 $122,537,500 0.13%
MCGRAW HILL FINANCIAL INC 4,725,000 $360,517,500 0.40%
MEADWESTVACO CORP 11,281,000 $424,616,840 0.47%
MEGAFON OJSC GDR 144A 3,194,200 $89,882,472 0.10%
MEGAFON OJSC GDR REG S 266,800 $7,507,559 0.01%
MERCK & CO INC 49,050,840 $2,784,616,187 3.06%
MICROSOFT CORP 56,741,100 $2,325,817,689 2.56%
NATIONAL GRID PLC 100,686,410 $1,382,844,932 1.52%
NESTLE SA 6,440,000 $485,246,644 0.54%
NEW YORK COMMUNITY BANCORP INC 3,065,000 $49,254,550 0.05%
NEWPAGE HOLDINGS INC PP (NOT LISTED OR TRADING) 118,460 $10,914,537 0.01%
NOKIAN RENKAAT OYJ 3,049,000 $123,559,998 0.14%
NORFOLK SOUTHERN CORP 3,000,000 $291,510,000 0.32%
NORTHWEST BANCSHARES INC 4,850,000 $70,810,000 0.08%
NOVARTIS AG NAMEN 3,300,000 $280,286,856 0.31%
NOVARTIS AG NAMEN ADR 500,000 $42,510,000 0.05%
NUCOR CORP 12,890,485 $651,485,112 0.72%
OCCIDENTAL PETROLEUM CORP 4,675,000 $445,480,750 0.49%
ONEOK INC 3,575,000 $211,818,750 0.23%
ORANGE 40,975,000 $605,931,876 0.67%
PACCAR INC 3,382,500 $228,115,800 0.25%
PAYCHEX INC 7,058,182 $300,678,553 0.33%
PEPSICO INC 13,887,588 $1,159,613,598 1.28%
PFIZER INC 54,645,000 $1,755,197,400 1.93%
PG&E CORP 11,300,000 $488,160,000 0.54%
PHILIP MORRIS INTERNATIONAL 10,313,200 $844,341,684 0.93%
PNC FINL SVCS GRP PFD SER P DEP SHARES (1/4,000 6.125% SER P PFD) PERP NON-CUM 2,000,000 $53,685,000 0.06%
POWER ASSETS HOLDINGS LTD 43,586,000 $378,649,069 0.42%
PRIME AET&D HOLDINGS NO 1 PTY LTD (NOT LISTED OR TRADING) 22,756,141 $2 0.00%
PROCTER & GAMBLE CO 11,782,400 $949,661,440 1.05%
PROSIEBENSAT.1 MEDIA AG 2,745,000 $125,889,198 0.14%
PRUDENTIAL PLC 11,775,000 $249,443,874 0.27%
PUBLIC STORAGE (REIT) 2,090,000 $352,144,100 0.39%
QUANTA COMPUTER INC 82,811,955 $222,570,482 0.24%
R.R. DONNELLEY & SONS CO 13,345,400 $238,882,660 0.26%
RANDSTAD HOLDING NV 2,801,000 $164,375,426 0.18%
RATCHABURI ELECTRICITY GENERATING FR 24,568,000 $39,182,882 0.04%
REDWOOD TRUST INC (REIT) 2,479,888 $50,292,129 0.06%
REVEL AC INC PP 529,539 $0 0.00%
ROCHE HOLDING AG 1,100,000 $330,645,181 0.37%
ROTECH HEALTHCARE INC (NEW) (NOT LISTED OR TRADING) 543,172 $5,024,341 0.01%
ROYAL DUTCH SHELL PLC B (LONDON) 3,999,147 $156,020,176 0.17%
ROYAL DUTCH SHELL PLC B ADR 10,431,000 $814,765,410 0.90%
RYANAIR HOLDINGS PLC ADR 4,615,000 $271,408,150 0.30%
SCHNEIDER ELECTRIC SA 1,407,606 $125,145,162 0.14%
SEGRO PLC (REIT) 13,460,309 $74,590,708 0.08%
SES SA FDR CL A 7,800,000 $291,234,589 0.32%
SIEMENS AG NAMEN 2,370,000 $318,949,778 0.35%
SJM HOLDINGS LTD 114,800,000 $323,934,830 0.36%
SNAM SPA 30,547,000 $178,966,817 0.20%
SONIC HEALTHCARE LTD 7,527,841 $120,632,016 0.13%
SPECTRA ENERGY CORP 25,390,500 $937,925,070 1.04%
STMICROELECTRONICS NV 24,162,000 $223,759,649 0.25%
SUN HUNG KAI PROPERTIES LTD 11,099,235 $136,095,961 0.15%
SUNCORP GROUP LTD 49,938,125 $596,336,636 0.66%
TAIWAN SEMICONDUCTOR MFG CO (TSMC) 127,503,000 $498,200,334 0.55%
TALKTALK TELECOM GROUP PLC 57,242,000 $305,913,389 0.34%
TELSTRA CORP LTD 141,451,533 $667,219,012 0.74%
TEXAS INSTRUMENTS INC 20,430,000 $963,274,500 1.06%
TIME WARNER CABLE INC 2,442,690 $335,088,214 0.37%
TIME WARNER INC 5,315,000 $347,228,950 0.38%
TORONTO DOMINION BANK (THE) 1,600,000 $75,014,021 0.08%
TOTAL SA ADR 1,050,000 $68,880,000 0.08%
UNITED PARCEL SERVICE INC CL B 1,025,000 $99,814,500 0.11%
UNITED TECHNOLOGIES CORP 1,500,000 $175,260,000 0.19%
US BANCORP PFD SER G DEP SHARES (1/1,000TH 6% SER G PFD) PERP NON-CUM 2,270,400 $62,530,222 0.07%
VALLOUREC SA 2,250,000 $122,310,165 0.13%
VERIZON COMMUNICATIONS INC 21,190,000 $1,008,008,300 1.11%
VF CORP 2,840,000 $175,739,200 0.19%
VODAFONE GROUP PLC 47,390,090 $174,469,319 0.19%
VORNADO RLTY TR SBI PFD SER I 6.625% PERPETUAL (REIT) 3,380,000 $84,432,400 0.09%
WASTE MANAGEMENT INC 27,863,353 $1,172,211,261 1.29%
WELLS FARGO & CO 21,692,000 $1,078,960,080 1.19%
WEYERHAEUSER CO (REIT) 13,090,213 $384,197,752 0.43%
WYNN RESORTS LTD 387,000 $85,972,050 0.09%
Fixed-income securities* Shares or principal amount Market value
ABB FINANCE SR UNSEC 1.625% 05-08-17 1,000,000 $1,007,749
ABB FINANCE SR UNSEC 2.875% 05-08-22 1,000,000 $974,338
ABBOTT LABORATORIES 4(2) CP 4/4/2014 25,800,000 $25,799,851
ABBOTT LABORATORIES 4(2) CP 6/13/2014 30,000,000 $29,997,240
ABBVIE INC SR UNSEC 2.9% 11-06-22 5,750,000 $5,546,588
ABBVIE INC SR UNSEC 4.4% 11-06-42 18,270,000 $17,945,196
ABU DHABI NAT. ENERGY (TAQA) REG S SR NT 6.165% 10-25-17 10,000,000 $11,512,500
ABU DHABI NAT. ENERGY (TAQA) SR NT 144A LIFE 6.165% 10-25-17 2,000,000 $2,302,500
ACCESS MIDSTREAM SR UNSEC ADD ON 5.875% 04-15-21 650,000 $695,500
ACE INA HOLDINGS INC SR UNSEC 2.6% 11-23-15 7,445,000 $7,671,224
ADS WASTE SR UNSEC 8.25% 10-01-20 4,675,000 $5,107,438
ADT CORP SR UNSEC 4.125% 04-15-19 15,150,000 $15,053,070
AEPTC 06-A A3 5.09% 07-01-15/17 4,484,101 $4,601,494
AES CORP SR UNSEC 5.5% 03-15-24 6,500,000 $6,467,500
AES CORP SR UNSEC 7.375% 07-01-21 10,125,000 $11,593,125
AES CORP SR UNSEC 7.75% 10-15-15 10,000,000 $10,925,000
AES CORP SR UNSEC 8.0% 06-01-20 7,000,000 $8,295,000
AES CORP SR UNSEC 8.0% 10-15-17 487,000 $577,704
AES PANAMA SA SR NT 144A LIFE 6.35% 12-21-16 4,727,000 $5,112,144
AETNA INC SR UNSEC 1.5% 11-15-17 1,335,000 $1,333,661
AETNA INC SR UNSEC 2.2% 03-15-19 1,195,000 $1,186,660
AETNA INC SR UNSEC 4.75% 03-15-44 1,250,000 $1,273,711
AID-EGYPT 4.45% 09-15-15 10,000,000 $10,560,200
AIG GROUP SR UNSEC 3.375% 08-15-20 13,000,000 $13,295,516
AIG GROUP SR UNSEC 3.8% 03-22-17 8,000,000 $8,566,544
AIG GROUP SR UNSEC 4.875% 09-15-16 4,000,000 $4,366,940
ALBEMARLE CORP SR UNSEC 5.1% 02-01-15 2,570,000 $2,658,763
ALCATEL-LUCENT SR UNSEC 144A LIFE 4.625% 07-01-17 36,150,000 $37,324,875
ALCATEL-LUCENT SR UNSEC 144A LIFE 6.75% 11-15-20 4,350,000 $4,621,875
ALCATEL-LUCENT SR UNSEC 144A LIFE 8.875% 01-01-20 15,675,000 $17,869,500
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.9% 06-15-23 3,250,000 $3,145,295
ALLISON TRANSMISSION TL-B2 (L+300) 3.16% 08-07-17 3,473,637 $3,477,979
ALPHA NATURAL RESOURCES INC SR UNSEC 6.0% 06-01-19 12,635,000 $9,760,538
ALPHA NATURAL RESOURCES INC SR UNSEC 6.25% 06-01-21 20,635,000 $15,631,013
ALPHA NATURAL RESOURCES INC SR UNSEC 9.75% 04-15-18 27,265,000 $26,378,888
ALTEGRITY (USIS) 144A LIFE SR SUB 11.75% 05-01-16 19,814,000 $14,860,500
ALTEGRITY (USIS) 144A LIFE SR UNSEC 10.5% 11-01-15 49,850,000 $46,173,563
ALTEGRITY (USIS) TL-B (L+400) (FLR 1.00) 5.0% 02-21-15 14,232,518 $13,974,568
ALTEGRITY (USIS) TL-D (L+600) (FLR 1.75) 7.75% 02-21-15 18,436,646 $18,235,004
ALTICE 144A LIFE SR UNSEC 6.5% 01-15-22 12,000,000 $12,690,000
ALTRIA GROUP INC SR UNSEC 4.0% 01-31-24 2,600,000 $2,610,569
ALTRIA GROUP INC SR UNSEC 4.25% 08-09-42 20,000,000 $17,791,180
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43 22,000,000 $20,287,476
ALTRIA GROUP INC SR UNSEC 5.375% 01-31-44 1,000,000 $1,049,356
ALTRIA GROUP INC SR UNSEC 9.25% 08-06-19 18,542,000 $24,501,158
ALTRIA GROUP INC SR UNSEC 9.7% 11-10-18 6,081,000 $7,991,820
ALTRIA GROUP INC SR UNSEC 9.95% 11-10-38 23,500,000 $37,818,879
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23 2,985,000 $2,852,875
AMERICAN ELECTRIC POWER SR UNSEC 1.65% 12-15-17 2,295,000 $2,282,834
AMERICAN ELECTRIC POWER SR UNSEC 2.95% 12-15-22 12,065,000 $11,528,988
AMERICAN EXPRESS SR UNSEC 6.15% 08-28-17 12,610,000 $14,548,598
AMERICAN TOWER SR UNSEC 3.4% 02-15-19 6,400,000 $6,567,571
AMERICAN TOWER SR UNSEC 7.0% 10-15-17 6,200,000 $7,208,945
AMERICAN TOWER SR UNSEC 7.25% 05-15-19 15,025,000 $17,890,989
AMGEN INC SR UNSEC 5.375% 05-15-43 25,000,000 $26,811,325
AMR 13-2 A EETC 144A SF 4.95% 01-15-23/07-15-24 9,073,244 $9,787,762
ANADARKO PETROLEUM CORP SR UNSEC 5.95% 09-15-16 10,500,000 $11,657,058
ANADARKO PETROLEUM CORP SR UNSEC 6.2% 03-15-40 500,000 $580,945
ANADARKO PETROLEUM CORP SR UNSEC 6.375% 09-15-17 13,500,000 $15,469,772
ANADARKO PETROLEUM CORP SR UNSEC 6.45% 09-15-36 1,095,000 $1,299,270
ANADARKO PETROLEUM CORP SR UNSEC 8.7% 03-15-19 32,880,000 $41,735,768
ANHEUSER-BUSCH INBEV SR UNSEC 1.375% 07-15-17 7,500,000 $7,518,345
ANHEUSER-BUSCH INBEV SR UNSEC 3.625% 04-15-15 21,000,000 $21,670,824
ANHEUSER-BUSCH INBEV SR UNSEC 3.7% 02-01-24 4,000,000 $4,050,056
ANHEUSER-BUSCH INBEV SR UNSEC 4.125% 01-15-15 10,000,000 $10,282,100
ANHEUSER-BUSCH INBEV SR UNSEC 7.75% 01-15-19 25,000,000 $31,008,825
ANZ NATIONAL INTL 144A LIFE SR UNSEC 3.125% 08-10-15 10,000,000 $10,325,720
ARAMARK CORP TL-E (L+250) (FLR 0.75) 3.25% 09-07-19 19,000,000 $18,875,322
ARCELORMITTAL SR UNSEC 3.75%/4.25% 08-05-15 4,000,000 $4,135,000
ARCELORMITTAL SR UNSEC 4.5%/5.0% 02-25-17 15,680,000 $16,718,800
ARCELORMITTAL SR UNSEC 5.5%/6.0% 03-01-21 7,430,000 $7,959,388
ARCELORMITTAL SR UNSEC 6.25%/6.75% 02-25-22 33,445,000 $36,873,113
ARCELORMITTAL SR UNSEC 6.75%/7.25% 03-01-41 51,046,000 $51,428,845
ARCH COAL INC SR UNSEC 7.0% 06-15-19 28,575,000 $22,217,063
ARCH COAL INC SR UNSEC 7.25% 06-15-21 18,675,000 $14,193,000
ARCH COAL INC SR UNSEC 9.875% 06-15-19 2,250,000 $1,968,750
ASSOCIATED MATERIALS SR SEC 1ST LIEN 9.125% 11-01-17 79,655,000 $84,235,163
AT&T CORP SR UNSEC 2.4% 08-15-16 9,000,000 $9,278,703
ATLAS COPCO 144A LIFE SR UNSEC 5.6% 05-22-17 7,405,000 $8,187,795
AVALONBAY COMMUNITIES INC SR UNSEC 3.625% 10-01-20 1,790,000 $1,844,062
AVMT 13-AVM A 144A LIFE 3.74267% 12-05-32/20 12,250,000 $12,786,060
AXA PRP 144A LIFE T1 (H) 6.379% 12-29-49/36 4,155,000 $4,409,494
AXALTA COATINGS SYS 144A LIFE SR UNSEC 7.375% 05-01-21 7,310,000 $7,986,175
AXALTA COATINGS SYS TL-B (L+300) (FLR 1.00) 4.00% 02-01-20 12,133,313 $12,165,818
BACM 05-5 A4 5.115% 10-10-45/09-10-15 3,000,000 $3,144,210
BACM 07-3 A4 5.5983% 06-10-49/05-10-17 5,000,000 $5,515,335
BAKER CORP SR UNSEC 8.25% 06-01-19 2,000,000 $2,085,000
BALL CORP SR UNSEC 5.0% 03-15-22 4,915,000 $5,062,450
BALL CORP SR UNSEC 5.75% 05-15-21 8,615,000 $9,239,588
BANK OF AMERICA CORP PRP (H) 8.125% 12-29-49/05-15-18 30,924,000 $35,499,917
BANK OF AMERICA CORP SR UNSEC 1.25% 02-14-17 8,500,000 $8,471,772
BANK OF AMERICA CORP SR UNSEC 3.625% 03-17-16 7,060,000 $7,409,385
BANK OF AMERICA CORP SR UNSEC 3.75% 07-12-16 9,975,000 $10,555,336
BANK OF AMERICA CORP SR UNSEC 4.0% 04-01-24 13,485,000 $13,498,674
BANK OF AMERICA CORP SR UNSEC 4.125% 01-22-24 10,515,000 $10,656,374
BANK OF AMERICA CORP SR UNSEC 5.0% 05-13-21 3,500,000 $3,865,502
BANK OF AMERICA CORP SR UNSEC 5.625% 07-01-20 9,000,000 $10,258,794
BANK OF AMERICA CORP SR UNSEC 5.75% 12-01-17 8,100,000 $9,179,673
BANK OF AMERICA CORP SR UNSEC SER L 2.65% 04-01-19 26,500,000 $26,623,596
BANK OF MONTREAL USD 144A COVERED 2.85% 06-09-15 10,000,000 $10,298,090
BANK OF NEW YORK MELLON SR UNSEC G 2.5% 01-15-16 10,000,000 $10,325,420
BANK OF NOVA SCOTIA SR UNSEC 2.55% 01-12-17 9,000,000 $9,343,458
BARCLAYS BANK PLC SR UNSEC 2.5% 02-20-19 10,910,000 $10,944,825
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 9.5% 11-15-18 8,705,000 $11,370,732
BAXTER INTERNATIONAL INC SR UNSEC 1.85% 06-15-18 3,180,000 $3,165,935
BAXTER INTERNATIONAL INC SR UNSEC 3.2% 06-15-23 6,575,000 $6,427,069
BB&T CORP SR UNSEC 1.0% 04-03-17 8,500,000 $8,437,959
BB&T CORP SR UNSEC 2.05% 06-19-18 2,350,000 $2,353,690
BB&T CORP SR UNSEC 2.25% 02-01-19 15,000,000 $15,013,515
BBVA BANCOMER SA 144A LIFE SR UNSEC 4.5% 03-10-16 7,500,000 $7,968,750
BBVA BANCOMER SA LT2 144A LIFE 6.5% 03-10-21 7,200,000 $7,821,000
BE AEROSPACE INC SR UNSEC 5.25% 04-01-22 45,405,000 $46,937,419
BERKSHIRE HATHAWAY FIN SR UNSEC 2.9% 10-15-20 6,000,000 $6,093,042
BERKSHIRE HATHAWAY SR UNSEC 2.2% 08-15-16 11,500,000 $11,890,080
BERKSHIRE HATHAWAY SR UNSEC 4.3% 05-15-43 1,000,000 $959,674
BERKSHIRE HATHAWAY SR UNSEC 4.4% 05-15-42 1,500,000 $1,471,199
BG ENERGY CAPITAL 144A LIFE SR UNSEC 2.5% 12-09-15 7,000,000 $7,188,895
BG ENERGY CAPITAL 144A LIFE SR UNSEC 2.875% 10-15-16 7,395,000 $7,704,821
BHP BILLITON FINANCE USA SR UNSEC 5.0% 09-30-43 3,140,000 $3,335,804
BHP BILLITON FINANCE USA SR UNSEC 5.5% 04-01-14 11,730,000 $11,730,000
BNP PARIBAS SR UNSEC 2.4% 12-12-18 8,000,000 $8,006,474
BNP PARIBAS SR UNSEC 3.6% 02-23-16 10,000,000 $10,502,350
BNP PARIBAS SR UNSEC 5.0% 01-15-21 7,000,000 $7,781,641
BONANZA CREEK ENERGY SR UNSEC 6.75% 04-15-21 6,200,000 $6,649,500
BOSTON SCIENTIFIC CORP SR UNSEC 6.0% 01-15-20 5,375,000 $6,178,874
BOSTON SCIENTIFIC CORP SR UNSEC 6.4% 06-15-16 21,735,000 $24,105,245
BOYD GAMING CORP SR UNSEC 9.0% 07-01-20 5,000,000 $5,556,250
BOYD GAMING CORP SR UNSEC 9.125% 12-01-18 88,575,000 $96,458,175
BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24 17,930,000 $17,875,349
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 3.95% 02-15-23 1,729,000 $1,701,282
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 5.4% 11-01-14 6,000,000 $6,151,974
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 5.7% 05-01-17 20,000 $22,098
BRASIL FOODS SA 144A LIFE SR UNSEC 5.875% 06-06-22 3,250,000 $3,371,875
BRASIL FOODS SA REG S SR UNSEC 5.875% 06-06-22 1,500,000 $1,556,250
BUILDERS FIRSTSOURCE 144A LIFE SR SEC 1ST LIEN 7.625% 06-01-21 7,094,000 $7,696,990
BURGER KING 144A LIFE SR UNSEC .0%/11.0% 04-15-19 23,475,000 $21,597,000
BURLINGTON COAT FACTORY SR UNSEC 10.0% 02-15-19 6,700,000 $7,512,375
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.0% 03-15-23 4,580,000 $4,331,672
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.75% 04-01-24 8,820,000 $8,864,876
BURLINGTON NORTHERN SANTA FE SR UNSEC 4.9% 04-01-44 20,240,000 $20,944,433
CA ST GO TAXABLE BAB 6.2% 03-01-19 24,675,000 $28,723,674
CABLEVISION SYSTEMS SR UNSEC 8.0% 04-15-20 20,000,000 $23,425,000
CAESARS ENT 144A SR SEC 1ST LIEN 8.0% 10-01-20 17,475,000 $18,479,813
CAESARS ENT TL-B SR SEC 1ST LIEN (L+600) (FLR 1.00) 7.0% 10-11-20 4,987,500 $5,058,158
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 11.25% 06-01-17 24,365,000 $23,512,225
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 19,450,000 $17,553,625
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 9,000,000 $8,122,500
CANADIAN NATIONAL RAILWAY CO SR UNSEC 1.45% 12-15-16 5,010,000 $5,069,739
CANADIAN NATURAL RESOURCES SR UNSEC 3.8% 04-15-24 1,440,000 $1,450,418
CANADIAN NATURAL RESOURCES SR UNSEC 5.70% 05-15-17 7,350,000 $8,279,577
CANADIAN NATURAL RESOURCES SR UNSEC 6.50% 02-15-37 1,000,000 $1,223,077
CARAUSTAR TL-COV LITE SR SEC 1ST LIEN (L+625) (FLR 1.25) 7.50% 05-01-19 1,549,528 $1,577,936
CARDINAL HEALTH INC SR UNSEC 4.0% 06-15-15 3,000,000 $3,112,515
CARMX 14-1 A2 0.47% 02-15-17 5,365,000 $5,346,276
CARMX 14-1 A3 0.79% 10-15-18 6,105,000 $6,094,377
CARNIVAL CORP SR UNSEC 3.95% 10-15-20 18,040,000 $18,425,659
CATALENT PHARMA SOLUTIONS TL-SR UNSEC (L+525) (FLR 1.25) 6.50% 12-31-17 15,430,000 $15,648,597
CATAMARAN CORP SR UNSEC 4.75% 03-15-21 9,300,000 $9,451,125
CATHOLIC HEALTH INITIATIVES TAXABLE 1.6% 11-01-17 1,000,000 $981,203
CBS CORP SR UNSEC 1.95% 07-01-17 5,000,000 $5,066,420
CCI 2010-1 C-2015 144A 4.523% 01-15-35/15 10,000,000 $10,362,500
CD 05-CD1 A4 5.21625% 07-15-44 5,485,590 $5,762,141
CD 06-CD3 A5 5.617% 10-15-48 13,250,000 $14,378,768
CENOVUS ENERGY INC SR UNSEC 3.0% 08-15-22 5,970,000 $5,722,418
CENOVUS ENERGY INC SR UNSEC 6.75% 11-15-39 2,500,000 $3,114,785
CENOVUS ENERGY SR UNSEC 3.8% 09-15-23 12,500,000 $12,482,513
CENTENE CORP SR UNSEC 5.75% 06-01-17 23,240,000 $25,389,700
CENTERPOINT ENERGY SR UNSEC 4.5% 01-15-21 13,130,000 $14,206,489
CEQUEL COMMUNICATIONS 144A LIFE SR UNSEC 6.375% 09-15-20 35,425,000 $37,196,250
CERIDIAN CORP SR UNSEC 11.25% 11-15-15 15,000,000 $15,150,000
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 7.0% 03-01-21 2,250,000 $2,300,625
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 9.0% 09-01-21 1,050,000 $1,078,875
CEVA GROUP TL-B (L+550) (FLR 1.00) 6.5% 03-19-21 17,975,000 $17,941,297
CEZ AS 144A LIFE SR UNSEC 4.25% 04-03-22 2,820,000 $2,892,065
CF 14-1A A 144A LIFE FRN (L+42) 03-07-26/02-07-17 5,000,000 $5,002,500
CFE 144A SR UNSEC 4.875% 01-15-24 2,000,000 $2,035,000
CGCMT 14-GC19 A4 4.023% 03-10-47/01-10-24 4,160,000 $4,309,760
CHARIOT FUNDING LLC 4(2) CP 12/22/2014 25,000,000 $24,961,400
CHARIOT FUNDING LLC 4(2) CP 12/9/2014 41,200,000 $41,140,919
CHARTER COMM CCO SR UNSEC 7.0% 01-15-19 8,000,000 $8,480,000
CHARTER COMM CCO SR UNSEC 7.25% 10-30-17 19,600,000 $20,800,500
CHEVRON CORP SR UNSEC 2.355% 12-05-22 20,000,000 $18,833,860
CHEVRON USCP 4(2) CP 4/10/2014 80,000,000 $79,998,222
CHEVRON USCP 4(2) CP 4/29/2014 42,900,000 $42,895,130
CHEVRON USCP 4(2) CP 4/8/2014 23,000,000 $22,999,591
CHEVRON USCP 4(2) CP 5/20/2014 4,600,000 $4,599,099
CINEMARK USA INC SR UNSEC 4.875% 06-01-23 8,300,000 $8,019,875
CINEMARK USA INC SR UNSEC 5.125% 12-15-22 9,500,000 $9,547,500
CIT GROUP INC SER C 144A SR SEC 2ND LIEN 4.75% 02-15-15 61,150,000 $62,984,500
CIT GROUP INC SER C 144A SR UNSEC 5.5% 02-15-19 16,150,000 $17,462,188
CIT GROUP INC SR UNSEC 3.875% 02-19-19 29,500,000 $29,864,384
CIT GROUP INC SR UNSEC 4.25% 08-15-17 14,000,000 $14,700,000
CIT GROUP INC SR UNSEC 5.0% 05-15-17 43,300,000 $46,493,375
CIT GROUP INC SR UNSEC 5.25% 03-15-18 2,500,000 $2,696,875
CITIGROUP INC PRP PFD SER A (H) 5.95% 12-29-49/01-30-23 13,295,000 $13,012,481
CITIGROUP INC SR UNSEC 2.5% 09-26-18 6,000,000 $6,040,608
CITIGROUP INC SR UNSEC 3.875% 10-25-23 10,750,000 $10,696,616
CITIGROUP INC SR UNSEC 3.953% 06-15-16 7,115,000 $7,543,551
CITIGROUP INC SR UNSEC 4.587% 12-15-15 10,885,000 $11,550,683
CITIGROUP INC SR UNSEC 8.5% 05-22-19 4,894,000 $6,243,868
CITYCENTER TL-B (L+400) (FLR 1.00) 5.0% 10-16-20 35,037,188 $35,369,305
CLEAR CHANNEL WORLDWIDE SR SUB 7.625% 03-15-20 10,010,000 $10,860,850
CLEARWIRE COMM 144A LIFE SR SEC 1ST LIEN 14.75% 12-01-16 6,125,000 $8,138,594
CLIFFS NATURAL RESOURCES SR UNSEC 3.95% 01-15-18 3,250,000 $3,270,306
CLIFFS NATURAL RESOURCES SR UNSEC 4.875% 04-01-21 20,437,000 $19,937,601
CLIFFS NATURAL RESOURCES SR UNSEC 6.25% 10-01-40 665,000 $578,028
CME GROUP INC SR UNSEC 5.3% 09-15-43 381,000 $427,975
CMS ENERGY CORP SR UNSEC 3.875% 03-01-24 15,085,000 $15,317,460
CMS ENERGY CORP SR UNSEC 4.875% 03-01-44 5,000,000 $5,114,305
CMS ENERGY CORP SR UNSEC 5.05% 03-15-22 3,898,000 $4,343,382
CMS ENERGY CORP SR UNSEC 6.25% 02-01-20 20,415,000 $23,985,094
CMS ENERGY CORP SR UNSEC 8.75% 06-15-19 2,815,000 $3,618,528
CNA FINANCIAL CORP SR UNSEC 3.95% 05-15-24 9,705,000 $9,770,577
CNFHI 99-G B2 10.96% 12-15-29 13,630,175 $2,117,529
CNH CAPITAL SR UNSEC 3.25% 02-01-17 11,500,000 $11,787,500
CNOOC FINANCE 2013 LTD SR UNSEC 3.0% 05-09-23 5,150,000 $4,669,108
COBANK ACB 144A SUB NT 7.875% 04-16-18 10,000,000 $11,971,931
COBANK ACB FRN 144A SUB NT (L+60) 06-15-22/17 8,315,000 $7,587,438
COCA-COLA CO 4(2) CP 4/10/2014 36,800,000 $36,799,177
COCA-COLA CO 4(2) CP 4/23/2014 75,000,000 $74,996,130
COCA-COLA CO 4(2) CP 4/24/2014 52,500,000 $52,497,178
COCA-COLA CO 4(2) CP 5/20/2014 32,900,000 $32,896,305
COCA-COLA CO 4(2) CP 5/30/2014 20,700,000 $20,697,555
COCA-COLA CO 4(2) CP 7/18/2014 100,000,000 $99,971,800
COCA-COLA CO SR UNSEC 1.5% 11-15-15 10,590,000 $10,760,097
COCA-COLA CO SR UNSEC 1.8% 09-01-16 10,000,000 $10,259,565
COCA-COLA CO SR UNSEC 2.45% 11-01-20 1,100,000 $1,085,482
COCA-COLA CO SR UNSEC 3.2% 11-01-23 15,725,000 $15,497,852
COLBUN SA 144A LIFE SR UNSEC 6.0% 01-21-20 2,000,000 $2,206,960
COLOMBIA REP OF 5.625% 02-26-44 10,000,000 $10,490,000
COMCAST CORP SR UNSEC 4.75% 03-01-44 15,000,000 $15,286,545
COMCAST CORP SR UNSEC 5.65% 06-15-35 7,000,000 $7,935,669
COMCAST CORP SR UNSEC 5.9% 03-15-16 10,000,000 $10,996,870
COMCAST CORP SR UNSEC 6.45% 03-15-37 25,000,000 $30,855,575
COMMONWEALTH BK OF AUSTRALIA 144A LIFE COVERED 0.75% 01-13-17/15-16 7,000,000 $7,010,661
COMMUNITY HEALTH TL-D1 (L+325) (FLR 1.0) 4.25% 01-27-21 6,683,250 $6,747,971
COMPUCOM SYSTEMS INC 144A LIFE SR UNSEC 7.0% 05-01-21 1,425,000 $1,439,250
CONAGRA FOODS INC SR UNSEC 1.9% 01-25-18 3,750,000 $3,722,633
CONAGRA FOODS INC SR UNSEC 3.2% 01-25-23 11,580,000 $11,082,268
CONSOL ENERGY INC SR UNSEC 8.0% 04-01-17 6,750,000 $7,053,750
CONSOL ENERGY INC SR UNSEC 8.25% 04-01-20 46,251,000 $50,471,404
CONSTELLATION BRANDS SR UNSEC 3.75% 05-01-21 1,750,000 $1,715,000
CONSTELLATION BRANDS SR UNSEC 4.25% 05-01-23 8,250,000 $8,085,000
CONSTELLATION BRANDS SR UNSEC 6.0% 05-01-22 2,825,000 $3,142,813
CONSTELLATION BRANDS SR UNSEC 7.25% 05-15-17 16,425,000 $19,135,125
CONSTELLATION BRANDS SR UNSEC 8.375% 12-15-14 2,175,000 $2,283,750
CONSUMERS ENERGY CO SR SEC 1ST LIEN 6.7% 09-15-19 26,800,000 $32,501,352
CONSUMERS ENERGY CO SR SEC 1ST LIEN 6.125% 03-15-19 415,000 $488,862
CONTL AIR 00-1 A1 EETC SF 8.048% 11-01-20/05-01-22 4,978,137 $5,752,860
CONTL AIR 00-1 B SF 8.388% 11-01-20/05-01-22 259,352 $276,210
CONTL AIR 00-2 A1 SF 7.707% 04-02-21/10-02-22 2,714,567 $3,099,696
CONTL AIR 00-2 B EETC SF 8.307% 10-02-19/04-02-18 245,924 $264,368
CONTL AIR 01-1 A1 SF 6.703% 12-15-22/06-15-21 3,548,177 $3,902,995
CONTL AIR 01-1 B EETC SF 7.373% 12-15-15/06-15-17 2,193,877 $2,329,623
CONTL AIR 07-1 B EETC SF 6.903% 04-19-22 10,510,059 $11,396,845
CONTL AIR 97-1 A EETC SF 7.461% 10-01-16/4-01-15 832,936 $851,677
CONTL AIR 97-4 A EETC SF 6.9% 01-02-18/07-02-19 1,783,507 $1,931,761
CONTL AIR 97-4 B SUB SF 6.9% 07-02-18/01-02-17 47,531 $48,957
CONTL AIR 98-1 A EETC SF 6.648% 09-15-17/03-15-19 3,840,683 $4,092,727
CONTL AIR 98-1 B SF 6.748% 03-15-17/09-15-18 434,957 $464,317
CONTL AIR 99-1 B EETC SUB SF 6.795% 08-02-18/02-02-20 193,041 $203,176
CONTL AIR 99-2 A1 EETC SF 7.256% 03-15-20/09-15-21 418,915 $465,781
CONTL AIR 99-2 B EETC SF 7.566% 03-15-20/09-15-21 454,167 $476,024
CONTL AIRLINES EETC 991A SF 6.545% 08-02-20/02-02-19 10,802,865 $12,028,315
CONVATEC PIK 144A LIFE SR UNSEC 8.25% 01-15-19 5,750,000 $5,936,875
COOPER STANDARD TL-B (L+300) (FLR 1.00) 4.0% 04-11-21 8,250,000 $8,280,938
CORPORATE OFFICE PROP LP SR UNSEC 3.6% 05-15-23 1,005,000 $930,983
CORPORATE OFFICE PROP LP SR UNSEC 5.25% 02-15-24 14,000,000 $14,636,902
COVENTRY HEALTH CARE SR UNSEC 6.3% 08-15-14 8,370,000 $8,541,208
COX COMMUNICATIONS 144A LIFE SR UNSEC 2.95% 06-30-23 23,875,000 $21,835,741
COX COMMUNICATIONS 144A LIFE SR UNSEC 5.875% 12-01-16 25,000,000 $27,897,075
COX COMMUNICATIONS SR UNSEC 5.45% 12-15-14 1,599,000 $1,653,062
CPMH 05-1 A3 144A AMBAC 4.8% 12-15-35 1,865,265 $1,906,096
CPMH 05-1 A4 144A AMBAC 5.2% 12-15-35 1,145,000 $1,196,754
CRC HEALTH CORP 1ST LIEN TL (L+425) (FLR 1.00) 5.25% 04-11-21 3,525,000 $3,551,438
CRC HEALTH CORP 2ND LIEN TL-B (L+800) (FLR 1.00) 9.0% 10-11-21 5,425,000 $5,448,734
CRESCENT RESOURCES 144A LIFE SR SEC 2ND LIEN 10.25% 08-15-17 27,385,000 $30,876,588
CRICKET COMMUNICATIONS SR UNSEC 7.75% 10-15-20 53,075,000 $60,757,606
CROATIA GOVT USD 144A LIFE 5.5% 04-04-23 625,000 $634,688
CROATIA GOVT USD REG S 6.375% 03-24-21 5,000,000 $5,412,500
CROATIA GOVT USD REG S 6.75% 11-05-19 4,800,000 $5,310,000
CSFB 04-5 4A1 PT1 6.0% 09-25-34 1,645,492 $1,784,438
CSFB 05-C3 AAB 4.614% 07-15-37/11-25-14 1,512,032 $1,526,330
CSMC 06-C5 AM 5.343% 12-15-39 15,020,000 $16,217,830
CSMC 07-C2 AM 5.54873% 01-15-49 10,000,000 $10,808,170
CSMC 07-C5 A4 5.695% 09-15-40/17 13,000,000 $14,372,384
CSX CORP SR UNSEC 6.25% 04-01-15 3,460,000 $3,652,424
CUMULUS MEDIA TL-B (L+325) (FLR 1.0) 4.25% 12-23-20 11,266,871 $11,370,109
CVS CAREMARK CORP SR UNSEC 2.25% 12-05-18 2,750,000 $2,755,962
CVS CAREMARK CORP SR UNSEC 4.0% 12-05-23 3,000,000 $3,071,604
CVS CAREMARK CORP SR UNSEC 5.3% 12-05-43 750,000 $831,078
CWALT 05-54CB 2A5 LCF 5.5% 11-25-35 7,973,033 $7,087,867
CWALT 07-HY4 3A1 ARH7 3.99246% 06-25-47 5,007,624 $3,792,874
CWHEL 06-I 2A FRN FSA (L+14) 01-15-37 2,113,410 $1,890,530
CWHEL 07-B A FRN FSA (L+15) 02-15-37 3,710,655 $3,338,524
DAE TL-B1 (L+400) (FLR 1.00) 5.0% 11-02-18 33,142,570 $33,694,957
DAE TL-B2 (L+400) (FLR 1.00) 5.0% 11-02-18 14,697,434 $14,942,396
DAIMLER AG 144A LIFE SR UNSEC 1.3% 07-31-15 8,500,000 $8,562,501
DAIMLER AG 144A LIFE SR UNSEC 2.4% 04-10-17 14,000,000 $14,413,154
DAIMLER AG 144A LIFE SR UNSEC 2.625% 09-15-16 2,000,000 $2,074,452
DAIMLER AG SR UNSEC 8.50% 01-18-31 2,000,000 $2,978,074
DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.375% 08-01-18 2,000,000 $2,020,960
DBUBS 2011-LC1 A1 144A 3.742% 11-10-46/06-10-17 7,125,523 $7,445,246
DBUBS 2011-LC2A A2 144A 3.386% 07-10-44/06-10-16 4,380,000 $4,577,928
DCT INDUSTRIAL 144A SR UNSEC 4.5% 10-15-23 15,550,000 $15,538,151
DEL MONTE FOODS CO SR UNSEC 7.625% 02-15-19 4,240,000 $4,422,850
DELTA AIR 02-1 G-1 EETC MBIA SF 6.718% 01-02-23/07-02-24 4,962,839 $5,818,929
DENBURY RESOURCES INC SR SUB 4.625% 07-15-23 22,250,000 $20,803,750
DENTSPLY INTL INC SR UNSEC 2.75% 08-15-16 5,620,000 $5,819,797
DEUTSCHE TELEKOM 144A LIFE SR UNSEC 4.875% 03-06-42 350,000 $353,406
DEUTSCHE TELEKOM SR UNSEC 4.875% 07-08-14 10,000,000 $10,116,250
DEUTSCHE TELEKOM SR UNSEC 9.25% 06-01-32 8,420,000 $13,048,962
DEVELOPERS DIVERS REALTY SR UNSEC 4.75% 04-15-18 5,000,000 $5,427,045
DEVELOPERS DIVERS REALTY SR UNSEC 5.5% 05-01-15 15,776,000 $16,519,081
DEVELOPERS DIVERS REALTY SR UNSEC 7.5% 04-01-17 35,087,000 $40,659,482
DEVELOPERS DIVERS REALTY SR UNSEC 7.875% 09-01-20 7,795,000 $9,697,432
DEVELOPERS DIVERS REALTY SR UNSEC 9.625% 03-15-16 8,395,000 $9,728,982
DEVON ENERGY CORP SR UNSEC 2.25% 12-15-18 5,850,000 $5,826,623
DEVON ENERGY CORP SR UNSEC 3.25% 05-15-22 9,850,000 $9,719,862
DEVON ENERGY CORP SR UNSEC 4.75% 05-15-42 1,700,000 $1,691,799
DIAMOND OFFSHORE DRILLING SR UNSEC 4.875% 11-01-43 11,950,000 $11,700,161
DISCOVER BANK SR UNSEC 4.2% 08-08-23 6,780,000 $6,965,826
DISH DBS SR UNSEC 4.25% 04-01-18 35,500,000 $37,141,875
DISH DBS SR UNSEC 4.625% 07-15-17 45,105,000 $48,149,588
DISH DBS SR UNSEC 5.125% 05-01-20 10,900,000 $11,390,500
DISH DBS SR UNSEC 7.75% 05-31-15 7,350,000 $7,892,063
DISH DBS SR UNSEC 7.875% 09-01-19 1,425,000 $1,688,625
DISNEY WALT CO SR UNSEC 1.1% 12-01-17 7,575,000 $7,505,272
DJO FINANCE LLC SR SEC 2ND LIEN 8.75% 03-15-18 22,175,000 $24,226,188
DJO FINANCE LLC SR UNSEC 7.75% 04-15-18 8,800,000 $9,306,000
DJO FINANCE LLC SR UNSEC 9.875% 04-15-18 7,285,000 $7,977,075
DJO FINANCE LLC SUB 9.75% 10-15-17 11,653,000 $12,410,445
DOLLAR GENERAL CORP SR UNSEC 3.25% 04-15-23 39,558,000 $37,420,207
DOW CHEMICAL SR UNSEC 5.25% 11-15-41 4,000,000 $4,195,604
DUKE ENERGY CORP SR UNSEC 3.95% 10-15-23 6,000,000 $6,164,430
DUKE ENERGY INDIANA SR SEC 1ST LIEN 4.9% 07-15-43 17,000,000 $18,299,497
DYNACAST INTL SR SEC 2ND LIEN 9.25% 07-15-19 5,575,000 $6,230,063
E.ON 144A LIFE SR UNSEC 5.8% 04-30-18 17,000,000 $19,334,083
EADS FINANCE BV 144A LIFE SR UNSEC 2.7% 04-17-23 6,000,000 $5,676,562
ECHOSTAR CORP SR SEC 1ST LIEN 6.5% 06-15-19 9,550,000 $10,528,875
ECHOSTAR CORP SR UNSEC 7.625% 06-15-21 1,175,000 $1,330,688
ECOLAB INC SR UNSEC 3.0% 12-08-16 7,455,000 $7,817,730
ECOLAB INC SR UNSEC 4.35% 12-08-21 1,000,000 $1,077,894
ECOLAB INC SR UNSEC 5.5% 12-08-41 750,000 $857,452
ECOPETROL SA SR UNSEC 5.875% 09-18-23 3,750,000 $4,106,250
ECOPETROL SA SR UNSEC 7.625% 07-23-19 450,000 $541,688
EDP FINANCE BV 144A LIFE SR UNSEC 5.25% 01-14-21 22,500,000 $23,265,000
EFF 14-1 A2 144A 0.87% 09-20-19/12-20-16 2,820,000 $2,821,269
EL PASO PIPELINE PARTNERS SR UNSEC 4.7% 11-01-42 41,015,000 $36,755,346
EL PASO PIPELINE PARTNERS SR UNSEC 5.0% 10-01-21 5,000,000 $5,320,050
ELECTRICITE DE FRANCE 144A LIFE PRP (H) 5.25% 01-29-49/01-29-23 25,505,000 $25,607,020
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 1.15% 01-20-17 3,500,000 $3,497,253
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.875% 01-22-44 1,215,000 $1,215,666
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 6.95% 01-26-39 8,000,000 $10,181,232
EMERSON ELECTRIC 4(2) CP 4/17/2014 20,000,000 $19,999,239
EMERSON ELECTRIC 4(2) CP 5/19/2014 9,400,000 $9,398,966
EMERSON ELECTRIC 4(2) CP 6/12/2014 25,100,000 $25,096,235
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.5% 09-15-40 16,200,000 $16,843,594
ENBRIDGE ENERGY PARTNERS SR UNSEC 6.5% 04-15-18 5,225,000 $6,037,289
ENBRIDGE ENERGY PARTNERS SR UNSEC 7.5% 04-15-38 6,000,000 $7,597,842
ENBRIDGE ENERGY PARTNERS SR UNSEC 9.875% 03-01-19 10,500,000 $13,773,155
ENBRIDGE INC SR UNSEC 4.0% 10-01-23 30,650,000 $30,776,155
ENBRIDGE INC SR UNSEC 5.60% 04-01-17 20,067,000 $22,374,504
ENDO PHARMACEUTICALS 144A LIFE SR UNSEC 5.75% 01-15-22 8,430,000 $8,661,825
ENDO PHARMACEUTICALS SR UNSEC 7.0% 07-15-19 2,450,000 $2,652,125
ENDO PHARMACEUTICALS SR UNSEC 7.0% 12-15-20 6,350,000 $6,873,875
ENEL FINANCE INTL 144A LIFE SR UNSEC 6.0% 10-07-39 3,000,000 $3,144,660
ENEL SPA 144A LIFE (H) 8.75% 09-24-73/23 17,000,000 $19,139,674
ENERGY NW WA ELEC COLUMBIA STATION SF TAXABLE 2.197% 07-01-19 6,500,000 $6,458,985
ENLINK MIDSTREAM PARTNERS SR UNSEC 2.7% 04-01-19 1,660,000 $1,667,609
ENLINK MIDSTREAM PARTNERS SR UNSEC 4.4% 04-01-24 1,290,000 $1,317,970
ENTERGY CORP SR UNSEC 4.7% 01-15-17 8,000,000 $8,488,168
ENTERPRISE PRODUCTS SR UNSEC 3.35% 03-15-23 8,500,000 $8,308,223
ENTERPRISE PRODUCTS SR UNSEC 3.9% 02-15-24 18,500,000 $18,636,475
ENTERPRISE PRODUCTS SR UNSEC 4.85% 03-15-44 2,200,000 $2,203,038
ENTERPRISE PRODUCTS SR UNSEC 5.2% 09-01-20 5,500,000 $6,149,787
ERAC USA FINANCE 144A LIFE SR UNSEC 5.25% 10-01-20 5,000,000 $5,584,360
ERP OPERATING LP SR UNSEC 6.584% 04-13-15 2,705,000 $2,872,158
ERP OPERATING LP SR UNSEC 7.125% 10-15-17 10,000,000 $11,755,380
ESKOM HOLDINGS LTD USD 144A LIFE SR UNSEC 5.75% 01-26-21 6,820,000 $7,007,550
ESKOM HOLDINGS LTD USD 144A LIFE SR UNSEC 6.75% 08-06-23 5,000,000 $5,329,106
ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23 4,400,000 $4,132,317
ESTERLINE TECHNOLOGIES SR UNSEC 7.0% 08-01-20 16,590,000 $18,041,625
EURAMAX INTL INC SR SEC 1ST LIEN 9.5% 04-01-16 31,755,000 $32,231,325
EXPRESS SCRIPTS INC SR UNSEC 2.75% 11-21-14 1,000,000 $1,014,706
EXPRESS SCRIPTS INC SR UNSEC 3.125% 05-15-16 13,564,000 $14,139,588
EXPRESS SCRIPTS INC SR UNSEC 7.25% 06-15-19 8,985,000 $10,931,151
EXXON MOBIL CORP SR UNSEC 1.819% 03-15-19 11,950,000 $11,882,076
EXXON MOBIL CORP SR UNSEC 3.176% 03-15-24 6,300,000 $6,293,795
EXXON MOBIL SR UNSEC 0.921% 03-15-17 8,500,000 $8,505,559
FASI 97-NAM1 B1 7.75% 05-25-27 87,418 $88,904
FED FARM CR DISC NT 04-10-14 20,000,000 $19,999,517
FED FARM CR DISC NT 05-09-14 25,000,000 $24,997,988
FED FARM CR DISC NT 05-15-14 25,000,000 $24,997,823
FED FARM CR DISC NT 10/14/2014 50,000,000 $49,974,000
FED FARM CR DISC NT 10/6/2014 30,000,000 $29,985,900
FED FARM CR DISC NT 11/4/2014 40,000,000 $39,972,800
FED FARM CR DISC NT 12/1/2014 32,000,000 $31,971,200
FED FARM CR DISC NT 8/8/2014 50,000,000 $49,989,000
FED FARM CR DISC NT 9/5/2014 22,100,000 $22,093,149
FED HM LN BK DISC NT 04-07-14 25,000,000 $24,999,657
FED HM LN BK DISC NT 06-17-14 101,000,000 $100,986,870
FED HM LN BK DISC NT 06-19-14 24,200,000 $24,196,854
FED HM LN BK DISC NT 06-20-14 23,000,000 $22,997,010
FED HM LN BK DISC NT 10/22/2014 15,800,000 $15,790,836
FED HM LN BK DISC NT 11/26/2014 63,800,000 $63,745,132
FED HM LN BK DISC NT 12/15/2014 25,000,000 $24,975,000
FED HM LN BK DISC NT 4/11/2014 132,590,000 $132,586,303
FED HM LN BK DISC NT 4/16/2014 15,100,000 $15,099,723
FED HM LN BK DISC NT 4/17/2014 16,600,000 $16,599,608
FED HM LN BK DISC NT 4/25/2014 37,800,000 $37,798,501
FED HM LN BK DISC NT 4/30/2014 22,800,000 $22,798,955
FED HM LN BK DISC NT 5/1/2014 50,000,000 $49,997,502
FED HM LN BK DISC NT 5/2/2014 54,500,000 $54,497,234
FED HM LN BK DISC NT 5/22/2014 16,000,000 $15,998,613
FED HM LN BK DISC NT 5/27/2014 27,500,000 $27,497,173
FED HM LN BK DISC NT 5/30/2014 32,800,000 $32,797,189
FED HM LN BK DISC NT 5/9/2014 16,900,000 $16,898,901
FED HM LN BK DISC NT 6/13/2014 18,025,000 $18,022,837
FED HM LN BK DISC NT 6/2/2014 25,700,000 $25,697,430
FED HM LN BK DISC NT 6/6/2014 25,800,000 $25,797,162
FED HM LN BK DISC NT 7/15/2014 69,400,000 $69,388,202
FED HM LN BK DISC NT 7/16/2014 48,900,000 $48,891,198
FED HM LN BK DISC NT 8/4/2014 50,000,000 $49,989,500
FED HM LN BK DISC NT 9/10/2014 106,450,000 $106,414,872
FED HM LN MTG CORP DISC NT 04-01-14 50,000,000 $49,999,918
FED HM LN MTG CORP DISC NT 04-08-14 31,800,000 $31,799,334
FED HM LN MTG CORP DISC NT 05-05-14 50,000,000 $49,996,557
FED HM LN MTG CORP DISC NT 05-06-14 24,200,000 $24,198,143
FED HM LN MTG CORP DISC NT 05-13-14 25,000,000 $24,997,885
FED HM LN MTG CORP DISC NT 05-20-14 27,800,000 $27,797,038
FED HM LN MTG CORP DISC NT 06-03-14 60,000,000 $59,994,000
FED HM LN MTG CORP DISC NT 06-10-14 62,000,000 $61,992,560
FED HM LN MTG CORP DISC NT 10/1/2014 50,000,000 $49,978,500
FED HM LN MTG CORP DISC NT 10/20/2014 140,400,000 $140,321,376
FED HM LN MTG CORP DISC NT 10/21/2014 32,800,000 $32,781,304
FED HM LN MTG CORP DISC NT 10/6/2014 61,200,000 $61,171,236
FED HM LN MTG CORP DISC NT 11/17/2014 11,700,000 $11,690,757
FED HM LN MTG CORP DISC NT 11/20/2014 100,000,000 $99,919,000
FED HM LN MTG CORP DISC NT 11/5/2014 100,000,000 $99,931,000
FED HM LN MTG CORP DISC NT 5/14/2014 11,500,000 $11,499,088
FED HM LN MTG CORP DISC NT 5/8/2014 70,000,000 $69,994,851
FED HM LN MTG CORP DISC NT 6/13/2014 105,900,000 $105,887,292
FED HM LN MTG CORP DISC NT 6/16/2014 96,500,000 $96,487,455
FED HM LN MTG CORP DISC NT 6/18/2014 55,300,000 $55,292,811
FED HM LN MTG CORP DISC NT 6/4/2014 125,000,000 $124,986,250
FED HM LN MTG CORP DISC NT 7/11/2014 45,700,000 $45,692,231
FED HM LN MTG CORP DISC NT 8/1/2014 55,000,000 $54,989,000
FED HM LN MTG CORP DISC NT 9/16/2014 40,000,000 $39,985,600
FED NAT MTG DISC NT 10/2/2014 75,200,000 $75,166,912
FED NAT MTG DISC NT 10/27/2014 107,000,000 $106,934,730
FED NAT MTG DISC NT 7/2/2014 51,400,000 $51,392,290
FED NAT MTG DISC NT 7/22/2014 37,400,000 $37,393,268
FED NAT MTG DISC NT 7/23/2014 54,200,000 $54,189,702
FED NAT MTG DISC NT 7/24/2014 18,500,000 $18,496,485
FED NAT MTG DISC NT 8/1/2014 133,500,000 $133,473,300
FED NAT MTG DISC NT 9/22/2014 64,400,000 $64,381,324
FELCOR LODGING SR SEC 1ST LIEN 5.625% 03-01-23 7,700,000 $7,815,500
FGCI 5.0 G13156 05-01-23 3,484,109 $3,749,354
FGCI 5.0 J07567 110K MAX 04-01-23 1,175,143 $1,274,900
FGCI 5.0 J07773 05-01-23 3,520,212 $3,785,953
FGCI 5.0 J07968 06-01-23 3,803,366 $4,094,552
FGLMC 4.0 A97342 MHA 03-01-41 2,727,006 $2,831,497
FGLMC 4.0 Q19731 150K MAX 07-01-43 3,314,191 $3,447,962
FGLMC 4.0 Q23185 85K MAX 11-01-43 3,595,547 $3,752,615
FGLMC 4.0 Q23187 110K MAX 11-01-43 5,740,630 $5,985,985
FGLMC 4.0 Q23190 125K MAX 11-01-43 7,149,829 $7,439,855
FGLMC 4.0 Q23211 125K MAX 11-01-43 4,494,295 $4,676,682
FGLMC 4.0 Q23217 150K MAX 11-01-43 7,752,131 $8,065,511
FGLMC 4.5 G04805 12-01-35 22,332,836 $23,892,807
FGLMC 4.5 G05937 08-01-40 46,622,221 $49,814,584
FGLMC 4.5 G07189 03-01-42 4,639,842 $4,956,349
FGLMC 4.5 G07221 06-01-42 7,234,185 $7,727,216
FGLMC 4.5 G08353 07-01-39 1,860,985 $1,988,038
FGLMC 4.5 Q01746 07-01-41 4,637,984 $4,956,094
FGLMC 4.5 Q02676 08-01-41 4,044,176 $4,320,846
FGLMC 4.5 Q02849 08-01-41 4,458,486 $4,764,098
FGLMC 5.0 A87873 08-01-39 1,868,362 $2,034,575
FGLMC 5.0 A87892 08-01-39 2,884,918 $3,173,609
FGLMC 5.0 A87897 125K MAX 08-01-39 4,431,934 $4,873,292
FGLMC 5.0 A96488 MHA 01-01-41 264,734 $289,044
FGLMC 5.5 A68547 11-01-37 1,215,997 $1,336,776
FGLMC 5.5 G04219 04-01-38 3,047,785 $3,350,506
FGLMC 5.5 G05852 03-01-39 1,550,979 $1,705,030
FGLMC 6.5 G04553 09-01-38 3,377,479 $3,789,292
FGTW 6.0 C91000 11-01-26 683,304 $753,671
FGTW 6.0 C91017 02-01-27 1,165,660 $1,286,014
FHLB 5.5% 07-15-36 100,000 $122,621
FHLMC 0.75% 01-12-18 66,300,000 $64,853,997
FHLMC 2.5% 05-27-16 22,500,000 $23,457,375
FHLMC POOL #1G0809 ARH5 2.476% 2.476% 07-01-35 1,877,583 $1,995,683
FHMS K019 A2 (MF) 2.272% 03-25-22 8,000,000 $7,652,760
FHMS K021 A2 (MF) 2.396% 06-25-22 8,280,000 $7,933,151
FHMS K023 A2 (MF) 2.307% 08-25-22 8,995,000 $8,528,969
FHMS K025 A2 (MF) 2.682% 10-25-22 7,000,000 $6,808,410
FHMS K028 A2 (MF) 3.111% 02-25-23 9,800,000 $9,812,348
FHMS K036 A1 (MF) 2.777% 04-25-23 12,953,748 $13,155,309
FHMS K036 A2 (MF) 3.527% 10-25-23 9,465,000 $9,691,119
FHMS K709 A2 (MF) 2.086% 03-25-19 5,880,000 $5,892,718
FHMS K710 A2 (MF) 1.883% 05-25-19 6,906,000 $6,847,230
FHMS K711 A2 (MF) 1.73% 07-25-19 11,000,000 $10,799,217
FHMS K712 A2 (MF) 1.869%11-25-19 7,265,000 $7,137,063
FHMS K714 A2 (MF) 3.034% 10-25-20 4,095,000 $4,230,872
FHR 2289 NB WAC 9.88145% 04-15-22 17,346 $19,434
FHR 2890 KT LCF 4.5% 11-15-19 25,425,000 $27,157,460
FHR 3061 PN PAC1 5.5% 11-15-35 1,269,271 $1,384,776
FHR 3257 PA PACS 5.5% 12-15-36 7,766,851 $8,609,399
FHR 3271 OA PAC 6.0% 02-15-37 7,393,967 $8,119,633
FHR 3286 JN PAC 5.5% 02-15-37 7,129,979 $7,798,343
FHR 3312 PA PAC 5.5% 05-15-37 6,988,536 $7,643,781
FHR 3318 JT PAC 5.5% 05-15-37 3,867,704 $4,230,456
FIRST DATA CORP 144A LIFE SR SEC 1ST LIEN 6.75% 11-01-20 19,025,000 $20,547,000
FIRST DATA CORP 144A LIFE SR SEC 1ST LIEN 7.375% 06-15-19 18,225,000 $19,637,438
FIRST DATA CORP 144A LIFE SR SEC 2ND LIEN 8.25% 01-15-21 10,250,000 $11,172,500
FIRST DATA CORP PIK 144A LIFE SR SEC 2ND LIEN 8.75% 01-15-22 36,640,000 $40,212,400
FIRST DATA CORP PIK 144A LIFE SR UNSEC 14.5% 09-24-19 17,675,000 $16,682,690
FIRST DATA CORP SR SUB 11.75% 08-15-21 84,075,000 $88,699,125
FIRST DATA CORP SR UNSEC 12.625% 01-15-21 28,038,500 $33,506,008
FIRST QUANTUM 144A LIFE SR UNSEC 6.75% 02-15-20 53,512,000 $54,448,460
FIRST QUANTUM 144A LIFE SR UNSEC 7.0% 02-15-21 51,512,000 $52,671,020
FIRSTENERGY CORP SR UNSEC 4.25% 03-15-23 31,465,000 $30,579,292
FLORIDA EAST COAST RAILROAD SR SEC 1ST LIEN 8.125% 02-01-17 12,075,000 $12,633,469
FMG RESOURCES 144A LIFE SR UNSEC 6.0% 04-01-17 56,380,000 $59,516,138
FMG RESOURCES 144A LIFE SR UNSEC 6.875% 02-01-18 36,535,000 $38,590,094
FMG RESOURCES 144A LIFE SR UNSEC 8.25% 11-01-19 9,450,000 $10,430,438
FNA 12-M14 A2 (MF) 2.301% 09-25-22 4,285,000 $4,048,768
FNA 12-M17 A2 (MF) 2.18395% 11-25-22 8,000,000 $7,437,224
FNA 12-M5 A2 (MF) 2.715% 02-25-22 7,000,000 $6,871,480
FNA 12-M9 A2 (MF) 2.482% 04-25-22 12,231,000 $11,773,194
FNA 13-M14 A2 (MF) 3.329% 10-25-23 9,141,000 $9,215,700
FNA 14-M1 A2 (MF) 3.39397% 07-25-23 450,000 $454,240
FNA 14-M2 A2 (MF) 3.513% 12-25-23 17,665,000 $18,034,481
FNA 14-M3 A2 (MF) 3.501% 01-25-24 16,925,000 $17,124,343
FNCI 2.5 AB8447 02-01-28 232,000 $232,488
FNCI 2.5 AP6063 08-01-28 955,727 $957,740
FNCI 2.5 AP8322 11-01-28 977,518 $979,577
FNCI 2.5 AP9022 04-01-28 3,579,956 $3,587,495
FNCI 2.5 AP9419 150K MAX 09-01-27 663,525 $665,450
FNCI 2.5 AQ0698 125K MAX 10-01-27 1,154,264 $1,154,891
FNCI 2.5 AQ0721 110K MAX 12-01-27 1,829,088 $1,830,130
FNCI 2.5 AQ0722 85K MAX 12-01-27 1,238,751 $1,239,649
FNCI 2.5 AQ0873 150K MAX 10-01-27 1,400,796 $1,401,556
FNCI 2.5 AQ1919 150K MAX 10-01-27 567,214 $567,522
FNCI 2.5 AQ4114 09-01-28 2,439,114 $2,440,438
FNCI 2.5 AQ4252 110K MAX 11-01-27 560,503 $560,823
FNCI 2.5 AQ9360 150K MAX 01-01-28 44,582,852 $44,712,187
FNCI 2.5 AR3051 150K MAX 01-01-28 15,050,820 $15,058,993
FNCI 2.5 AS0380 09-01-28 970,081 $972,124
FNCI 2.5 AT3681 150K MAX 05-01-28 1,200,849 $1,201,501
FNCI 2.5 AT4305 06-01-28 3,048,494 $3,054,914
FNCI 2.5 AT5836 05-01-28 2,632,836 $2,638,381
FNCI 2.5 AT6786 09-01-28 1,279,438 $1,282,133
FNCI 2.5 AT8280 06-01-28 1,185,743 $1,188,240
FNCI 2.5 AU1846 09-01-28 690,714 $692,169
FNCI 2.5 AU2225 08-01-28 3,961,609 $3,969,952
FNCI 2.5 AU2296 08-01-28 1,922,359 $1,926,408
FNCI 2.5 AU2818 09-01-28 140,325 $140,620
FNCI 2.5 AU6957 10-01-28 1,948,253 $1,952,356
FNCI 2.5 AU7194 09-01-28 1,294,631 $1,297,358
FNCI 2.5 AU9762 10-01-28 973,556 $975,606
FNCI 2.5 AV0001 10-01-28 1,952,166 $1,956,277
FNCI 2.5 AV0714 08-01-28 3,780,065 $3,788,026
FNCI 2.5 AV0796 09-01-28 4,007,340 $4,015,779
FNCI 2.5 MA1568 09-01-28 972,443 $974,491
FNCI 2.5 MA1613 09-01-28 1,053,715 $1,055,934
FNCI 2.5 MA1677 10-01-28 1,029,129 $1,029,818
FNCI 4.5 932119 11-01-24 2,782,441 $2,955,692
FNCI 4.5 AD3149 04-01-25 1,724,151 $1,855,850
FNCI 4.5 AD5692 05-01-25 1,802,452 $1,940,426
FNCI 4.5 AD6119 175K MAX 06-01-25 1,837,125 $1,973,636
FNCI 4.5 AD6392 05-01-25 2,822,180 $3,038,605
FNCI 5.5 555507 06-01-18 55,392 $58,532
FNCI 5.5 995265 01-01-24 297,003 $323,570
FNCI 6.0 885290 06-01-21 232,656 $255,464
FNCL 3.0 AB8716 85K MAX 03-01-43 1,142,299 $1,105,562
FNCL 3.0 AB8936 85K MAX 04-01-43 1,069,688 $1,035,239
FNCL 3.0 AR9588 85K MAX 03-01-43 1,693,781 $1,639,092
FNCL 3.0 AS0303 08-01-43 18,147,215 $17,576,394
FNCL 3.0 AT2016 04-01-43 13,197,779 $12,782,643
FNCL 3.0 TBA 04/14 04-01-44 50,000,000 $48,285,150
FNCL 3.5 AB5495 125K MAX 07-01-42 10,477,214 $10,559,994
FNCL 3.5 AO2993 MHA 05-01-42 36,958,189 $37,218,301
FNCL 3.5 AO9140 07-01-42 27,757,831 $27,953,191
FNCL 3.5 TBA 04/14 04-01-44 42,362,000 $42,625,110
FNCL 4.0 AV2577 110K MAX 11-01-43 4,197,992 $4,379,206
FNCL 4.0 890407 125K MAX 02-01-42 1,565,644 $1,631,399
FNCL 4.0 AB4050 125K MAX 12-01-41 946,585 $986,431
FNCL 4.0 AE4483 09-01-40 9,455,349 $9,843,623
FNCL 4.0 AE8073 125K MAX 12-01-40 552,809 $576,002
FNCL 4.0 AE8752 175K MAX 12-01-40 15,855,386 $16,492,661
FNCL 4.0 AJ0257 110K MAX 09-01-41 312,872 $326,375
FNCL 4.0 AJ4154 125K MAX 11-01-41 450,664 $469,652
FNCL 4.0 AJ4189 125K MAX 12-01-41 550,229 $573,382
FNCL 4.0 AK6740 150K MAX 03-01-42 11,230,911 $11,696,803
FNCL 4.0 AL0766 150K MAX 09-01-41 9,866,784 $10,275,210
FNCL 4.0 AL1102 150K MAX 12-01-41 12,943,657 $13,479,666
FNCL 4.0 AL2441 150K MAX 09-01-42 31,752,093 $33,063,677
FNCL 4.0 AL2745 125K MAX 03-01-42 4,746,361 $4,945,395
FNCL 4.0 AL3692 110K MAX 05-01-43 11,003,588 $11,479,218
FNCL 4.0 AT2734 110K MAX 05-01-43 11,445,804 $11,940,125
FNCL 4.0 AU6744 10-01-43 982,369 $1,022,445
FNCL 4.0 AU8411 110K MAX 10-01-43 3,633,226 $3,789,829
FNCL 4.0 AU8813 85K MAX 11-01-43 3,928,943 $4,101,691
FNCL 4.0 AU9348 85K MAX 11-01-43 3,218,422 $3,360,129
FNCL 4.0 AU9349 110K MAX 11-01-43 3,929,954 $4,099,194
FNCL 4.0 AU9350 125K MAX 11-01-43 2,925,196 $3,047,583
FNCL 4.0 MA0533 10-01-40 10,034,257 $10,440,745
FNCL 4.5 932274 150K MAX 12-01-39 33,738,980 $36,197,506
FNCL 4.5 AA7976 01-01-34 21,424,805 $22,969,898
FNCL 4.5 AB2470 MHA 03-01-41 343,135 $366,643
FNCL 4.5 AE9377 MHA 11-01-40 93,611 $99,872
FNCL 4.5 AH0861 MHA 12-01-40 113,995 $121,786
FNCL 4.5 TBA 04/14 04-01-44 30,500,000 $32,545,635
FNCL 5.0 AD4927 06-01-40 12,068,649 $13,185,410
FNCL 5.0 AI3422 MHA 05-01-41 525,082 $576,190
FNCL 5.0 AI4836 MHA 06-01-41 438,683 $480,168
FNCL 5.0 AI5571 MHA 07-01-41 649,449 $711,389
FNCL 5.0 AI8482 MHA 08-01-41 727,887 $797,902
FNCL 5.5 254767 06-01-33 726,677 $806,328
FNCL 5.5 735228 02-01-35 703,329 $779,099
FNCL 5.5 888795 11-01-36 4,973,587 $5,484,524
FNCL 5.5 889572 06-01-38 1,178,000 $1,299,616
FNCL 6.0 256308 07-01-36 1,542,686 $1,723,835
FNCL 6.0 878099 04-01-36 2,074,289 $2,310,545
FNCL 6.0 880426 04-01-36 1,048,212 $1,172,828
FNCL 6.0 888637 09-01-37 23,080,060 $25,657,641
FNCL 6.0 929964 09-01-38 2,405,000 $2,682,036
FNCL 6.0 936999 150K MAX 07-01-37 4,298,525 $4,778,585
FNCL 6.0 950991 10-01-37 3,825,663 $4,252,913
FNCL 6.0 965689 02-01-38 4,316,127 $4,798,152
FNCL 6.0 995674 05-01-38 5,561,312 $6,194,729
FNCL 6.0 AC0479 09-01-39 2,715,575 $3,030,201
FNCL 6.5 888746 10-01-37 1,523,428 $1,698,287
FNCL 6.5 941315 07-01-37 1,307,869 $1,470,011
FNCL 6.5 945832 08-01-37 349,102 $389,151
FNCL 6.5 AE0443 10-01-39 1,117,204 $1,256,696
FNCT 6.0 257126 03-01-28 4,867,573 $5,369,127
FNCT 6.0 888204 04-01-26 4,639,407 $5,114,667
FNCT 7.0 256469 175K MAX 09-01-26 639,414 $724,878
FNCT 7.0 257056 01-01-28 1,770,350 $2,002,336
FNCT 7.0 257107 150K MAX 01-01-28 281,210 $318,079
FNCZ 6.5 899660 40YR 08-01-47 795,011 $869,830
FNCZ 6.5 943483 40YR 08-01-47 1,068,337 $1,168,846
FNCZ 6.5 944433 40YR 07-01-47 376,529 $411,916
FNCZ 6.5 945734 150K MAX 40YR 08-01-47 125,858 $137,637
FNCZ 6.5 946555 40YR 09-01-47 419,199 $458,641
FNCZ 6.5 947661 40YR 10-01-47 387,858 $424,325
FNCZ 7.0 257036 40YR 11-01-47 403,365 $446,400
FNCZ 7.0 920015 40 YR 10-01-47 919,944 $1,017,991
FNCZ 7.0 947554 40YR 10-01-47 322,165 $356,556
FNCZ 7.0 953823 40YR 11-01-47 294,883 $326,368
FNGT 01-T10 A1 7.0% 12-25-41 434,748 $502,844
FNIONO 6.5 888371 ALT A 03-01-37 1,018,711 $1,138,107
FNIONP 6.0 256686 ALT A 04-01-37 245,056 $268,135
FNIONP 7.0 256736 05-01-37 537,066 $604,387
FNIONP 7.0 256828 07-01-37 971,792 $1,093,801
FNIONP 7.5 256815 07-01-37 527,776 $603,791
FNIONP 7.5 937308 110K MAX 04-01-37 85,986 $98,340
FNIONP 7.5 944134 125K MAX 07-01-37 112,376 $128,553
FNIONP 8.0 937309 110K MAX 04-01-37 105,870 $121,695
FNMA 6.25% 05-15-29 32,000,000 $41,901,120
FNMA 7.125% 01-15-30 1,500,000 $2,125,290
FNMA POOL #888942 ARH5 2.451% 12-01-37 2,439,432 $2,597,287
FNMA POOL #AE0462 ARH10 4.194% 09-01-40 1,200,993 $1,278,124
FNR 01-20 E WAC 9.55662% 04-17-31 165,777 $186,247
FNR 01-4 GA WAC 9.51318% 04-17-25 152,946 $175,147
FNR 01-50 BA 7.0% 10-25-2031/10-25-2041 537,123 $604,086
FNR 06-43 PX PAC1 6.0% 06-25-36 2,068,422 $2,298,720
FNR 07-24 P 6.0% 03-25-37 4,247,931 $4,673,063
FNR 07-33 HE PAC 5.5% 04-25-37 7,638,490 $8,348,030
FNR 2001-4 NA WAC 10.50225% 10-25-25 4,095 $4,546
FNW 02-W1 2A 6.61598% 02-25-42 807,565 $941,372
FNW 02-W3 A5 7.5% 01-25-28 287,453 $336,135
FORD MOTOR CO SR UNSEC 4.75% 01-15-43 150,000 $145,613
FORD MOTOR CR SR UNSEC 1.7% 05-09-16 8,500,000 $8,600,037
FORD MOTOR CR SR UNSEC 2.375% 01-16-18 10,905,000 $11,009,481
FORD MOTOR CR SR UNSEC 2.5% 01-15-16 7,000,000 $7,191,219
FORD MOTOR CR SR UNSEC 4.375% 08-06-23 17,850,000 $18,454,562
FORD MOTOR CR SR UNSEC 8.0% 12-15-16 1,500,000 $1,758,036
FOREST LABORATORIES INC 144A SR UNSEC 4.375% 02-01-19 45,800,000 $48,261,750
FOREST LABORATORIES INC 144A SR UNSEC 4.875% 02-15-21 9,450,000 $10,005,188
FOREST LABORATORIES INC 144A SR UNSEC 5.0% 12-15-21 56,820,000 $60,229,200
FRANCE TELECOM (ORANGE) SR UNSEC 2.75% 09-14-16 9,000,000 $9,335,151
FRANCE TELECOM (ORANGE) SR UNSEC 4.125% 09-14-21 15,000,000 $15,572,220
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 5.0% 05-15-21 49,340,000 $50,573,500
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 6.0% 01-15-22 19,075,000 $20,291,031
FREESCALE TL-B4 (L+325) (FLR 1.0) 4.25% 03-01-20 8,000,000 $8,033,752
FRONTIER COMMUNICATIONS SR UNSEC 7.125% 01-15-23 27,825,000 $29,146,688
FRONTIER COMMUNICATIONS SR UNSEC 7.625% 04-15-24 28,125,000 $29,531,250
FRONTIER COMMUNICATIONS SR UNSEC 8.125% 10-01-18 15,022,000 $17,613,295
FRONTIER COMMUNICATIONS SR UNSEC 8.5% 04-15-20 15,475,000 $18,067,063
FRONTIER COMMUNICATIONS SR UNSEC 8.75% 04-15-22 6,425,000 $7,364,656
FRONTIER COMMUNICATIONS SR UNSEC 9.25% 07-01-21 20,625,000 $24,543,750
G2SF 4.0 MA1376 10-20-43 64,595,740 $67,973,774
G2SF 4.5 783687 12-20-41 2,336,295 $2,529,878
GANNETT SR UNSEC 144A LIFE 5.125% 10-15-19 7,925,000 $8,311,344
GANNETT SR UNSEC 144A LIFE 6.375% 10-15-23 8,950,000 $9,520,563
GARDNER DENVER TL-B (L+325) (FLR 1.00) 4.25% 07-30-20 26,865,000 $26,886,841
GAZPROM CAPITAL 144A LIFE LPN 3.85% 02-06-20 1,100,000 $1,036,750
GAZPROM OAO 144A LIFE LPN 6.51% 03-07-22 500,000 $517,500
GAZPROM OAO LPN REG S 6.212% 11-22-16 5,600,000 $5,964,000
GCCFC 05-GG5 A41 5.243% 04-10-37 7,370,597 $7,382,191
GCCFC 06-GG7 A4 5.82027% 07-10-38 6,844,425 $7,444,681
GCCFC 07-GG11 AM 5.867% 12-10-49/08-10-17 7,879,000 $8,675,488
GCCFC 07-GG9 A4 5.444% 03-10-39/01-10-17 10,000,000 $10,969,430
GECMC 05-C4 A3A 5.30938% 11-10-45 9,784,381 $9,817,785
GECMC 06-C1 A4 5.27812% 03-10-44 12,884,484 $13,708,743
GEN ELEC CAP CORP CP 6/12/2014 50,000,000 $49,992,000
GENERAL ELEC CAP CORP PRP PFD SER A (H) 7.125% 12-29-49/06-15-22 112,300,000 $128,224,702
GENERAL ELEC CAP CORP PRP PFD SER B (H) 6.25% 12-29-49/12-15-22 50,000,000 $53,728,700
GENERAL ELEC CAP CORP SR UNSEC 2.25% 11-09-15 12,000,000 $12,324,276
GENERAL ELEC CAP CORP SR UNSEC 2.45% 03-15-17 13,000,000 $13,439,491
GENERAL ELEC CAP CORP SR UNSEC 2.95% 05-09-16 4,650,000 $4,846,737
GENERAL ELEC CAP CORP SR UNSEC 3.1% 01-09-23 8,500,000 $8,334,650
GENERAL ELEC CAP CORP SR UNSEC 6.0% 08-07-19 9,000,000 $10,581,192
GENERAL ELEC CORP SR UNSEC 0.85% 10-09-15 10,000,000 $10,049,620
GENERAL ELEC CORP SR UNSEC 2.7% 10-09-22 7,750,000 $7,526,537
GENERAL ELEC CORP SR UNSEC 4.125% 10-09-42 11,000,000 $10,613,339
GENERAL ELECTRIC CP 4/1/2014 45,600,000 $45,599,937
GENWORTH FINANCIAL INC SR UNSEC 4.9% 08-15-23 1,565,000 $1,644,386
GEORGIA GULF CORP 144A SR UNSEC 4.625% 02-15-21 14,625,000 $14,515,313
GEORGIA GULF CORP 144A SR UNSEC 4.875% 05-15-23 2,400,000 $2,364,000
GILEAD SCIENCES INC SR UNSEC 3.05% 12-01-16 10,265,000 $10,801,972
GILEAD SCIENCES INC SR UNSEC 3.7% 04-01-24 9,355,000 $9,379,763
GILEAD SCIENCES INC SR UNSEC 4.8% 04-01-44 12,910,000 $13,342,575
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 1.5% 05-08-17 10,160,000 $10,228,092
GLENCORE XSTRATA LLC 144A LIFE FRN SR UNSEC (L+136) 01-15-19 3,000,000 $3,011,868
GLENCORE XSTRATA LLC 144A LIFE SR UNSEC 2.5% 01-15-19 10,000,000 $9,669,990
GLENCORE XSTRATA LLC 144A LIFE SR UNSEC 4.125% 05-30-23 10,585,000 $10,129,940
GM FINANCIAL SR UNSEC 3.25% 05-15-18 9,830,000 $9,952,875
GM FINANCIAL SR UNSEC 6.75% 06-01-18 1,720,000 $1,969,400
GNSF 10.0 780081 02-15-25 317,856 $362,511
GNSF 10.0 780349 09-15-21 340,190 $396,955
GOLDMAN SACHS GROUP INC SR UNSEC 2.625% 01-31-19 27,331,000 $27,299,788
GOLDMAN SACHS GROUP SR UNSEC 3.625% 01-22-23 8,500,000 $8,378,246
GOLDMAN SACHS GROUP SR UNSEC 3.625% 02-07-16 22,600,000 $23,680,822
GOLDMAN SACHS GROUP SR UNSEC 4.0% 03-03-24 9,225,000 $9,204,124
GOLDMAN SACHS GROUP SR UNSEC 5.25% 07-27-21 23,000,000 $25,502,653
GOLDMAN SACHS GROUP SR UNSEC 5.75% 01-24-22 20,000,000 $22,717,240
GOOGLE INC 4(2) CP 4/16/2014 28,700,000 $28,698,980
GOOGLE INC 4(2) CP 6/24/2014 12,250,000 $12,248,616
GRAPHIC PACKAGING SR UNSEC 4.75% 04-15-21 3,550,000 $3,572,188
GRIFOLS WORLDWIDE 144A SR UNSEC 5.25% 04-01-22 7,550,000 $7,738,750
GSMS 11-GC3 A2 144A LIFE 3.645% 03-10-44/03-10-16 1,805,000 $1,891,315
GSR 04-2F 12A1 PT 4.5% 09-25-19 1,441,321 $1,451,627
HALLIBURTON CO SR UNSEC 2.0% 08-01-18 14,000,000 $14,028,350
HALYK BANK USD 144A LIFE 7.25% 05-03-17 30,570,000 $32,664,045
HAMILTON SUNDSTRAND 144A LIFE SR UNSEC 7.75% 12-15-20 16,050,000 $17,374,125
HAROT 14-1 A3 0.67% 11-21-17/12-21-16 5,265,000 $5,256,629
HART 13-B A4 1.01% 02-15-19/03-15-17 7,000,000 $7,006,944
HART 14-A A2 0.46% 01-16-17 2,760,000 $2,760,718
HARVARD UNIV SR UNSEC 3.619% 10-01-37 10,000,000 $9,150,163
HAWKER BEECHCRAFT TL-L/C (L+225) 0.0086% 03-26-14/02-15-15 3,053,728 $1,663,008
HBOS PLC LT2 144A LIFE SUB NT 6.75% 05-21-18 17,300,000 $19,640,396
HCA BANK TL-B5 (L+275) 2.9025% 03-31-17 6,260,154 $6,266,026
HCA INC SR SEC 1ST LIEN 3.75% 03-15-19 37,775,000 $38,011,094
HCA INC SR SEC 1ST LIEN 6.5% 02-15-20 22,595,000 $25,362,888
HCA INC SR UNSEC 6.375% 01-15-15 7,400,000 $7,696,000
HCP INC SR UNSEC 3.75% 02-01-16 20,000,000 $21,064,080
HD SUPPLY SR UNSEC 11.5% 07-15-20 31,580,000 $37,659,150
HEMT 06-6 2A1 FRN (L+10) 03-25-37 13,904,839 $3,134,804
HERTZ 13-1A A1 144A 1.12% 08-25-17/16 8,500,000 $8,507,820
HERTZ SR UNSEC 5.875% 10-15-20 3,000,000 $3,213,759
HFLF 14-1 A 144A FRN (L+40) 04-10-28/12-10-16 3,000,000 $3,001,410
HILT 13-HLT AFX 144A LIFE 2.6621% 11-05-30/18 6,555,000 $6,580,237
HILTON 144A SR UNSEC 5.625% 10-15-21 16,730,000 $17,514,219
HILTON WORLDWIDE TL-B (L+300) (FLR 1.0) 3.75% 10-25-20 20,013,816 $20,073,857
HOLCIM US FINANCE 144A LIFE SR UNSEC 5.15% 09-12-23 12,595,000 $13,483,880
HOLCIM US FINANCE 144A LIFE SR UNSEC 6.0% 12-30-19 1,607,000 $1,832,170
HOME DEPOT INC SR UNSEC 5.95% 04-01-41 25,000,000 $30,448,525
HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 06-15-23 11,060,000 $10,979,107
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.0% 08-15-22 6,500,000 $6,770,862
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.125% 02-15-15 2,160,000 $2,192,568
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.625% 03-15-17 10,169,000 $11,143,607
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.3% 06-15-16 19,827,000 $21,333,991
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.7% 01-15-18 12,625,000 $14,133,334
HOST HOTELS & RESORTS SR UNSEC 6.0% 10-01-21 6,400,000 $7,242,502
HSBC HOLDINGS PLC SUB 4.25% 03-14-24 17,070,000 $17,127,953
HUMANA INC SR UNSEC 4.625% 12-01-42 45,000,000 $43,566,570
IBERDROLA FIN IRELAND 144A LIFE SR UNSEC 5.0% 09-11-19 1,060,000 $1,166,099
IBM CORP 4(2) CP 4/25/2014 18,000,000 $17,999,250
IBM CORP SR UNSEC 1.625% 05-15-20 4,000,000 $3,791,652
IBM CORP SR UNSEC 1.95% 07-22-16 10,000,000 $10,296,360
IBM CORP SR UNSEC 2.0% 01-05-16 10,000,000 $10,261,630
IBM CORP SR UNSEC 3.625% 02-12-24 8,890,000 $8,983,496
ICAHN ENTERPRISES SR UNSEC 144A 3.5% 03-15-17 23,550,000 $23,844,375
ICAHN ENTERPRISES SR UNSEC 144A 4.875% 03-15-19 5,250,000 $5,355,000
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 12,500,000 $12,012,425
IMS HEALTH 144A LIFE PIK SR UNSEC 7.375%09-01-18 7,320,000 $7,466,400
INABS 07-H1 A1 FRN FSA (L+16) 07-25-37 2,126,833 $1,830,204
INC RESEARCH LLC 144A LIFE SR UNSEC 11.5% 07-15-19 29,160,000 $32,877,900
INDONESIA REP OF 144A LIFE 5.875% 01-15-24 4,750,000 $5,112,188
INDX 06-AR5 2A1 ARH10 4.47623% 05-25-36 7,939,934 $6,880,270
INGLES MARKETS INC SR UNSEC 5.75% 06-15-23 14,450,000 $14,522,250
INTELSAT JACKSON (UN-GTE) 144A ADD ON SR UNSEC 6.625% 12-15-22 54,310,000 $56,753,950
INTELSAT JACKSON SR UNSEC 7.25% 10-15-20 7,750,000 $8,437,813
INTERCONTINENTAL EXCHANGE SR UNSEC 2.5% 10-15-18 12,000,000 $12,144,120
INTL LEASE FIN SR UNSEC 4.875% 04-01-15 51,400,000 $53,456,514
INTL PAPER CO SR UNSEC 7.3% 11-15-39 5,615,000 $7,349,496
INVENTIV 144A LIFE SR SEC 1ST LIEN 9.0% 01-15-18 35,035,000 $37,312,275
INVENTIV 144A SR UNSEC 10.0%/11.0% 08-15-18 23,915,000 $22,240,950
INVENTIV 144A SR UNSEC MIRROR 10.0%/11.0% 08-15-18 53,835,000 $49,931,963
IRON MOUNTAIN INC SR SUB 5.75% 08-15-24 2,175,000 $2,128,781
IRON MOUNTAIN INC SR UNSEC 6.0% 08-15-23 950,000 $1,014,125
ISRAEL ELECTRIC 144A LIFE 8.1% 12-15-96 4,905,000 $5,064,413
ISRAEL STATE OF GLOBAL 5.125% 03-26-19 3,000,000 $3,405,600
ISRAEL STATE OF USD 4.0% 06-30-22 2,700,000 $2,832,300
ISRAEL STATE OF USD 4.5% 01-30-43 1,795,000 $1,671,863
ISTAR FINANCIAL INC SR UNSEC 4.875% 07-01-18 11,575,000 $11,922,250
ISTAR FINANCIAL INC SR UNSEC 9.0% 06-01-17 37,360,000 $44,084,800
ISTAR FINANCIAL INC TL-B (L+350) (FLR 1.00) 4.5% 10-15-17 23,108,451 $23,234,831
JABIL CIRCUIT INC SR UNSEC 5.625% 12-15-20 10,650,000 $11,328,938
JABIL CIRCUIT INC SR UNSEC 8.25% 03-15-18 20,925,000 $25,110,000
JELD-WEN ESCROW 144A LIFE SR SEC 1ST LIEN 12.25% 10-15-17 45,670,000 $50,922,050
JMC STEEL GROUP 144A LIFE SR UNSEC 8.25% 03-15-18 41,158,000 $42,238,398
JO ANN STORES INC 144A LIFE SR UNSEC 8.125% 03-15-19 16,220,000 $16,909,350
JOHN DEERE FINANCIAL LTD 4(2) CP 4/17/2014 54,000,000 $53,997,705
JP MORGAN CHASE PFD SERIES I PRP (H) 7.9% 04-29-49/04-30-18 74,825,000 $84,926,375
JP MORGAN CHASE PFD SERIES S PRP (H) 6.75% 08-29-49/02-01-24 36,535,000 $38,635,763
JP MORGAN CHASE PFD SERIES U PRP (H) 6.125% 12-29-49/04-30-24 805,000 $795,740
JP MORGAN CHASE SR UNSEC 1.35% 02-15-17 18,500,000 $18,500,722
JP MORGAN CHASE SR UNSEC 3.2% 01-25-23 8,000,000 $7,773,176
JP MORGAN CHASE SR UNSEC 3.25% 09-23-22 5,000,000 $4,935,160
JP MORGAN CHASE SR UNSEC 3.875% 02-01-24 5,500,000 $5,561,452
JPMCC 06-LDP6 A4 5.475% 04-15-43 19,445,584 $20,881,543
JPMCC 06-LDP7 A4 5.84493% 04-15-45 14,700,000 $15,987,867
JPMCC 06-LDP9 AM 5.372% 05-15-47 15,500,000 $16,321,175
JPMCC 07-C1 A4 5.716% 02-15-51/11-15-17 5,000,000 $5,534,640
JPMCC 07-CB19 A4 5.69783% 02-12-49/04-12-17 15,450,000 $17,146,781
JPMCC 07-LD12 AM 6.03156% 02-15-51/08-15-17 20,950,000 $23,414,935
JPMCC 11-C3A A2 144A 3.6727% 02-15-46/01-15-18 24,000,000 $25,063,440
JPMCC 11-C4 A2 144A 3.3412% 07-15-46/05-15-16 7,500,000 $7,829,325
JSC DEV BK OF KAZAKHSTAN USD 144A LIFE 5.5% 12-20-15 (B) 637,000 $667,226
JSC DEV BK OF KAZAKHSTAN USD REG S 5.5% 12-20-15 930,000 $974,129
JUPITER SEC CO LLC 4(2) CP 10/14/2014 25,000,000 $24,964,300
KIMBERLY-CLARK CORP SR UNSEC 7.5% 11-01-18 9,000,000 $11,141,541
KIMCO REALTY CORP SR UNSEC 4.3% 02-01-18 1,000,000 $1,077,046
KIMCO REALTY CORP SR UNSEC 5.7% 05-01-17 17,250,000 $19,250,552
KIMCO REALTY CORP SR UNSEC 5.783% 03-15-16 15,000,000 $16,363,455
KIMCO REALTY CORP SR UNSEC 6.875% 10-01-19 10,844,000 $12,933,780
KINDER MORGAN ENERGY (OPT) SR UNSEC 9.0% 02-01-19 1,660,000 $2,104,437
KINDER MORGAN ENERGY SR UNSEC 2.65% 02-01-19 1,890,000 $1,889,968
KINDER MORGAN ENERGY SR UNSEC 3.45% 02-15-23 15,000,000 $14,326,470
KINDER MORGAN ENERGY SR UNSEC 3.5% 03-01-16 9,750,000 $10,162,718
KINDER MORGAN ENERGY SR UNSEC 3.5% 03-01-21 2,230,000 $2,224,831
KINDER MORGAN ENERGY SR UNSEC 3.5% 09-01-23 6,250,000 $5,913,744
KINDER MORGAN ENERGY SR UNSEC 4.15% 02-01-24 5,350,000 $5,329,419
KINDER MORGAN ENERGY SR UNSEC 4.15% 03-01-22 12,145,000 $12,318,564
KINDER MORGAN ENERGY SR UNSEC 5.0% 03-01-43 20,000,000 $19,113,480
KINDER MORGAN ENERGY SR UNSEC 6.95% 01-15-38 750,000 $901,028
KINDER MORGAN SR SEC 1ST LIEN 144A LIFE 5.0% 02-15-21 10,425,000 $10,492,961
KINDRED HEALTHCARE INC TL-B (L+300) (FLR 1.00) 4.0% 04-11-21 3,475,000 $3,492,375
KINETIC CONCEPTS INC SR SEC 2ND LIEN 10.5% 11-01-18 69,942,000 $80,783,010
KINETIC CONCEPTS INC SR UNSEC 12.5% 11-01-19 24,950,000 $29,253,875
KINETIC CONCEPTS TL-E1 (L+300) (FLR 1.00) 4.0% 05-04-18 3,353,136 $3,367,196
KRAFT FOODS GROUP INC SR UNSEC 2.25% 06-05-17 3,500,000 $3,591,032
KRAFT FOODS GROUP INC SR UNSEC 5.0% 06-04-42 32,900,000 $34,583,789
KRAFT FOODS GROUP INC SR UNSEC 5.375% 02-10-20 4,712,000 $5,381,783
KROGER CO SR UNSEC 3.85% 08-01-23 825,000 $823,200
KROGER CO SR UNSEC 4.0% 02-01-24 2,110,000 $2,137,230
LA QUINTA TL-B SR SEC 1ST LIEN (L+300) (FLR 1.0%) 4.0% 02-24-21 22,800,000 $22,839,193
LAAF 1 A 144A 7.656% 12-15-26/21 6,727,804 $7,612,308
LAREDO PETROLEUM INC SR UNSEC 9.5% 02-15-19 34,200,000 $37,919,250
LATVIA REP OF USD REG S 2.75% 01-12-20 4,250,000 $4,102,313
LAUREATE EDUCATION INC 144A SR UNSEC 9.25% 09-01-19 11,750,000 $12,572,500
LAWSON SOFTWARE INC SR UNSEC 9.375% 04-01-19 25,800,000 $29,186,250
LBG CAPITAL NO.1 PLC 144A LIFE LT2 ECN (H) 7.875% 11-01-20 20,000,000 $21,968,140
LBUBS 05-C7 A4 5.197% 11-15-30 11,422,000 $11,940,901
LBUBS 07-C2 A3 5.43% 02-15-40 9,886,736 $10,906,899
LBUBS 07-C2 AM 5.493% 02-15-40 15,000,000 $15,977,505
LBUBS 07-C6 AM 6.114% 07-15-40 10,035,000 $11,123,517
LEE ENTERPRISES TL-B SR SEC 1ST LIEN (L+625) (FLR 1.00) 7.25% 03-21-19 4,925,000 $4,974,250
LEUCADIA NATL CORP SR UNSEC 5.5% 10-18-23 14,830,000 $15,481,170
LEVEL 3 COMM INC SR UNSEC 11.875% 02-01-19 3,000,000 $3,405,000
LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.25% 06-15-23 4,400,000 $4,474,400
LIBERTY MUTUAL GROUP INC SER A 144A LIFE (H) 7.80% 03-07-87/3-15-37 19,415,000 $21,647,725
LIGHTSQUARED TL-B PIK 12.0% 10-01-14 96,866,593 $115,755,578
LIMITED BRANDS INC SR UNSEC 5.25% 11-01-14 1,585,000 $1,626,606
LIMITED BRANDS INC SR UNSEC 6.625% 04-01-21 23,754,000 $26,812,328
LIMITED BRANDS INC SR UNSEC 7.0% 05-01-20 21,271,000 $24,355,295
LIMITED BRANDS INC SR UNSEC 8.5% 06-15-19 16,105,000 $19,567,575
LLOYDS BANK PLC SR UNSEC 2.3% 11-27-18 3,625,000 $3,626,428
LSB INDUSTRIES 144A LIFE SR UNSEC 7.75% 08-01-19 16,800,000 $18,102,000
MACY'S RETAIL SR UNSEC 6.90% 04-01-29 7,925,000 $9,644,162
MARRIOTT INTL SR UNSEC 6.375% 06-15-17 19,000,000 $21,501,312
MCKESSON CORP SR UNSEC 0.95% 12-04-15 1,135,000 $1,138,735
MCKESSON CORP SR UNSEC 1.4% 03-15-18 745,000 $727,270
MCKESSON CORP SR UNSEC 2.284% 3-15-19 3,875,000 $3,848,739
MCKESSON CORP SR UNSEC 3.25% 03-01-16 7,525,000 $7,844,504
MCKESSON CORP SR UNSEC 3.796% 03-15-24 14,505,000 $14,550,560
MCKESSON CORP SR UNSEC 4.75% 03-01-21 3,475,000 $3,795,784
MCKESSON CORP SR UNSEC 4.883% 03-15-44 625,000 $635,983
MEDCO HEALTH SOLUTIONS SR UNSEC 2.75% 09-15-15 6,305,000 $6,467,928
MEDIACOM BROADBAND LLC SR UNSEC 144A 5.5% 04-15-21 7,000,000 $7,052,500
MEDIACOM LLC SR UNSEC 7.25% 02-15-22 7,775,000 $8,513,625
MEDIACOM LLC SR UNSEC 9.125% 08-15-19 13,750,000 $14,781,250
MEDPACE HOLDINGS TL-B (L+400) (FLR 1.0) 5.0% 04-09-21 3,740,000 $3,721,300
MEDTRONIC INC SR UNSEC 3.625% 03-15-24 2,460,000 $2,475,483
MERCK & CO INC 4(2) CP 5/28/2014 28,900,000 $28,898,131
MERCK & CO INC 4(2) CP 5/29/2014 70,100,000 $70,095,264
MERCK & CO INC SR UNSEC 1.1% 01-31-18 6,710,000 $6,585,979
METLIFE CAPITAL TRUST IV 144A LIFE (H) 7.875% 12-15-67/37 14,430,000 $17,099,550
METLIFE CAPITAL TRUST X 144A LIFE (H) 9.25% 04-08-68/38 500,000 $657,500
METLIFE GLOBAL FUNDING GIC 144A LIFE 2.5% 09-29-15 10,000,000 $10,275,010
MGM MIRAGE CV SR UNSEC 4.25% 04-15-15 19,845,000 $28,936,491
MGM MIRAGE INC SR UNSEC 6.625% 07-15-15 20,725,000 $22,072,125
MGM MIRAGE INC SR UNSEC 6.75% 10-01-20 7,350,000 $8,167,688
MGM MIRAGE INC SR UNSEC 7.5% 06-01-16 8,425,000 $9,425,469
MGM MIRAGE INC SR UNSEC 7.75% 03-15-22 17,000,000 $19,805,000
MGM MIRAGE INC SR UNSEC 8.625% 02-01-19 2,425,000 $2,916,063
MICHAELS STORES 144A LIFE SR SUB 5.875% 12-15-20 5,500,000 $5,575,625
MICHAELS STORES 144A LIFE PIK SR UNSEC 7.50% 08-01-18 5,000,000 $5,175,000
MICHAELS STORES SR UNSEC 7.75% 11-01-18 17,000,000 $18,253,750
MIDAMERICAN ENERGY HLDGS 144A SR UNSEC 3.75% 11-15-23 12,019,000 $11,982,474
MIDAMERICAN ENERGY HLDS SR UNSEC 5.75% 04-01-18 10,000,000 $11,395,630
MIDAMERICAN ENERGY SR SEC 1ST LIEN 3.5% 10-15-24 2,610,000 $2,597,237
MIDAMERICAN ENERGY SR SECURED 1ST LIEN 2.4% 03-15-19 9,000,000 $9,080,190
MIDAMERICAN ENERGY SR UNSEC 5.95% 7-15-17 10,625,000 $12,123,529
MIDWEST GEN B SF 8.56% 01-02-16 9,761,076 $10,932,405
MIZUHO CAP INVST 2 T1 LTD PRP 144A LIFE (H) 14.95% 12-29-49/06-30-14 55,766,000 $57,942,547
MLCFC 06-4 A3 5.172% 12-12-49 27,410,000 $29,546,198
MLCFC 07-8 A3 5.89446% 08-12-49/07-12-17 11,290,000 $12,631,308
MLMT 07-C1 A4 5.84057% 06-12-50/17 3,460,000 $3,856,243
MOHEGAN TRIBAL GAMING 144A LIFE PIK SR SUB 11.0% 09-15-18 13,725,000 $13,836,516
MONDELEZ INTERNATIONAL SR UNSEC 4.0% 02-01-24 8,900,000 $9,050,428
MORGAN STANLEY SR UNSEC 1.75% 02-25-16 15,000,000 $15,201,735
MORGAN STANLEY SR UNSEC 3.8% 04-29-16 5,125,000 $5,401,084
MOSAIC COMPANY SR UNSEC 4.25% 11-15-23 800,000 $822,402
MSC 11-C3 A2 3.224% 07-15-49/09-15-16 5,702,285 $5,954,018
MULTIPLAN INC 144A LIFE SR UNSEC 9.875% 09-01-18 11,200,000 $12,208,000
MULTIPLAN TL-B SR SEC 1ST LIEN (L+300) (FLR 1.00) 4.0% 03-21-21 65,395,000 $65,446,073
MYRIAD INTL HLDS 144A LIFE SR UNSEC 6.0% 07-18-20 40,000,000 $43,600,000
NATIONAL AUSTRALIA BANK USD 144A LIFE COVERED 1.25% 03-08-18 5,000,000 $4,909,050
NATIONAL GRID CO PLC SR UNSEC 6.3% 08-01-16 4,000,000 $4,467,704
NATIONAL RURAL UTIL SR SEC 1ST LIEN 1.0% 02-02-15 8,250,000 $8,296,217
NAVIOS MARITIME ACQUISITION 144A LIFE SR SEC 1ST LIEN 8.125% 11-15-21 19,500,000 $20,426,250
NAVIOS MARITIME HLDGS 144A LIFE SR SEC 1ST LIEN 7.375% 01-15-22 29,140,000 $29,868,500
NAVIOS MARITIME HLDGS SR UNSEC 8.125% 02-15-19 15,510,000 $15,742,650
NBC UNIVERSAL 144A LIFE PRP (H) 5.25% 12-19-49/03-19-21 37,105,000 $37,661,575
NBC UNIVERSAL ENTERPRISE 144A LIFE FRN SR UNSEC (L+68.5) 04-15-18 8,625,000 $8,684,228
NBC UNIVERSAL SR UNSEC 2.875% 04-01-16 10,000,000 $10,401,420
NEIMAN MARCUS / MARIPOSA 144A LIFE SR UNSEC 8.0% 10-15-21 47,550,000 $52,483,313
NEIMAN MARCUS TL-B (L+325) (FLR 1.00) 4.25% 10-25-20 36,533,438 $36,718,954
NEIMAN MARCUS/MARIPOSA PIK 144A LIFE SR UNSEC 8.75%/9.5% 10-15-21 16,510,000 $18,326,100
NETJETS INC 4(2) CP 4/10/2014 50,000,000 $49,999,167
NEVADA POWER CO SR SEC 1ST LIEN 7.125% 03-15-19 14,209,000 $17,399,091
NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 2.1% 01-02-19 11,000,000 $10,945,550
NEWCREST MINING 144A LIFE SR UNSEC 4.2% 10-01-22 9,920,000 $8,573,023
NEWCREST MINING 144A LIFE SR UNSEC 4.45% 11-15-21 11,165,000 $10,012,660
NEWS AMERICA FOX SR UNSEC 3.0% 09-15-22 3,000,000 $2,887,311
NEWS AMERICA FOX SR UNSEC 5.3% 12-15-14 20,000,000 $20,684,060
NEXTEL INTL 144A SR UNSEC 11.375% 08-15-19 61,175,000 $43,434,250
NEXTEL INTL 144A SR UNSEC 7.875% 08-15-19 52,025,000 $35,637,125
NEXTEL INTL SR UNSEC 10.0% 08-15-16 52,550,000 $21,676,875
NEXTEL INTL SR UNSEC 7.625% 04-01-21 202,660,000 $57,758,100
NEXTEL INTL SR UNSEC 8.875% 12-15-19 45,100,000 $20,407,750
NGN 11-M1 A2 NCUA 1.4% 06-12-15 709,000 $714,544
NGPL PIPECO LLC 144A LIFE SR SEC 1ST LIEN 9.625% 06-01-19 46,380,000 $49,742,550
NGPL PIPECO LLC 144A LIFE SR UNSEC 7.119% 12-15-17 22,200,000 $21,922,500
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.0% 04-15-22 16,325,000 $16,447,438
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.5% 10-01-21 14,035,000 $14,719,206
NIELSEN FINANCE LLC SR UNSEC 4.5% 10-01-20 17,075,000 $17,288,438
NIELSEN FINANCE LLC SR UNSEC 7.75% 10-15-18 1,000,000 $1,073,750
NJ EDA ACR ENERGY PARTNERS (REVEL) TAXABLE 11B SF (144A/QIB) 12.0% 12-01-30 1,875,000 $1,729,744
NORDEA BANK 144A LIFE SR UNSEC 2.375% 04-04-19 15,000,000 $14,935,500
NORFOLK SOUTHERN CORP SR UNSEC 5.75% 01-15-16 6,710,000 $7,262,978
NORFOLK SOUTHERN CORP SR UNSEC 5.75% 04-01-18 2,000,000 $2,282,426
NORTEK INC SR UNSEC 10.0% 12-01-18 22,255,000 $24,536,138
NORTEK INC SR UNSEC 8.5% 04-15-21 33,565,000 $37,676,713
NORTH FRONT (NATIONWIDE) P-T (CC) 144A LIFE SUB 5.81% 12-15-24/14 8,150,000 $8,262,063
NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.6% 05-15-23 8,703,000 $8,228,156
NORTHWEST AIRLINES SEC TL-SR (L+175) 2.0% 12-22-18 37,889,554 $35,237,285
NORWEGIAN CRUISE LINES SR UNSEC 5.0% 02-15-18 575,000 $599,438
NOVARTIS CAPITAL CORP SR UNSEC 2.9% 04-24-15 14,000,000 $14,390,656
NOVARTIS CAPITAL CORP SR UNSEC 3.4% 05-06-24 24,605,000 $24,631,180
NOVARTIS CAPITAL CORP SR UNSEC 4.4% 05-06-44 2,250,000 $2,279,786
NRG ENERGY INC SR UNSEC 6.625% 03-15-23 7,700,000 $8,027,250
NRG ENERGY INC SR UNSEC 8.25% 09-01-20 3,850,000 $4,244,625
NV ENERGY INC SR UNSEC 6.25% 11-15-20 20,420,000 $23,881,088
NXP BV 144A LIFE SR UNSEC 3.75% 06-01-18 20,500,000 $20,705,000
OASIS PETROLEUM 144A SR UNSEC 6.875% 03-15-22 8,000,000 $8,700,000
ODEBRECHT DRILLING 144A LIFE SF SR SEC 1ST LIEN 6.625% 10-01-22 4,170,000 $4,357,650
ODEBRECHT DRILLING 144A LIFE SR SEC 1ST LIEN SF 6.75% 10-01-22 28,394,087 $29,529,850
ODEBRECHT DRILLING NORBE 144A LIFE SR SEC SF 6.35% 06-30-21 1,674,000 $1,745,145
ODEBRECHT FINANCE LTD 144A LIFE SR UNSEC 7.125% 06-26-42 1,155,000 $1,131,900
OMNOVA SOLUTIONS INC SR UNSEC 7.875% 11-01-18 8,500,000 $9,116,250
ORANGE SA SR UNSEC 5.5% 02-06-44 3,000,000 $3,153,732
PACCAR FINL CORP CP 4/14/2014 20,000,000 $19,999,456
PACCAR FINL CORP CP 4/16/2014 30,000,000 $29,999,067
PACIFIC GAS & ELECTRIC SR UNSEC 3.25% 06-15-23 1,250,000 $1,211,411
PACIFIC GAS & ELECTRIC SR UNSEC 3.75% 02-15-24 8,125,000 $8,126,406
PACIFIC GAS & ELECTRIC SR UNSEC 3.85% 11-15-23 14,720,000 $14,875,914
PACIFIC GAS & ELECTRIC SR UNSEC 4.75% 02-15-44 2,500,000 $2,539,615
PACIFICORP SR SEC 1ST LIEN 2.95% 06-01-23 420,000 $405,296
PACIFICORP SR SEC 1ST LIEN 5.65% 07-15-18 5,500,000 $6,307,796
PACKAGING DYNAMICS 144A LIFE SR SEC 1ST LIEN 8.75% 02-01-16 1,970,000 $2,025,406
PDC ENERGY INC SR UNSEC 7.75% 10-15-22 25,975,000 $28,572,500
PEABODY ENERGY CORP SR UNSEC 6.0% 11-15-18 50,595,000 $53,314,481
PEABODY ENERGY CORP SR UNSEC 6.25% 11-15-21 22,125,000 $22,290,938
PEFCO 3.55% 01-15-24 545,000 $560,985
PEMEX 144A 4.875% 01-18-24 1,750,000 $1,811,250
PEMEX 144A 6.375% 01-23-45 15,895,000 $17,186,469
PEMEX 3.5% 07-18-18 14,280,000 $14,851,200
PEMEX 4.875% 01-18-24 1,270,000 $1,314,450
PEMEX 4.875% 01-24-22 435,000 $455,663
PEMEX 5.5% 01-21-21 3,165,000 $3,473,588
PENNEY J C CO SR UNSEC 5.75% 02-15-18 18,528,000 $15,748,800
PEPSICO INC 4(2) CP 4/16/2014 3,000,000 $2,999,933
PEPSICO INC 4(2) CP 4/28/2014 37,400,000 $37,397,964
PEPSICO INC 4(2) CP 5/19/2014 54,500,000 $54,494,065
PEPSICO INC 4(2) CP 5/6/2014 35,000,000 $34,997,200
PERNOD RICARD SA 144A LIFE SR UNSEC 2.95% 01-15-17 21,600,000 $22,403,304
PERNOD RICARD SA 144A LIFE SR UNSEC 4.45% 01-15-22 8,500,000 $8,905,280
PETCO 144A LIFE SR UNSEC 9.25% 12-01-18 21,600,000 $23,274,000
PETROBRAS INTL SR UNSEC 5.375% 01-27-21 29,190,000 $29,669,446
PETROBRAS INTL SR UNSEC 5.75% 01-20-20 6,535,000 $6,856,267
PETROBRAS INTL SR UNSEC 6.75% 01-27-41 290,000 $282,484
PETROBRAS SR UNSEC 3.0% 01-15-19 2,760,000 $2,616,016
PETROBRAS SR UNSEC 4.375% 05-20-23 3,320,000 $3,046,575
PETROBRAS SR UNSEC 5.625% 05-20-43 1,410,000 $1,199,274
PETROBRAS SR UNSEC 6.25% 03-17-24 16,850,000 $17,404,348
PFIZER INC 4(2) CP 6/9/2014 105,326,000 $105,317,153
PG&E CORP SR UNSEC 2.4% 03-01-19 1,470,000 $1,462,556
PHILIP MORRIS INTL INC SR UNSEC 1.875% 01-15-19 1,400,000 $1,383,805
PHILIP MORRIS INTL INC SR UNSEC 3.6% 11-15-23 10,565,000 $10,549,712
PIEDMONT OPERATING SR UNSEC 3.4% 06-01-23 1,750,000 $1,624,462
PLAYA RESORTS 144A LIFE SR UNSEC 8.0% 08-15-20 8,725,000 $9,466,625
PLAYA RESORTS TL-B (L+300) (FLR 1.00) 4.00% 08-09-19 4,800,875 $4,833,881
PLY GEM 144A SR UNSEC 6.5% 02-01-22 11,925,000 $12,088,969
PNC FINL SVCS PFD PRP (H) SER O 6.75% 07-29-49/08-01-21 10,250,000 $11,222,961
PNC FINL SVCS SR UNSEC 2.854% 11-09-22 8,710,000 $8,321,647
PNC PFD FUNDING TRUST I PRP (H) 144A LIFE 1.9044% 03-29-49/03-15-17 23,800,000 $22,193,500
POLAND GOVT BOND USD 4.0% 01-22-24 9,665,000 $9,764,066
POLAND GOVT BOND USD 5.0% 03-23-22 3,000,000 $3,281,250
POLAND GOVT BOND USD 6.375% 07-15-19 11,885,000 $13,973,789
PQ CORP 144A LIFE SR SEC 2ND LIEN 8.75% 05-01-18 7,700,000 $8,431,500
PRA HOLDINGS 144A LIFE SR UNSEC 9.5% 10-01-23 8,235,000 $9,109,969
PRIVATE EXPORT FUND CORP 4(2) CP 4/9/2014 50,000,000 $49,998,498
PRIVATE EXPORT FUND CORP 4(2) CP 8/15/2014 12,300,000 $12,292,251
PROCTER & GAMBLE 4(2) CP 5/16/2014 50,000,000 $49,994,250
PROCTER & GAMBLE 4(2) CP 5/21/2014 50,000,000 $49,996,405
PROCTER & GAMBLE 4(2) CP 5/22/2014 50,000,000 $49,996,310
PROCTER & GAMBLE 4(2) CP 6/11/2014 54,000,000 $53,995,248
PROCTER & GAMBLE CO SR UNSEC 3.5% 02-15-15 17,250,000 $17,701,295
PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31 3,000,000 $3,869,340
PROGRESS ENERGY INC SR UNSEC 7.75% 03-01-31 3,000,000 $4,110,309
PROLOGIS INC SR UNSEC 2.75% 02-15-19 3,500,000 $3,518,750
PROLOGIS INC SR UNSEC 3.35% 02-01-21 2,750,000 $2,725,498
PROLOGIS INC SR UNSEC 4.25% 08-15-23 39,085,000 $39,832,462
PRUDENTIAL FINANCIAL INC SR UNSEC 4.5% 11-16-21 2,400,000 $2,609,820
PRUDENTIAL HLD IHC DEBT C 144A LIFE SF 8.695% 12-18-23 9,810,714 $12,514,075
PUGET ENERGY INC SR SEC 1ST LIEN 5.625% 07-15-22 3,335,000 $3,807,730
PUGET ENERGY INC SR SEC 1ST LIEN 6.0% 09-01-21 2,770,000 $3,196,688
PUGET ENERGY INC SR SEC 1ST LIEN 6.5% 12-15-20 4,415,000 $5,156,623
QBE INSURANCE GROUP 144A LIFE SR UNSEC 2.4% 05-01-18 16,910,000 $16,554,975
QGOG ATLANTIC/ALASKAN RIGS 144A SF SR SEC 1ST LIEN 5.25% 07-30-19/18 20,265,700 $21,035,797
QUEBECOR MEDIA INC SR UNSEC 7.75% 03-15-16 7,037,000 $7,072,185
QWEST CAPITAL FUNDING 7.625% 08-03-21 3,900,000 $4,248,781
R.R. DONNELLEY & SONS SR UNSEC 6.5% 11-15-23 11,125,000 $11,806,406
R.R. DONNELLEY & SONS SR UNSEC 7.0% 02-15-22 16,735,000 $18,492,175
R.R. DONNELLEY & SONS SR UNSEC 7.25% 05-15-18 7,234,000 $8,445,695
R.R. DONNELLEY & SONS SR UNSEC 7.875% 03-15-21 825,000 $948,750
RABOBANK NEDERLAND LT2 4.625% 12-01-23 17,280,000 $17,819,153
RABOBANK NEDERLAND SR UNSEC 2.25% 01-14-19 8,000,000 $7,989,088
RAMP 03-RZ4 A-7 NAS 4.79% 06-25-33/10-25-20 779,654 $825,895
RAS LAFFAN LNG2 144A LIFE SF 5.298% 09-30-20 20,737,610 $22,409,061
RAS LAFFAN LNG3 144A LIFE SF 5.838% 09-30-27 10,325,000 $11,208,820
RAS LAFFAN LNG3 SR SEC 144A LIFE 5.5% 09-30-14 2,400,000 $2,454,000
RAS LAFFAN LNG3 SR SEC 144A LIFE 6.75% 09-30-19 1,000,000 $1,193,850
RAS LAFFAN LNG3 SR SEC REG S 6.75% 09-30-19 4,000,000 $4,775,400
RCI BANQUE SA SR UNSEC 144A LIFE 3.5% 04-03-18 12,500,000 $12,980,148
REALOGY CORP 144A LIFE SR SEC 1.5 LIEN 7.875% 02-15-19 54,355,000 $58,907,231
REALOGY CORP 144A LIFE SR UNSEC 3.375% 05-01-16 3,000,000 $3,030,000
REALOGY CORP TL-L/C EXT (L+425) 4.5% 10-10-16 7,321,791 $7,326,368
REGENCY ENERGY PARTNERS SR UNSEC 5.5% 04-15-23 10,875,000 $11,010,938
REGENCY ENERGY PARTNERS SR UNSEC 5.875% 03-01-22 3,950,000 $4,108,000
REGENCY ENERGY PARTNERS SR UNSEC 6.5% 07-15-21 14,550,000 $15,677,625
REGIONS FINANCIAL CORP SR UNSEC 5.75% 06-15-15 14,761,000 $15,572,132
REGIONS FINANCIAL CORP SR UNSEC 7.75% 11-10-14 4,791,000 $4,993,348
REPUBLIC OF HUNGARY USD GLOBAL 6.25% 01-29-20 3,410,000 $3,738,213
REYNOLDS AMERICAN INC SR UNSEC 3.25% 11-01-22 8,650,000 $8,154,026
REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42 3,000,000 $2,816,646
REYNOLDS AMERICAN INC SR UNSEC 4.85% 09-15-23 9,535,000 $10,008,375
REYNOLDS AMERICAN INC SR UNSEC 6.15% 09-15-43 1,700,000 $1,924,946
REYNOLDS GROUP SR SEC 1ST LIEN 5.75% 10-15-20 61,840,000 $65,086,600
REYNOLDS GROUP SR SEC 1ST LIEN 7.125% 04-15-19 8,000,000 $8,500,000
REYNOLDS GROUP SR SEC 1ST LIEN 7.875% 08-15-19 1,555,000 $1,720,219
REYNOLDS GROUP SR UNSEC 9.875% 08-15-19 3,225,000 $3,620,063
RHP HOTEL PROPERTIES SR UNSEC 5.0% 04-15-21 10,375,000 $10,504,688
RIO TINTO FINANCE SR UNSEC 1.375% 06-17-16 3,000,000 $3,027,678
RIO TINTO FINANCE SR UNSEC 1.625% 08-21-17 8,500,000 $8,524,395
RIO TINTO FINANCE SR UNSEC 2.25% 09-20-16 9,000,000 $9,259,524
RIO TINTO FINANCE SR UNSEC 2.25% 12-14-18 8,995,000 $9,006,864
RIO TINTO FINANCE SR UNSEC 9.0% 05-01-19 3,000,000 $3,907,704
RITE AID SR SEC 1ST LIEN 8.0% 08-15-20 8,000,000 $8,920,000
RITE AID SR SEC 2ND LIEN 10.25% 10-15-19 10,090,000 $11,149,450
ROCHE HLDGS 144A LIFE SR UNSEC 6.0% 03-01-19 9,809,000 $11,509,199
ROCHE HLDGS 144A LIFE SR UNSEC 7.0% 03-01-39 4,000,000 $5,605,462
ROTECH TL-2ND LIEN PIK (L+1100) (FLR 2.00) 13.0% 09-27-20 18,058,801 $18,058,801
ROTECH TL-A (L+425) (FLR 1.25) 5.50% 09-27-18 12,039,500 $12,039,500
ROTECH TL-B (L+875) (FLR 1.25) 10.0% 09-27-19 9,200,000 $9,200,000
ROYAL BK OF SCOTLAND PRP T1 (H) 144A LIFE 6.99% 10-29-49/10-05-17 12,735,000 $13,881,150
ROYAL BK OF SCOTLAND PRP T1 (H) 6.425% 12-29-49/01-03-34 6,005,000 $5,817,344
ROYAL CARIBBEAN SR UNSEC 11.875% 07-15-15 21,425,000 $24,370,938
RYERSON INC SR SEC 1ST LIEN 9.0% 10-15-17 18,800,000 $20,351,000
RYERSON INC SR UNSEC 11.25% 10-15-18 10,975,000 $12,346,875
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 02-01-21 24,150,000 $25,025,438
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 04-15-23 5,000,000 $4,993,750
SABMILLER 144A LIFE SR UNSEC 2.2% 08-01-18 1,100,000 $1,099,988
SABMILLER HOLDINGS 144A LIFE SR UNSEC 2.45% 01-15-17 1,100,000 $1,132,065
SABMILLER HOLDINGS 144A LIFE SR UNSEC 3.75% 01-15-22 20,000,000 $20,477,760
SABMILLER HOLDINGS 144A LIFE SR UNSEC 4.95% 01-15-42 7,000,000 $7,357,770
SAFWAY GROUP HLDG 144A LIFE SR SEC 2ND LIEN 7.0% 05-15-18 5,500,000 $5,885,000
SALLY BEAUTY SUPPLY SR UNSEC 6.875% 11-15-19 11,950,000 $13,145,000
SAMSON INVESTMENT CO 144A SR UNSEC 9.75%/10.75% 02-15-20 38,305,000 $41,943,975
SAMSON INVESTMENT CO TL-B 2ND LIEN (L+400) (FLR 1.00) 5.00% 09-25-18 1,450,000 $1,465,044
SAMSUNG ELECTRONICS 144A LIFE SR UNSEC 1.75% 04-10-17 3,500,000 $3,509,737
SANTANDER ISSUANCES 144A LIFE SUB NT 6.5% 08-11-19/14 7,500,000 $7,534,216
SARM 06-4 6A ARH10 5.0289% 05-25-36 5,910,945 $4,898,873
SBA COMMUNICATIONS SR UNSEC 5.75% 07-15-20 3,375,000 $3,552,188
SBC COMMUNICATIONS SR UNSEC 5.1% 09-15-14 19,886,000 $20,304,918
SCHAEFFLER HOLDING BV 144A LIFE PIK SR SEC 1ST LIEN 6.875% 08-15-18 5,450,000 $5,824,688
SCHLUMBERGER SR UNSEC 3.65% 12-01-23 14,635,000 $14,876,199
SELECT MEDICAL CORP SR UNSEC 6.375% 06-01-21 24,830,000 $25,326,600
SEMINOLE TRIBE OF FL 144A LIFE SF SR UNSEC 6.535% 10-01-20 10,000,000 $11,100,000
SENECA GAMING CORP SR UNSEC 144A LIFE 8.25% 12-01-18 7,925,000 $8,519,375
SERENA SOFTWARE SR SUB NT 10.375% 03-15-16 10,776,000 $10,856,820
SFEF FR GOVT GTD 144A (B) 2.875% 09-22-14 10,000,000 $10,122,200
SHELL INTL FINANCE SR UNSEC 2.0% 11-15-18 4,990,000 $5,011,926
SIERRA PACIFIC POWER SR UNSEC 3.375% 08-15-23 25,000 $24,855
SIMON PROPERTY GROUP SR UNSEC 10.35% 04-01-19 5,000,000 $6,775,510
SIMON PROPERTY GROUP SR UNSEC 5.25% 12-01-16 73,435,000 $80,876,756
SIMON PROPERTY GROUP SR UNSEC 5.875% 03-01-17 15,000,000 $16,819,380
SIMON PROPERTY GROUP SR UNSEC 6.1% 05-01-16 4,250,000 $4,654,575
SIMON PROPERTY GROUP SR UNSEC 6.125% 05-30-18 10,790,000 $12,566,541
SIX FLAGS INC 144A LIFE SR UNSEC 5.25% 01-15-21 6,400,000 $6,464,000
SMITHFIELD FOODS INC 144A LIFE SR UNSEC 5.25% 08-01-18 1,500,000 $1,561,875
SMITHFIELD FOODS INC 144A LIFE SR UNSEC 5.875% 08-01-21 3,250,000 $3,380,000
SMITHFIELD FOODS INC SR UNSEC 6.625% 08-15-22 4,900,000 $5,316,500
SMITHFIELD FOODS INC SR UNSEC 7.75% 07-01-17 2,000,000 $2,330,000
SMURFIT CAPITAL FUNDING (JSG) SR SEC 1ST LIEN 7.5% 11-20-25 7,125,000 $8,086,875
SOCIETE GENERALE 144A LIFE PRP T1 (H) 5.922% 04-29-49/04-05-17 45,073,000 $48,173,842
SPAIN GOVT USD 144A LIFE 4.0% 03-06-18 15,500,000 $16,413,105
SPECTRA ENERGY PARTNERS SR UNSEC 2.95% 06-15-16 3,750,000 $3,899,423
SPECTRA ENERGY PARTNERS SR UNSEC 4.6% 06-15-21 15,730,000 $16,876,387
SPECTRA ENERGY PARTNERS SR UNSEC 4.75% 03-15-24 6,800,000 $7,180,188
SPRINT 144A LIFE SR UNSEC 9.0% 11-15-18 5,000,000 $6,125,000
SPRINT 144A SR UNSEC 7.125% 06-15-24 14,000,000 $14,735,000
SPRINT 144A SR UNSEC 7.25% 09-15-21 32,350,000 $35,382,813
SPRINT 144A SR UNSEC 7.875% 09-15-23 97,075,000 $107,025,188
SPRINT SR UNSEC 11.5% 11-15-21 20,975,000 $28,001,625
SPRINT SR UNSEC 7.0% 08-15-20 66,570,000 $72,894,150
SPRINT SR UNSEC 8.375% 08-15-17 29,525,000 $34,876,406
SPRINT SR UNSEC 9.125% 03-01-17 39,446,000 $46,842,125
SRA INTERNATIONAL SR UNSEC 11.0% 10-01-19 58,195,000 $61,541,213
SRA INTERNATIONAL TL-B (L+525) (FLR 1.25) 6.50% 07-20-18 70,194,582 $70,545,555
STACKPOLE INTERNATIONAL 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-21 19,840,000 $21,352,800
STACR 2013-DN1 M1 (L+340) 07-25-23 4,482,629 $4,680,403
STACR 2013-DN2 M1 (L+145) 11-25-23 3,850,784 $3,874,235
STANDARD CHARTERED BANK LT2 144A LIFE 6.4% 09-26-17 25,000,000 $28,336,403
STANDARD CHARTERED PLC 144A LIFE SR UNSEC 3.85% 04-27-15 6,945,000 $7,176,373
STATER BROTHERS SR UNSEC 7.75% 04-15-15 11,325,000 $11,381,625
STATOIL ASA SR UNSEC 1.8% 11-23-16 10,000,000 $10,252,340
STATOIL ASA SR UNSEC 2.65% 01-15-24 4,000,000 $3,749,572
STATOIL ASA SR UNSEC 3.125% 08-17-17 10,000,000 $10,556,500
STATOIL ASA SR UNSEC 4.25% 11-23-41 3,000,000 $2,932,506
STATOILHYDRO ASA SR UNSEC 3.875% 04-15-14 10,000,000 $10,012,270
SUMITOMO MITSUI BK PRP T1 (H) 144A LIFE 9.5% 07-29-49/07-25-18 116,330,000 $146,866,625
SUNGARD DATA SYSTEMS SR UNSEC 7.375% 11-15-18 15,722,000 $16,684,973
SUNGARD DATA SYSTEMS SR UNSEC 7.625% 11-15-20 29,540,000 $32,530,925
SYMBION HEALTHCARE SR SEC 1ST LIEN 8.0% 06-15-16 32,230,000 $34,002,650
SYNIVERSE HOLDINGS SR UNSEC 9.125% 01-15-19 7,800,000 $8,521,500
SYNOVUS FINANCIAL CORP SR UNSEC 7.875% 02-15-19 23,506,000 $26,796,840
T-MOBILE SR UNSEC 6.25% 04-01-21 50,075,000 $53,142,094
T-MOBILE SR UNSEC 6.542% 04-28-20 54,450,000 $58,806,000
T-MOBILE SR UNSEC 6.625% 04-01-23 64,150,000 $68,319,750
TAMINCO GLOBAL CHEMICAL 144A LIFE SR SEC 2ND LIEN 9.75% 03-31-20 4,940,000 $5,594,550
TAMPA ELECTRIC SR UNSEC 2.6% 09-15-22 700,000 $661,754
TECK RESOURCES LTD SR UNSEC 6.25% 07-15-41 1,750,000 $1,812,732
TECO FINANCE INC SR UNSEC 5.15% 03-15-20 5,731,000 $6,348,395
TEEKAY SHIP CORP SR UNSEC 8.5% 01-15-20 13,769,000 $15,731,083
TELECOM ITALIA SR UNSEC 6.999% 06-04-18 26,440,000 $30,108,550
TELECOM ITALIA SR UNSEC 7.175% 06-18-19 9,000,000 $10,361,250
TELECOM ITALIA SR UNSEC 7.721% 06-04-38 1,750,000 $1,881,250
TELEFONICA SR UNSEC 3.192% 04-27-18 8,500,000 $8,724,366
TELEFONICA SR UNSEC 3.992% 02-16-16 10,000,000 $10,496,210
TELEFONICA SR UNSEC 5.134% 04-27-20 7,950,000 $8,620,424
TENET HEALTHCARE 144A SR SEC 1ST LIEN 6.0% 10-01-20 40,255,000 $43,148,328
TENET HEALTHCARE SR SEC 1ST LIEN 4.5% 04-01-21 7,040,000 $6,908,000
TENET HEALTHCARE SR SEC 1ST LIEN 4.75% 06-01-20 8,060,000 $8,160,750
TENET HEALTHCARE SR SEC 1ST LIEN 6.25% 11-01-18 2,500,000 $2,767,188
TEVA PHARMACEUTICAL SR UNSEC 2.95% 12-18-22 2,000,000 $1,862,524
THE WEATHER COMPANY TL-2ND LIEN (L+600) (FLR 1.00) 7.0% 06-26-20 2,500,000 $2,437,500
THERMO FISHER SCIENTIFIC SR UNSEC 1.3% 02-01-17 8,630,000 $8,585,003
THERMO FISHER SCIENTIFIC SR UNSEC 2.4% 02-01-19 8,405,000 $8,381,836
THERMO FISHER SCIENTIFIC SR UNSEC 4.15% 02-01-24 10,250,000 $10,568,314
THOMSON REUTERS SR UNSEC 1.3% 02-23-17 1,510,000 $1,503,673
THOMSON REUTERS SR UNSEC 4.3% 11-23-23 1,285,000 $1,318,884
THOMSON REUTERS SR UNSEC 5.65% 11-23-43 1,425,000 $1,512,087
TIME WARNER CABLE SR UNSEC 4.0% 09-01-21 3,885,000 $4,037,109
TIME WARNER CABLE SR UNSEC 5.0% 02-01-20 35,000,000 $38,284,960
TIME WARNER CABLE SR UNSEC 6.75% 07-01-18 18,630,000 $21,864,485
TIME WARNER CABLE SR UNSEC 7.5% 04-01-14 7,900,000 $7,900,000
TIME WARNER INC SR UNSEC 4.05% 12-15-23 6,220,000 $6,397,052
TIME WARNER INC SR UNSEC 4.75% 03-29-21 15,000,000 $16,438,230
TIME WARNER INC SR UNSEC 5.35% 12-15-43 500,000 $534,891
TIME WARNER INC SR UNSEC 5.875% 11-15-16 8,000,000 $8,971,248
TIME WARNER INC SR UNSEC 6.25% 03-29-41 825,000 $969,866
TORONTO-DOMINION BANK SR UNSEC 2.375% 10-19-16 9,000,000 $9,337,536
TOTAL CAPITAL INTL SR UNSEC 2.125% 08-10-18 6,500,000 $6,574,373
TOTAL CAPITAL INTL SR UNSEC 3.7% 01-15-24 5,000,000 $5,103,865
TOTAL CAPITAL SA SR UNSEC 3.0% 06-24-15 10,000,000 $10,313,480
TOYOTA MTR CREDIT SR UNSEC 0.875% 07-17-15 8,500,000 $8,551,723
TOYS R US DEL 144A LIFE SR SEC 7.375% 09-01-16 11,525,000 $10,747,063
TOYS R US DEL TL-B2 (L+375) (FLR 1.50) 5.25% 05-25-18 15,607,233 $13,100,321
TOYS R US SR SEC 1ST LIEN 8.5% 12-01-17 13,300,000 $13,615,875
TRAC INTERMODAL SR SEC 2ND LIEN 11.0% 08-15-19 12,925,000 $14,799,125
TRANS-CANADA PIPELINES JR SUB (H) 6.35% 05-15-67/17 61,150,000 $63,504,275
TRANS-CANADA PIPELINES SR UNSEC 7.625% 01-15-39 10,750,000 $15,061,341
TRANSDIGM SR SUB 5.50% 10-15-20 22,000,000 $22,495,000
TRANSDIGM SR SUB NT 7.75% 12-15-18 17,395,000 $18,743,113
TRANSOCEAN INC SR UNSEC 2.5% 10-15-17 5,395,000 $5,435,328
TRANSOCEAN INC SR UNSEC 3.8% 10-15-22 5,360,000 $5,134,076
TRANSOCEAN INC SR UNSEC 5.05% 12-15-16 19,420,000 $21,138,340
TRANSOCEAN INC SR UNSEC 6.375% 12-15-21 36,190,000 $40,743,245
TRANSPORTADORA DE GAS PERU 144A LIFE SR UNSEC 4.25% 04-30-28 4,425,000 $4,048,875
TREEHOUSE FOODS SR UNSEC 7.75% 03-01-18 3,100,000 $3,225,085
TRILOGY INTL PARTNERS 144A LIFE SR SEC 1ST LIEN 10.25% 08-15-16 44,750,000 $46,204,375
TURKEY GOVT SUKUK 144A LIFE 4.557% 10-10-18 1,200,000 $1,225,800
TURKEY REP OF 5.625% 03-30-21 5,400,000 $5,659,200
TVA BOND 1.875% 08-15-22 850,000 $783,624
TVA BOND 3.5% 12-15-42 500,000 $427,605
TVA BOND 3.875% 02-15-21 850,000 $918,842
TVA BOND 4.875% 01-15-48 700,000 $737,485
TXU (TCEH) TL-EXT (L+450) 4.73685% 10-10-17 26,204,435 $18,965,460
TXU (TCEH) TL-NON EXT (L+350) 3.73685% 10-10-14 3,000,000 $2,154,375
TYSON FOODS INC SR NT 6.6% 04-01-16 11,500,000 $12,707,903
U S TREASURY BILL 4/10/2014 77,000,000 $76,998,909
U S TREASURY BILL 4/17/2014 48,000,000 $47,998,742
UDR SR UNSEC 3.7% 10-01-20 2,320,000 $2,358,939
UNION PACIFIC CORP SR UNSEC 2.25% 02-15-19 625,000 $625,844
UNION PACIFIC CORP SR UNSEC 3.646% 02-15-24 9,310,000 $9,300,848
UNION PACIFIC CORP SR UNSEC 3.75% 03-15-24 4,075,000 $4,128,444
UNION PACIFIC CORP SR UNSEC 4.85% 06-15-44 305,000 $320,785
UNITED AIR 07-1A EETC SF 6.636% 01-02-24/07-02-22 6,787,981 $7,475,264
UNITED AIR 07-1B EETC 144A LIFE SF 7.336% 01-02-21/07-02-19 4,198,428 $4,560,542
UNITED AIR 96A2 ETC SF 7.87% 01-30-19 2,421,272 $0
UNITED DOMINION RLTY SR UNSEC 5.25% 01-15-15 3,000,000 $3,104,457
UNITED HEALTH GROUP SR UNSEC 2.75% 02-15-23 660,000 $622,648
UNITED HEALTH GROUP SR UNSEC 2.875% 03-15-23 1,500,000 $1,425,416
UNITED HEALTH GROUP SR UNSEC 6.0% 06-15-17 12,430,000 $14,163,202
UNITED TECHNOLOGIES CORP SR UNSEC 4.5% 06-01-42 5,965,000 $6,098,342
UNIVISION COMM 144A LIFE SR SEC 1ST LIEN 6.875% 05-15-19 3,200,000 $3,448,000
UNIVISION COMM 144A LIFE SR SEC 1ST LIEN 7.875% 11-01-20 1,000,000 $1,110,000
UNIVISION COMM 144A LIFE SR SEC 5.125% 05-15-23 685,000 $703,838
UNIVISION TL-C3 1ST LIEN (L+300) (FLR 1.00) 4.00% 03-01-20 17,275,674 $17,391,300
UNIVISION TL-C4 1ST LIEN (L+300) (FLR 1.00) 4.00% 03-01-20 3,990,000 $3,993,743
UNUM GROUP 144A LIFE SR UNSEC 6.85% 11-15-15 28,500,000 $30,877,299
UNUM GROUP SR UNSEC 7.125% 09-30-16 6,740,000 $7,663,609
US BANCORP SR UNSEC 1.65% 05-15-17 10,000,000 $10,131,100
US BANCORP SR UNSEC 3.7% 01-30-24 10,000,000 $10,157,390
US BANK NA CP 4/1/2014 79,300,000 $79,299,868
US TREASURY BOND 2.75% 08-15-42 6,950,000 $5,934,675
US TREASURY BOND 2.75% 11-15-42 7,325,000 $6,240,534
US TREASURY BOND 2.875% 05-15-43 2,497,000 $2,179,606
US TREASURY BOND 3.0% 05-15-42 56,175,000 $50,654,121
US TREASURY BOND 3.125% 02-15-43 161,075,000 $148,264,705
US TREASURY BOND 3.625% 02-15-44 60,250,000 $60,958,540
US TREASURY BOND 3.625% 08-15-43 64,050,000 $64,840,377
US TREASURY BOND 3.75% 08-15-41 65,350,000 $68,096,661
US TREASURY BOND 4.5% 02-15-36 87,935,400 $103,214,176
US TREASURY BOND 4.625% 02-15-40 15,150,000 $18,161,063
US TREASURY BOND 5.375% 02-15-31 8,475,000 $10,841,390
US TREASURY BOND 5.5% 08-15-28 55,500,000 $70,983,390
US TREASURY BOND 6.250% 08-15-23 53,000,000 $69,214,820
US TREASURY I/L FRN 0.125% 04-15-17 40,000,000 $42,393,640
US TREASURY I/L FRN 0.625% 01-15-24 70,000,000 $70,460,810
US TREASURY I/L FRN 0.625% 02-15-43 7,000,000 $5,974,640
US TREASURY I/L FRN 0.75% 02-15-42 47,750,000 $43,159,697
US TREASURY I/L FRN 1.875% 07-15-15 38,000,000 $47,944,068
US TREASURY NOTE 0.25% 06-30-14 47,048,000 $47,075,758
US TREASURY NOTE 0.25% 11-30-14 140,000,000 $140,158,200
US TREASURY NOTE 0.50% 10-15-14 274,265,000 $274,895,810
US TREASURY NOTE 0.75% 06-15-14 52,782,000 $52,862,229
US TREASURY NOTE 1.5% 06-30-16 80,500,000 $82,204,185
US TREASURY NOTE 1.625% 11-15-22 108,825,000 $100,715,361
US TREASURY NOTE 1.75% 05-31-16 95,000,000 $97,542,200
US TREASURY NOTE 2.5% 08-15-23 192,950,000 $190,231,335
US TREASURY NOTE 2.625% 06-30-14 11,905,000 $11,981,311
US TREASURY NOTE 2.625% 07-31-14 64,000,000 $64,544,640
US TREASURY NOTE 2.75% 02-15-24 62,625,000 $62,776,553
UTD MEX ST GVT GLOBAL 5.55% 01-21-45 7,000,000 $7,455,000
VALEANT 144A LIFE SR UNSEC 5.625% 12-01-21 5,810,000 $6,115,025
VALEANT 144A LIFE SR UNSEC 6.375% 10-15-20 40,355,000 $43,785,175
VALEANT 144A LIFE SR UNSEC 6.75% 08-15-18 26,700,000 $29,503,500
VALEANT 144A LIFE SR UNSEC 7.5% 07-15-21 18,785,000 $21,227,050
VEOLIA ENVIRONNEMENT SR UNSEC 6.0% 06-01-18 625,000 $708,272
VEOLIA ENVIRONNEMENT SR UNSEC 6.75% 06-01-38 500,000 $591,889
VERIZON COMMUNICATIONS SR UNSEC 2.55% 06-17-19 710,000 $715,194
VERIZON COMMUNICATIONS SR UNSEC 3.0% 04-01-16 17,000,000 $17,738,140
VERIZON COMMUNICATIONS SR UNSEC 3.45% 03-15-21 5,025,000 $5,103,159
VERIZON COMMUNICATIONS SR UNSEC 4.15% 03-15-24 7,850,000 $7,992,556
VERIZON COMMUNICATIONS SR UNSEC 5.05% 03-15-34 12,975,000 $13,352,702
VERIZON COMMUNICATIONS SR UNSEC 5.15% 09-15-23 85,115,000 $93,331,662
VERIZON COMMUNICATIONS SR UNSEC 6.0% 04-01-41 28,000,000 $31,846,836
VERIZON COMMUNICATIONS SR UNSEC 6.55% 09-15-43 101,731,000 $124,247,733
VERIZON COMMUNICATIONS SR UNSEC FRN (L+77) 06-17-19 4,879,000 $4,927,419
VIACOM INC SR UNSEC 5.85% 09-01-43 1,750,000 $1,929,972
VIDEOTRON LTEE SR UNSEC 6.375% 12-15-15 4,905,000 $4,923,394
VIRGIN MEDIA 144A LIFE SR SEC 1ST LIEN 5.375% 04-15-21 17,600,000 $18,260,000
VIRGIN MEDIA SR SEC 6.5% 01-15-18 8,800,000 $9,130,000
VIRGIN MEDIA/NTL 144A LIFE 8.375% 10-15-19 14,150,000 $15,211,250
VIRGINIA ELEC & PWR SR UNSEC 3.45% 02-15-24 6,220,000 $6,221,014
VIRGINIA ELEC & PWR SR UNSEC 5.95% 09-15-17 4,500,000 $5,166,135
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC 2.375% 03-22-17 14,500,000 $14,942,830
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC 2.875% 04-01-16 4,000,000 $4,155,716
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC FRN (L+61) 04-01-14 10,000,000 $10,000,000
VOLVO TREASURY AB 144A LIFE SR UNSEC 5.95% 04-01-15 8,835,000 $9,277,952
VWR FUNDING SR UNSEC 7.25% 09-15-17 46,275,000 $49,977,000
WAL-MART STORES 4(2) CP 4/8/2014 50,000,000 $49,999,333
WAL-MART STORES SR UNSEC 2.55% 04-11-23 3,250,000 $3,061,711
WAL-MART STORES SR UNSEC 2.8% 04-15-16 10,000,000 $10,439,560
WAL-MART STORES SR UNSEC 2.875% 04-01-15 10,000,000 $10,253,360
WAL-MART STORES SR UNSEC 4.0% 04-11-43 2,750,000 $2,570,216
WALTER 144A LIFE SR SEC 1ST LIEN 9.5% 10-15-19 13,425,000 $13,710,281
WALTER ENERGY INC SR UNSEC 9.875% 12-15-20 4,150,000 $2,749,375
WARNER MUSIC 144A LIFE SR SEC 1ST LIEN 6.0% 01-15-21 9,720,000 $10,181,700
WATCO 144A LIFE SR UNSEC 6.375% 04-01-23 10,670,000 $10,883,400
WBCMT 05-C16 APB 4.692% 10-15-41/12-15-11 1,507,807 $1,508,172
WBCMT 07-C30 A5 5.342% 12-15-43 8,000,000 $8,773,576
WBCMT 07-C31 AM 5.591% 04-15-47 19,050,000 $20,923,167
WBCMT 07-C32 A3 5.72392% 06-15-49 8,500,000 $9,386,754
WBCMT 07-C33 AM 5.95328% 02-15-51/07-15-17 8,500,000 $9,443,636
WELLPOINT INC SR UNSEC 2.3% 07-15-18 1,370,000 $1,375,553
WELLS FARGO & CO CP 6/17/2014 25,000,000 $24,989,825
WELLS FARGO CO HOLD SR UNSEC 4.6% 04-01-21 45,000,000 $49,609,125
WELLS FARGO CO PRP (H) 7.98% 03-29-49/03-15-18 86,566,000 $98,793,448
WELLS FARGO CO SR UNSEC 1.25% 07-20-16 18,000,000 $18,162,936
WELLS FARGO CO SR UNSEC 3.676% 06-15-16 10,000,000 $10,609,950
WESTERN GAS PARTNERS SR UNSEC 2.6% 08-15-18 1,150,000 $1,156,776
WESTERN GAS PARTNERS SR UNSEC 4.0% 07-01-22 3,075,000 $3,053,798
WESTFIELD 144A LIFE SR UNSEC 4.625% 05-10-21 20,000,000 $21,920,380
WESTFIELD 144A LIFE SR UNSEC 5.7% 10-01-16 36,825,000 $40,884,257
WESTFIELD 144A LIFE SR UNSEC 5.75% 09-02-15 10,250,000 $10,936,084
WESTFIELD 144A LIFE SR UNSEC 6.75% 09-02-19 3,250,000 $3,912,513
WESTFIELD 144A LIFE SR UNSEC 7.125% 4-15-18 39,175,000 $46,615,625
WESTPAC BANKING CORP SR UNSEC 3.0% 12-09-15 9,000,000 $9,359,469
WILLIAMS PARTNERS LP SR UNSEC 3.35% 08-15-22 5,000,000 $4,799,050
WILLIAMS PARTNERS LP SR UNSEC 4.0% 11-15-21 11,820,000 $12,039,285
WILLIAMS PARTNERS LP SR UNSEC 4.3% 03-04-24 10,480,000 $10,549,116
WILLIAMS PARTNERS LP SR UNSEC 4.5% 11-15-23 6,000,000 $6,151,674
WILLIAMS PARTNERS LP SR UNSEC 5.25% 03-15-20 1,960,000 $2,161,578
WILLIAMS PARTNERS LP SR UNSEC 5.4% 03-04-44 760,000 $782,780
WIND 144A LIFE SR SEC 1ST LIEN ADD ON 7.25% 02-15-18 15,040,000 $15,904,800
WIND SR NT 144A LIFE 11.75% 07-15-17 128,405,000 $135,467,275
WIND SR SEC 1ST LIEN 144A LIFE 7.25% 02-15-18 50,980,000 $54,038,800
WM WRIGLEY JR CO 144A LIFE SR UNSEC 2.4% 10-21-18 1,200,000 $1,205,072
WM WRIGLEY JR CO 144A LIFE SR UNSEC 3.375% 10-21-20 22,500,000 $22,757,400
WOODSIDE FINANCE 144A LIFE SR UNSEC 4.6% 05-10-21 18,935,000 $20,298,774
XCEL ENERGY SR UNSEC 4.7% 05-15-20 5,341,000 $5,898,216
XEROX CORP SR UNSEC 2.95% 03-15-17 7,940,000 $8,261,983
XEROX CORP SR UNSEC 6.4% 03-15-16 768,000 $847,866
XEROX CORP SR UNSEC 6.75% 02-01-17 360,000 $409,991
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 2.45%/2.7% 10-25-17 7,500,000 $7,598,550
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 3.6% 01-15-17 5,000,000 $5,211,490
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 4.95% 11-15-21 11,500,000 $11,906,870
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 5.3%/5.55% 10-25-42 5,750,000 $5,565,074
ZIONS BANCORP SUB 5.5% 11-16-15 3,386,000 $3,583,262
ZIONS BANCORP SUB 6.0% 09-15-15 1,357,000 $1,429,754

*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.