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Portfolio holdings

The Bond Fund of America®

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

Fixed-income securities* Shares or principal amount Market value
ABB FINANCE SR UNSEC 2.875% 05-08-22 2,000,000 $1,948,676
ABBOTT LABORATORIES 4(2) CP 6/10/2014 16,600,000 $16,598,556
ABBVIE INC SR UNSEC 1.75% 11-06-17 13,250,000 $13,305,875
ABBVIE INC SR UNSEC 2.9% 11-06-22 47,415,000 $45,737,647
ABBVIE INC SR UNSEC 4.4% 11-06-42 5,000,000 $4,911,110
ABU DHABI NAT. ENERGY (TAQA) 144 LIFE SR UNSEC 3.625% 01-12-23 610,000 $601,613
ABU DHABI NAT. ENERGY (TAQA) 144A LIFE SR UNSEC 5.875% 12-13-21 1,055,000 $1,214,569
ABU DHABI NAT. ENERGY (TAQA) REG S SR UNSEC 6.5% 10-27-36 1,500,000 $1,777,650
ABU DHABI NAT. ENERGY (TAQA) SR UNSEC 144A LIFE 6.5% 10-27-36 1,000,000 $1,185,100
ACCESS MIDSTREAM SR UNSEC ADD ON 5.875% 04-15-21 1,900,000 $2,033,000
ACE INA HOLDINGS INC SR UNSEC 2.6% 11-23-15 19,990,000 $20,597,416
ACE INA HOLDINGS INC SR UNSEC 5.875% 06-15-14 17,445,000 $17,632,359
ADS WASTE SR UNSEC 8.25% 10-01-20 650,000 $710,125
ADT CORP SR UNSEC 4.125% 04-15-19 4,400,000 $4,371,849
AEPTC 06-A A3 5.09% 07-01-15/17 9,071,284 $9,308,770
AEPWV 13-1 A1 2.0076% 02-01-24/23 6,800,000 $6,748,755
AEPWV 2013-1 A2 3.7722% 08-01-31/28 4,215,000 $4,236,547
AES CORP SR UNSEC 5.5% 03-15-24 1,875,000 $1,865,625
AES CORP SR UNSEC 7.75% 10-15-15 6,575,000 $7,183,188
AES CORP SR UNSEC 8.0% 06-01-20 2,350,000 $2,784,750
AESOP 11-2A A 144A 2.37% 11-20-14 2,135,000 $2,151,493
AESOP 13-2A A 144A 2.97% 02-20-20 14,750,000 $15,134,533
AESOP 2010-5A A 144A 3.15% 03-20-17/16 20,000,000 $20,773,560
AESOP 2013-1A A 144A 1.92% 09-20-19/18 5,225,000 $5,155,717
AETNA INC SR UNSEC 1.5% 11-15-17 6,730,000 $6,723,250
AETNA INC SR UNSEC 2.2% 03-15-19 9,045,000 $8,981,875
AETNA INC SR UNSEC 4.75% 03-15-44 1,500,000 $1,528,454
AFIN 2014-1 A2 0.96% 04-20-17 7,760,000 $7,773,844
AGFMT 2010-1A A1 144A 5.15% 03-25-40/58 1,800,669 $1,821,427
AID-EGYPT 4.45% 09-15-15 5,000,000 $5,280,100
AID-JORDAN 2.503% 10-30-20 8,600,000 $8,578,356
AIG GROUP SR UNSEC 3.375% 08-15-20 4,500,000 $4,602,294
AIG GROUP SR UNSEC 3.8% 03-22-17 18,250,000 $19,542,429
AIG GROUP SR UNSEC 4.125% 02-15-24 4,600,000 $4,707,576
AIG GROUP SR UNSEC 4.875% 09-15-16 5,000,000 $5,458,675
ALCATEL-LUCENT SR UNSEC 144A LIFE 4.625% 07-01-17 8,475,000 $8,750,438
ALCATEL-LUCENT SR UNSEC 144A LIFE 6.75% 11-15-20 225,000 $239,063
ALCATEL-LUCENT SR UNSEC 144A LIFE 8.875% 01-01-20 1,100,000 $1,254,000
ALEXANDRIA REAL ESTATE EQUITIES SR UNSEC 3.9% 06-15-23 12,395,000 $11,995,670
ALPHA NATURAL RESOURCES INC SR UNSEC 6.0% 06-01-19 550,000 $424,875
ALPHA NATURAL RESOURCES INC SR UNSEC 6.25% 06-01-21 3,450,000 $2,613,375
ALPHA NATURAL RESOURCES INC SR UNSEC 9.75% 04-15-18 5,915,000 $5,722,763
ALTEGRITY (USIS) 144A LIFE SR SUB 11.75% 05-01-16 6,610,000 $4,957,500
ALTEGRITY (USIS) 144A LIFE SR UNSEC 10.5% 11-01-15 7,200,000 $6,669,000
ALTEGRITY (USIS) TL-B (L+400) (FLR 1.00) 5.0% 02-21-15 515,184 $505,847
ALTEGRITY (USIS) TL-D (L+600) (FLR 1.75) 7.75% 02-21-15 4,872,483 $4,819,193
ALTRIA GROUP INC SR UNSEC 10.2% 02-06-39 4,000,000 $6,583,916
ALTRIA GROUP INC SR UNSEC 2.85% 08-09-22 6,800,000 $6,393,680
ALTRIA GROUP INC SR UNSEC 2.95% 05-02-23 16,500,000 $15,265,718
ALTRIA GROUP INC SR UNSEC 4.0% 01-31-24 5,750,000 $5,773,374
ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43 10,900,000 $10,051,522
ALTRIA GROUP INC SR UNSEC 4.75% 05-05-21 4,850,000 $5,301,545
ALTRIA GROUP INC SR UNSEC 5.375% 01-31-44 11,700,000 $12,277,465
ALTRIA GROUP INC SR UNSEC 9.25% 08-06-19 4,392,000 $5,803,532
ALTRIA GROUP INC SR UNSEC 9.95% 11-10-38 6,350,000 $10,219,144
AMERICA MOVIL MXN SR UNSEC 8.46% 12-18-36 27,000,000 $1,971,828
AMERICA MOVIL SR UNSEC 2.375% 09-08-16 3,000,000 $3,102,000
AMERICA MOVIL SR UNSEC 5.0% 03-30-20 6,700,000 $7,376,754
AMERICAN CAMPUS COMMUNITIES INC SR UNSEC 3.75% 04-15-23 16,460,000 $15,731,431
AMERICAN ELECTRIC POWER SR UNSEC 1.65% 12-15-17 7,900,000 $7,858,122
AMERICAN ELECTRIC POWER SR UNSEC 2.95% 12-15-22 14,416,000 $13,775,540
AMERICAN EXPRESS CREDIT SR UNSEC 1.75% 06-12-15 14,500,000 $14,706,147
AMERICAN EXPRESS SR UNSEC 1.55% 05-22-18 15,500,000 $15,236,485
AMERICAN EXPRESS SR UNSEC 6.15% 08-28-17 150,000 $173,060
AMERICAN TOWER SR UNSEC 3.4% 02-15-19 18,075,000 $18,548,258
AMERICAN TOWER SR UNSEC 4.625% 04-01-15 7,000,000 $7,253,932
AMERICAN TOWER SR UNSEC 5.9% 11-01-21 2,000,000 $2,246,568
AMGEN INC SR UNSEC 2.5% 11-15-16 9,200,000 $9,514,088
AMGEN INC SR UNSEC 5.375% 05-15-43 1,845,000 $1,978,676
AMOT 2014-1 A1 FRN (L+47) 01-15-19/17 8,015,000 $8,031,719
AMOT 2014-1 A2 1.29% 01-15-19 8,700,000 $8,705,742
AMR 13-2 A EETC 144A SF 4.95% 01-15-23/07-15-24 1,819,501 $1,962,786
ANADARKO PETROLEUM CORP SR UNSEC 5.95% 09-15-16 15,500,000 $17,208,038
ANADARKO PETROLEUM CORP SR UNSEC 6.2% 03-15-40 1,500,000 $1,742,835
ANADARKO PETROLEUM CORP SR UNSEC 6.375% 09-15-17 17,500,000 $20,053,408
ANADARKO PETROLEUM CORP SR UNSEC 6.45% 09-15-36 685,000 $812,785
ANADARKO PETROLEUM CORP SR UNSEC 8.7% 03-15-19 8,045,000 $10,211,808
ANHEUSER-BUSCH INBEV SR UNSEC 3.625% 04-15-15 25,250,000 $26,056,586
ANHEUSER-BUSCH INBEV SR UNSEC 3.7% 02-01-24 7,000,000 $7,087,598
ANHEUSER-BUSCH INBEV SR UNSEC 4.125% 01-15-15 32,375,000 $33,288,299
ANZ BANKING GROUP USD 144A LIFE COVERED 1.0% 10-06-16/15 4,250,000 $4,279,665
ANZ BANKING GROUP USD 144A LIFE COVERED 2.4% 11-23-16 4,250,000 $4,393,293
ANZ NATIONAL INTL 144A LIFE SR UNSEC 3.125% 08-10-15 16,500,000 $17,037,438
ARCELORMITTAL SR UNSEC 4.5%/5.0% 02-25-17 500,000 $533,125
ARCELORMITTAL SR UNSEC 6.75%/7.25% 03-01-41 10,095,000 $10,170,713
ARCH COAL INC SR UNSEC 7.0% 06-15-19 1,250,000 $971,875
ARCH COAL INC SR UNSEC 7.25% 06-15-21 5,975,000 $4,541,000
ARGENTINA BONAR 07X 7.0% 04-17-17 16,065,000 $14,394,690
ASSICURAZIONI GENERALI SPA EUR LT2 (H) (B) 10.125% 07-10-42/22 2,500,000 $4,623,738
ASSOCIATED MATERIALS SR SEC 1ST LIEN 9.125% 11-01-17 18,565,000 $19,632,488
AT&T CORP SR UNSEC 0.9% 02-12-16 10,000,000 $10,003,450
AT&T CORP SR UNSEC 1.4% 12-01-17 12,015,000 $11,900,821
AUSTRALIA GOVT BD AUD 5.5% 04-21-23 17,562,000 $18,150,622
AVALONBAY COMMUNITIES INC SR UNSEC 2.85% 03-15-23 4,810,000 $4,519,240
AVALONBAY COMMUNITIES INC SR UNSEC 3.625% 10-01-20 11,270,000 $11,610,377
AVIANCA HOLDINGS SA 144A LIFE SR UNSEC 8.375% 05-10-20 1,925,000 $2,030,875
AVMT 13-AVM A 144A LIFE 3.74267% 12-05-32/20 14,505,000 $15,139,739
AXA PRP 144A LIFE T1 (H) 6.379% 12-29-49/36 5,065,000 $5,375,231
AXA SA GLOBAL LT2 (H) 8.6% 12-15-30 6,715,000 $8,679,138
AXALTA COATINGS SYS 144A LIFE SR UNSEC 7.375% 05-01-21 1,250,000 $1,365,625
AXALTA COATINGS SYS TL-B (L+300) (FLR 1.00) 4.00% 02-01-20 1,189,756 $1,192,944
BACCT 14-A1 A FRN (L+38) 06-15-21/01-15-19 12,590,000 $12,608,004
BACM 05-3 A2 4.501% 07-10-43 60,411 $60,412
BACM 05-5 A4 5.115% 10-10-45/09-10-15 2,500,000 $2,620,175
BACM 06-1 A1A 5.378% 09-10-45 10,924,817 $11,683,687
BACM 06-3 A4 5.889% 07-10-44 10,838,959 $11,736,110
BACM 07-2 AM 5.61079% 04-10-49 4,083,000 $4,519,089
BACM 07-3 A4 5.5983% 06-10-49/05-10-17 3,615,000 $3,987,587
BACM 07-4 AM 5.89199% 02-10-51/05-10-17 5,895,000 $6,556,254
BACM 08-1 A4 6.24615% 02-10-51/12-10-17 6,220,000 $7,088,716
BAE SYSTEMS 144A LIFE SR UNSEC 4.95% 06-01-14 13,505,000 $13,597,536
BAHRAIN KINGDOM OF 144A USD 5.5% 03-31-20 510,000 $550,163
BAHRAIN KINGDOM OF REG S USD 5.5% 03-31-20 10,440,000 $11,262,150
BALL CORP SR UNSEC 5.0% 03-15-22 530,000 $545,900
BALL CORP SR UNSEC 5.75% 05-15-21 1,850,000 $1,984,125
BANCO CREDITO DEL PERU 144A LIFE 5.375% 09-16-20 7,000,000 $7,446,250
BANK OF AMERICA CORP SR UNSEC 1.25% 02-14-17 13,000,000 $12,956,827
BANK OF AMERICA CORP SR UNSEC 2.6% 01-15-19 25,000,000 $25,134,100
BANK OF AMERICA CORP SR UNSEC 3.3% 01-11-23 15,015,000 $14,505,031
BANK OF AMERICA CORP SR UNSEC 3.625% 03-17-16 9,700,000 $10,180,034
BANK OF AMERICA CORP SR UNSEC 3.75% 07-12-16 11,890,000 $12,581,748
BANK OF AMERICA CORP SR UNSEC 4.0% 04-01-24 48,605,000 $48,654,285
BANK OF AMERICA CORP SR UNSEC 4.125% 01-22-24 17,105,000 $17,334,977
BANK OF AMERICA CORP SR UNSEC 5.625% 07-01-20 10,500,000 $11,968,593
BANK OF AMERICA CORP SR UNSEC 5.65% 05-01-18 8,205,000 $9,286,009
BANK OF AMERICA CORP SR UNSEC SER L 2.65% 04-01-19 29,825,000 $29,964,104
BANK OF INDIA 144A LIFE SR UNSEC 3.625% 09-21-18 5,000,000 $4,957,970
BANK OF MONTREAL USD 144A COVERED 2.625% 01-25-16 4,250,000 $4,409,175
BANK OF MONTREAL USD 144A COVERED 2.85% 06-09-15 17,000,000 $17,506,753
BANK OF MONTREAL USD 144A LIFE COVERED 1.3% 10-31-14 4,000,000 $4,023,736
BANK OF NEW YORK MELLON SR UNSEC G 2.5% 01-15-16 16,000,000 $16,520,672
BANK OF NOVA SCOTIA USD 144A LIFE COVERED 1.25% 11-07-14 4,000,000 $4,023,076
BANK OF NOVA SCOTIA USD 144A LIFE COVERED 1.75% 03-22-17 4,150,000 $4,226,817
BANK OF NOVA SCOTIA USD 144A LIFE COVERED 2.15% 08-03-16 4,650,000 $4,800,432
BARCLAYS BANK PLC 144A LIFE LT2 10.179% 06-12-21 3,000,000 $4,037,415
BARCLAYS BANK PLC LT2 EUR 6.0% 01-14-21 6,050,000 $9,729,215
BARCLAYS BANK PLC SR UNSEC 2.5% 02-20-19 24,810,000 $24,889,194
BARCLAYS BANK PLC USD COVERED 144A LIFE 2.5% 09-21-15 3,600,000 $3,696,995
BARRICK GOLD CORP SR UNSEC 3.85% 04-01-22 3,000,000 $2,870,742
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 2.125% 06-07-17 4,000,000 $4,076,076
BAT INTL FINANCE PLC 144A LIFE SR UNSEC 9.5% 11-15-18 15,750,000 $20,573,122
BAXTER INTERNATIONAL INC SR UNSEC 1.85% 06-15-18 6,030,000 $6,003,329
BAXTER INTERNATIONAL INC SR UNSEC 3.2% 06-15-23 5,845,000 $5,713,493
BB&T CORP SR UNSEC 1.0% 04-03-17 13,000,000 $12,905,113
BB&T CORP SR UNSEC 2.25% 02-01-19 6,000,000 $6,005,406
BBVA BANCOMER SA 144A LIFE SR UNSEC 4.5% 03-10-16 3,225,000 $3,426,563
BBVA BANCOMER SA LT2 144A LIFE 6.5% 03-10-21 2,355,000 $2,558,119
BBVA BANCOMER SA T1 (H) 144A LIFE 7.25% 04-22-20 2,430,000 $2,700,338
BBVA US SENIOR SA UNIPER SR UNSEC 4.664% 10-09-15 1,900,000 $1,996,233
BE AEROSPACE INC SR UNSEC 5.25% 04-01-22 7,635,000 $7,892,681
BERKSHIRE HATHAWAY FIN SR UNSEC 2.9% 10-15-20 2,400,000 $2,437,217
BERKSHIRE HATHAWAY SR UNSEC 2.0% 08-15-18 5,210,000 $5,246,975
BERKSHIRE HATHAWAY SR UNSEC 2.2% 08-15-16 14,000,000 $14,474,880
BERKSHIRE HATHAWAY SR UNSEC 3.0% 05-15-22 13,175,000 $13,158,176
BERKSHIRE HATHAWAY SR UNSEC 4.3% 05-15-43 1,000,000 $959,674
BERKSHIRE HATHAWAY SR UNSEC 4.4% 05-15-42 2,000,000 $1,961,598
BERMUDA GOVT 144A 4.138% 01-03-23 1,700,000 $1,676,200
BERMUDA GOVT 144A 5.603% 07-20-20 4,075,000 $4,506,950
BERMUDA GOVT 144A LIFE 4.854% 02-06-24 10,650,000 $10,867,207
BERMUDA GOVT REG S 5.603% 07-20-20 3,940,000 $4,357,640
BFF INTERNATIONAL 144A LIFE SR UNSEC 7.25% 01-28-20 2,500,000 $2,850,000
BG ENERGY CAPITAL 144A LIFE SR UNSEC 2.5% 12-09-15 7,200,000 $7,394,292
BG ENERGY CAPITAL 144A LIFE SR UNSEC 2.875% 10-15-16 8,635,000 $8,996,772
BG ENERGY CAPITAL 144A LIFE SR UNSEC 4.0% 10-15-21 2,400,000 $2,493,744
BHP BILLITON FINANCE USA SR UNSEC 5.0% 09-30-43 15,155,000 $16,100,035
BHP BILLITON FINANCE USA SR UNSEC 5.5% 04-01-14 8,795,000 $8,795,000
BIOGEN IDEC INC SR UNSEC 6.875% 03-01-18 17,000,000 $20,032,307
BNP PARIBAS SR UNSEC 2.45% 03-17-19 2,000,000 $2,005,568
BNP PARIBAS SR UNSEC 3.25% 03-03-23 8,785,000 $8,547,129
BNP PARIBAS SR UNSEC 3.6% 02-23-16 14,000,000 $14,703,290
BNP PARIBAS SR UNSEC 5.0% 01-15-21 7,825,000 $8,698,763
BONANZA CREEK ENERGY SR UNSEC 6.75% 04-15-21 3,050,000 $3,271,125
BONOS MEXICAN MXN 5.0% 06-15-17 600,000 $4,691,113
BONOS MEXICAN MXN 6.5% 06-10-21 2,300,000 $18,461,413
BOSTON SCIENTIFIC CORP SR UNSEC 6.0% 01-15-20 8,075,000 $9,282,681
BOYD GAMING CORP SR UNSEC 9.125% 12-01-18 2,000,000 $2,178,000
BP CAPITAL MARKETS SR UNSEC (L+42) 11-07-16 13,380,000 $13,443,849
BPCE SA LT2 SUB 144A LIFE 5.15% 07-21-24 27,795,000 $27,710,281
BPCE SA LT2 SUB 144A LIFE 5.7% 10-22-23 2,305,000 $2,400,634
BPCE SA SR UNSEC 2.5% 12-10-18 2,000,000 $2,012,324
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 3.95% 02-15-23 100,000 $98,397
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 5.4% 11-01-14 2,000,000 $2,050,658
BRANDYWINE OPER PARTNERSHIP LP SR UNSEC 5.7% 05-01-17 25,000 $27,622
BRAZIL NTNB BRL I/L 6.0% 05-15-17 21,435 $22,841,277
BRITISH TELECOM PLC SR UNSEC 2.35% 02-14-19 2,745,000 $2,736,202
BRUNSWICK RAIL FINANCE 144A LIFE SR UNSEC 6.5% 11-01-17 3,470,000 $3,522,050
BRUNSWICK RAIL FINANCE REG S SR UNSEC 6.5% 11-01-17 4,610,000 $4,679,150
BSCMS 07-PW17 A1A 5.65% 06-11-50/08-11-17 1,850,232 $2,048,621
BSCMS 07-PW18 AM 6.084% 06-11-50/11-11-17 5,730,000 $6,506,816
BSCMS 07-T28 A1A 5.71% 09-11-42/17 3,275,225 $3,679,345
BUILDERS FIRSTSOURCE 144A LIFE SR SEC 1ST LIEN 7.625% 06-01-21 3,500,000 $3,797,500
BURGER KING 144A LIFE SR UNSEC .0%/11.0% 04-15-19 8,075,000 $7,429,000
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.0% 03-15-23 18,930,000 $17,903,615
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.05% 09-01-22 8,290,000 $7,957,057
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.45% 09-15-21 2,800,000 $2,841,572
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.75% 04-01-24 11,035,000 $11,091,146
BURLINGTON NORTHERN SANTA FE SR UNSEC 3.85% 09-01-23 4,100,000 $4,164,169
BURLINGTON NORTHERN SANTA FE SR UNSEC 4.45% 03-15-43 6,450,000 $6,175,456
BURLINGTON NORTHERN SANTA FE SR UNSEC 4.9% 04-01-44 15,290,000 $15,822,153
BURLINGTON NORTHERN SANTA FE SR UNSEC 5.65% 05-01-17 12,500,000 $14,059,075
BURLINGTON NORTHERN SANTA FE SR UNSEC 5.75% 03-15-18 6,535,000 $7,442,561
CA INFRA EDB J. PAUL GETTY A2 SIFMA+28BP FRN (MPT) SF 04-01-38/04-03-17 2,400,000 $2,399,496
CA ST GO 4.5% 12-01-43 17,000,000 $17,085,170
CA ST GO 5.0% 04-01-43 10,000,000 $10,644,600
CA ST GO 5.0% 12-01-43 4,050,000 $4,326,615
CA ST GO TAXABLE BAB 7.5% 04-01-34 4,240,000 $5,751,602
CA ST GO TAXABLE BAB 7.55% 04-01-39 11,680,000 $16,338,218
CA ST GO TAXABLE BAB 7.6% 11-01-40 30,435,000 $43,008,612
CA ST GO TAXABLE BAB SF 7.3% 10-01-39 2,290,000 $3,087,309
CA ST GO TAXABLE BAB SF 7.35% 11-01-39 1,335,000 $1,810,167
CA ST GO TAXABLE BAB SF 7.625% 03-01-40 6,830,000 $9,563,844
CADES USD 144A 1.625% 07-06-15 4,000,000 $4,060,520
CADES USD 144A LIFE 2.0% 04-17-20 5,000,000 $4,858,800
CADES USD 144A LIFE SR UNSEC 1.125% 01-30-17 10,470,000 $10,488,846
CADES USD 144A LIFE SR UNSEC 3.375% 03-20-24 8,180,000 $8,133,636
CAESARS ENT 144A SR SEC 1ST LIEN 8.0% 10-01-20 4,000,000 $4,230,000
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 11.25% 06-01-17 6,295,000 $6,074,675
CAESARS ENTERTAINMENT SR SEC 1ST LIEN 9.0% 02-15-20 11,575,000 $10,446,438
CAISSE CENTRALE DESJARDN DU QUEBEC 144A LIFE COVERED 1.6% 03-06-17 3,375,000 $3,422,584
CANADIAN IMPERIAL BANK USD 144A COVERED 2.75% 01-27-16 4,150,000 $4,315,278
CANADIAN NATIONAL RAILWAY CO SR UNSEC 1.45% 12-15-16 6,090,000 $6,162,617
CANADIAN NATIONAL RAILWAY CO SR UNSEC 2.85% 12-15-21 10,000,000 $9,912,540
CANADIAN NATURAL RESOURCES SR UNSEC 3.45% 11-15-21 6,185,000 $6,252,052
CANADIAN NATURAL RESOURCES SR UNSEC 3.8% 04-15-24 2,045,000 $2,059,796
CARAUSTAR TL-COV LITE SR SEC 1ST LIEN (L+625) (FLR 1.25) 7.50% 05-01-19 720,702 $733,915
CARDINAL HEALTH INC SR UNSEC 1.7% 03-15-18 2,210,000 $2,193,253
CARDINAL HEALTH INC SR UNSEC 1.9% 06-15-17 5,650,000 $5,694,064
CARDINAL HEALTH INC SR UNSEC 4.0% 06-15-15 3,990,000 $4,139,645
CARMX 14-1 A2 0.47% 02-15-17 8,495,000 $8,465,352
CARMX 14-1 A3 0.79% 10-15-18 15,625,000 $15,597,813
CARNIVAL CORP SR UNSEC 3.95% 10-15-20 11,950,000 $12,205,467
CAS 13-C01 M1 FRN 144A LIFE (L+200) 10-25-23 2,820,646 $2,874,069
CAS 14-C01 M1 FRN 144A LIFE (L+160) 01-25-24 1,959,389 $1,980,668
CATALENT PHARMA SOLUTIONS TL-SR UNSEC (L+525) (FLR 1.25) 6.50% 12-31-17 3,350,000 $3,397,459
CATAMARAN CORP SR UNSEC 4.75% 03-15-21 700,000 $711,375
CATHOLIC HEALTH INITIATIVES TAXABLE 1.6% 11-01-17 1,250,000 $1,226,504
CBS CORP SR UNSEC 1.95% 07-01-17 5,000,000 $5,066,420
CCART 14-AA A3 144A 0.83% 09-17-18 5,775,000 $5,771,477
CCART 14-AA A4 144A 1.31% 05-15-19 3,850,000 $3,839,182
CCCIT 14-A2 A2 1.02% 02-22-19/17 7,520,000 $7,520,978
CCI 2010-1 C-2015 144A 4.523% 01-15-35/15 2,000,000 $2,072,500
CCI 2010-2 C-2017 144A 5.495% 01-15-37/17 10,000,000 $10,900,000
CCI 2010-5 C-2017 144A 4.174% 08-15-37/17 20,000,000 $21,180,720
CD 05-CD1 A4 5.21625% 07-15-44 16,960,447 $17,815,491
CD 06-CD3 A5 5.617% 10-15-48 22,711,000 $24,645,750
CEMEX FINANCE 144A LIFE SR SEC 1ST LIEN 9.375% 10-12-22 4,075,000 $4,803,406
CEMEX SA 144A LIFE SR SEC 1ST LIEN 9.25% 05-12-20 1,126,000 $1,241,415
CEMEX SAB DE CV 144A LIFE SR SEC 5.875% 03-25-19 6,000,000 $6,232,500
CENOVUS ENERGY INC SR UNSEC 3.0% 08-15-22 28,310,000 $27,135,956
CENOVUS ENERGY SR UNSEC 3.8% 09-15-23 6,550,000 $6,540,837
CENTENE CORP SR UNSEC 5.75% 06-01-17 2,565,000 $2,802,263
CEQUEL COMMUNICATIONS 144A LIFE SR UNSEC 6.375% 09-15-20 7,350,000 $7,717,500
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 7.0% 03-01-21 175,000 $178,938
CEVA GROUP PLC 144A LIFE SR SEC 1ST LIEN 9.0% 09-01-21 200,000 $205,500
CEVA GROUP TL-B (L+550) (FLR 1.00) 6.5% 03-19-21 3,250,000 $3,243,906
CEZ AS 144A LIFE SR UNSEC 4.25% 04-03-22 7,230,000 $7,414,763
CF 14-1A A 144A LIFE FRN (L+42) 03-07-26/02-07-17 16,700,000 $16,708,350
CFE 144A SR UNSEC 4.875% 01-15-24 2,500,000 $2,543,750
CGCMT 06-C5 A4 5.431% 10-15-49 5,293,000 $5,783,223
CGCMT 08-C7 AM 6.1325% 12-10-49 7,468,000 $8,387,662
CGCMT 14-GC19 A4 4.023% 03-10-47/01-10-24 1,785,000 $1,849,260
CHARLES SCHWAB CORP SR UNSEC 2.2% 07-25-18 1,390,000 $1,401,212
CHEVRON CORP SR UNSEC 2.355% 12-05-22 7,500,000 $7,062,698
CHEVRON CORP SR UNSEC 3.191% 06-24-23 100,000 $98,998
CHEVRON USCP 4(2) CP 4/16/2014 35,200,000 $35,197,796
CHILE GVT BD CLP CHILE GLOBAL 5.5% 08-05-20 2,899,000,000 $5,355,253
CHILE GVT BD USD CHILE 3.875% 08-05-20 3,000,000 $3,185,916
CIT GROUP INC SR UNSEC 3.875% 02-19-19 925,000 $936,426
CIT GROUP INC SR UNSEC 4.25% 08-15-17 1,400,000 $1,470,000
CIT GROUP INC SR UNSEC 5.0% 05-15-17 3,150,000 $3,382,313
CITIGROUP INC SR UNSEC 1.3% 04-01-16 2,000,000 $2,008,614
CITIGROUP INC SR UNSEC 3.875% 10-25-23 13,250,000 $13,184,201
CITIGROUP INC SR UNSEC 3.953% 06-15-16 8,300,000 $8,799,926
CITIGROUP INC SR UNSEC 4.45% 01-10-17 4,000,000 $4,323,556
CITIGROUP INC SR UNSEC 4.587% 12-15-15 18,750,000 $19,896,675
CITIGROUP INC SR UNSEC 4.75% 05-19-15 9,554,000 $9,978,847
CITIGROUP INC SR UNSEC 6.125% 11-21-17 7,000,000 $8,023,155
CITIGROUP INC SR UNSEC 8.5% 05-22-19 9,945,000 $12,688,040
CLEAR CHANNEL WORLDWIDE SR SUB 7.625% 03-15-20 3,230,000 $3,504,550
CLEVELAND ELECTRIC SR SEC 1ST LIEN 8.875% 11-15-18 12,864,000 $16,130,543
CLIFFS NATURAL RESOURCES SR UNSEC 3.95% 01-15-18 2,500,000 $2,515,620
CLIFFS NATURAL RESOURCES SR UNSEC 4.875% 04-01-21 12,075,000 $11,779,935
CLIFFS NATURAL RESOURCES SR UNSEC 6.25% 10-01-40 1,145,000 $995,251
CME GROUP INC SR UNSEC 5.3% 09-15-43 11,850,000 $13,311,046
CMS ENERGY CORP SR UNSEC 3.875% 03-01-24 15,995,000 $16,241,483
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 19,555,000 $21,789,335
CMS ENERGY CORP SR UNSEC 6.25% 02-01-20 1,597,000 $1,876,277
CMS ENERGY CORP SR UNSEC 8.75% 06-15-19 10,619,000 $13,650,140
CNA FINANCIAL CORP SR UNSEC 3.95% 05-15-24 22,695,000 $22,848,350
CNA FINANCIAL CORP SR UNSEC 5.85% 12-15-14 4,500,000 $4,664,700
CNA FINANCIAL CORP SR UNSEC 5.875% 08-15-20 1,250,000 $1,437,290
CNA FINANCIAL CORP SR UNSEC 7.25% 11-15-23 2,000,000 $2,461,008
CNA FINANCIAL CORP SR UNSEC 7.35% 11-15-19 2,770,000 $3,402,128
CNF 02-2 A2 6.03% 03-01-33/06-01-30 2,421,062 $2,486,508
CNFHE 02-B M1 FRN (L+175) 05-15-33 808,005 $788,654
CNOOC FINANCE 2013 LTD SR UNSEC 3.0% 05-09-23 3,450,000 $3,127,849
COBANK ACB 144A SUB NT 7.875% 04-16-18 23,615,000 $28,271,715
COBANK ACB FRN 144A SUB NT (L+60) 06-15-22/17 33,865,000 $30,901,813
COCA-COLA CO 4(2) CP 4/23/2014 25,000,000 $24,998,710
COCA-COLA CO 4(2) CP 5/13/2014 36,500,000 $36,496,475
COCA-COLA CO 4(2) CP 7/18/2014 75,000,000 $74,978,850
COCA-COLA CO SR UNSEC 1.5% 11-15-15 18,970,000 $19,274,696
COCA-COLA CO SR UNSEC 1.8% 09-01-16 10,500,000 $10,772,543
COCA-COLA CO SR UNSEC 2.45% 11-01-20 2,900,000 $2,861,726
COCA-COLA CO SR UNSEC 3.15% 11-15-20 4,190,000 $4,303,486
COCA-COLA CO SR UNSEC 3.2% 11-01-23 30,725,000 $30,281,177
COLBUN SA 144A LIFE SR UNSEC 6.0% 01-21-20 5,400,000 $5,958,792
COLOMBIA COLTES COP 10.0% 07-24-24 8,918,000,000 $5,680,876
COLOMBIA COLTES COP 5.0% 11-21-18 4,913,000,000 $2,451,218
COLOMBIA COLTES COP 7.0% 05-04-22 22,945,300,000 $12,137,991
COLOMBIA REP OF 4.375% 07-12-21 16,200,000 $16,888,500
COLOMBIA REP OF 6.125% 01-18-41 4,000,000 $4,510,000
COLOMBIA REP OF GLOBAL COP 12.0% 10-22-15 370,000,000 $209,351
COLOMBIA REP OF GLOBAL COP 7.75% 04-14-21 7,505,000,000 $4,290,768
COLOMBIA REP OF GLOBAL COP 9.85% 06-28-27 4,402,000,000 $2,915,409
COMCAST CORP SR UNSEC 3.6% 03-01-24 3,100,000 $3,123,721
COMCAST CORP SR UNSEC 4.65% 07-15-42 5,035,000 $5,041,727
COMCAST CORP SR UNSEC 4.75% 03-01-44 11,700,000 $11,923,505
COMCAST CORP SR UNSEC 5.15% 03-01-20 7,500,000 $8,506,328
COMCAST CORP SR UNSEC 5.875% 02-15-18 7,320,000 $8,390,792
COMM 05-LP5 E 144A LIFE 5.18427% 05-10-43 1,750,000 $1,817,415
COMM 06-C8 A1A 5.292% 12-10-46/16 16,115,019 $17,684,074
COMM 2014-UBS2 A5 3.961% 03-10-47/02-10-24 6,565,000 $6,755,254
COMMONWEALTH BK OF AUSTRALIA 144A LIFE COVERED 0.75% 01-13-17/15-16 3,850,000 $3,855,864
COMMONWEALTH BK OF AUSTRALIA 144A LIFE COVERED 1.875% 12-11-18 10,300,000 $10,209,154
COMMONWEALTH BK OF AUSTRALIA 144A LIFE COVERED 2.25% 03-16-17 4,150,000 $4,265,661
COMMONWEALTH BK OF AUSTRALIA AU GOVT GTD 144A 2.90% 09-17-14 23,005,000 $23,273,698
COMMONWEALTH BK OF AUSTRALIA AU GOVT GTD 144A 3.625% 06-25-14 (FXD) 20,000,000 $20,151,600
COMMUNITY HEALTH TL-D1 (L+325) (FLR 1.0) 4.25% 01-27-21 1,396,500 $1,410,024
COMPUCOM SYSTEMS INC 144A LIFE SR UNSEC 7.0% 05-01-21 700,000 $707,000
CONAGRA FOODS INC SR UNSEC 1.3% 01-25-16 9,630,000 $9,698,816
CONAGRA FOODS INC SR UNSEC 1.9% 01-25-18 19,775,000 $19,630,682
CONAGRA FOODS INC SR UNSEC 3.2% 01-25-23 34,490,000 $33,007,551
CONSOL ENERGY INC SR UNSEC 8.0% 04-01-17 1,945,000 $2,032,525
CONSOL ENERGY INC SR UNSEC 8.25% 04-01-20 6,980,000 $7,616,925
CONSOLIDATED EDISON CO OF NY SR UNSEC 4.45% 03-15-44 5,280,000 $5,252,882
CONSTELLATION BRANDS SR UNSEC 6.0% 05-01-22 500,000 $556,250
CONSTELLATION BRANDS SR UNSEC 7.25% 05-15-17 750,000 $873,750
CONSTELLATION BRANDS SR UNSEC 8.375% 12-15-14 550,000 $577,500
CONSUMERS ENERGY CO SR SEC 1ST LIEN 2.85% 05-15-22 12,500,000 $12,235,150
CONSUMERS ENERGY CO SR SEC 1ST LIEN 6.125% 03-15-19 14,320,000 $16,868,674
CONTL AIR 00-1 A1 EETC SF 8.048% 11-01-20/05-01-22 9,695,050 $11,203,842
CONTL AIR 00-1 B SF 8.388% 11-01-20/05-01-22 673,080 $716,830
CONTL AIR 00-2 A1 SF 7.707% 04-02-21/10-02-22 11,976,375 $13,675,523
CONTL AIR 00-2 B EETC SF 8.307% 10-02-19/04-02-18 208,960 $224,632
CONTL AIR 01-1 A1 SF 6.703% 12-15-22/06-15-21 10,706,115 $11,776,727
CONTL AIR 01-1 B EETC SF 7.373% 12-15-15/06-15-17 59,833 $63,535
CONTL AIR 07-1 B EETC SF 6.903% 04-19-22 3,694,221 $4,005,921
CONTL AIR 97-1 A EETC SF 7.461% 10-01-16/4-01-15 1,839,388 $1,880,774
CONTL AIR 97-4 A EETC SF 6.9% 01-02-18/07-02-19 12,066,702 $13,069,746
CONTL AIR 97-4 B SUB SF 6.9% 07-02-18/01-02-17 24,478 $25,213
CONTL AIR 98-1 A EETC SF 6.648% 09-15-17/03-15-19 7,039,631 $7,501,607
CONTL AIR 98-1 B SF 6.748% 03-15-17/09-15-18 538,546 $574,898
CONTL AIR 99-1 B EETC SUB SF 6.795% 08-02-18/02-02-20 3,071,430 $3,232,680
CONTL AIR 99-2 A1 EETC SF 7.256% 03-15-20/09-15-21 209,457 $232,890
CONTL AIRLINES EETC 991A SF 6.545% 08-02-20/02-02-19 6,658,337 $7,413,643
CONVATEC PIK 144A LIFE SR UNSEC 8.25% 01-15-19 2,165,000 $2,235,363
COOPER STANDARD TL-B (L+300) (FLR 1.00) 4.0% 04-11-21 2,400,000 $2,409,000
CORPORATE OFFICE PROP LP SR UNSEC 3.6% 05-15-23 8,924,000 $8,266,756
COVENTRY HEALTH CARE SR UNSEC 6.3% 08-15-14 11,395,000 $11,628,085
COX COMMUNICATIONS 144A LIFE SR UNSEC 2.95% 06-30-23 27,930,000 $25,544,387
COX COMMUNICATIONS SR UNSEC 5.45% 12-15-14 3,437,000 $3,553,205
CRC HEALTH CORP 1ST LIEN TL (L+425) (FLR 1.00) 5.25% 04-11-21 1,275,000 $1,284,563
CRC HEALTH CORP 2ND LIEN TL-B (L+800) (FLR 1.00) 9.0% 10-11-21 1,925,000 $1,933,422
CREDIT MUTUEL CIC USD 144A LIFE COVERED 1.5% 11-16-17 4,400,000 $4,382,246
CREDIT SUISSE SR UNSEC 4.375% 08-05-20 3,740,000 $4,045,958
CREDIT SUISSE USD 144A COVERED 2.6% 05-27-16 4,300,000 $4,466,406
CRESCENT RESOURCES 144A LIFE SR SEC 2ND LIEN 10.25% 08-15-17 6,200,000 $6,990,500
CRICKET COMMUNICATIONS SR UNSEC 7.75% 10-15-20 7,200,000 $8,242,200
CROATIA GOVT USD 144A 6.75% 11-05-19 2,865,000 $3,169,406
CROATIA GOVT USD 144A LIFE 5.5% 04-04-23 1,085,000 $1,101,818
CROATIA GOVT USD REG S 6.75% 11-05-19 7,985,000 $8,833,406
CSFB 02-30 1A1 PT 7.5% 11-25-32 183,405 $199,408
CSFB 02-34 1A1 PT 7.5% 12-25-32 25,681 $27,383
CSFB 03-21 5A1 PT 6.5% 07-25-33 1,406,474 $1,513,928
CSFB 03-29 5A1 PT 7.0% 12-25-33 24,455 $26,875
CSFB 04-C1 E 144A 5.015% 01-15-37/02-15-14 8,240,000 $8,252,525
CSFB 05-C3 AAB 4.614% 07-15-37/11-25-14 3,024,065 $3,052,661
CSMC 06-C5 A3 5.311% 12-15-39 25,026,150 $27,144,488
CSMC 07-C2 AM 5.54873% 01-15-49 12,708,000 $13,735,022
CSMC 07-C3 A1A1 5.67832% 06-15-39 10,873,365 $11,845,368
CSMC 07-C5 A4 5.695% 09-15-40/17 4,000,000 $4,422,272
CSX CORP SR UNSEC 7.375% 02-01-19 7,500,000 $9,137,468
CVS CAREMARK CORP SR UNSEC 2.25% 12-05-18 2,500,000 $2,505,420
CVS CAREMARK CORP SR UNSEC 4.0% 12-05-23 14,600,000 $14,948,473
CVS CAREMARK CORP SR UNSEC 5.3% 12-05-43 4,755,000 $5,269,035
CWHEL 05-C 2A FRN FSA (L+18) 07-15-35 7,786,008 $7,040,934
CWHEL 06-I 2A FRN FSA (L+14) 01-15-37 9,179,085 $8,211,059
CWHEL 07-B A FRN FSA (L+15) 02-15-37 13,815,960 $12,430,399
DAE TL-B1 (L+400) (FLR 1.00) 5.0% 11-02-18 2,223,940 $2,261,006
DAE TL-B2 (L+400) (FLR 1.00) 5.0% 11-02-18 1,008,186 $1,024,990
DAIMLER AG 144A LIFE SR UNSEC 1.3% 07-31-15 11,000,000 $11,080,883
DAIMLER AG 144A LIFE SR UNSEC 2.625% 09-15-16 7,250,000 $7,519,889
DAIMLER AG 144A LIFE SR UNSEC 3.0% 03-28-16 1,000,000 $1,040,215
DAIMLER AG SR UNSEC 8.50% 01-18-31 3,000,000 $4,467,111
DAIMLER FINANCE NA 144A LIFE SR UNSEC (L+86) 08-01-18 7,500,000 $7,587,825
DAIMLER FINANCE NA 144A LIFE SR UNSEC 1.25% 01-11-16 6,250,000 $6,288,231
DAIMLER FINANCE NA 144A LIFE SR UNSEC 1.875% 01-11-18 13,450,000 $13,408,507
DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.375% 08-01-18 10,700,000 $10,812,136
DAIMLER FINANCE NA 144A LIFE SR UNSEC 2.875% 03-10-21 26,250,000 $26,033,306
DBUBS 2011-LC1 A1 144A 3.742% 11-10-46/06-10-17 52,025,455 $54,359,838
DBUBS 2011-LC2A A2 144A 3.386% 07-10-44/06-10-16 16,685,000 $17,438,978
DCT INDUSTRIAL 144A SR UNSEC 4.5% 10-15-23 18,630,000 $18,615,804
DEL MONTE FOODS CO SR UNSEC 7.625% 02-15-19 2,423,000 $2,527,492
DELHAIZE GROUP SR UNSEC (B) 6.5% 06-15-17 16,205,000 $18,384,556
DELTA AIR 02-1 G-1 EETC MBIA SF 6.718% 01-02-23/07-02-24 1,350,621 $1,583,603
DENBURY RESOURCES INC SR SUB 4.625% 07-15-23 5,450,000 $5,095,750
DENTSPLY INTL INC SR UNSEC 2.75% 08-15-16 5,620,000 $5,819,797
DEPFA ACS USD COVERED 144A 5.125% 03-16-37 10,405,000 $9,468,550
DEUTSCHE TELEKOM 144A LIFE SR UNSEC 2.25% 03-06-17 9,550,000 $9,776,688
DEUTSCHE TELEKOM 144A LIFE SR UNSEC 3.125% 04-11-16 15,300,000 $15,958,298
DEUTSCHE TELEKOM SR UNSEC 4.875% 07-08-14 16,250,000 $16,438,906
DEUTSCHE TELEKOM SR UNSEC 9.25% 06-01-32 4,994,000 $7,739,491
DEVELOPERS DIVERS REALTY SR UNSEC 4.75% 04-15-18 1,225,000 $1,329,626
DEVELOPERS DIVERS REALTY SR UNSEC 5.5% 05-01-15 16,838,000 $17,631,103
DEVELOPERS DIVERS REALTY SR UNSEC 7.5% 04-01-17 15,596,000 $18,072,941
DEVELOPERS DIVERS REALTY SR UNSEC 7.875% 09-01-20 9,047,000 $11,254,993
DEVELOPERS DIVERS REALTY SR UNSEC 9.625% 03-15-16 18,906,000 $21,910,201
DEVON ENERGY CORP SR UNSEC 2.25% 12-15-18 14,275,000 $14,217,957
DEVON ENERGY CORP SR UNSEC 3.25% 05-15-22 38,925,000 $38,410,723
DEVON ENERGY CORP SR UNSEC 4.75% 05-15-42 1,000,000 $995,176
DEXIA BE/FR/LU GOVT GTD 144A LIFE 1.25% 10-18-16 4,100,000 $4,107,175
DEXIA BE/FR/LU GOVT GTD 144A LIFE 2.25% 01-30-19 8,625,000 $8,588,603
DIAMOND OFFSHORE DRILLING SR UNSEC 4.875% 11-01-43 23,320,000 $22,832,449
DIGICEL GROUP LTD 144A LIFE SR UNSEC 6.0% 04-15-21 4,465,000 $4,576,625
DIGICEL GROUP LTD 144A LIFE SR UNSEC 7.125% 04-01-22 1,975,000 $2,002,156
DIGICEL GROUP LTD 144A LIFE SR UNSEC 8.25% 09-30-20 9,150,000 $9,813,375
DIGNITY HEALTH SR UNSEC TAXABLE 3.125% 11-01-22 4,100,000 $3,785,874
DISCOVER BANK SR UNSEC 2.0% 02-21-18 5,200,000 $5,182,596
DISCOVER BANK SR UNSEC 4.2% 08-08-23 15,253,000 $15,671,054
DISH DBS SR UNSEC 4.25% 04-01-18 15,700,000 $16,426,125
DISH DBS SR UNSEC 4.625% 07-15-17 5,755,000 $6,143,463
DJO FINANCE LLC SR SEC 2ND LIEN 8.75% 03-15-18 1,980,000 $2,163,150
DJO FINANCE LLC SR UNSEC 7.75% 04-15-18 995,000 $1,052,213
DJO FINANCE LLC SR UNSEC 9.875% 04-15-18 910,000 $996,450
DJO FINANCE LLC SUB 9.75% 10-15-17 6,175,000 $6,576,375
DNB NOR BOLIGKREDITT AS USD 144A LIFE COVERED 1.45% 03-21-19/18 4,375,000 $4,333,000
DOLLAR GENERAL CORP SR UNSEC 1.875% 04-15-18 1,817,000 $1,787,416
DOLLAR GENERAL CORP SR UNSEC 3.25% 04-15-23 42,724,000 $40,415,110
DOLLAR GENERAL CORP SR UNSEC 4.125% 07-15-17 3,183,000 $3,407,478
DOMINICAN REPUBLIC 144A SF 7.5% 05-06-21 3,500,000 $3,920,000
DOMINICAN REPUBLIC REG S SF 7.5% 05-06-21 950,000 $1,064,000
DOW CHEMICAL SR UNSEC 3.0% 11-15-22 7,500,000 $7,143,465
DOW CHEMICAL SR UNSEC 5.7% 05-15-18 1,004,000 $1,142,404
DUKE ENERGY CORP SR UNSEC 3.95% 10-15-23 4,800,000 $4,931,544
DUPONT EI NEMOUR SR UNSEC 2.8% 02-15-23 10,000,000 $9,471,890
DUPONT EI NEMOUR SR UNSEC 5.25% 12-15-16 500,000 $557,155
DYNACAST INTL SR SEC 2ND LIEN 9.25% 07-15-19 2,825,000 $3,156,938
E.ON 144A LIFE SR UNSEC 5.8% 04-30-18 16,500,000 $18,765,434
EADS FINANCE BV 144A LIFE SR UNSEC 2.7% 04-17-23 21,400,000 $20,246,403
ECHOSTAR CORP SR UNSEC 7.625% 06-15-21 575,000 $651,188
ECOLAB INC SR UNSEC 3.0% 12-08-16 7,320,000 $7,676,162
ECOLAB INC SR UNSEC 5.5% 12-08-41 750,000 $857,452
ECOPETROL SA SR UNSEC 5.875% 09-18-23 5,650,000 $6,186,750
EDP FINANCE BV 144A LIFE SR UNSEC 5.25% 01-14-21 5,000,000 $5,170,000
EFF 14-1 A2 144A 0.87% 09-20-19/12-20-16 11,395,000 $11,400,128
EL SALVADOR REP OF REG S 7.375% 12-01-19 4,800,000 $5,148,000
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 1.15% 01-20-17 3,000,000 $2,997,645
ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.875% 01-22-44 1,215,000 $1,215,666
ELETSON HOLDINGS 144A LIFE SR SEC 1ST LIEN 9.625% 01-15-22 1,125,000 $1,192,500
EMERSON ELECTRIC 4(2) CP 4/24/2014 22,100,000 $22,098,812
EMERSON ELECTRIC 4(2) CP 4/25/2014 24,800,000 $24,798,594
ENA NORTE TRUST 144A LIFE SR UNSEC SF 4.95% 04-25-28/23 3,278,056 $3,316,803
ENBRIDGE ENERGY PARTNERS SR UNSEC 4.2% 09-15-21 6,100,000 $6,326,066
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.2% 03-15-20 1,500,000 $1,640,090
ENBRIDGE ENERGY PARTNERS SR UNSEC 5.5% 09-15-40 3,500,000 $3,639,048
ENBRIDGE ENERGY PARTNERS SR UNSEC 6.5% 04-15-18 25,120,000 $29,025,205
ENBRIDGE ENERGY PARTNERS SR UNSEC 9.875% 03-01-19 27,005,000 $35,423,242
ENBRIDGE INC SR UNSEC 4.0% 10-01-23 29,000,000 $29,119,364
ENBRIDGE INC SR UNSEC 5.60% 04-01-17 17,750,000 $19,791,073
ENBRIDGE INC SR UNSEC 5.8% 06-15-14 1,200,000 $1,212,822
ENDESA CHILE 8.625% 08-01-15 3,000,000 $3,266,286
ENDO PHARMACEUTICALS 144A LIFE SR UNSEC 5.75% 01-15-22 1,705,000 $1,751,888
ENEL FINANCE INTL 144A LIFE SR UNSEC 3.875% 10-07-14 1,235,000 $1,254,139
ENEL FINANCE INTL 144A LIFE SR UNSEC 5.125% 10-07-19 2,000,000 $2,196,086
ENEL FINANCE INTL 144A LIFE SR UNSEC 6.0% 10-07-39 692,000 $725,368
ENEL SPA 144A LIFE (H) 8.75% 09-24-73/23 9,500,000 $10,695,700
ENERGY NW WA ELEC COLUMBIA STATION SF TAXABLE 2.197% 07-01-19 8,000,000 $7,949,520
ENERGY TRANSFER PARTNERS SR UNSEC 3.6% 02-01-23 2,015,000 $1,931,166
ENERGY TRANSFER PARTNERS SR UNSEC 5.2% 02-01-22 4,500,000 $4,865,985
ENLINK MIDSTREAM PARTNERS SR UNSEC 2.7% 04-01-19 775,000 $778,553
ENLINK MIDSTREAM PARTNERS SR UNSEC 4.4% 04-01-24 2,770,000 $2,830,059
ENLINK MIDSTREAM PARTNERS SR UNSEC 5.6% 04-01-44 1,000,000 $1,059,785
ENTERGY AR INC SR SEC 1ST LIEN 3.05% 06-01-23 6,100,000 $5,910,699
ENTERGY CORP SR UNSEC 4.7% 01-15-17 9,900,000 $10,504,108
ENTERPRISE PRODUCTS SR UNSEC 3.35% 03-15-23 12,445,000 $12,164,216
ENTERPRISE PRODUCTS SR UNSEC 3.9% 02-15-24 13,030,000 $13,126,122
ENTERPRISE PRODUCTS SR UNSEC 4.05% 02-15-22 8,300,000 $8,676,637
ENTERPRISE PRODUCTS SR UNSEC 4.85% 03-15-44 1,250,000 $1,251,726
ENTERPRISE PRODUCTS SR UNSEC 5.2% 09-01-20 4,125,000 $4,612,340
EOLE FINANCE SPC SR UNSEC 144A LIFE SF 2.341% 02-24-24 2,020,942 $1,982,342
ERAC USA FINANCE 144A LIFE SR UNSEC 5.625% 03-15-42 1,000,000 $1,100,590
ERP OPERATING LP SR UNSEC 3.0% 04-15-23 8,695,000 $8,226,305
ERP OPERATING LP SR UNSEC 4.625% 12-15-21 2,045,000 $2,214,571
ERP OPERATING LP SR UNSEC 6.584% 04-13-15 10,000,000 $10,617,960
ERP OPERATING LP SR UNSEC 7.125% 10-15-17 5,595,000 $6,577,135
ESKOM HOLDINGS LTD USD REG S SR UNSEC 5.75% 01-26-21 11,000,000 $11,302,500
ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23 6,185,000 $5,808,723
ESTERLINE TECHNOLOGIES SR UNSEC 7.0% 08-01-20 3,475,000 $3,779,063
EURAMAX INTL INC SR SEC 1ST LIEN 9.5% 04-01-16 11,410,000 $11,581,150
EUROPEAN INVT BK 1.0% 07-15-15 9,100,000 $9,168,887
EUROPEAN INVT BK 1.0% 12-15-17 5,000,000 $4,930,000
EUROPEAN INVT BK 2.5% 04-15-21 20,000,000 $19,983,968
EUROPEAN INVT BK 3.25% 01-29-24 15,000,000 $15,311,250
EXPRESS SCRIPTS INC SR UNSEC 2.65% 02-15-17 5,500,000 $5,692,709
EXPRESS SCRIPTS INC SR UNSEC 2.75% 11-21-14 14,500,000 $14,713,237
EXPRESS SCRIPTS INC SR UNSEC 3.125% 05-15-16 16,127,000 $16,811,349
EXPRESS SCRIPTS INC SR UNSEC 3.9% 02-15-22 4,000,000 $4,101,428
EXXON MOBIL CORP SR UNSEC 1.819% 03-15-19 11,200,000 $11,136,339
EXXON MOBIL CORP SR UNSEC 3.176% 03-15-24 10,050,000 $10,040,101
EXXON MOBIL SR UNSEC 0.921% 03-15-17 13,000,000 $13,008,502
FAMCA GTD NT 144A 5.125% 04-19-17 5,000,000 $5,596,900
FAR EAST CAPITAL LTD (FESCO) 144A LIFE SR SEC 1ST LIEN 8.0% 05-02-18 1,415,000 $1,174,450
FAR EAST CAPITAL LTD (FESCO) 144A LIFE SR SEC 1ST LIEN 8.75% 05-02-20 2,835,000 $2,324,700
FED FARM CR DISC NT 10/6/2014 45,000,000 $44,978,850
FED FARM CR DISC NT 10/8/2014 50,000,000 $49,976,000
FED FARM CR DISC NT 7/16/2014 25,000,000 $24,995,500
FED HM LN BK DISC NT 05-16-14 41,100,000 $41,097,112
FED HM LN BK DISC NT 06-19-14 6,300,000 $6,299,181
FED HM LN BK DISC NT 06-20-14 34,800,000 $34,795,476
FED HM LN BK DISC NT 12/15/2014 25,000,000 $24,975,000
FED HM LN BK DISC NT 4/11/2014 38,700,000 $38,698,921
FED HM LN BK DISC NT 4/17/2014 24,700,000 $24,699,417
FED HM LN BK DISC NT 4/30/2014 25,000,000 $24,998,772
FED HM LN BK DISC NT 4/9/2014 39,800,000 $39,799,121
FED HM LN BK DISC NT 5/2/2014 48,300,000 $48,297,639
FED HM LN BK DISC NT 5/23/2014 21,500,000 $21,497,649
FED HM LN BK DISC NT 5/27/2014 18,500,000 $18,498,098
FED HM LN BK DISC NT 5/7/2014 15,400,000 $15,398,879
FED HM LN BK DISC NT 5/9/2014 22,500,000 $22,498,189
FED HM LN BK DISC NT 9/11/2014 25,000,000 $24,991,750
FED HM LN MTG CORP DISC NT 04-08-14 8,200,000 $8,199,828
FED HM LN MTG CORP DISC NT 05-05-14 2,400,000 $2,399,835
FED HM LN MTG CORP DISC NT 05-13-14 15,650,000 $15,648,676
FED HM LN MTG CORP DISC NT 10/21/2014 48,100,000 $48,072,583
FED HM LN MTG CORP DISC NT 10/23/2014 51,100,000 $51,069,851
FED HM LN MTG CORP DISC NT 10/6/2014 74,100,000 $74,065,173
FED HM LN MTG CORP DISC NT 11/20/2014 100,000,000 $99,919,000
FED HM LN MTG CORP DISC NT 11/3/2014 130,000,000 $129,912,900
FED HM LN MTG CORP DISC NT 11/5/2014 100,000,000 $99,931,000
FED HM LN MTG CORP DISC NT 6/13/2014 25,000,000 $24,997,000
FED HM LN MTG CORP DISC NT 6/17/2014 50,000,000 $49,993,500
FED HM LN MTG CORP DISC NT 6/5/2014 50,000,000 $49,994,500
FED HM LN MTG CORP DISC NT 9/17/2014 75,000,000 $74,973,000
FED NAT MTG DISC NT 04-21-14 5,800,000 $5,799,880
FED NAT MTG DISC NT 11/3/2014 60,800,000 $60,759,264
FED NAT MTG DISC NT 6/3/2014 40,000,000 $39,996,000
FED NAT MTG DISC NT 7/23/2014 77,500,000 $77,485,275
FED NAT MTG DISC NT 9/15/2014 55,800,000 $55,785,492
FELCOR LODGING SR SEC 1ST LIEN 5.625% 03-01-23 915,000 $928,725
FFCB 1.625% 11-19-14 33,700,000 $34,003,974
FFCB FRN (L+5.5) 02-27-17 21,501,000 $21,505,644
FGCI 5.0 G13156 05-01-23 78,141 $84,090
FGCI 5.0 G13202 07-01-23 12,128 $13,057
FGCI 5.0 G13644 07-01-24 5,226,817 $5,661,944
FGCI 5.0 J07773 05-01-23 2,207,454 $2,374,095
FGCI 5.5 G12513 09-01-19 1,611,187 $1,712,112
FGIOH0 7.5 H09093 ALT A 09-01-37 1,053,730 $1,206,288
FGK3 6.5 K30200 10-01-47 314,387 $344,298
FGK3 7.0 K30235 175K MAX 40YR 11-01-47 164,257 $181,987
FGLMC 4.0 Q15852 150K MAX 02-01-43 6,347,155 $6,604,951
FGLMC 4.0 Q17651 150K MAX 04-01-43 3,527,188 $3,670,398
FGLMC 4.0 Q18138 150K MAX 05-01-43 1,029,218 $1,070,616
FGLMC 4.0 Q18527 150K MAX 05-01-43 6,589,772 $6,857,310
FGLMC 4.0 Q18668 150K MAX 05-01-43 369,806 $384,362
FGLMC 4.0 Q18734 150K MAX 06-01-43 1,104,252 $1,148,615
FGLMC 4.0 Q19995 150K MAX 07-01-43 1,927,556 $2,005,630
FGLMC 4.0 Q20868 150K MAX 08-01-43 1,543,631 $1,606,042
FGLMC 4.0 Q20885 110K MAX 08-01-43 3,183,577 $3,319,391
FGLMC 4.0 Q21756 110K MAX 09-01-43 16,176,568 $16,866,919
FGLMC 4.0 Q21757 150K MAX 09-01-43 11,715,942 $12,188,493
FGLMC 4.0 Q21858 110K MAX 09-01-43 4,247,496 $4,428,894
FGLMC 4.0 Q21979 85K MAX 10-01-43 2,805,053 $2,927,434
FGLMC 4.0 Q22260 110K MAX 10-01-43 7,472,953 $7,791,913
FGLMC 4.0 Q22455 110K MAX 10-01-43 3,507,516 $3,657,361
FGLMC 4.0 Q22946 150K MAX 11-01-43 26,453,983 $27,524,523
FGLMC 4.0 Q23089 110K MAX 11-01-43 2,746,870 $2,864,186
FGLMC 4.0 Q23090 150K MAX 11-01-43 35,712,714 $37,154,544
FGLMC 4.0 Q24361 85K MAX 01-01-44 2,967,004 $3,096,730
FGLMC 4.5 G02156 03-01-36 2,249,007 $2,405,785
FGLMC 4.5 G04804 05-01-37 10,656,932 $11,394,029
FGLMC 4.5 G05535 07-01-39 9,706,797 $10,369,121
FGLMC 4.5 G05937 08-01-40 46,622,221 $49,814,584
FGLMC 4.5 G06769 08-01-41 2,765,586 $2,956,058
FGLMC 4.5 G06802 10-01-41 5,646,648 $6,032,512
FGLMC 4.5 G06956 08-01-41 4,703,383 $5,025,193
FGLMC 4.5 G08331 02-01-39 2,269,398 $2,422,158
FGLMC 4.5 Q01992 MHA 07-01-41 851,228 $909,097
FGLMC 4.5 Q02379 MHA 08-01-41 9,289,138 $9,922,165
FGLMC 4.5 Q02705 MHA 08-01-41 16,844,000 $17,985,972
FGLMC 5.0 A87873 08-01-39 19,301,160 $21,018,230
FGLMC 5.0 G06459 110K MAX 05-01-41 9,300,969 $10,261,964
FGLMC 5.0 G06648 MHA 06-01-41 15,024,274 $16,383,099
FGLMC 5.0 Q01658 MHA 06-01-41 6,314,349 $6,881,977
FGLMC 5.0 Q01726 MHA 07-01-41 10,253,255 $11,183,543
FGLMC 5.5 A56076 01-01-37 127,271 $139,912
FGLMC 5.5 A78952 12-01-37 4,151,594 $4,560,733
FGLMC 5.5 A83565 12-01-38 2,199,202 $2,417,638
FGLMC 5.5 A88249 09-01-39 19,108,461 $21,054,925
FGLMC 5.5 G03695 11-01-37 24,855 $27,324
FGLMC 5.5 G04585 02-01-38 1,412,753 $1,553,075
FGLMC 5.5 G04587 08-01-38 3,417,230 $3,756,646
FGLMC 5.5 G04814 10-01-38 972,975 $1,069,615
FGLMC 5.5 G05196 10-01-38 591,054 $649,760
FGLMC 5.5 G05860 02-01-40 13,477 $14,815
FGLMC 5.5 G05979 10-01-38 3,042,931 $3,345,170
FGLMC 5.5 G06020 12-01-39 8,080,204 $8,882,771
FGLMC 5.5 G06841 06-01-41 11,170,150 $12,279,625
FGLMC 5.5 G08248 02-01-38 371,317 $408,198
FGP5 7.0 P51284 PP 125K MAX 05-01-37 161,519 $176,718
FGTW 4.5 C91249 05-01-29 1,138,140 $1,231,766
FGTW 4.5 D98356 05-01-30 2,954,626 $3,203,554
FGTW 5.5 G30325 03-01-27 2,224,529 $2,461,664
FGTW 6.0 C90984 08-01-26 4,136,972 $4,561,011
FGTW 6.0 C91000 11-01-26 3,675,977 $4,054,530
FGTW 6.0 G30322 04-01-27 26,524,873 $29,252,426
FHLB 0.375% 02-19-16 23,770,000 $23,745,517
FHLB 0.375% 08-28-15 37,000,000 $37,068,450
FHLB 0.625% 12-28-16 28,060,000 $27,957,581
FHLB 1.0% 06-21-17 13,035,000 $13,024,702
FHLB 2.5% 06-13-14 25,000,000 $25,111,500
FHLB 3.375% 09-08-23 28,050,000 $28,764,995
FHLB 5.5% 07-15-36 600,000 $735,726
FHLB TAP 2.75% 06-08-18 16,635,000 $17,516,489
FHLMC 0.5% 05-13-16 54,105,000 $54,096,884
FHLMC 0.75% 01-12-18 30,000,000 $29,345,700
FHLMC 1.0% 06-29-17 3,425,000 $3,417,910
FHLMC 1.25% 10-02-19 43,500,000 $41,773,485
FHLMC 1.75% 09-10-15 37,350,000 $38,151,158
FHLMC 4.875% 06-13-18 13,365,000 $15,211,241
FHLMC 5.0% 07-15-14 25,000,000 $25,352,250
FHLMC POOL #1B4125 ARH7 WP 4.91% 07-01-38 1,293,910 $1,376,526
FHLMC POOL #1B4445 ARH5 3.724% 09-01-39 2,792,429 $2,972,848
FHLMC POOL #1B7262 ARH7 150K MAX 3.313% 01-01-37 800,167 $848,009
FHLMC POOL #1G0809 ARH5 2.476% 2.476% 07-01-35 4,289,232 $4,559,025
FHLMC POOL #1G2365 ARH5 2.285% 12-01-37 6,638,403 $7,069,899
FHLMC POOL #1J1997 ARH5 WP 4.378% 12-01-38 3,837,143 $4,048,378
FHLMC POOL #1N1481 ARH5 2.054% 06-01-37 4,009,710 $4,223,027
FHLMC POOL #1Q0484 ARH7 1.707% 09-01-37 1,876,805 $1,942,343
FHLMC POOL #2B0933 ARH7 2.581% 10-01-42 2,857,242 $2,921,564
FHLMC POOL #2B0951 ARH10 2.563% 12-01-42 6,661,942 $6,678,031
FHLMC POOL #2B1077 ARH10 2.444% 01-01-43 6,151,540 $6,122,301
FHLMC POOL #2B1505 ARH10 2.355% 06-01-43 13,267,334 $13,119,669
FHMS K009 A1 (MF) 2.757% 05-25-20 2,878,626 $2,988,740
FHMS K010 A1 (MF) 3.32% 07-25-20 2,687,443 $2,838,316
FHMS K013 A1 (MF) 2.902% 08-25-20 3,595,112 $3,744,711
FHMS K014 A1 (MF) 2.788% 10-25-20 3,277,544 $3,405,794
FHMS K015 A1 (MF) 2.257% 10-25-20 3,096,610 $3,171,827
FHMS K017 A2 (MF) 2.873% 12-25-21 4,200,000 $4,206,384
FHMS K019 A1 (MF) 1.459% 09-25-21 2,028,015 $1,988,925
FHMS K020 A2 (MF) 2.373% 05-25-22 32,600,000 $31,207,002
FHMS K021 A2 (MF) 2.396% 06-25-22 40,350,000 $38,659,739
FHMS K022 A2 (MF) 2.355% 07-25-22 4,325,000 $4,125,185
FHMS K023 A2 (MF) 2.307% 08-25-22 34,990,000 $33,177,168
FHMS K024 A2 (MF) 2.573% 09-25-22 5,500,000 $5,289,658
FHMS K028 A2 (MF) 3.111% 02-25-23 4,200,000 $4,205,292
FHMS K029 A1 (MF) 2.839% 10-25-22 3,928,914 $4,042,499
FHMS K029 A2 (MF) 3.32% 02-25-23 16,000,000 $16,276,800
FHMS K030 A1 (MF) 2.779% 09-25-22 3,572,977 $3,661,515
FHMS K030 A2 (MF) 3.25% 04-25-23 7,731,000 $7,806,223
FHMS K031 A1 (MF) 2.778% 09-25-22 2,942,370 $3,020,313
FHMS K031 A2 (MF) 3.3% 04-25-23 16,912,000 $17,115,620
FHMS K032 A1 (MF) 3.016% 02-25-23 9,745,871 $10,086,294
FHMS K032 A2 (MF) 3.31% 05-25-23 48,900,000 $49,523,475
FHMS K033 A2 (MF) 3.06% 07-25-23 1,600,000 $1,588,832
FHMS K034 A2 (MF) 3.531% 07-25-23 5,845,000 $6,021,244
FHMS K035 A1 (MF) 2.615% 03-25-23 8,541,179 $8,627,436
FHMS K035 A2 (MF) 3.458% 08-25-23 1,500,000 $1,532,397
FHMS K036 A2 (MF) 3.527% 10-25-23 37,110,000 $37,996,558
FHMS K501 A1 (MF) 1.337% 06-25-16 3,300,849 $3,330,128
FHMS K702 A1 (MF) 2.084% 12-25-17 1,701,254 $1,740,145
FHMS K702 A2 (MF) 3.154% 02-25-18 15,455,000 $16,316,925
FHMS K704 A2 (MF) 2.412% 08-25-18 3,100,000 $3,176,756
FHMS K705 A2 (MF) 2.303% 09-25-18 3,092,000 $3,149,728
FHMS K706 A2 (MF) 2.323% 10-25-18 3,225,000 $3,284,727
FHMS K709 A2 (MF) 2.086% 03-25-19 1,870,000 $1,874,045
FHMS K710 A2 (MF) 1.883% 05-25-19 2,330,000 $2,310,172
FHMS K711 A2 (MF) 1.73% 07-25-19 4,325,000 $4,246,056
FHMS K712 A2 (MF) 1.869%11-25-19 3,365,000 $3,305,742
FHMS K714 A2 (MF) 3.034% 10-25-20 11,485,000 $11,866,072
FHMS KF02 A2 (MF) FRN (L+55) 07-25-20 46,898,696 $47,086,291
FHMS KF02 A3 (MF) FRN (L +63) 07-25-20 32,956,727 $33,090,532
FHMS KGRP A (MF) FRN (L+38) 04-25-20 6,735,000 $6,751,097
FHMS KS01 A1 (MF) 1.693% 01-25-22 922,159 $910,660
FHMS KS01 A2 (MF) 2.522% 01-25-23 6,735,000 $6,490,722
FHR 1617 PM 6.5% 11-15-23 550,416 $617,330
FHR 2122 QM 6.25% 02-15-29 1,516,339 $1,679,528
FHR 2153 GG 6.0% 05-15-29 924,380 $1,028,206
FHR 2626 NG XPAC 3.5% 06-15-23 122,984 $128,042
FHR 2890 KT LCF 4.5% 11-15-19 2,500,000 $2,670,350
FHR 3061 PN PAC1 5.5% 11-15-35 11,107,088 $12,117,844
FHR 3136 OP PAC PO .0% 04-15-36 2,056,585 $1,907,057
FHR 3147 OD PAC PO .0% 04-15-36 1,811,077 $1,663,319
FHR 3149 AO PAC PO .0% 05-15-36 1,673,728 $1,553,318
FHR 3149 MO PAC PO .0% 05-15-36 1,867,399 $1,730,048
FHR 3156 NG PAC1 6% 05-15-36 3,980,991 $4,388,696
FHR 3156 PO PAC PO .0% 05-15-36 30,729 $28,013
FHR 3233 PA PACS 6% 10-15-36 12,813,652 $14,277,483
FHR 3257 PA PACS 5.5% 12-15-36 17,659,610 $19,575,324
FHR 3271 OA PAC 6.0% 02-15-37 5,915,173 $6,495,706
FHR 3286 JN PAC 5.5% 02-15-37 15,391,644 $16,834,456
FHR 3312 PA PAC 5.5% 05-15-37 8,374,744 $9,159,960
FHR 3318 JT PAC 5.5% 05-15-37 8,362,603 $9,146,931
FIRST DATA CORP 144A LIFE SR SEC 1ST LIEN 6.75% 11-01-20 1,200,000 $1,296,000
FIRST DATA CORP 144A LIFE SR SEC 2ND LIEN 8.25% 01-15-21 2,843,000 $3,098,870
FIRST DATA CORP PIK 144A LIFE SR SEC 2ND LIEN 8.75% 01-15-22 2,701,000 $2,964,348
FIRST DATA CORP SR SUB 11.75% 08-15-21 21,975,000 $23,183,625
FIRST DATA CORP SR UNSEC 12.625% 01-15-21 4,695,000 $5,610,525
FIRST QUANTUM 144A LIFE SR UNSEC 6.75% 02-15-20 9,750,000 $9,920,625
FIRST QUANTUM 144A LIFE SR UNSEC 7.0% 02-15-21 9,750,000 $9,969,375
FITAT 14-1 A3 0.68% 04-16-18/01-16-17 10,175,000 $10,186,304
FL HURRICANE CATASTROPHE FUND FIN CORP 13A TAXABLE 2.107% 07-01-18 8,000,000 $8,026,480
FL HURRICANE CATASTROPHE FUND FIN CORP 13A TAXABLE 2.995% 07-01-20 50,740,000 $50,623,805
FMG RESOURCES 144A LIFE SR UNSEC 6.0% 04-01-17 16,255,000 $17,159,184
FMG RESOURCES 144A LIFE SR UNSEC 6.875% 02-01-18 8,365,000 $8,835,531
FMS WERTMANAGEMENT SR UNSEC 1.0% 11-21-17 4,400,000 $4,343,866
FMS WERTMANAGEMENT SR UNSEC 1.125% 10-14-16 4,050,000 $4,083,792
FMS WERTMANAGEMENT SR UNSEC 1.625% 11-20-18 6,400,000 $6,372,020
FNA 12-M2 A2 (MF) 2.717% 02-25-22 8,400,000 $8,258,712
FNA 12-M3 1A2 (MF) 3.044% 01-25-22 3,500,000 $3,509,835
FNA 12-M5 A1 (MF) 1.787% 02-25-22 3,339,619 $3,319,648
FNA 13-M14 A2 (MF) 3.329% 10-25-23 7,175,000 $7,233,634
FNA 13-M4 ATS2 (MF) 2.60843% 03-25-22 4,325,000 $4,218,086
FNA 14-M1 A2 (MF) 3.39397% 07-25-23 8,350,000 $8,428,682
FNA 14-M1 ASQ2 (MF) 2.323% 11-25-18 133,750,000 $135,919,291
FNA 14-M2 A2 (MF) 3.513% 12-25-23 21,930,000 $22,388,688
FNA 14-M2 ASQ2 (MF) 0.478% 09-25-15 11,680,000 $11,683,936
FNA 14-M3 A2 (MF) 3.501% 01-25-24 19,740,000 $19,972,498
FNCI 2.5 AB6779 110K MAX 11-01-27 13,291,285 $13,329,790
FNCI 2.5 AB6838 110K MAX 11-01-27 26,663,803 $26,741,075
FNCI 2.5 AB6871 110K MAX 11-01-27 18,983,130 $19,038,163
FNCI 2.5 AB7138 110K MAX 12-01-27 13,662,774 $13,702,383
FNCI 2.5 AB7139 125K MAX 12-01-27 13,812,457 $13,852,513
FNCI 2.5 AB7140 150K MAX 12-01-27 13,534,372 $13,573,608
FNCI 2.5 AB9170 85K MAX 05-01-28 13,472,500 $13,482,281
FNCI 2.5 AB9647 125K MAX 06-01-28 25,851,269 $25,865,306
FNCI 2.5 AB9825 07-01-28 967,692 $969,730
FNCI 2.5 AP6063 08-01-28 955,727 $957,740
FNCI 2.5 AP8322 11-01-28 1,955,037 $1,959,154
FNCI 2.5 AP9419 150K MAX 09-01-27 854,082 $856,559
FNCI 2.5 AP9561 175K MAX 10-01-27 11,920,214 $11,954,770
FNCI 2.5 AQ0698 125K MAX 10-01-27 1,485,755 $1,486,562
FNCI 2.5 AQ0721 110K MAX 12-01-27 2,354,380 $2,355,722
FNCI 2.5 AQ0722 85K MAX 12-01-27 1,594,505 $1,595,661
FNCI 2.5 AQ0798 125K MAX 12-01-27 2,142,773 $2,148,990
FNCI 2.5 AQ0799 150K MAX 12-01-27 4,483,049 $4,496,054
FNCI 2.5 AQ0873 150K MAX 10-01-27 1,803,088 $1,804,067
FNCI 2.5 AQ1244 125K MAX 12-01-27 7,525,037 $7,529,123
FNCI 2.5 AQ1245 150K MAX 12-01-27 5,326,285 $5,329,177
FNCI 2.5 AQ1919 150K MAX 10-01-27 730,112 $730,508
FNCI 2.5 AQ2314 175K MAX 11-01-27 3,139,203 $3,140,907
FNCI 2.5 AQ4114 09-01-28 1,951,291 $1,952,350
FNCI 2.5 AQ4252 110K MAX 11-01-27 721,473 $721,885
FNCI 2.5 AR3051 150K MAX 01-01-28 7,334,391 $7,338,374
FNCI 2.5 AS0380 09-01-28 970,081 $972,124
FNCI 2.5 AU2135 08-01-28 1,941,514 $1,945,602
FNCI 2.5 AU2296 08-01-28 961,180 $963,204
FNCI 2.5 AU4673 10-01-28 1,938,496 $1,942,578
FNCI 2.5 AU6957 10-01-28 1,948,253 $1,952,356
FNCI 2.5 AU9762 10-01-28 1,947,111 $1,951,212
FNCI 2.5 AV0001 10-01-28 1,952,166 $1,956,277
FNCI 2.5 MA1568 09-01-28 972,443 $974,491
FNCI 3.0 AJ9193 01-01-27 56,974,916 $58,691,570
FNCI 3.0 AJ9355 01-01-27 22,848,024 $23,535,659
FNCI 3.0 AK0893 01-01-27 22,666,577 $23,346,937
FNCI 3.0 AL2286 09-01-27 19,528,168 $20,116,122
FNCI 3.0 AL2740 07-01-27 64,560,086 $66,504,055
FNCI 3.0 AL3803 06-01-28 95,728,919 $98,605,190
FNCI 4.5 932119 11-01-24 6,958,304 $7,391,569
FNCI 4.5 AD3149 04-01-25 5,357,626 $5,766,869
FNCI 4.5 AD5692 05-01-25 5,601,477 $6,030,259
FNCI 4.5 AD6392 05-01-25 8,770,933 $9,443,549
FNCI 5.0 984255 125K MAX 06-01-23 2,157,488 $2,332,050
FNCI 5.5 725068 01-01-19 31,847 $33,687
FNCI 5.5 745208 06-01-20 3,146,984 $3,354,276
FNCI 5.5 888273 07-01-20 440,041 $472,978
FNCI 5.5 984258 110K MAX 06-01-23 12,724,162 $13,834,982
FNCI 5.5 993733 09-01-23 12,329,244 $13,394,368
FNCI 6.0 976948 150K MAX 02-01-23 307,180 $337,864
FNCL 3.0 MA1524 08-01-43 632,382 $612,490
FNCL 3.0 AB7937 02-01-43 9,591,558 $9,289,855
FNCL 3.0 AB8906 04-01-43 31,331,023 $30,345,506
FNCL 3.0 AB9744 06-01-43 2,980,924 $2,887,159
FNCL 3.0 AP3086 09-01-42 194,572 $188,451
FNCL 3.0 AP6056 07-01-43 912,200 $883,507
FNCL 3.0 AQ0445 10-01-42 184,902 $179,086
FNCL 3.0 AQ4130 10-01-43 2,989,306 $2,895,277
FNCL 3.0 AQ5175 12-01-42 6,204,963 $6,009,786
FNCL 3.0 AR2462 01-01-43 7,152,671 $6,927,683
FNCL 3.0 AR5913 02-01-43 10,088,713 $9,771,373
FNCL 3.0 AR7396 06-01-43 995,835 $964,511
FNCL 3.0 AR9198 03-01-43 7,586,207 $7,347,583
FNCL 3.0 AR9199 03-01-43 7,294,827 $7,065,368
FNCL 3.0 AS0038 07-01-43 42,928,259 $41,577,951
FNCL 3.0 AS0301 08-01-43 912,784 $884,072
FNCL 3.0 AS0302 08-01-43 711,740 $689,353
FNCL 3.0 AS0303 08-01-43 23,021,485 $22,297,344
FNCL 3.0 AS0304 08-01-43 2,054,657 $1,990,028
FNCL 3.0 AS0331 08-01-43 995,650 $964,332
FNCL 3.0 AS0516 09-01-43 266,576 $258,191
FNCL 3.0 AS0518 09-01-43 991,112 $959,936
FNCL 3.0 AS0774 10-01-43 29,678,593 $28,745,053
FNCL 3.0 AT1572 05-01-43 1,121,818 $1,086,531
FNCL 3.0 AT1599 07-01-43 29,883,643 $28,943,653
FNCL 3.0 AT2014 04-01-43 51,855,351 $50,224,241
FNCL 3.0 AT2016 04-01-43 67,359,888 $65,241,082
FNCL 3.0 AT2619 08-01-43 269,121 $260,656
FNCL 3.0 AT2725 05-01-43 4,813,655 $4,662,242
FNCL 3.0 AT3434 10-01-43 498,311 $482,637
FNCL 3.0 AT4797 06-01-43 147,824 $143,174
FNCL 3.0 AT5895 06-01-43 2,977,566 $2,883,906
FNCL 3.0 AT5897 06-01-43 89,195,176 $86,389,542
FNCL 3.0 AT5898 06-01-43 9,947,537 $9,634,637
FNCL 3.0 AT5899 06-01-43 654,094 $633,519
FNCL 3.0 AT5900 06-01-43 101,627,200 $98,430,517
FNCL 3.0 AT6780 09-01-43 692,790 $670,998
FNCL 3.0 AT7222 07-01-43 96,014 $92,994
FNCL 3.0 AT7311 07-01-43 996,692 $965,341
FNCL 3.0 AT7620 06-01-43 2,953,752 $2,860,842
FNCL 3.0 AT7622 06-01-43 612,524 $593,257
FNCL 3.0 AT7623 06-01-43 19,845,568 $19,221,326
FNCL 3.0 AT8152 08-01-43 797,254 $772,176
FNCL 3.0 AT8490 08-01-43 2,983,363 $2,889,521
FNCL 3.0 AT9154 85K MAX 07-01-43 4,298,348 $4,160,165
FNCL 3.0 AT9156 110K MAX 07-01-43 10,222,681 $9,890,925
FNCL 3.0 AT9183 110K MAX 07-01-43 18,090,187 $17,503,215
FNCL 3.0 AT9223 125K MAX 07-01-43 5,408,207 $5,231,213
FNCL 3.0 AT9325 08-01-43 855,021 $828,126
FNCL 3.0 AT9528 07-01-43 4,979,494 $4,822,864
FNCL 3.0 AU1628 07-01-43 680,481 $659,076
FNCL 3.0 AU1629 07-01-43 32,096,656 $31,087,056
FNCL 3.0 AU1632 07-01-43 666,601 $645,634
FNCL 3.0 AU1830 08-01-43 1,993,357 $1,930,656
FNCL 3.0 AU1847 09-01-43 23,567,876 $22,826,548
FNCL 3.0 AU2070 08-01-43 200,439 $194,134
FNCL 3.0 AU2288 10-01-43 317,902 $307,903
FNCL 3.0 AU2666 10-01-43 2,797,669 $2,709,668
FNCL 3.0 AU2918 08-01-43 24,809 $24,029
FNCL 3.0 AU3226 08-01-43 2,938,810 $2,846,369
FNCL 3.0 AU3353 08-01-43 1,985,614 $1,923,157
FNCL 3.0 AU3363 08-01-43 91,645 $88,763
FNCL 3.0 AU3735 08-01-43 25,540,489 $24,737,113
FNCL 3.0 AU3811 08-01-43 187,178 $181,290
FNCL 3.0 AU4279 09-01-43 51,285,705 $49,672,513
FNCL 3.0 AU4311 07-01-43 431,996 $418,408
FNCL 3.0 AU4582 08-01-43 36,869,884 $35,710,142
FNCL 3.0 AU5137 08-01-43 995,949 $964,621
FNCL 3.0 AU5341 06-01-43 343,508 $332,703
FNCL 3.0 AU5387 07-01-43 14,928,437 $14,458,863
FNCL 3.0 AU6067 07-01-43 614,809 $595,470
FNCL 3.0 AU6068 07-01-43 13,744,090 $13,311,770
FNCL 3.0 AU6069 08-01-43 4,983,336 $4,826,586
FNCL 3.0 AU6735 10-01-43 48,416,806 $46,893,855
FNCL 3.0 AU6767 08-01-43 21,689,407 $21,007,167
FNCL 3.0 AU6795 08-01-43 15,257,259 $14,777,342
FNCL 3.0 AU6875 10-01-43 67,303 $65,186
FNCL 3.0 AU7025 11-01-43 637,060 $617,021
FNCL 3.0 AU7046 09-01-43 41,756 $40,443
FNCL 3.0 AU7265 10-01-43 495,548 $479,961
FNCL 3.0 AV1180 07-01-43 3,668,990 $3,553,582
FNCL 3.0 MA1430 05-01-43 9,918,909 $9,606,910
FNCL 3.0 MA1599 09-01-43 1,992,244 $1,929,578
FNCL 3.0 TBA 04/14 04-01-44 454,492,000 $438,904,288
FNCL 3.5 AB5332 125K MAX 06-01-42 6,489,999 $6,541,205
FNCL 3.5 AB5495 125K MAX 07-01-42 11,497,751 $11,588,595
FNCL 3.5 AB5496 150K MAX 07-01-42 22,411,613 $22,581,718
FNCL 3.5 AO1602 150K MAX 05-01-42 1,844,585 $1,858,589
FNCL 3.5 AO2431 150K MAX 05-01-42 1,036,670 $1,044,539
FNCL 3.5 AO2993 MHA 05-01-42 40,231,533 $40,514,683
FNCL 3.5 AO3128 150K MAX 05-01-42 4,315,427 $4,348,025
FNCL 3.5 AO3360 150K MAX 05-01-42 4,130,646 $4,162,002
FNCL 3.5 AO5471 150K MAX 06-01-42 4,395,583 $4,428,954
FNCL 3.5 AO9140 07-01-42 19,220,398 $19,355,671
FNCL 3.5 TBA 04/14 04-01-44 5,660,000 $5,695,154
FNCL 4.0 890407 125K MAX 02-01-42 17,403,929 $18,134,877
FNCL 4.0 890445 150K MAX 07-01-42 93,911,662 $97,781,198
FNCL 4.0 AB4050 125K MAX 12-01-41 10,522,379 $10,965,308
FNCL 4.0 AE8073 125K MAX 12-01-40 6,145,107 $6,402,925
FNCL 4.0 AJ0257 110K MAX 09-01-41 3,477,941 $3,628,038
FNCL 4.0 AJ4154 125K MAX 11-01-41 5,009,653 $5,220,729
FNCL 4.0 AJ4189 125K MAX 12-01-41 6,116,433 $6,373,812
FNCL 4.0 AJ7684 85K MAX 12-01-41 13,973,050 $14,591,790
FNCL 4.0 AK2841 MHA 02-01-42 734,513 $763,356
FNCL 4.0 AK6740 150K MAX 03-01-42 18,830,856 $19,612,016
FNCL 4.0 AL2745 125K MAX 03-01-42 52,761,257 $54,973,747
FNCL 4.0 AL4244 85K MAX 07-01-42 9,754,012 $10,184,496
FNCL 4.0 AO6710 85K MAX 06-01-42 7,973,858 $8,322,036
FNCL 4.0 AP2136 85K MAX 08-01-42 1,541,816 $1,609,805
FNCL 4.0 AP2412 85K MAX 08-01-42 31,888,490 $33,290,722
FNCL 4.0 AT7612 85K MAX 06-01-43 12,266,101 $12,803,466
FNCL 4.0 AV0786 150K MAX 11-01-43 12,832,068 $13,360,813
FNCL 4.0 AV9196 85K MAX 03-01-44 4,009,562 $4,187,386
FNCL 4.0 AV9200 110K MAX 03-01-44 8,519,048 $8,885,674
FNCL 4.5 AA7976 01-01-34 30,853,162 $33,078,199
FNCL 4.5 AC2641 10-01-39 20,650,758 $22,088,939
FNCL 4.5 AE5471 10-01-40 4,693,756 $5,019,512
FNCL 4.5 AL0658 08-01-41 5,027,150 $5,375,501
FNCL 4.5 TBA 04/14 04-01-44 394,565,000 $421,028,475
FNCL 5.0 AB1297 125K MAX 08-01-40 2,178,944 $2,390,136
FNCL 5.0 AD0591 150K MAX 12-01-39 17,605,356 $19,343,233
FNCL 5.0 AH6099 MHA 03-01-41 14,381,770 $15,744,672
FNCL 5.0 AI1862 110K MAX 05-01-41 6,328,488 $7,000,118
FNCL 5.0 AI3510 110K MAX 06-01-41 4,943,989 $5,473,357
FNCL 5.0 AI4184 MHA 06-01-41 11,269,093 $12,342,496
FNCL 5.0 AJ0704 110K MAX 09-01-41 3,219,996 $3,562,291
FNCL 5.0 AJ5391 110K MAX 11-01-41 2,223,520 $2,459,923
FNCL 5.5 889572 06-01-38 52,701 $58,142
FNCL 5.5 AB1167 06-01-40 1,074,862 $1,187,124
FNCL 5.5 AC1427 08-01-39 14,960,248 $16,500,750
FNCL 5.5 AC5056 10-01-39 2,213,787 $2,446,221
FNCL 5.5 AD8291 06-01-40 9,411,571 $10,422,929
FNCL 6.0 965689 02-01-38 1,724,600 $1,917,204
FNCL 6.5 310024 09-01-36 3,988,117 $4,442,962
FNCL 6.5 831730 09-01-36 2,690,075 $3,041,240
FNCL 6.5 888746 10-01-37 3,365,602 $3,751,906
FNCL 6.5 890131 12-01-38 62,183,303 $70,602,922
FNCT 5.5 256676 04-01-27 2,931,358 $3,231,001
FNCT 6.0 255466 10-01-24 3,227,433 $3,561,182
FNCT 6.0 257538 175K MAX 12-01-28 908,223 $1,002,569
FNCT 6.0 888204 04-01-26 7,953,548 $8,768,309
FNCT 6.0 929072 02-01-28 1,636,793 $1,803,075
FNCZ 6.0 953160 40YR 175K MAX 10-01-47 160,127 $176,708
FNCZ 7.0 256893 40YR 08-01-47 34,510 $38,191
FNCZ 7.0 257063 40YR 12-01-47 523,180 $578,998
FNGN30 11.04782% 458074 06-15-20 35,225 $40,385
FNGT 01-T10 A1 7.0% 12-25-41 2,938,574 $3,398,855
FNIONO 6.5 888371 ALT A 03-01-37 2,160,901 $2,414,166
FNIONO 7.5 920951 ALT A 01-01-37 82,731 $94,312
FNIONP 6.0 256686 ALT A 04-01-37 937,555 $1,025,854
FNIONP 6.0 913966 ALT A 02-01-37 2,235,667 $2,446,222
FNIONP 6.5 256860 08-01-37 2,232,640 $2,464,299
FNIONP 7.0 888684 10-01-37 1,001,002 $1,126,768
FNIONP 7.0 888698 10-01-37 1,213,957 $1,366,405
FNIONP 7.5 256729 ALT A 04-01-37 146,199 $167,224
FNIONP 7.5 256785 ALT A 05-01-37 165,847 $189,716
FNIONP 7.5 257022 125K MAX 11-01-37 245,946 $281,414
FNIONP 7.5 881633 ALT A 01-01-36 359,312 $410,496
FNIONP 7.5 914064 ALT A 125K MAX 02-01-37 123,616 $141,359
FNIONP 7.5 915857 ALT A 03-01-37 390,031 $446,051
FNIONP 7.5 920952 ALT A 01-01-37 256,213 $293,026
FNIONP 7.5 922479 ALT A 85K MAX 03-01-37 25,983 $29,720
FNIONP 7.5 923171 ALT A 03-01-37 180,910 $206,759
FNIONP 7.5 959359 11-01-37 317,375 $363,172
FNIONP 7.5 959409 125K MAX 12-01-37 122,399 $140,059
FNIONP 8.0 923178 ALTA 06-01-36 414,913 $476,578
FNIONP 8.0 966891 125K MAX 11-01-37 118,875 $136,944
FNJL 6.5 941406 ALT A 175K MAX 06-01-37 230,744 $248,265
FNK2 6.5 639508 110K MAX 01-01-32 122,931 $131,869
FNK2 7.0 893838 PP 09-01-36 282,969 $287,626
FNKL 7.0 954927 PP 85K MAX 07-01-37 120,870 $131,866
FNKL 7.0 966170 PP 125K MAX 07-01-37 242,604 $264,715
FNKL 7.5 914612 85K MAX 03-01-37 66,460 $69,295
FNKO 6.5 798026 PP 12-01-34 497,341 $538,138
FNKO 7.0 893837 PP 175K MAX 09-01-36 759,406 $863,063
FNKO 7.0 924069 PP 05-01-37 992,161 $1,116,624
FNKO 7.0 954936 PP 125K MAX 07-01-37 167,382 $183,710
FNMA 0.5% 03-30-16 117,100,000 $117,156,208
FNMA 5.375% 07-15-16 10,420,000 $11,562,761
FNMA 7.125% 01-15-30 3,900,000 $5,525,754
FNMA POOL #414331 ART1 WP 175K MAX 2.461% 09-01-26 263,828 $276,798
FNMA POOL #888768 ARH5 WP 1.844% 09-01-37 2,965,856 $3,093,565
FNMA POOL #888918 ARH5 WP 2.344% 10-01-37 4,086,544 $4,352,169
FNMA POOL #888946 ARH5 2.654% 11-01-37 4,700,422 $5,005,950
FNMA POOL #888950 ARH5 WP 2.232% 11-01-37 2,383,156 $2,530,531
FNMA POOL #965148 ARH10 5.301% 09-01-38 380,148 $409,252
FNMA POOL #971837 ARH5 2.59% 02-01-38 1,860,334 $1,981,255
FNMA POOL #995043 ARH5 3.569% 10-01-38 4,035,766 $4,296,597
FNMA POOL #AA7708 ARH5 3.656% 08-01-39 1,709,261 $1,800,364
FNMA POOL #AA9855 ARH5 3.94% 08-01-39 1,193,817 $1,261,781
FNMA POOL #AC1646 ARH5 3.79% 09-01-39 1,845,584 $1,951,982
FNMA POOL #AC1670 ARH5 3.79% 09-01-39 864,224 $908,663
FNMA POOL #AC1676 ARH5 3.944% 09-01-39 719,404 $755,216
FNMA POOL #AC3014 ARH5 WP 3.518% 10-01-39 2,663,299 $2,785,518
FNMA POOL #AC5307 ARH5 WP 3.988% 11-01-39 4,194,992 $4,429,660
FNMA POOL #AC6235 ARH5 WP 3.962% 11-01-39 899,624 $956,157
FNMA POOL #AC6268 ARH5 3.877% 12-01-39 2,169,791 $2,284,508
FNMA POOL #AC6803 ARH5 WP 3.727% 12-01-39 319,574 $336,230
FNMA POOL #AC6945 ARH5 WP 3.585% 11-01-39 6,936,904 $7,266,892
FNMA POOL #AC7995 ARH5 WP 3.599% 01-01-40 3,694,906 $3,926,133
FNMA POOL #AD4673 ARH5 MAX 417K 3.207% 05-01-40 19,751,224 $20,926,225
FNMA POOL #AE0462 ARH10 4.194% 09-01-40 1,200,993 $1,278,124
FNMA POOL #AJ6049 ARH7 WP 2.923% 11-01-41 2,775,960 $2,889,152
FNMA POOL #AL0042 ARH10 3.51% 03-01-41 1,395,893 $1,458,121
FNMA POOL #AL1147 ARH10 3.556% 12-01-41 9,501,812 $9,943,181
FNMA POOL #AL1265 ARH5 WP 3.771% 02-01-41 3,999,148 $4,277,265
FNMA POOL #AL1989 ARH10 4.395% 06-01-40 4,161,606 $4,445,873
FNNB 6.5 944435 40YR ALT A 125K MAX 07-01-47 118,957 $132,941
FNR 01-20 E WAC 9.55662% 04-17-31 23,555 $26,463
FNR 01-25 ZA 6.5% 06-25-31 2,185,638 $2,405,097
FNR 01-4 GA WAC 9.51318% 04-17-25 111,830 $128,063
FNR 01-50 BA 7.0% 10-25-2031/10-25-2041 786,947 $885,056
FNR 02-15 PG PAC 6.0% 04-25-17 955,811 $1,000,218
FNR 05-68 PG 5.5% 08-25-35 2,385,900 $2,674,737
FNR 06-101 PC PAC 5.5% 10-25-36 2,224,044 $2,438,642
FNR 06-106 HG PAC 6% 11-25-36 7,859,448 $8,737,112
FNR 06-32 OA PAC PO .0% 05-25-36 2,575,186 $2,350,671
FNR 06-43 PX PAC1 6.0% 06-25-36 5,171,055 $5,746,800
FNR 06-51 PO PAC PO .0% 03-25-36 3,104,241 $2,888,261
FNR 06-96 OP PAC PO .0% 10-25-36 765,952 $689,364
FNR 07-40 PT PAC 5.5% 5-25-37 7,584,497 $8,304,880
FNR 2001-4 NA WAC 10.50225% 10-25-25 158,346 $175,763
FNW 02-W1 2A 6.61598% 02-25-42 2,349,279 $2,738,536
FNW 02-W3 A5 7.5% 01-25-28 1,660,672 $1,941,917
FNW 02-W7 A5 7.5% 02-25-29 261,680 $305,077
FNW 98-W5 B3 6.5% 07-25-28 1,088,738 $1,080,077
FNXX FN0002 GEMS I/O 3.306% 12-01-17 3,943,951 $4,184,217
FORD MOTOR CR SR UNSEC 1.7% 05-09-16 10,500,000 $10,623,575
FORD MOTOR CR SR UNSEC 2.375% 01-16-18 11,550,000 $11,660,661
FORD MOTOR CR SR UNSEC 2.375% 03-12-19 22,325,000 $22,185,647
FORD MOTOR CR SR UNSEC 2.5% 01-15-16 9,000,000 $9,245,853
FORD MOTOR CR SR UNSEC 4.375% 08-06-23 21,665,000 $22,398,772
FORDO 14-A A3 0.79% 05-15-18 13,110,000 $13,125,994
FOREST LABORATORIES INC 144A SR UNSEC 4.375% 02-01-19 9,310,000 $9,810,413
FOREST LABORATORIES INC 144A SR UNSEC 4.875% 02-15-21 2,225,000 $2,355,719
FOREST LABORATORIES INC 144A SR UNSEC 5.0% 12-15-21 9,600,000 $10,176,000
FRANCE TELECOM (ORANGE) SR UNSEC 2.125% 09-16-15 4,200,000 $4,270,959
FRANCE TELECOM (ORANGE) SR UNSEC 4.125% 09-14-21 2,025,000 $2,102,250
FRANKLIN RESOURCES SR UNSEC 1.375% 09-15-17 2,700,000 $2,679,818
FRANKLIN RESOURCES SR UNSEC 2.8% 09-15-22 1,300,000 $1,249,828
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 5.0% 05-15-21 12,220,000 $12,525,500
FREESCALE SEMI SR SEC 1ST LIEN 144A LIFE 6.0% 01-15-22 5,250,000 $5,584,688
FREESCALE SEMI SR UNSEC 10.75% 08-01-20 2,470,000 $2,877,550
FRONTIER COMMUNICATIONS SR UNSEC 7.125% 01-15-23 4,575,000 $4,792,313
FRONTIER COMMUNICATIONS SR UNSEC 7.625% 04-15-24 11,400,000 $11,970,000
FRONTIER COMMUNICATIONS SR UNSEC 8.125% 10-01-18 4,025,000 $4,719,313
FRONTIER COMMUNICATIONS SR UNSEC 8.5% 04-15-20 2,950,000 $3,444,125
FRONTIER COMMUNICATIONS SR UNSEC 8.75% 04-15-22 1,275,000 $1,461,469
FRONTIER COMMUNICATIONS SR UNSEC 9.25% 07-01-21 2,450,000 $2,915,500
FSTAR 06-2A A FRN 144A FSA (L+16) 06-25-19 7,608,658 $7,261,460
G2JO 2.5 MA0908 04-20-28 4,710,059 $4,789,301
G2SF 3.5 754353 04-20-42 1,404,884 $1,416,790
G2SF 3.5 AD7620 03-20-43 5,580,889 $5,704,935
G2SF 4.0 MA1376 10-20-43 273,630,487 $287,939,993
G2SF 4.5 4636 02-20-40 4,747,879 $5,135,975
G2SF 4.5 5017 04-20-41 12,946,782 $13,965,707
G2SF 4.5 783687 12-20-41 26,762,144 $28,979,628
G2SF 4.5 AB3664 08-20-41 1,598,068 $1,728,661
G2SF 4.5 AB3818 06-20-41 2,087,718 $2,256,623
G2SF 4.5 AC2886 08-20-41 2,222,898 $2,403,818
G2SF 4.5 MA1287 09-20-43 30,090,545 $32,479,643
G2SF 5.0 783688 06-20-41 14,688,816 $16,057,181
G2SF 5.0 AB3819 12-20-39 2,510,083 $2,741,008
G2SF 5.0 AB3820 12-20-35 1,980,984 $2,179,193
G2SF 5.5 783689 02-20-40 14,647,914 $16,536,762
G2SF 6.0 4291 11-20-38 15,452,397 $17,180,747
G2SF 6.5 AB3587 150K MAX 12-20-38 308,227 $346,315
GABON REPUBLIC 144A LIFE 6.375% 12-12-24 9,154,000 $9,726,125
GAZPROM OAO 144A LIFE LPN 5.092% 11-29-15 4,825,000 $5,008,350
GAZPROM OAO 144A LIFE LPN 6.51% 03-07-22 14,500,000 $15,007,500
GAZPROM OAO LPN REG S 6.212% 11-22-16 5,300,000 $5,644,500
GAZPROM OAO REG S LPN 6.51% 03-07-22 22,450,000 $23,235,750
GCCFC 05-GG5 A41 5.243% 04-10-37 11,055,895 $11,073,286
GCCFC 06-GG7 A4 5.82027% 07-10-38 13,165,740 $14,320,375
GCCFC 07-GG11 A1A 5.704% 12-10-49/08-10-17 9,884,965 $11,121,801
GCCFC 07-GG11 AM 5.867% 12-10-49/08-10-17 13,585,000 $14,958,308
GCCFC 07-GG9 A4 5.444% 03-10-39/01-10-17 32,300,000 $35,431,259
GENERAL ELEC CAP CORP SR UNSEC 1.5% 07-12-16 6,718,000 $6,811,414
GENERAL ELEC CAP CORP SR UNSEC 2.25% 11-09-15 19,500,000 $20,026,949
GENERAL ELEC CAP CORP SR UNSEC 2.3% 04-27-17 5,000,000 $5,153,100
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 2,790,000 $2,908,042
GENERAL ELEC CAP CORP SR UNSEC 3.1% 01-09-23 33,100,000 $32,456,106
GENERAL ELEC CAP CORP SR UNSEC 6.0% 08-07-19 10,500,000 $12,344,724
GENERAL ELEC CORP SR UNSEC 0.85% 10-09-15 13,000,000 $13,064,506
GENERAL ELEC CORP SR UNSEC 2.7% 10-09-22 15,500,000 $15,053,073
GENERAL ELEC CORP SR UNSEC 3.375% 03-11-24 5,695,000 $5,746,483
GENERAL ELEC CORP SR UNSEC 4.125% 10-09-42 4,000,000 $3,859,396
GENERAL ELEC CORP SR UNSEC 4.5% 03-11-44 3,200,000 $3,263,062
GENERAL ELEC CORP SR UNSEC 5.25% 12-06-17 4,377,000 $4,965,269
GENERAL ELECTRIC CP 4/1/2014 24,000,000 $23,999,967
GENWORTH FINANCIAL INC SR UNSEC 4.9% 08-15-23 1,570,000 $1,649,640
GEORGIA GULF CORP 144A SR UNSEC 4.625% 02-15-21 250,000 $248,125
GEORGIA GULF CORP 144A SR UNSEC 4.875% 05-15-23 1,065,000 $1,049,025
GEORGIA-PACIFIC LLC 144A LIFE SR UNSEC 5.4% 11-01-20 2,000,000 $2,246,472
GILEAD SCIENCES INC SR UNSEC 2.4% 12-01-14 7,215,000 $7,303,362
GILEAD SCIENCES INC SR UNSEC 3.7% 04-01-24 30,800,000 $30,881,528
GILEAD SCIENCES INC SR UNSEC 4.8% 04-01-44 17,640,000 $18,231,063
GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 5.65% 05-15-18 15,000,000 $17,229,795
GLENCORE XSTRATA LLC 144A LIFE FRN SR UNSEC (L+136) 01-15-19 19,275,000 $19,351,252
GLENCORE XSTRATA LLC 144A LIFE SR UNSEC 2.5% 01-15-19 12,500,000 $12,087,488
GLENCORE XSTRATA LLC 144A LIFE SR UNSEC 4.125% 05-30-23 20,285,000 $19,412,928
GNSF 10.0 780329 02-15-21 209,648 $233,550
GNSF 3.5 698390 07-15-39 8,585,426 $8,788,926
GNSF 3.5 737789 150K MAX 12-15-40 7,803,245 $7,976,977
GNSF 3.5 773639 100% MOD 08-15-41 523,762 $536,177
GOLDMAN SACHS GROUP INC SR UNSEC 2.625% 01-31-19 24,462,000 $24,434,064
GOLDMAN SACHS GROUP SR UNSEC 3.625% 01-22-23 19,095,000 $18,821,483
GOLDMAN SACHS GROUP SR UNSEC 3.625% 02-07-16 27,625,000 $28,946,138
GOLDMAN SACHS GROUP SR UNSEC 4.0% 03-03-24 57,520,000 $57,389,832
GOLDMAN SACHS GROUP SR UNSEC 5.25% 07-27-21 6,000,000 $6,652,866
GOLDMAN SACHS GROUP SR UNSEC 5.75% 01-24-22 5,000,000 $5,679,310
GOLDMAN SACHS GROUP SR UNSEC 6.25% 02-01-41 2,100,000 $2,502,423
GOODMAN FUNDING 144A LIFE SR UNSEC 6.0% 03-22-22 20,000,000 $22,182,040
GOODMAN FUNDING 144A LIFE SR UNSEC 6.375% 11-12-20 8,425,000 $9,587,844
GRAND PKWY TX TOLL (TELA) 13B 5.0% 04-01-53 18,000,000 $18,724,860
GREECE GOVT BOND EUR PSI (11Y) REG S 2.0% 02-24-23 925,000 $1,005,189
GREECE GOVT BOND EUR PSI (12Y) REG S 2.0% 02-24-24 925,000 $978,240
GREECE GOVT BOND EUR PSI (13Y) REG S 2.0% 02-24-25 925,000 $961,326
GREECE GOVT BOND EUR PSI (14Y) REG S 2.0% 02-24-26 925,000 $943,435
GREECE GOVT BOND EUR PSI (15Y) REG S 2.0% 02-24-27 925,000 $927,837
GREECE GOVT BOND EUR PSI (16Y) REG S 2.0% 02-24-28 925,000 $910,869
GREECE GOVT BOND EUR PSI (17Y) REG S 2.0% 02-24-29 925,000 $898,808
GREECE GOVT BOND EUR PSI (18Y) REG S 2.0% 02-24-30 925,000 $888,078
GREECE GOVT BOND EUR PSI (19Y) REG S 2.0% 02-24-31 925,000 $878,266
GREECE GOVT BOND EUR PSI (20Y) REG S 2.0% 02-24-32 925,000 $870,008
GREECE GOVT BOND EUR PSI (21Y) REG S 2.0% 02-24-33 925,000 $861,062
GREECE GOVT BOND EUR PSI (22Y) REG S 2.0% 02-24-34 925,000 $854,448
GREECE GOVT BOND EUR PSI (23Y) REG S 2.0% 02-24-35 925,000 $849,886
GREECE GOVT BOND EUR PSI (24Y) REG S 2.0% 02-24-36 925,000 $847,937
GREECE GOVT BOND EUR PSI (25Y) REG S 2.0% 02-24-37 925,000 $846,280
GREECE GOVT BOND EUR PSI (26Y) REG S 2.0% 02-24-38 925,000 $844,878
GREECE GOVT BOND EUR PSI (27Y) REG S 2.0% 02-24-39 925,000 $842,075
GREECE GOVT BOND EUR PSI (28Y) REG S 2.0% 02-24-40 925,000 $841,692
GREECE GOVT BOND EUR PSI (29Y) REG S 2.0% 02-24-41 925,000 $839,908
GREECE GOVT BOND EUR PSI (30Y) REG S 2.0% 02-24-42 925,000 $842,534
GRIFOLS WORLDWIDE 144A SR UNSEC 5.25% 04-01-22 925,000 $948,125
GRUPO TELEVISA MXN SR UNSEC 7.25% 05-14-43 25,290,000 $1,570,746
GRUPO TELEVISA SR UNSEC 6.625% 01-15-40 5,200,000 $6,008,345
GSMS 11-GC3 A2 144A LIFE 3.645% 03-10-44/03-10-16 3,515,000 $3,683,087
GT 97-6 A7 7.14% 01-15-29 1,430,766 $1,510,301
HALYK BANK USD 144A LIFE 7.25% 01-28-21 6,710,000 $7,047,304
HAMILTON SUNDSTRAND 144A LIFE SR UNSEC 7.75% 12-15-20 2,650,000 $2,868,625
HAROT 14-1 A3 0.67% 11-21-17/12-21-16 26,410,000 $26,368,008
HART 14-A A2 0.46% 01-16-17 4,485,000 $4,486,166
HAWKER BEECHCRAFT TL-L/C (L+225) 0.0086% 03-26-14/02-15-15 1,637,381 $891,690
HBOS PLC LT2 144A LIFE SUB NT 6.75% 05-21-18 7,610,000 $8,639,504
HBOS PLC LT2 EUR SUB (B) 4.375% 10-30-19/14 2,870,000 $3,988,452
HCA INC SR SEC 1ST LIEN 3.75% 03-15-19 9,000,000 $9,056,250
HCA INC SR SEC 1ST LIEN 6.5% 02-15-20 5,745,000 $6,448,763
HD SUPPLY SR UNSEC 11.5% 07-15-20 10,425,000 $12,431,813
HEAT 04-7 M1 FRN (L+62) 01-25-35 6,500,000 $6,177,847
HERTZ 09-2A A2 144A 5.29% 03-25-16/15 24,200,000 $25,062,101
HERTZ 10-1A A2 144A 3.74% 02-25-17/16 8,500,000 $8,920,444
HERTZ 13-1A A1 144A 1.12% 08-25-17/16 11,075,000 $11,085,189
HERTZ 13-1A A2 144A 1.83% 08-25-19/18 15,000,000 $14,765,400
HERTZ SR UNSEC 5.875% 10-15-20 800,000 $857,002
HEWLETT-PACKARD CO SR UNSEC FRN (L+40) 05-30-14 2,000,000 $2,000,968
HFLF 14-1 A 144A FRN (L+40) 04-10-28/12-10-16 20,870,000 $20,879,809
HILT 13-HLT AFX 144A LIFE 2.6621% 11-05-30/18 17,920,000 $17,988,992
HILT 13-HLT BFX 144A LIFE 3.3672% 11-05-30/18 8,500,000 $8,611,945
HILT 13-HLT CFX 144A LIFE 3.7141% 11-05-30/18 3,610,000 $3,655,306
HILT 13-HLT DFX 144A LIFE 4.4065% 11-05-30/18 1,250,000 $1,273,450
HILTON 144A SR UNSEC 5.625% 10-15-21 3,515,000 $3,679,766
HILTON WORLDWIDE TL-B (L+300) (FLR 1.0) 3.75% 10-25-20 2,480,263 $2,487,704
HOLCIM US FINANCE 144A LIFE SR UNSEC 5.15% 09-12-23 3,315,000 $3,548,953
HOLCIM US FINANCE 144A LIFE SR UNSEC 6.0% 12-30-19 1,607,000 $1,832,170
HOME DEPOT INC SR UNSEC 3.75% 02-15-24 2,200,000 $2,252,248
HOME DEPOT INC SR UNSEC 4.4% 04-01-21 7,500,000 $8,258,670
HONEYWELL INTL SR UNSEC 5.0% 02-15-19 8,725,000 $9,871,588
HOSPITALITY PROPERTIES TRUST SR UNSEC 4.5% 06-15-23 11,265,000 $11,182,608
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.0% 08-15-22 10,800,000 $11,250,047
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.125% 02-15-15 9,925,000 $10,074,649
HOSPITALITY PROPERTIES TRUST SR UNSEC 5.625% 03-15-17 1,195,000 $1,309,530
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.3% 06-15-16 28,918,000 $31,115,970
HOSPITALITY PROPERTIES TRUST SR UNSEC 6.7% 01-15-18 30,050,000 $33,640,134
HSBC BANK PLC 144A LIFE SR UNSEC 1.5% 05-15-18 12,650,000 $12,406,108
HSBC BANK PLC 144A LIFE SR UNSEC 4.125% 08-12-20 9,453,000 $10,036,052
HSBC BANK PLC USD 144A COVERED 1.625% 07-07-14/15 4,400,000 $4,415,233
HSBC BANK USA SUB NT 4.875% 08-24-20 17,325,000 $18,843,727
HSBC HOLDINGS PLC SR UNSEC 4.0% 03-30-22 3,250,000 $3,381,391
HSBC HOLDINGS PLC SUB 4.25% 03-14-24 33,750,000 $33,864,581
HSBC HOLDINGS PLC SUB 5.25% 03-14-44 1,500,000 $1,522,475
HUMANA INC SR UNSEC 4.625% 12-01-42 5,350,000 $5,179,581
IBERDROLA FIN IRELAND 144A LIFE SR UNSEC 3.8% 09-11-14 13,099,000 $13,271,789
IBERDROLA FIN IRELAND 144A LIFE SR UNSEC 5.0% 09-11-19 4,000,000 $4,400,372
IBM CORP SR UNSEC 1.625% 05-15-20 4,500,000 $4,265,609
IBM CORP SR UNSEC 2.0% 01-05-16 12,500,000 $12,827,038
IBM CORP SR UNSEC 3.625% 02-12-24 11,210,000 $11,327,896
ICAHN ENTERPRISES SR UNSEC 144A 3.5% 03-15-17 8,950,000 $9,061,875
ICAHN ENTERPRISES SR UNSEC 144A 4.875% 03-15-19 2,300,000 $2,346,000
ICO ESP GOVT GTD 144A LIFE 1.125% 04-01-16 8,000,000 $7,998,640
IL SFM PASS THROUGH FNMA/GNMA 13A 2.45% 06-01-43 777,754 $695,234
ILLINOIS ST GO TAXABLE BAB 5.727% 04-01-20 17,000,000 $18,308,320
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 2.05% 02-11-18 8,050,000 $7,994,817
IMPERIAL TOBACCO FINANCE PLC 144A LIFE SR UNSEC 3.5% 02-11-23 4,673,000 $4,490,725
IMS HEALTH 144A LIFE PIK SR UNSEC 7.375%09-01-18 2,325,000 $2,371,500
INABS 07-H1 A1 FRN FSA (L+16) 07-25-37 7,124,891 $6,131,182
INC RESEARCH LLC 144A LIFE SR UNSEC 11.5% 07-15-19 13,145,000 $14,820,988
INDONESIA REP OF 144A 5.875% 03-13-20 6,200,000 $6,804,500
INDONESIA REP OF 144A LIFE 6.75% 01-15-44 1,125,000 $1,233,281
INDONESIA REP OF REG S 3.75% 04-25-22 10,150,000 $9,629,813
INDONESIA REP OF REG S 4.625% 04-15-43 1,500,000 $1,263,750
INDONESIA REP OF REG S 5.25% 01-17-42 6,900,000 $6,322,470
INDONESIA REP OF REG S 5.875% 03-13-20 6,800,000 $7,463,000
INDONESIA REP OF REG S 7.75% 01-17-38 18,400,000 $22,034,000
INGLES MARKETS INC SR UNSEC 5.75% 06-15-23 1,600,000 $1,608,000
INTELSAT JACKSON (UN-GTE) 144A ADD ON SR UNSEC 6.625% 12-15-22 4,880,000 $5,099,600
INTELSAT JACKSON SR UNSEC 7.25% 10-15-20 3,500,000 $3,810,625
INTERAMER DEV BK 4.375% 01-24-44 11,500,000 $11,911,700
INTERCONTINENTAL EXCHANGE SR UNSEC 2.5% 10-15-18 1,735,000 $1,755,837
INTERCONTINENTAL EXCHANGE SR UNSEC 4.0% 10-15-23 4,505,000 $4,683,393
INTL PAPER CO SR UNSEC 4.75% 02-15-22 1,500,000 $1,624,667
INTL PAPER CO SR UNSEC 7.95% 06-15-18 4,500,000 $5,510,102
INVENTIV 144A LIFE SR SEC 1ST LIEN 9.0% 01-15-18 11,965,000 $12,742,725
INVENTIV 144A SR UNSEC 10.0%/11.0% 08-15-18 1,890,000 $1,757,700
INVENTIV 144A SR UNSEC MIRROR 10.0%/11.0% 08-15-18 19,255,000 $17,859,013
INVERSIONES CMPC SA 144A LIFE SR UNSEC 4.375% 05-15-23 3,000,000 $2,916,750
IRAQ REP OF REG S SF 5.8% 01-15-28 35,450,000 $31,461,875
IRON MOUNTAIN INC SR SUB 5.75% 08-15-24 5,000,000 $4,893,750
IRS PAY FIX USD 0.9895% 03-28-17 CITI-LCH 400,000,000 $44,000
IRS PAY FIX USD 1.322% 01-14-18 CITI-LCH 60,000,000 $66,600
IRS PAY FIX USD 1.619% 03-17-19 JPM-LCH 30,000,000 $247,800
IRS PAY FIX USD 1.635% 02-10-19 CITI-LCH 50,000,000 $295,500
IRS PAY FIX USD 1.823% 03-24-19 JPM-LCH 150,000,000 $-189,000
IRS PAY FIX USD 1.826% 03-24-19 CITI-LCH 2,500,000 $-3,525
IRS PAY FIX USD 2.279% 03-14-21 JPM-LCH 20,000,000 $85,800
IRS PAY FIX USD 2.437% 12-30-20 JPM-LCH 6,000,000 $-54,120
IRS PAY FIX USD 2.815% 03-17-24 CITI-LCH 9,000,000 $18,630
IRS PAY FIX USD 2.896% 03-24-24 CITI-LCH 8,000,000 $-39,520
IRS PAY FIX USD 2.942% 01-24-24 CITI-LCH 15,000,000 $-162,900
IRS PAY FIX USD 2.9525% 01-21-24 JPM-LCH 30,000,000 $-346,200
IRS PAY FIX USD 3.00% 12-23-23 JPM -LCH 50,000,000 $-840,500
IRS PAY FIX USD 3.523% 03-28-44 CITI-LCH 9,000,000 $34,470
IRS PAY FIX USD 3.635% 03-24-44 CITI-LCH 17,000,000 $-302,260
IRS PAY FIX USD 3.772% 01-21-44 JPM-LCH 11,500,000 $-514,395
IRS REC FIX USD 0.482% 12-30-15 JPM-LCH 20,000,000 $10,600
IRS REC FIX USD 0.492% 01-14-16 CITI-LCH 100,000,000 $44,000
IRS REC FIX USD 3.636% 03-24-44 CITI-LCH 40,000,000 $719,200
IRS REC FIX USD 3.76% 01-21-44 JPM-LCH 15,000,000 $632,550
IRS REC FIX USD 3.79% 09-06-43 JPM-LCH 15,000,000 $723,600
ISRAEL ELECTRIC 144A LIFE 8.1% 12-15-96 6,250,000 $6,453,125
ISRAEL STATE OF GLOBAL 5.125% 03-26-19 500,000 $567,600
ISRAEL STATE OF USD 4.0% 06-30-22 3,500,000 $3,671,500
ISTAR FINANCIAL INC SR UNSEC 4.875% 07-01-18 1,950,000 $2,008,500
ISTAR FINANCIAL INC SR UNSEC 9.0% 06-01-17 7,635,000 $9,009,300
ISTAR FINANCIAL INC TL-B (L+350) (FLR 1.00) 4.5% 10-15-17 3,127,360 $3,144,463
ITALY GOVT BTPS EUR 4.5% 03-01-24 25,000,000 $38,003,164
JAPAN GVT 315 JPY BD 1.2% 06-20-21 2,725,000,000 $27,930,808
JELD-WEN ESCROW 144A LIFE SR SEC 1ST LIEN 12.25% 10-15-17 16,200,000 $18,063,000
JFM 144A LIFE 2.125% 03-06-19 10,000,000 $9,941,359
JMC STEEL GROUP 144A LIFE SR UNSEC 8.25% 03-15-18 8,075,000 $8,286,969
JOHN DEERE FINANCIAL LTD 4(2) CP 5/7/2014 53,700,000 $53,695,033
JOHNSON & JOHNSON FRN SR UNSEC (L+9) 05-15-14 5,000,000 $5,000,770
JP MORGAN CHASE PFD SERIES U PRP (H) 6.125% 12-29-49/04-30-24 4,640,000 $4,586,626
JP MORGAN CHASE SR UNSEC 1.35% 02-15-17 13,000,000 $13,000,507
JP MORGAN CHASE SR UNSEC 1.625% 05-15-18 8,680,000 $8,535,035
JP MORGAN CHASE SR UNSEC 3.2% 01-25-23 12,900,000 $12,534,246
JP MORGAN CHASE SR UNSEC 3.4% 06-24-15 2,500,000 $2,583,385
JP MORGAN CHASE SR UNSEC 3.875% 02-01-24 7,250,000 $7,331,004
JPMCC 04-CBX A5 4.654% 01-12-37/07-12-14 1,586,270 $1,585,445
JPMCC 05-CB12 A3B 5.28662% 09-12-37 10,027,944 $10,043,688
JPMCC 05-LDP3 A4A 4.936% 08-15-42 1,647,605 $1,718,089
JPMCC 06-CB15 A4 5.814% 06-12-43/05-12-16 10,069,601 $10,881,282
JPMCC 06-CB16 A1A 5.546% 05-12-45 7,244,337 $7,893,611
JPMCC 06-LDP6 A4 5.475% 04-15-43 40,859,734 $43,877,021
JPMCC 06-LDP7 A4 5.84493% 04-15-45 47,285,000 $51,427,639
JPMCC 06-LDP8 A4 5.399% 05-15-45 7,434,118 $8,056,607
JPMCC 06-LDP9 AM 5.372% 05-15-47 10,885,000 $11,461,676
JPMCC 07-C1 A4 5.716% 02-15-51/11-15-17 15,660,000 $17,334,492
JPMCC 07-CB19 A1A 5.69783% 02-12-49/05-12-17 885,529 $985,998
JPMCC 07-CB19 A4 5.69783% 02-12-49/04-12-17 33,811,870 $37,525,225
JPMCC 07-LD12 A1A 5.85% 02-15-51/07-15-17 2,963,517 $3,332,138
JPMCC 11-C3A A2 144A 3.6727% 02-15-46/01-15-18 43,400,000 $45,323,054
JSC DEV BK OF KAZAKHSTAN USD 144A LIFE 5.5% 12-20-15 (B) 2,735,000 $2,864,776
JUPITER SEC CO LLC 4(2) CP 11/4/2014 100,000,000 $99,835,100
KFW GLOBAL USD 1.0% 01-12-15 8,400,000 $8,424,612
KFW GLOBAL USD 2.0% 10-04-22 4,325,000 $4,066,062
KIMCO REALTY CORP SR UNSEC 4.3% 02-01-18 10,000,000 $10,770,460
KIMCO REALTY CORP SR UNSEC 4.82% 06-01-14 12,200,000 $12,274,261
KIMCO REALTY CORP SR UNSEC 4.904% 02-18-15 1,770,000 $1,833,842
KIMCO REALTY CORP SR UNSEC 5.7% 05-01-17 28,450,000 $31,749,460
KIMCO REALTY CORP SR UNSEC 5.783% 03-15-16 12,000,000 $13,090,764
KIMCO REALTY CORP SR UNSEC 6.875% 10-01-19 5,440,000 $6,488,359
KINDER MORGAN ENERGY (OPT) SR UNSEC 9.0% 02-01-19 4,395,000 $5,571,687
KINDER MORGAN ENERGY SR UNSEC 2.65% 02-01-19 2,450,000 $2,449,958
KINDER MORGAN ENERGY SR UNSEC 3.45% 02-15-23 4,500,000 $4,297,941
KINDER MORGAN ENERGY SR UNSEC 3.5% 03-01-21 5,500,000 $5,487,251
KINDER MORGAN ENERGY SR UNSEC 3.5% 09-01-23 18,160,000 $17,182,974
KINDER MORGAN ENERGY SR UNSEC 4.15% 02-01-24 10,000,000 $9,961,530
KINDER MORGAN ENERGY SR UNSEC 4.15% 03-01-22 5,000,000 $5,071,455
KINDER MORGAN ENERGY SR UNSEC 5.0% 08-15-42 3,000,000 $2,855,397
KINDER MORGAN ENERGY SR UNSEC 5.125% 11-15-14 13,410,000 $13,778,534
KINDER MORGAN ENERGY SR UNSEC 5.3% 09-15-20 1,250,000 $1,375,099
KINDER MORGAN ENERGY SR UNSEC 5.625% 02-15-15 12,600,000 $13,140,628
KINDER MORGAN ENERGY SR UNSEC 6.0% 02-01-17 15,000,000 $16,733,970
KINDER MORGAN ENERGY SR UNSEC 6.55% 09-15-40 2,000,000 $2,296,652
KINDER MORGAN ENERGY SR UNSEC 6.85% 02-15-20 16,835,000 $19,801,815
KINDER MORGAN ENERGY SR UNSEC 6.95% 01-15-38 2,350,000 $2,823,222
KINDER MORGAN SR SEC 1ST LIEN 144A LIFE 5.0% 02-15-21 3,950,000 $3,975,750
KINDRED HEALTHCARE INC TL-B (L+300) (FLR 1.00) 4.0% 04-11-21 1,400,000 $1,407,000
KINETIC CONCEPTS INC SR SEC 2ND LIEN 10.5% 11-01-18 20,165,000 $23,290,575
KINETIC CONCEPTS INC SR UNSEC 12.5% 11-01-19 1,560,000 $1,829,100
KOMMUNALBANKEN USD 144A LIFE 1.0% 06-16-14 2,924,000 $2,928,386
KOMMUNALBANKEN USD 144A LIFE FRN (L+13) 10-31-16 4,250,000 $4,248,052
KRAFT FOODS GROUP INC SR UNSEC 1.625% 06-04-15 6,120,000 $6,190,741
KRAFT FOODS GROUP INC SR UNSEC 2.25% 06-05-17 5,300,000 $5,437,848
KRAFT FOODS GROUP INC SR UNSEC 3.5% 06-06-22 12,200,000 $12,296,819
KRAFT FOODS GROUP INC SR UNSEC 5.0% 06-04-42 5,000,000 $5,255,895
KRAFT FOODS GROUP INC SR UNSEC 6.5% 02-09-40 2,000,000 $2,496,510
KROGER CO SR UNSEC 3.85% 08-01-23 725,000 $723,418
KROGER CO SR UNSEC 3.9% 10-01-15 10,000,000 $10,467,080
KROGER CO SR UNSEC 4.0% 02-01-24 3,745,000 $3,793,329
KROGER CO SR UNSEC 5.15% 08-01-43 5,905,000 $6,102,398
KY SFM SER D PAC (75-300) SF 3.5% 01-01-33 2,070,000 $2,189,770
LA QUINTA TL-B SR SEC 1ST LIEN (L+300) (FLR 1.0%) 4.0% 02-24-21 1,950,000 $1,953,352
LAAF 1 A 144A 7.656% 12-15-26/21 28,904,918 $32,705,048
LABMH 01-B A3 4.35% 04-15-40/05-15-14 941,243 $969,314
LABMH 01-B A4 5.27% 04-15-40/09-15-18 482,689 $507,374
LABMH 01-B A5 5.873% 04-15-40/05-15-22 1,584,827 $1,687,099
LABMH 02-A A 0.6045% 06-15-33/05-15-14 2,107,448 $2,055,243
LATVIA REP 144A LIFE EUR 2.625% 01-21-21 5,000,000 $7,037,673
LATVIA REP OF USD REG S 2.75% 01-12-20 34,800,000 $33,590,700
LATVIA REP OF USD REG S 5.25% 06-16-21 1,750,000 $1,910,700
LAUREATE EDUCATION INC 144A SR UNSEC 9.25% 09-01-19 2,100,000 $2,247,000
LBCMT 2007-C3 A1A (MF) 5.82287% 07-15-44/06-15-17 7,861,278 $8,666,257
LBUBS 06-C3 A1A 5.641% 03-15-39 5,548,373 $6,000,354
LBUBS 07-C2 A1A 5.387% 02-15-40 1,169,272 $1,285,449
LBUBS 07-C2 A3 5.43% 02-15-40 2,059,737 $2,272,271
LBUBS 07-C2 AM 5.493% 02-15-40 8,725,000 $9,293,582
LBUBS 07-C6 AM 6.114% 07-15-40 30,967,000 $34,326,052
LBUBS 07-C7 AM 6.15044% 09-15-45 8,680,000 $9,913,063
LEUCADIA NATL CORP SR UNSEC 5.5% 10-18-23 5,760,000 $6,012,916
LEVEL 3 COMM INC SR UNSEC 11.875% 02-01-19 1,000,000 $1,135,000
LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 6.7% 08-15-16 6,250,000 $7,003,201
LIGHTSQUARED TL-B PIK 12.0% 10-01-14 18,668,744 $22,309,149
LINEAR TECHNOLOGY CV SER A (OPT) 3.0% 05-1-27 11,500,000 $13,764,063
LLOYDS BANK PLC LT2 144A LIFE SUB 6.5% 09-14-20 4,400,000 $5,035,716
LLOYDS BANK PLC SR UNSEC 2.3% 11-27-18 1,010,000 $1,010,398
LOWES COMPANIES INC SR UNSEC 5.0% 09-15-43 4,000,000 $4,260,456
LSB INDUSTRIES 144A LIFE SR UNSEC 7.75% 08-01-19 2,500,000 $2,693,750
MA ST HSG SFM PAC (100-500) 5YR SER 167 SF 4.0% 12-01-43 705,000 $761,463
MACY'S RETAIL SR UNSEC 7.875% 07-15-15 9,891,000 $10,743,535
MAPS1 13-1A B FRN 144A LIFE (L+125) 12-10-18/16 2,900,000 $2,916,298
MAPS1 144A LIFE 13-1A FRN (L+70) 12-10-18/16 14,685,000 $14,730,817
MARFRIG OVERSEAS 144A LIFE SR UNSEC 9.5% 05-04-20 100,000 $101,375
MCKESSON CORP SR UNSEC 1.292% 03-10-17 10,300,000 $10,283,283
MCKESSON CORP SR UNSEC 1.4% 03-15-18 370,000 $361,194
MCKESSON CORP SR UNSEC 2.284% 3-15-19 11,850,000 $11,769,693
MCKESSON CORP SR UNSEC 3.25% 03-01-16 1,580,000 $1,647,085
MCKESSON CORP SR UNSEC 3.796% 03-15-24 19,610,000 $19,671,595
MCKESSON CORP SR UNSEC 4.883% 03-15-44 870,000 $885,288
MD CDA SFM PAC AMT 14B SF 3.25% 09-01-44 4,525,000 $4,659,121
MEDCO HEALTH SOLUTIONS SR UNSEC 2.75% 09-15-15 10,310,000 $10,576,421
MEDPACE HOLDINGS TL-B (L+400) (FLR 1.0) 5.0% 04-09-21 1,360,000 $1,353,200
MEDTRONIC INC SR UNSEC 3.625% 03-15-24 8,720,000 $8,774,884
MERCK & CO INC SR UNSEC 2.8% 05-18-23 17,590,000 $16,744,167
MERRILL LYNCH BAC LT2 SUB EUR 4.625% 09-14-18 6,280,000 $9,588,174
METLIFE GLOBAL FUNDING GIC 144A LIFE 2.5% 09-29-15 17,000,000 $17,467,517
MEXICAN UDIBONOS I/L MXN (TITLES) 3.5% 12-14-17 245,000 $10,325,511
MEXICAN UDIBONOS I/L MXN (TITLES) 4.0% 06-13-19 200,000 $8,697,386
MEXICAN UDIBONOS I/L MXN (TITLES) 4.0% 11-15-40 196,000 $8,095,060
MGM MIRAGE INC SR UNSEC 6.625% 07-15-15 2,600,000 $2,769,000
MIDAMERICAN ENERGY HLDGS 144A SR UNSEC 3.75% 11-15-23 22,468,000 $22,399,720
MIDAMERICAN ENERGY HLDS SR UNSEC 5.75% 04-01-18 35,700,000 $40,682,399
MIDAMERICAN ENERGY SR SEC 1ST LIEN 3.5% 10-15-24 5,275,000 $5,249,205
MIDWEST GEN B SF 8.56% 01-02-16 7,968,398 $8,924,606
MLCFC 06-4 A3 5.172% 12-12-49 41,210,000 $44,421,701
MLCFC 07-8 A3 5.89446% 08-12-49/07-12-17 7,410,000 $8,290,345
MLMT 04-BPC1 A5 4.855% 10-12-41/14 4,775,341 $4,812,207
MLMT 06-C2 A4 5.742% 08-12-43 9,547,083 $10,389,488
MLMT 07-C1 A4 5.84057% 06-12-50/17 7,050,000 $7,857,373
MN SFH PASS THRU GNMA/FNMA 2.25% 12-01-42 7,134,392 $6,314,722
MN SFM PAC (100-500) AMT 13A SF 3.0% 07-01-31 2,185,000 $2,240,870
MOHEGAN TRIBAL GAMING 144A LIFE PIK SR SUB 11.0% 09-15-18 6,750,000 $6,804,844
MONDELEZ INTERNATIONAL SR UNSEC 4.0% 02-01-24 16,000,000 $16,270,432
MONTGOMERY CO MD SFM PAC 13A SF 4.0% 01-01-31 935,000 $1,007,612
MORGAN STANLEY SR UNSEC 1.75% 02-25-16 10,000,000 $10,134,490
MORGAN STANLEY SR UNSEC 2.125% 04-25-18 24,745,000 $24,720,973
MORGAN STANLEY SR UNSEC 2.5% 01-24-19 22,025,000 $21,994,914
MORGAN STANLEY SR UNSEC 3.8% 04-29-16 8,850,000 $9,326,750
MORGAN STANLEY SR UNSEC 6.375% 07-24-42 900,000 $1,101,854
MOROCCO KINGDOM OF 144A LIFE USD 4.25% 12-11-22 2,700,000 $2,624,279
MOROCCO KINGDOM OF 144A LIFE USD 5.5% 12-11-42 2,300,000 $2,159,796
MOROCCO KINGDOM OF REG S USD 4.25% 12-11-22 5,400,000 $5,248,557
MOROCCO KINGDOM OF REG S USD 5.5% 12-11-42 19,300,000 $18,123,509
MOSAIC COMPANY SR UNSEC 4.25% 11-15-23 15,200,000 $15,625,646
MSC 06-IQ12 A1A 5.319% 12-15-43/16 10,397,195 $11,365,102
MSC 07-IQ13 A1A 5.312% 03-15-44/02-15-17 563,298 $618,871
MSC 07-IQ13 AM 5.406% 03-15-44/17 13,600,000 $14,834,173
MSC 07-IQ15 A4 5.90778% 06-11-49/7-11-17 22,194,800 $24,774,457
MSC 07-TA27 A1A 5.64829% 06-11-42/17 2,706,810 $3,031,762
MTA NY DEDICATED TAX TAXABLE BAB SF 7.336% 11-15-39 5,500,000 $7,756,045
MTA NY TRANSPORT REV 14A-1 SF 5.0% 11-15-44 12,690,000 $13,347,596
MULTIPLAN INC 144A LIFE SR UNSEC 9.875% 09-01-18 980,000 $1,068,200
MULTIPLAN TL-B SR SEC 1ST LIEN (L+300) (FLR 1.00) 4.0% 03-21-21 12,275,000 $12,284,587
MUNIFIN (KUNTA) USD 144A LIFE 1.125% 04-17-18 4,900,000 $4,786,418
NAT RURL UTIL CP 4/30/2014 16,100,000 $16,098,792
NATIONAL AUSTRALIA BANK USD 144A LIFE COVERED 1.25% 03-08-18 2,880,000 $2,827,613
NATIONAL AUSTRALIA BANK USD 144A LIFE COVERED 2.0% 02-22-19 8,575,000 $8,511,288
NATIONAL AUSTRALIA BANK USD 144A LIFE COVERED 2.0% 06-20-17 3,500,000 $3,565,877
NATIONAL BANK OF CANADA USD 144A LIFE COVERED 2.2% 10-19-16 4,175,000 $4,308,830
NATIONAL GRID CO PLC SR UNSEC 6.3% 08-01-16 35,805,000 $39,991,535
NATIONAL RURAL UTIL SR SEC 1ST LIEN 10.375% 11-01-18 41,425,000 $55,922,217
NATIONAL RURAL UTIL SR SEC 1ST LIEN 3.4% 11-15-23 4,500,000 $4,471,538
NATIONAL SEMICONDUCTOR CORP SR UNSEC 6.6% 06-15-17 6,000,000 $6,977,286
NAVIOS MARITIME ACQUISITION 144A LIFE SR SEC 1ST LIEN 8.125% 11-15-21 7,380,000 $7,730,550
NAVIOS MARITIME HLDGS 144A LIFE SR SEC 1ST LIEN 7.375% 01-15-22 12,250,000 $12,556,250
NAVIOS MARITIME HLDGS SR UNSEC 8.125% 02-15-19 2,890,000 $2,933,350
NBC UNIVERSAL 144A LIFE PRP (H) 5.25% 12-19-49/03-19-21 17,895,000 $18,163,425
NBC UNIVERSAL ENTERPRISE 144A LIFE FRN SR UNSEC (L+68.5) 04-15-18 10,425,000 $10,496,588
NBC UNIVERSAL ENTERPRISE 144A LIFE SR UNSEC 1.974% 04-15-19 8,645,000 $8,467,337
NBC UNIVERSAL SR UNSEC 2.1% 04-01-14 7,500,000 $7,500,000
NBC UNIVERSAL SR UNSEC 2.875% 01-15-23 7,300,000 $7,066,210
NBC UNIVERSAL SR UNSEC 2.875% 04-01-16 15,000,000 $15,602,130
NBC UNIVERSAL SR UNSEC 4.45% 01-15-43 2,100,000 $2,039,751
ND SFM PAC 12A SF 3.75% 07-01-42 2,150,000 $2,210,996
NE IFA SFH PAC (50-500) 3 YR 13E GNMA/FNMA/FHLMC SF 3.0% 03-01-43 500,000 $520,215
NE IFA SFH PAC (75-400) 4 YR13E GNMA/FNMA/FHLMC SF 3.0% 09-01-43 590,000 $614,656
NE IFA SFM PAC (75-300) 13A SF 3.0% 03-01-43 1,775,000 $1,818,186
NE IFA SFM PAC (75-500) 13C SF 4.50% 09-01-43 1,885,000 $2,022,775
NEIMAN MARCUS / MARIPOSA 144A LIFE SR UNSEC 8.0% 10-15-21 1,500,000 $1,655,625
NEIMAN MARCUS TL-B (L+325) (FLR 1.00) 4.25% 10-25-20 922,688 $927,373
NEIMAN MARCUS/MARIPOSA PIK 144A LIFE SR UNSEC 8.75%/9.5% 10-15-21 1,965,000 $2,181,150
NETHERLANDS GOVT USD REG S 1.0% 02-24-17 18,300,000 $18,327,424
NETJETS INC 4(2) CP 4/10/2014 9,000,000 $8,999,850
NEVADA POWER CO SR SEC 1ST LIEN 6.5% 08-01-18 8,025,000 $9,503,272
NEVADA POWER CO SR SEC 1ST LIEN 7.125% 03-15-19 9,825,000 $12,030,830
NEW YORK LIFE GLOBAL FNDNG GIC 144A LIFE 2.1% 01-02-19 17,000,000 $16,915,850
NEWCREST MINING 144A LIFE SR UNSEC 4.45% 11-15-21 20,625,000 $18,496,294
NEWS AMERICA FOX SR UNSEC 3.0% 09-15-22 4,750,000 $4,571,576
NEWS AMERICA FOX SR UNSEC 5.4% 10-01-43 1,000,000 $1,080,677
NEWS AMERICA FOX SR UNSEC 6.15% 03-01-37 300,000 $348,034
NEWS AMERICA FOX SR UNSEC 6.9% 03-01-19 12,750,000 $15,359,963
NEXTEL INTL 144A SR UNSEC 11.375% 08-15-19 18,825,000 $13,365,750
NEXTEL INTL 144A SR UNSEC 7.875% 08-15-19 6,850,000 $4,692,250
NEXTEL INTL SR UNSEC 10.0% 08-15-16 11,400,000 $4,702,500
NEXTEL INTL SR UNSEC 7.625% 04-01-21 25,855,000 $7,368,675
NEXTEL INTL SR UNSEC 8.875% 12-15-19 9,975,000 $4,513,688
NGN 10-R2 1A FRN NCUA (L+37) 11-06-17 1,481,681 $1,485,726
NGN 11-M1 A2 NCUA 1.4% 06-12-15 1,368,000 $1,378,698
NGN 11-R1 1A FRN NCUA (L+45) 01-08-20 1,803,493 $1,814,909
NGN 11-R3 1A FRN NCUA (L+40) 03-11-20 1,549,834 $1,556,700
NGPL PIPECO LLC 144A LIFE SR SEC 1ST LIEN 9.625% 06-01-19 11,085,000 $11,888,663
NGPL PIPECO LLC 144A LIFE SR UNSEC 7.119% 12-15-17 7,225,000 $7,134,688
NIAGARA MOHAWK POWER 144A LIFE SR UNSEC 3.553% 10-01-14 14,850,000 $15,079,403
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.0% 04-15-22 1,875,000 $1,889,063
NIELSEN FINANCE LLC 144A LIFE SR UNSEC 5.5% 10-01-21 3,500,000 $3,670,625
NIELSEN FINANCE LLC SR UNSEC 4.5% 10-01-20 200,000 $202,500
NIGERIA REP OF USD 144A LIFE 5.125% 07-12-18 7,975,000 $8,176,369
NIGERIA REP OF USD 144A LIFE 6.375% 07-12-23 5,325,000 $5,518,031
NIGERIA REP OF USD REG S 6.375% 07-12-23 4,800,000 $4,974,000
NJ TRANSIT TRUST 13B TAXABLE 1.758% 12-15-18 10,500,000 $10,300,290
NORDDEUTSCHE LANDESBANK USD 144A LIFE COVERED 2.0% 02-05-19 4,000,000 $3,980,560
NORDEA BANK 144A LIFE LT2 4.875% 05-13-21 3,800,000 $3,992,242
NORDEA BANK 144A LIFE SR UNSEC 3.125% 03-20-17 12,500,000 $13,138,950
NORDEA BANK 144A LIFE SR UNSEC 3.7% 11-13-14 8,000,000 $8,159,880
NORDEA EIENDOMSKREDITT USD 144A LIFE COVERED 2.125% 09-22-16/17 4,000,000 $4,119,720
NORFOLK SOUTHERN CORP SR UNSEC 3.0% 04-01-22 15,250,000 $14,880,889
NORFOLK SOUTHERN CORP SR UNSEC 5.75% 01-15-16 3,390,000 $3,669,373
NORTEK INC SR UNSEC 10.0% 12-01-18 8,000,000 $8,820,000
NORTEK INC SR UNSEC 8.5% 04-15-21 4,645,000 $5,214,013
NORTHERN TRUST SR UNSEC 4.625% 05-01-14 8,475,000 $8,508,222
NORTHERN TRUST SUB 4(2) 5.85% 11-09-17 3,750,000 $4,177,061
NORTHWEST AIRLINES SEC TL-SR (L+175) 2.0% 12-22-18 44,145,736 $41,055,535
NORWEGIAN CRUISE LINES SR UNSEC 5.0% 02-15-18 3,450,000 $3,596,625
NOVARTIS CAPITAL CORP SR UNSEC 3.4% 05-06-24 39,795,000 $39,837,342
NOVARTIS CAPITAL CORP SR UNSEC 4.4% 05-06-44 2,750,000 $2,786,405
NRART 14-T1 A1 144A LIFE 1.2736% 03-15-45/03-16-15 6,855,000 $6,855,536
NRART 14-T2 A2 144A LIFE 2.3771% 03-15-47/17 10,745,000 $10,704,706
NV ENERGY INC SR UNSEC 6.25% 11-15-20 34,899,000 $40,814,206
NXP BV 144A LIFE SR UNSEC 3.75% 06-01-18 4,700,000 $4,747,000
NY CITY MUNI WTR AUTH 12CC 5.0% 06-15-45 13,410,000 $14,204,274
OASIS PETROLEUM 144A SR UNSEC 6.875% 03-15-22 2,550,000 $2,773,125
ODEBRECHT DRILLING 144A LIFE SR SEC 1ST LIEN SF 6.75% 10-01-22 17,205,737 $17,893,966
ODEBRECHT DRILLING NORBE 144A LIFE SR SEC SF 6.35% 06-30-21 5,269,500 $5,493,454
ODEBRECHT FINANCE LTD 144A LIFE SR UNSEC 7.125% 06-26-42 1,525,000 $1,494,500
OMNOVA SOLUTIONS INC SR UNSEC 7.875% 11-01-18 2,000,000 $2,145,000
ORANGE SA SR UNSEC 2.75% 02-06-19 12,838,000 $13,018,502
ORGN 04-B M1 5.73% 11-15-35/12-15-16 1,167,979 $1,234,646
ORGN 04-B M2 6.51% 11-15-35/06-15-17 935,150 $1,016,974
OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.49% 12-20-29 4,110,000 $4,107,119
OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.82% 12-20-32 4,515,000 $4,586,152
OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.938% 12-20-32 1,633,000 $1,640,866
OVERSEAS PRIVATE INV SR UNSEC 0.0% 11-18-15/16 2,301,000 $2,307,249
PACIFIC GAS & ELECTRIC SR UNSEC 2.45% 08-15-22 7,500,000 $6,986,055
PACIFIC GAS & ELECTRIC SR UNSEC 3.25% 06-15-23 16,950,000 $16,426,737
PACIFIC GAS & ELECTRIC SR UNSEC 3.75% 02-15-24 7,745,000 $7,746,340
PACIFIC GAS & ELECTRIC SR UNSEC 3.85% 11-15-23 5,889,000 $5,951,376
PACIFIC GAS & ELECTRIC SR UNSEC 4.75% 02-15-44 2,500,000 $2,539,615
PACIFIC GAS & ELECTRIC SR UNSEC 8.25% 10-15-18 4,000,000 $4,985,764
PACIFICORP SR SEC 1ST LIEN 2.95% 06-01-23 1,300,000 $1,254,488
PACIFICORP SR SEC 1ST LIEN 3.6% 04-01-24 5,740,000 $5,818,116
PACKAGING CORP OF AMERICA SR UNSEC 4.5% 11-01-23 6,085,000 $6,311,532
PACKAGING DYNAMICS 144A LIFE SR SEC 1ST LIEN 8.75% 02-01-16 985,000 $1,012,703
PARKER-HANNIFIN CORP 4(2) 4/24/2014 45,000,000 $44,997,600
PDC ENERGY INC SR UNSEC 7.75% 10-15-22 4,725,000 $5,197,500
PEABODY ENERGY CORP SR UNSEC 6.0% 11-15-18 9,245,000 $9,741,919
PEABODY ENERGY CORP SR UNSEC 6.25% 11-15-21 1,175,000 $1,183,813
PEFCO 3.55% 01-15-24 19,680,000 $20,257,214
PEFCO 5.0% 12-15-16 3,400,000 $3,777,468
PEMEX 144A 6.375% 01-23-45 13,795,000 $14,915,844
PEMEX 4.875% 01-24-22 4,290,000 $4,493,775
PEMEX 5.5% 01-21-21 11,200,000 $12,292,000
PEMEX 5.5% 06-27-44 2,500,000 $2,425,000
PEMEX 6.5% 06-02-41 20,150,000 $22,165,000
PEMEX 6.625% 06-15-35 13,750,000 $15,331,250
PEMEX FIN SF 10.61% 08-15-17 10,237,500 $11,689,120
PEPSICO INC SR UNSEC 2.5% 05-10-16 7,500,000 $7,773,113
PERNOD RICARD SA 144A LIFE SR UNSEC 2.95% 01-15-17 15,000,000 $15,557,850
PERNOD RICARD SA 144A LIFE SR UNSEC 4.45% 01-15-22 34,850,000 $36,511,648
PETROBRAS INTL SR UNSEC 5.375% 01-27-21 5,715,000 $5,808,869
PETROBRAS INTL SR UNSEC 6.75% 01-27-41 500,000 $487,042
PETROBRAS SR UNSEC 3.0% 01-15-19 3,090,000 $2,928,801
PETROBRAS SR UNSEC 5.625% 05-20-43 1,060,000 $901,582
PETROBRAS SR UNSEC 6.25% 03-17-24 13,590,000 $14,037,097
PG&E CORP SR UNSEC 2.4% 03-01-19 6,415,000 $6,382,514
PG&E CORP SR UNSEC 5.75% 04-01-14 2,000,000 $2,000,000
PHILIP MORRIS INTL INC SR UNSEC 1.875% 01-15-19 18,775,000 $18,557,811
PHILIP MORRIS INTL INC SR UNSEC 2.5% 08-22-22 1,600,000 $1,507,141
PHILIP MORRIS INTL INC SR UNSEC 2.625% 03-06-23 2,500,000 $2,341,293
PHILIP MORRIS INTL INC SR UNSEC 2.9% 11-15-21 9,200,000 $9,095,810
PHILIP MORRIS INTL INC SR UNSEC 3.6% 11-15-23 18,480,000 $18,453,259
PHILIPPINES REP OF 6.375% 10-23-34 15,500,000 $19,297,500
PHILIPPINES REP OF GLOBAL PHP 6.25% 01-14-36 621,000,000 $14,047,073
PIEDMONT OPERATING SR UNSEC 3.4% 06-01-23 5,300,000 $4,919,799
PLAYA RESORTS 144A LIFE SR UNSEC 8.0% 08-15-20 4,525,000 $4,909,625
PLAYA RESORTS TL-B (L+300) (FLR 1.00) 4.00% 08-09-19 1,069,625 $1,076,979
PLY GEM 144A SR UNSEC 6.5% 02-01-22 3,800,000 $3,852,250
PNC FINL SVCS SR UNSEC 2.854% 11-09-22 26,960,000 $25,757,934
PNC FUNDING CORP SR UNSEC 5.4% 06-10-14 10,000,000 $10,094,280
PNC PFD FUNDING TRUST I PRP (H) 144A LIFE 1.9044% 03-29-49/03-15-17 12,700,000 $11,842,750
POLAND GOVT BOND PLN 5.75% 10-25-21 14,000,000 $5,134,599
POLAND GOVT BOND PLN I/L 2.75% 08-25-23 5,300,000 $2,122,063
POLAND GOVT BOND USD 4.0% 01-22-24 9,485,000 $9,582,221
POLAND GOVT BOND USD 5.125% 04-21-21 25,800,000 $28,554,150
POLAND GOVT BOND USD 6.375% 07-15-19 31,835,000 $37,430,001
POTASH CORP OF SASKATCHEWAN SR UNSEC 5.875% 12-01-36 1,250,000 $1,457,003
PRA HOLDINGS 144A LIFE SR UNSEC 9.5% 10-01-23 2,080,000 $2,301,000
PRAXAIR INC SR UNSEC 4.625% 03-30-15 500,000 $520,371
PRIVATE EXPORT FUND CORP 4(2) CP 8/15/2014 61,700,000 $61,661,129
PROCTER & GAMBLE CO SR UNSEC 3.5% 02-15-15 150,000 $153,924
PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31 750,000 $967,335
PROGRESS ENERGY INC SR UNSEC 7.05% 03-15-19 8,840,000 $10,596,844
PROGRESS ENERGY INC SR UNSEC 7.75% 03-01-31 3,920,000 $5,370,804
PROLOGIS INC SR UNSEC 2.75% 02-15-19 24,845,000 $24,978,095
PROLOGIS INC SR UNSEC 3.35% 02-01-21 30,795,000 $30,520,617
PROLOGIS INC SR UNSEC 4.25% 08-15-23 6,390,000 $6,512,202
PROLOGIS INC SR UNSEC 5.75% 04-01-16 9,300,000 $10,108,114
PROLOGIS INC SR UNSEC 6.125% 12-01-16 5,690,000 $6,375,269
PRUDENTIAL FINANCIAL INC SR UNSEC 2.3% 08-15-18 2,895,000 $2,904,559
PRUDENTIAL FINANCIAL INC SR UNSEC 4.5% 11-16-21 3,000,000 $3,262,275
PRUDENTIAL HLD IHC DEBT C 144A LIFE SF 8.695% 12-18-23 13,543,571 $17,275,528
PS COLORADO SR SEC 1ST LIEN 3.2% 11-15-20 5,000,000 $5,144,355
PS COLORADO SR SEC 1ST LIEN 5.8% 08-01-18 9,606,000 $11,068,734
PSEG POWER SR UNSEC 2.75% 09-15-16 3,140,000 $3,265,578
PUB SVC EL & GAS SR SEC 1ST LIEN 5.3% 05-01-18 2,190,000 $2,483,574
PUGET ENERGY INC SR SEC 1ST LIEN 5.625% 07-15-22 11,785,000 $13,455,500
PUGET ENERGY INC SR SEC 1ST LIEN 6.0% 09-01-21 6,496,000 $7,496,637
PUGET ENERGY INC SR SEC 1ST LIEN 6.5% 12-15-20 7,995,000 $9,337,984
QBE INSURANCE GROUP 144A LIFE SR UNSEC 2.4% 05-01-18 18,590,000 $18,199,703
QGOG ATLANTIC/ALASKAN RIGS 144A SF SR SEC 1ST LIEN 5.25% 07-30-19/18 23,150,582 $24,030,304
QGOG CONSTELLATION SA 144A LIFE SR UNSEC 6.25% 11-09-19 10,330,000 $10,342,913
R.R. DONNELLEY & SONS SR UNSEC 6.5% 11-15-23 75,000 $79,594
R.R. DONNELLEY & SONS SR UNSEC 7.0% 02-15-22 6,200,000 $6,851,000
R.R. DONNELLEY & SONS SR UNSEC 7.25% 05-15-18 2,586,000 $3,019,155
R.R. DONNELLEY & SONS SR UNSEC 7.875% 03-15-21 25,000 $28,750
RABOBANK NEDERLAND LT2 4.625% 12-01-23 43,635,000 $44,996,456
RABOBANK NEDERLAND SR UNSEC 2.25% 01-14-19 15,550,000 $15,528,790
RAMP 04-RS10 AI6 NAS 4.55% 10-25-34 3,609,442 $3,717,148
RAS LAFFAN LNG2 144A LIFE SF 5.298% 09-30-20 10,490,204 $11,335,714
RAS LAFFAN LNG3 SR SEC 144A LIFE 5.5% 09-30-14 330,000 $337,425
RAS LAFFAN LNG3 SR SEC REG S 5.5% 09-30-14 3,335,000 $3,410,038
RAS LAFFAN LNG3 SR SEC REG S 6.332% 09-30-27 2,000,000 $2,240,190
RAS LAFFAN LNG3 SR SEC REG S SF 5.832% 09-30-16 896,000 $956,480
RAYTHEON CO SR UNSEC 6.75% 03-15-18 4,030,000 $4,746,792
RCI BANQUE SA SR UNSEC 144A LIFE 3.5% 04-03-18 21,000,000 $21,806,648
REALOGY CORP 144A LIFE SR SEC 1.5 LIEN 7.875% 02-15-19 5,825,000 $6,312,844
REALOGY CORP TL-L/C EXT (L+425) 4.5% 10-10-16 28,799 $28,817
RED DE CARRETERAS DE OCCIDENTE 144A LIFE MXN SR SEC 1ST LIEN SF 9.0% 06-10-28 61,570,000 $4,171,108
REG TRANS IL A NATL-FGIC SF 6.0% 07-01-33 12,120,000 $15,437,244
REGENCY ENERGY PARTNERS SR UNSEC 5.875% 03-01-22 1,225,000 $1,274,000
REGENCY ENERGY PARTNERS SR UNSEC 6.5% 07-15-21 5,125,000 $5,522,188
REGIONS FINANCIAL CORP SR UNSEC 2.0% 05-15-18 5,850,000 $5,740,699
REGIONS FINANCIAL CORP SR UNSEC 5.75% 06-15-15 975,000 $1,028,577
REGIONS FINANCIAL CORP SR UNSEC 7.75% 11-10-14 4,211,000 $4,388,852
REGIONS FINANCIAL CORP SUB 5.2% 04-01-15 590,000 $613,750
RENTENBANK GLOBAL USD SR UNSEC 1.75% 04-15-19 8,970,000 $8,898,599
REPUBLIC OF BELARUS (B) 8.95% 01-26-18 6,605,000 $6,803,150
REPUBLIC OF BELARUS REG S (B) 8.75% 08-03-15 8,195,000 $8,338,413
REPUBLIC OF HUNGARY USD GLOBAL 4.0% 03-25-19 1,460,000 $1,453,430
REPUBLIC OF HUNGARY USD GLOBAL 5.375% 02-21-23 11,600,000 $11,843,076
REPUBLIC OF HUNGARY USD GLOBAL 5.375% 03-25-24 1,000,000 $1,004,500
REPUBLIC OF HUNGARY USD GLOBAL 6.25% 01-29-20 6,700,000 $7,344,875
REPUBLIC OF HUNGARY USD GLOBAL 6.375% 03-29-21 3,200,000 $3,516,000
REPUBLIC OF KOREA GLOBAL SR UNSEC 5.75% 04-16-14 21,100,000 $21,133,760
REPUBLIC OF LITHUANIA USD 144A LIFE 6.625% 02-01-22 3,400,000 $4,027,300
REPUBLIC OF LITHUANIA USD REG S 6.125% 03-09-21 12,000,000 $13,772,400
REPUBLIC OF LITHUANIA USD REG S 6.625% 02-01-22 8,700,000 $10,305,150
REPUBLIC OF LITHUANIA USD REG S 7.375% 02-11-20 20,475,000 $24,774,750
REPUBLIC SERVICES SR UNSEC 3.55% 06-01-22 500,000 $501,831
REPUBLIC SERVICES SR UNSEC 5.0% 03-01-20 5,000,000 $5,532,160
REPUBLIC SERVICES SR UNSEC 5.7% 05-15-41 2,000,000 $2,287,532
REYNOLDS AMERICAN INC SR UNSEC 3.25% 11-01-22 30,060,000 $28,336,420
REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42 5,700,000 $5,351,627
REYNOLDS AMERICAN INC SR UNSEC 4.85% 09-15-23 15,000,000 $15,744,690
REYNOLDS AMERICAN INC SR UNSEC 6.15% 09-15-43 8,650,000 $9,794,577
REYNOLDS GROUP SR SEC 1ST LIEN 5.75% 10-15-20 14,785,000 $15,561,213
REYNOLDS GROUP SR UNSEC 9.875% 08-15-19 1,480,000 $1,661,300
RFMS2 06-HSA3 A FRN FSA (L+13) 05-25-36 996,824 $854,118
RIO TINTO FINANCE SR UNSEC 1.375% 06-17-16 2,000,000 $2,018,452
RIO TINTO FINANCE SR UNSEC 1.625% 08-21-17 11,000,000 $11,031,570
RIO TINTO FINANCE SR UNSEC 2.25% 09-20-16 10,500,000 $10,802,778
RIO TINTO FINANCE SR UNSEC 9.0% 05-01-19 10,170,000 $13,247,117
RITE AID SR SEC 1ST LIEN 8.0% 08-15-20 2,000,000 $2,230,000
ROCHE HLDGS 144A LIFE SR UNSEC 6.0% 03-01-19 10,324,000 $12,113,464
ROCHE HLDGS 144A LIFE SR UNSEC 7.0% 03-01-39 13,360,000 $18,722,244
ROTECH TL-2ND LIEN PIK (L+1100) (FLR 2.00) 13.0% 09-27-20 5,359,556 $5,359,556
ROTECH TL-A (L+425) (FLR 1.25) 5.50% 09-27-18 3,582,000 $3,582,000
ROTECH TL-B (L+875) (FLR 1.25) 10.0% 09-27-19 2,715,000 $2,715,000
ROYAL BANK OF CANADA USD 144A COVERED 3.125% 04-14-15 18,160,000 $18,670,841
ROYAL BANK OF CANADA USD COVERED 1.125% 07-22-16/07-21-17 4,000,000 $4,013,452
ROYAL BANK OF CANADA USD COVERED 2.0% 10-01-18/19 4,075,000 $4,082,319
ROYAL BK OF SCOTLAND SR UNSEC 5.625% 08-24-20 6,435,000 $7,278,731
ROYAL CARIBBEAN SR UNSEC 11.875% 07-15-15 600,000 $682,500
RSA INSURANCE GROUP PLC GBP LT2 (H) (B) 9.375% 05-20-39/19 4,540,000 $9,242,001
RSA INSURANCE GROUP PRP GBP UT2 (H) (B) 8.5% 07-29-49/12-08-14 5,354,000 $9,316,430
RUSSIA GOVT OFZ RUB 6.2% 01-31-18 617,500,000 $16,643,930
RUSSIA GOVT OFZ RUB 7.5% 03-15-18 403,000,000 $11,199,073
RUSSIA REG S 5.0% 04-29-20 17,800,000 $18,601,000
RUSSIAN FEDERATION 144A SF 7.5% 03-31-30 99,325 $113,181
RUSSIAN FEDERATION REG S SF 7.5% 03-31-30 25,214,850 $28,732,322
RYERSON INC SR SEC 1ST LIEN 9.0% 10-15-17 400,000 $433,000
RYERSON INC SR UNSEC 11.25% 10-15-18 6,075,000 $6,834,375
SA ENERGY ACQ PUB FAC CORP TX GAS (GOS) 5.5% 08-01-23 6,000,000 $6,912,000
SABINE PASS LIQUEFACTION SR SEC 1ST LIEN 5.625% 02-01-21 4,750,000 $4,922,188
SABMILLER 144A LIFE SR UNSEC 2.2% 08-01-18 13,700,000 $13,699,849
SABMILLER HOLDINGS 144A LIFE SR UNSEC 2.45% 01-15-17 11,875,000 $12,221,156
SABMILLER HOLDINGS 144A LIFE SR UNSEC 3.75% 01-15-22 12,030,000 $12,317,373
SAFWAY GROUP HLDG 144A LIFE SR SEC 2ND LIEN 7.0% 05-15-18 2,000,000 $2,140,000
SAMSON INVESTMENT CO 144A SR UNSEC 9.75%/10.75% 02-15-20 7,875,000 $8,623,125
SAMSON INVESTMENT CO TL-B 2ND LIEN (L+400) (FLR 1.00) 5.00% 09-25-18 300,000 $303,113
SAMSUNG ELECTRONICS 144A LIFE SR UNSEC 1.75% 04-10-17 4,500,000 $4,512,519
SANTANDER ISSUANCES 144A LIFE SUB NT 6.5% 08-11-19/14 11,600,000 $11,652,920
SBC COMMUNICATIONS SR UNSEC 5.1% 09-15-14 11,848,000 $12,097,590
SCHERING-PLOUGH CORP SR UNSEC 6.0% 09-15-17 5,300,000 $6,106,952
SCHLUMBERGER SR UNSEC 3.65% 12-01-23 20,065,000 $20,395,691
SCOTTISH POWER PLC SR UNSEC 5.375% 03-15-15 12,000,000 $12,509,820
SD HDA SFH AMT PAC (100-400) PSA 13E SF 4.0% 11-01-44 925,000 $982,082
SE BANKEN 144A LIFE 2.375% 03-25-19 12,600,000 $12,572,456
SE BANKEN 144A LIFE COVERED 1.375% 05-29-18 4,375,000 $4,293,769
SEMINOLE TRIBE OF FL 144A LIFE SF SR UNSEC 7.804% 10-01-20 6,440,000 $7,212,800
SENECA GAMING CORP SR UNSEC 144A LIFE 8.25% 12-01-18 2,775,000 $2,983,125
SFEF FR GOVT GTD 144A (B) 2.875% 09-22-14 33,200,000 $33,605,704
SFEF FR GOVT GTD 144A 3.375% 05-05-14 10,000,000 $10,028,200
SHELL INTL FINANCE SR UNSEC 2.0% 11-15-18 8,105,000 $8,140,613
SHELL INTL FINANCE SR UNSEC 3.1% 06-28-15 10,000,000 $10,333,570
SIERRA PACIFIC POWER SR UNSEC 3.375% 08-15-23 2,735,000 $2,719,151
SIMON PROPERTY GROUP SR UNSEC 10.35% 04-01-19 8,995,000 $12,189,142
SIMON PROPERTY GROUP SR UNSEC 4.2% 02-01-15 2,430,000 $2,481,365
SIX FLAGS INC 144A LIFE SR UNSEC 5.25% 01-15-21 2,000,000 $2,020,000
SLMA 14-A A1 FRN 144A LIFE (L+60) 07-15-22/10-15-17 4,850,000 $4,860,670
SLMA A-4 GBP REG S 5.15% 09-17-15/12-15-39 1,160,000 $1,858,472
SLOVENIA GOVT USD 144A LIFE 4.125% 02-18-19 870,000 $901,755
SLOVENIA GOVT USD 144A LIFE 5.5% 10-26-22 3,000,000 $3,210,000
SLOVENIA GOVT USD 144A LIFE 5.85% 05-10-23 15,150,000 $16,589,250
SLOVENIA GOVT USD REG S 5.5% 10-26-22 3,870,000 $4,140,900
SLOVENIA GOVT USD REG S 5.85% 05-10-23 7,650,000 $8,376,750
SMITHFIELD FOODS INC 144A LIFE SR UNSEC 5.25% 08-01-18 375,000 $390,469
SMITHFIELD FOODS INC 144A LIFE SR UNSEC 5.875% 08-01-21 300,000 $312,000
SMITHFIELD FOODS INC SR UNSEC 6.625% 08-15-22 1,870,000 $2,028,950
SMITHFIELD FOODS INC SR UNSEC 7.75% 07-01-17 750,000 $873,750
SMURFIT CAPITAL FUNDING (JSG) SR SEC 1ST LIEN 7.5% 11-20-25 3,345,000 $3,796,575
SOUTH AFRICA GVT ZAR R213 7.0% 02-18-31 100,000,000 $8,040,065
SOUTH AFRICA REP 5.5% 03-09-20 14,000,000 $15,274,000
SOVEREIGN BANCORP SUB NT 8.75% 05-30-18 1,880,000 $2,262,001
SPAIN GOVT EUR 144A LIFE/REG S 3.8% 04-30-24 22,300,000 $32,199,304
SPAIN GOVT EUR 144A LIFE/REG S 5.15% 10-31-44 11,925,000 $18,922,155
SPAIN GOVT EUR 4.5% 01-31-18 66,125,000 $101,314,102
SPAIN GOVT USD 144A LIFE 4.0% 03-06-18 8,625,000 $9,133,099
SPAREBANK BOLIGKREDITT USD 144A LIFE COVERED 1.25% 05-02-19/18 4,000,000 $3,898,220
SPAREBANK BOLIGKREDITT USD 144A LIFE COVERED 1.75% 11-15-20/19 5,125,000 $4,934,868
SPAREBANK BOLIGKREDITT USD 144A LIFE COVERED 2.625% 05-26-17/05-27-16 3,400,000 $3,525,919
SPECTRA ENERGY PARTNERS SR UNSEC 2.95% 06-15-16 6,375,000 $6,629,018
SPECTRA ENERGY PARTNERS SR UNSEC 2.95% 09-25-18 2,430,000 $2,480,352
SPECTRA ENERGY PARTNERS SR UNSEC 4.6% 06-15-21 2,185,000 $2,344,241
SPECTRA ENERGY PARTNERS SR UNSEC 4.75% 03-15-24 4,545,000 $4,799,111
SPRINT 144A SR UNSEC 7.875% 09-15-23 23,675,000 $26,101,688
SPRINT SR UNSEC 11.5% 11-15-21 6,550,000 $8,744,250
SPRINT SR UNSEC 7.0% 08-15-20 6,700,000 $7,336,500
SPRINT SR UNSEC 8.375% 08-15-17 5,075,000 $5,994,844
SPRINT SR UNSEC 9.125% 03-01-17 3,500,000 $4,156,250
SRA INTERNATIONAL SR UNSEC 11.0% 10-01-19 11,080,000 $11,717,100
SRA INTERNATIONAL TL-B (L+525) (FLR 1.25) 6.50% 07-20-18 12,786,878 $12,850,812
SRI LANKA REP OF 144A 6.25% 07-27-21 3,400,000 $3,557,250
SSGN 2010-S1 1A 144A FRN FDIC (L+55) 02-25-48 236,875 $237,028
STACKPOLE INTERNATIONAL 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-21 4,000,000 $4,305,000
STACR 14-DN1 M1 FRN (L+100) 02-25-24 992,897 $998,735
STACR 2013-DN1 M1 (L+340) 07-25-23 7,840,064 $8,185,968
STACR 2013-DN2 M1 (L+145) 11-25-23 7,570,238 $7,616,341
STANDARD CHARTERED BANK LT2 144A LIFE 5.7% 03-26-44 2,750,000 $2,729,375
STATE OF QATAR 144A LIFE 4.5% 01-20-22 500,000 $546,250
STATE OF QATAR REG S 5.25% 01-20-20 5,000,000 $5,687,500
STATOIL ASA FRN SR UNSEC (L+29) 05-15-18 7,690,000 $7,688,854
STATOIL ASA SR UNSEC 1.95% 11-08-18 6,110,000 $6,123,363
STATOIL ASA SR UNSEC 3.125% 08-17-17 10,000,000 $10,556,500
STATOIL ASA SR UNSEC 3.7% 03-01-24 10,275,000 $10,490,950
STATOILHYDRO ASA SR UNSEC 2.9% 10-15-14 15,360,000 $15,566,515
SVENSKA HANDELSBANKEN AB SR UNSEC 2.5% 01-25-19 4,320,000 $4,361,044
SVENSKA HANDELSBANKEN COVERED 144A LIFE 1.875% 10-02-19 4,275,000 $4,164,158
SWEDBANK AB USD 144A COVERED 2.125% 08-31-16 3,400,000 $3,501,969
SWEDBANK AB USD 144A COVERED 2.95% 03-28-16 3,000,000 $3,133,878
SWEDBANK AB USD 144A LIFE COVERED 1.375% 03-28-18 4,375,000 $4,314,188
SWEDISH EXPORT CREDIT 144A LIFE SUB 2.875% 11-14-23/18 9,000,000 $8,898,750
SWISS RE 144A LIFE SR UNSEC 2.875% 12-06-22 4,025,000 $3,801,158
SYMBION HEALTHCARE SR SEC 1ST LIEN 8.0% 06-15-16 8,050,000 $8,492,750
T-MOBILE SR UNSEC 6.25% 04-01-21 13,425,000 $14,247,281
T-MOBILE SR UNSEC 6.542% 04-28-20 4,100,000 $4,428,000
T-MOBILE SR UNSEC 6.625% 04-01-23 8,450,000 $8,999,250
TAMPA ELECTRIC SR UNSEC 2.6% 09-15-22 1,900,000 $1,796,190
TAMPA ELECTRIC SR UNSEC 4.1% 06-15-42 5,060,000 $4,830,757
TBW 07-2 A4B AGCP FRN (L+42) 07-25-37 14,901,072 $12,071,805
TECK RESOURCES LTD SR UNSEC 4.75% 01-15-22 4,000,000 $4,105,084
TECK RESOURCES LTD SR UNSEC 6.25% 07-15-41 1,750,000 $1,812,732
TECO FINANCE INC SR UNSEC 4.0% 03-15-16 2,060,000 $2,180,640
TECO FINANCE INC SR UNSEC 5.15% 03-15-20 11,923,000 $13,207,453
TECO FINANCE INC SR UNSEC 6.75% 05-01-15 14,651,000 $15,602,421
TEEKAY SHIP CORP SR UNSEC 8.5% 01-15-20 4,715,000 $5,386,888
TELECOM ITALIA SR UNSEC 6.999% 06-04-18 13,887,000 $15,813,821
TELECOM ITALIA SR UNSEC 7.175% 06-18-19 10,210,000 $11,754,263
TELECOM ITALIA SR UNSEC 7.2% 07-18-36 1,429,000 $1,462,939
TELEFONICA SR UNSEC 3.192% 04-27-18 10,500,000 $10,777,158
TELEFONICA SR UNSEC 3.992% 02-16-16 14,500,000 $15,219,505
TENET HEALTHCARE 144A SR SEC 1ST LIEN 6.0% 10-01-20 9,830,000 $10,536,531
TENET HEALTHCARE SR SEC 1ST LIEN 4.5% 04-01-21 1,300,000 $1,275,625
TESCO PLC 144A LIFE SR UNSEC 5.5% 11-15-17 12,459,000 $13,904,232
TEVA PHARMACEUTICAL SR UNSEC 2.95% 12-18-22 2,600,000 $2,421,281
THERMO FISHER SCIENTIFIC SR UNSEC 1.3% 02-01-17 14,130,000 $14,056,326
THERMO FISHER SCIENTIFIC SR UNSEC 2.4% 02-01-19 2,405,000 $2,398,372
THERMO FISHER SCIENTIFIC SR UNSEC 4.15% 02-01-24 18,290,000 $18,857,996
THOMSON REUTERS SR UNSEC 1.3% 02-23-17 1,890,000 $1,882,081
THOMSON REUTERS SR UNSEC 4.3% 11-23-23 9,805,000 $10,063,548
THOMSON REUTERS SR UNSEC 5.65% 11-23-43 1,905,000 $2,021,422
THOMSON REUTERS SR UNSEC 6.5% 07-15-18 25,855,000 $30,087,153
TIME WARNER CABLE SR UNSEC 4.0% 09-01-21 11,935,000 $12,402,291
TIME WARNER CABLE SR UNSEC 6.75% 07-01-18 11,650,000 $13,672,638
TIME WARNER CABLE SR UNSEC 7.5% 04-01-14 10,050,000 $10,050,000
TIME WARNER INC SR UNSEC 4.05% 12-15-23 18,765,000 $19,299,146
TIME WARNER INC SR UNSEC 4.9% 06-15-42 3,000,000 $3,022,227
TIME WARNER INC SR UNSEC 5.35% 12-15-43 4,500,000 $4,814,015
TIME WARNER INC SR UNSEC 5.875% 11-15-16 19,170,000 $21,497,353
TIME WARNER INC SR UNSEC 6.2% 03-15-40 9,450,000 $10,979,861
TIME WARNER INC SR UNSEC 6.25% 03-29-41 2,375,000 $2,792,038
TIME WARNER INC SR UNSEC 7.57% 02-01-24 12,340,000 $15,424,358
TN HDA SFH AMT PAC (100-500) 5YR 13-2A SF 4.0% 07-01-43 1,080,000 $1,149,520
TORONTO-DOMINION 144A LIFE COVERED 1.625% 09-14-16 4,400,000 $4,487,375
TOTAL CAPITAL INTL SR UNSEC 3.75% 04-10-24 18,850,000 $19,294,540
TOTAL CAPITAL SA SR UNSEC 3.0% 06-24-15 17,000,000 $17,532,916
TOYOTA MTR CREDIT SR UNSEC 0.875% 07-17-15 11,000,000 $11,066,935
TOYS R US SR SEC 1ST LIEN 8.5% 12-01-17 6,000,000 $6,142,500
TRAC INTERMODAL SR SEC 2ND LIEN 11.0% 08-15-19 3,200,000 $3,664,000
TRANS-CANADA PIPELINES SR UNSEC 6.5% 08-15-18 7,500,000 $8,856,068
TRANSOCEAN INC SR UNSEC 2.5% 10-15-17 10,540,000 $10,618,787
TRANSOCEAN INC SR UNSEC 3.8% 10-15-22 18,075,000 $17,313,139
TRANSOCEAN INC SR UNSEC 5.05% 12-15-16 4,180,000 $4,549,859
TRANSOCEAN INC SR UNSEC 6.375% 12-15-21 26,430,000 $29,755,290
TRANSPORTADORA DE GAS PERU 144A LIFE SR UNSEC 4.25% 04-30-28 7,000,000 $6,405,000
TREEHOUSE FOODS SR UNSEC 7.75% 03-01-18 1,200,000 $1,248,420
TRI-STATE GENERATION 144A LIFE SF SR SEC 1ST LIEN 6.04% 1-31-18 1,230,215 $1,288,958
TRILOGY INTL PARTNERS 144A LIFE SR SEC 1ST LIEN 10.25% 08-15-16 9,250,000 $9,550,625
TURKEY GOVT BOND TRY 10.5% 01-15-20 10,250,000 $4,893,385
TURKEY GOVT BOND TRY I/L 3.0% 01-06-21 1,975,000 $1,137,631
TURKEY GOVT BOND TRY I/L 4.0% 04-01-20 6,625,000 $4,282,945
TURKEY GOVT SUKUK 144A LIFE 4.557% 10-10-18 1,195,000 $1,220,693
TURKEY REP OF 5.625% 03-30-21 8,000,000 $8,384,000
TURKEY REP OF 6.0% 01-14-41 14,650,000 $14,448,563
TURKEY REP OF 6.75% 05-30-40 11,300,000 $12,122,075
TURKEY REP OF 7.0% 03-11-19 2,000,000 $2,237,500
TURKEY REP OF 8.0% 02-14-34 1,250,000 $1,518,750
TVA BOND 1.875% 08-15-22 23,750,000 $21,895,363
TVA BOND 3.5% 12-15-42 25,113,000 $21,476,889
TVA BOND 3.875% 02-15-21 8,750,000 $9,458,663
TVA BOND 4.65% 06-15-35 4,000,000 $4,226,760
TVA BOND 4.875% 01-15-48 3,200,000 $3,371,360
TVA BOND 5.25% 09-15-39 21,250,000 $24,062,225
TVA SOUTHAVEN STRUCTURED SR SEC 1ST LIEN SF 3.846% 08-15-33 3,322,063 $3,384,981
TXU (TCEH) TL-EXT (L+450) 4.73685% 10-10-17 14,373,465 $10,402,795
UBS AG STAMFORD CT SR UNSEC (B) 4.875% 08-04-20 1,166,000 $1,293,390
UBS AG STAMFORD CT SR UNSEC 5.75% 04-25-18 2,245,000 $2,563,298
UBS USD 144A LIFE COVERED 0.75% 03-24-16/17 4,375,000 $4,377,188
UBS USD 144A LIFE COVERED 12-2 1.875% 01-23-15 4,200,000 $4,250,883
UCFCM 96-2 A MBIA 7.135% 04-15-28 2,632,017 $2,757,027
UDR SR UNSEC 3.7% 10-01-20 3,615,000 $3,675,674
UDSA SF 13T-4 TAXABLE 3.435% 12-15-25/23 6,735,000 $6,848,956
UNICREDITO LUXEM FIN 144A LIFE SUB NT 6.0% 10-31-17 6,478,000 $7,013,867
UNION PACIFIC CORP SR UNSEC 2.25% 02-15-19 2,265,000 $2,268,058
UNION PACIFIC CORP SR UNSEC 3.75% 03-15-24 7,850,000 $7,952,953
UNION PACIFIC CORP SR UNSEC 4.0% 02-01-21 12,500,000 $13,307,825
UNION PACIFIC CORP SR UNSEC 4.85% 06-15-44 310,000 $326,043
UNION PACIFIC CORP SR UNSEC 5.75% 11-15-17 12,250,000 $13,891,304
UNITED AIR 07-1B EETC 144A LIFE SF 7.336% 01-02-21/07-02-19 722,272 $784,568
UNITED DOMINION RLTY SR UNSEC 5.25% 01-15-15 12,780,000 $13,224,987
UNITED HEALTH GROUP SR UNSEC 0.85% 10-15-15 5,525,000 $5,551,023
UNITED HEALTH GROUP SR UNSEC 1.40% 10-15-17 6,095,000 $6,084,846
UNITED HEALTH GROUP SR UNSEC 2.875% 03-15-23 15,985,000 $15,190,178
UNITED HEALTH GROUP SR UNSEC 5.7% 10-15-40 1,250,000 $1,465,638
UNITED HEALTH GROUP SR UNSEC 6.0% 06-15-17 19,920,000 $22,697,585
UNITED TECHNOLOGIES CORP SR UNSEC 1.8% 06-01-17 3,660,000 $3,724,639
UNITED TECHNOLOGIES CORP SR UNSEC 4.5% 06-01-42 14,195,000 $14,512,315
UNITYMEDIA EUR 144A LIFE SR UNSEC 9.625% 12-01-19 1,250,000 $1,900,216
UNIV OF IL FACILITY REV 14A SF 5.0% 04-01-44 8,500,000 $8,940,640
UNIVERSITY OF CALIFORNIA CP 4/7/2014 20,000,000 $19,999,725
UNIVERSITY OF CALIFORNIA CP 6/11/2014 30,196,000 $30,186,941
UNUM GROUP 144A LIFE SR UNSEC 6.85% 11-15-15 2,400,000 $2,600,194
UNUM GROUP SR UNSEC 5.625% 09-15-20 345,000 $388,905
UNUM GROUP SR UNSEC 7.125% 09-30-16 10,100,000 $11,484,043
URUGUAY REP OF SF UNSEC 7.625% 03-21-36 1,250,000 $1,606,250
URUGUAY REP OF UYU I/L SF 4.375% 12-15-28 108,031,820 $6,141,179
US BANCORP SR UNSEC 1.65% 05-15-17 13,000,000 $13,170,430
US BANCORP SR UNSEC 3.7% 01-30-24 5,500,000 $5,586,565
US TREASURY BOND 2.75% 11-15-42 1,250,000 $1,064,938
US TREASURY BOND 2.875% 05-15-43 314,745,000 $274,737,763
US TREASURY BOND 3.0% 05-15-42 8,951,000 $8,071,296
US TREASURY BOND 3.50% 02-15-39 6,500,000 $6,520,800
US TREASURY BOND 3.625% 02-15-44 398,312,000 $402,996,149
US TREASURY BOND 3.625% 08-15-43 202,225,000 $204,720,457
US TREASURY BOND 3.75% 08-15-41 22,000,000 $22,924,660
US TREASURY BOND 3.75% 11-15-43 232,150,000 $240,384,361
US TREASURY BOND 4.375% 02-15-38 48,725,000 $56,159,461
US TREASURY BOND 4.5% 02-15-36 63,707,000 $74,776,091
US TREASURY BOND 4.75% 02-15-37 54,000,000 $65,626,740
US TREASURY BOND 5.0% 05-15-37 52,150,000 $65,501,443
US TREASURY BOND 5.25% 02-15-29 41,850,000 $52,361,465
US TREASURY BOND 6.0% 02-15-26 300,000 $394,569
US TREASURY BOND 6.125% 11-15-27 13,750,000 $18,518,500
US TREASURY BOND 6.375% 08-15-27 6,750,000 $9,263,835
US TREASURY BOND 6.875% 08-15-25 77,500,000 $108,269,825
US TREASURY BOND 7.5% 11-15-16 45,000,000 $52,938,450
US TREASURY BOND 8.000% 11-15-21 500,000 $697,655
US TREASURY BOND 8.750% 05-15-17 25,000,000 $31,000,000
US TREASURY I/L FRN 0.125% 01-15-23 32,200,000 $31,593,899
US TREASURY I/L FRN 0.125% 04-15-16 20,000,000 $21,785,100
US TREASURY I/L FRN 0.125% 04-15-18 124,230,000 $128,716,070
US TREASURY I/L FRN 0.125% 07-15-22 17,220,000 $17,170,475
US TREASURY I/L FRN 0.375% 07-15-23 50,018,600 $49,759,704
US TREASURY I/L FRN 0.5% 04-15-15 216,030,000 $238,081,046
US TREASURY I/L FRN 0.625% 01-15-24 101,000,000 $101,664,883
US TREASURY I/L FRN 0.625% 02-15-43 75,725,000 $64,632,802
US TREASURY I/L FRN 0.625% 07-15-21 14,490,000 $15,497,968
US TREASURY I/L FRN 0.75% 02-15-42 107,500,000 $97,165,810
US TREASURY I/L FRN 1.375% 01-15-20 12,000,000 $14,042,796
US TREASURY I/L FRN 1.375% 02-15-44 65,560,000 $67,276,623
US TREASURY I/L FRN 1.625% 01-15-15 112,365,000 $141,297,190
US TREASURY I/L FRN 1.75% 01-15-28 8,400,000 $10,402,745
US TREASURY I/L FRN 2.0% 01-15-16 20,000,000 $25,030,380
US TREASURY I/L FRN 2.0% 01-15-26 24,000,000 $32,247,336
US TREASURY I/L FRN 2.0% 07-15-14 70,000,000 $88,321,310
US TREASURY I/L FRN 2.375% 01-15-17 35,000,000 $44,495,535
US TREASURY NOTE 0.25% 05-15-15 8,385,000 $8,394,810
US TREASURY NOTE 0.25% 05-15-16 18,325,000 $18,231,909
US TREASURY NOTE 0.25% 10-31-15 10,000,000 $9,998,600
US TREASURY NOTE 0.25% 12-31-15 10,310,000 $10,297,216
US TREASURY NOTE 0.375% 08-31-15 110,390,000 $110,678,118
US TREASURY NOTE 0.625% 12-15-16 462,500,000 $460,848,875
US TREASURY NOTE 0.75% 06-30-17 46,750,000 $46,331,588
US TREASURY NOTE 0.875% 04-30-17 115,850,000 $115,632,202
US TREASURY NOTE 0.875% 09-15-16 195,500,000 $196,639,765
US TREASURY NOTE 1.0% 03-31-17 598,151,000 $599,855,730
US TREASURY NOTE 1.0% 09-30-16 366,125,000 $369,218,756
US TREASURY NOTE 1.0% 09-30-19 60,000,000 $57,168,000
US TREASURY NOTE 1.125% 03-31-20 77,500,000 $73,401,800
US TREASURY NOTE 1.125% 05-31-19 40,000,000 $38,673,600
US TREASURY NOTE 1.25% 02-29-20 77,500,000 $74,076,825
US TREASURY NOTE 1.25% 10-31-18 110,500,000 $108,786,145
US TREASURY NOTE 1.25% 11-30-18 144,700,000 $142,247,335
US TREASURY NOTE 1.375% 05-31-20 57,750,000 $55,325,078
US TREASURY NOTE 1.5% 02-28-19 1,850,000 $1,832,518
US TREASURY NOTE 1.5% 06-30-16 309,000,000 $315,541,530
US TREASURY NOTE 1.5% 07-31-16 145,819,000 $148,952,650
US TREASURY NOTE 1.625% 03-31-19 7,500,000 $7,466,025
US TREASURY NOTE 1.625% 08-15-22 74,553,000 $69,329,071
US TREASURY NOTE 1.625% 11-15-22 115,193,000 $106,608,818
US TREASURY NOTE 1.75% 05-15-23 19,975,000 $18,505,839
US TREASURY NOTE 1.75% 05-31-16 25,000,000 $25,669,000
US TREASURY NOTE 2.0% 02-15-23 58,429,000 $55,569,485
US TREASURY NOTE 2.0% 11-30-20 22,000,000 $21,675,940
US TREASURY NOTE 2.125% 01-31-21 15,600,000 $15,451,332
US TREASURY NOTE 2.375% 05-31-18 20,000,000 $20,776,600
US TREASURY NOTE 2.5% 08-15-23 523,965,000 $516,582,333
US TREASURY NOTE 2.75% 02-15-24 304,850,000 $305,587,737
US TREASURY NOTE 2.75% 11-15-23 450,750,000 $452,832,465
US TREASURY NOTE 4.625% 02-15-17 33,500,000 $37,104,265
US TREASURY NOTE 5.125% 05-15-16 16,300,000 $17,900,171
UT TRANS AUTH SALES TAX REV SF 5.0% 06-15-42 10,000,000 $10,468,500
UTD MEX ST GVT GLOBAL 3.625% 03-15-22 4,400,000 $4,415,400
UTD MEX ST GVT GLOBAL 5.125% 01-15-20 2,100,000 $2,341,500
UTD MEX ST GVT GLOBAL 5.55% 01-21-45 18,000,000 $19,170,000
VALEANT 144A LIFE SR UNSEC 5.625% 12-01-21 780,000 $820,950
VALEANT 144A LIFE SR UNSEC 6.375% 10-15-20 13,280,000 $14,408,800
VALEANT 144A LIFE SR UNSEC 6.75% 08-15-18 4,650,000 $5,138,250
VALEANT 144A LIFE SR UNSEC 7.5% 07-15-21 3,080,000 $3,480,400
VALT 02-1 A4 6.57% 05-07-27 3,420,202 $3,581,913
VALT 02-1 A5 7.12% 05-07-32 3,000,000 $3,277,044
VEB FINANCE LTD USD LPN 144A LIFE SR UNSEC 6.8% 11-22-25 500,000 $500,000
VEB FINANCE LTD USD LPN 144A LIFE SR UNSEC 6.902% 07-09-20 9,100,000 $9,588,670
VEGAC 06-1 A 144A XLCA 5.562% 02-10-21/18 18,053,374 $18,053,374
VENEZUELA REP OF 7.65% 04-21-25 985,000 $664,875
VENEZUELA REP OF 8.5% 10-08-14 245,000 $241,325
VENEZUELA REP OF 9.25% 09-15-27 15,890,000 $11,917,500
VENEZUELA REP OF REG S 9.25% 05-07-28 26,980,000 $19,830,300
VEOLIA ENVIRONNEMENT SR UNSEC 6.0% 06-01-18 1,000,000 $1,133,235
VEOLIA ENVIRONNEMENT SR UNSEC 6.75% 06-01-38 500,000 $591,889
VERIZON COMMUNICATIONS SR UNSEC 2.55% 06-17-19 5,655,000 $5,696,366
VERIZON COMMUNICATIONS SR UNSEC 3.0% 04-01-16 24,000,000 $25,042,080
VERIZON COMMUNICATIONS SR UNSEC 3.45% 03-15-21 2,110,000 $2,142,819
VERIZON COMMUNICATIONS SR UNSEC 4.15% 03-15-24 33,670,000 $34,281,447
VERIZON COMMUNICATIONS SR UNSEC 5.05% 03-15-34 17,256,000 $17,758,322
VERIZON COMMUNICATIONS SR UNSEC 5.15% 09-15-23 50,710,000 $55,605,341
VERIZON COMMUNICATIONS SR UNSEC 6.55% 09-15-43 61,905,000 $75,606,805
VERIZON COMMUNICATIONS SR UNSEC FRN (L+77) 06-17-19 11,152,000 $11,262,672
VIACOM INC SR UNSEC 4.25% 09-01-23 2,735,000 $2,819,320
VIACOM INC SR UNSEC 5.85% 09-01-43 7,100,000 $7,830,171
VIRGINIA ELEC & PWR SR UNSEC 1.2% 01-15-18 9,600,000 $9,410,938
VIRGINIA ELEC & PWR SR UNSEC 2.95% 01-15-22 3,535,000 $3,496,656
VIRGINIA ELEC & PWR SR UNSEC 3.45% 02-15-24 8,095,000 $8,096,319
VIRGINIA ELEC & PWR SR UNSEC 4.45% 02-15-44 9,500,000 $9,607,939
VIRGINIA ELEC & PWR SR UNSEC 5.95% 09-15-17 10,000,000 $11,480,300
VMF 02-C A4 6.57% 08-07-24 2,331,243 $2,384,367
VMF 02-C M1 7.82% 12-07-32 1,042,242 $1,113,193
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC 4.0% 08-12-20 11,650,000 $12,493,914
VOLKSWAGEN INTL FIN 144A LIFE SR UNSEC FRN (L+61) 04-01-14 12,000,000 $12,000,000
VOLVO TREASURY AB 144A LIFE SR UNSEC 5.95% 04-01-15 53,193,000 $55,859,884
VWALT 14-A A3 0.8% 04-20-17 2,910,000 $2,902,172
VWR FUNDING SR UNSEC 7.25% 09-15-17 9,580,000 $10,346,400
WAL-MART STORES 4(2) CP 4/28/2014 23,700,000 $23,698,710
WAL-MART STORES SR UNSEC 2.8% 04-15-16 11,500,000 $12,005,494
WAL-MART STORES SR UNSEC 2.875% 04-01-15 11,550,000 $11,842,631
WAL-MART STORES SR UNSEC 5.8% 02-15-18 11,095,000 $12,790,161
WALTER 144A LIFE SR SEC 1ST LIEN 9.5% 10-15-19 3,450,000 $3,523,313
WARNER MUSIC 144A LIFE SR SEC 1ST LIEN 6.0% 01-15-21 2,520,000 $2,639,700
WASTE MANAGEMENT INC SR UNSEC 2.6% 09-01-16 3,330,000 $3,450,846
WASTE MANAGEMENT INC SR UNSEC 4.6% 03-01-21 5,455,000 $5,925,870
WATCO 144A LIFE SR UNSEC 6.375% 04-01-23 1,805,000 $1,841,100
WBCMT 05-C18 APB 4.807% 04-15-42/12-15-14 530,876 $538,462
WBCMT 05-C20 A7 5.118% 07-15-42 8,927,547 $9,331,813
WBCMT 05-C22 APB 5.29357% 12-15-44 2,262,677 $2,272,746
WBCMT 06-C25 A1A 5.71732% 05-15-43/04-15-16 8,870,063 $9,671,207
WBCMT 06-C27 A1A 5.749% 07-15-45/16 7,166,220 $7,801,125
WBCMT 07-C31 A5 5.5% 04-15-47 4,900,000 $5,430,729
WBCMT 07-C31 AM 5.591% 04-15-47 16,770,000 $18,418,977
WBCMT 07-C32 A3 5.72392% 06-15-49 16,500,000 $18,221,346
WELLPOINT INC SR UNSEC 2.3% 07-15-18 9,030,000 $9,066,599
WELLS FARGO CO SR UNSEC 3.676% 06-15-16 14,000,000 $14,853,930
WESTERN GAS PARTNERS SR UNSEC 2.6% 08-15-18 1,020,000 $1,026,010
WESTERN GAS PARTNERS SR UNSEC 4.0% 07-01-22 2,925,000 $2,904,832
WESTFIELD 144A LIFE SR UNSEC 3.375% 10-03-22 13,665,000 $13,672,447
WESTFIELD 144A LIFE SR UNSEC 5.75% 09-02-15 32,000,000 $34,141,920
WESTFIELD 144A LIFE SR UNSEC 6.75% 09-02-19 4,000,000 $4,815,400
WESTFIELD 144A LIFE SR UNSEC 7.125% 4-15-18 11,975,000 $14,249,448
WESTPAC BANKING CORP SR UNSEC 3.0% 12-09-15 14,400,000 $14,975,150
WESTPAC BANKING CORP USD 144A LIFE COVERED 1.25% 12-15-17/12-14-18 4,425,000 $4,365,032
WESTPAC BANKING CORP USD 144A LIFE COVERED 1.375% 05-30-19/18 4,375,000 $4,277,608
WESTPAC BANKING CORP USD 144A LIFE COVERED 1.375% 07-17-15 4,325,000 $4,375,014
WESTPAC BANKING CORP USD 144A LIFE COVERED 1.85% 11-26-19/18 9,000,000 $8,888,994
WESTPAC BANKING CORP USD 144A LIFE COVERED 2.45% 11-28-16 4,325,000 $4,477,197
WESTPAC SECURITIES NZ GOVT GTD 144A 3.45% 07-28-14 33,320,000 $33,658,864
WFNMT 14-A A FRN (L+38) 12-15-19/02-16-16 8,700,000 $8,704,916
WILLIAMS PARTNERS LP SR UNSEC 3.35% 08-15-22 5,250,000 $5,039,003
WILLIAMS PARTNERS LP SR UNSEC 3.8% 02-15-15 15,800,000 $16,230,171
WILLIAMS PARTNERS LP SR UNSEC 4.3% 03-04-24 18,870,000 $18,994,448
WILLIAMS PARTNERS LP SR UNSEC 4.5% 11-15-23 5,350,000 $5,485,243
WILLIAMS PARTNERS LP SR UNSEC 5.25% 03-15-20 11,625,000 $12,820,585
WILLIAMS PARTNERS LP SR UNSEC 5.4% 03-04-44 13,000,000 $13,389,662
WIND 144A LIFE SR SEC 1ST LIEN ADD ON 7.25% 02-15-18 1,100,000 $1,163,250
WIND EUR 144A LIFE SR SEC 3RD LIEN 11.75% 07-15-17 9,600,000 $13,950,194
WIND SR NT 144A LIFE 11.75% 07-15-17 27,212,000 $28,708,660
WIND SR SEC 1ST LIEN 144A LIFE 7.25% 02-15-18 5,075,000 $5,379,500
WM WRIGLEY JR CO 144A LIFE SR UNSEC 2.4% 10-21-18 1,025,000 $1,029,333
WM WRIGLEY JR CO 144A LIFE SR UNSEC 3.375% 10-21-20 42,300,000 $42,783,912
WOODSIDE FINANCE 144A LIFE SR UNSEC 4.6% 05-10-21 9,565,000 $10,253,910
XCEL ENERGY SR UNSEC 4.7% 05-15-20 500,000 $552,164
XEROX CORP SR UNSEC 2.75% 03-15-19 5,000,000 $5,011,485
XEROX CORP SR UNSEC 2.95% 03-15-17 11,535,000 $12,002,767
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 3.6% 01-15-17 9,750,000 $10,162,406
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 4.95% 11-15-21 20,315,000 $21,033,745
XSTRATA FINANCE CANADA 144A LIFE SR UNSEC 5.3%/5.55% 10-25-42 1,000,000 $967,839
YARA INTERNATIONAL 144A LIFE SR UNSEC 7.875% 06-11-19 2,175,000 $2,645,829
Equity securities* Shares or principal amount Market value Percent of net assets
AMERICAN MEDIA INC 4(2) NEW (NOT LISTED OR TRADING) 453,779 $2,445,869 0.01%
ATRIUM CORP (ACIH) 4(2) (NOT LISTED OR TRADING) 985 $985 0.00%
CEVA GROUP PLC 144A (USD) (NOT LISTED OR TRADING) 12,179 $15,527,702 0.06%
CEVA GROUP PLC CV PFD SER A-1 (LIBOR+3.0% CUM) PERPETUAL 9,732 $16,544,332 0.06%
CEVA GROUP PLC CV PFD SER A-2 (LIBOR + 2.0% CUM) PERP PP (PHYSICAL) 2,576 $3,283,915 0.01%
COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 6,250 $4,175,781 0.02%
GENERAL MARITIME CORPORATION 4(2) (NOT LISTED OR TRADING)(SEE COMMENTS) 1,716 $59,677 0.00%
GENERAL MARITIME CORPORATION WTS 4(2) 1:1 @ USD 42.50 05-17-17 (NOT LISTED) 2,654 $13,686 0.00%
NEWPAGE HOLDINGS INC PP (NOT LISTED OR TRADING) 45,840 $4,223,555 0.02%
REVEL AC INC PP 222,053 $0 0.00%
ROTECH HEALTHCARE INC (NEW) (NOT LISTED OR TRADING) 342,069 $3,164,138 0.01%
WELLS FARGO & CO PFD CL A SER Q DEP SHS (1/1000TH 5.85% SER Q PFD) PERP NON-CUM 308,592 $7,683,941 0.03%

*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.