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                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                   FORM N-Q

                   QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
    OF REGISTERED MANAGEMENT INVESTMENT COMPANY



  Investment Company Act file number 811-21823


                         Pioneer Pioneer Strategic Income Fund
               (Exact name of registrant as specified in charter)


                       60 State Street, Boston, MA 02109
              (Address of principal executive offices) (ZIP code)


            Terrence J. Cullen, Pioneer Investment Management, Inc.,
                       60 State Street, Boston, MA 02109
                    (Name and address of agent for service)


Registrant's telephone number, including area code:  (617) 742-7825


Date of fiscal year end:  September 30

Date of reporting period:  December 31, 2013

Form N-Q is to be used by management investment companies, other than small
business investment companies registered on Form N-5 (239.24 and 274.5 of this
chapter), to file reports with the Commission, not later than 60 days after
close of the first and third fiscal quarters, pursuant to Rule 30b1-5 under
the Investment Company Act of 1940 (17 CFR 270.30b1-5).  The Commission may
use the information provided on Form N-Q in its regulatory, disclosure review,
inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q,
and the Commission will make this information public. A registrant is not
required to respond to the collection of information contained in Form N-Q
unless the Form displays a currently valid Office of Management and Budget
("OMB") control number. Please direct comments concerning the accuracy of the
information collection burden estimate and any suggestions for reducing the
burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609.  The OMB has reviewed this collection of information
under the clearance requirements of 44 U.S.C. ss. 3507.


<PAGE>
ITEM 1. Schedule of Investments.

File the schedules as of the close of the reporting period as set forth in
ss. 210.12-12  12-14 of Regulation S-X [17 CFR 210.12-12  12-14]. The
schedules need not be audited.

				Pioneer Strategic Income Fund
				Schedule of Investments 12/31/13 (unaudited)
	Principal Amount ($)	Floating Rate (b)	S&P/Moody's Ratings			Value
				CONVERTIBLE CORPORATE BONDS - 4.6%
				Energy - 0.3%
				Oil & Gas Exploration & Production - 0.3%
	4,600,000		BB-/Ba3	Chesapeake Energy Corp., 2.25%, 12/15/38	$	4,289,500
	15,310,000		NR/NR	Cobalt International Energy, Inc., 2.625%, 12/1/19		13,539,781
					$	17,829,281
				Oil & Gas Storage & Transportation - 0.0% †
	1,700,000		NR/NR	Golar LNG, Ltd., 3.75%, 3/7/17	$	1,699,830
				Coal & Consumable Fuels - 0.0% †
	770,000		CCC+/NR	Alpha Appalachia Holdings, Inc., 3.25%, 8/1/15	$	767,112
	4,296,000		CCC/NR	James River Coal Co., 10.0%, 6/1/18 (144A)		1,363,980
					$	2,131,092
				Total Energy	$	21,660,203
				Materials - 0.2%
				Diversified Metals & Mining - 0.2%
	11,800,000		BB/NR	Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16	$	11,977,000
				Total Materials	$	11,977,000
				Capital Goods - 0.3%
				Electrical Components & Equipment - 0.2%
	13,776,000		B/B3	General Cable Corp., 4.5%, 11/15/29 (Step)	$	14,731,710
				Construction & Farm Machinery & Heavy Trucks - 0.1%
	4,925,000		NR/NR	The Greenbrier Companies, Inc., 3.5%, 4/1/18	$	5,823,812
				Total Capital Goods	$	20,555,522
				Consumer Durables & Apparel - 0.1%
				Homebuilding - 0.1%
	7,375,000		B/B2	KB Home, 1.375%, 2/1/19	$	7,324,297
	4,280,000		BB-/B1	The Ryland Group, Inc., 0.25%, 6/1/19		3,993,775
					$	11,318,072
				Total Consumer Durables & Apparel	$	11,318,072
				Retailing - 0.2%
				Internet Retail - 0.2%
	10,850,000		BBB/NR	priceline.com, Inc., 0.35%, 6/15/20 (144A)	$	12,362,219
				Total Retailing	$	12,362,219
				Health Care Equipment & Services - 1.1%
				Health Care Equipment - 0.7%
	12,092,000		B+/NR	Hologic, Inc., 2.0%, 12/15/37 (Step)	$	14,094,738
	13,000,000		B+/NR	Hologic, Inc., 2.0%, 3/1/42 (Step)		13,276,250
	20,755,000		NR/NR	NuVasive, Inc., 2.75%, 7/1/17		22,480,259
					$	49,851,247
				Health Care Services - 0.1%
	2,080,000		B+/B2	Omnicare, Inc., 3.25%, 12/15/35	$	2,223,000
				Managed Health Care - 0.3%
	16,610,000		A-/NR	WellPoint, Inc., 2.75%, 10/15/42	$	22,485,788
				Total Health Care Equipment & Services	$	74,560,035
				Pharmaceuticals, Biotechnology & Life Sciences - 0.5%
				Biotechnology - 0.3%
	6,690,000		NR/NR	Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 (144A)	$	7,697,681
	7,685,000		NR/NR	Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 (144A)		8,784,916
	2,653,000		NR/NR	PDL BioPharma, Inc., 3.75%, 5/1/15		3,589,841
					$	20,072,438
				Pharmaceuticals - 0.2%
	3,080,000		NR/NR	Auxilium Pharmaceuticals, Inc., 1.5%, 7/15/18	$	3,407,250
	7,030,000		NR/NR	Salix Pharmaceuticals, Ltd., 1.5%, 3/15/19		10,479,094
					$	13,886,344
				Total Pharmaceuticals, Biotechnology & Life Sciences	$	33,958,782
				Insurance - 0.1%
				Property & Casualty Insurance - 0.1%
	4,840,000		BBB-/Baa3	Fidelity National Financial, Inc., 4.25%, 8/15/18	$	7,913,400
				Total Insurance	$	7,913,400
				Software & Services - 0.4%
				Internet Software & Services - 0.0% †
	2,430,000		NR/NR	WebMD Health Corp., 2.5%, 1/31/18	$	2,387,475
				Application Software - 0.4%
	12,418,000		NR/NR	Mentor Graphics Corp., 4.0%, 4/1/31	$	16,508,179
	9,565,000		BB-/NR	Nuance Communications, Inc., 2.75%, 11/1/31		9,343,809
					$	25,851,988
				Total Software & Services	$	28,239,463
				Technology Hardware & Equipment - 0.3%
				Computer Storage & Peripherals - 0.1%
	7,285,000		BB/NR	SanDisk Corp., 0.5%, 10/15/20 (144A)	$	7,212,150
				Electronic Components - 0.2%
	13,410,000		BB+/NR	Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A)	$	11,658,319
				Total Technology Hardware & Equipment	$	18,870,469
				Semiconductors & Semiconductor Equipment - 1.1%
				Semiconductor Equipment - 0.4%
	12,606,000		BBB/Baa1	Lam Research Corp., 1.25%, 5/15/18	$	15,332,048
	5,963,000		BBB/NR	Novellus Systems, Inc., 2.625%, 5/15/41		9,965,664
					$	25,297,712
				Semiconductors - 0.7%
	24,862,000		A-/NR	Intel Corp., 2.95%, 12/15/35	$	27,845,440
	4,807,000		A-/A2	Intel Corp., 3.25%, 8/1/39 (144A)		6,534,516
	1,255,000		BB+/NR	ON Semiconductor Corp., 2.625%, 12/15/26		1,379,716
	10,750,000		BBB/NR	Xilinx, Inc., 3.125%, 3/15/37		17,018,594
					$	52,778,266
				Total Semiconductors & Semiconductor Equipment	$	78,075,978
				TOTAL CONVERTIBLE CORPORATE BONDS
				(Cost $278,743,277)	$	319,491,143
				PREFERRED STOCKS - 3.0%
				Energy - 0.1%
				Oil & Gas Storage & Transportation - 0.1%
	280,950	7.62	B+/Ba2	NuStar Logistics LP, Floating Rate Note, 1/15/43	$	7,155,796
				Total Energy	$	7,155,796
				Transportation - 0.0% †
				Air Freight & Logistics - 0.0% †
	2,313		NR/NR	CEVA Group Plc *	$	2,197,778
				Total Transportation	$	2,197,778
				Banks - 0.7%
				Diversified Banks - 0.4%
	783,175	6.00	A-/Baa1	US Bancorp, Floating Rate Note (Perpetual)	$	21,435,500
	234,750	6.50	A-/Baa1	US Bancorp, Floating Rate Note (Perpetual)		6,173,925
					$	27,609,425
				Regional Banks - 0.3%
	87,500	6.25	A-/NR	CoBank ACB, Floating Rate Note (Perpetual) (144A)	$	8,427,344
	316,400	6.62	BBB-/Ba1	Fifth Third Bancorp, Floating Rate Note (Perpetual)		7,900,508
					$	16,327,852
				Total Banks	$	43,937,277
				Diversified Financials - 1.1%
				Other Diversified Financial Services - 0.8%
	919,550	7.88	BB+/Ba2	Citigroup Capital XIII, Floating Rate Note, 10/30/40	$	25,057,738
	642,000	7.12	BB+/B1	Citigroup, Inc., Floating Rate Note (Perpetual)		16,653,480
	465,150	8.12	B/B3	GMAC Capital Trust I, Floating Rate Note, 2/15/40		12,438,111
					$	54,149,329
				Consumer Finance - 0.2%
	15,956		B/B3	Ally Financial, Inc., 7.0% (Perpetual) (144A)	$	15,319,257
				Investment Banking & Brokerage - 0.1%
	324,400	7.12	BB+/Ba3	Morgan Stanley, Floating Rate Note (Perpetual)	$	8,479,816
				Total Diversified Financials	$	77,948,402
				Insurance - 0.8%
				Property & Casualty Insurance - 0.3%
	250,000	5.95	BBB-/Ba1	Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual)	$	5,667,500
	631,450	5.10	BBB/Baa1	The Allstate Corp., Floating Rate Note, 1/15/53		15,224,260
					$	20,891,760
				Reinsurance - 0.5%
	7,800,000	0.00	NR/NR	Altair Re, Floating Rate Note, 6/30/16 (Cat Bond)	$	7,800,000
	10,500,000	0.00	NR/NR	Altair Re, Floating Rate Note, 4/30/16 (Cat Bond)		11,552,100
	57,000		NR/NR	Lorenz Re *		6,356,640
	8,384,338		NR/NR	Pangaea Re, 10/1/15 (Cat Bond) (d)		9,010,900
					$	34,719,640
				Total Insurance	$	55,611,400
				Real Estate - 0.1%
				Diversified REIT - 0.1%
	3,250		A-/A3	Firstar Realty LLC, 8.875%, (Perpetual) (144A)	$	3,896,953
				Office REIT - 0.0% †
	100,000		BB+/Baa3	Digital Realty Trust, Inc., 5.875%, (Perpetual)	$	1,815,000
				Total Real Estate	$	5,711,953
				Telecommunication Services - 0.2%
				Integrated Telecommunication Services - 0.2%
	572,600		BBB-/Baa3	Qwest Corp., 7.375%, 6/1/51	$	13,244,238
				Total Telecommunication Services	$	13,244,238
				TOTAL PREFERRED STOCKS
				(Cost $201,842,377)	$	205,806,844
				CONVERTIBLE PREFERRED STOCKS - 1.1%
				Capital Goods - 0.1%
				Industrial Machinery - 0.1%
	27,900		NR/Baa3	Stanley Black & Decker, Inc., 4.75%, 11/17/15	$	3,463,227
				Total Capital Goods	$	3,463,227
				Automobiles & Components - 0.0% †
				Tires & Rubber - 0.0% †
	33,257		NR/NR	The Goodyear Tire & Rubber Co., 5.875%, 4/1/14	$	2,223,230
				Total Automobiles & Components	$	2,223,230
				Banks - 0.6%
				Diversified Banks - 0.6%
	38,527		BBB+/Baa3	Wells Fargo & Co., 7.5% (Perpetual)	$	42,572,344
				Total Banks	$	42,572,344
				Diversified Financials - 0.4%
				Other Diversified Financial Services - 0.3%
	21,478		BB+/Ba3	Bank of America Corp., 7.25%, (Perpetual)	$	22,788,158
				Asset Management & Custody Banks - 0.1%
	101,000		BB+/NR	AMG Capital Trust II, 5.15%, 10/15/37	$	6,413,500
				Total Diversified Financials	$	29,201,658
				TOTAL CONVERTIBLE PREFERRED STOCKS
				(Cost $77,094,982)	$	77,460,459
	Shares
				COMMON STOCKS - 0.0% †
				Commercial Services & Supplies - 0.0% †
				Diversified Support Services - 0.0% †
	32,369			Velo Holdings, Inc. *	$	53,619
				Total Commercial Services & Supplies	$	53,619
				Transportation - 0.0% †
				Air Freight & Logistics - 0.0% †
	1,069			CEVA Group Plc *	$	1,015,265
				Marine - 0.0% †
	1,695,067			Horizon Lines, Inc. *	$	1,423,856
				Total Transportation	$	2,439,121
				Consumer Durables & Apparel - 0.0% †
				Leisure Products - 0.0% †
	424,121			Emerald Plantation Holdings, Ltd. *	$	63,618
				Total Consumer Durables & Apparel	$	63,618
				Diversified Financials - 0.0% †
				Other Diversified Financial Services - 0.0% †
	4,633			BTA Bank JSC (G.D.R.) (144A) *	$	3,602
				Total Diversified Financials	$	3,602
				Real Estate - 0.0% †
				Real Estate Development - 0.0% †
	269,588			Newhall Land Development LLC *	$	808,764
				Total Real Estate	$	808,764
				TOTAL COMMON STOCKS
				(Cost $5,079,065)	$	3,368,724
	Principal Amount ($)
				ASSET BACKED SECURITIES - 4.0%
	1,017,199		BBB+/Baa1	Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40	$	1,077,433
	1,341,934	6.50	BBB+/A2	ACE Securities Corp. Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A)		1,395,850
	140,348	0.56	AAA/NR	ACE Securities Corp Home Equity Loan Trust Series 2005-SD3, Floating Rate Note, 8/25/45		139,901
	1,600,000		NR/Aa1	AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17		1,666,059
	3,575,452		A/NR	Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A)		3,603,377
	413,156		AA+/Aaa	Ally Auto Receivables Trust 2010-1, 3.29%, 3/15/15 (144A)		413,540
	17,656,109		BBB-/NR	CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A)		17,636,051
	1,219,296	0.54	AA+/NR	Wells Fargo Home Equity Asset-Backed Securities 2005-3 Trust, Floating Rate Note, 12/25/35		1,198,909
	5,272,368	0.31	BB/Baa1	Accredited Mortgage Loan Trust, Floating Rate Note, 9/25/36		5,079,821
	3,165,000		BBB/Baa2	Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21		3,102,222
	17,094,181		BBB+/Baa1	Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A)		18,118,824
	1,839,000		BBB+/NR	American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A)		1,867,015
	4,557,625		A/NR	Triton Container Finance LLC, 4.21%, 5/14/27 (144A)		4,596,173
	1,700,000	1.32	NR/Aa2	Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A)		1,694,320
	324,331		AAA/NR	Newcastle Investment Trust 2010-MH1, 4.5%, 7/10/35 (144A)		326,992
	1,600,000		NR/Ba2	Credit-Based Asset Servicing and Securitization LLC, 5.63098%, 10/25/36 (Step) (144A)		1,558,499
	1,573,536	0.25	CCC/B1	Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37		1,232,220
	2,437,960		A/NR	Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A)		2,531,253
	2,478,593		BBB/NR	Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A)		2,577,479
	0	0.25	B/B2	ACE Securities Corp Home Equity Loan Trust Series 2006-FM2, Floating Rate Note, 8/25/36		0
	3,837,302	0.43	BB+/Baa3	Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35		3,583,150
	913,111	0.44	AA+/Aa1	Bear Stearns Asset Backed Securities Trust 2006-1, Floating Rate Note, 2/25/36		900,391
	685,218	0.29	CCC/Ba1	Bear Stearns Asset Backed Securities Trust 2006-4, Floating Rate Note, 10/25/36		678,336
	7,674,088	0.41	B+/B3	GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35		7,647,535
	2,104,629	0.54	A+/A2	Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36		2,022,172
	1,149,349	0.86	AA+/A2	Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25		1,055,354
	1,957,820	0.31	B-/Caa2	Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37		1,837,444
	2,330,187	0.96	AA+/NR	Option One Mortgage Loan Trust 2005-1, Floating Rate Note, 2/25/35		2,270,719
	1,271,005	0.63	AA+/A1	RAMP Series 2005-EFC2 Trust, Floating Rate Note, 7/25/35		1,251,215
	1,552,236	0.35	B/Ba3	Soundview Home Loan Trust 2006-1, Floating Rate Note, 2/25/36		1,515,062
	920,080	0.29	CCC/Caa1	Soundview Home Loan Trust 2007-OPT3, Floating Rate Note, 8/25/37		768,979
	1,336,136	0.57	AAA/A3	Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35		1,334,867
	3,350,000		A+/NR	AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19		3,314,748
	2,420,000		AA/Aaa	Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17		2,502,079
	3,700,000		A/Aa1	Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18		3,800,688
	2,130,969		BBB/NR	Westgate Resorts 2012-2 LLC, 4.5%, 1/20/25 (144A)		2,164,276
	2,969,814		NR/NR	Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A)		2,973,526
	989,938		NR/NR	Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A)		977,220
	1,616,455		A/NR	Westgate Resorts LLC, 2.5%, 3/20/25 (144A)		1,623,018
	1,923,335	0.34	BB+/Ba3	ACE Securities Corp. Home Equity Loan Trust Series 2006-ASAP2, Floating Rate Note, 3/25/36		1,872,551
	3,670,123	0.77	AA+/Aa1	Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R11, Floating Rate Note, 11/25/34		3,637,470
	640,656	1.44	CCC/Caa3	Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32		421,978
	1,371,158		NR/NR	Bayview Opportunity Master Fund IIa Trust 2013 Trust 2013-2RPL, 3.721%, 3/28/18 (Step) (144A)		1,360,237
	2,029,491		NR/NR	Bayview Opportunity Master Fund Trust 2013-3RPL, 3.721%, 4/28/18 (Step) (144A)		2,048,330
	1,184,831		A/NR	Beacon Container Finance LLC, 3.72%, 9/20/27 (144A)		1,186,810
	87,066	0.61	AA+/NR	Bear Stearns Asset Backed Securities Trust 2005-3, Floating Rate Note, 9/25/35		86,978
	228,927		A/NR	CarNow Auto Receivables Trust 2012-1, 3.24%, 3/15/16 (144A)		229,155
	2,797,000		BBB/NR	Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A)		2,799,748
	2,792,573	0.90	AA/A3	Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35		2,772,117
	204,543	0.56	AA+/A1	Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35		201,279
	1,316,991	0.27	B-/B2	Carrington Mortgage Loan Trust Series 2006-FRE1, Floating Rate Note, 7/25/36		1,276,773
	6,266,855		BB-/B1	Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step)		6,248,312
	4,597,249		B+/B2	Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step)		4,669,293
	9,694,597		B-/B1	Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step)		9,670,070
	5,853,582		B-/B2	Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step)		5,758,468
	2,150,000	0.91	BBB+/NR	Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A)		2,039,236
	243,227	6.24	BBB/Baa3	Conseco Financial Corp., Floating Rate Note, 12/1/28		250,292
	15,658	0.53	AA+/A1	Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36		15,367
	1,413,270	4.46	BB+/Ba1	Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35		1,416,809
	1,254,315	5.07	BB+/Ba3	Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36		1,299,345
	1,201,880	0.41	B/Ba3	Countrywide Asset-Backed Certificates, Floating Rate Note, 4/25/36		1,169,962
	3,422,416	0.34	B-/B2	Countrywide Asset-Backed Certificates, Floating Rate Note, 6/25/36		3,250,603
	111,366	0.35	B-/Ba3	Countrywide Asset-Backed Certificates, Floating Rate Note, 7/25/36		108,148
	2,500,000		AA/NR	Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A)		2,512,798
	3,062,500		A/NR	Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A)		3,065,856
	1,731,560		BBB/Baa2	Drug Royalty II LP 1, 4.474%, 1/15/25 (144A)		1,760,997
	1,023,195	4.24	BBB/Baa2	Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A)		1,044,989
	12,981	1.16	BBB/Baa1	Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A)		12,980
	17,500	0.96	BBB/Baa1	Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/27/37 (144A)		17,494
	371,666		AAA/Aaa	Equity One Mortgage Pass-Through Trust 2004-1, 4.205%, 4/25/34 (Step)		369,853
	3,000,000		BBB/NR	Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A)		2,980,893
	268,157	1.24	AAA/NR	First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34		267,498
	436,020	0.84	AA+/NR	First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 3/25/35		433,452
	1,600,000		BBB/NR	First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A)		1,556,589
	3,000,000		BBB/NR	FRS I LLC, 3.96%, 4/15/43 (144A)		2,930,604
	8,476,177		NR/NR	GMAT Trust, 3.9669%, 8/25/53 (Step)		8,466,408
	362,141	0.81	A/Baa3	GSAMP Trust 2005-HE2, Floating Rate Note, 3/25/35		358,774
	23,185	0.26	BB/Ba2	GSAMP Trust 2006-HE5, Floating Rate Note, 8/25/36		23,155
	385,082	0.29	B-/B3	GSAMP Trust 2006-HE8, Floating Rate Note, 1/25/37		367,494
	814,550	0.46	A/NR	GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A)		797,104
	976,000		A/NR	HLSS Servicer Advance Receivables Backed Notes, 3.96%, 10/15/45 (144A)		998,448
	5,757,010		BBB/NR	Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A)		5,724,210
	3,139,702		NR/A2	Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A)		3,154,333
	2,141,566		NR/Baa2	Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A)		2,086,528
	6,264,265	0.41	A+/Aa1	Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A)		5,773,297
	6,007,476	2.41	A+/A3	Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32		6,002,040
	4,768,000		AAA/NR	Nationstar Mortgage Advance Receivables Trust 2013-T2, 1.679%, 6/20/46 (144A)		4,760,754
	1,725,000		A/NR	Nationstar Mortgage Advance Receivables Trust 2013-T2, 2.19%, 6/20/46 (144A)		1,722,378
	2,174,610	5.91	AA/A3	Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35		2,312,060
	1,902,799	5.46	AAA/Aa3	Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35		1,967,808
	728,758	5.73	AA/A3	Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35		766,054
	1,419,518	5.46	AA/A3	Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36		1,486,334
	1,034,790		NR/A2	Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A)		1,045,138
	1,142,574	0.35	B+/B2	RAMP Series 2006-NC1 Trust, Floating Rate Note, 1/25/36		1,113,709
	861,180	0.32	BB+/Ba1	RAMP Series 2006-RZ3 Trust, Floating Rate Note, 8/25/36		824,374
	125,097	0.33	BBB+/Baa1	RASC Series 2006-KS3 Trust, Floating Rate Note, 4/25/36		124,212
	1,087,346		A/NR	STORE Master Funding LLC, 4.16%, 3/20/43 (144A)		1,084,238
	24,134	0.76	AA+/Aa1	Structured Asset Investment Loan Trust 2005-4, Floating Rate Note, 5/25/35		24,044
	2,538,718	0.36	CCC/Ba3	Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36		2,454,701
	1,154,403	0.29	CCC/Baa3	Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37		1,117,067
	249,667	7.00	NR/A3	UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29		248,314
	1,011,815		AA+/NR	DT Auto Owner Trust 2012-1, 2.26%, 10/16/17 (144A)		1,012,520
	1,496,188	1.06	BB+/Ba2	Ellington Loan Acquisition Trust 2007-2, Floating Rate Note, 5/25/37 (144A)		1,478,672
	2,596,593	0.33	BB+/A2	Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36		2,533,896
	181,319	0.40	AA+/A1	JP Morgan Mortgage Acquisition Corp 2005-OPT2, Floating Rate Note, 12/25/35		180,886
	879,600	0.31	BB/Ba1	JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36		858,623
	2,900,000		AA/NR	Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A)		2,950,689
	4,572,423	0.34	CCC/B2	RASC Series 2007-KS3 Trust, Floating Rate Note, 4/25/37		4,481,469
	1,638,251		A+/NR	Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A)		1,643,857
	10,000,000		A/NR	Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A)		9,985,450
	3,916,667		A-/NR	Textainer Marine Containers, Ltd., 4.21%, 4/15/27 (144A)		3,946,108
	1,870,099		NR/A2	Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A)		1,877,112
	2,368,223		NR/Aaa	JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A)		2,463,049
	3,026,000		NR/Baa2	California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A)		2,999,834
	3,433,333		A/NR	Global SC Finance II SRL, 4.11%, 7/19/27 (144A)		3,456,838
	13,042	0.42	A+/Ba1	Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29		11,645
				TOTAL ASSET BACKED SECURITIES
				(Cost $272,157,227)	$	277,463,675
				COLLATERALIZED MORTGAGE OBLIGATIONS - 9.4%
	10,226	2.60	BBB+/Ba3	Adjustable Rate Mortgage Trust 2004-5, Floating Rate Note, 4/25/35	$	9,836
	3,550,804		BB-/NR	Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33		3,692,307
	3,837,626		BBB+/NR	Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33		3,960,515
	1,193,040		BB-/B2	Alternative Loan Trust 2003-J1, 4.75%, 10/25/33		1,215,499
	5,200,000		BBB+/Ba3	Alternative Loan Trust 2004-12CB, 5.0%, 7/25/19		5,376,878
	2,064,769		CCC/B2	Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35		2,095,550
	3,317,751		BBB-/B3	Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34		3,274,458
	605,699	0.56	BBB+/Ba1	Alternative Loan Trust 2004-2CB, Floating Rate Note, 3/25/34		598,462
	904,521		BB+/Ba2	Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34		908,161
	3,266,334		CCC/Caa3	Alternative Loan Trust 2005-1CB, 5.5%, 3/25/35		2,811,510
	1,853,045		AA+/Baa1	Alternative Loan Trust Resecuritization 2003-23T2R, 4.25%, 9/25/33		1,874,874
	3,446,627	2.35	AA+/Ba1	American Home Mortgage Investment Trust 2005-1, Floating Rate Note, 6/25/45		3,443,886
	484,051	2.14	BBB+/Baa1	Ares VR CLO, Ltd., Floating Rate Note, 2/24/18 (144A)		475,205
	3,744,770		A+/Baa2	Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33		4,066,299
	3,956,815		NR/Baa2	Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33		4,061,389
	1,342,186		NR/B2	Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34		1,313,592
	2,384,636		NR/Ba3	Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20		2,420,167
	1,079,214		NR/Ba2	Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34		1,115,018
	337,253		NR/B3	Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19		345,583
	1,348,628		NR/B2	Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34		1,333,315
	2,672,705		NR/B2	Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34		2,711,801
	3,777,516		NR/Ba3	Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19		3,846,187
	2,966,435		CCC/B2	Banc of America Funding 2005-5 Trust, 5.5%, 9/25/35		3,024,014
	4,238,335		CCC/NR	Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36		4,152,627
	2,037,316	0.30	BB-/A	Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A)		2,017,317
	107,483	0.26	AAA/NR	Banc of America Funding 2010-R4 Trust, Floating Rate Note, 9/26/46 (144A)		107,422
	2,988,678	2.77	NR/Baa3	Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33		2,995,614
	3,167,298	2.77	NR/Baa3	Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33		3,156,273
	5,440,328	2.80	NR/Ba2	Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33		5,439,871
	1,127,132	2.70	AA+/NR	Banc of America Mortgage 2004-E Trust, Floating Rate Note, 6/25/34		1,130,353
	736,467	3.04	NR/Ba3	Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35		726,933
	2,072,695	5.09	BBB+/NR	Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35		2,049,385
	4,070,284		A+/NR	Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35		4,174,996
	576,244		B-/NR	Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19		585,858
	118,888		AA+/Baa1	Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20		119,123
	43,360,548		NR/Caa2	Bayview Commercial Asset Trust, 3.855%, 9/25/37 (Step) (144A) (f)		2,601,633
	25,616,465		NR/Caa2	Bayview Commercial Asset Trust, 4.69517%, 7/25/37 (Step) (144A) (f)		512,329
	1,448,448	2.98	NR/NR	Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A)		1,433,095
	1,383,298	2.50	NR/NR	BCAP LLC 2010-RR10 Trust, Floating Rate Note, 12/27/34 (144A)		1,392,554
	1,609,582	2.62	A+/Baa3	Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33		1,587,603
	710,157	0.66	AAA/Baa1	Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35		675,647
	1,287,143	2.35	AA+/Baa2	Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33		1,262,234
	444,855	2.74	A+/Ba3	Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33		440,921
	1,214,560	4.91	CCC/B2	Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35		1,216,786
	3,748,918	3.08	BBB+/Ba1	Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34		3,807,903
	1,698,132	7.41	BBB+/Aaa	Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A)		1,724,859
	320,547		A+/Baa1	Chase Mortgage Finance Trust Series 2003-S11, 5.0%, 10/25/33		325,823
	15,072	3.01	B-/B1	CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33		14,418
	1,402,948		NR/Ba2	CHL Mortgage Pass-Through Trust 2004-J2, 5.5%, 3/25/34		1,440,689
	1,108,996		NR/Caa1	CHL Mortgage Pass-Through Trust 2005-19, 5.5%, 8/25/35		1,093,147
	5,976		NR/B1	Citicorp Mortgage Securities Trust Series 2006-1, 5.0%, 2/25/36		6,161
	118,736		NR/Ba1	Citicorp Mortgage Securities Trust Series 2007-2, 5.5%, 2/25/22		120,292
	85,880		NR/Baa1	Citigroup Mortgage Loan Trust, Inc., 6.75%, 8/25/34		90,386
	1,333,343	2.63	CCC/NR	Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 9/25/35		1,295,624
	4,500,000	4.65	AA-/A1	City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A)		4,543,276
	238,630	6.85	B/NR	COMM 2000-C1 Mortgage Trust, Floating Rate Note, 8/15/33 (144A)		233,163
	878,016	0.30	AA-/A1	COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A)		867,086
	581,244	5.15	NR/A2	COMM 2011-FL1 Mortgage Trust, Floating Rate Note, 7/17/28 (144A)		586,741
	3,650,000		NR/Aaa	COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45		3,524,911
	1,900,000		NR/Aaa	COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45		1,873,411
	1,275,000		NR/Aa2	COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/15/45		1,278,736
	4,047,000		AAA/Aaa	COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45		3,895,930
	2,365,416		AAA/Aaa	COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/15/45		2,229,194
	1,550,000	4.93	NR/Aa2	COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/10/44		1,615,951
	8,000,000		AAA/Aaa	COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46		7,495,136
	2,575,000		NR/Aaa	Commercial Mortgage Pass Through Certificates, 2.822%, 11/15/45		2,420,443
	13,453,894		NR/Baa1	Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40		14,341,555
	790,485		D/NR	Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20		790,609
	2,842,844	6.01	CCC-/Caa1	Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/15/36 (144A)		2,910,029
	2,657,856	2.55	BBB+/Ba1	Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33		2,621,630
	5,501,815	2.57	BBB+/B1	Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34		5,468,705
	6,850,000		NR/A2	Crown Castle Towers LLC, 4.883%, 8/15/20 (144A)		7,186,506
	783,806		NR/Caa1	CSMC Mortgage-Backed Trust 2007-3, 5.0%, 4/25/37		759,919
	3,017,034	1.16	NR/NR	CSMC Series 2010-14R, Floating Rate Note, 11/26/37 (144A)		2,820,927
	2,950,000	5.56	A/A2	DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/10/46 (144A)		3,182,563
	6,767,000	5.42	NR/Aa2	DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A)		7,398,165
	2,842,000	2.12	BBB-/NR	Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A)		2,819,909
	2,119,907		NR/NR	Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34		2,162,765
	2,204,872	0.42	NR/NR	Federal Home Loan Mortgage Corp. REMICS, Floating Rate Note, 11/15/36		2,199,924
	5,065,000	4.16	NR/Baa2	Federal Home Loan Mortgage Corp., Floating Rate Note, 9/25/44 (144A)		4,886,813
	2,523,159		NR/NR	Federal National Mortgage Association REMICS, 3.5%, 1/25/29		193,207
	4,635,000		NR/NR	Federal National Mortgage Association REMICS, 4.5%, 6/25/29		5,011,872
	737,655		NR/NR	Federal National Mortgage Association REMICS, 5.0%, 9/25/39		755,199
	1,162,591	5.25	NR/Ba1	First Horizon Mortgage Pass-Through Trust 2004-AR5, Floating Rate Note, 10/25/34		1,138,752
	89,445		B-/NR	First Horizon Mortgage Pass-Through Trust 2005-5, 5.5%, 10/25/35		89,264
	2,448,433	2.65	BB-/B1	First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35		2,435,331
	3,859,087	2.56	B-/NR	First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35		3,596,410
	3,900,000	5.44	NR/A3	FREMF Mortgage Trust 2010-K7, Floating Rate Note, 4/25/20 (144A)		4,159,970
	1,980,000	5.24	A+/NR	FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A)		2,085,011
	4,160,000	5.19	NR/NR	FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A)		4,360,163
	5,600,000	4.62	NR/NR	FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A)		5,666,668
	2,400,000	4.42	A+/NR	FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A)		2,410,267
	3,953,000	4.35	NR/A3	FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A)		3,925,890
	2,200,000	5.16	AA+/A3	FREMF Mortgage Trust 2011-K14, Floating Rate Note, 2/25/47 (144A)		2,300,588
	6,175,000	4.77	NR/A3	FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A)		6,522,233
	5,450,000	4.89	NR/A3	FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A)		5,770,269
	6,500,000	3.87	NR/NR	FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A)		5,833,158
	25,000	3.76	NR/NR	FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/25/45 (144A)		23,472
	1,000,000	3.20	A-/Baa2	FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/25/45 (144A)		953,455
	2,750,000	3.49	NR/A2	FREMF Mortgage Trust Class B, Floating Rate Note, 11/25/46 (144A)		2,834,766
	3,661,000	3.82	NR/NR	FREMF Mortgage Trust Class B, Floating Rate Note, 6/25/47 (144A)		3,619,429
	4,100,000	4.29	A-/NR	FREMF Mortgage Trust Class B, Floating Rate Note, 7/25/48 (144A)		4,256,862
	3,600,000	3.49	NR/Baa1	FREMF Mortgage Trust Class C, Floating Rate Note, 11/25/46 (144A)		3,572,024
	2,435,000	3.82	NR/NR	FREMF Mortgage Trust Class C, Floating Rate Note, 6/25/47 (144A)		2,271,302
	4,775,000	4.29	BBB/NR	FREMF Mortgage Trust Class C, Floating Rate Note, 7/25/48 (144A)		4,759,715
	3,368,885	0.34	A/Aa3	GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A)		3,046,601
	5,489,134		BB/Caa3	Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A)		5,391,219
	3,018,796	4.74	CCC/NR	GMACM Mortgage Loan Trust 2005-AR2, Floating Rate Note, 5/25/35		2,948,489
	8,209,309		NR/NR	Government National Mortgage Association, 3.0%, 4/20/41		8,447,125
	9,820,000		NR/NR	Government National Mortgage Association, 4.5%, 9/20/39		10,308,918
	1,575,000		NR/NR	Government National Mortgage Association, 4.973%, 4/16/42		1,696,853
	46,506,176	1.24	NR/NR	Government National Mortgage Association, Floating Rate Note, 10/16/43		2,327,262
	23,819,675	1.05	NR/Aaa	Government National Mortgage Association, Floating Rate Note, 10/16/52		1,208,277
	49,189,095	1.03	NR/NR	Government National Mortgage Association, Floating Rate Note, 2/16/53		3,991,351
	34,960,114	1.05	NR/NR	Government National Mortgage Association, Floating Rate Note, 3/16/53		2,729,546
	53,793,911	1.08	NR/NR	Government National Mortgage Association, Floating Rate Note, 8/16/52		3,821,842
	53,411,774	1.07	NR/NR	Government National Mortgage Association, Floating Rate Note, 9/16/52		4,478,417
	1,424,335		A-/Ba1	GS Mortgage Securities Corp II Series 2005-GG4, 4.782%, 7/10/39		1,430,502
	5,800,000	2.77	NR/Baa3	GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A)		5,764,220
	4,500,000		AA-/NR	GS Mortgage Securities Corp. II, 3.682%, 2/10/46 (144A)		4,232,817
	4,000,000		NR/Aaa	GS Mortgage Securities Corp. II, 5.56%, 11/10/39		4,385,928
	7,000,000		AAA/NR	GS Mortgage Securities Trust 2013-GCJ12, 3.135%, 6/10/46		6,621,510
	897,951	5.71	B/NR	GSR Mortgage Loan Trust 2004-3F, Floating Rate Note, 2/25/34		798,761
	3,029,941		BB-/NR	GSR Mortgage Loan Trust 2005-1F, 6.0%, 2/25/35		3,059,750
	1,285,513	2.62	BBB+/NR	GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35		1,283,613
	223,932	2.39	AA+/Baa2	HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34		218,353
	1,731,087	0.80	BBB/Ba3	Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34		1,609,371
	1,980,934	0.88	BBB/Baa2	Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34		1,878,385
	3,389,434	0.96	BB+/Ba1	Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34		3,209,225
	11,171,114	0.90	BBB+/A3	Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34		10,519,592
	3,468,041	0.92	B/Ba3	Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35		3,035,781
	6,130,520	0.68	BB+/Baa1	Impac CMB Trust Series 2005-2, Floating Rate Note, 4/25/35		5,586,835
	62,101	0.96	AAA/Aaa	Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34		59,649
	2,414,641	0.51	AAA/Aaa	Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36		2,341,270
	5,405,470	0.36	BB+/Baa2	Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36		4,930,551
	6,944,736	3.17	AAA/NR	Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A)		6,509,961
	1,004,236	2.59	NR/NR	Jefferies & Co., Inc., Floating Rate Note, 5/26/37 (144A)		1,004,969
	3,187,692	0.53	NR/Ba1	JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A)		3,020,813
	4,400,000		AAA/NR	JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A)		4,631,664
	1,300,000	5.51	A/NR	JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A)		1,408,896
	5,200,000		NR/Aaa	JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46		5,460,702
	4,000,000	3.98	AA/NR	JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A)		3,882,860
	6,500,000	1.97	A-/NR	JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A)		6,467,078
	736,341	2.84	A+/NR	JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34		732,379
	3,211,537		B-/Ba2	JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34		3,303,988
	1,797,580	2.26	BBB+/Ba1	JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35		1,780,138
	1,530,348	5.07	NR/Caa1	JP Morgan Mortgage Trust 2005-A7, Floating Rate Note, 10/25/35		1,553,073
	4,010,474	3.50	AAA/NR	JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A)		3,863,979
	3,941,095	3.72	AAA/NR	JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A)		3,670,156
	1,621,651	3.00	NR/NR	La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A)		1,691,332
	3,010,000		NR/Baa1	LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A)		3,010,000
	694,040	1.07	BBB+/Aa2	Lehman Brothers Floating Rate Commercial Mortgage Trust 2007-LLF C5, Floating Rate Note, 6/15/22 (144A)		692,129
	2,166,340	0.36	BBB+/Aa3	Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A)		1,977,716
	2,763	1.01	AAA/Aaa	Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 Class 1A2, Floating Rate Note, 10/25/37 (144A)		2,758
	1,562,523	1.11	A+/Aa1	Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 Class 1A4, Floating Rate Note, 10/25/37 (144A)		1,550,804
	2,128,472	0.38	A+/Aa1	Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A)		2,000,908
	2,540,251	0.41	A+/Aa1	Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A)		2,254,211
	4,920,000	5.43	NR/A2	LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A)		5,186,108
	947,431	2.11	A+/Baa2	MASTR Adjustable Rate Mortgages Trust 2003-3, Floating Rate Note, 9/25/33		934,769
	1,072,450		AA+/Baa1	MASTR Alternative Loan Trust 2003-5, 6.5%, 6/25/33		1,092,031
	2,824,383		BB+/NR	MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19		2,896,348
	1,027,528		B+/NR	MASTR Alternative Loan Trust 2004-13, 5.5%, 1/25/35		1,048,319
	1,414,201	6.02	A+/NR	MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35		1,466,942
	7,057,807		B-/NR	MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34		7,242,799
	3,664,063		A+/NR	MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35		3,666,705
	1,841,160	6.60	A-/NR	MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32		1,925,544
	1,348,769	2.38	BBB/B1	Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35		1,347,845
	3,540,523	0.62	A+/Baa1	Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A, Floating Rate Note, 4/25/29		3,318,550
	1,151,347	0.78	BB+/B2	Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D, Floating Rate Note, 9/25/29		984,745
	4,685,222	2.53	BBB+/NR	Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2, Floating Rate Note, 2/25/35		4,671,996
	5,000,000		BBB-/NR	Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44		5,393,145
	340,000		BB+/NR	Morgan Stanley Capital I Trust 2007-IQ13, 5.406%, 3/15/44		369,578
	2,887,509	0.27	AA+/Aaa	Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A)		2,832,586
	11,000,000		NR/NR	Morgan Stanley Re-REMIC Trust 2010-R9, 5.0%, 11/26/36 (144A)		11,112,614
	5,113,028	3.75	AAA/NR	Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A)		5,250,404
	3,124,115		A+/A3	Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step)		3,216,311
	1,301,000	4.42	BBB/Baa3	NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A)		1,313,490
	2,920,925	0.41	BB+/B2	Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 12/25/35		2,853,808
	2,009,701		NR/A2	PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A)		2,049,208
	750,434		AA+/Baa1	RALI Series 2002-QS14 Trust, 5.5%, 9/25/32		767,147
	279,781		A+/Aa3	RALI Series 2003-QS1 Trust, 5.0%, 1/25/33		282,999
	784,050		B/B1	RALI Series 2003-QS11 Trust, 5.25%, 6/25/33		804,865
	723,844		NR/Ba1	RALI Series 2003-QS14 Trust, 5.0%, 7/25/18		737,319
	2,549,777		NR/B3	RALI Series 2004-QS16 Trust, 5.5%, 12/25/34		2,617,836
	569,270		NR/Ba3	RALI Series 2004-QS3 Trust, 5.0%, 3/25/19		590,455
	2,185,545	0.66	BB+/NR	RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34		2,070,801
	2,000,000		B+/B1	RALI Series 2004-QS5 Trust, 5.75%, 4/25/34		2,003,054
	1,032,777	0.76	BB+/Ba3	RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34		987,098
	1,599,799	0.74	A+/A2	RAMP Series 2004-SL1 Trust, Floating Rate Note, 10/25/31		1,178,196
	2,247,945		NR/Baa3	RCMC LLC, 5.62346%, 11/15/44 (144A)		2,250,000
	5,088,976	1.57	B-/Ba3	RESI Finance LP, Floating Rate Note, 9/10/35 (144A)		4,523,586
	1,087,913		B-/NR	Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35		1,105,716
	2,581,034	0.61	BBB+/NR	Residential Asset Securitization Trust 2004-A7, Floating Rate Note, 10/25/34		2,288,694
	4,672,258		CCC/NR	Residential Asset Securitization Trust 2005-A9, 5.5%, 7/25/35		4,540,566
	4,950,000	N/A	NR/NR	Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A)		4,950,000
	4,675,688		NR/B3	RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35		4,716,782
	45,503		CCC/NR	RFMSI Series 2005-S6 Trust, 5.25%, 8/25/35		45,590
	1,314,408	0.79	AA+/Baa3	Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33		1,290,501
	1,125,219	0.52	A+/Baa2	Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34		1,051,205
	2,973,102	0.51	A+/Baa2	Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34		2,763,061
	1,910,210	0.39	BBB+/Ba3	Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35		1,734,073
	5,265,895	0.37	BBB+/Ba3	Sequoia Mortgage Trust 2005-3, Floating Rate Note, 5/20/35		4,681,834
	3,510,776	3.00	AAA/NR	Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43		3,227,737
	3,567,570	2.25	NR/Aaa	Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43		3,373,973
	3,804,173	3.00	NR/Aaa	Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43		3,497,040
	829,245		NR/Baa3	SMA Issuer I LLC, 3.5%, 8/20/25 (144A)		831,040
	900,000		A+/NR	Spirit Master Funding LLC, 3.8868%, 12/20/43		901,125
	1,261,247		BB+/Baa2	Spirit Master Funding LLC, 5.74%, 3/20/25 (144A)		1,245,592
	1,100,000	5.30	BBB/NR	Springleaf Mortgage Loan Trust 2012-3, Floating Rate Note, 12/25/59 (144A)		1,110,654
	1,177,794	2.87	BB/Ba2	Structured Adjustable Rate Mortgage Loan Trust Class 1A1, Floating Rate Note, 3/25/34		1,172,159
	2,977,390	2.37	BBB-/B3	Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35		2,889,855
	27,821	2.53	AA+/Baa3	Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34		27,800
	5,093,771	0.91	A+/Ba1	Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33		4,794,038
	2,029,504		CC/Caa2	Structured Asset Securities Corp Trust 2005-15, 6.0%, 8/25/35		1,895,153
	3,847,638	2.65	A+/Baa3	Structured Asset Securities Corp. Mortgage Certificates Series 2003-31A, Floating Rate Note, 10/25/33		3,867,596
	3,552,355	2.60	AA+/Baa3	Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-22A, Floating Rate Note, 6/25/33		3,538,718
	1,676,667	2.46	A+/Ba2	Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-24A, Floating Rate Note, 7/25/33		1,657,911
	3,952,580	0.81	NR/NR	Structured Asset Securities Corp. Reverse Mortgage Loan Trust 2002-RM1, Floating Rate Note, 10/25/37 (144A)		3,895,762
	3,961,377	1.77	AA+/Baa3	Thornburg Mortgage Securities Trust Class II2A, Floating Rate Note, 3/25/44		3,822,748
	3,413,160	4.00	AAA/Ba1	Thornburg Mortgage Securities Trust Class II4A, Floating Rate Note, 3/25/44		3,390,514
	750,000		AAA/Aa1	TimberStar Trust 1, 5.668%, 10/15/36 (144A)		818,411
	6,646,000		BB/B1	TimberStar Trust 1, 7.5296%, 10/15/36 (144A)		6,777,205
	1,539,885		NR/NR	VOLT XV LLC, 3.22162%, 5/27/53 (Step) (144A)		1,534,111
	777,821	2.21	NR/Ba3	WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust, Floating Rate Note, 2/27/34		630,247
	404,822	0.58	BBB+/Ba3	WaMu Mortgage Pass-Through Certificates Series 2004-AR12 Trust, Floating Rate Note, 10/25/44		375,317
	594,536	2.42	A+/Ba3	WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust, Floating Rate Note, 8/25/34		589,504
	2,101,318	2.49	BBB/NR	WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35		2,083,532
	5,512,848	2.41	B-/NR	WaMu Mortgage Pass-Through Certificates Series 2005-AR7 Trust, Floating Rate Note, 8/25/35		5,404,978
	15,019,534	2.41	BBB+/NR	WaMu Mortgage Pass-Through Certificates, Floating Rate Note, 1/25/35		14,936,777
	1,775,000	4.69	NR/A3	Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/15/45		1,742,109
	4,800,000	5.58	NR/A2	Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/15/43 (144A)		5,164,781
	687,729	2.53	A+/Baa1	Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33		674,596
	1,640,315	2.63	AA+/Baa1	Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34		1,667,446
	2,479,640		BBB+/Ba2	Wells Fargo Mortgage Backed Securities 2005-9 Trust, 5.25%, 10/25/35		2,546,290
	1,704,553	2.63	A+/NR	Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35		1,703,760
	456,749	4.99	NR/Ba2	Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35		465,209
	1,200,000	5.39	NR/A2	WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A)		1,268,297
	2,000,000	5.25	NR/Baa1	WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/15/44 (144A)		2,029,572
				TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
				(Cost $657,793,006)	$	655,870,963
				CORPORATE BONDS - 46.2%
				Energy - 4.3%
				Oil & Gas Drilling - 0.1%
	4,400,000		B-/B3	Offshore Group Investment, Ltd., 7.5%, 11/1/19	$	4,785,000
	2,250,000		BBB+/Baa1	Pride International, Inc., 6.875%, 8/15/20		2,694,098
					$	7,479,098
				Oil & Gas Equipment & Services - 0.3%
	61,000		BB-/Ba3	CGG SA, 9.5%, 5/15/16	$	64,202
	1,710,000		B/B1	Expro Finance Luxembourg SCA, 8.5%, 12/15/16 (144A)		1,782,675
	7,300,000		BB/Ba3	Exterran Holdings, Inc., 7.25%, 12/1/18		7,710,625
	90,000		BBB-/Ba2	SESI LLC, 7.125%, 12/15/21		100,350
	3,825,000		BBB-/Baa2	Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42		3,832,420
	4,070,000		BBB-/Baa2	Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19		5,229,396
					$	18,719,668
				Oil & Gas Exploration & Production - 2.0%
	5,605,000		B-/B3	Carrizo Oil & Gas, Inc., 8.625%, 10/15/18	$	6,067,412
	3,475,000		B-/B3	Chaparral Energy, Inc., 7.625%, 11/15/22		3,718,250
	5,125,000		BB+/Ba3	Concho Resources, Inc., 6.5%, 1/15/22		5,547,812
	3,230,000		NR/A1	Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A)		3,528,775
	16,950,000		B+/B3	Energy XXI Gulf Coast, Inc., 7.5%, 12/15/21 (144A)		17,670,375
	9,850,000		B/B2	EP Energy LLC, 9.375%, 5/1/20		11,364,438
	4,520,072		B/B3	EPE Holdings LLC, 8.875%, 12/15/17 (144A) (PIK)		4,644,374
	765,000		BBB/Baa1	Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A)		900,788
	5,768,000		BB/Ba3	Hilcorp Energy I LP, 7.625%, 4/15/21 (144A)		6,258,280
	3,500,000		BBB-/Baa3	KazMunayGas National Co JSC, 4.4%, 4/30/23 (144A)		3,246,250
	1,900,000		B/B3	Kodiak Oil & Gas Corp., 5.5%, 1/15/21		1,895,250
	85,000		B/B3	Kodiak Oil & Gas Corp., 8.125%, 12/1/19		94,350
	3,220,000		B-/Caa1	Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A)		3,252,200
	100,000		B+/B1	Linn Energy LLC, 7.0%, 11/1/19 (144A)		101,000
	3,374,000		B+/B1	Linn Energy LLC, 8.625%, 4/15/20		3,643,920
	4,600,000		NR/NR	National JSC Naftogaz of Ukraine, 9.5%, 9/30/14		4,582,060
	6,125,000		BBB-/Ba1	Newfield Exploration Co., 5.625%, 7/1/24		6,094,375
	15,700,000		BBB-/Baa3	Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A)		14,444,000
	4,420,000		B/B3	Oasis Petroleum, Inc., 6.875%, 3/15/22 (144A)		4,685,200
	3,375,000		BB+/Ba2	Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A)		3,400,312
	165,000		BBB/Baa3	Plains Exploration & Production Co., 6.75%, 2/1/22		181,751
	4,060,000		BBB/Baa3	Plains Exploration & Production Co., 8.625%, 10/15/19		4,454,880
	870,000		BB-/B2	Rosetta Resources, Inc., 5.625%, 5/1/21		867,825
	1,395,000		BBB/Baa1	Rosneft Finance SA, 6.625%, 3/20/17 (144A)		1,541,475
	1,770,000		BBB/Baa1	Rosneft Finance SA, 7.25%, 2/2/20 (144A)		1,997,888
	1,250,000		BBB/Baa1	Rosneft Finance SA, 7.875%, 3/13/18 (144A)		1,443,750
	4,710,000		CCC+/B3	Samson Investment Co., 10.5%, 2/15/20 (144A)		5,133,900
	1,860,000		B-/B2	SandRidge Energy, Inc., 7.5%, 3/15/21		1,948,350
	1,840,000		B-/B2	SandRidge Energy, Inc., 8.125%, 10/15/22		1,950,400
	4,650,000		B+/B3	Swift Energy Co., 7.875%, 3/1/22		4,603,500
	1,551,995		NR/Baa2	Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A)		1,578,472
	3,650,000		B/B3	Vanguard Natural Resources LLC, 7.875%, 4/1/20		3,832,500
	3,170,000		B/B3	W&T Offshore, Inc., 8.5%, 6/15/19		3,352,275
					$	138,026,387
				Oil & Gas Refining & Marketing - 0.3%
	1,600,000		BBB+/A2	Motiva Enterprises LLC, 5.75%, 1/15/20 (144A)	$	1,816,987
	3,125,000		BBB+/Baa2	Reliance Holdings USA, Inc., 4.5%, 10/19/20 (144A)		3,087,778
	25,000		BBB-/Baa3	Sunoco, Inc., 9.625%, 4/15/15		27,635
	9,480,000		BB+/Ba2	Tesoro Corp., 5.375%, 10/1/22		9,598,500
	4,414,000		BBB/Baa2	Valero Energy Corp., 9.375%, 3/15/19		5,688,697
					$	20,219,597
				Oil & Gas Storage & Transportation - 1.5%
	1,770,000		BBB-/Baa3	Buckeye Partners LP, 6.05%, 1/15/18	$	1,978,182
	4,290,000		BBB-/Baa2	DCP Midstream LLC, 9.75%, 3/15/19 (144A)		5,337,777
	17,150,000	5.85	BB/Baa3	DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A)		15,949,500
	4,234,000	3.26	NR/NR	Energy Transfer Partners LP, Floating Rate Note, 11/1/66		3,852,940
	3,683,000	8.38	BBB-/Baa2	Enterprise Products Operating LLC, Floating Rate Note, 8/1/66		4,080,764
	15,875,000		BB/Ba3	Gibson Energy, Inc., 6.75%, 7/15/21 (144A)		16,787,812
NOK	32,000,000	6.90	NR/NR	Golar LNG Partners LP, Floating Rate Note, 10/12/17		5,423,238
	11,960,000		BBB/Baa2	Kinder Morgan Energy Partners LP, 4.15%, 3/1/22		11,872,991
	5,225,000		BBB/Baa2	Kinder Morgan Energy Partners LP, 5.95%, 2/15/18		5,937,664
	12,650,000		BB+/Ba3	Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 (144A)		12,365,375
	2,140,000		BBB-/Baa2	Spectra Energy Capital LLC, 6.75%, 7/15/18		2,455,646
	10,390,000		BBB-/Baa3	Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42		10,608,055
	8,880,000		BBB-/Baa3	The Williams Companies, Inc., 7.75%, 6/15/31		9,521,322
					$	106,171,266
				Coal & Consumable Fuels - 0.1%
	4,260,000		B-/B3	Alpha Natural Resources, Inc., 6.0%, 6/1/19	$	3,674,250
	1,860,000		B-/B3	Alpha Natural Resources, Inc., 6.25%, 6/1/21		1,590,300
	3,650,000		CC/Ca	Bumi Capital Pte, Ltd., 12.0%, 11/10/16 (144A)		2,463,750
	2,425,000		CC/Ca	Bumi Investment Pte, Ltd., 10.75%, 10/6/17 (144A)		1,649,000
					$	9,377,300
				Total Energy	$	299,993,316
				Materials - 4.4%
				Commodity Chemicals - 0.3%
	2,885,000		BBB-/NR	Basell Finance Co BV, 8.1%, 3/15/27 (144A)	$	3,642,858
	2,690,000		BBB-/Baa3	Braskem Finance, Ltd., 7.375%, (Perpetual) (144A)		2,528,600
	3,590,000		CCC+/B3	Hexion US Finance Corp., 8.875%, 2/1/18		3,729,112
	4,845,000		BBB-/Baa1	LyondellBasell Industries NV, 5.0%, 4/15/19		5,380,959
	3,875,000		BB-/B2	Rain CII Carbon LLC, 8.0%, 12/1/18 (144A)		4,010,625
					$	19,292,154
				Diversified Chemicals - 0.1%
	4,140,000		BBB/Baa2	Eastman Chemical Co., 4.8%, 9/1/42	$	3,909,162
EURO	1,650,459		B-/Caa1	INEOS Group Holdings SA, 7.875%, 2/15/16 (144A)		2,286,402
					$	6,195,564
				Fertilizers & Agricultural Chemicals - 0.1%
	3,650,000		BB/NR	EuroChem Mineral & Chemical Co OJSC via EuroChem GI, Ltd., 5.125%, 12/12/17 (144A)	$	3,663,688
	5,550,000		NR/Baa3	Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A)		5,501,438
					$	9,165,126
				Specialty Chemicals - 0.0% †
	1,375,000		B/B1	Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A)	$	1,326,875
				Construction Materials - 0.3%
	5,098,000		B+/NR	Cemex Espana Luxembourg, 9.875%, 4/30/19 (144A)	$	5,824,465
	3,400,000		B+/NR	Cemex SAB de CV, 7.25%, 1/15/21 (144A)		3,519,000
	2,000,000		B+/NR	Cemex SAB de CV, 9.0%, 1/11/18 (144A)		2,195,000
	4,700,000	5.25	B+/NR	Cemex SAB de CV, Floating Rate Note, 9/30/15 (144A)		4,852,750
	1,900,000		BBB/Baa2	Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A)		2,147,494
	23,000		NR/NR	Indalex Holding Corp., 2/1/14 (d) (e)		172
	1,680,000		B-/Caa2	Texas Industries, Inc., 9.25%, 8/15/20		1,871,100
					$	20,409,981
				Metal & Glass Containers - 0.5%
	1,690,000		B-/B3	AEP Industries, Inc., 8.25%, 4/15/19	$	1,816,750
EURO	100,000		CCC+/Caa1	Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A)		145,750
EURO	1,070,000		B+/Ba3	Ardagh Glass Finance Plc, 9.25%, 7/1/16 (144A)		1,544,812
	5,400,000		CCC+/Caa1	Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A)		5,454,000
	7,250,000		CCC+/Caa1	Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A)		7,938,750
EURO	11,058,000		CCC+/Caa1	Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A)		16,535,166
					$	33,435,228
				Paper Packaging - 0.2%
EURO	3,425,000		BBB-/Baa3	Mondi Consumer Packaging International AG, 9.75%, 7/15/17 (144A)	$	5,133,595
	5,795,000		CCC+/Caa2	Reynolds Group Issuer, Inc., 9.875%, 8/15/19		6,446,938
					$	11,580,533
				Diversified Metals & Mining - 1.1%
	3,900,000		BB+/Baa3	AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22	$	3,363,750
	6,715,000		BB+/Baa3	AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20		6,278,525
	6,230,000		BB/Ba3	Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A)		5,669,300
	11,200,000		BBB/Baa3	Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23		10,591,224
	27,140,000		BB+/Ba1	Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A)		21,947,277
	11,775,000		BB-/B1	KGHM International, Ltd., 7.75%, 6/15/19 (144A)		12,422,625
	5,850,000		BB/Ba3	Vedanta Resources Plc, 6.0%, 1/31/19 (144A)		5,659,875
	3,635,000		BB/Ba3	Vedanta Resources Plc, 8.25%, 6/7/21 (144A)		3,648,631
	4,040,000		BB/Ba3	Vedanta Resources Plc, 9.5%, 7/18/18 (144A)		4,484,400
	3,360,000		BB+/Baa3	Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A)		3,091,200
					$	77,156,807
				Gold - 0.2%
	2,400,000		BB/Ba3	Eldorado Gold Corp., 6.125%, 12/15/20 (144A)	$	2,310,000
	7,300,000		BBB+/Baa2	Goldcorp, Inc., 3.7%, 3/15/23		6,528,806
	2,475,000		BB-/B1	IAMGOLD Corp., 6.75%, 10/1/20 (144A)		2,128,500
					$	10,967,306
				Precious Metals & Minerals - 0.2%
	3,175,000		BB-/Ba3	ALROSA Finance SA, 7.75%, 11/3/20 (144A)	$	3,519,488
	100,000		BB-/Ba3	ALROSA Finance SA, 8.875%, 11/17/14 (144A)		106,000
	7,550,000		BBB/Baa2	Fresnillo Plc, 5.5%, 11/13/23 (144A)		7,323,500
					$	10,948,988
				Steel - 1.1%
	3,645,000		BBB-/Baa3	Allegheny Technologies, Inc., 9.375%, 6/1/19	$	4,453,293
	2,950,000		BB+/Ba1	ArcelorMittal, 5.75%, 8/5/20		3,134,375
	10,385,000		BB+/Ba1	ArcelorMittal, 6.0%, 3/1/21		11,008,100
	5,470,000		BB+/Ba1	ArcelorMittal, 6.125%, 6/1/18		6,003,325
	135,000		B/Caa1	Atkore International, Inc., 9.875%, 1/1/18		145,125
	2,140,000		BB+/Ba2	Commercial Metals Co., 7.35%, 8/15/18		2,439,600
	5,660,000		B/B3	Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A)		5,348,700
	2,145,000		CCC/Caa2	Essar Steel Algoma, Inc., 9.875%, 6/15/15 (144A)		1,308,450
	8,725,000		B-/Caa1	Ferrexpo Finance Plc, 7.875%, 4/7/16 (144A)		8,463,250
	5,175,000		BBB/Baa2	Glencore Funding LLC, 4.125%, 5/30/23 (144A)		4,836,115
	6,200,000		BB-/Ba2	Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A)		6,014,000
	5,555,000		NR/Caa1	Metinvest BV, 10.25%, 5/20/15 (144A)		5,624,438
	5,675,000		NR/Caa1	Metinvest BV, 8.75%, 2/14/18 (144A)		5,334,500
	7,600,000		BBB/NR	Samarco Mineracao SA, 4.125%, 11/1/22 (144A)		6,840,000
	3,900,000		BBB/NR	Samarco Mineracao SA, 5.75%, 10/24/23 (144A)		3,861,000
	4,738,000		B/B3	Severstal Columbus LLC, 10.25%, 2/15/18		5,022,280
					$	79,836,551
				Paper Products - 0.3%
	2,500,000		BBB/NR	Inversiones CMPC SA, 4.375%, 5/15/23 (144A)	$	2,329,840
	8,625,000		BBB/Baa3	Inversiones CMPC SA, 4.5%, 4/25/22 (144A)		8,190,007
	11,110,000		BB-/Ba3	Resolute Forest Products, Inc., 5.875%, 5/15/23 (144A)		10,276,750
	2,100,000		BB/Ba2	Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A)		2,068,500
					$	22,865,097
				Total Materials	$	303,180,210
				Capital Goods - 2.1%
				Building Products - 0.5%
	3,665,000		BB+/Ba3	Building Materials Corp. of America, 6.75%, 5/1/21 (144A)	$	3,967,362
	3,438,000		BBB-/Ba3	Masco Corp., 5.85%, 3/15/17		3,773,205
	14,465,000		BBB-/Ba3	Masco Corp., 7.125%, 3/15/20		16,511,928
	8,525,000	5.75	BBB+/Baa2	Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53		8,972,562
					$	33,225,057
				Construction & Engineering - 0.2%
	3,500,000		BB-/Ba3	Dycom Investments, Inc., 7.125%, 1/15/21	$	3,771,250
	3,400,000		B/B2	Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A)		3,357,500
	8,825,000		B/B2	Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A)		8,604,375
					$	15,733,125
				Electrical Components & Equipment - 0.1%
	3,349,000		B/B2	Coleman Cable, Inc., 9.0%, 2/15/18	$	3,516,450
	3,500,000		B-/B3	WireCo WorldGroup, Inc., 9.5%, 5/15/17		3,626,875
					$	7,143,325
				Industrial Conglomerates - 0.2%
	4,200,000		BB/NR	Magnesita Finance, Ltd., 8.625%, 12/31/49 (Perpetual) (144A)	$	4,032,000
	2,450,000		B-/B3	Park-Ohio Industries, Inc., 8.125%, 4/1/21		2,695,000
	4,485,000		BBB+/Baa2	Tyco Electronics Group SA, 6.55%, 10/1/17		5,132,616
					$	11,859,616
				Construction & Farm Machinery & Heavy Trucks - 0.4%
	200,000		A/A2	Caterpillar Financial Services Corp., 7.05%, 10/1/18	$	241,298
	1,125,000		B/B2	Commercial Vehicle Group, Inc., 7.875%, 4/15/19		1,122,188
	14,150,000		A/A3	Cummins, Inc., 5.65%, 3/1/98		13,565,350
	1,385,000		A/A3	Cummins, Inc., 6.75%, 2/15/27		1,615,180
	11,805,000		CCC-/B3	Navistar International Corp., 8.25%, 11/1/21		12,218,175
					$	28,762,191
				Industrial Machinery - 0.2%
	2,950,000		B/B3	Boart Longyear Management Pty, Ltd., 7.0%, 4/1/21 (144A)	$	2,205,125
	1,755,000		BBB-/Baa2	Flowserve Corp., 3.5%, 9/15/22		1,653,210
	150,000		B/B1	Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A)		167,250
	4,465,000		B/Caa1	Mueller Water Products, Inc., 7.375%, 6/1/17		4,576,625
	3,870,000		BBB/Baa2	Valmont Industries, Inc., 6.625%, 4/20/20		4,342,020
	7,010,000		CCC+/NR	WPE International Cooperatief UA, 10.375%, 9/30/20 (144A)		4,538,975
					$	17,483,205
				Trading Companies & Distributors - 0.5%
	3,775,000		BB+/Ba3	Aircastle, Ltd., 6.25%, 12/1/19	$	4,043,969
	2,900,000		BB+/Ba3	Aircastle, Ltd., 7.625%, 4/15/20		3,255,250
	3,700,000		BB+/NR	Aviation Capital Group Corp., 4.625%, 1/31/18 (144A)		3,830,321
	12,763,000		BB+/NR	Aviation Capital Group Corp., 6.75%, 4/6/21 (144A)		13,878,907
	6,865,000		BBB/Baa2	GATX Corp., 6.0%, 2/15/18		7,660,633
					$	32,669,080
				Total Capital Goods	$	146,875,599
				Commercial Services & Supplies - 0.1%
				Environmental & Facilities Services - 0.1%
	6,050,000		B-/Caa2	Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A)	$	6,065,125
				Total Commercial Services & Supplies	$	6,065,125
				Transportation - 0.8%
				Air Freight & Logistics - 0.0% †
	355,000		CCC-/Caa2	CEVA Group Plc, 11.625%, 10/1/16 (144A)	$	370,975
	2,500,000		CCC+/B2	CEVA Group Plc, 8.375%, 12/1/17 (144A)		2,612,500
					$	2,983,475
				Airlines - 0.3%
	2,000,000		A-/Baa2	Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A)	$	1,950,000
	548,623		BB/Ba1	Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18		582,912
	100,000		B+/B1	Continental Airlines 2012-3 Class C Pass Thru Certificates, 6.125%, 4/29/18		104,500
	50,000		BBB/Ba2	Delta Air Lines 2010-1 Class B Pass Through Trust, 6.375%, 1/2/16 (144A)		53,125
	2,400,234		A+/Baa1	Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 11/23/19		2,586,252
	2,795,000		BBB+/Ba1	Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26		2,595,856
	4,965,000		BB-/NR	TAM Capital 3, Inc., 8.375%, 6/3/21 (144A)		5,163,600
	6,200,000		B/B2	United Continental Holdings, Inc., 6.0%, 7/15/26		5,332,000
	5,000,000		B/B2	United Continental Holdings, Inc., 8.0%, 7/15/24		5,015,000
					$	23,383,245
				Railroads - 0.1%
	3,750,000		BB-/NR	Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A)	$	3,356,250
				Trucking - 0.2%
	1,602,000		BBB-/Baa2	Asciano Finance, Ltd., 4.625%, 9/23/20 (144A)	$	1,603,660
	4,200,000		BBB-/Baa2	Asciano Finance, Ltd., 5.0%, 4/7/18 (144A)		4,452,949
	7,125,735		NR/Caa2	Inversiones Alsacia SA, 8.0%, 8/18/18 (144A)		5,166,158
	2,050,000		BBB/A3	Transnet SOC, Ltd., 4.0%, 7/26/22 (144A)		1,804,410
					$	13,027,177
				Airport Services - 0.1%
	6,000,000		BB-/Ba3	Aeropuertos Dominicanos Siglo XXI SA, 9.25%, 11/13/19 (144A)	$	5,910,000
	1,100,000		B/B2	Aguila 3 SA, 7.875%, 1/31/18 (144A)		1,166,000
					$	7,076,000
				Highways & Railtracks - 0.1%
MXN	87,500,000		BBB/NR	Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A)	$	5,990,267
				Total Transportation	$	55,816,414
				Automobiles & Components - 0.1%
				Automobile Manufacturers - 0.1%
	3,000,000		B/B1	Chrysler Group LLC, 8.25%, 6/15/21	$	3,412,500
	1,390,000		BBB+/Baa1	Hyundai Motor Manufacturing Czech s.r.o., 4.5%, 4/15/15 (144A)		1,447,422
					$	4,859,922
				Total Automobiles & Components	$	4,859,922
				Consumer Durables & Apparel - 0.7%
				Home Furnishings - 0.1%
	3,450,000		BBB/Baa3	Mohawk Industries, Inc., 3.85%, 2/1/23	$	3,277,500
				Homebuilding - 0.3%
	5,880,000		BB-/B2	Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A)	$	5,909,400
	3,460,000		BB-/B2	Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A)		3,589,750
	3,140,000		NR/C	Desarrolladora Homex SAB de CV, 12/11/19 (144A) (d) (e)		353,250
	5,065,000		NR/C	Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) (e)		569,812
	7,780,000		BB/Ba2	DR Horton, Inc., 5.75%, 8/15/23		7,916,150
	1,500,000		B/B2	KB Home, 8.0%, 3/15/20		1,657,500
	3,975,000		NR/Ca	Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) (e)		576,375
	2,275,000		NR/Ca	Urbi Desarrollos Urbanos SAB de CV, 9.5%, 1/21/20 (144A) (e)		329,875
					$	20,902,112
				Household Appliances - 0.1%
	7,600,000		BB+/NR	Arcelik AS, 5.0%, 4/3/23 (144A)	$	6,558,800
				Housewares & Specialties - 0.2%
	9,539,000		BB+/NR	Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A)	$	10,635,985
	4,075,000		B+/B1	Reynolds Group Issuer, Inc., 7.125%, 4/15/19		4,339,875
					$	14,975,860
				Total Consumer Durables & Apparel	$	45,714,272
				Consumer Services - 1.1%
				Casinos & Gaming - 0.6%
EURO	3,750,000		B+/B3	Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A)	$	5,465,625
EURO	7,630,000	8.25	BB/Ba2	Gtech Spa, Floating Rate Note, 3/31/66 (144A)		11,383,006
	120,000		BBB/Baa2	International Game Technology, 7.5%, 6/15/19		139,640
	904,655		NR/NR	Mashantucket Western Pequot Tribe, 6.5%, 7/1/36		124,390
EURO	4,166,000		CCC/Caa1	Peermont Global Pty, Ltd., 7.75%, 4/30/14		5,756,891
	3,774,000		B/B2	Scientific Games International, Inc., 9.25%, 6/15/19		4,047,615
	5,420,000		BBB-/NR	Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A)		5,081,250
	11,470,000		BBB-/NR	Wynn Las Vegas LLC, 5.375%, 3/15/22		11,584,700
					$	43,583,117
				Education Services - 0.4%
	4,550,000		NR/Aa2	Bowdoin College, 4.693%, 7/1/12	$	3,604,091
	5,600,000		AAA/Aaa	President and Fellows of Harvard College, 2.3%, 10/1/23		4,999,232
	14,800,000		AA-/Aa2	Tufts University, 5.017%, 4/15/12		13,431,918
	5,100,000		AAA/Aaa	William Marsh Rice University, 4.626%, 5/15/63		4,631,061
					$	26,666,302
				Specialized Consumer Services - 0.1%
	3,322,000		BB-/B1	Service Corp International United States, 8.0%, 11/15/21	$	3,811,995
				Total Consumer Services	$	74,061,414
				Media - 0.5%
				Broadcasting - 0.5%
	10,705,000		BB-/B1	CCO Holdings LLC, 6.625%, 1/31/22	$	11,026,150
	3,775,000		BB-/B1	CCO Holdings LLC, 7.375%, 6/1/20		4,086,438
	6,600,000		NR/Baa3	Myriad International Holdings BV, 6.375%, 7/28/17 (144A)		7,350,750
EURO	1,600,000		B+/B1	Nara Cable Funding II, Ltd., 8.5%, 3/1/20 (144A)		2,552,000
	3,000,000		B+/B1	Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A)		3,225,000
EURO	2,160,000		B+/B1	Nara Cable Funding, Ltd., 8.875%, 12/1/18 (144A)		3,219,718
					$	31,460,056
				Cable & Satellite - 0.0% †
	1,100,000		BBB/Baa2	Time Warner Cable, Inc., 8.25%, 4/1/19	$	1,288,656
	640,000		BBB/Baa2	Time Warner Cable, Inc., 8.75%, 2/14/19		763,419
					$	2,052,075
				Total Media	$	33,512,131
				Retailing - 0.2%
				Internet Retail - 0.2%
	9,760,000		BBB-/Ba1	Expedia, Inc., 5.95%, 8/15/20	$	10,564,009
				Total Retailing	$	10,564,009
				Food & Staples Retailing - 0.1%
				Drug Retail - 0.1%
	5,653,214		BBB+/Baa1	CVS Pass-Through Trust, 5.773%, 1/10/33 (144A)	$	5,936,175
	1,051,215		BBB+/Baa1	CVS Pass-Through Trust, 6.036%, 12/10/28		1,156,457
					$	7,092,632
				Total Food & Staples Retailing	$	7,092,632
				Food, Beverage & Tobacco - 1.8%
				Soft Drinks - 0.2%
	10,260,000		BB/NR	Ajecorp BV, 6.5%, 5/14/22 (144A)	$	10,183,050
	2,795,000		BB/Ba2	Central American Bottling Corp., 6.75%, 2/9/22 (144A)		2,850,900
	3,800,000		NR/Baa3	Coca-Cola Icecek AS, 4.75%, 10/1/18 (144A)		3,866,956
					$	16,900,906
				Agricultural Products - 0.2%
	12,880,000		BBB/Baa2	Viterra, Inc., 5.95%, 8/1/20 (144A)	$	13,679,809
				Packaged Foods & Meats - 1.2%
	50,000		B/B2	Agrokor dd, 8.875%, 2/1/20 (144A)	$	53,502
	750,000		BB/Ba3	Bertin SA, 10.25%, 10/5/16 (144A)		836,250
	3,500,000		BBB-/Baa3	BRF SA, 3.95%, 5/22/23 (144A)		3,027,500
	7,810,000		BBB-/Baa3	BRF SA, 5.875%, 6/6/22 (144A)		7,794,380
	8,000,000		B+/B1	CFG Investment SAC, 9.75%, 7/30/19 (144A)		7,680,000
	1,038,898		NR/NR	Independencia International, Ltd., 12/30/16 (144A) (d) (e)		2,597
	3,713,000		BB/Ba3	JBS Finance II, Ltd., 8.25%, 1/29/18 (144A)		3,898,650
	5,100,000		BB/NR	JBS Investments GmbH, 7.75%, 10/28/20 (144A)		5,151,000
	4,650,000		BB/Ba3	JBS USA LLC, 8.25%, 2/1/20 (144A)		5,045,250
	4,400,000		B/B2	Marfrig Holding Europe BV, 11.25%, 9/20/21 (144A)		4,202,000
	4,150,000		B/B2	Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A)		3,859,500
	9,500,000		B/B2	Marfrig Holding Europe BV, 9.875%, 7/24/17 (144A)		9,381,250
	6,750,000		B/B2	Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A)		6,277,500
	10,800,000		B-/NR	MHP SA, 8.25%, 4/2/20 (144A)		9,587,160
	5,000,000		BB-/B1	Minerva Luxembourg SA, 12.25%, 2/10/22 (144A)		5,750,000
	6,600,000		BB-/B1	Minerva Luxembourg SA, 7.75%, 1/31/23 (144A)		6,550,500
	3,305,000		BBB-/Baa1	Mondelez International, Inc., 6.5%, 2/9/40		3,949,478
					$	83,046,517
				Tobacco - 0.2%
	10,630,000		B-/Caa1	Alliance One International, Inc., 9.875%, 7/15/21	$	9,965,625
	4,700,000		BBB-/Baa2	Lorillard Tobacco Co., 3.75%, 5/20/23		4,278,734
					$	14,244,359
				Total Food, Beverage & Tobacco	$	127,871,591
				Household & Personal Products - 0.2%
				Personal Products - 0.2%
	16,255,000		BBB-/Baa2	Avon Products, Inc., 5.0%, 3/15/23	$	15,803,452
				Total Household & Personal Products	$	15,803,452
				Health Care Equipment & Services - 0.3%
				Health Care Services - 0.2%
	11,400,000		A+/A1	Catholic Health Initiatives, 4.35%, 11/1/42	$	9,889,534
	5,413,000		CCC+/Caa2	Gentiva Health Services, Inc., 11.5%, 9/1/18		5,588,922
					$	15,478,456
				Health Care Facilities - 0.1%
	3,800,000		BB/Ba3	HCA, Inc., 6.5%, 2/15/20	$	4,175,250
				Total Health Care Equipment & Services	$	19,653,706
				Pharmaceuticals, Biotechnology & Life Sciences - 0.2%
				Biotechnology - 0.1%
	5,540,000		BBB/Baa3	Warner Chilcott Co. LLC, 7.75%, 9/15/18	$	5,997,050
				Pharmaceuticals - 0.1%
	8,085,000		B/B1	Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A)	$	8,873,288
				Total Pharmaceuticals, Biotechnology & Life Sciences	$	14,870,338
				Banks - 5.3%
				Diversified Banks - 3.6%
TRY	11,000,000		NR/Baa2	Akbank TAS, 7.5%, 2/5/18 (144A)	$	4,376,501
NOK	70,000,000		AAA/Aaa	Asian Development Bank, 3.375%, 5/20/14		11,581,435
	6,400,000	7.38	BBB-/NR	Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A)		6,694,134
	1,753,000	9.75	BBB-/NR	Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A)		2,002,802
	10,210,000	6.88	BBB/Ba1	Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A)		10,694,975
	9,400,000	6.25	BB/NR	Banco do Brasil SA, Floating Rate Note, 12/31/49 (Perpetual) (144A)		7,261,500
	2,400,000		NR/Ba1	Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A)		2,370,000
	8,060,000		NR/B1	Banco GNB Sudameris SA, 7.5%, 7/30/22 (144A)		8,281,650
	5,000,000		NR/Baa3	Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A)		4,900,000
	50,000		BBB+/NR	BBVA Banco Continental SA, 5.0%, 8/26/22 (144A)		50,000
	23,300,000		NR/Baa2	BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A)		24,581,500
EURO	5,150,000		NR/NR	Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 6.875%, 3/19/20		8,007,945
	8,500,000		BB-/B1	CorpGroup Banking SA, 6.75%, 3/15/23 (144A)		8,186,308
	1,900,000		A+/Aa3	Export-Import Bank of Korea, 5.875%, 1/14/15		1,996,662
	11,000,000		A/A2	HSBC Bank Plc, 7.65%, 5/1/25		13,522,839
NOK	167,500,000		AAA/Aaa	International Bank for Reconstruction & Development, 3.25%, 4/14/14		27,658,618
AUD	50,000		AAA/Aaa	International Bank for Reconstruction & Development, 5.75%, 10/21/19		48,188
	11,625,000		BBB/Baa2	Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A)		11,961,486
	3,925,000		BBB/Baa2	Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A)		4,297,808
	7,915,000	2.64	BBB/Baa2	Intesa Sanpaolo S.p.A., Floating Rate Note, 2/24/14 (144A)		7,938,136
	3,275,000		BBB/Baa2	Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A)		3,621,950
	17,800,000		A/Baa1	Nordea Bank AB, 4.25%, 9/21/22 (144A)		17,600,106
	2,668,421	2.99	A/NR	SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A)		2,660,906
	11,145,000	4.50	NR/Baa3	Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A)		9,751,875
	6,900,000		A+/A2	Standard Chartered Plc, 3.85%, 4/27/15 (144A)		7,164,926
	5,400,000		A-/A3	Standard Chartered Plc, 3.95%, 1/11/23 (144A)		5,008,619
TRY	14,400,000		NR/Baa2	Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A)		5,629,360
	5,100,000		NR/Ba1	Turkiye Is Bankasi, 6.0%, 10/24/22 (144A)		4,574,700
	7,800,000		NR/Baa2	VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A)		8,287,500
	15,600,000		BBB-/Ba1	VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A)		15,990,000
	2,450,000	7.98	BBB+/Baa3	Wells Fargo & Co., Floating Rate Note, 12/31/49 (Perpetual)		2,731,750
					$	249,434,179
				Regional Banks - 1.2%
	6,843,000		NR/Baa3	Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A)	$	6,945,645
	1,500,000		A-/NR	CoBank ACB, 7.875%, 4/16/18 (144A)		1,802,926
	2,885,000		A/A2	Mellon Funding Corp., 5.5%, 11/15/18		3,267,006
	1,809,000		A-/A3	PNC Bank NA, 6.0%, 12/7/17		2,061,439
	16,036,000		BBB-/Baa2	Santander Bank NA, 8.75%, 5/30/18		19,267,960
	15,605,000	4.46	BBB/Baa3	The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)		15,565,988
	24,810,000	6.75	BBB/Baa3	The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)		25,814,805
	8,085,000	4.85	BBB/Baa3	The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual)		7,240,118
	2,195,000		A+/A1	Wachovia Bank NA, 6.0%, 11/15/17		2,532,810
	660,000	5.57	BBB+/Baa3	Wachovia Capital Trust III, Floating Rate Note, 12/31/49 (Perpetual)		603,900
					$	85,102,597
				Thrifts & Mortgage Finance - 0.5%
	12,500,000		BB-/Ba3	Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A)	$	13,328,125
	1,650,000		BB+/Ba1	Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A)		1,831,500
RUB	246,800,000		BB+/Ba1	Alfa Bank OJSC Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A)		7,502,378
	10,175,000		BBB-/Baa2	Astoria Financial Corp., 5.0%, 6/19/17		10,914,102
	1,970,000		BBB/Baa2	Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15		2,034,319
					$	35,610,424
				Total Banks	$	370,147,200
				Diversified Financials - 7.2%
				Other Diversified Financial Services - 2.6%
	9,380,000		BBB+/Baa2	Alterra Finance LLC, 6.25%, 9/30/20	$	10,553,297
	16,860,000		A-/NR	Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A)		16,573,650
	12,945,000	5.95	BB+/Ba3	Citigroup, Inc., Floating Rate Note (Perpetual)		11,978,656
	8,925,000	5.35	BB+/Ba3	Citigroup, Inc., Floating Rate Note (Perpetual)		7,836,150
	9,825,000	7.88	NR/NR	Credit Suisse Group Guernsey I, Ltd., Floating Rate Note, 2/24/41		10,684,688
	9,400,000		NR/Caa1	DTEK Finance Plc, 7.875%, 4/4/18 (144A)		8,695,000
	6,250,000		BBB/NR	Fixed Income Trust Series 2013-A, 10/15/97 (Step) (144A) (c) (d)		3,443,187
	18,800,000	7.12	AA-/Baa1	General Electric Capital Corp., Floating Rate Note (Perpetual)		21,009,000
	2,400,000	5.25	AA-/Baa1	General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual)		2,256,000
	2,550,000		BBB+/Baa1	Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A)		2,712,993
	2,700,000	5.65	BB/Ba1	ING US, Inc., Floating Rate Note, 5/15/53		2,625,750
NZD	15,300,000		A/A3	JPMorgan Chase & Co., 4.25%, 11/2/18		11,867,429
	20,727,000	7.90	BBB/Ba1	JPMorgan Chase & Co., Floating Rate Note (Perpetual)		22,851,518
	13,860,000	5.15	BBB/Ba1	JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual)		12,439,350
	3,766,000		NR/NR	KANE-PI1, Floating Rate Note, 4/7/15		3,766,000
	21,530,000		A/NR	KKR Group Finance Co. II LLC, 5.5%, 2/1/43 (144A)		20,496,388
	5,351,000	7.70	BBB/NR	Tiers Trust, Floating Rate Note, 10/15/97 (144A) (c)		3,424,876
	5,500,000	3.50	BB+/NR	Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A)		5,597,350
					$	178,811,282
				Multi-Sector Holdings - 0.2%
	4,710,000		BBB/NR	Gruposura Finance, 5.7%, 5/18/21 (144A)	$	4,874,850
	11,820,000		AA/Aa3	IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A)		12,883,800
					$	17,758,650
				Specialized Finance - 0.5%
	7,180,000		BBB+/Baa1	BM&FBovespa SA, 5.5%, 7/16/20 (144A)	$	7,521,050
	18,870,000		BBB-/NR	Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A)		19,813,500
	3,705,000		BBB+/NR	Corp Financiera de Desarrollo SA, 4.75%, 2/8/22 (144A)		3,658,688
	6,400,000		BBB+/Baa2	LeasePlan Corp NV, 2.5%, 5/16/18 (144A)		6,222,080
					$	37,215,318
				Consumer Finance - 0.2%
	2,030,000		BBB/Baa1	Capital One Bank USA NA, 8.8%, 7/15/19	$	2,580,278
	1,240,000		BBB+/Baa1	Hyundai Capital America, 3.75%, 4/6/16 (144A)		1,298,751
	1,200,000		BBB+/Baa1	Hyundai Capital America, 4.0%, 6/8/17 (144A)		1,263,524
	1,825,000		B+/B1	Jefferies Finance LLC, 7.375%, 4/1/20 (144A)		1,898,000
	4,559,000	4.00	BBB-/Ba1	SLM Corp., Floating Rate Note, 7/25/14		4,561,462
					$	11,602,015
				Asset Management & Custody Banks - 0.8%
	8,324,000	7.52	BBB+/Baa2	Ameriprise Financial, Inc., Floating Rate Note, 6/1/66	$	9,218,830
	9,800,000		BBB/NR	Ares Capital Corp., 4.875%, 11/30/18		10,030,947
	5,375,000		A+/NR	Blackstone Holdings Finance Co. LLC, 4.75%, 2/15/23 (144A)		5,569,656
	19,000		A-/A3	Eaton Vance Corp., 6.5%, 10/2/17		21,566
	5,650,000		NR/B2	Intercorp Retail Trust, 8.875%, 11/14/18 (144A)		5,918,375
	4,500,000		BBB-/Baa3	Janus Capital Group, Inc., 6.7%, 6/15/17		5,011,096
	4,350,000		BB+/Ba1	Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A)		4,567,500
	10,175,000		BBB/NR	Prospect Capital Corp., 5.875%, 3/15/23		9,857,652
	5,450,000	4.50	BBB/Baa2	The Bank of New York Mellon Corp., Floating Rate Note (Perpetual)		4,945,875
					$	55,141,497
				Investment Banking & Brokerage - 2.9%
	25,900,000	4.00	BB+/Ba2	Goldman Sachs Capital II, Floating Rate Note, 12/1/49 (Perpetual)	$	18,207,700
	4,660,000		BBB/Baa3	Jefferies Group LLC, 5.125%, 4/13/18		5,038,625
	11,890,000		BBB/Baa3	Jefferies Group LLC, 6.875%, 4/15/21		13,543,067
	5,945,000		BBB/A3	Macquarie Group, Ltd., 6.0%, 1/14/20 (144A)		6,566,490
	7,750,000		BBB/A3	Macquarie Group, Ltd., 6.25%, 1/14/21 (144A)		8,566,532
	5,460,000		BBB/A3	Macquarie Group, Ltd., 7.625%, 8/13/19 (144A)		6,539,005
	932,000		A-/Baa2	Merrill Lynch & Co., Inc., 5.0%, 2/3/14		935,419
	17,800,000		BBB+/Baa3	Merrill Lynch & Co., Inc., 7.75%, 5/14/38		22,980,957
	8,500,000		BBB-/Baa2	MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A)		8,446,875
	13,200,000		BBB+/Baa3	Morgan Stanley, 4.1%, 5/22/23		12,774,313
	4,400,000		BBB+/Baa3	Morgan Stanley, 4.875%, 11/1/22		4,504,108
	11,000,000		A-/Baa2	Morgan Stanley, 5.5%, 7/28/21		12,292,038
	9,000,000		BBB/Baa2	Raymond James Financial, Inc., 4.25%, 4/15/16		9,520,479
	17,423,000		NR/Baa3	Scottrade Financial Services, Inc., 6.125%, 7/11/21 (144A)		17,205,300
	45,000		A/A3	TD Ameritrade Holding Corp., 5.6%, 12/1/19		51,944
	7,400,000		BBB+/Baa2	The Goldman Sachs Group, Inc., 6.45%, 5/1/36		7,924,793
	5,400,000		BBB+/Baa2	The Goldman Sachs Group, Inc., 6.75%, 10/1/37		6,007,743
	32,775,000		BBB-/NR	UBS AG, 7.625%, 8/17/22		37,537,699
					$	198,643,087
				Diversified Capital Markets - 0.0% †
	1,600,000	7.50	BB-/NR	Credit Suisse Group AG, Floating Rate Note, 12/31/49 (Perpetual) (144A)	$	1,690,000
				Total Diversified Financials	$	500,861,849
				Insurance - 6.9%
				Insurance Brokers - 0.2%
	6,850,000		BBB-/Baa3	Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A)	$	7,776,298
	100,000		CCC+/Caa2	Onex USI Acquisition Corp., 7.75%, 1/15/21 (144A)		102,250
GBP	2,125,000		NR/B1	Towergate Finance Plc, 8.5%, 2/15/18 (144A)		3,722,915
					$	11,601,463
				Life & Health Insurance - 1.4%
	125,000		BB/Ba3	CNO Financial Group, Inc., 6.375%, 10/1/20 (144A)	$	133,125
	10,110,000		BBB+/NR	Delphi Financial Group, Inc., 7.875%, 1/31/20		11,756,444
	3,200,000		BBB-/Baa3	Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A)		3,529,443
	2,600,000		A-/Baa1	Lincoln National Corp., 8.75%, 7/1/19		3,346,606
	11,955,000	6.05	BBB/Baa3	Lincoln National Corp., Floating Rate Note, 4/20/67		11,865,338
	2,787,000	7.00	BBB/Baa3	Lincoln National Corp., Floating Rate Note, 5/17/66		2,839,256
	7,387,000		BBB/Baa2	MetLife, Inc., 10.75%, 8/1/69		10,895,825
	5,875,000		BBB/Baa2	MetLife, Inc., 6.4%, 12/15/66		6,036,562
	7,805,000		A-/Baa2	Protective Life Corp., 7.375%, 10/15/19		9,518,877
	11,240,000	5.62	BBB+/Baa2	Prudential Financial, Inc., Floating Rate Note, 6/15/43		11,015,200
	5,969,000	8.88	BBB+/Baa2	Prudential Financial, Inc., Floating Rate Note, 6/15/68		7,259,796
	7,575,000	5.88	BBB+/Baa2	Prudential Financial, Inc., Floating Rate Note, 9/15/42		7,698,094
	2,600,000		A/Baa1	Torchmark Corp., 3.8%, 9/15/22		2,523,674
	3,400,000		BBB/Baa2	Unum Group, 5.625%, 9/15/20		3,726,893
	4,700,000		BBB/Baa2	Unum Group, 5.75%, 8/15/42		4,803,109
					$	96,948,242
				Multi-line Insurance - 0.6%
	10,060,000		BBB/A3	AXA SA, 8.6%, 12/15/30	$	12,386,375
	8,845,000		BBB-/Baa3	Genworth Holdings, Inc., 7.2%, 2/15/21		10,270,938
	6,970,000		BBB-/Baa2	Liberty Mutual Group, Inc., 5.0%, 6/1/21 (144A)		7,310,052
	1,560,000		BBB-/Baa2	Liberty Mutual Group, Inc., 7.3%, 6/15/14 (144A)		1,603,549
	9,885,000		BBB/Baa2	Liberty Mutual Insurance Co., 7.697%, (Perpetual) (144A)		10,082,166
	1,000,000		A/A2	Metropolitan Life Insurance Co., 7.7%, 11/1/15 (144A)		1,098,632
					$	42,751,712
				Property & Casualty Insurance - 1.0%
	5,750,000		NR/Baa3	First American Financial Corp., 4.3%, 2/1/23	$	5,476,818
	12,255,000		BBB-/Baa2	OneBeacon US Holdings, Inc., 4.6%, 11/9/22		12,023,748
	11,849,000	6.80	BBB/Ba1	QBE Capital Funding II LP, Floating Rate Note (Perpetual) (144A)		11,730,510
	5,100,000		A-/Baa2	QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A)		4,899,570
	12,600,000		BBB-/Baa3	The Hanover Insurance Group, Inc., 6.375%, 6/15/21		13,784,324
	6,267,000		BBB-/Baa3	The Hanover Insurance Group, Inc., 7.5%, 3/1/20		7,414,105
	14,559,000	6.50	BBB/Ba1	XL Group Plc, Floating Rate Note (Perpetual)		14,322,416
					$	69,651,491
				Reinsurance - 3.7%
	7,500,000	6.38	NR/NR	Aquarius + Investments Plc for Swiss Reinsurance Co., Ltd., Floating Rate Note, 9/1/24	$	7,781,250
	3,250,000	4.25	BB+/NR	Armor Re, Ltd., Floating Rate Note, 5/14/14 (Cat Bond) (144A)		3,271,125
	500,000	3.68	BB/NR	Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A)		506,300
	1,400,000	8.25	BB-/NR	Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A)		1,447,880
	5,200,000	4.30	BB+/NR	Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A)		5,252,520
	400,000	6.24	BB+/NR	Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A)		413,200
	1,400,000	2.56	BB+/NR	Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A)		1,400,280
	4,433,000	5.29	BB-/NR	Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A)		4,494,175
	5,050,000	6.85	NR/NR	Caelus Re, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A)		5,219,175
	3,900,000	4.74	NR/Baa1	Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A)		3,981,900
	3,150,000	10.28	BB-/NR	Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A)		3,310,965
	900,000	9.03	BB-/NR	Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A)		931,410
	850,000	9.06	BB/NR	East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A)		923,440
	2,650,000	6.71	BB/NR	East Lane Re, Ltd., Floating Rate Note, 3/13/15 (Cat Bond) (144A)		2,750,700
	1,000,000	5.81	BB+/NR	East Lane Re, Ltd., Floating Rate Note, 3/14/14 (Cat Bond) (144A)		1,006,900
	750,000	6.67	BB-/NR	Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/4/16 (Cat Bond) (144A)		761,775
	5,300,000	5.24	BB+/NR	Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A)		5,475,430
	2,625,000	17.79	B+/NR	Everglades Re, Ltd., Floating Rate Note, 4/30/14 (Cat Bond) (144A)		2,755,200
	4,500,000	5.07	BB+/NR	Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A)		4,612,950
	4,675,000	5.80	BB/NR	Foundation Re III, Ltd., Floating Rate Note, 2/3/14 (Cat Bond) (144A)		4,687,622
	6,150,000	7.40	NR/NR	Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A)		6,309,285
	400,000	13.56	B-/NR	Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A)		421,440
	3,200,000	8.41	BB-/NR	Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A)		3,318,400
	3,850,000	4.04	BB+/NR	Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A)		3,905,825
	7,250,000	6.02	BB/NR	Lodestone Re, Ltd., Floating Rate Note, 1/8/14 (Cat Bond) (144A)		7,250,725
	5,200,000	7.27	BB/NR	Lodestone Re, Ltd., Floating Rate Note, 1/8/14 (Cat Bond) (144A)		5,201,040
	1,700,000	N/A	NR/NR	Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A)		1,700,170
	5,000,000	4.08	BB/NR	Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A)		5,057,000
	11,560,000		BBB/NR	Montpelier Re Holdings, Ltd., 4.7%, 10/15/22		11,342,626
	3,600,000	12.04	B/NR	Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A)		3,839,040
	1,850,000	9.04	BB/NR	Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A)		1,935,285
	3,100,000	8.61	B+/NR	Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A)		3,233,920
	250,000	11.84	B-/NR	Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A)		263,025
	250,000	8.74	NR/Ba3	Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A)		265,800
	12,025,000		BBB/NR	Platinum Underwriters Finance, Inc., 7.5%, 6/1/17		13,256,757
	1,000,000	N/A	NR/NR	Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A)		998,800
	3,200,000	7.56	BB-/NR	Queen Street II Capital, Ltd., Floating Rate Note, 4/9/14 (Cat Bond) (144A)		3,231,040
	3,150,000	7.56	BB-/NR	Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A)		3,233,475
	3,400,000	8.56	BB-/NR	Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A)		3,523,080
	700,000	10.60	B/NR	Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A)		736,470
	4,800,000	8.66	B/NR	Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A)		4,969,920
	8,470,000		A-/Baa1	Reinsurance Group of America, Inc., 6.45%, 11/15/19		9,766,850
	7,100,000	8.80	B+/NR	Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)		7,567,890
	4,000,000	9.06	BB-/NR	Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A)		4,275,200
	2,750,000	8.96	NR/NR	Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A)		2,918,300
	7,100,000	5.82	BB/NR	Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A)		7,401,040
	4,500,000	8.07	BB/NR	Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A)		4,979,700
	250,000	N/A	NR/NR	Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A)		249,675
	2,000,000	9.32	B-/NR	Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A)		2,067,800
	3,000,000	3.54	BB+/NR	Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)		2,983,800
	7,650,000	4.00	BB/NR	Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A)		7,593,390
	22,798		NR/NR	Sector Re V, Ltd., 12/1/17 (Cat Bond) (144A) (d)		-
	3,650,000		NR/NR	Sector Re V, Ltd., 12/1/18 (Cat Bond) (144A) (d)		3,667,155
	5,600,000		NR/NR	Sector Re V, Ltd., 3/1/18 (Cat Bond) (144A) (d)		6,576,640
	3,500,000		NR/NR	Silverton RE, Ltd., 9/16/16 (Cat Bond) (144A) (d)		3,505,600
	6,200,000		BBB/Baa3	Sirius International Group, Ltd., 6.375%, 3/20/17 (144A)		6,720,068
	12,390,000	7.51	BB+/Ba2	Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A)		12,767,499
	750,000	13.07	NR/NR	Successor X, Ltd. Class IV-AL3, Floating Rate Note, 2/25/14 (Cat Bond) (144A)		760,350
	5,490,000	9.30	B/NR	Successor X, Ltd. Class IV-E3, Floating Rate Note, 2/25/14 (Cat Bond) (144A)		5,536,116
	3,150,000	11.04	NR/B2	Successor X, Ltd., Floating Rate Note, 1/27/15 (Cat Bond) (144A)		3,298,365
	1,750,000	16.30	NR/NR	Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A)		1,826,825
	725,000	11.32	B-/NR	Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A)		765,382
	2,000,000	8.66	B+/NR	Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A)		2,127,800
	250,000	6.25	NR/NR	Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A)		250,275
	7,880,000		BBB+/Baa2	Validus Holdings, Ltd., 8.875%, 1/26/40		10,404,784
	2,200,000	2.79	BBB+/NR	Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A)		2,242,020
	6,215,000	5.88	NR/NR	Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A)		6,121,775
					$	261,351,619
				Total Insurance	$	482,304,527
				Real Estate - 2.6%
				Diversified REIT - 0.5%
	6,300,000		BBB/Baa2	Digital Realty Trust LP, 3.625%, 10/1/22	$	5,627,645
	3,125,000		BBB/Baa2	Digital Realty Trust LP, 5.25%, 3/15/21		3,189,356
	1,445,000		BBB/Baa2	Digital Realty Trust LP, 5.875%, 2/1/20		1,537,272
	9,250,000		BBB/Baa2	Goodman Funding Pty, Ltd., 6.0%, 3/22/22 (144A)		9,958,420
	12,525,000		BBB/Baa2	Goodman Funding Pty, Ltd., 6.375%, 4/15/21 (144A)		13,840,087
					$	34,152,780
				Industrial REIT - 0.1%
	7,300,000		BBB-/Baa2	DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 (144A)	$	7,093,330
				Office REIT - 0.8%
	4,802,000		BBB-/Baa2	Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23	$	4,474,643
	11,010,000		BBB-/Baa2	Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22		11,078,801
	3,865,000		BBB-/Baa3	BioMed Realty LP, 4.25%, 7/15/22		3,710,786
	6,450,000		BBB-/Baa3	Corporate Office Properties LP, 3.6%, 5/15/23		5,845,925
	9,205,000		BB/Ba1	DuPont Fabros Technology LP, 5.875%, 9/15/21		9,504,162
	9,060,000		BBB/Baa2	Highwoods Realty LP, 3.625%, 1/15/23		8,283,377
	5,975,000		BBB/Baa2	Mack-Cali Realty LP, 3.15%, 5/15/23		5,186,294
	980,000		BBB/Baa2	Mack-Cali Realty LP, 7.75%, 8/15/19		1,174,833
	11,130,000		BBB/Baa2	Piedmont Operating Partnership LP, 3.4%, 6/1/23		9,878,443
					$	59,137,264
				Retail REIT - 0.2%
	3,695,000		BBB-/Baa2	DDR Corp., 4.625%, 7/15/22	$	3,768,815
	1,261,000		BBB-/Baa2	DDR Corp., 4.75%, 4/15/18		1,360,289
	6,440,000		BBB-/Baa2	DDR Corp., 7.5%, 4/1/17		7,505,891
					$	12,634,995
				Specialized REIT - 1.0%
	3,205,000		BBB-/Baa3	CubeSmart LP, 4.8%, 7/15/22	$	3,291,993
	6,300,000		BBB/Baa2	Health Care Real Estate Investment Trust, Inc., 3.75%, 3/15/23		5,921,635
	5,000,000		BBB/Baa2	Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24		4,936,740
	3,150,000		BBB/Baa2	Health Care Real Estate Investment Trust, Inc., 5.25%, 1/15/22		3,356,750
	600,000		BBB/Baa2	Health Care Real Estate Investment Trust, Inc., 6.125%, 4/15/20		675,293
	3,370,000		BBB-/Baa3	Healthcare Realty Trust, Inc., 5.75%, 1/15/21		3,662,590
	5,555,000		BBB-/Baa3	Healthcare Realty Trust, Inc., 6.5%, 1/17/17		6,229,666
	15,725,000		BBB-/Baa2	Hospitality Properties Trust, 5.0%, 8/15/22		15,980,311
	2,205,000		BBB-/Baa2	Hospitality Properties Trust, 7.875%, 8/15/14		2,222,898
	2,061,000		BB-/B1	Sabra Health Care LP, 8.125%, 11/1/18		2,225,880
	11,518,000		BBB-/Baa3	Senior Housing Properties Trust, 6.75%, 4/15/20		12,789,242
	8,130,000		BBB+/Baa1	Ventas Realty LP, 4.75%, 6/1/21		8,529,354
					$	69,822,352
				Real Estate Operating Companies - 0.0% †
	50,000		CCC+/NR	IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A)	$	49,875
				Total Real Estate	$	182,890,596
				Software & Services - 0.3%
				Data Processing & Outsourced Services - 0.2%
	11,000,000		BB-/Ba2	Audatex North America, Inc., 6.0%, 6/15/21 (144A)	$	11,522,500
	1,640,000		B-/Caa1	First Data Corp., 8.25%, 1/15/21 (144A)		1,744,550
					$	13,267,050
				Home Entertainment Software - 0.1%
	6,015,000		BB+/Ba2	Activision Blizzard, Inc., 5.625%, 9/15/21 (144A)	$	6,225,525
				Total Software & Services	$	19,492,575
				Technology Hardware & Equipment - 0.5%
				Communications Equipment - 0.0% †
	1,500,000		BB+/Ba3	Brocade Communications Systems, Inc., 4.625%, 1/15/23 (144A)	$	1,387,500
				Computer Storage & Peripherals - 0.2%
	13,870,000		BBB-/Ba1	Seagate HDD Cayman, 4.75%, 6/1/23 (144A)	$	12,968,450
				Electronic Equipment Manufacturers - 0.1%
	6,375,000		BB-/B1	Viasystems, Inc., 7.875%, 5/1/19 (144A)	$	6,892,969
				Electronic Manufacturing Services - 0.2%
	4,615,000		BB+/Ba1	Flextronics International, Ltd., 4.625%, 2/15/20	$	4,499,625
	10,030,000		BB+/Ba1	Flextronics International, Ltd., 5.0%, 2/15/23		9,403,125
					$	13,902,750
				Total Technology Hardware & Equipment	$	35,151,669
				Semiconductors & Semiconductor Equipment - 0.1%
				Semiconductor Equipment - 0.1%
	4,090,000		BBB/Baa1	KLA-Tencor Corp., 6.9%, 5/1/18	$	4,785,877
				Semiconductors - 0.0% †
CNY	12,000,000		BB-/NR	LDK Solar Co, Ltd., 10.0%, 2/28/14 (e)	$	445,831
				Total Semiconductors & Semiconductor Equipment	$	5,231,708
				Telecommunication Services - 2.9%
				Integrated Telecommunication Services - 2.0%
	4,100,000		BB/Ba2	CenturyLink, Inc., 6.45%, 6/15/21	$	4,264,000
	3,510,000		BB/Ba2	CenturyLink, Inc., 7.6%, 9/15/39		3,123,900
	3,100,000		BB/Ba2	CenturyLink, Inc., 7.65%, 3/15/42		2,766,750
	10,771,000		B/B3	Cincinnati Bell, Inc., 8.375%, 10/15/20		11,659,608
	11,090,000		BB-/Ba2	Frontier Communications Corp., 8.5%, 4/15/20		12,420,800
	10,355,000		BB-/Ba2	Frontier Communications Corp., 8.75%, 4/15/22		11,494,050
	1,500,000		B+/B3	GCI, Inc., 8.625%, 11/15/19		1,593,750
	9,400,000		NR/Ba3	GTP Acquisition Partners I LLC, 7.628%, 6/15/16 (144A)		10,084,085
	3,168,375		NR/NR	GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A)		3,238,421
	8,065,000		NR/A2	GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A)		8,290,844
	9,080,000		BBB-/Baa3	Oi SA, 5.75%, 2/10/22 (144A)		8,353,600
	1,235,000		A/A2	Qtel International Finance, Ltd., 3.375%, 10/14/16 (144A)		1,293,712
	3,200,000		A/A2	Qtel International Finance, Ltd., 3.875%, 1/31/28 (144A)		2,720,000
	11,154,000		BBB/Baa2	Telefonica Emisiones SAU, 6.221%, 7/3/17		12,574,138
EURO	2,625,000		B+/B1	Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A)		3,898,125
	16,440,000		BBB+/Baa1	Verizon Communications, Inc., 6.55%, 9/15/43		19,234,126
	9,870,000		B/B1	Windstream Corp., 6.375%, 8/1/23		9,228,450
	8,680,000		B/B1	Windstream Corp., 7.75%, 10/15/20		9,211,650
	1,740,000		B/B1	Windstream Corp., 8.125%, 9/1/18		1,870,500
					$	137,320,509
				Wireless Telecommunication Services - 0.9%
	3,135,000		NR/A2	Crown Castle Towers LLC, 6.113%, 1/15/20 (144A)	$	3,515,373
	6,600,000		NR/B1	Digicel, Ltd., 8.25%, 9/1/17 (144A)		6,864,000
	7,500,000		B-/Caa1	Intelsat Jackson Holdings SA, 6.625%, 12/15/22 (144A)		7,725,000
	4,915,000		BB/Ba3	MetroPCS Wireless, Inc., 6.625%, 11/15/20		5,209,900
	6,500,000		BB/Ba3	MetroPCS Wireless, Inc., 7.875%, 9/1/18		6,979,375
	3,250,000		NR/NR	Richland Towers Funding LLC, 7.87%, 3/15/16 (144A)		3,446,124
	11,600,000		BB/Ba3	VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A)		12,117,592
RUB	430,000,000		BB/Ba3	VimpelCom Holdings BV, 9.0%, 2/13/18 (144A)		13,087,810
	6,650,000		NR/NR	WCP Wireless Site Funding, 6.829%, 11/15/15 (144A)		7,026,995
					$	65,972,169
				Total Telecommunication Services	$	203,292,678
				Utilities - 2.5%
				Electric Utilities - 1.2%
	4,246,000		BBB/Baa2	Commonwealth Edison Co., 6.95%, 7/15/18	$	4,838,644
	5,720,000		NR/Baa3	Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A)		6,663,800
	9,750,000		NR/Baa3	Dubai Electricity & Water Authority, 8.5%, 4/22/15 (144A)		10,593,375
	23,700,000	5.25	BBB+/A3	Electricite de France SA, Floating Rate Note (Perpetual) (144A)		23,569,650
	215,000		BBB/Baa2	Enel Finance International NV, 5.125%, 10/7/19 (144A)		229,545
	10,830,000	8.75	BB+/Ba1	Enel S.p.A., Floating Rate Note, 9/24/73 (144A)		11,776,185
	589,395		B-/Ba2	FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A)		565,819
	5,000,000		BB+/Baa3	Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A)		5,288,750
	4,150,000		BB+/Baa3	Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A)		4,511,050
	2,725,000		BB+/Baa3	Israel Electric Corp., Ltd., 7.25%, 1/15/19 (144A)		3,028,156
	1,330,000		BB+/Baa3	Israel Electric Corp., Ltd., 9.375%, 1/28/20 (144A)		1,613,321
	85,000		A/A3	Nevada Power Co., 6.5%, 8/1/18		100,645
	3,725,000		BBB/Baa3	Public Service Co. of New Mexico, 7.95%, 5/15/18		4,427,792
	8,675,000	6.25	BBB-/Baa2	Southern California Edison Co., Floating Rate Note (Perpetual)		8,978,625
					$	86,185,357
				Gas Utilities - 0.5%
	5,350,000		NR/Ba2	AmeriGas Finance LLC, 7.0%, 5/20/22	$	5,804,750
	1,965,000		AA-/Aa3	Nakilat, Inc., 6.067%, 12/31/33 (144A)		2,053,425
	3,926,261		A+/A1	Nakilat, Inc., 6.267%, 12/31/33 (144A)		4,122,574
	9,425,000		BBB/Baa2	ONEOK, Inc., 6.875%, 9/30/28		9,933,884
	6,200,000		BBB/Baa2	Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A)		5,425,000
	6,330,000		CCC+/B3	Transportadora de Gas del Sur SA, 7.875%, 5/14/17 (144A)		6,092,625
					$	33,432,258
				Multi-Utilities - 0.1%
	3,405,000		BBB+/Baa1	New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A)	$	3,776,724
	3,485,899		NR/NR	Ormat Funding Corp., 8.25%, 12/30/20		3,346,463
	50,000		BBB+/Baa1	Sempra Energy, 9.8%, 2/15/19		66,052
					$	7,189,239
				Independent Power Producers & Energy Traders - 0.7%
	1,360,000		BBB-/NR	Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A)	$	1,438,730
	6,100,000		NR/Baa3	Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A)		4,971,500
	8,380,000		NR/Baa3	Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A)		8,599,975
	4,750,000		B+/B1	InterGen NV, 7.0%, 6/30/23 (144A)		4,916,250
	232,650		NR/NR	Juniper Generation LLC, 6.79%, 12/31/14 (144A)		224,889
	3,775,000		BBB-/Baa3	Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A)		4,011,961
	8,955,000		BB-/B1	NRG Energy, Inc., 7.625%, 5/15/19		9,469,912
	2,879,000		BB+/Ba1	NSG Holdings LLC, 7.75%, 12/15/25 (144A)		3,066,135
	2,699,381		BBB-/Baa3	Panoche Energy Center LLC, 6.885%, 7/31/29 (144A)		2,730,883
	7,850,000		NR/B2	Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A)		7,280,875
					$	46,711,110
				Total Utilities	$	173,517,964
				Government - 1.0%
				Government - 1.0%
	17,900,000		BBB/NR	Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A)	$	16,602,250
IDR	92,300,000,000		NR/Aaa	Inter-American Development Bank, 4.5%, 2/4/16		6,970,660
BRL	37,250,000		AAA/Aaa	International Finance Corp., 5.0%, 12/21/15		14,423,119
	3,367,000		CCC+/NR	Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A)		3,367,000
AUD	17,900,000		AA+/Aa1	Queensland Treasury Corp., 5.75%, 7/22/24		17,077,274
AUD	11,815,000		AA+/Aa1	Queensland Treasury Corp., 6.0%, 7/21/22		11,557,354
					$	69,997,657
				Total Government	$	69,997,657
				TOTAL CORPORATE BONDS
				(Cost $3,152,929,305)	$	3,208,822,554
				U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 5.7%
	6,052,618		AAA/Aaa	Fannie Mae, 3.5%, 11/1/40	$	6,019,711
	1,001,696		AAA/Aaa	Fannie Mae, 3.5%, 11/1/42		997,026
	463,618		AAA/Aaa	Fannie Mae, 3.5%, 11/1/42		461,453
	1,125,069		AAA/Aaa	Fannie Mae, 3.5%, 11/1/42		1,119,816
	48,158		AAA/Aaa	Fannie Mae, 3.5%, 12/1/42		47,934
	1,872,969		AAA/Aaa	Fannie Mae, 3.5%, 12/1/42		1,864,226
	17,388,350		AAA/Aaa	Fannie Mae, 3.5%, 7/1/43		17,291,621
	1,294,321		AAA/Aaa	Fannie Mae, 4.0%, 1/1/42		1,333,260
	3,914,831		AAA/Aaa	Fannie Mae, 4.0%, 1/1/42		4,032,771
	3,342,947		AAA/Aaa	Fannie Mae, 4.0%, 11/1/41		3,443,388
	22,402		AAA/Aaa	Fannie Mae, 4.0%, 11/1/41		23,076
	8,913,450		AAA/Aaa	Fannie Mae, 4.0%, 11/1/43		9,187,159
	7,209,254		AAA/Aaa	Fannie Mae, 4.0%, 12/1/40		7,453,888
	29,353,733		AAA/Aaa	Fannie Mae, 4.0%, 12/1/41		30,234,560
	9,204,181		AAA/Aaa	Fannie Mae, 4.0%, 12/1/41		9,481,009
	21,825		AAA/Aaa	Fannie Mae, 4.0%, 12/1/42		22,484
	1,822,140		AAA/Aaa	Fannie Mae, 4.0%, 2/1/43		1,876,931
	3,116,939		AAA/Aaa	Fannie Mae, 4.0%, 4/1/42		3,210,498
	4,739,335		AAA/Aaa	Fannie Mae, 4.0%, 4/1/42		4,881,672
	125,427		AAA/Aaa	Fannie Mae, 4.0%, 5/1/42		129,175
	6,024		AAA/Aaa	Fannie Mae, 4.0%, 7/1/18		6,382
	341,526		AAA/Aaa	Fannie Mae, 4.0%, 7/1/42		351,753
	695,893		AAA/Aaa	Fannie Mae, 4.0%, 9/1/37		716,655
	5,574,146		AAA/Aaa	Fannie Mae, 4.5%, 11/1/40		5,907,771
	3,899,988		AAA/Aaa	Fannie Mae, 4.5%, 11/1/43		4,145,974
	1,433,770		AAA/Aaa	Fannie Mae, 4.5%, 11/1/43		1,524,200
	25,716,413		AAA/Aaa	Fannie Mae, 4.5%, 12/1/40		27,256,568
	50,140		AAA/Aaa	Fannie Mae, 4.5%, 12/1/41		53,135
	4,938,552		AAA/Aaa	Fannie Mae, 4.5%, 12/1/41		5,232,188
	4,400,774		AAA/Aaa	Fannie Mae, 4.5%, 12/1/43		4,678,346
	424,374		AAA/Aaa	Fannie Mae, 4.5%, 3/1/35		450,272
	1,503,345		AAA/Aaa	Fannie Mae, 4.5%, 3/1/41		1,593,307
	1,786,629		AAA/Aaa	Fannie Mae, 4.5%, 3/1/41		1,893,249
	11,673		AAA/Aaa	Fannie Mae, 4.5%, 4/1/41		12,372
	8,977,939		AAA/Aaa	Fannie Mae, 4.5%, 5/1/41		9,513,837
	24,215,419		AAA/Aaa	Fannie Mae, 4.5%, 7/1/41		25,728,401
	1,424,176		AAA/Aaa	Fannie Mae, 4.5%, 9/1/41		1,509,194
	497,633		AAA/Aaa	Fannie Mae, 5.0%, 2/1/22		536,068
	28,738		AAA/Aaa	Fannie Mae, 5.0%, 4/1/22		31,012
	218,053		AAA/Aaa	Fannie Mae, 5.0%, 6/1/22		235,322
	49,790		AAA/Aaa	Fannie Mae, 5.0%, 6/1/22		53,734
	4,648,992		AAA/Aaa	Fannie Mae, 5.0%, 6/1/40		5,068,805
	3,921,071		AAA/Aaa	Fannie Mae, 5.0%, 7/1/40		4,266,936
	436,966		AAA/Aaa	Fannie Mae, 5.5%, 12/1/35		480,275
	615,838		AAA/Aaa	Fannie Mae, 5.5%, 2/1/23		676,489
	6,831		AAA/Aaa	Fannie Mae, 5.5%, 2/1/33		7,367
	755,433		AAA/Aaa	Fannie Mae, 5.5%, 3/1/21		824,762
	1,081,482		AAA/Aaa	Fannie Mae, 5.5%, 3/1/25		1,198,249
	102,601		AAA/Aaa	Fannie Mae, 5.5%, 3/1/36		112,934
	216,211		AAA/Aaa	Fannie Mae, 5.5%, 4/1/34		238,237
	370,956		AAA/Aaa	Fannie Mae, 5.5%, 4/1/36		407,457
	75,200		AAA/Aaa	Fannie Mae, 5.5%, 5/1/33		82,706
	46,058		AAA/Aaa	Fannie Mae, 5.5%, 6/1/33		50,569
	106,444		AAA/Aaa	Fannie Mae, 5.5%, 7/1/33		117,336
	20,401		AAA/Aaa	Fannie Mae, 6.0%, 1/1/33		22,906
	136,325		AAA/Aaa	Fannie Mae, 6.0%, 1/1/34		153,023
	4,718		AAA/Aaa	Fannie Mae, 6.0%, 10/1/32		5,298
	8,865		AAA/Aaa	Fannie Mae, 6.0%, 11/1/32		9,815
	93,015		AAA/Aaa	Fannie Mae, 6.0%, 12/1/32		103,189
	160,580		AAA/Aaa	Fannie Mae, 6.0%, 12/1/33		180,163
	587,133		AAA/Aaa	Fannie Mae, 6.0%, 12/1/37		649,513
	2,731		AAA/Aaa	Fannie Mae, 6.0%, 3/1/32		3,068
	11,358		AAA/Aaa	Fannie Mae, 6.0%, 3/1/33		12,743
	14,282		AAA/Aaa	Fannie Mae, 6.0%, 3/1/33		15,824
	653,068		AAA/Aaa	Fannie Mae, 6.0%, 4/1/38		722,625
	149,955		AAA/Aaa	Fannie Mae, 6.0%, 5/1/33		167,638
	404,015		AAA/Aaa	Fannie Mae, 6.0%, 6/1/37		446,940
	63,283		AAA/Aaa	Fannie Mae, 6.0%, 7/1/17		66,179
	232,196		AAA/Aaa	Fannie Mae, 6.0%, 7/1/38		256,865
	22,826		AAA/Aaa	Fannie Mae, 6.5%, 10/1/32		25,384
	8,610		AAA/Aaa	Fannie Mae, 6.5%, 11/1/32		9,574
	172,320		AAA/Aaa	Fannie Mae, 6.5%, 12/1/21		191,385
	1,689		AAA/Aaa	Fannie Mae, 6.5%, 2/1/32		1,911
	4,655		AAA/Aaa	Fannie Mae, 6.5%, 3/1/32		5,173
	359		AAA/Aaa	Fannie Mae, 6.5%, 4/1/29		400
	4,055		AAA/Aaa	Fannie Mae, 6.5%, 5/1/31		4,507
	361		AAA/Aaa	Fannie Mae, 6.5%, 6/1/31		402
	2,733		AAA/Aaa	Fannie Mae, 6.5%, 7/1/31		3,037
	4,362		AAA/Aaa	Fannie Mae, 6.5%, 8/1/32		4,902
	600		AAA/Aaa	Fannie Mae, 7.0%, 2/1/29		675
	1,792		AAA/Aaa	Fannie Mae, 7.0%, 5/1/28		2,017
	1,095		AAA/Aaa	Fannie Mae, 7.0%, 7/1/31		1,227
	1,327		AAA/Aaa	Fannie Mae, 7.5%, 1/1/28		1,497
	3,768,710		AAA/Aaa	Federal Home Loan Mortgage Corp., 3.5%, 10/1/40		3,743,635
	10,684,146		AAA/Aaa	Federal Home Loan Mortgage Corp., 3.5%, 11/1/28		11,186,510
	6,491,414		AAA/Aaa	Federal Home Loan Mortgage Corp., 4.0%, 12/1/43		6,673,231
	716,266		AAA/Aaa	Federal Home Loan Mortgage Corp., 4.5%, 10/1/35		759,229
	93,837		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 11/1/34		101,559
	12,904,210		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 11/1/39		13,968,437
	670,871		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 12/1/21		724,227
	550,012		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 12/1/34		595,299
	460,363		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 4/1/23		496,932
	93,751		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 5/1/34		101,516
	380,261		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 7/1/35		411,008
	1,152,447		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 9/1/38		1,241,097
	580,300		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.0%, 9/1/38		624,928
	10,556		AAA/Aaa	Federal Home Loan Mortgage Corp., 5.5%, 10/1/16		11,109
	114,846		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 1/1/33		128,363
	113,208		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 1/1/34		126,731
	25,886		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 10/1/37		28,533
	218,317		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 12/1/36		241,620
	420,303		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 12/1/37		463,273
	10,333		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 3/1/33		11,408
	36,392		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 3/1/33		40,226
	241,124		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 6/1/17		254,694
	164,784		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 6/1/35		181,703
	202,436		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.0%, 8/1/34		226,512
	94,578		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.5%, 10/1/33		105,406
	2,460		AAA/Aaa	Federal Home Loan Mortgage Corp., 6.5%, 9/1/32		2,743
	1,194,914		AAA/Aaa	Government National Mortgage Association I, 4.5%, 1/15/40		1,288,686
	291,859		AAA/Aaa	Government National Mortgage Association I, 4.5%, 10/15/33		314,547
	51,495		AAA/Aaa	Government National Mortgage Association I, 4.5%, 12/15/34		55,284
	207,597		AAA/Aaa	Government National Mortgage Association I, 4.5%, 4/15/35		223,131
	159,631		AAA/Aaa	Government National Mortgage Association I, 4.5%, 4/15/35		170,589
	1,411,087		AAA/Aaa	Government National Mortgage Association I, 4.5%, 7/15/41		1,526,960
	9,930,095		AAA/Aaa	Government National Mortgage Association I, 4.5%, 8/15/41		10,624,672
	347,400		AAA/Aaa	Government National Mortgage Association I, 4.5%, 9/15/33		373,437
	941,050		AAA/Aaa	Government National Mortgage Association I, 4.5%, 9/15/40		1,012,053
	210,157		AAA/Aaa	Government National Mortgage Association I, 5.0%, 10/15/18		224,501
	39,947		AAA/Aaa	Government National Mortgage Association I, 5.0%, 10/15/18		42,675
	71,824		AAA/Aaa	Government National Mortgage Association I, 5.0%, 11/15/16		76,459
	202,122		AAA/Aaa	Government National Mortgage Association I, 5.0%, 6/15/21		217,357
	811,089		AAA/Aaa	Government National Mortgage Association I, 5.0%, 9/15/33		888,021
	997,390		AAA/Aaa	Government National Mortgage Association I, 5.125%, 10/15/38		1,082,685
	316,088		AAA/Aaa	Government National Mortgage Association I, 5.5%, 1/15/34		356,416
	229,731		AAA/Aaa	Government National Mortgage Association I, 5.5%, 1/15/35		252,602
	57,430		AAA/Aaa	Government National Mortgage Association I, 5.5%, 10/15/19		61,707
	466,203		AAA/Aaa	Government National Mortgage Association I, 5.5%, 10/15/19		500,949
	361,971		AAA/Aaa	Government National Mortgage Association I, 5.5%, 10/15/34		401,337
	1,779		AAA/Aaa	Government National Mortgage Association I, 5.5%, 12/15/18		1,908
	369,217		AAA/Aaa	Government National Mortgage Association I, 5.5%, 12/15/35		407,693
	802,259		AAA/Aaa	Government National Mortgage Association I, 5.5%, 2/15/35		891,021
	267,165		AAA/Aaa	Government National Mortgage Association I, 5.5%, 2/15/35		296,725
	28		AAA/Aaa	Government National Mortgage Association I, 5.5%, 2/15/37		31
	28,254		AAA/Aaa	Government National Mortgage Association I, 5.5%, 3/15/17		30,275
	310,941		AAA/Aaa	Government National Mortgage Association I, 5.5%, 3/15/37		343,087
	241,315		AAA/Aaa	Government National Mortgage Association I, 5.5%, 3/15/37		265,452
	461,628		AAA/Aaa	Government National Mortgage Association I, 5.5%, 3/15/37		507,344
	8,862		AAA/Aaa	Government National Mortgage Association I, 5.5%, 4/15/33		9,811
	338,458		AAA/Aaa	Government National Mortgage Association I, 5.5%, 4/15/34		375,464
	250,596		AAA/Aaa	Government National Mortgage Association I, 5.5%, 6/15/35		277,246
	145,147		AAA/Aaa	Government National Mortgage Association I, 5.5%, 7/15/33		160,689
	498,178		AAA/Aaa	Government National Mortgage Association I, 5.5%, 7/15/34		552,654
	111,406		AAA/Aaa	Government National Mortgage Association I, 5.5%, 8/15/19		120,369
	240,648		AAA/Aaa	Government National Mortgage Association I, 5.5%, 9/15/19		259,201
	360,188		AAA/Aaa	Government National Mortgage Association I, 5.5%, 9/15/19		388,500
	131,247		AAA/Aaa	Government National Mortgage Association I, 5.5%, 9/15/19		142,196
	748,968		AAA/Aaa	Government National Mortgage Association I, 5.75%, 10/15/38		823,743
	105,479		AAA/Aaa	Government National Mortgage Association I, 5.75%, 10/15/38		116,016
	92,232		AAA/Aaa	Government National Mortgage Association I, 6.0%, 1/15/17		95,911
	51,572		AAA/Aaa	Government National Mortgage Association I, 6.0%, 1/15/33		57,365
	189,840		AAA/Aaa	Government National Mortgage Association I, 6.0%, 1/15/33		213,900
	84,945		AAA/Aaa	Government National Mortgage Association I, 6.0%, 1/15/34		95,609
	125,710		AAA/Aaa	Government National Mortgage Association I, 6.0%, 10/15/33		139,835
	646,484		AAA/Aaa	Government National Mortgage Association I, 6.0%, 10/15/37		718,971
	24,644		AAA/Aaa	Government National Mortgage Association I, 6.0%, 11/15/16		25,579
	2,752		AAA/Aaa	Government National Mortgage Association I, 6.0%, 11/15/18		2,759
	411,030		AAA/Aaa	Government National Mortgage Association I, 6.0%, 11/15/33		463,124
	153,288		AAA/Aaa	Government National Mortgage Association I, 6.0%, 2/15/33		172,718
	144,960		AAA/Aaa	Government National Mortgage Association I, 6.0%, 2/15/33		163,334
	107,930		AAA/Aaa	Government National Mortgage Association I, 6.0%, 3/15/33		121,858
	17,664		AAA/Aaa	Government National Mortgage Association I, 6.0%, 3/15/33		19,648
	15,316		AAA/Aaa	Government National Mortgage Association I, 6.0%, 3/15/33		17,036
	93,074		AAA/Aaa	Government National Mortgage Association I, 6.0%, 3/15/33		104,870
	2,463		AAA/Aaa	Government National Mortgage Association I, 6.0%, 4/15/14		2,469
	2,891		AAA/Aaa	Government National Mortgage Association I, 6.0%, 5/15/16		2,989
	207,838		AAA/Aaa	Government National Mortgage Association I, 6.0%, 5/15/33		231,182
	57,602		AAA/Aaa	Government National Mortgage Association I, 6.0%, 5/15/33		65,035
	555,247		AAA/Aaa	Government National Mortgage Association I, 6.0%, 5/15/33		625,621
	214,551		AAA/Aaa	Government National Mortgage Association I, 6.0%, 6/15/17		223,445
	53,061		AAA/Aaa	Government National Mortgage Association I, 6.0%, 6/15/17		55,517
	114,198		AAA/Aaa	Government National Mortgage Association I, 6.0%, 6/15/33		131,374
	353,820		AAA/Aaa	Government National Mortgage Association I, 6.0%, 6/15/33		398,667
	234		AAA/Aaa	Government National Mortgage Association I, 6.0%, 7/15/14		235
	229,983		AAA/Aaa	Government National Mortgage Association I, 6.0%, 7/15/17		240,379
	180,579		AAA/Aaa	Government National Mortgage Association I, 6.0%, 7/15/17		188,955
	247,965		AAA/Aaa	Government National Mortgage Association I, 6.0%, 7/15/33		279,384
	98,246		AAA/Aaa	Government National Mortgage Association I, 6.0%, 7/15/33		109,281
	1,195,335		AAA/Aaa	Government National Mortgage Association I, 6.0%, 7/15/38		1,327,371
	511		AAA/Aaa	Government National Mortgage Association I, 6.0%, 8/15/16		512
	270,202		AAA/Aaa	Government National Mortgage Association I, 6.0%, 8/15/32		305,038
	49,811		AAA/Aaa	Government National Mortgage Association I, 6.0%, 9/15/19		50,944
	172,312		AAA/Aaa	Government National Mortgage Association I, 6.0%, 9/15/33		192,220
	74,209		AAA/Aaa	Government National Mortgage Association I, 6.0%, 9/15/33		82,543
	12,378		AAA/Aaa	Government National Mortgage Association I, 6.5%, 1/15/29		13,805
	9,654		AAA/Aaa	Government National Mortgage Association I, 6.5%, 10/15/31		10,762
	6,160		AAA/Aaa	Government National Mortgage Association I, 6.5%, 10/15/31		6,874
	16,408		AAA/Aaa	Government National Mortgage Association I, 6.5%, 10/15/32		18,308
	48,241		AAA/Aaa	Government National Mortgage Association I, 6.5%, 11/15/31		53,809
	87,084		AAA/Aaa	Government National Mortgage Association I, 6.5%, 11/15/32		97,092
	487		AAA/Aaa	Government National Mortgage Association I, 6.5%, 12/15/31		558
	6,207		AAA/Aaa	Government National Mortgage Association I, 6.5%, 2/15/32		6,981
	3,144		AAA/Aaa	Government National Mortgage Association I, 6.5%, 3/15/32		3,579
	2,987		AAA/Aaa	Government National Mortgage Association I, 6.5%, 5/15/29		3,421
	28,081		AAA/Aaa	Government National Mortgage Association I, 6.5%, 5/15/32		31,341
	4,152		AAA/Aaa	Government National Mortgage Association I, 6.5%, 6/15/32		4,631
	6,975		AAA/Aaa	Government National Mortgage Association I, 6.5%, 6/15/32		7,786
	7,215		AAA/Aaa	Government National Mortgage Association I, 6.5%, 7/15/32		8,055
	10,349		AAA/Aaa	Government National Mortgage Association I, 6.5%, 7/15/32		11,552
	30,032		AAA/Aaa	Government National Mortgage Association I, 6.5%, 7/15/35		33,527
	4,931		AAA/Aaa	Government National Mortgage Association I, 6.5%, 8/15/32		5,505
	40,237		AAA/Aaa	Government National Mortgage Association I, 6.5%, 8/15/32		44,909
	4,957		AAA/Aaa	Government National Mortgage Association I, 6.5%, 8/15/32		5,533
	133,726		AAA/Aaa	Government National Mortgage Association I, 6.5%, 9/15/32		149,295
	43,639		AAA/Aaa	Government National Mortgage Association I, 6.5%, 9/15/32		48,724
	1,181		AAA/Aaa	Government National Mortgage Association I, 7.0%, 5/15/29		1,389
	585		AAA/Aaa	Government National Mortgage Association I, 7.0%, 5/15/29		658
	2,345		AAA/Aaa	Government National Mortgage Association I, 7.0%, 5/15/31		2,635
	1,155		AAA/Aaa	Government National Mortgage Association I, 7.0%, 6/15/29		1,190
	475		AAA/Aaa	Government National Mortgage Association I, 7.0%, 6/15/31		493
	10,861		AAA/Aaa	Government National Mortgage Association I, 7.0%, 8/15/29		11,254
	133		AAA/Aaa	Government National Mortgage Association I, 7.5%, 8/15/29		136
	835,522		AAA/Aaa	Government National Mortgage Association II, 4.5%, 1/20/35		901,402
	1,583,596		AAA/Aaa	Government National Mortgage Association II, 4.5%, 12/20/34		1,708,459
	940,294		AAA/Aaa	Government National Mortgage Association II, 4.5%, 3/20/35		1,014,435
	9,655,509		AAA/Aaa	Government National Mortgage Association II, 4.5%, 9/20/41		10,339,467
	14,770		AAA/Aaa	Government National Mortgage Association II, 5.5%, 10/20/37		16,323
	233,146		AAA/Aaa	Government National Mortgage Association II, 5.5%, 3/20/34		259,252
	321,740		AAA/Aaa	Government National Mortgage Association II, 6.0%, 10/20/33		372,056
	101,590		AAA/Aaa	Government National Mortgage Association II, 6.0%, 5/20/32		113,845
	445		AAA/Aaa	Government National Mortgage Association II, 6.5%, 1/20/28		523
	7,002		AAA/Aaa	Government National Mortgage Association II, 7.0%, 1/20/29		8,054
	25,000,000		AA+/Aaa	U.S. Treasury Bonds, 3.625%, 8/15/43		23,609,375
	2,500,000		AA+/Aaa	U.S. Treasury Bonds, 3.75%, 8/15/41		2,437,110
	12,355,000		AA+/Aaa	U.S. Treasury Bonds, 4.25%, 5/15/39		13,175,446
	23,290,000		AA+/Aaa	U.S. Treasury Bonds, 4.375%, 11/15/39		25,309,686
	5,085,000		AA+/Aaa	U.S. Treasury Bonds, 4.375%, 2/15/38		5,534,707
	19,890,000		AA+/Aaa	U.S. Treasury Bonds, 4.5%, 8/15/39		22,046,832
				TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS
				(Cost $388,136,065)	$	393,611,274
				FOREIGN GOVERNMENT BONDS - 5.5%
BRL	14,150,000		BBB/Baa2	Brazilian Government International Bond, 10.25%, 1/10/28	$	5,795,743
	7,900,000		BB+/Ba1	Croatia Government International Bond, 5.5%, 4/4/23 (144A)		7,682,750
GHS	19,000,000		NR/NR	Ghana Government Bond, 19.24%, 5/30/16		7,975,614
GHS	3,770,000		NR/NR	Ghana Government Bond, 21.0%, 10/26/15		1,624,734
GHS	3,875,000		NR/NR	Ghana Government Bond, 26.0%, 6/5/17		1,889,362
IDR	26,365,000,000		NR/Baa3	Indonesia Treasury Bond, 6.125%, 5/15/28		1,678,954
IDR	34,113,000,000		NR/Baa3	Indonesia Treasury Bond, 7.0%, 5/15/22		2,550,767
IDR	23,752,000,000		NR/Baa3	Indonesia Treasury Bond, 7.0%, 5/15/27		1,649,173
IDR	222,011,000,000		NR/Baa3	Indonesia Treasury Bond, 8.25%, 6/15/32		16,919,902
MYR	51,000,000		NR/NR	Malaysia Government Bond, 3.418%, 8/15/22		14,716,110
MXN	272,040,000		A/Baa1	Mexican Bonos, 6.5%, 6/9/22		21,035,309
MXN	20,600,000		A/Baa1	Mexican Bonos, 7.5%, 6/3/27		1,680,196
MXN	278,300,000		A/Baa1	Mexican Udibonos, 2.0%, 6/9/22		20,356,748
MXN	224,461,600		A/Baa1	Mexican Udibonos, 3.5%, 12/14/17		18,506,592
NGN	2,507,000,000		NR/NR	Nigeria Government Bond, 16.0%, 6/29/19		17,394,615
NGN	2,087,000,000		NR/NR	Nigeria Treasury Bill, 2/6/14 (d)		12,901,470
NGN	500,000,000		NR/NR	Nigeria Treasury Bill, 3/6/14 (d)		3,059,453
NGN	1,676,875,000		NR/NR	Nigeria Treasury Bill, 4/10/14 (d)		10,138,851
NGN	1,916,310,000		NR/NR	Nigeria Treasury Bill, 4/24/14 (d)		11,525,775
NOK	63,500,000		AAA/Aaa	Norway Government Bond, 2.0%, 5/24/23		9,604,590
NOK	99,080,000		AAA/Aaa	Norway Government Bond, 4.25%, 5/19/17		17,571,781
NOK	118,980,000		AAA/Aaa	Norway Government Bond, 4.5%, 5/22/19		21,667,788
NOK	134,360,000		AAA/Aaa	Norway Government Bond, 5.0%, 5/15/15		23,160,135
PHP	791,760,000		NR/Baa3	Philippine Government Bond, 5.875%, 3/1/32		19,813,223
PHP	523,120,000		NR/Baa3	Philippine Government Bond, 7.625%, 9/29/36		15,387,198
PHP	1,800,000		NR/Baa3	Philippine Government Bond, 8.0%, 7/19/31		55,511
PLN	13,000,000		A/A2	Poland Government Bond, 5.5%, 4/25/15		4,450,855
	4,755,940		CCC+/NR	Province of Salta Argentina, 9.5%, 3/16/22 (144A)		4,708,381
	14,900,000		B/B1	Republic of Ghana, 7.875%, 8/7/23 (144A)		14,043,250
RON	83,320,000		NR/NR	Romania Government Bond, 5.85%, 4/26/23		26,677,256
RON	29,000,000		NR/NR	Romania Government Bond, 5.9%, 7/26/17		9,342,939
RUB	489,300,000		BBB+/Baa1	Russian Federal Bond - OFZ, 7.5%, 3/15/18		15,248,646
RUB	25,000		BBB+/Baa1	Russian Federal Bond - OFZ, 7.6%, 7/20/22		764
TRY	21,830,000		NR/NR	Turkey Government Bond, 10.5%, 1/15/20		10,386,043
	1,825,000		B-/Caa1	Ukraine Government International Bond, 6.75%, 11/14/17 (144A)		1,679,000
	2,000,000		B-/Caa1	Ukraine Government International Bond, 7.5%, 4/17/23 (144A)		1,791,000
	9,300,000		B-/Caa1	Ukraine Government International Bond, 7.8%, 11/28/22 (144A)		8,407,200
				TOTAL FOREIGN GOVERNMENT BONDS
				(Cost $418,196,613)	$	383,077,678
				MUNICIPAL BONDS - 6.5%
				Municipal Airport - 0.2%
	150,000		NR/NR	City of Charlotte North Carolina, 5.6%, 7/1/27	$	141,196
	10,250,000		B/B2	City of Houston Texas Airport System Revenue, 6.75%, 7/1/29		10,248,462
	3,450,000		BBB/Baa1	Indianapolis Airport Authority, 5.1%, 1/15/17		3,800,278
					$	14,189,936
				Municipal Development - 0.4%
	7,050,000	5.90	BBB/NR	Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38	$	7,328,686
	7,370,000		BBB/Baa3	Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/32		7,798,418
	2,450,000	7.00	B/B2	New Jersey Economic Development Authority, Floating Rate Note, 11/15/30		2,447,550
	8,470,000		BBB/Baa1	Parish of St. John the Baptist Louisiana, 5.125%, 6/1/37		8,305,513
	3,700,000		BBB/NR	Selma Industrial Development Board, 6.25%, 11/1/33		3,940,833
					$	29,821,000
				Municipal General - 1.2%
	17,600,000		AA/A2	JobsOhio Beverage System, 3.985%, 1/1/29	$	16,066,336
	4,480,000		AA/A2	JobsOhio Beverage System, 4.532%, 1/1/35		4,149,197
	19,893,000		AA-/A1	New Jersey Economic Development Authority, 2/15/18 (d)		17,394,638
	10,540,000		A+/A1	New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41		10,950,744
	1,400,000		AAA/Aa1	New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33		1,477,770
	12,505,000		AAA/NR	New York State Dormitory Authority, 5.0%, 12/15/30		13,448,002
	3,650,000		AA-/Aa3	State of Wisconsin, 5.75%, 5/1/33		4,009,598
	4,585,000		BBB/A3	Texas Municipal Gas Acquisition & Supply Corp. III, 5.0%, 12/15/30		4,402,471
	9,165,000		BBB/A3	Texas Municipal Gas Acquisition & Supply Corp. III, 5.0%, 12/15/31		8,736,445
					$	80,635,201
				Municipal Higher Education - 2.4%
	2,300,000		AA+/Aaa	Amherst College, 3.794%, 11/1/42	$	1,910,948
	4,550,000		A+/NR	Baylor University, 4.313%, 3/1/42		3,971,604
	8,675,000		AAA/Aaa	California Educational Facilities Authority, 5.0%, 6/1/43		9,761,284
	9,610,000		AAA/Aaa	Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/40		10,164,785
	5,100,000		AAA/Aaa	Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/42		5,233,416
	8,880,000		AAA/Aaa	Health & Educational Facilities Authority of the State of Missouri, 5.0%, 11/15/39		9,275,959
	8,850,000		AAA/Aaa	Houston Higher Education Finance Corp., 4.5%, 11/15/37		8,858,938
	4,700,000		AAA/Aaa	Houston Higher Education Finance Corp., 5.0%, 5/15/40		4,904,356
	4,600,000		AA/Aa1	Illinois Finance Authority, 5.0%, 10/1/51		4,528,562
	3,700,000		AAA/Aaa	Massachusetts Development Finance Agency, 5.0%, 10/15/40		3,944,126
	20,250,000		AAA/Aaa	Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36		22,408,448
	4,550,000		AAA/Aaa	Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32		5,530,161
	40,000		AAA/Aaa	Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36		43,995
	3,150,000		AAA/Aaa	Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36		3,530,268
	4,025,000		AAA/Aaa	Massachusetts Institute of Technology, 5.6%, 7/1/11		4,571,941
	6,100,000		AA/Aa1	New York State Dormitory Authority Series A, 5.0%, 7/1/40		6,328,506
	8,050,000		AA+/Aa1	New York State Dormitory Authority Series C, 5.0%, 7/1/40		8,415,631
	15,040,000		AAA/Aaa	New York State Dormitory Authority, 5.0%, 10/1/41		15,832,458
	675,000		AA/Aa1	New York State Dormitory Authority, 5.0%, 7/1/35		706,894
	3,730,000		AA-/Aa3	New York State Dormitory Authority, 5.0%, 7/1/37		3,884,608
	11,700,000		AAA/Aaa	New York State Dormitory Authority, 5.0%, 7/1/38		12,277,512
	5,000,000		AA/Aa2	Pennsylvania State University, 5.0%, 3/1/40		5,125,150
	2,550,000		AAA/Aaa	Permanent University Fund, 5.0%, 7/1/30		2,858,218
	2,210,000		AAA/Aaa	The University of Texas System, 5.0%, 8/15/43		2,313,870
	2,800,000		AA/Aa1	University of Southern California, 5.25%, 10/1/11		2,953,350
	5,100,000		AAA/Aaa	University of Virginia, 5.0%, 6/1/43		5,414,466
					$	164,749,454
				Municipal Medical - 0.3%
	3,700,000		AA/Aa2	Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41	$	3,866,685
	6,550,000		AA-/A1	Massachusetts Development Finance Agency, 5.25%, 4/1/37		6,764,644
	2,075,000		AA-/A1	Massachusetts Development Finance Agency, 5.375%, 4/1/41		2,149,742
	4,250,000		A/NR	New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41		4,514,435
					$	17,295,506
				Municipal Pollution - 0.4%
	950,000		A+/NR	Butler Industrial Development Board, 5.75%, 9/1/28	$	969,104
	3,285,000		A-/Baa1	County of Sweetwater Wyoming, 5.6%, 12/1/35		3,330,037
	3,085,000		BBB/Baa3	Courtland Industrial Development Board, 5.0%, 8/1/27		3,057,883
	4,450,000	5.20	A-/NR	Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28		4,543,228
	15,970,000	5.95	BBB/NR	Port Freeport Texas, Floating Rate Note, 5/15/33		16,721,548
	1,400,000	4.90	A-/NR	Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28		1,413,034
					$	30,034,834
				Municipal Power - 0.2%
	17,135,000		AA-/A1	South Carolina State Public Service Authority, 5.0%, 12/1/43	$	17,002,718
				Municipal School District - 0.3%
	11,120,000		AAA/Aaa	North East Independent School District Texas, 5.25%, 2/1/31	$	13,101,473
	7,420,000		AAA/Aaa	Southwest Independent School District, 5.0%, 2/1/38		7,812,666
					$	20,914,139
				Municipal Transportation - 0.1%
	6,500,000		AA+/Aa2	Metropolitan Transit Authority of Harris County, 5.0%, 11/1/41	$	6,707,805
	2,620,000		AA-/Aa3	Port Authority of New York & New Jersey, 4.458%, 10/1/62		2,221,341
					$	8,929,146
				Municipal Water - 0.7%
	1,440,000		AAA/Aa1	City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/35	$	1,515,485
	9,570,000		AAA/Aa1	City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/41		9,977,108
	4,175,000		AAA/Aaa	City of Charlotte North Carolina Water & Sewer System Revenue, 5.0%, 7/1/38		4,392,392
	13,855,000		AA-/Aa3	City of San Francisco California Public Utilities Commission Water Revenue, 5.0%, 11/1/37		14,370,129
	3,000,000		AA+/Aa2	County of King Washington Sewer Revenue, 5.125%, 1/1/41		3,128,550
	2,540,000		AAA/Aa2	Hampton Roads Sanitation District, 5.0%, 4/1/38		2,615,844
	4,420,000		AAA/Aa1	Metropolitan Water Reclamation District of Greater Chicago, 5.0%, 12/1/32		4,610,502
	7,300,000		AAA/NR	Tarrant Regional Water District, 5.0%, 3/1/52		7,424,319
					$	48,034,329
				Municipal Obligation - 0.3%
	7,850,000		AAA/Aa1	State of Florida, 4.0%, 6/1/27	$	7,997,972
	2,950,000		AAA/Aaa	State of Maryland, 4.0%, 3/15/25		3,093,694
	2,550,000		AA+/Aa1	State of Washington, 3.0%, 7/1/28		2,253,639
	5,600,000		AA+/Aa1	State of Washington, 5.0%, 8/1/39		5,799,864
					$	19,145,169
				TOTAL MUNICIPAL BONDS
				(Cost $449,489,703)	$	450,751,432
				SENIOR FLOATING RATE LOAN INTERESTS - 12.2% **
				Energy - 0.7%
				Oil & Gas Drilling - 0.1%
	5,710,688	6.00	B+/B2	Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21	$	5,849,886
				Oil & Gas Equipment & Services - 0.2%
	16,548,000	0.00	D/Caa3	Preferred Sands Holding Co. LLC, Term B Loan, 12/15/16 (e)	$	11,859,406
				Integrated Oil & Gas - 0.1%
	6,123,590	4.50	BBB/Baa2	Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16	$	6,192,480
				Oil & Gas Exploration & Production - 0.1%
	1,300,000	5.75	BB-/Ba3	Chesapeake Energy Corp., Term Loan, 12/2/17	$	1,329,250
	3,656,667	3.50	B+/Ba3	EP Energy LLC, Tranche B-3 Loan, 5/24/18		3,662,217
	5,710,000	8.38	B-/B2	Fieldwood Energy LLC, Closing Date Loan (Second Lien), 9/30/20		5,842,552
	700,000	5.00	B-/NR	Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18		703,500
					$	11,537,519
				Oil & Gas Refining & Marketing - 0.1%
	5,039,906	3.75	BB/Ba2	Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18	$	5,051,689
				Coal & Consumable Fuels - 0.1%
	1,208,333	18.17	NR/NR	Bumi Resources Tbk PT, Term Loan, 8/15/13	$	1,208,333
	1,336,689	0.27	NR/NR	Long Haul Holdings, Ltd., Facility A Loan, 1/12/14 (e)		521,309
	1,066,849	0.27	NR/NR	Long Haul Holdings, Ltd., Facility B Loan, 1/12/14 (e)		416,071
	3,035,847	6.75	B/B3	Walter Energy, Inc., B Term Loan, 4/2/18		2,983,986
					$	5,129,699
				Total Energy	$	45,620,679
				Materials - 1.0%
				Commodity Chemicals - 0.0% †
	1,750,223	4.50	NR/Ba2	Tronox Pigments BV, New Term Loan, 3/19/20	$	1,775,382
				Diversified Chemicals - 0.2%
	3,505,689	4.00	BB-/B1	Ineos Group Holdings, Ltd., Cash Dollar Term Loan, 5/4/18	$	3,521,299
	6,478,702	5.00	B+/B2	Univar, Term B Loan, 2/14/17		6,424,041
	7,543,000	4.75	B+/B1	US Coatings Acquisition, Inc., Initial Term B Loan, 2/1/20		7,606,904
					$	17,552,244
				Specialty Chemicals - 0.2%
	2,943,489	5.00	BB+/Ba1	Chemtura Corp., New Term Loan, 8/29/16	$	2,958,206
	2,786,000	4.00	BB-/B1	MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20		2,808,636
	6,286,500	4.50	B+/B2	PQ Corp., 2013 Term Loan, 8/7/17		6,344,455
					$	12,111,297
				Metal & Glass Containers - 0.1%
	2,188,596	4.50	B/B1	BWAY Holding Co., Initial Term Loan, 8/31/17	$	2,204,556
	1,789,296	4.25	B/B1	Tank Holding Corp., Initial Term Loan, 7/9/19		1,782,586
					$	3,987,142
				Paper Packaging - 0.0% †
	738,993	3.00	NR/NR	Sealed Air Corp., Replacement Term Loan, 10/3/18	$	743,920
				Aluminum - 0.1%
	1,061,100	5.75	B/B1	Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19	$	998,318
	3,734,576	3.75	BB-/Ba2	Novelis, Inc. Georgia, Initial Term Loan, 3/10/17		3,755,564
					$	4,753,882
				Diversified Metals & Mining - 0.1%
	2,424,399	4.25	NR/NR	FMG Resources Pty Ltd., Term Loan, 6/30/19	$	2,461,269
	1,916,072	4.00	BB-/B1	US Silica Co., Term Loan, 7/23/20		1,928,047
					$	4,389,316
				Steel - 0.0% †
	567,813	9.25	B/B1	Essar Steel Algoma, Inc., Term Loan, 9/19/14	$	573,491
	637,128	4.00	BB+/Ba1	SunCoke Energy, Inc., Tranche B Term Loan, 7/26/18		635,917
					$	1,209,408
				Paper Products - 0.3%
	11,845,313	5.75	B+/Ba2	Appvion, Inc., Term Commitment, 6/28/19	$	11,948,959
	4,190,000	5.25	B/B1	Exopack Holdings SA, USD Term Loan, 4/14/19		4,271,181
	3,096,626	4.50	NR/NR	Ranpak Corp., USD Term Loan, 4/10/19		3,123,721
EURO	3,935,194	5.25	NR/B1	Unifrax I LLC, New Euro Term Loan, 11/28/18		5,465,000
					$	24,808,861
				Total Materials	$	71,331,452
				Capital Goods - 1.0%
				Aerospace & Defense - 0.5%
	2,443,796	4.00	B+/B1	Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19	$	2,448,759
	7,081,700	6.25	B-/B2	DAE Aviation Holdings, Inc., Tranche B-1 Loan, 11/2/18		7,156,943
	3,210,355	6.25	B/B2	DAE Aviation Holdings, Inc., Tranche B-2 Loan, 11/2/18		3,244,465
	6,042,340	3.75	BBB-/Ba2	DigitalGlobe, Inc., Term Loan, 1/25/20		6,069,682
	1,588,260	6.25	BB-/WR	DynCorp International, Inc., Term Loan, 7/7/16		1,604,640
	2,108,125	3.49	B/B3	Hunter Defense Technologies, Inc., Term Loan, 8/22/14		2,018,529
	6,781,500	5.25	B/B2	Sequa Corp., Initial Term Loan, 6/19/17		6,641,632
	3,484,317	4.50	BB-/B1	TASC, Inc. Virginia, New Tranche B Term Loan, 12/18/15		3,324,621
	5,289,614	5.50	B+/B1	The SI Organization, Inc., New Tranche B Term Loan, 11/22/16		5,276,390
					$	37,785,661
				Building Products - 0.1%
	5,523,263	3.50	BB-/B1	Armstrong World Industries, Inc., Term Loan B, 3/15/20	$	5,540,523
	986,291	5.00	B+/B1	Summit Materials LLC, Term B Loan, 1/30/19		991,222
					$	6,531,745
				Construction & Engineering - 0.1%
	5,635,000	6.75	B+/B2	International Equipment Solutions LLC, Initial Loan, 8/16/19	$	5,592,738
				Electrical Components & Equipment - 0.1%
	5,828,756	6.25	NR/NR	Pelican Products, Inc., Tranche B Term Loan (First Lien), 6/9/18	$	5,861,543
	972,688	6.00	B+/Ba2	WireCo WorldGroup, Inc., Term Loan, 2/15/17		981,806
					$	6,843,349
				Industrial Conglomerates - 0.0% †
	2,821,783	0.00	B+/B2	Pro Mach, Inc., Term Loan, 7/6/17	$	2,837,656
				Construction & Farm Machinery & Heavy Trucks - 0.1%
	1,655,637	3.50	NR/NR	Terex Corp., Term Loan, 4/28/17	$	1,672,194
	3,939,121	4.50	B+/B2	Waupaca Foundry, Inc., Term Loan, 6/29/17		3,948,969
					$	5,621,163
				Industrial Machinery - 0.0% †
	796,000	5.75	BB-/Ba3	Xerium Technologies, Inc., New Term Loan, 5/17/19	$	800,975
				Trading Companies & Distributors - 0.1%
	4,599,670	3.75	BB/Ba3	WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19	$	4,616,918
				Total Capital Goods	$	70,630,205
				Commercial Services & Supplies - 0.5%
				Commercial Printing - 0.0% †
	1,066,528	6.25	B+/B2	Cenveo Corp., Term B Loan, 2/13/17	$	1,074,527
				Environmental & Facilities Services - 0.2%
	2,487,500	3.75	NR/NR	ISS AS, New Term B Loan, 3/26/18	$	2,498,607
	1,025,044	4.25	BBB-/Ba1	Progressive Waste Solutions, Ltd., Term B Loan, 10/31/19		1,026,326
	3,524,822	4.00	B+/B1	Waste Industries USA, Inc., Term B Loan, 3/17/17		3,538,040
	3,704,025	4.00	B+/B1	WCA Waste Corp., Term Loan, 3/23/18		3,715,600
					$	10,778,573
				Diversified Support Services - 0.0% †
	2,469,260	6.25	B-/B1	Language Line LLC, Tranche B Term Loan, 6/20/16	$	2,464,630
	27,817	15.00	NR/NR	Velo Holdings, Inc., Term Loan, 2/2/18		28,095
					$	2,492,725
				Security & Alarm Services - 0.2%
	1,316,834	5.25	B+/Ba3	Allied Security Holdings LLC, Term Loan (First Lien), 1/21/17	$	1,326,299
	689,792	4.00	NR/NR	GardaWorld Security Corp., Tranche B-2 Term Loan (First Lien), 11/1/20		692,917
	7,580,463	4.25	B/Ba3	Monitronics International, Inc., Term B Loan, 3/23/18		7,654,691
	1,509,594	4.25	B+/B1	Protection One, Inc., Term Loan (2012), 3/21/19		1,517,142
					$	11,191,049
				Human Resource & Employment Services - 0.1%
	4,907,426	3.50	BB-/Ba2	On Assignment, Inc., Initial Term B Loan, 5/15/20	$	4,905,380
				Research & Consulting Services - 0.0% †
	1,472,938	5.00	BB-/Ba3	Wyle Services Corp., Term Loan (First Lien), 3/26/17	$	1,474,779
				Total Commercial Services & Supplies	$	31,917,033
				Transportation - 0.4%
				Air Freight & Logistics - 0.1%
	1,731,117	0.15	CCC+/B2	CEVA Group Plc, Dollar Tranche B Pre-Funded Term Loan, 8/31/16	$	1,685,675
	4,870,620	5.25	CCC+/B2	CEVA Logistics US Holdings, Inc., US Tranche B Term Loan, 8/31/16		4,742,767
	913,509	5.24	CCC+/NR	EGL, Inc., EGL Tranche B Term Loan, 8/31/16		896,097
	2,626,800	6.75	B-/B2	Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19		2,656,352
					$	9,980,891
				Airlines - 0.2%
	2,820,250	5.75	BB-/Ba3	Allegiant Travel Co., Term Loan, 3/10/17	$	2,841,402
	9,330,750	4.00	BB/Ba1	Delta Air Lines, Inc., New Term B-1 Loan, 10/18/18		9,385,391
	992,500	4.00	BB-/Ba2	United Airlines, Inc., Class B Term Loan, 4/1/19		1,001,797
	216,964	4.00	BB-/Ba2	US Airways, Inc., Tranche B1 Term Loan, 5/23/19		218,772
	361,607	3.25	BB-/Ba2	US Airways, Inc., Tranche B2 Term Loan, 11/23/16		363,679
					$	13,811,041
				Trucking - 0.1%
	4,634,437	2.92	BB/Ba2	Swift Transportation Co. LLC, Tranche B-1 Term Loan (2013), 12/21/16	$	4,669,195
				Total Transportation	$	28,461,127
				Automobiles & Components - 0.6%
				Auto Parts & Equipment - 0.5%
	4,971,758	3.75	B+/Ba3	Allison Transmission, Inc., Term B-3 Loan, 8/23/19	$	5,005,938
	3,093,232	5.00	B+/B2	HHI Holdings LLC, Additional Term Loan, 10/5/18		3,126,484
	5,024,250	5.00	B+/B1	Metaldyne LLC, USD Term Loan, 12/18/18		5,071,980
	4,786,939	4.25	B+/B1	Remy International, Inc., Term B Loan 2013, 3/5/20		4,822,841
	7,572,379	5.50	NR/NR	TI Group Automotive Systems LLC, Additional Term Loan, 3/27/19		7,631,542
	3,778,894	3.75	BB/Ba2	Tomkins LLC, Term B-2 Loan, 9/29/16		3,798,734
	2,027,300	5.50	B/Ba2	UCI International, Inc., Term Loan, 7/26/17		2,038,704
					$	31,496,223
				Tires & Rubber - 0.1%
	9,925,000	4.75	BB/Ba1	The Goodyear Tire & Rubber Co., Term Loan (Second Lien), 3/27/19	$	10,039,763
				Total Automobiles & Components	$	41,535,986
				Consumer Durables & Apparel - 0.2%
				Home Furnishings - 0.1%
	6,313,265	3.50	BB/Ba3	Tempur Sealy International, Inc., New Term B Loan, 3/18/20	$	6,320,500
				Housewares & Specialties - 0.1%
	668,539	3.79	BB/Ba2	Prestige Brands, Inc., Term B-1 Loan, 1/31/19	$	672,420
	3,812,741	4.00	B+/B1	Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18		3,850,868
					$	4,523,288
				Textiles - 0.0% †
	1,490,472	5.75	B/Ba3	Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16	$	1,507,240
				Total Consumer Durables & Apparel	$	12,351,028
				Consumer Services - 0.5%
				Casinos & Gaming - 0.1%
	4,900,375	3.75	BB+/Ba2	Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20	$	4,931,002
				Leisure Facilities - 0.0% †
	707,257	3.25	BBB-/Ba1	Cedar Fair LP, U.S. Term Facility, 3/6/20	$	711,306
	1,073,774	3.50	BB+/Ba2	Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18		1,079,366
					$	1,790,672
				Restaurants - 0.3%
	2,388,763	3.75	BB/Ba3	Burger King Corp., Tranche B Term Loan (2012), 9/28/19	$	2,402,412
	4,508,585	3.75	BB-/Ba2	DineEquity, Inc., Term B-2 Loan, 10/19/17		4,534,734
	5,254,263	3.75	B+/B2	Dunkin' Brands, Inc., Term B-3 Loan, 2/14/20		5,280,067
	7,809,803	4.00	BB-/Ba3	Landry's, Inc., B Term Loan, 4/24/18		7,872,282
					$	20,089,495
				Education Services - 0.0% †
	1,098,900	4.00	B+/B1	Bright Horizons Family Solutions, Inc., Term B Loan, 1/14/20	$	1,106,284
	2,284,313	5.25	NR/B2	Houghton Mifflin Harcourt Publishing Co., Term Loan (Exit Facility), 5/22/18		2,302,873
					$	3,409,157
				Specialized Consumer Services - 0.1%
	5,855,750	3.75	BB/Ba2	Weight Watchers International, Inc., Initial Tranche B-2 Term Loan, 4/2/20	$	5,243,338
				Total Consumer Services	$	35,463,664
				Media - 1.5%
				Advertising - 0.2%
	7,540,230	6.75	B-/B1	Affinion Group, Inc., Tranche B Term Loan, 10/9/16	$	7,447,327
	4,822,409	4.75	B/B2	Getty Images, Inc., Initial Term Loan, 10/18/19		4,510,964
					$	11,958,291
				Broadcasting - 0.4%
	1,536,835	4.02	NR/NR	Entercom Radio LLC, Tranche B-2 Term Loan (First Lien), 11/23/18	$	1,550,283
	15,716,572	3.50	BB/Ba3	Telesat Canada, U.S. Term B Loan, 3/28/19		15,801,709
	6,723,081	4.50	B+/B2	Univision Communications, Inc., 2013 Converted Extended First-Lien Term Loan, 3/1/20		6,769,901
	2,233,125	4.00	B+/B2	Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20		2,244,489
	297,750	4.50	B+/B2	Univision Communications, Inc., 2013 New First-Lien Term Loan, 3/1/20		299,983
					$	26,666,365
				Cable & Satellite - 0.6%
	7,006,515	3.50	BB-/Ba2	Cequel Communications LLC, Term Loan, 2/14/19	$	7,033,336
	3,820,800	3.25	BB-/Ba3	MCC Georgia LLC, Tranche H Term Loan, 1/29/21		3,799,308
	25,310,000	3.50	NR/Ba3	Virgin Media Investment Holdings, Ltd., New Term B Loan, 2/6/20		25,394,358
	4,240,946	4.75	B/B1	WideOpenWest Finance LLC, Term B Loan, 4/1/19		4,267,210
					$	40,494,212
				Movies & Entertainment - 0.2%
	2,818,466	3.75	NR/Baa3	Cinedigm Digital Funding I LLC, Term Loan, 2/28/18	$	2,829,035
	7,997,781	3.50	BB-/Ba2	Rovi Solutions Corp., Tranche B-3 Term Loan, 3/29/19		7,880,213
	4,940,119	3.75	BB-/Ba3	WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20		4,954,015
					$	15,663,263
				Publishing - 0.1%
	6,025,482	0.00	NR/WR	Cengage Learning Acquisitions, Inc., Original Term Loan, 7/3/14 (e)	$	4,730,004
	6,367,709	3.75	BB-/Ba3	Interactive Data Corp., Refinanced Term Loan, 2/11/18		6,385,621
					$	11,115,625
				Total Media	$	105,897,756
				Retailing - 0.6%
				Computer & Electronics Retail - 0.1%
	4,153,111	12.00	B/B2	Targus Group International, Inc., Term Loan, 5/24/16	$	3,737,800
				Home Improvement Retail - 0.0% †
	3,422,351	3.75	B+/WR	The Hillman Group, Inc., Term Loan, 5/28/17	$	3,445,168
				Automotive Retail - 0.5%
	4,469,850	6.25	B+/B1	Arc Automotive Group, Inc., Term Loan, 11/15/18	$	4,494,993
	18,414,097	3.50	BB/Ba1	Chrysler Group LLC, Term Loan B, 5/24/17		18,540,638
	7,100,000	5.75	NR/NR	CWGS Group LLC, Tranche B Term Loan, 2/20/20		7,153,250
	1,237,500	3.75	BB/Ba1	The Hertz Corp., Tranche B1 Term Loan, 3/11/18		1,243,688
					$	31,432,569
				Total Retailing	$	38,615,537
				Food & Staples Retailing - 0.1%
				Food Distributors - 0.1%
	1,811,700	5.75	B/B1	AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17	$	1,792,451
	3,266,813	4.75	B+/B1	Mill US Acquisition LLC, Term Loan, 7/3/20		3,282,127
	875,000	0.00	NR/NR	Windsor Quality Food Co., Ltd., Tranche B Term Loan (First Lien), 12/23/20		873,359
					$	5,947,937
				Total Food & Staples Retailing	$	5,947,937
				Food, Beverage & Tobacco - 0.5%
				Agricultural Products - 0.2%
	5,373,000	4.50	B/Ba3	Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20	$	5,414,415
EURO	5,470,000	0.00	NR/NR	Darling International Inc., Tranche B-2 Term Loan (First Lien), 12/19/20		7,549,455
					$	12,963,870
				Packaged Foods & Meats - 0.3%
	6,644,555	4.00	B/B1	Del Monte Corp., Initial Term Loan, 3/8/18	$	6,671,226
	4,975,000	3.50	BB/Ba2	HJ Heinz Co., Term B2 Loan, 3/27/20		5,019,357
	636,734	4.25	B+/Ba3	Michael Foods Group, Inc., Term B Facility, 2/25/18		641,907
	6,441,325	3.25	BB-/Ba3	Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20		6,444,198
					$	18,776,688
				Total Food, Beverage & Tobacco	$	31,740,558
				Household & Personal Products - 0.1%
				Household Products - 0.0% †
CAD	418,339	5.00	BB/Ba3	Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19	$	393,109
	199,144	3.50	BB/Ba3	Spectrum Brands Holdings, Inc., Tranche C Term Loan, 8/13/19		200,097
	722,347	4.03	BB-/B1	SRAM LLC, Term Loan (First Lien), 4/10/20		722,347
	1,170,697	4.50	B-/B2	WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19		1,175,087
					$	2,490,640
				Personal Products - 0.1%
	4,901,714	3.50	BB-/Ba3	NBTY, Inc., Term B-2 Loan, 10/1/17	$	4,943,585
	2,738,789	4.00	B+/Ba2	Revlon Consumer Products Corp., Replacement Term Loan, 11/20/17		2,763,180
					$	7,706,765
				Total Household & Personal Products	$	10,197,405
				Health Care Equipment & Services - 1.7%
				Health Care Equipment - 0.1%
	4,738,854	4.50	BB-/Ba3	Kinetic Concepts, Inc., Dollar Term D-1 Loan, 5/4/18	$	4,781,305
				Health Care Supplies - 0.1%
	8,129,261	5.00	BB-/B1	Immucor, Inc., Term B-2 Loan, 8/19/18	$	8,183,458
				Health Care Services - 0.9%
	2,319,129	6.50	NR/NR	AccentCare, Inc., Term Loan, 12/22/16	$	1,211,745
	3,392,953	4.25	B+/B1	Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19		3,378,109
	1,890,900	6.75	B+/B1	Ardent Medical Services, Inc., 1st Lien Term Loan, 5/2/18		1,901,143
	4,591,875	6.50	NR/B2	BioScrip, Inc., Delayed Draw Term Loan, 7/31/20		4,574,655
	7,653,125	6.50	B/B2	BioScrip, Inc., Initial Term B Loan, 7/31/20		7,624,426
	2,231,000	4.50	BB-/Ba2	DaVita HealthCare Partners, Inc., Tranche B Term Loan, 10/20/16		2,250,173
	6,979,500	4.00	BB-/Ba2	DaVita, Inc., Tranche B2 Term Loan, 8/1/19		7,036,208
	1,979,684	4.00	B+/B1	Envision Healthcare Corp., Initial Term Loan, 5/25/18		1,988,868
	9,910,000	6.50	B/B2	Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19		9,897,612
	4,707,536	7.50	B-/B2	inVentiv Health, Inc., Consolidated Term Loan, 8/4/16		4,667,819
	386,603	7.75	B-/B2	inVentiv Health, Inc., Term B-3 Loan, 5/15/18		383,462
	1,535,798	0.00	NR/WR	Rural, Term Loan (First Lien), 6/30/18		1,459,968
	2,238,750	6.75	B/B2	Steward Health Care System LLC, Term Loan, 4/10/20		2,239,422
	6,944,647	4.50	B+/Ba3	Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19		6,963,050
	6,280,750	7.25	B+/B1	Virtual Radiologic Corp., Term Loan A, 12/22/16		3,391,605
	2,443,750	7.25	NR/NR	Virtual Radiologic Corp., Term Loan B, 12/22/16		1,441,812
					$	60,410,077
				Health Care Facilities - 0.4%
	6,175,601	3.50	BB-/Ba3	Health Management Associates, Inc., Replacement Term B Loan, 11/16/18	$	6,183,320
	4,685,494	4.50	B/Ba3	IASIS Healthcare LLC, Term B-2 Loan, 5/3/18		4,724,149
	8,704,303	4.25	B+/WR	Kindred Healthcare, Inc., Term B-1 Loan, 6/1/18		8,717,908
	3,217,561	7.00	B/B3	RegionalCare Hospital Partners, Inc., Term Loan (First Lien 2013), 11/4/18		3,161,254
	4,404,377	4.00	BB-/Ba2	Select Medical Corp., Series C Tranche B Term Loan, 6/1/18		4,432,786
	1,469,531	2.42	BB+/Ba2	Universal Health Services, Inc., Tranche B-1 Term Loan, 11/15/16		1,477,797
					$	28,697,214
				Managed Health Care - 0.1%
	2,853,008	9.75	B+/B2	MMM Holdings, Inc., Term Loan, 10/9/17	$	2,872,622
	2,050,537	9.75	B+/B2	MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17		2,065,916
					$	4,938,538
				Health Care Technology - 0.1%
	4,126,422	0.00	B+/Ba3	ConvaTec, Inc., Dollar Term Loan, 12/22/16	$	4,153,037
	1,990	3.75	BB-/Ba3	Emdeon, Inc., Term B-2 Loan, 11/2/18		1,998
	3,173,575	3.75	BB-/Ba3	IMS Health, Inc., Tranche B-1 Dollar Term Loan, 9/1/17		3,191,030
	1,843,200	4.00	BB+/Ba3	MedAssets, Inc., Term B Loan, 12/13/19		1,847,509
					$	9,193,574
				Total Health Care Equipment & Services	$	116,204,166
				Pharmaceuticals, Biotechnology & Life Sciences - 0.7%
				Biotechnology - 0.3%
	691,250	3.50	BB+/Ba3	Alkermes, Inc., 2019 Term Loan, 9/25/19	$	692,978
	7,794,502	6.00	B+/B2	Aptalis Pharma, Inc., Term B Loan, 10/2/20		7,940,649
	11,225,145	4.25	BB+/Ba1	Grifols, Inc., New U.S. Tranche B Term Loan, 6/1/17		11,310,894
					$	19,944,521
				Pharmaceuticals - 0.4%
	540,625	4.00	BB+/Ba1	Endo Health Solutions, Inc., Term Loan B 2011, 6/17/18	$	541,841
	9,282,735	4.25	B+/B1	Par Pharmaceutical Companies, Inc., Additional Term B-1 Loan, 9/30/19		9,347,714
	7,990,934	3.25	NR/NR	Royalty Pharma, Tranche B-3 Term Loan, 11/9/18		8,017,568
	2,468,750	3.75	BB/Ba1	Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19		2,490,132
	7,776,238	4.50	BB/Ba1	Valeant Pharmaceuticals International, Inc., Series E Tranche B Term Loan, 8/5/20		7,836,993
					$	28,234,248
				Life Sciences Tools & Services - 0.0% †
	966,693	3.67	BB-/Ba3	Catalent Pharma Solutions, Inc., Refinancing Dollar Term-1 (2016), 9/15/16	$	972,533
				Total Pharmaceuticals, Biotechnology & Life Sciences	$	49,151,302
				Diversified Financials - 0.2%
				Other Diversified Financial Services - 0.1%
	3,988,752	3.50	BBB-/Ba2	AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18	$	4,013,682
	2,421,562	3.25	NR/Baa2	Kasima LLC, Term Loan, 5/17/21		2,421,562
	1,293,500	5.00	B/B1	Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19		1,299,968
	2,270,659	5.25	BB/Ba3	WorldPay, Facility B2A Term Loan, 8/6/17		2,297,339
					$	10,032,551
				Specialized Finance - 0.1%
	7,113,150	5.25	B/B1	Mirror BidCo Corp., Term Loan, 12/28/19	$	7,166,499
				Total Diversified Financials	$	17,199,050
				Insurance - 0.5%
				Life & Health Insurance - 0.1%
	4,821,432	3.75	BB/Ba3	CNO Financial Group, Inc., Tranche B2 Term Loan, 9/4/18	$	4,841,021
				Multi-line Insurance - 0.0% †
	1,722,600	4.25	B/B1	Alliant Holdings I, Inc., Initial Term Loan, 12/20/19	$	1,731,482
				Property & Casualty Insurance - 0.4%
	1,665,386	5.75	B-/B2	Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18	$	1,667,468
	26,673,438	0.00	B/B1	USI Insurance Services LLC, Initial Term Loan, 11/29/19		26,823,476
					$	28,490,944
				Total Insurance	$	35,063,447
				Software & Services - 0.6%
				Internet Software & Services - 0.1%
	6,496,300	4.00	BB+/Ba3	AutoTrader.com, Inc., Tranche B-1 Term Loan, 12/15/16	$	6,538,935
				IT Consulting & Other Services - 0.0% †
	742,257	4.50	B/B1	Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19	$	749,370
				Data Processing & Outsourced Services - 0.0% †
	115,933	4.16	B+/B1	First Data Corp., 2017 New Dollar Term Loan, 3/24/17	$	116,304
	1,528,214	4.16	B+/B1	First Data Corp., 2018 Dollar Term Loan, 3/23/18		1,531,940
					$	1,648,244
				Application Software - 0.5%
	729,955	4.25	NR/B1	Applied Systems, Inc., Term Loan (First Lien), 12/8/16	$	733,604
	12,974,684	8.50	B-/Ba3	Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18		12,974,684
	2,397,847	5.25	B+/Ba3	Lawson Software, Inc., Tranche B2 Term Loan, 4/5/18		2,400,345
	9,281,898	4.00	BB-/B1	Verint Systems, Inc., Term Loan, 9/6/19		9,342,815
	5,805,946	4.25	B+/B1	Vertafore, Inc., Term Loan (2013), 10/3/19		5,854,327
					$	31,305,775
				Systems Software - 0.0% †
	916,970	2.17	BB/Ba3	The Reynolds & Reynolds Co., Tranche B Term Loan, 4/21/16	$	920,683
				Total Software & Services	$	41,163,007
				Technology Hardware & Equipment - 0.1%
				Communications Equipment - 0.1%
	2,715,625	6.75	B+/B1	Audio Visual Services Corp., Term Loan (First Lien), 11/9/18	$	2,735,992
	1,240,602	2.74	NR/NR	CommScope Inc., Tranche B Term Loan (First Lien), 1/21/17		1,246,805
	1,860,902	3.25	NR/NR	CommScope Inc., Tranche B Term Loan, 1/14/18		1,876,022
					$	5,858,819
				Electronic Equipment Manufacturers - 0.0% †
	1,446,481	4.75	B-/B2	Sensus USA, Inc., Term Loan (First Lien), 5/9/17	$	1,449,646
				Electronic Components - 0.0% †
	1,656,399	5.00	B/B2	Scitor Corp., Term Loan, 2/15/17	$	1,629,482
				Technology Distributors - 0.0% †
	1,191,002	3.25	BB-/Ba3	CDW LLC, Term Loan, 4/25/20	$	1,188,844
				Total Technology Hardware & Equipment	$	10,126,791
				Semiconductors & Semiconductor Equipment - 0.2%
				Semiconductor Equipment - 0.1%
	8,631,098	4.50	NR/B1	Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19	$	8,716,476
				Semiconductors - 0.1%
	3,875,106	3.75	BB+/WR	Microsemi Corp., Term Loan, 2/19/20	$	3,899,325
				Total Semiconductors & Semiconductor Equipment	$	12,615,801
				Telecommunication Services - 0.2%
				Integrated Telecommunication Services - 0.1%
	7,207,012	3.75	BB/Ba3	West Corp., Term B-8 Loan, 6/30/18	$	7,247,537
				Wireless Telecommunication Services - 0.1%
	1,487,731	4.00	BB-/B1	Syniverse Holdings, Inc., Initial Term Loan, 4/23/19	$	1,490,830
	2,181,423	4.00	BB-/B1	Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19		2,192,330
					$	3,683,160
				Total Telecommunication Services	$	10,930,697
				Utilities - 0.3%
				Electric Utilities - 0.1%
	5,920,250	3.00	BB/Ba3	Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20	$	5,886,209
				Independent Power Producers & Energy Traders - 0.2%
	5,719,202	3.75	BB+/Ba1	AES Corp. Virginia, 2013 Other Term Loan, 6/1/18	$	5,767,203
	5,441,138	4.00	BB-/B1	Calpine Corp., Term Loan (3/11), 4/1/18		5,487,050
	1,086,250	4.00	BB-/B1	Calpine Corp., Term Loan, 9/27/19		1,095,378
	4,015,757	3.75	BB+/Ba1	NSG Holdings LLC, New Term Loan, 12/11/19		4,086,032
					$	16,435,663
				Total Utilities	$	22,321,872
				TOTAL SENIOR FLOATING RATE LOAN INTERESTS
				(Cost $848,692,585)	$	844,486,500
	Shares
				RIGHTS / WARRANTS - 0.0% †
				Automobiles & Components - 0.0% †
				Auto Parts & Equipment - 0.0% †
	547			Lear Corp., 11/9/14	$	89,188
				Total Automobiles & Components	$	89,188
				TOTAL RIGHTS / WARRANTS
				(Cost $29,544)	$	89,188
				TOTAL INVESTMENT IN SECURITIES - 98.2%
				(Cost $6,750,183,749) (a)	$	6,820,300,434
				OTHER ASSETS & LIABILITIES - 1.8%	$	121,845,757
				TOTAL NET ASSETS - 100.0%	$	6,942,146,191
	Notional Principal ($)					Unrealized Appreciation
				CREDIT DEFAULT SWAP AGREEMENTS
	7,000,000			JPMorgan Chase & Co., American Axle & Manufacturing Co., 5.0%, 12/20/17	$	1,122,668
				TOTAL CREDIT DEFAULT SWAP AGREEMENTS
				(Cost ($280,000))	$	1,122,668
	*			Non-income producing security.
	NR			Not rated by either S&P or Moody's.
	WR			Withdrawn rating.
	Step			Bond issued with an initial coupon rate which converts to a higher rate at a later date.
	Cat Bond			Catastrophe bond is a high-yield debt instrument that is usually insurance linked and meant to raise money in case of a catastrophe.
	Perpetual			Security with no stated maturity date.
	PIK			Represents a pay in kind security.
	REIT			REIT Real Estate Investment Trust.
	(G.D.R.)			Global Depositary Receipts.
	(144A)			Security is exempt from registration under Rule 144A of the Securities Act of 1933.  Such securities may be resold normally to qualified institutional buyers in a transaction exempt from registration.  At December 31, 2013, the value of these securities amounted to $2,123,885,859 or 30.6% of total net assets.
	**			Senior floating rate loan interests in which the Fund invests generally pay interest at rates that are periodically redetermined by reference to a base lending rate plus a premium.  These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as LIBOR (London InterBank Offered Rate), (ii) the prime rate offered by one or more major United States banks, (iii) the rate of a certificate of deposit or (iv) other base lending rates used by commercial lenders. The rate shown is the coupon rate at period end.
	(a)			At December 31, 2013, the net unrealized appreciation on investments based on
				cost for federal income tax purposes of $6,757,702,479 was as follows:
				Aggregate gross unrealized appreciation for all investments in which
				there is an excess of value over tax cost	$	275,808,670
				Aggregate gross unrealized depreciation for all investments in which
				there is an excess of tax cost over value		(213,210,715)
				Net unrealized appreciation	$	62,597,955
	(b)			Debt obligation with a variable interest rate. Rate shown is rate at end of period.
	(c)			Security is valued using fair value methods (other than prices supplied by independent pricing services)
	(d)			Security issued with a zero coupon. Income is recognized through accretion of discount.
	(e)			Security is in default and is non-income producing.
	(f)			Security represents the interest only portion payments on a pool of underlying mortgages or mortgage-backed securities.
				Principal amounts are denominated in U.S. Dollars unless otherwise noted:
			AUD	Australian Dollar
			BRL	Brazilian Real
			CAD	Canadian Dollar
			CNY	New Chinese Yuan
			EURO	Euro
			GBP	British Pound Sterling
			GHS	Ghanian Cedi
			IDR	Indonesian Rupiah
			MXN	Mexican Peso
			MYR	Malaysian Ringgit
			NGN	Nigerian Naira
			NOK	Norwegian Krone
			NZD	New Zealand Dollar
			PHP	Philippine Peso
			PLN	Polish Zloty
			RON	Romanian New Leu
			RUB	Russian Ruble
			TRY	Turkish Lira
Various inputs are used in determining the value of the Fund's investments.  These inputs are summarized in the three broad levels listed below.
Level 1 – quoted prices in active markets for identical securities
Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining fair value of investments)
Generally, equity securities are categorized as Level 1, fixed income securities and senior loans as Level 2 and securities valued
using fair value methods (other than prices supplied by independent pricing services) as Level 3.
The following is a summary of the inputs used as of December 31, 2013, in valuing the Fund's investments:

	Level 1		Level 2			Level 3			Total
Convertible Corporate Bonds	$	-	$	319,491,143		$	-		$	319,491,143
Preferred Stocks		145,142,825		25,944,379			34,719,640			205,806,844
Convertible Preferred Stocks		71,046,959		6,413,500			-			77,460,459
Common Stocks		1,491,076		1,877,648			-			3,368,724
Asset Backed Securities		-		277,463,675			-			277,463,675
Collateralized Mortgage Obligations		-		655,870,963			-			655,870,963
Corporate Bonds		-		3,184,439,096			24,383,458			3,208,822,554
U.S. Government And Agency Obligations		-		393,611,274			-			393,611,274
Foreign Government Bonds		-		383,077,678			-			383,077,678
Municipal Bonds		-		450,751,432			-			450,751,432
Senior Floating Rate Loan Interests		-		844,486,500			-			844,486,500
Rights / Warrants		89,188		-			-			89,188
Total	$	217,770,048	$	6,543,427,288		$	59,103,098		$	6,820,300,434
Other Financial Instruments
Net unrealized depreciation on credit default swaps	$	-	$	1,122,668		$	-		$	1,122,668
Net unrealized appreciation on forward foreign currency contracts		-		(417,583	)		-			(417,583	)
Net unrealized appreciation on futures		12,478,867		-			-			12,478,867
Total	$	12,478,867	$	705,085		$	-		$	13,183,952
Following is a reconciliation of assets using significant unobservable inputs (Level 3):	Preferred Stocks		Corporate Bonds			Total
Balance as of 9/30/13	$	18,941,338	$	17,728,748		$	36,670,086
Realized gain (loss)		-		22,798			22,798
Change in unrealized appreciation (depreciation)		7,978,302		(506,886	)		7,471,416
Net purchases		7,800,000		10,916,000			18,716,000
Net sales		-		(3,777,202	)		(3,777,202	)
Transfers in and out of Level 3		-		-			-
Balance as of 12/31/13	$	34,719,640	$	24,383,458		$	59,103,098
During the period ended December 31, 2013, there were no transfers between Levels 1, 2 and 3.

ITEM 2. CONTROLS AND PROCEDURES. (a) Disclose the conclusions of the registrant's principal executive and principal financial officers, or persons performing similar functions, regarding the effectiveness of the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Act (17 CFR 270.30a-3(c))) as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the Act (17 CFR 270.30a-3(b))) and Rule 13a-15(b) or 15d-15(b) under the Exchange Act (17 CFR 240.13a-15(b) or 240.15d-15(b)). The registrant's principal executive officer and principal financial officer have concluded that the registrant's disclosure controls and procedures are effective based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report. (b) Disclose any change in the registrant's internal controls over financial reporting (as defined in Rule 30a-3(d) under the Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. There were no significant changes in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting. ITEM 3. EXHIBITS. File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)), exactly as set forth below: CERTIFICATIONS I, [identify the certifying individual], certify that: 1. I have reviewed this report on Form N-Q of [identify registrant]; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; (c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and (d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and 5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. Date: [Signature] [Title] Filed herewith. <PAGE> SIGNATURES [See General Instruction F] Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. (Registrant) Pioneer Pioneer Strategic Income Fund By (Signature and Title)* /s/ Daniel K. Kingsbury ----------------------- Daniel K. Kingsbury, President Date February 28, 2014 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By (Signature and Title)* /s/ Daniel K. Kingsbury ----------------------- Daniel K. Kingsbury, President Date February 28, 2014 By (Signature and Title)* /s/ Mark Bradley ----------------- Mark Bradley, Treasurer Date February 28, 2014 * Print the name and title of each signing officer under his or her signature.