Virtus Multi-Sector Short Term Bond Fund

Transcription

1 A-10 Securitization LLC, 1.72% $12,882,683 A-10 Securitization LLC, 2.4% $977,505 Abbvie, Inc., 2.5% 05/14/2020 $890,119 Abbvie, Inc., 3.2% 11/06/2022 $1,927,850 ABN Amro Bank N.V., 4.25% 02/02/2017 $4,581,092 ABN AMRO Mortgage Corp., 5.75% $572,042 Access Point Financial, Inc., 2.61% $11,234,304 Actavis Funding SCS, 3% 03/12/2020 $2,828,170 Actavis Funding Scs, 3.45% 03/15/2022 $3,762,925 Activision Blizzard, Inc., 10/13/2020 $9,861,476 ADT Corp. (The), 6.25% 10/15/2021 $24,108,356 Aercap Ireland Capital Ltd. (Aercap Global Aviation Trust), 3.75% 05/15/2019 $5,841,050 Afren plc, 11.5% 02/01/2016 $119,750 Air Canada, 5.38% 05/15/2021 $16,789,527 Air Lease Corp., 2.63% 09/04/2018 $5,488,153 Airgas, Inc., 3.05% 08/01/2020 $903,781 Akbank TAS, 7.5% 02/05/2018 $3,487,007 Albertson's LLC, 08/25/2021 $16,103,259 Alere, Inc., 06/20/2022 $5,204,277 Alere, Inc., 6.5% 06/15/2020 $6,298,500 Alibaba Group Holding Ltd., 2.5% 11/28/2019 $6,477,161 Allegheny Technologies, Inc., 9.38% 06/01/2019 $7,679,700 Allison Transmission, 08/23/2019 $2,100,074 Allstate Corp., 6.13% 05/15/2037 $4,765,475 Ally Financial Inc 7 % Perp Pfd Shs Series G $352,108 Ally Financial, Inc., 3.25% 02/13/2018 $4,226,081 America West Airlines Pass-Through-Trust, 6.87% 01/02/2017 $894,436 1

2 America West Airlines Pass-Through-Trust, 7.1% 04/02/2021 $52,355,080 America West Airlines Pass-Through-Trust, 7.93% 01/02/2019 $8,199,215 American Airlines Group, Inc., 4.63% 03/01/2020 $1,617,763 American Airlines Pass-Through-Trust, 4.38% 10/01/2022 $9,550,953 American Airlines Pass-Through-Trust, 5.6% 07/15/2020 $9,173,086 American Airlines, Inc., 06/27/2020 $34,918,867 American Airlines, Inc., 10/10/2021 $10,975,383 American Campus Communities Operating Partnership Lp, 3.35% 10/01/2020 $2,064,498 American Credit Acceptance Receivables Trust, 3.43% 06/10/2020 $19,351,475 American Homes 4 Rent, 1.25% $7,153,969 American Homes 4 Rent, 3.47% $7,839,711 American Renal Holdings, Inc., 08/20/2019 $8,992,251 American Tower Trust I, 1.55% $6,846,463 Americold Llc Trust, 3.85% $8,875,112 Americredit Automobile Receivables Trust $9,775,322 Americredit Automobile Receivables Trust, 2.18% 06/08/2020 $19,537,758 AmeriCredit Automobile Receivables Trust, 2.42% 05/08/2019 $23,283,494 AmeriCredit Automobile Receivables Trust, 2.54% 06/08/2020 $18,457,382 AmeriCredit Automobile Receivables Trust, 2.67% 01/08/2018 $2,645,662 AmeriCredit Automobile Receivables Trust, 2.68% 10/09/2018 $7,241,048 AmeriCredit Automobile Receivables Trust, 3.03% 07/09/2018 $20,075,228 AmeriGas Partners LP, 6.75% 05/20/2020 $3,433,045 AmeriGas Partners LP, 7% 05/20/2022 $9,553,250 Ameriquest Mortgage Securities, Inc., 5.21% $1,056,114 AmSurg Corp., 07/16/2021 $2,569,538 Anglo American Capital plc, 3.63% 05/14/2020 $4,541,867 Anglo American Capital plc, 9.38% 04/08/2019 $2,062,283 Antero Resources Corp., 5.63% 06/01/2023 $6,031,888 Applebee's LLC, 4.28% 09/05/2044 $20,941,076 Applied Systems, Inc., 01/24/2022 $2,710,102 ARAMARK Corp., 02/24/2021 $14,606,004 2

3 ARAMARK Corp., 09/07/2019 $16,963,658 Arch Coal, Inc., 05/16/2018 $9,330,205 Ardagh Packaging Finance plc, 6.25% 01/31/2019 $2,705,000 Ares Capital Corp., 3.88% 01/15/2020 $5,890,571 Argentine Republic, 8.28% 12/31/2033 $24,908,519 Aristocrat Leisure Ltd., 10/20/2021 $13,329,163 Ascentium Equipment Receivables, 2.26% 06/10/2021 $5,469,206 Asset Backed Funding Certificates, 4.78% $3,567,640 Associated Banc Corp., 5.13% 03/28/2016 $8,766,684 Associates Manufactured Housing Pass-Through Certificates, 8% 03/15/2027 $1,636,652 Asurion LLC, 05/24/2019 $4,671,548 Asurion LLC, 08/04/2022 $6,006,452 AT&T, Inc., 5.8% 02/15/2019 $12,241,647 Atlantic Power LP, 02/24/2021 $2,492,974 Avago Technologies Cayman Ltd., 05/06/2021 $17,295,230 Avant Loans Funding Trust 2015-A, 4% 08/16/2021 $4,113,129 Aviation Capital Group Corp, 2.88% 09/17/2018 $4,410,982 Aviation Capital Group Corp., 3.88% 09/27/2016 $10,496,775 Avis Budget Rental Car Funding LLC, 2.1% 03/20/2019 $23,254,282 Avis Budget Rental Car Funding LLC, 2.97% 02/20/2020 $2,713,441 Avis Budget Rental Car Funding LLC, 3.41% 11/20/2017 $13,136,386 AWAS Aviation Capital Ltd., 7% 10/17/2016 $6,462,780 AWAS Finance Luxembourg SA, 07/16/2018 $7,370,735 AZ Chem US, Inc., 06/11/2021 $2,660,203 B2R Mortgage Trust, 2.52% $11,652,271 Banc of America (Merrill Lynch) Commercial Mortgage, Inc., 5.78% $19,343,697 Banc Of America Alternative Loan Trust, 5.75% $17,533,768 Banc of America Alternative Loan Trust, 6% $3,510,644 Banc of America Funding Corp., 4.75% $2,248,178 Banc of America Funding Trust, 2.56% $886,068 Banc of America Funding Trust, 5.5% $609,051 3

4 Banc of America Funding Trust, 6% $3,277,894 Banc of America Mortgage Trust, 4.5% $862,049 Banc of America Mortgage Trust, 5.5% $2,008,365 Banc of America Mortgage Trust, 5.75% $1,812,632 Banc of America Mortgage Trust, 6.5% $902,756 Banco Bilbao Vizcaya Argentaria S.A. International S.A. Unipersonal 5.919%, 5.92% $2,323,688 Banco Continental SA (Continental Senior Trustees II Cayman Ltd.), 5.75% 01/18/2017 $9,875,000 Banco De Credito Del Peru, 2.75% 01/09/2018 $15,756,820 Banco Santander Brasil SA, 4.63% 02/13/2017 $9,300,000 Banco Santander Brasil SA, 8% 03/18/2016 $6,789,822 Banco Santander Chile, 2.15% 06/07/2018 $5,339,750 Bangkok Bank PCL, 2.75% 03/27/2018 $16,728,856 Bank of America (Merrill Lynch - Countrywide) Alternative Loan Trust, 6% $28,781,448 Bank of America (Merrill Lynch - Countrywide) Asset-Backed Certificates, 4.49% $1,033,054 Bank of America (Merrill Lynch - Countrywide) Asset-Backed Certificates, 4.8% $4,298,573 Bank of America (Merrill Lynch - Countrywide) Asset-Backed Certificates, 5.21% $13,487,893 Bank of America (Merrill Lynch - Countrywide) Commercial Mortgage Trust, 5.17% $8,782,727 Bank of America (Merrill Lynch - Countrywide) Home Loan Mortgage Pass-Through-Trust, 2.61% $1,674,825 Bank of America (Merrill Lynch - Countrywide) Home Loan Mortgage Pass-Through-Trust, 5.5% $1,279,176 Bank of America (Merrill Lynch - Countrywide) Mortgage Trust, 5.87% $7,714,519 Bank of America (Merrill Lynch - Deutsche Bank Trust), 3.35% $20,346,686 Bank of America (Merrill Lynch) Mortgage Investors, Inc., 6.75% $10,642,270 Bank of America (Merrill Lynch) Commercial Mortgage Trust, 5.41% $10,250,184 Bank of America Corp., 2% 01/11/2018 $14,960,998 Bank of America Corp., 5.49% 03/15/2019 $3,150,699 Bank of America Corp., 6.25% 05/15/2016 $9,368,615 Bank of Baroda, 4.88% 07/23/2019 $25,142,549 Bank of Georgia JSC, 7.75% 07/05/2017 $10,505,908 Bank of India, 3.25% 04/18/2018 $22,874,460 Bank of India, 3.63% 09/21/2018 $10,400,491 Bank of New York Mellon Corp. (The) Series E, 4.950%, 4.95% 12/31/2049 $15,828,950 4

5 Bankamerica Manufactured Housing Contract Trust, 7.81% 08/10/2025 $2,726,752 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.43% $6,636,040 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.71% $7,722,577 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.86% $14,044,721 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.87% $11,855,216 Barclays (Lehman Brothers) Manufactured Housing Contract Trust, 4.35% 04/15/2040 $3,406,607 Barclays Bank plc, 6.05% 12/04/2017 $14,199,399 Bayview Commercial Asset Trust, 1.09% $3,058,602 Bayview Commercial Asset Trust, 1.69% $31,582,260 Bayview Financial Acquisition Trust, 6.21% $8,189,247 Bayview Financial Mortgage-Pass-Through Trust, 5.48% $43,254 Bayview Financial Mortgage-Pass-Through Trust, 6.09% $17,199,538 Bbva Banco Continental Sa, 3.25% 04/08/2018 $8,342,363 BCC Funding VIII LLC, 3.12% 08/20/2020 $2,822,596 BCC Funding VIII LLC, 4.22% 08/20/2020 $5,570,741 BCRR Trust, 5.86% $2,933,796 Beacon Container Finance LLC, 3.72% 09/20/2027 $20,681,218 Berry Plastics Group Inc, 09/17/2022 $8,738,191 Blackstone Holdings Finance Co. LLC, 6.63% 08/15/2019 $8,272,728 Block Financial Llc, 4.13% 10/01/2020 $11,390,333 Blue Coat Systems, Inc., 05/20/2022 $5,380,751 Blue Racer Midstream LLC ( Blue Racer Finance Corp.), 6.13% 11/15/2022 $4,388,225 Bolivarian Republic of Venezuela, 5.75% 02/26/2016 $3,519,425 Bolivarian Republic of Venezuela, 7% 12/01/2018 $7,769,630 Bolivarian Republic of Venezuela, 7.75% 10/13/2019 $6,776,598 Bombardier, Inc., 4.75% 04/15/2019 $12,710,520 Boyd Gaming Corp., 08/14/2020 $6,549,200 Boyd Gaming Corp., 6.88% 05/15/2023 $1,366,800 Boyd Gaming Corp., 9% 07/01/2020 $5,712,195 British Airways Pass-Through-Trust, 5.63% 06/20/2020 $12,028,190 Brixmor Operating Partnership LP, 3.88% 08/15/2022 $5,620,977 5

6 Brock Holdings Ill, Inc., 03/16/2017 $9,492,654 Brookfield Residential Properties, Inc., 6.5% 12/15/2020 $5,766,425 Builders FirstSource, Inc., 7.63% 06/01/2021 $9,060,150 BXG Receivables Note Trust, 2.66% 12/02/2027 $4,193,427 BXG Receivables Note Trust, 2.88% 05/02/2030 $3,302,190 BXG Receivables Note Trust, 3.01% 12/04/2028 $7,296,210 BXG Receivables Note Trust, 5.1% 03/02/2026 $1,849,474 Caesars Entertainment Operating Co., Inc., 01/28/2018 $1,582,796 Caesars Entertainment Operating Co., Inc., 03/01/2017 $3,593,932 Caesars Entertainment Operating Co., Inc., 10/31/2016 $3,396,831 Caesars Entertainment Operating Co., Inc., 9% 02/15/2020 $2,990,625 Caesars Entertainment Resort Properties LLC, 10/11/2020 $7,363,130 Caesars Growth Properties Holdings LLC, 05/08/2021 $3,790,889 California Republic Auto Receivables Trust , 2.70% $3,711,369 California Republic Auto Receivables Trust, 1.76% 01/16/2018 $13,639,573 California Republic Auto Receivables Trust, 2.24% 01/15/2019 $11,748,410 California Republic Auto Receivables Trust, 2.34% 04/15/2020 $7,121,402 California Republic Auto Receivables Trust, 3.29% 03/15/2021 $2,704,185 Calpine Construction Finance Co. LP, 05/03/2020 $8,154,626 Capital Auto Receivables Asset Trust, 1.74% 10/22/2018 $5,446,271 Capital Auto Receivables Asset Trust, 2.67% 02/20/2019 $2,989,279 Capital Auto Receivables Asset Trust, 2.67% 08/20/2020 $7,285,242 Capital Automotive LP, 04/10/2019 $3,552,464 Capital Automotive LP, 04/30/2020 $6,102,173 Capital One NA, 2.4% 09/05/2019 $4,967,510 CarFinance Capital Auto Trust, 2.64% 11/16/2020 $3,483,286 CarFinance Capital Auto Trust, 2.72% 04/15/2020 $5,568,337 CarFinance Capital Auto Trust, 2.75% 11/15/2018 $5,571,729 CarFinance Capital Auto Trust, 2.91% 06/15/2021 $6,076,734 CarFinance Capital Auto Trust, 3.15% 08/15/2019 $19,595,571 CarFinance Capital Auto Trust, 3.24% 11/16/2020 $2,782,834 6

7 CarFinance Capital Auto Trust, 3.45% 03/15/2019 $2,233,919 Carmax Auto Owner Trust, 1.88% 11/15/2019 $1,007,293 CarMax Auto Owner Trust, 2.39% 03/15/2021 $2,280,055 Carnow Auto Receivables Trust , 3.88% 04/15/2020 $4,999,500 CarNow Auto Receivables Trust, 4.16% 11/15/2018 $2,959,137 CarNow Auto Receivables Trust, 5.53% 01/15/2020 $3,619,508 CCC Information Services, 12/20/2019 $5,763,445 Ccg Receivables Trust , 1.92% $4,014,236 Ccg Receivables Trust, 2.15% 11/15/2021 $5,102,499 CCO Holdings LLC, 7.38% 06/01/2020 $6,976,040 CCO Safari II LLC, 4.46% 07/23/2022 $2,604,940 Cemex SAB de CV, 6.5% 12/10/2019 $9,702,000 Centre Point Funding Llc, 2.61% 08/20/2021 $10,431,776 CenturyLink, Inc., 5.63% 04/01/2020 $11,827,631 Cequel Communications LLC, 02/14/2019 $12,765,251 Ceridian HCM Holding, Inc., 09/15/2020 $17,596,363 Charger Opco B.V., 07/23/2021 $3,790,924 Charter Communications Operations LLC, 01/03/2021 $14,168,986 Charter Communications Operations LLC, 07/01/2020 $9,267,341 Charter Communications, 01/23/2023 $2,867,614 Charter Communications, 07/23/2021 $3,208,921 Cheesecake Restaurant Holdings, Inc., 4.47% 03/20/2043 $24,638,044 CHG Healthcare Services, Inc., 11/19/2019 $9,917,667 China Cinda Finance Ltd., 4% 05/14/2019 $12,898,841 Cirque Du Soleil, 07/08/2022 $5,744,948 Citicorp Mortgage Securities, Inc., 5.5% $203,922 Citicorp Residential Mortgage Securities, Inc., 5.5% $5,763,685 Citigroup - Deutsche Bank Commercial Mortgage Trust, 5.32% $4,651,390 Citigroup - Deutsche Bank Commercial Mortgage Trust, 5.37% $14,424,558 Citigroup - Deutsche Bank Commercial Mortgage Trust, 5.49% $1,672,891 Citigroup Commercial Mortgage Trust, 5.81% $3,281,789 7

8 Citigroup Commercial Mortgage Trust, 5.9% $409,707 Citigroup Commercial Mortgage Trust, 5.9% $27,989,012 Citigroup Commercial Mortgage Trust, 6.35% $13,270,610 Citigroup Mortgage Loan Trust, Inc., 2.25% $1,624,719 Citigroup Mortgage Loan Trust, Inc., 4% $16,877,619 Citigroup Mortgage Loan Trust, Inc., 5% $638,750 Citigroup Mortgage Loan Trust, Inc., 6.75% $13,282,760 Citigroup Mortgage Loan Trust, Inc., 7% $884,507 Citigroup, Inc., 0.55% 06/09/2016 $3,383,014 Citigroup, Inc., 2.5% 09/26/2018 $10,132,140 Citigroup, Inc., 5.5% 02/15/2017 $24,698,946 CityCenter Holdings LLC, 10/16/2020 $9,906,769 Clear Channel Worldwide Holdings, Inc., 7.63% 03/15/2020 $15,038,406 Cli Funding Llc, 3.38% 10/18/2029 $7,791,440 Clipper Acquisitions Corp., 02/06/2020 $6,126,214 CNH Equipment Trust, 1.78% 06/15/2020 $4,019,120 CNOOC Finance Property Ltd., 2.63% 05/05/2020 $5,716,956 Colony Multi-Family Commercial Mortgage-Backed Securities, 2.54% $19,870,420 Columbus International, Inc., 7.38% 03/30/2021 $2,420,288 Comerica Bank, Inc., 5.75% 11/21/2016 $6,232,575 Commercial Mortgage Trust, 5.87% $21,111,482 Commercial Mortgage Trust, 6.18% $7,306,740 Community Health Systems, Inc. (CHS), 12/31/2018 $8,965,506 Community Health Systems, Inc., 5.13% 08/01/2021 $4,885,800 Concentra, Inc., 06/01/2022 $455,710 Conseco Financial Corp., 6.91% 05/01/2033 $11,456,285 Conseco Financial Corp., 7.65% 04/15/2019 $70,198 Continental Airlines Pass-Through-Trust, 6.24% 03/15/2020 $11,704,446 Continental Airlines Pass-Through-Trust, 6.25% 04/11/2020 $4,052,000 Continental Airlines Pass-Through-Trust, 6.54% 02/02/2019 $10,111,142 Continental Airlines Pass-Through-Trust, 6.7% 06/15/2021 $14,490,445 8

9 Continental Airlines Pass-Through-Trust, 6.9% 04/19/2022 $7,879,039 Continental Airlines Pass-Through-Trust, 7.25% 11/10/2019 $3,964,780 Continental Airlines Pass-Through-Trust, 8.05% 11/01/2020 $5,734,908 Convatec, Inc., 06/15/2020 $327,590 Corpbanca SA, 3.13% 01/15/2018 $7,981,960 Corpbanca SA, 3.88% 09/22/2019 $4,036,776 Corrections Corp Of America, 5.00% 10/15/2022 $6,896,338 CPI Card, 08/17/2022 $11,932,500 Credit Suisse Commercial Mortgage Trust, 3.93% $14,573,197 Credit Suisse Commercial Mortgage Trust, 5.36% $39,350,782 Credit Suisse Commercial Mortgage Trust, 5.54% $13,574,759 Credit Suisse Commercial Mortgage Trust, 5.87% $21,388,773 Credit Suisse First Boston Mortgage Securities Corp., 5.25% $1,853,300 Credit Suisse First Boston Mortgage Securities Corp., 6% $6,382,977 CRH America, Inc., 8.13% 07/15/2018 $5,548,054 Crown Castle Towers LLC, 3.22% $2,925,000 Crown Castle Towers LLC, 5.5% $6,081,135 Csc Holdings Llc, 09/25/2022 $16,676,821 CSC Holdings, Inc., 04/17/2020 $5,242,447 CVS Health Corp., 2.8% 07/20/2020 $11,596,000 Daimler Finance North America LLC, 2.63% 09/15/2016 $11,112,739 DaVita HealthCare Partners, Inc., 06/24/2021 $3,877,893 DB Master Finance LLC, 3.26% 02/20/2045 $5,003,959 Delos Finance S.A.R.L., 03/06/2021 $21,934,483 Delta 2 (Lux) S.A.R.L., 07/30/2021 $9,270,876 Delta Air Lines Pass-Through-Trust, 4.75% 05/07/2020 $27,058,055 Deltek, Inc., 06/25/2022 $519,804 Deltek, Inc., 06/26/2023 $3,689,494 Denbury Resources, Inc., 5.5% 05/01/2022 $4,316,938 Deutsche Bank-UBS Mortgage Trust, 5.58% $6,733,459 Diamond Resorts Owner Trust, 2.54% 05/20/2027 $7,386,765 9

10 Digicel Group Ltd., 8.25% 09/30/2020 $14,582,400 Digital Delta Holdings Llc, 3.40% 10/01/2020 $11,780,250 Digital Realty Trust Lp, 3.95% 07/01/2022 $8,166,890 DigitalGlobe, Inc., 01/31/2020 $3,561,851 Direct Capital Funding IV LLC, 4.6% 10/20/2019 $3,598,300 Direct Capital Funding Iv Llc, 4.83% 11/20/2020 $5,073,765 Discover Bank, 8.7% 11/18/2019 $2,090,867 DNB Bank ASA, 3.2% 04/03/2017 $25,340,520 Domino's Pizza Master Issuer LLC, 5.22% 01/25/2042 $19,904,576 Drawbridge Special Opportunities Fund LP, 5% 08/01/2021 $14,354,588 Drillships Ocean Ventures, Inc., 07/25/2021 $4,145,115 Drive Auto Receivables Trust 2015-d, 2.59% $3,919,940 Drive Auto Receivables Trust, 3.06% 05/17/2021 $18,857,526 Drive Auto Receivables Trust, 4.12% 06/15/2022 $8,043,997 Drug Royalty LP, 3.48% 07/15/2023 $22,048,925 DT Auto Owner Trust, 2.46% 01/15/2020 $14,370,029 Dt Auto Owner Trust, 2.64% 10/15/2019 $19,007,182 DT Auto Owner Trust, 2.73% 02/15/2019 $6,535,645 DT Auto Owner Trust, 2.87% 11/16/2020 $7,059,549 Dt Auto Owner Trust, 3.04% 09/15/2020 $4,896,613 Dt Auto Owner Trust, 3.06% 09/16/2019 $17,606,715 Dun & Bradstreet Corp. (The), 3.25% 12/01/2017 $12,296,385 Dun & Bradstreet Corp. (The), 4% 06/15/2020 $4,759,398 Dunkin' Brands Group, Inc., 3.98% 02/20/2045 $19,081,010 DynCorp International, Inc., 07/07/2016 $9,699,272 El Dorado Resorts, Inc., 07/25/2022 $2,779,736 Emdeon, Inc., 11/02/2018 $5,256,684 Endo Finance LLC, 6% 07/15/2023 $714,600 Endo Luxembourg Finance Co. I S.A.R.L., 06/24/2016 $7,042,635 Endo Luxembourg Finance Co. I S.A.R.L., 06/24/2022 $5,563,173 Energy Transfer Partners LP, 4.15% 10/01/2020 $14,789,387 10

11 Envision Healthcare Corp., 05/25/2018 $6,616,554 EP Energy LLC (Everest Acquisition Finance, Inc.), 9.38% 05/01/2020 $13,273,425 EP Energy LLC (Everest Acquisition LLC), 04/30/2019 $742,677 EP Energy LLC (Everest Acquisition LLC), 05/24/2018 $3,828,375 Epicor Software Corp., 06/01/2022 $4,962,563 EuroChem Mineral & Chemical Co. OJSC, 5.13% 12/12/2017 $11,885,480 Evergreen Skills Lux S.A.R.L., 04/28/2021 $3,512,483 Excelitas Technologies Corp., 11/02/2020 $5,144,379 Exelon Corp., 2.85% 06/15/2020 $1,891,553 Exeter Automobile Receivables Trust, 2.42% 01/15/2019 $9,270,055 Exeter Automobile Receivables Trust, 3.06% 07/16/2018 $8,076,187 Exeter Automobile Receivables Trust, 3.09% 07/16/2018 $17,956,466 Exeter Automobile Receivables Trust, 3.26% 12/16/2019 $14,633,883 Exeter Automobile Receivables Trust, 3.52% 02/15/2019 $21,033,720 Exeter Automobile Receivables Trust, 3.57% 07/15/2019 $16,017,158 Exeter Automobile Receivables Trust, 3.9% 03/15/2021 $17,946,691 Exeter Automobile Receivables Trust, 4.1% 12/15/2020 $14,784,816 Exeter Automobile Receivables Trust, 5.27% 10/16/2017 $4,463,353 Exeter Automobile Receivables Trust, 5.69% 04/15/2021 $14,210,858 Extended Stay America Trust, 2.3% $16,254,345 Fairmount Minerals Ltd., 09/05/2019 $3,009,053 Fairway Outdoor Funding LLC, 4.21% 10/15/2042 $21,130,561 Fannie Mae Connecticut Avenue Securities, 2.80% $1,275,560 FDIC Trust, 4.5% $2,553,438 FHLMC, 1.84% $13,257,412 Fidelity National Financial, Inc., 6.6% 05/15/2017 $6,921,924 Fifth Third Bancorp, 4.5% 06/01/2018 $7,176,505 First Data Corp., 03/23/2018 $43,913,297 First Data Corp., 07/08/2022 $2,512,755 First Data Corp., 11.75% 08/15/2021 $12,725,888 First Investors Auto Owner Trust, 2.71% 06/15/2021 $4,966,885 11

12 First Tennessee Bank N.A., 2.95% 12/01/2019 $4,552,691 First Tennessee Bank N.A., 5.65% 04/01/2016 $15,969,730 Flagship Credit Auto Trust, 4.08% 12/15/2021 $6,521,630 Flagship Credit Auto Trust, 5.21% 02/15/2021 $9,664,414 FNMA, 2.5% $17,222,375 FNMA, 3% $17,999,898 FNMA, 3% $58,998,680 FNMA, 3% $1,110,292 FNMA, 3.5% $12,172,553 FNMA, 3.5% $35,779,363 FNMA, 4% $12,525,336 FNMA, 4% $194,117 FNMA, 4% $31,648,914 FNMA, 4% $6,139,854 FNMA, 4.5% $6,913,485 FNMA, 4.5% $9,735,453 FNMA, 4.5% $118,154 FNMA, 5% $351,107 FNMA, 5% $349,368 FNMA, 5% $15,740,667 FNMA, 5% $7,825,500 FNMA, 5.5% $361,843 FNMA, 5.5% $130,654 FNMA, 5.5% $7,013 FNMA, 5.5% $68,261 FNMA, 5.5% $73,151 FNMA, 5.5% $215,679 FNMA, 5.5% $433,230 FNMA, 5.5% $160,006 FNMA, 5.5% $321,643 FNMA, 5.5% $44,037 12

13 FNMA, 5.5% $153,176 FNMA, 5.5% $14,975 FNMA, 5.5% $74,268 FNMA, 5.5% $26,103 FNMA, 6% $248,009 FNMA, 6% $287,638 FNMA, 6% $229,626 FNMA, 6% $50,058 FNMA, 6% $50,157 FNMA, 6% $8,036 Ford Motor Credit Co. LLC, 4.21% 04/15/2016 $10,157,460 Ford Motor Credit Co. LLC, 5% 05/15/2018 $10,635,770 Forest Laboratories, Inc., 4.38% 02/01/2019 $14,226,735 Fortescue Metals Group (FMG) Resources Property Ltd., 06/30/2019 $10,859,357 Foursight Capital Automobile Receivables Trust, 3.56% 11/22/2021 $4,783,903 Foursight Capital Automobile Receivables Trust, 4.12% 09/15/2022 $5,656,335 Freeport-McMoRan Copper & Gold, Inc., 2.38% 03/15/2018 $3,937,500 Fresenius Us Finance Ii Inc, 4.50% 01/15/2023 $2,590,000 Frontier Communications Corp, 10.50% 09/15/2022 $3,558,750 Frontier Communications Corp, 8.88% 09/15/2020 $3,320,850 Frontier Communications Corp., 7.13% 03/15/2019 $12,010,900 FS Investment Corp., 4.25% 01/15/2020 $7,859,940 FTS International, Inc., 04/16/2021 $474,932 FTS International, Inc., 6.25% 05/01/2022 $707,175 GAHR Commercial Mortgage Trust, 3.49% $16,826,079 Gazprom OAO (Gaz Capital SA), 4.95% 05/23/2016 $5,074,875 General Motors Financial Co., Inc., 3.5% 07/10/2019 $9,824,663 General Motors Financial Co., Inc., 4.75% 08/15/2017 $26,627,350 Genworth Holdings, Inc., 7.2% 02/15/2021 $5,012,500 Genworth Holdings, Inc., 7.63% 09/24/2021 $13,513,938 Gerdau Holdings, Inc., 7% 01/20/2020 $7,819,788 13

14 Gerdau Trade, Inc., 5.75% 01/30/2021 $1,479,000 Global Science Finance S.A.R.L., 2.98% 04/17/2028 $11,811,081 Global Science Finance S.A.R.L., 3.67% 11/17/2028 $5,649,354 Global Tel*Link Corp., 05/23/2020 $8,881,693 GLP Capital LP (GLP Financing II, Inc.), 4.88% 11/01/2020 $18,493,313 GMAC Mortgage Corp. Loan Trust, 3.03% $9,175,285 GMAC Mortgage Corp. Loan Trust, 3.3% $2,828,720 GMAC Mortgage Corp. Loan Trust, 5.5% $1,353,824 GMAC Mortgage Corp. Loan Trust, 5.81% $1,719,781 GNMA, 6.5% $26,538 GNMA, 6.5% $22,984 Gold Key Resorts LLC, 3.22% 05/17/2031 $10,383,190 Goldman Sachs Group, Inc. (The), 2.9% 07/19/2018 $8,408,952 Goldman Sachs Group, Inc. (The), 5.63% 01/15/2017 $14,703,234 Goldman Sachs Group, Inc. (The), 7.5% 02/15/2019 $2,864,878 Goldman Sachs Mortgage Securities Trust, 5.99% $3,166,260 Goldman Sachs Mortgage Securities Trust, 5.99% $19,860,000 Goldman Sachs Residential Mortgage Loan Trust, 5.5% $446,694 Goldman Sachs Residential Mortgage Loan Trust, 5.75% $2,783,315 Government Properties Income Trust, 3.75% 08/15/2019 $2,979,086 Granite Acquisition, Inc., 12/17/2021 $10,450,421 Granite Acquisition, Inc., 12/17/2021 $463,293 GreatAmerica Leasing Receivables Funding, LLC, 1.16% 05/15/2018 $2,237,968 Greater Capital Association of Realtors, 9.79% 10/15/2025 $8,182,708 GSAA Home Equity Trust, 5% $4,978,638 GSAA Home Equity Trust, 5.3% $640,948 Guanay Finance Ltd., 6% 12/15/2020 $26,530,125 Hanesbrands, Inc., 04/29/2022 $948,920 Hawaiian Airlines Pass-Through Certificates, 4.95% 01/15/2022 $3,590,260 HBOS plc, 6.75% 05/21/2018 $755,047 HCA, Inc., 3.75% 03/15/2019 $9,551,260 14

15 HCA, Inc., 6.5% 02/15/2020 $21,336,750 HCP, Inc., 3.75% 02/01/2019 $5,158,249 Health Care REIT, Inc., 4.13% 04/01/2019 $4,333,962 Hertz Vehicle Financing Llc, 2.02% 09/25/2019 $6,703,572 Hertz Vehicle Financing LLC, 3.29% 03/25/2018 $12,602,658 Hewlett Packard Enterprise Co, 2.85% 10/05/2018 $4,609,093 Hewlett Packard Enterprise Co, 3.60% 10/15/2020 $1,844,483 Hexion U.S. Finance Corp., 6.63% 04/15/2020 $10,465,200 Hill-Rom, 07/29/2022 $741,176 Hilton Grand Vacations Trust, 1.77% 11/25/2026 $13,757,054 Hilton Grand Vacations Trust, 2.28% 01/25/2026 $10,270,619 Hilton USA Trust, 4.60% $22,193,162 Hilton Worldwide Finance LLC, 10/26/2020 $13,065,142 HJ Heinz Co., 2.8% 07/02/2020 $2,697,750 HJ Heinz Co., 3.5% 07/15/2022 $2,916,774 Hologic, Inc., 5.25% 07/15/2022 $1,594,688 Home Equity Loan Trust, 6.11% $10,051,130 Hostess Brands LLC, 08/03/2022 $13,769,855 HSBC USA, Inc., 2.63% 09/24/2018 $19,829,436 Huntington Bancshares, Inc., 7% 12/15/2020 $20,146,461 Huntsman International LLC, 4.88% 11/15/2020 $3,416,949 Husky Injection Molding Systems Ltd., 06/30/2021 $5,170,339 Hutchison Whampoa International Ltd., 6% $13,737,462 Hyundai Auto Receivables Trust, 2.51% 12/15/2020 $9,652,709 Hyundai Auto Receivables Trust, 2.73% 06/15/2021 $9,117,401 Hyundai Capital Services, Inc., 1.45% 02/06/2017 $7,995,600 Hyundai Capital Services, Inc., 2.13% 10/02/2017 $2,950,181 Hyundai Capital Services, Inc., 3.75% 04/06/2016 $506,327 Iasis Healthcare LLC, 05/03/2018 $5,712,988 ICAHN Enterprises LP (ICAHN Enterprises Finance Corp.), 3.5% 03/15/2017 $968,011 ICAHN Enterprises LP (ICAHN Enterprises Finance Corp.), 4.88% 03/15/2019 $1,522,280 15

16 ICICI Bank Ltd., 4.7% 02/21/2018 $13,635,921 iheartcommunications, Inc. (Clear Channel Communications, Inc.), 01/30/2019 $13,091,992 IMC Home Equity Loan Trust, 7.31% $2,987,502 Industrial & Commercial Bank of China Ltd., 3.23% 11/13/2019 $6,393,522 IndyMac Manufactured Housing Contract, 6.37% 09/25/2028 $1,023,406 INEOS Group Holdings SA, 5.88% 02/15/2019 $5,481,113 INEOS U.S. Finance LLC, 03/31/2022 $5,587,682 Infinity Acquisition Ltd., 08/06/2021 $12,044,235 ING Bank NV, 1.38% 03/07/2016 $9,021,870 Intelsat Jackson Holdings S.A., 06/30/2019 $12,585,896 Interactive Data Corp., 05/02/2021 $8,023,620 International Game Technology plc, 5.63% 02/15/2020 $3,163,875 International Game Technology plc, 6.25% 02/15/2022 $7,652,975 International Game Technology plc, 7.5% 06/15/2019 $1,176,325 International Lease Finance Corp., 3.88% 04/15/2018 $18,588,413 Intesa San Paolo S.p.A, 3.13% 01/15/2016 $12,255,460 InVentiv Health, Inc., 05/15/2018 $8,777,394 inventiv Health, Inc., 9% 01/15/2018 $8,921,484 IPIC GMTN Ltd., 3.75% 03/01/2017 $10,300,000 Israel Electric Corp. Ltd., 5.63% 06/21/2018 $15,711,194 istar Financial, Inc., 03/19/2017 $2,964,739 istar Financial, Inc., 4% 11/01/2017 $12,448,500 istar Financial, Inc., 4.88% 07/01/2018 $11,897,813 istar Financial, Inc., 5% 07/01/2019 $2,328,663 Itau Unibanco Holding Sa, 2.85% 05/26/2018 $16,262,000 Jarden, 07/30/2022 $4,749,437 Jarden, 09/30/2020 $678,811 Jefferies Group LLC, 5.13% 04/13/2018 $6,866,827 Jefferies Group LLC, 6.88% 04/15/2021 $4,186,673 Jefferies Resecuritization Trust, 4% $9,836,180 Jefferies Resecuritization Trust, 4% $7,659,483 16

17 Jp Morgan Chase Commercial Mortgage Securities, 2.94% $13,925,000 Jp Morgan Chase Commercial Mortgage Securities, 6.39% $865,524 JPMorgan Chase & Co. Series V, 5.000%, 5% 12/29/2049 $4,274,138 JPMorgan Chase & Co., 5.3% 12/29/2049 $3,925,225 JPMorgan Chase & Co., 6.13% 06/27/2017 $9,511,865 JPMorgan Chase (Bear Stearns) Adjustable Rate Mortgage Trust, 2.75% $1,607,270 JPMorgan Chase (Bear Stearns) Asset Backed Securities Trust, 5.5% $8,095,339 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.24% $5,194,095 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.36% $13,607,822 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.45% $14,518,024 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.58% $3,377,486 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.69% $23,116,037 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.78% $10,852,389 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.94% $9,467,597 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 6.08% $13,374,107 JPMorgan Chase (Washington Mutual) Mortgage Pass-Through Certificates Trust, 2.26% $328,486 JPMorgan Chase (Washington Mutual) Mortgage Pass-Through Certificates Trust, 2.56% $1,065,649 JPMorgan Chase (Washington Mutual) Mortgage Pass-Through Certificates Trust, 5% $3,560,042 JPMorgan Chase (Washington Mutual) Mortgage Pass-Through Certificates Trust, 5% $1,242,197 JPMorgan Chase Commercial Mortgage Securities Trust, 4% $27,670,830 JPMorgan Chase Commercial Mortgage Securities Trust, 4.31% $6,106,650 JPMorgan Chase Commercial Mortgage Securities Trust, 4.31% $12,561,092 JPMorgan Chase Commercial Mortgage Securities Trust, 5.34% $20,390,227 JPMorgan Chase Commercial Mortgage Securities Trust, 5.37% $25,471,154 JPMorgan Chase Commercial Mortgage Securities Trust, 5.46% $33,174,924 JPMorgan Chase Commercial Mortgage Securities Trust, 5.88% $16,331,104 JPMorgan Chase Commercial Mortgage Securities Trust, 6.09% $22,829,036 JPMorgan Chase Commercial Mortgage Securities Trust, 6.1% $8,866,746 JPMorgan Chase Mortgage Trust, 2.14% $1,159,572 JPMorgan Chase Mortgage Trust, 2.3% $5,806,195 JPMorgan Chase Mortgage Trust, 2.56% $4,007,636 17

18 JPMorgan Chase Mortgage Trust, 2.71% $862,293 JPMorgan Chase Mortgage Trust, 2.72% $2,153,834 JPMorgan Chase Mortgage Trust, 2.91% $13,929,133 JPMorgan Chase Mortgage Trust, 3% $5,807,515 JPMorgan Chase Mortgage Trust, 3.5% $14,414,862 JPMorgan Chase Mortgage Trust, 5.12% $1,547,610 Juniper Networks, Inc., 3.3% 06/15/2020 $4,715,414 Key Safety Systems, Inc., 08/29/2021 $6,427,945 Kinder Morgan, Inc., 3.05% 12/01/2019 $4,717,977 Kinder Morgan, Inc., 5.63% 11/15/2023 $15,197,620 Kinetic Concepts, Inc., 05/04/2018 $1,555,387 Kinetic Concepts, Inc., 11/04/2016 $6,605,334 Korea Development Bank, 3.5% 08/22/2017 $10,086,297 Korea Western Power Co., Ltd., 3.13% 05/10/2017 $10,012,670 Kronos, Inc., 04/30/2020 $17,647,761 Kronos, Inc., 10/30/2019 $22,188,418 Kunlun Energy Co., Ltd., 2.88% 05/13/2020 $4,918,950 Landry's, Inc., 9.38% 05/01/2020 $9,137,763 Las Vegas Sands LLC, 12/19/2020 $12,493,864 Lazard Group LLC, 4.25% 11/14/2020 $8,225,697 Leaf II Receivables Funding LLC, 3.46% 09/15/2021 $6,872,612 Leaf Receivables Funding 10 Llc, 3.74% 05/17/2021 $792,872 Leaf Receivables Funding 10 Llc, 5.21% 07/15/2021 $4,458,285 Leaf Receivables Funding 10 LLC, 6% 06/15/2023 $2,369,868 Leaf Receivables Funding 8 LLC, 4.68% 09/15/2020 $5,937,686 Leaf Receivables Funding 9 LLC, 5.11% 09/15/2021 $673,422 Level 3 Financing, Inc., 05/31/2022 $5,805,488 Level 3 Financing, Inc., 08/01/2019 $6,326,899 Level 3 Financing, Inc., 7% 06/01/2020 $4,217,438 Libbey Glass, Inc., 04/09/2021 $5,880,116 Life Time Fitness, Inc., 06/10/2022 $10,077,423 18

19 Lincoln National Corp., 6.05% 04/20/2067 $2,423,400 Lincoln National Corp., 8.75% 07/01/2019 $18,371,315 Linn Energy LLC, 6.5% 05/15/2019 $2,794,400 Lukoil OAO International Finance BV, 3.42% 04/24/2018 $5,760,000 Macquarie Group Ltd., 3% 12/03/2018 $4,937,693 Macquarie Group Ltd., 6% 01/14/2020 $12,287,094 Majapahit Holding BV, 7.75% 01/20/2020 $9,812,000 Mallinckrodt International Finance S.A., 03/19/2021 $1,621,246 Mallinckrodt International Finance S.A., 4.88% 04/15/2020 $891,638 Markwest Energy Partners LP ( Markwest Energy Finance Corp.), 5.5% 02/15/2023 $11,621,706 Marriott International, Inc., 3.13% 10/15/2021 $13,745,927 Marriott Vacation Club Owner Trust, 2.51% 05/20/2030 $16,529,477 Marriott Vacation Club Owner Trust, 3.54% 10/20/2032 $546,668 Marriott Vacation Club Owner Trust, 4.52% 10/20/2032 $1,073,942 Masco Corp., 5.95% 03/15/2022 $22,883,513 MASTR Adjustable Rate Mortgages Trust, 2.75% $1,665,463 MASTR Alternative Loan Trust, 4.5% $2,967,287 MASTR Alternative Loan Trust, 5.5% $3,759,094 MASTR Alternative Loan Trust, 5.75% $6,776,381 MASTR Alternative Loan Trust, 6% $3,983,726 MASTR Alternative Loan Trust, 6% $6,429,011 MASTR Alternative Loan Trust, 6% $16,102,141 MASTR Alternative Loan Trust, 6.5% $11,068,082 MASTR Asset Securitization Trust, 5% $609,827 MASTR Reperforming Loan Trust, 6.5% $1,833,502 McGraw Hill Financial, Inc., 3.3% 08/14/2020 $15,362,118 McJunkin Red Man Corp., 11/08/2019 $585,093 MDC-GMTN B.V., 3.75% 04/20/2016 $4,062,040 MGM Resort International, 12/20/2019 $7,019,565 Mgm Resorts International, 6.75% 10/01/2020 $6,743,750 Midcontinent Express Pipeline LLC, 6.7% 09/15/2019 $7,350,000 19

20 Mitchell International, Inc., 10/11/2021 $19,051,174 Mitchell International, Inc., 10/13/2020 $5,033,783 Mohegan Tribal Gaming Authority, 11/19/2019 $3,332,149 Mongolia, 4.13% 01/05/2018 $11,760,700 Morgan Stanley Capital I Trust, 5.33% $13,754,904 Morgan Stanley Capital I Trust, 5.69% $18,142,309 Morgan Stanley Capital I Trust, 5.81% $22,582,179 Morgan Stanley Capital I Trust, 5.87% $16,544,729 Morgan Stanley Capital I Trust, 6.01% $10,894,228 Morgan Stanley Capital I Trust, 6.46% $1,767,774 Morgan Stanley Mortgage Loan Trust, 2.16% $1,792,778 Morgan Stanley Mortgage Loan Trust, 2.55% $1,428,762 Morgan Stanley Residential Mortgage Loan Trust, 2.99% $8,413,084 Morgan Stanley, 10.09% 05/03/2017 $5,300,378 Morgan Stanley, 5.55% 04/27/2017 $10,824,107 Motel 6 Trust, 3.3% $9,346,127 MPT Operating Partnership LP (MPT Finance Corp.), 6.38% 02/15/2022 $1,201,750 MUFG Union Bank NA, 1.5% 09/26/2016 $2,008,374 MUFG Union Bank NA, 2.63% 09/26/2018 $2,746,454 MVW Owner Trust, 2.96% 12/20/2032 $2,192,334 National City Mortgage Capital Trust, 6% 03/25/2038 $2,548,051 Nations Equipment Finance Funding I LLC, 3.82% 05/20/2021 $1,055,535 Nations Equipment Finance Funding I LLC, 5.5% 05/20/2021 $7,850,139 New Residential Mortgage Loan Trust, 3.75% $8,763,663 New Residential Mortgage Loan Trust, 3.75% $2,620,966 New Residential Mortgage Loan Trust, 3.75% $7,180,293 New York Life Global Funding, 1.95% 02/11/2020 $2,841,510 Newfield Exploration Co., 5.63% 07/01/2024 $7,528,750 Newfield Exploration Co., 5.75% 01/30/2022 $1,590,800 NGL Energy Partners LP (NGL Energy Finance Corp.), 5.13% 07/15/2019 $16,904,625 Nielsen Finance LLC (Nielsen Finance Co.), 5% 04/15/2022 $18,837,394 20

21 Nomura Asset Acceptance Corp., 6.5% $7,790,070 Nortek, Inc., 10/30/2020 $9,579,575 Northwest Airlines Pass-Through-Trust, 6.26% 11/20/2021 $12,738,738 Northwest Airlines Pass-Through-Trust, 8.03% 11/01/2017 $5,762,083 NRG Energy, Inc., 07/01/2018 $23,213,145 Numericable Group SA, 4.88% 05/15/2019 $8,046,150 NVA Holdings, Inc., 08/14/2021 $2,834,221 Onemain Financial Issuance Trust, 2.43% 06/18/2024 $16,939,424 Onemain Financial Issuance Trust, 2.57% 07/18/2025 $19,630,416 OneMain Financial Issuance Trust, 3.19% 03/18/2026 $11,994,676 Oracle Corp., 2.5% 05/15/2022 $6,450,595 Orange Lake Timeshare Trust, 2.29% 07/09/2029 $4,197,264 Orange Lake Timeshare Trust, 3.45% 03/10/2027 $5,347,189 ORIX Corp., 5% 01/12/2016 $5,282,596 Owens & Minor, Inc., 3.88% 09/15/2021 $2,510,613 Owens-Illinois, 08/12/2022 $2,009,690 Pacific Rubiales Energy Corp., 5.38% 01/26/2019 $5,188,613 Packaging Corp. of America, 3.9% 06/15/2022 $7,376,032 Paragon Offshore Finance Co., 07/16/2021 $4,057,893 Penske Truck Leasing Co. LP, 3.38% 02/01/2022 $8,177,908 Petrobras Global Finance BV, 3% 01/15/2019 $9,695,950 Petrobras Global Finance Bv, 3.25% 03/17/2017 $19,062,000 Petroleos de Venezuela SA, 6% 05/16/2024 $4,210,452 Petroleos de Venezuela SA, 8.5% 11/02/2017 $27,791,063 Petroleos Mexicanos, 4.88% 01/24/2022 $9,937,500 Petronas Capital Ltd., 3.13% 03/18/2022 $4,882,835 PetSmart, Inc., 03/11/2022 $17,629,559 PHI, Inc., 5.25% 03/15/2019 $5,427,875 Phosagro OAO (Phosagro Bond Funding Ltd.), 4.2% 02/13/2018 $14,676,050 PNC Funding Corp., 5.63% 02/01/2017 $3,296,338 PPL WEM Holdings plc, 3.9% 05/01/2016 $5,566,743 21

22 Presidio, Inc., 02/02/2022 $8,545,084 Prestige Auto Receivables Trust, 2.39% 05/15/2020 $7,066,171 Prestige Brands, Inc., 09/03/2021 $1,416,225 Pride International, Inc., 8.5% 06/15/2019 $4,209,397 Principal Life Global Funding Ii, 2.25% 10/15/2018 $17,858,221 Prudential Financial, Inc., 8.88% 06/15/2038 $12,854,800 PTT Exploration & Production PCL 144A, 4.875%, 4.88% 12/29/2049 $8,331,792 PVH Corp., 02/13/2020 $10,572,327 QBE Insurance Group Ltd., 2.4% 05/01/2018 $7,802,235 QEP Resources, Inc., 6.88% 03/01/2021 $20,604,375 QGOG Constellation SA, 6.25% 11/09/2019 $3,526,625 Quintiles Transnational Corp., 05/12/2022 $2,475,749 Quintiles Transnational Corp., 4.88% 05/15/2023 $4,143,688 QVC, Inc., 3.13% 04/01/2019 $12,737,019 Realogy Corp., 03/05/2020 $17,628,877 Regency Energy Partners LP (Regency Energy Finance Corp.), 5.75% 09/01/2020 $13,755,608 Regions Bank, 7.5% 05/15/2018 $2,659,394 Republic of Chile, 5.5% 08/05/2020 $17,310,655 Republic of Colombia, 11.25% 10/24/2018 $7,671,921 Republic of Latvia, 2.75% 01/12/2020 $8,720,500 Republic of Panama, 5.2% 01/30/2020 $4,099,250 Republic of Romania, 6.75% 02/07/2022 $8,260,000 Republic of South Africa, 8.25% 09/15/2017 $9,879,069 Republic of Sri Lanka, 6% 01/14/2019 $17,711,698 Residential Accredit Loans, Inc., 4.25% $959,660 Residential Accredit Loans, Inc., 5.5% $1,408,789 Residential Accredit Loans, Inc., 5.5% $1,186,446 Residential Asset Mortgage Products, Inc., 5.01% $547,444 Residential Asset Mortgage Products, Inc., 6.5% $2,437,914 Residential Asset Mortgage Products, Inc., 6.5% $1,510,798 Residential Asset Mortgage Products, Inc., 7% $2,203,247 22

23 Residential Asset Mortgage Products, Inc., 7.5% $2,194,949 Residential Asset Securitization Trust, 5.5% $13,557,674 Residential Asset Securitization Trust, 5.75% $2,887,347 Residential Funding Mortgage Securities I, Inc., 5.5% $1,256,761 Residential Funding Mortgage Securities I, Inc., 5.5% $950,116 Residential Funding Mortgage Securities II Home Loan Trust, 6.01% $1,088,297 Reynolds Group Issuer, Inc., 5.75% 10/15/2020 $13,106,813 Reynolds Group Issuer, Inc., 8.25% 02/15/2021 $3,127,800 Rite Aid Corp., 06/21/2021 $14,724,720 Rite Aid Corp., 08/21/2020 $729,000 Riverbed Technologies, Inc., 04/25/2022 $5,823,747 Rosneft Finance SA, 7.5% 07/18/2016 $13,582,419 Royal Bank of Scotland Group plc (The), 6.4% 10/21/2019 $3,516,505 RPI Finance Trust, 11/09/2018 $10,627,921 RPI Finance Trust, 11/09/2020 $5,911,683 Russian Agricultural Bank OJSC (RSHB Capital SA), 5.1% 07/25/2018 $8,531,250 Russian Agricultural Bank OJSC (RSHB Capital SA), 5.3% 12/27/2017 $13,562,556 Russian Federation, 7.85% 03/10/2018 $14,338,902 Sabine Oil & Gas Corp., 7.25% 06/15/2019 $1,310,075 Sabine Pass Liquefaction LLC, 5.63% 02/01/2021 $7,460,000 Sabine Pass Liquefaction Llc, 6.25% 03/15/2022 $7,868,025 Sabra Health Care LP, 5.5% 02/01/2021 $10,042,450 Santander Drive Auto Receivables Trust, 1.81% 04/15/2019 $17,261,481 Santander Drive Auto Receivables Trust, 1.94% 03/15/2018 $7,382,463 Santander Drive Auto Receivables Trust, 2.13% 08/17/2020 $16,525,034 Santander Drive Auto Receivables Trust, 2.27% 01/15/2019 $23,590,312 Santander Drive Auto Receivables Trust, 2.52% 09/17/2018 $17,642,222 Santander Drive Auto Receivables Trust, 2.7% 08/15/2018 $4,884,784 Santander Drive Auto Receivables Trust, 2.73% 10/15/2019 $20,335,894 Santander Drive Auto Receivables Trust, 3.1% 11/16/2020 $6,714,518 Santander Drive Auto Receivables Trust, 3.87% 02/15/2018 $31,618,184 23

24 Santander Holdings USA, Inc., 2.65% 04/17/2020 $7,403,549 Santander U.S. Debt S.A.U., 3.78% 10/07/2015 $8,001,280 SBA Tower Trust, 2.93% $13,477,709 Scientific Games International, Inc., 10/01/2021 $3,362,579 Scientific Games International, Inc., 10/18/2020 $2,760,642 Scientific Games International, Inc., 7% 01/01/2022 $12,440,988 Seadrill Operating LP, 02/21/2021 $13,239,171 Select Income Reit, 4.15% 02/01/2022 $18,638,793 Seminole Tribe of Florida, Inc., 04/29/2020 $13,138,780 Senior Housing Properties Trust, 3.25% 05/01/2019 $6,726,601 Senior Housing Properties Trust, 4.3% 01/15/2016 $6,889,197 Sequoia Mortgage Trust, 3.5% $10,640,770 Sequoia Mortgage Trust, 4% $11,014,216 ServiceMaster Co. LLC (The), 07/01/2021 $8,423,802 Severstal OAO (Steel Capital SA), 6.7% 10/25/2017 $6,281,219 Shinhan Bank, 1.88% 07/30/2018 $993,354 Shinhan Bank, 4.38% 07/27/2017 $12,234,503 Sierra Timeshare Receivables Funding LLC, 1.59% 11/20/2029 $3,708,887 Sierra Timeshare Receivables Funding LLC, 1.87% 08/20/2029 $9,879,566 Sierra Timeshare Receivables Funding LLC, 2.05% 08/20/2031 $5,847,621 Sierra Timeshare Receivables Funding LLC, 2.07% 03/20/2030 $3,937,372 Sierra Timeshare Receivables Funding LLC, 3.42% 03/20/2029 $2,755,588 Sierra Timeshare Receivables Funding LLC, 4.23% 04/20/2026 $1,896,606 Sierra Timeshare Receivables Funding LLC, 4.44% 11/20/2025 $2,023,278 Silverleaf Finance Llc, 2.81% 01/15/2027 $3,648,938 Silverleaf Finance LLC, 3% 03/17/2025 $5,782,568 Silverleaf Finance XVII LLC, 2.68% 03/16/2026 $4,897,132 Sinclair Television Group, Inc., 07/30/2021 $11,550,946 Sinopec Capital Ltd., 1.88% 04/24/2018 $11,622,689 Sinopec Group Overseas Development Ltd., 2.75% 05/17/2017 $10,140,370 Six Flags Theme Parks, Inc., 06/30/2022 $5,814,665 24

25 Skandinaviska Enskilda Banken Ab, 1.75% 03/19/2018 $6,770,210 SLM Private Education Loan Trust, 1.85% 06/17/2030 $4,491,081 SLM Private Education Loan Trust, 2.94% 10/15/2031 $5,166,125 SNAAC Auto Receivables Trust, 2.21% 01/15/2020 $11,118,333 Societe Generale S.A., 3.5% 01/15/2016 $6,948,436 SoFi Professional Loan Program LLC, 2.42% 03/25/2030 $6,618,328 SoFi Professional Loan Program LLC, 2.55% 08/27/2029 $1,713,316 SoFi Professional Loan Program LLC, 3.02% 10/25/2027 $2,219,331 SolarCity LMC Series III LLC, 4.02% 07/20/2044 $8,166,025 SPDR S&P 500 ETF Trust $21,845,820 Spectrum Brands, Inc., 06/23/2022 $2,245,218 Springleaf Finance Corp., 5.25% 12/15/2019 $17,693,900 Sprint Corp., 7.25% 09/15/2021 $3,350,700 SRAM LLC, 04/10/2020 $1,749,849 SS&C Technologies, Inc., 07/08/2020 $893,201 SS&C Technologies, Inc., 07/08/2020 $1,385,374 SS&C Technologies, Inc., 07/08/2022 $5,893,131 SS&C Technologies, Inc., 07/08/2022 $932,247 Staples, Inc., 04/23/2021 $10,619,722 State Grid Overseas Investment Ltd., 1.75% 05/22/2018 $4,972,575 State Grid Overseas Investment Ltd., 2.75% 05/07/2019 $9,521,400 State of Qatar, 3.13% 01/20/2017 $12,318,000 State of Santa Catarina (The), 12/27/2022 $12,245,148 State Street Corp., 4.96% 03/15/2018 $25,626,146 Station Casinos LLC, 03/02/2020 $11,385,174 Structured Adjustable Rate Mortgage Loan Trust, 2.41% $12,786,397 Structured Adjustable Rate Mortgage Loan Trust, 2.44% 05/25/2034 $1,749,714 Structured Adjustable Rate Mortgage Loan Trust, 2.49% $809,822 Structured Adjustable Rate Mortgage Loan Trust, 2.49% $3,614,532 Structured Adjustable Rate Mortgage Loan Trust, 2.49% $2,763,248 Structured Adjustable Rate Mortgage Loan Trust, 5.07% $4,234,043 25

26 Structured Asset Securities Corp. Assistance Loan Trust, 3.36% $8,876,756 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 2.59% $2,774,449 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 3.45% $10,934,717 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 5.5% $3,980,783 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 5.5% $2,725,660 Structured Asset Securities Corp., 3.38% 08/25/2031 $2,014,843 Sunoco LP ( Sunoco Finance Corp.), 5.5% 08/01/2020 $15,592,500 SunTrust Bank, Inc., 5.45% 12/01/2017 $4,056,161 SunTrust Bank, Inc., 6% 09/11/2017 $5,324,585 Surgery Center Holdings, Inc., 11/03/2020 $1,421,269 Svenska Handelsbanken AB, 3.13% 07/12/2016 $10,177,910 SVO VOI Mortgage Corp., 2% 09/20/2029 $6,909,986 SVO VOI Mortgage Corp., 3.65% 07/20/2027 $3,184,091 T-Mobile USA, Inc., 6.46% 04/28/2019 $7,782,600 T-Mobile USA, Inc., 6.54% 04/28/2020 $8,053,219 TAL Advantage V LLC, 2.83% 02/22/2038 $12,499,180 TAL Advantage V LLC, 3.27% 11/21/2039 $12,154,395 Talen Energy Supply LLC, 5.13% 07/15/2019 $11,291,100 TCF Auto Receivables Owner Trust, 2.33% 05/15/2020 $1,756,799 TCF Auto Receivables Owner Trust, 3.12% 04/15/2021 $2,079,964 Telefonica Emisiones SAU, 3.19% 04/27/2018 $2,868,752 Tenet Healthcare Corp., 3.84% 06/15/2020 $4,024,775 Tenet Healthcare Corp., 4.75% 06/01/2020 $4,716,844 Tenet Healthcare Corp., 6% 10/01/2020 $10,109,700 Tenet Healthcare Corp., 8.13% 04/01/2022 $8,805,531 Texas Competitive Electric Holdings Co. LLC, 10/10/2017 $2,283,377 Textainer Marine Containers Ltd., 3.27% 10/20/2039 $4,196,733 Textainer Marine Containers Ltd., 3.9% 09/20/2038 $16,000,000 TI Group Auto Systems LLC, 06/30/2022 $1,021,807 TIAA Asset Management Finance Co. LLC, 2.95% 11/01/2019 $2,889,792 Tidewater Auto Receivables Trust, 2.43% 04/15/2019 $3,389,696 26

27 Tidewater Auto Receivables Trust, 2.56% 08/15/2019 $3,513,335 Tobacco Settlement Financing Corp., 6.71% 06/01/2046 $3,555,369 Toledo Edison Co. (The), 7.25% 05/01/2020 $263,043 Toll Brothers Finance Corp., 4% 12/31/2018 $15,336,700 Toll Brothers Finance Corp., 6.75% 11/01/2019 $16,776,240 Towd Point Mortgage Trust, 3% $7,208,915 Transnet SOC Ltd., 4.5% 02/10/2016 $9,056,250 Transocean, Inc., 6.88% 12/15/2021 $9,699,900 TransUnion LLC, 04/09/2021 $19,889,439 TRI Pointe Holdings, Inc., 4.38% 06/15/2019 $13,663,920 Tribune Media Co., 12/28/2020 $8,923,869 Trip Rail Master Funding LLC, 2.86% 04/15/2044 $4,212,643 Trip Rail Master Funding LLC, 4.37% 07/15/2041 $15,052,410 Tronox Finance LLC, 6.38% 08/15/2020 $6,019,200 Turkiye Garanti Bankasi As, 4.75% 10/17/2019 $8,350,910 Turkiye Is Bankasi, 3.75% 10/10/2018 $12,178,250 Turkiye Vakiflar Bankasi Tao, 3.75% 04/15/2018 $3,854,168 TWCC Holding Corp., 06/26/2020 $9,473,254 U-Haul S Fleet LLC, 4.9% 10/25/2023 $23,639,561 U.S. Airways Pass-Through-Trust, 5.45% 06/03/2018 $8,272,025 U.S. Airways Pass-Through-Trust, 7.08% 03/20/2021 $19,614,782 U.S. Airways, Inc., 05/23/2019 $24,814,284 U.S. Renal Care, Inc., 07/03/2019 $4,556,257 U.S. Treasury Note, 1.5% 05/31/2020 $33,218,658 U.S. Treasury Note, 1.63% 12/31/2019 $4,060,624 UAL Pass-Through-Trust, 6.64% 07/02/2022 $18,550,644 UAL Pass-Through-Trust, 9.75% 01/15/2017 $17,940,980 Union Andina de Cementos SAA, 5.88% 10/30/2021 $1,630,850 United Airlines, Inc. (Continental Airlines, Inc.), 09/15/2021 $12,169,752 United Rentals North America, Inc., 4.63% 07/15/2023 $16,081,250 United States Treasury Note Bond, 0.75% 04/15/2018 $28,956,964 27

28 Unum Group, 7.13% 09/30/2016 $6,979,532 Valeant Pharmaceuticals International, Inc., 02/13/2019 $11,997,912 Valeant Pharmaceuticals International, Inc., 5.38% 03/15/2020 $9,500,156 Valeant Pharmaceuticals International, Inc., 5.63% 12/01/2021 $6,962,775 Valeant Pharmaceuticals International, Inc., 5.88% 05/15/2023 $1,163,113 Vedanta Resources plc, 6% 01/31/2019 $10,914,712 Vedanta Resources plc, 9.5% 07/18/2018 $8,945,559 Ventas Realty LP (Ventas Capital Corp.), 2.7% 04/01/2020 $2,935,479 Ventas Realty LP (Ventas Capital Corp.), 4% 04/30/2019 $7,469,782 Vericrest Opportunity Loan Trust, 3.38% $9,263,538 Vericrest Opportunity Loan Trust, 3.38% $16,885,090 Vericrest Opportunity Loan Trust, 3.38% $2,751,793 Vericrest Opportunity Loan Trust, 3.5% $5,520,863 Verizon Communications, Inc., 2.5% 09/15/2016 $4,099,565 Verizon Communications, Inc., 3.65% 09/14/2018 $14,540,839 VFC LLC, 2.75% $3,269,628 Virgin Australia Trust, 5% 10/23/2023 $23,641,713 Virtus Credit Opportunities Fund $67,413,000 Vnesheconombank (VEB Finance plc), 4.22% 11/21/2018 $15,958,050 Volt Xxxvii Llc, 3.63% $7,894,352 Volvo Financial Equipment LLC, 1.24% 08/15/2019 $15,839,560 Volvo Financial Equipment Llc, 1.94% 11/15/2021 $6,037,272 Voya Financial, Inc., 2.9% 02/15/2018 $12,886,787 VTB Bank OJSC (VTB Capital SA), 6% 04/12/2017 $6,951,233 Wachovia Corp., 5.63% 10/15/2016 $2,615,570 Walter Investment Management Corp., 12/18/2020 $10,937,231 Waste Industries USA, Inc., 02/27/2020 $9,954,889 Wea Finance Llc / Westfield Uk, 3.25% 10/05/2020 $4,104,394 Weatherford International Ltd., 9.63% 03/01/2019 $4,403,388 Welk Resorts LLC, 2.79% 06/16/2031 $7,503,021 Welk Resorts LLC, 3.1% 03/15/2029 $4,461,764 28

29 Wells Fargo & Co. Series K, 7.980%, 7.98% $17,063,719 Wells Fargo & Co., 5.13% 09/15/2016 $5,189,335 Wells Fargo (Royal Bank of Scotland plc) Commercial Mortgage Trust, 5.82% $1,988,172 Wells Fargo (Wachovia Bank Commercial Mortgage Trust), 4.89% $7,586,748 Wells Fargo (Wachovia Bank Commercial Mortgage Trust), 5.59% $35,735,564 Wells Fargo (Wachovia Bank Commercial Mortgage Trust), 5.9% $6,614,962 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.34% $41,139,835 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.38% $26,706,946 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.51% $14,859,516 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.9% $23,664,663 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.9% $18,985,953 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 6.15% $1,357,356 Wells Fargo Mortgage Backed Securities Trust, 2.51% $506,058 Wells Fargo Mortgage Backed Securities Trust, 2.61% $6,917,866 Wells Fargo Mortgage Backed Securities Trust, 2.62% $2,934,748 Wells Fargo Mortgage Backed Securities Trust, 2.62% $1,403,913 Wells Fargo Mortgage Backed Securities Trust, 2.66% $1,123,045 Wells Fargo Mortgage Backed Securities Trust, 5.5% $3,633,940 Wells Fargo Mortgage Backed Securities Trust, 5.5% $4,765,825 Wells Fargo Mortgage Backed Securities Trust, 5.5% $2,139,052 Wells Fargo Mortgage Backed Securities Trust, 5.5% $169,684 Wells Fargo Mortgage Backed Securities Trust, 5.75% $437,195 Wells Fargo Mortgage Backed Securities Trust, 5.98% $4,478,574 Wells Fargo Mortgage Backed Securities Trust, 6% $3,776,880 Wendy's Funding LLC, 4.08% 06/15/2045 $18,579,794 Westgate Resorts LLC, 3% 01/20/2025 $345,657 Westlake Automobile Receivables Trust, 1.7% 11/15/2019 $6,157,719 Westlake Automobile Receivables Trust, 2.29% 11/16/2020 $8,522,500 Willis, 4.13% 03/15/2016 $6,073,590 Willis, 6.2% 03/28/2017 $5,242,274 Windstream Corp., 7.75% 10/15/2020 $10,351,719 29

30 WinWater Mortgage Loan Trust, 4% $15,241,073 Wyndham Worldwide Corp., 2.5% 03/01/2018 $2,964,251 XLIT Ltd., 2.3% 12/15/2018 $9,820,830 XLIT Ltd., 6.5% 12/29/2049 $10,155,260 Zimmer Holdings, Inc., 2.7% 04/01/2020 $12,852,699 Zimmer Holdings, Inc., 3.15% 04/01/2022 $12,679,741 Zions Bancorp, 4.5% 03/27/2017 $8,336,544 Zoetis, Inc., 1.88% 02/01/2018 $1,968,919 Total Invested Assets: $7,701,980,762 The holdings do not include cash, cash equivalents, futures, forward contracts. This fund is actively managed and current holdings may be different. The fund holdings listing provided here is not part of the fund's annual/semiannual report or Form N-Q. The most recent annual/semiannual report can be viewed at Forms N-Q are available at the SEC's website at The information provided in this listing may differ from a fund's holdings disclosed in it's annual/semiannual report and Form N-Q. Please carefully consider the investment objectives, risks, charges, and expenses of the Fund before investing. For this and other information about any Virtus mutual fund, call or visit for a prospectus and/or summary prospectus. Read the prospectus and/or summary prospectus carefully before you invest or send money. Mutual funds distributed by VP Distributors, LLC. 30