Pioneer Investments: Pioneer Bond Fund


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Pioneer Bond Fund

Monthly Portfolio Holdings as of 3/31/2016

Security Name Coupon Maturity Date Par / Shares Market Value($)
Ball Corp., 5.25%, 7/1/25 5.25 07/01/2025 4,000,000 4,252,500
Fannie Mae, 5.5%, 7/1/33 5.5 07/01/2033 3,800,000 130,388
Fannie Mae, 5.0%, 10/1/34 5.0 10/01/2034 2,000,000 247,053
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3.0 09/25/2042 100,000 40,417
Government National Mortgage Association I, 9.0%, 6/15/22 9.0 06/15/2022 418,292 2,246
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3.3839 03/15/2017 2,000,000 421,535
Ally Financial, Inc., 4.625%, 3/30/25 4.625 03/30/2025 800,000 789,103
Government National Mortgage Association II, 7.0%, 3/20/31 7.0 03/20/2031 1,000,000 7,773
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4.5618 05/23/2016 3,050,000 3,063,771
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3.1675 05/25/2018 2,550,000 2,512,728
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 10.3 04/25/2019 1,000,000 2,249
Fly Funding II Sarl, Loan, 8/9/19 3.5 08/09/2019 1,084,722 1,078,112
17079z Zero% 31mar18 0.0 03/31/2018 1,300,000 1,528,800
Government National Mortgage Association I, 6.0%, 12/15/32 6.0 12/15/2032 1,906,999 485,258
Fannie Mae, 4.0%, 7/1/44 4.0 07/01/2044 800,000 579,615
Public Service Co of New Mexico, 7.95%, 5/15/18 7.95 05/15/2018 2,690,000 3,092,758
Invitation Homes 2014-SFR3 Trust, Floating Rate Note, 12/18/31 (144A) 1.637 12/18/2031 1,700,000 1,665,982
Fannie Mae, 3.5%, 2/1/29 3.5 02/01/2029 4,606,320 3,338,098
Builders FirstSource, Inc., Initial Term Loan, 7/24/22 6.0 07/24/2022 500,000 497,032
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 3.75 06/30/2019 720,343 673,746
Fannie Mae, 4.0%, 10/1/41 4.0 10/01/2041 7,033,382 2,541,445
Government National Mortgage Association II, 7.0%, 11/20/28 7.0 11/20/2028 10,000,000 94,604
TI Group Automotive Systems LLC, Initial US Term Loan, 6/25/22 4.5 06/25/2022 1,776,541 1,765,438
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 5.216 01/27/2042 4,051,000 2,493,531
Serta Simmons Bedding LLC, Term Loan, 10/1/19 4.25 10/01/2019 1,550,976 1,551,825
General Motors Financial Co, Inc., 3.7%, 11/24/20 3.7 11/24/2020 2,300,000 2,373,981
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 10.3001 06/06/2016 275,000 279,467
Ford Motor Credit Co LLC, 2.24%, 6/15/18 2.24 06/15/2018 4,975,000 5,014,141
Fannie Mae, 3.5%, 4/1/26 3.5 04/01/2026 3,375,000 1,267,134
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5.873 05/15/2041 2,450,000 217,390
Nakilat, Inc., 6.267%, 12/31/33 (144A) 6.267 12/31/2033 2,450,000 2,426,954
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 8.133 09/24/2073 2,320,000 2,584,947
Kane Zero% 30jun16 0.0 06/30/2016 800,000 8,640
Government National Mortgage Association I, 4.5%, 9/15/40 4.5 09/15/2040 900,000 381,378
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 3.0258 10/25/2029 2,609,000 2,299,079
Fannie Mae, 3.5%, 2/1/46 3.5 02/01/2046 4,281,573 4,492,130
General Electric Co., 5.3%, 2/11/21 5.3 02/11/2021 1,392,000 1,626,844
Fannie Mae, 4.5%, 1/1/42 4.5 01/01/2042 23,783,862 8,839,271
Government National Mortgage Association I, 6.0%, 9/15/33 6.0 09/15/2033 1,000,000 19,210
Fannie Mae, 2.5%, 7/1/30 2.5 07/01/2030 1,905,000 1,850,895
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP6, Floating Rate Note, 4/15/43 5.565 04/15/2043 4,800,000 3,675,729
Government National Mortgage Association I, 7.5%, 12/15/31 7.5 12/15/2031 7,728,804 48,809
Exxon Mobil Corp., 4.114%, 3/1/46 4.114 03/01/2046 5,150,000 5,477,024
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 6.5 08/01/2031 1,070,805 4,799
Government National Mortgage Association II, 4.5%, 9/20/41 4.5 09/20/2041 5,800,000 2,094,486
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 3.75 12/12/2019 590,405 592,250
Fannie Mae, 5.0%, 7/1/40 5.0 07/01/2040 5,000,000 1,473,562
Fannie Mae, 5.0%, 7/1/40 5.0 07/01/2040 3,750,000 781,526
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 4.25 06/30/2019 305,500 258,911
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 6.0 08/01/2034 3,000,000 190,859
AT&T, Inc., 3.95%, 1/15/25 3.95 01/15/2025 9,690,000 10,151,931
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 8.2725 06/06/2016 800,000 807,884
Brixmor Operating Partnership LP, 3.875%, 8/15/22 3.875 08/15/2022 1,175,000 1,152,473
Government National Mortgage Association II, 5.0%, 12/20/18 5.0 12/20/2018 1,574,481 83,874
Federal-Mogul Holdings Corp., Tranche C Term Loan (2014), 4/15/21 4.75 04/15/2021 1,411,582 1,283,363
Government National Mortgage Association I, 4.0%, 8/15/45 4.0 08/15/2045 850,000 903,485
Government National Mortgage Association II, 9.0%, 3/20/22 9.0 03/20/2022 2,044,036 2,691
Government National Mortgage Association REMICS, 3.25%, 4/16/27 3.25 04/16/2027 1,000,000 910,893
Newfield Exploration Co., 5.375%, 1/1/26 5.375 01/01/2026 2,360,000 2,179,313
Government National Mortgage Association I, 6.5%, 2/15/29 6.5 02/15/2029 301,000 10,758
UBS AG, 7.625%, 8/17/22 7.625 08/17/2022 4,400,000 5,080,458
Sumitomo Mitsui Banking Corp., 1.75%, 1/16/18 1.75 01/16/2018 1,800,000 1,809,740
CSMC Trust 2013-IVR3, Floating Rate Note, 5/25/43 (144A) 3.4773 05/25/2043 3,600,000 3,317,519
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 0.883 04/28/2039 1,486,142 552,863
Government National Mortgage Association I, 6.5%, 5/15/32 6.5 05/15/2032 1,024,247 6,942
Government National Mortgage Association I, 4.5%, 3/15/35 4.5 03/15/2035 1,722,219 67,609
Government National Mortgage Association I, 3.5%, 4/20/16 3.5 04/20/2016 30,710,000 32,460,575
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 2.38 03/20/2029 4,692,000 722,675
Government National Mortgage Association I, 6.0%, 10/15/34 6.0 10/15/2034 406,315 75,306
PNC Bank NA, 6.0%, 12/7/17 6.0 12/07/2017 1,435,000 1,551,126
Government National Mortgage Association I, 5.5%, 2/15/18 5.5 02/15/2018 4,000,000 95,199
Fannie Mae, 6.5%, 11/1/47 6.5 11/01/2047 2,000,000 67,327
Fannie Mae, 3.5%, 10/1/41 3.5 10/01/2041 1,175,000 796,872
Government National Mortgage Association I, 6.5%, 4/15/28 6.5 04/15/2028 5,000,000 45,239
Government National Mortgage Association II, 6.5%, 3/20/34 6.5 03/20/2034 989,248 81,805
Ford Motor Credit Co LLC, 3.219%, 1/9/22 3.219 01/09/2022 6,425,000 6,591,588
Fannie Mae, 7.0%, 12/1/30 7.0 12/01/2030 499,950 796
Federal Home Loan Mortgage Corp., 6.0%, 8/1/18 6.0 08/01/2018 3,359,328 10,161
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 250,000 1,150
Government National Mortgage Association I, 7.5%, 6/15/29 7.5 06/15/2029 1,005,922 19,658
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 6.0 12/01/2033 635,770 10,539
Government National Mortgage Association I, 3.5%, 1/15/44 3.5 01/15/2044 1,001,515 961,226
Government National Mortgage Association I, 6.0%, 8/15/32 6.0 08/15/2032 300,000 9,478
U.S. Treasury Bills, 0.0%, 7/21/16 0.0 07/21/2016 16,800,000 16,786,140
Government National Mortgage Association I, 7.5%, 2/15/26 7.5 02/15/2026 893,000 1,892
GATX Corp., 6.0%, 2/15/18 6.0 02/15/2018 5,660,000 6,062,656
Government National Mortgage Association I, 6.0%, 10/15/34 6.0 10/15/2034 500,000 99,208
Government National Mortgage Association I, 7.0%, 3/15/31 7.0 03/15/2031 1,750,000 19,749
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 6.0 09/01/2033 3,396,240 155,992
U.S. Treasury Notes, 2.125%, 5/15/25 2.125 05/15/2025 4,250,000 4,415,556
Rowan Companies, Inc., 4.75%, 1/15/24 4.75 01/15/2024 6,185,000 4,308,810
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 5.0 04/01/2033 1,000,000 1,215,630
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 5.441 05/25/2029 850,000 934,426
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 4,616,359 3,076,231
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3.5 03/25/2055 4,000,000 3,159,192
Equinix, Inc., 5.75%, 1/1/25 5.75 01/01/2025 1,875,000 1,995,703
Enterprise Products Operating LLC, 3.7%, 2/15/26 3.7 02/15/2026 5,328,000 5,251,068
Air Canada 2015-1 Class A Pass Through Trust, 3.6%, 9/15/28 (144A) 3.6 09/15/2028 4,025,000 3,790,127
Government National Mortgage Association I, 6.5%, 6/15/35 6.5 06/15/2035 190,431 7,697
CDS US Intermediate Holdings, Inc., Initial Term Loan (First Lien), 6/25/22 5.0 06/25/2022 411,466 393,636
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 5.5 11/01/2035 1,000,000 48,081
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 6.2001 06/07/2018 2,750,000 2,815,236
WinWater Mortgage Loan Trust 2016-1, Floating Rate Note, 1/22/46 (144A) 3.5 01/22/2046 5,000,000 5,086,308
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 4.875 05/25/2029 2,825,000 2,666,208
Israel Electric Corp, Ltd., 5.0%, 11/12/24 5.0 11/12/2024 5,450,000 5,884,940
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 9.5552 12/06/2019 1,500,000 1,547,117
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2.4862 09/18/2031 3,360,000 3,172,063
Federal Home Loan Mortgage Corp., 3.5%, 9/1/44 3.5 09/01/2044 875,160 834,063
Ally Financial, Inc., 5.75%, 11/20/25 5.75 11/20/2025 1,125,000 1,123,227
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 0.0 09/18/2017 1,000,000 41,200
Government National Mortgage Association I, 5.5%, 1/15/29 5.5 01/15/2029 1,980,000 61,114
BAMLL Commercial Mortgage Securities Trust 2014-INLD, Floating Rate Note, 12/17/29 (144A) 2.387 12/17/2029 1,600,000 1,571,723
Fannie Mae, 5.0%, 1/1/20 5.0 01/01/2020 4,159,304 204,882
U.S. Treasury Bonds, 4.375%, 5/15/40 4.375 05/15/2040 3,700,000 5,039,750
Government National Mortgage Association I, 4.5%, 10/15/35 4.5 10/15/2035 2,106,954 171,478
Adobe Systems, Inc., 3.25%, 2/1/25 3.25 02/01/2025 8,100,000 8,410,073
Government National Mortgage Association I, 5.5%, 10/15/35 5.5 10/15/2035 2,002,398 230,162
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 4.25 04/30/2024 5,275,000 5,548,506
Affiliated Managers Group, Inc., 4.25%, 2/15/24 4.25 02/15/2024 2,525,000 2,614,028
Essex Portfolio LP, 3.5%, 4/1/25 3.5 04/01/2025 9,125,000 9,281,266
Fannie Mae, 6.0%, 7/1/38 6.0 07/01/2038 974,925 71,444
Government National Mortgage Association I, 6.5%, 4/15/32 6.5 04/15/2032 501,061 8,609
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 10/3/21 3.75 10/03/2021 575,000 578,594
Fannie Mae, 4.0%, 6/1/42 4.0 06/01/2042 3,678,905 830,267
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 1,500,000 1,469,727
GAHR Commercial Mortgage Trust 2015-NRF, Floating Rate Note, 12/15/34 (144A) 3.3822 12/15/2034 4,630,000 4,552,222
Fannie Mae, 6.0%, 2/1/32 6.0 02/01/2032 2,379,023 26,362
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 624,000 310,478
Lehman ABS Manufactured Housing Contract Trust 2001-B, 3.01%, 5/15/41 3.01 05/15/2041 22,820,000 206,064
Frisco Independent School District, 4.0%, 8/15/40 4.0 08/15/2040 2,800,000 3,053,655
Government National Mortgage Association I, 6.0%, 8/15/34 6.0 08/15/2034 1,000,000 186,219
Government National Mortgage Association I, 6.0%, 12/15/32 6.0 12/15/2032 2,075,051 171,295
ING Groep NV, Floating Rate Note, 12/29/49 6.5 12/29/2049 11,836,000 11,197,349
Government National Mortgage Association I, 6.5%, 2/15/32 6.5 02/15/2032 5,212,562 60,644
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 3.5 07/27/2043 2,190,000 1,702,490
Sequoia Mortgage Trust 2013-5 REMICS, Floating Rate Note, 5/25/43 (144A) 3.0 05/25/2043 3,300,000 2,589,735
Wells Fargo Commercial Mortgage Trust 2014-TISH REMICS, Floating Rate Note, 2/16/27 (144A) 1.994 02/16/2027 5,300,000 5,137,252
Time Warner Cable, Inc., 6.55%, 5/1/37 6.55 05/01/2037 650,000 730,034
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 2.748 07/25/2033 27,814,878 949,735
Progreso Receivables Funding III LLC, 3.625%, 1/30/25 (144A) 3.625 01/30/2025 3,200,000 3,204,842
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 200,000 23,740
Fannie Mae, 7.0%, 12/1/30 7.0 12/01/2030 525,099 8,449
Government National Mortgage Association, 5.25%, 8/16/35 5.25 08/16/2035 525,000 1,026,649
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 8.9 04/08/2016 1,650,000 1,686,245
Expedia, Inc., 4.5%, 8/15/24 4.5 08/15/2024 5,900,000 5,973,355
Government National Mortgage Association I, 7.0%, 4/15/29 7.0 04/15/2029 3,041,251 31,547
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 4.6 04/01/2022 2,670,000 2,939,040
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 2.981 03/16/2043 1,500,000 1,516,509
Federal Home Loan Mortgage Corp., 7.0%, 6/1/31 7.0 06/01/2031 2,936,811 3,912
Trans Union LLC, 2015 Term B-2 Loan, 4/9/21 3.5 04/09/2021 1,481,108 1,468,766
DigitalGlobe, Inc., Term Loan, 1/31/20 4.75 01/31/2020 3,422,934 3,415,805
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 2.3386 06/25/2043 24,278,000 610,404
Government National Mortgage Association I, 6.0%, 2/15/29 6.0 02/15/2029 2,700,000 136,213
Government National Mortgage Association I, 7.5%, 6/15/24 7.5 06/15/2024 242,339 1,728
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 6.15 12/15/2017 5,055,000 5,446,188
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 4.0 09/10/2020 1,906,125 1,883,886
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 7.5 12/31/2049 8,075,000 7,662,839
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 4.125 11/15/2026 5,000,000 4,661,387
Amphenol Corp., 3.125%, 9/15/21 3.125 09/15/2021 3,675,000 3,749,995
Government National Mortgage Association I, 7.0%, 5/15/31 7.0 05/15/2031 1,000,000 9,072
Government National Mortgage Association I, 6.0%, 11/15/37 6.0 11/15/2037 2,000,000 57,862
Fannie Mae, 7.0%, 12/1/31 7.0 12/01/2031 1,198,074 27,377
U.S. Treasury Notes, 2.0%, 2/15/25 2.0 02/15/2025 4,400,000 4,505,136
Wells Fargo Commercial Mortgage Trust 2015-NXS3, 3.617%, 9/17/57 3.617 09/17/2057 3,330,000 3,545,849
Government National Mortgage Association I, 5.0%, 9/15/33 5.0 09/15/2033 1,254,232 120,730
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 3.98 02/21/2045 5,000,000 4,863,537
Government National Mortgage Association I, 6.0%, 9/15/33 6.0 09/15/2033 500,663 20,672
Fannie Mae, 6.0%, 2/1/35 6.0 02/01/2035 180,000 13,506
Caelus Re IV, Ltd., Floating Rate Note, 3/6/20 (Cat Bond) (144A)   03/06/2020 1,100,000 1,103,630
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 2.15 12/20/2026 3,500,000 2,100,769
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 5.0 07/25/2018 7,610,000 224,879
Government National Mortgage Association I, 7.5%, 9/15/25 7.5 09/15/2025 928,347 6,687
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 7.0 06/30/2035 700,000 600,498
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.3174 07/25/2043 4,351,000 4,006,718
Government National Mortgage Association I, 6.5%, 11/15/32 6.5 11/15/2032 3,929,947 78,995
Government National Mortgage Association II, 4.0%, 10/20/44 4.0 10/20/2044 5,130,000 3,411,290
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 5.0 06/15/2044 1,725,000 1,775,239
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 0.0 04/19/2018 25,000 187,500
Fannie Mae, 4.0%, 9/1/44 4.0 09/01/2044 840,150 641,052
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 4.11 04/18/2052 1,300,000 1,233,475
Icon Brand Holdings LLC, 4.352%, 1/25/43 (144A) 4.352 01/25/2043 395,000 321,970
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 6,553,563 4,397,418
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 5.0 03/25/2019 13,042,000 609,819
KeyCorp, 5.1%, 3/24/21 5.1 03/24/2021 7,378,000 8,171,974
Government National Mortgage Association II, 6.5%, 3/20/29 6.5 03/20/2029 100,000 1,152
Serena Software, Inc., Term Loan, 4/10/20 7.5 04/10/2020 1,971,849 1,969,385
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 4.4899 05/18/2016 9,950,000 9,997,097
Queen Street XI RE Dac, Floating Rate Note, 6/7/19 (Cat Bond) (144A) 6.4451 06/07/2019 2,000,000 2,008,758
Fannie Mae, 6.0%, 8/1/32 6.0 08/01/2032 315,000 5,464
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 4.25 06/03/2019 923,519 857,333
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 5.0 12/01/2021 450,000 24,434
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 14,000,000 10,002,982
Navistar, Inc., Tranche B Term Loan, 8/17/17 6.5 08/17/2017 750,000 686,875
Government National Mortgage Association I, 5.5%, 6/15/18 5.5 06/15/2018 501,838 18,674
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 6.639 06/20/2023 2,520,000 617,344
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 7.7 12/29/2049 8,125,000 7,489,174
Fannie Mae, 4.0%, 12/1/43 4.0 12/01/2043 7,600,000 6,436,217
Government National Mortgage Association I, 6.5%, 1/15/35 6.5 01/15/2035 62,679 754
Fannie Mae, 6.0%, 4/1/33 6.0 04/01/2033 4,000,000 111,198
Fannie Mae, 4.0%, 8/1/44 4.0 08/01/2044 8,475,000 7,545,425
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 3.25 12/19/2020 1,979,900 1,975,570
Government National Mortgage Association I, 6.0%, 10/15/28 6.0 10/15/2028 180,000 8,855
Electrical Components International, Inc., Loan, 4/17/21 5.75 04/17/2021 1,220,027 1,210,877
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 3.0552 01/09/2017 500,000 504,738
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/26/54 (144A) 3.75 05/26/2054 7,739,000 5,208,525
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.309881%, 9/25/36 (Step) 4.3099 09/25/2036 14,000,000 2,249,675
Government National Mortgage Association I, 5.0%, 7/15/19 5.0 07/15/2019 26,391 1,020
Charter Communications Operating L 1st Lien Tl L + 0% 26may16   05/26/2016 1,148,225 1,148,225
Government National Mortgage Association I, 4.5%, 8/15/41 4.5 08/15/2041 5,900,000 1,787,511
Fannie Mae, 6.0%, 9/1/34 6.0 09/01/2034 352,132 14,380
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 75,647 64,520
CSMC Trust 2015-2, 3.0%, 2/25/45 (144A) 3.0 02/25/2045 10,218,000 7,948,121
Government National Mortgage Association I, 4.0%, 6/15/39 4.0 06/15/2039 28,840 7,859
Government National Mortgage Association II, 7.0%, 6/20/28 7.0 06/20/2028 3,769,062 28,631
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3.721 03/15/2017 800,000 759,381
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 7.0 11/01/2030 1,000,100 3,631
TTX Co., 3.6%, 1/15/25 (144A) 3.6 01/15/2025 6,650,000 6,814,255
Arbor Realty Collateralized Loan Obligation 2015-FL1, Ltd., Floating Rate Note, 3/17/25 (144A) 2.1862 03/17/2025 5,000,000 4,855,162
United Technologies Corp., 1.778%, 5/4/18 (Step) 1.778 05/04/2018 10,250,000 10,304,257
PennUnion Re, Ltd., Floating Rate Note, 12/7/18 (Cat Bond) (144A) 4.8001 12/07/2018 3,200,000 3,212,560
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3.0 05/15/2018 3,048,000 293,785
Fannie Mae, 6.0%, 11/1/33 6.0 11/01/2033 400,765 39,552
Chesapeake Funding LLC, Floating Rate Note, 2/7/27 (144A) 2.1905 02/07/2027 1,600,000 1,575,383
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 7.697   5,325,000 6,851,649
Nevada Power Co., 6.5%, 8/1/18 6.5 08/01/2018 910,000 1,018,778
Government National Mortgage Association II, 5.0%, 1/20/20 5.0 01/20/2020 500,000 30,435
Government National Mortgage Association II, 3.5%, 1/20/46 3.5 01/20/2046 8,900,000 9,392,059
Government National Mortgage Association I, 8.5%, 8/15/21 8.5 08/15/2021 614,765 1,960
Government National Mortgage Association I, 6.0%, 11/15/32 6.0 11/15/2032 1,000,000 7,805
Government National Mortgage Association I, 6.5%, 2/15/34 6.5 02/15/2034 733,600 54,368
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 3.791 08/17/2045 450,000 478,114
Fannie Mae, 6.5%, 10/1/31 6.5 10/01/2031 1,000,100 12,781
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3.0 07/27/2043 3,790,000 2,831,841
Charter Communications Operating LLC, Term F Loan, 12/31/20 3.0 12/31/2020 1,677,563 1,672,713
Halliburton Co., 7.6%, 8/15/96 (144A) 7.6   2,250,000 2,659,323
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3.19 03/18/2026 1,600,000 1,585,972
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 3.5 05/25/2045 2,500,000 2,220,097
Medtronic, Inc., 4.625%, 3/15/45 4.625 03/15/2045 7,300,000 8,185,297
JP Morgan Alternative Loan Trust, Floating Rate Note, 1/25/36 0.693 01/25/2036 20,563,000 2,479,330
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 4.5 12/13/2027 2,600,000 2,589,600
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 333,333 250,000
Government National Mortgage Association I, 9.0%, 1/15/20 9.0 01/15/2020 550,000 7,979
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 0.813 01/25/2036 750,000 238,545
Government National Mortgage Association I, 5.5%, 10/15/34 5.5 10/15/2034 500,000 64,419
Government National Mortgage Association I, 7.0%, 2/15/28 7.0 02/15/2028 4,950,000 23,872
HOA Funding LLC, 4.846%, 8/22/44 (144A) 4.846 08/22/2044 3,050,000 2,658,774
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 500,000 12,205
Government National Mortgage Association I, 5.5%, 7/15/33 5.5 07/15/2033 1,500,000 101,616
Government National Mortgage Association II, 6.5%, 6/20/31 6.5 06/20/2031 1,324,466 14,021
Cinedigm Digital Funding 1 LLC, Term Loan, 2/28/18 3.75 02/28/2018 182,859 181,488
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 380,000 307,604
Fannie Mae, 5.0%, 2/1/39 5.0 02/01/2039 3,000,000 1,273,396
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 6.85 12/16/2039 6,980,000 9,124,271
GSAMP Trust 2006-HE7, Floating Rate Note, 10/27/36 0.663 10/27/2036 1,370,000 1,161,146
USI, Inc. New York, Initial Term Loan, 12/30/19 4.25 12/30/2019 6,130,300 6,046,009
Government National Mortgage Association II, 6.0%, 6/20/34 6.0 06/20/2034 1,000,000 81,109
Government National Mortgage Association I, 6.5%, 5/15/32 6.5 05/15/2032 1,000,000 13,826
Government National Mortgage Association II, 7.5%, 8/20/30 7.5 08/20/2030 4,187,610 17,005
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 2.0552 01/07/2019 1,750,000 1,736,216
Small Business Administration Participation Certificates, 4.84%, 5/1/25 4.84 05/01/2025 2,700,000 521,254
International Paper Co., 6.0%, 11/15/41 6.0 11/15/2041 2,400,000 2,661,026
Fannie Mae, 7.0%, 1/1/32 7.0 01/01/2032 1,701,763 25,112
Government National Mortgage Association II, 7.0%, 7/20/31 7.0 07/20/2031 3,009,487 37,831
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 6.5 03/10/2021 3,815,000 4,182,353
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 5.75 04/25/2033 6,525,000 520,326
Fannie Mae, 3.5%, 9/1/44 3.5 09/01/2044 5,275,000 4,617,143
U.S. Treasury Notes, 1.125%, 1/15/19 1.125 01/15/2019 1,500,000 1,515,288
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4.0 04/23/2019 666,667 500,000
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 4.277 09/05/2044 2,600,000 2,597,803
Fannie Mae, 3.0%, 5/1/43 3.0 05/01/2043 1,080,000 901,543
Government National Mortgage Association I, 6.5%, 3/15/29 6.5 03/15/2029 5,001,628 92,300
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 6.5 02/24/2021 1,400,000 1,610,989
DCP Midstream Operating LP, 5.6%, 4/1/44 5.6 04/01/2044 2,125,000 1,623,404
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 4.0 05/15/2032 2,335,000 2,609,996
CSMC 2015-TWNI Trust, Floating Rate Note, 3/15/28 (144A) 2.687 03/15/2028 2,700,000 2,611,929
LSTAR Securities Investment 2016-1, Floating Rate Note, 1/1/21 (144A) 2.4385 01/01/2021 1,750,000 1,679,724
Government National Mortgage Association II, 7.0%, 5/20/26 7.0 05/20/2026 1,750,000 14,314
Government National Mortgage Association II, 7.0%, 1/20/29 7.0 01/20/2029 8,400,000 100,118
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 2.4 11/17/2025 1,750,000 19,915
Government National Mortgage Association I, 7.0%, 5/15/32 7.0 05/15/2032 5,500,000 112,072
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 8/12/50 (144A) 5.1699 08/12/2050 4,200,000 4,408,522
Spirit Master Funding VII LLC, 3.8868%, 12/21/43 (144A) 3.8868 12/21/2043 875,000 893,164
Government National Mortgage Association I, 7.0%, 7/15/31 7.0 07/15/2031 536,209 4,871
Government National Mortgage Association I, 6.0%, 5/15/17 6.0 05/15/2017 1,900,000 18,466
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2.25 08/20/2025 2,000,000 545,040
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 1.133 03/25/2035 5,700,000 903,428
Brocade Communications Systems, Inc., 4.625%, 1/15/23 4.625 01/15/2023 2,860,000 2,802,125
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/2/20 (144A) 2.4385 03/02/2020 7,250,000 6,406,349
Government National Mortgage Association I, 6.5%, 4/15/28 6.5 04/15/2028 1,287,200 10,110
Buckeye Partners LP, 4.15%, 7/1/23 4.15 07/01/2023 5,425,000 4,947,047
Small Business Administration Participation Certificates, 4.625%, 2/1/25 4.625 02/01/2025 2,292,000 424,190
Government National Mortgage Association I, 5.5%, 4/15/19 5.5 04/15/2019 500,000 19,768
GATX Corp., 5.2%, 3/15/44 5.2 03/15/2044 2,260,000 2,186,365
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 555,135 240,836
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 1.7862 06/19/2031 2,200,000 2,130,024
Tyco Electronics Group SA, 6.55%, 10/1/17 6.55 10/01/2017 2,950,000 3,248,516
Government National Mortgage Association I, 6.0%, 4/15/33 6.0 04/15/2033 2,000,000 54,276
Fannie Mae, 6.0%, 7/1/33 6.0 07/01/2033 7,500,000 435,402
Atlas IX Capital DAC, Floating Rate Note, 1/17/19 (Cat Bond) (144A) 3.8022 01/17/2019 500,000 514,194
Government National Mortgage Association II, 5.0%, 2/20/19 5.0 02/20/2019 1,000,000 46,330
Government National Mortgage Association II, 3.5%, 3/20/45 3.5 03/20/2045 1,325,000 1,333,382
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 8,163,233 5,379,481
Government National Mortgage Association I, 6.0%, 11/15/32 6.0 11/15/2032 1,001,085 8,939
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 4.0 02/01/2044 700,000 636,249
Fannie Mae, 4.0%, 5/1/44 4.0 05/01/2044 3,800,000 2,615,817
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 4.6 11/09/2022 396,000 407,550
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 0.633 01/25/2036 3,475,000 488,202
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 430,000 346,790
Fannie Mae, 4.5%, 2/1/44 4.5 02/01/2044 588,143 397,104
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 2.5 06/25/2043 14,077,000 10,550,539
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 7.0552 12/06/2019 3,000,000 3,070,200
LSTAR Securities Investment Trust 2015-5, Floating Rate Note, 4/1/20 (144A) 2.4385 04/01/2020 2,925,000 1,834,602
Colbun SA, 4.5%, 7/10/24 (144A) 4.5 07/10/2024 4,300,000 4,439,810
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 1,500,000 1,435,597
Government National Mortgage Association I, 7.0%, 11/15/28 7.0 11/15/2028 2,367,683 21,724
Fannie Mae, 3.5%, 2/1/44 3.5 02/01/2044 10,690,601 8,616,008
Fannie Mae, 3.0%, 3/1/45 3.0 03/01/2045 1,229,076 1,198,836
HCA, Inc., 5.25%, 6/15/26 5.25 06/15/2026 1,000,000 1,027,333
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.7875 02/15/2044 1,323,000 1,372,022
Sequoia Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 3.0 01/25/2045 7,710,000 6,089,874
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 3.6159 11/15/2043 1,600,000 1,641,997
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 5.0 09/01/2038 8,740,000 542,557
Capital One Bank USA NA, 8.8%, 7/15/19 8.8 07/15/2019 1,465,000 1,756,500
Progress Residential 2015-SFR1 Trust, Floating Rate Note, 2/20/32 (144A) 2.8362 02/20/2032 2,700,000 2,624,418
Sequoia Mortgage Trust 2013-10, Floating Rate Note, 8/25/43 (144A) 3.5798 08/25/2043 7,372,000 7,092,380
Government National Mortgage Association I, 4.5%, 9/15/35 4.5 09/15/2035 393,589 28,078
Gilead Sciences, Inc., 4.5%, 2/1/45 4.5 02/01/2045 7,550,000 8,053,653
Government National Mortgage Association I, 6.5%, 6/15/28 6.5 06/15/2028 900,000 12,193
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 0.8762 12/15/2030 15,930,000 616,224
Fannie Mae, 3.0%, 9/1/28 3.0 09/01/2028 7,125,717 5,456,223
Fannie Mae, 4.0%, 2/1/45 4.0 02/01/2045 73,989 73,055
Government National Mortgage Association I, 5.0%, 4/15/35 5.0 04/15/2035 2,500,000 569,651
Fannie Mae, 5.0%, 7/1/34 5.0 07/01/2034 1,400,000 268,586
Government National Mortgage Association II, 4.5%, 12/20/34 4.5 12/20/2034 1,007,144 131,942
Activision Blizzard, Inc., Term Loan, 7/26/20 3.25 07/26/2020 686,431 690,023
Government National Mortgage Association I, 7.0%, 3/15/28 7.0 03/15/2028 4,950,000 29,372
Hyundai Capital America, 2.0%, 3/19/18 (144A) 2.0 03/19/2018 3,125,000 3,149,161
Silverton RE, Ltd., 0.0%, 9/18/18 (Cat Bond) (144A) 0.0 09/18/2018 1,700,000 1,747,940
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 9.0334 01/05/2017 1,000,000 1,041,085
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.392 02/15/2044 350,000 370,810
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 812,515 391,983
International Paper Co., 3.65%, 6/15/24 3.65 06/15/2024 6,975,000 7,153,199
Government National Mortgage Association I, 6.0%, 3/15/17 6.0 03/15/2017 2,080,702 12,985
Government National Mortgage Association I, 4.5%, 1/15/40 4.5 01/15/2040 1,235,000 590,758
American Honda Finance Corp., 1.2%, 7/14/17 1.2 07/14/2017 7,695,000 7,728,263
Government National Mortgage Association I, 7.0%, 6/15/31 7.0 06/15/2031 3,800,000 40,670
Fannie Mae, 6.0%, 3/1/32 6.0 03/01/2032 450,000 8,523
Legg Mason, Inc., 4.75%, 3/15/26 4.75 03/15/2026 2,425,000 2,461,670
Nord Anglia Education Finance LLC, Initial Term Loan, 3/21/21 5.0 03/21/2021 750,000 736,875
Government National Mortgage Association I, 6.5%, 3/15/29 6.5 03/15/2029 2,713,693 100,491
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 6.0 02/01/2033 550,000 5,613
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 6.0 12/01/2033 3,297,768 135,881
SunTrust Banks, Inc., 3.5%, 1/20/17 3.5 01/20/2017 1,025,000 1,048,110
Government National Mortgage Association I, 6.5%, 2/15/29 6.5 02/15/2029 3,184,570 28,677
Communications Sales & Leasing, Inc., Term Loan, 10/16/22 5.0 10/16/2022 1,645,854 1,596,890
Valeant Pharmaceuticals International, Inc., Series F-1 Tranche B Term Loan, 3/13/22 4.0 03/13/2022 990,000 937,097
Agate Bay Mortgage Trust 2015-2, Floating Rate Note, 3/27/45 (144A) 3.5 03/27/2045 6,830,000 5,356,280
U.S. Treasury Bonds, 4.375%, 11/15/39 4.375 11/15/2039 6,865,000 9,351,850
Toyota Motor Credit Corp., 2.125%, 7/18/19 2.125 07/18/2019 5,000,000 5,134,470
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 6.0 05/01/2017 7,876,244 21,832
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 5.04 12/18/2036 700,000 679,472
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 6.5 10/01/2033 2,000,000 52,855
NRG Energy, Inc., 8.25%, 9/1/20 8.25 09/01/2020 2,000,000 2,028,750
BAMLL Commercial Mortgage Securities Trust 2014-FL1, Floating Rate Note, 12/17/31 (144A) 2.6362 12/17/2031 2,580,000 2,549,639
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4.5 03/01/2042 4,169,408 2,790,297
WinWater Mortgage Loan Trust 2015-4, Floating Rate Note, 6/20/45 (144A) 3.5 06/20/2045 8,855,000 7,815,963
Government National Mortgage Association II, 6.0%, 1/20/33 6.0 01/20/2033 3,000,000 122,946
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 5.75 12/15/2053 3,600,000 3,840,950
PVH Corp., Tranche B Term Loan, 2/13/20 3.25 02/13/2020 306,034 308,466
Government National Mortgage Association I, 7.5%, 8/15/25 7.5 08/15/2025 510,000 11,367
Sector Re V, Ltd., 0.0%, 12/1/20 (Cat Bond) (144A) 0.0 12/01/2020 1,100,000 1,122,770
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 3.428 06/25/2029 1,582,000 1,363,267
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 2.6176 10/25/2033 11,067,000 183,080
Government National Mortgage Association I, 7.5%, 2/15/31 7.5 02/15/2031 1,466,543 15,334
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 5.5 11/01/2034 1,900,000 153,390
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4.5 06/25/2029 1,150,000 627,686
Ally Financial, Inc., 5.125%, 9/30/24 5.125 09/30/2024 5,050,000 5,164,344
San Diego Gas & Electric Co., 1.914%, 2/1/22 1.914 02/01/2022 3,150,000 2,694,284
Verizon Communications, Inc., 5.012%, 8/21/54 5.012 08/21/2054 1,938,000 1,955,050
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 8.125 12/31/2049 7,500,000 7,495,392
Cooperatieve Rabobank UA, 3.95%, 11/9/22 3.95 11/09/2022 6,425,000 6,681,669
Government National Mortgage Association II, 8.0%, 5/20/25 8.0 05/20/2025 33,321 59
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 449,138 259,569
U.S. Treasury Bonds, 3.0%, 5/15/42 3.0 05/15/2042 2,000,000 2,194,309
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 3.9597 01/15/2017 8,100,000 8,252,032
Fannie Mae, 6.0%, 5/1/35 6.0 05/01/2035 1,799,482 67,081
Zero% 30nov19 0.0 11/30/2019 4,000,000 4,332,400
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1.483 12/25/2034 1,400,000 522,771
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4.65 07/17/2028 1,000,000 1,003,888
Government National Mortgage Association I, 5.5%, 7/15/35 5.5 07/15/2035 5,500,000 703,410
Government National Mortgage Association I, 7.5%, 10/15/29 7.5 10/15/2029 514,502 6,614
Government National Mortgage Association I, 6.5%, 10/15/32 6.5 10/15/2032 6,591,983 123,045
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 6,351,775 4,244,203
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 183,097 157,631
Duke Realty LP, 3.625%, 4/15/23 3.625 04/15/2023 2,175,000 2,223,062
Government National Mortgage Association, 3.0%, 4/20/41 3.0 04/20/2041 2,000,000 1,351,753
Government National Mortgage Association I, 6.5%, 2/15/29 6.5 02/15/2029 260,526 1,603
Axis Equipment Finance Receivables III LLC, 3.41%, 4/20/20 (144A) 3.41 04/20/2020 700,000 703,839
Government National Mortgage Association I, 6.5%, 10/15/31 6.5 10/15/2031 9,167,721 118,711
Government National Mortgage Association I, 7.0%, 4/15/32 7.0 04/15/2032 2,602,125 54,325
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 5.25 04/25/2032 3,090,877 695,424
Fannie Mae, 4.0%, 1/1/44 4.0 01/01/2044 273,906 196,015
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 5.125 06/01/2037 2,560,000 2,627,541
Government National Mortgage Association I, 6.0%, 9/15/28 6.0 09/15/2028 12,973,600 272,616
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 5.0 05/01/2025 40,000 39,733
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 6.5 03/01/2031 527,335 6,888
Fannie Mae, 6.5%, 11/1/37 6.5 11/01/2037 2,222,350 187,876
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 5.5 09/25/2034 4,860,000 1,019,244
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.3174 07/25/2043 6,602,000 6,140,818
Grifols Worldwide Operations USA, Inc., U.S. Tranche B Term Loan, 4/1/21 3.4385 04/01/2021 382,200 382,591
Fannie Mae, 4.0%, 11/1/45 4.0 11/01/2045 175,819 185,006
Government National Mortgage Association I, 6.5%, 4/15/32 6.5 04/15/2032 235,320 11,229
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 4.0038 11/08/2020 201,209 193,789
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A)   01/07/2020 1,000,000 999,300
Government National Mortgage Association I, 6.5%, 10/15/28 6.5 10/15/2028 2,000,000 24,945
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 77,209 35,809
HSBC Bank Plc, 7.65%, 5/1/25 7.65 05/01/2025 1,305,000 1,680,972
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 3.5 08/17/2020 1,389,375 1,392,269
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3.472 07/15/2023 1,250,000 946,902
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 3.29 10/10/2019 1,900,000 1,854,715
Mill City Mortgage Trust 2015-2, Floating Rate Note, 9/25/57 (144A) 3.0 09/25/2057 3,000,000 2,813,124
Fannie Mae, 6.0%, 11/1/34 6.0 11/01/2034 5,054,854 328,059
Small Business Administration Participation Certificates, 5.63%, 10/1/28 5.63 10/01/2028 1,000,000 453,574
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 2.0 09/20/2029 1,200,000 417,547
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 3,594,840 206,838
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 5.5 11/01/2034 550,000 33,038
United Auto Credit Securitization Trust 2015-1, 2.92%, 6/17/19 (144A) 2.92 06/17/2019 2,140,000 2,084,475
Government National Mortgage Association II, 9.0%, 9/20/21 9.0 09/20/2021 2,027,751 585
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 1,020,364 52,490
Government National Mortgage Association I, 7.0%, 12/15/30 7.0 12/15/2030 500,000 4,441
Government National Mortgage Association I, 6.5%, 5/15/29 6.5 05/15/2029 839,000 7,353
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3.0 06/25/2043 6,066,000 4,556,311
Government National Mortgage Association I, 6.5%, 3/15/31 6.5 03/15/2031 1,000,000 13,865
PMT Loan Trust 2013-J1, Floating Rate Note, 9/25/43 (144A) 3.5 09/25/2043 500,000 404,328
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4.063 12/12/2044 4,000,000 4,315,293
Fannie Mae, 4.0%, 9/1/44 4.0 09/01/2044 95,762 77,700
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 3.8126 08/20/2045 4,903,000 4,796,767
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 4.3052 05/05/2017 1,250,000 1,258,889
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 4.5 10/15/2023 1,475,000 1,543,105
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 6.876 06/27/2017 1,050,000 70,085
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 4,035,000 3,426,952
Federal Home Loan Mortgage Corp., 3.5%, 3/1/26 3.5 03/01/2026 1,500,000 466,001
Government National Mortgage Association I, 6.5%, 1/15/32 6.5 01/15/2032 7,587,058 112,184
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 33,576 23,379
Fannie Mae, 5.0%, 2/1/22 5.0 02/01/2022 450,000 16,342
On Semiconductor Corporation 1st Lien Tl-B L + 4.5% 31mar23 5.25 03/31/2023 1,725,000 1,731,038
U.S. Treasury Notes, 1.875%, 8/31/17 1.875 08/31/2017 5,200,000 5,294,195
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4.5 03/01/2020 4,000,000 125,317
DynCorp International, Inc., Term Loan, 7/7/16 6.2683 07/07/2016 425,419 412,656
Garda World Security Corp., Term B Loan, 11/1/20 4.0038 11/01/2020 786,543 757,539
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 1,041,626 776,756
Wells Fargo Commercial Mortgage Trust 2010-C1, 3.349%, 11/18/43 (144A) 3.349 11/18/2043 3,900,000 1,461,417
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 5,025,000 5,181,030
NN, Inc., Initial Term Loan, 10/2/22   10/02/2022 3,487,374 3,435,063
CSMC Trust 2013-IVR3, Floating Rate Note, 5/25/43 (144A) 3.4773 05/25/2043 4,196,000 3,717,009
Government National Mortgage Association I, 6.5%, 4/15/33 6.5 04/15/2033 1,693,131 35,234
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 1,254,640 47,415
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3.1649 04/25/2046 3,000,000 2,998,093
JP Morgan Mortgage Trust 2014-OAK4, Floating Rate Note, 9/25/44 (144A) 4.0805 09/25/2044 5,977,000 6,027,212
Fannie Mae, 6.5%, 9/1/31 6.5 09/01/2031 2,000,000 6,139
Government National Mortgage Association I, 6.5%, 4/15/17 6.5 04/15/2017 502,434 4,186
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 4.5 03/19/2024 5,215,000 5,289,575
Fannie Mae, 4.0%, 9/1/20 4.0 09/01/2020 1,332,678 49,448
Government National Mortgage Association I, 5.5%, 10/15/33 5.5 10/15/2033 1,000,000 83,164
CoBank ACB, 7.875%, 4/16/18 (144A) 7.875 04/16/2018 1,190,000 1,235,096
Citigroup Mortgage Loan Trust 2015-PS1, Floating Rate Note, 9/25/42 (144A) 3.75 09/25/2042 4,500,000 3,942,414
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 0.993 01/25/2035 13,520,000 738,964
Government National Mortgage Association II, 6.45%, 1/20/33 6.45 01/20/2033 655,719 102,149
Fannie Mae, 6.0%, 11/1/34 6.0 11/01/2034 271,485 16,740
Federal Home Loan Mortgage Corp., 6.0%, 6/1/16 6.0 06/01/2016 2,518,849 506
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 1,800,000 1,876,619
Mallinckrodt International Finance SA, Initial Term B Loan, 3/6/21 3.25 03/06/2021 850,000 823,285
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 17,795,568 3,507,696
OrCal Geothermal, Inc., 6.21%, 12/30/20 (144A) 6.21 12/30/2020 1,730,000 471,117
Fannie Mae, 4.0%, 7/1/18 4.0 07/01/2018 675,000 18,311
Government National Mortgage Association I, 6.0%, 9/15/33 6.0 09/15/2033 904,389 71,806
Government National Mortgage Association I, 6.5%, 9/15/31 6.5 09/15/2031 1,500,000 22,457
Hanesbrands, Inc., New Term B Loan, 4/15/22 3.25 04/15/2022 495,000 498,032
Small Business Administration Participation Certificates, 4.2%, 9/1/29 4.2 09/01/2029 500,000 283,155
CHS, Incremental 2018 Term F Loan, 12/31/18 3.7451 12/31/2018 588,202 583,745
Fannie Mae, 6.5%, 6/1/31 6.5 06/01/2031 2,750,000 84,802
ERAC USA Finance LLC, 4.5%, 2/15/45 (144A) 4.5 02/15/2045 4,600,000 4,557,744
JP Morgan Trust 2015-6, Floating Rate Note, 10/25/45 (144A) 3.5 10/25/2045 5,000,000 4,880,952
Government National Mortgage Association I, 5.5%, 8/15/33 5.5 08/15/2033 400,000 29,117
Navios Maritime Partners LP, Term Loan, 6/27/18 5.25 06/27/2018 648,401 573,835
Galileo Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 7.59 01/09/2017 1,200,000 1,233,780
COMM 2014-SAVA Mortgage Trust, Floating Rate Note, 6/15/34 (144A) 2.187 06/15/2034 4,150,000 4,066,533
NextGear Floorplan Master Owner Trust, 1.92%, 10/15/19 (144A) 1.92 10/15/2019 1,050,000 1,040,739
Government National Mortgage Association I, 6.0%, 1/15/33 6.0 01/15/2033 1,000,000 42,066
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 6.5 05/01/2031 1,043,809 6,218
Fannie Mae, 3.5%, 12/1/26 3.5 12/01/2026 4,340,805 1,732,644
Citigroup Capital XIII, Floating Rate Note, 10/30/40 6.9881 10/30/2040 30,353 797,980
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 1,082,000 1,059,928
First Investors Auto Owner Trust 2014-3, 2.97%, 11/16/20 (144A) 2.97 11/16/2020 2,100,000 2,092,640
Zero% 31aug16 0.0 08/31/2016 900,000 1,014,030
Anheuser-Busch InBev Finance, Inc., Floating Rate Note, 2/1/21 1.8786 02/01/2021 4,350,000 4,442,147
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 2.82 03/15/2021 2,500,000 930,167
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 4.875 06/10/2025 5,125,000 5,218,240
Morgan Stanley, 4.875%, 11/1/22 4.875 11/01/2022 300,000 331,127
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 2.436 10/17/2045 915,000 935,416
CSX Corp., 3.35%, 11/1/25 3.35 11/01/2025 10,335,000 10,797,346
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 4.77 10/25/2034 2,100,000 45,384
Zero% 01feb18 0.0 02/01/2018 2,000,000 2,046,600
Fannie Mae, 4.5%, 7/1/41 4.5 07/01/2041 750,000 310,569
Government National Mortgage Association I, 6.0%, 9/15/19 6.0 09/15/2019 1,829,714 44,238
Government National Mortgage Association I, 4.0%, 11/15/40 4.0 11/15/2040 245,475 59,453
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 1,100,000 605,377
CSMC Trust 2013-IVR2, Floating Rate Note, 4/27/43 (144A) 1.55 04/27/2043 9,745,000 6,638,802
Government National Mortgage Association I, 5.5%, 9/15/33 5.5 09/15/2033 3,636,072 207,954
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 1,050,858 35,253
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 5.75 01/25/2035 11,116,000 640,918
Federal Home Loan Mortgage Corp., 5.5%, 1/1/34 5.5 01/01/2034 501,120 17,449
Fannie Mae, 4.5%, 8/1/40 4.5 08/01/2040 3,540,000 828,729
Southwest Airlines Co., 2.65%, 11/5/20 2.65 11/05/2020 4,370,000 4,502,674
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 3,004,062 967,091
Newfield Exploration Co., 5.625%, 7/1/24 5.625 07/01/2024 1,400,000 1,332,188
Visa, Inc., 2.2%, 12/14/20 2.2 12/14/2020 4,550,000 4,692,788
Ball Corp., 4.0%, 11/15/23 4.0 11/15/2023 2,275,000 2,275,253
Government National Mortgage Association I, 5.0%, 2/15/19 5.0 02/15/2019 1,000,000 58,041
RPI Finance Trust, Term B-4 Term Loan, 11/9/20 3.5 11/09/2020 1,640,289 1,645,756
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 3.75 05/23/2018 4,000,000 4,055,183
New Residential Mortgage Loan Trust 2015-1, Floating Rate Note, 5/28/52 (144A) 3.75 05/28/2052 11,783,000 9,188,833
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 5.0 12/15/2031 2,100,000 2,385,584
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 528,022 464,606
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 4.375 04/10/2024 2,400,000 2,533,875
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3.276 01/22/2019 1,000,000 939,968
Fannie Mae, 6.0%, 9/1/34 6.0 09/01/2034 408,807 40,500
Citigroup, Inc., Floating Rate Note (Perpetual) 5.9 12/31/2049 2,850,000 2,821,611
Fannie Mae, 5.75%, 3/1/33 5.75 03/01/2033 79,494 63,720
WideOpenWest Finance LLC, Replacement Term B Loan, 4/1/19 4.5 04/01/2019 0 0
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.8052 06/28/2016 1,000,000 1,009,900
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 1,000,000 26,175
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 3.5 07/01/2045 258,120 268,506
Government National Mortgage Association I, 5.0%, 7/15/40 5.0 07/15/2040 1,031,910 305,142
Zero% 01feb18 0.0 02/01/2018 2,000,000 2,030,200
Government National Mortgage Association I, 4.5%, 10/15/33 4.5 10/15/2033 2,103,237 302,447
Government National Mortgage Association I, 6.0%, 6/15/34 6.0 06/15/2034 1,100,000 85,372
Fannie Mae, 5.72%, 11/1/28 5.72 11/01/2028 1,136,024 62,850
Government National Mortgage Association II, 5.5%, 4/20/34 5.5 04/20/2034 2,500,000 246,161
Fannie Mae, 4.0%, 5/1/41 4.0 05/01/2041 3,008,750 1,290,427
Fannie Mae, 4.5%, 1/1/44 4.5 01/01/2044 15,989,536 10,470,426
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6.75 12/31/2049 890,000 983,361
Fannie Mae, 3.763%, 12/1/20 3.7626 12/01/2020 1,415,000 1,362,116
Aircastle, Ltd., 6.75%, 4/15/17 6.75 04/15/2017 2,800,000 3,016,650
Cooperatieve Rabobank UA, 3.875%, 2/8/22 3.875 02/08/2022 3,435,000 3,683,463
Government National Mortgage Association I, 5.5%, 2/15/37 5.5 02/15/2037 575,000 60,350
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2.62 11/15/2027 2,794,000 1,007,213
AXIS Equipment Finance Receivables II LLC, 4.94%, 7/20/18 (144A) 4.94 07/20/2018 500,000 508,223
Federal Home Loan Mortgage Corp., 3.5%, 4/1/45 3.5 04/01/2045 1,203,000 1,183,243
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 4.7652 04/18/2017 250,000 248,492
Government National Mortgage Association I, 6.0%, 10/15/32 6.0 10/15/2032 1,500,000 40,864
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 3.75 08/13/2020 188,045 188,142
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 3.6845 05/12/2048 1,750,000 1,735,588
Government National Mortgage Association I, 4.5%, 12/15/19 4.5 12/15/2019 225,418 22,700
Federal National Mortgage Association, 4.0%, 11/1/34 4.0 11/01/2034 507,128 440,023
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 8.875 09/15/2020 130,000 135,550
Fannie Mae, 6.0%, 1/1/32 6.0 01/01/2032 183,200 5,140
Flextronics International, Ltd., 4.75%, 6/15/25 4.75 06/15/2025 2,750,000 2,726,587
NBTY, Inc., Term B-2 Loan, 10/1/17 3.5 10/01/2017 828,016 825,532
Verizon Communications, Inc., 5.15%, 9/15/23 5.15 09/15/2023 5,100,000 5,898,160
Freeport-McMoRan, Inc., 3.875%, 3/15/23 3.875 03/15/2023 1,850,000 1,256,561
Altice Financing SA, 7.875%, 12/15/19 (144A) 7.875 12/15/2019 1,675,000 1,789,214
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3.8215 06/25/2047 2,010,000 2,054,683
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 1,000,000 51,089
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2.5 03/20/2025 550,000 62,042
HCA, Inc., Tranche B-6 Term Loan, 3/8/23 3.6899 03/08/2023 1,735,210 1,744,816
Healthcare Realty Trust, Inc., 3.875%, 5/1/25 3.875 05/01/2025 3,750,000 3,703,514
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 4.5 01/15/2023 1,600,000 1,639,200
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3.5 01/25/2044 1,739,000 1,378,573
Government National Mortgage Association I, 7.0%, 1/15/28 7.0 01/15/2028 3,336,440 21,236
The Bank of Tokyo-Mitsubishi UFJ, Ltd., 2.3%, 3/5/20 (144A) 2.3 03/05/2020 11,675,000 11,722,810
Government National Mortgage Association I, 7.0%, 7/15/28 7.0 07/15/2028 4,547,863 24,542
BNP Paribas SA, 4.375%, 9/28/25 (144A) 4.375 09/28/2025 2,066,000 2,235,106
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 6.0 01/01/2033 1,890,000 68,445
Fannie Mae, 5.9%, 4/1/28 5.9 04/01/2028 1,005,979 90,240
Government National Mortgage Association I, 5.5%, 10/15/17 5.5 10/15/2017 2,400,000 23,228
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 5.0 10/01/2038 8,150,000 525,423
President and Fellows of Harvard College, 6.3%, 10/1/37 6.3 10/01/2037 3,095,000 3,192,493
Kindred Healthcare, Inc., New Term Loan, 4/10/21 4.25 04/10/2021 550,001 535,563
Pangaea Zero% 01jul18 0.0 07/01/2018 2,000,000 36,000
CeramTec Acquisition Corp., Initial Dollar Term B-2 Loan, 8/30/20 4.25 08/30/2020 105,087 104,955
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 3.4953 04/25/2043 4,393,000 3,974,175
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 3.682 02/12/2046 1,000,000 1,006,790
Eaton Vance Corp., 6.5%, 10/2/17 6.5 10/02/2017 733,000 806,314
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 2.863 06/25/2045 3,700,000 3,127,816
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 1,002,325 64,043
Six Flags Theme Parks, Inc., Tranche B Term Loan, 6/30/22 3.5 06/30/2022 1,496,231 1,498,725
Valmont Industries, Inc., 6.625%, 4/20/20 6.625 04/20/2020 604,000 695,976
Morgan Stanley, 4.1%, 5/22/23 4.1 05/22/2023 5,100,000 5,334,272
Government National Mortgage Association I, 4.0%, 5/15/45 4.0 05/15/2045 5,027,970 4,789,517
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 6.5 02/01/2033 62,297 4,056
Fannie Mae, 4.5%, 11/1/40 4.5 11/01/2040 8,151,476 2,506,937
Government National Mortgage Association I, 6.0%, 4/15/33 6.0 04/15/2033 2,000,000 44,074
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 2.6868 02/25/2034 11,243,500 476,845
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 3.0 10/25/2029 6,000,000 4,937,548
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20 3.0 05/03/2020 1,691,701 1,662,096
Diamond Resorts Owner Trust 2015-1, 3.17%, 7/20/27 (144A) 3.17 07/20/2027 1,000,000 615,839
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 3.3125 01/14/2018 248,023 248,097
Progress Residential 2014-SFR1 Trust, Floating Rate Note, 10/17/31 (144A) 2.687 10/17/2031 180,000 174,465
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 3,196,509 1,601,574
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 0.5912 05/15/2047 1,100,000 368,532
Government National Mortgage Association I, 7.0%, 8/15/23 7.0 08/15/2023 3,085,588 26,512
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 6.0 01/01/2034 3,744,314 42,150
Government National Mortgage Association I, 6.0%, 9/15/35 6.0 09/15/2035 6,000,000 993,521
WinWater Mortgage Loan Trust 2015-3 REMICS, Floating Rate Note, 3/20/45 (144A) 3.5 03/20/2045 8,149,000 6,668,963
Government National Mortgage Association I, 5.5%, 8/15/19 5.5 08/15/2019 4,380,618 120,510
Government National Mortgage Association I, 7.0%, 4/15/29 7.0 04/15/2029 1,014,372 25,031
Agate Bay Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.6165 07/25/2043 7,000,000 6,456,699
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 2.41 12/15/2022 1,200,000 1,140,745
Westlake Automobile Receivables Trust 2015-3, 3.05%, 5/17/21 (144A) 3.05 05/17/2021 1,000,000 996,254
Boardwalk Pipelines LP, 4.95%, 12/15/24 4.95 12/15/2024 10,000,000 9,290,900
Federal Home Loan Mortgage Corp., 3.5%, 11/1/44 3.5 11/01/2044 200,000 184,728
Reynolds American, Inc., 4.45%, 6/12/25 4.45 06/12/2025 7,275,000 8,102,281
Government National Mortgage Association I, 7.0%, 7/15/25 7.0 07/15/2025 4,250,000 35,544
Government National Mortgage Association I, 6.5%, 5/15/33 6.5 05/15/2033 1,672,708 36,974
Government National Mortgage Association I, 6.5%, 1/15/33 6.5 01/15/2033 263,074 4,977
Government National Mortgage Association I, 7.0%, 6/15/29 7.0 06/15/2029 1,746,803 4,921
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 6.75 04/06/2021 3,725,000 4,312,852
Charter Communications Operating L 1st Lien Tl L + 0% 26may16   05/26/2016 186,920 186,920
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 4.0491 07/17/2018 1,500,000 1,516,031
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 5.737 03/30/2021 2,105,000 1,421,531
Fannie Mae, 4.5%, 7/1/41 4.5 07/01/2041 5,000,000 2,386,020
Sequoia Mortgage Trust 2015-4, Floating Rate Note, 11/25/30 (144A) 3.0 11/25/2030 9,050,000 8,765,609
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2.5 03/25/2043 12,732,000 6,777,491
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 1,821,298 652,779
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 5.25 12/15/2045 950,000 642,386
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 2.02 01/15/2019 1,200,000 1,195,481
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 4.0 05/01/2044 12,754,000 8,804,336
Government National Mortgage Association I, 6.5%, 6/15/17 6.5 06/15/2017 1,566,788 6,869
Government National Mortgage Association I, 4.5%, 9/15/33 4.5 09/15/2033 2,256,215 268,873
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 2.6548 02/25/2034 20,103,000 1,318,054
Microsemi Corp., Closing Date Term B Loan, 12/17/22 5.25 12/17/2022 926,646 932,090
Government National Mortgage Association I, 7.5%, 10/15/23 7.5 10/15/2023 4,875,892 46,515
Government National Mortgage Association I, 6.5%, 2/15/32 6.5 02/15/2032 2,528,038 26,085
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 500,000 19,733
Vencore, Inc., Initial Term Loan (First Lien), 11/19/19 5.75 11/19/2019 777,250 774,011
Government National Mortgage Association II, 5.5%, 10/20/37 5.5 10/20/2037 1,000,000 236,514
JP Morgan Trust 2015-3 REMICS, Floating Rate Note, 5/25/45 (144A) 3.0 05/25/2045 6,863,000 5,890,514
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 854,888 525,092
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6.25 08/15/2042 6,925,000 8,400,379
Fannie Mae, 4.0%, 6/1/44 4.0 06/01/2044 325,000 229,003
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 2.7946 08/25/2033 69,274,000 2,548,970
VOLT XXX LLC, 3.625%, 10/25/57 (Step) (144A) 3.625 10/25/2057 2,150,000 1,773,779
Fannie Mae, 4.5%, 12/1/41 4.5 12/01/2041 2,500,000 1,106,551
Government National Mortgage Association, 6.5%, 3/15/29 6.5 03/15/2029 2,000,000 21,289
BNP Paribas SA, Floating Rate Note (Perpetual) (144A) 7.625 12/31/2049 9,150,000 9,204,201
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 1,298,074 1,023,577
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4.0 01/01/2044 4,260,000 2,887,665
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 3,000,000 141,650
Government National Mortgage Association I, 7.0%, 9/15/31 7.0 09/15/2031 1,000,000 41,263
Indianapolis Airport Authority, 5.1%, 1/15/17 5.1 01/15/2017 1,000,000 1,043,497
Government National Mortgage Association I, 6.0%, 12/15/32 6.0 12/15/2032 1,500,000 108,657
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 0.683 02/25/2037 10,766,469 666,907
Fannie Mae, 3.5%, 9/1/26 3.5 09/01/2026 1,000,000 700,332
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 3.6675 05/05/2017 1,200,000 1,201,017
State of Washington, 5.0%, 7/1/30 5.0 07/01/2030 1,600,000 1,964,816
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 5.0 10/01/2020 9,000,000 819,529
Government National Mortgage Association II, 6.0%, 12/20/18 6.0 12/20/2018 1,000,000 34,307
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 6.85 01/15/2040 3,800,000 3,992,972
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3.0 06/25/2043 4,781,592 3,695,266
Government National Mortgage Association I, 6.0%, 1/15/19 6.0 01/15/2019 548,488 16,170
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 8,400,000 4,830,887
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 6.5 01/01/2033 39,165 368
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 0.933 06/28/2044 400,000 207,085
Fannie Mae, 4.0%, 12/1/44 4.0 12/01/2044 877,680 834,648
MPG Holdco I, Inc., Tranche B-1 Term Loan (2015), 10/20/21 3.75 10/20/2021 4,528,890 4,477,940
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-G, Floating Rate Note, 1/25/30 0.993 01/25/2030 46,068,000 1,345,583
Government National Mortgage Association I, 4.0%, 8/15/43 4.0 08/15/2043 4,891,389 1,997,094
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1.787 07/15/2031 1,260,000 1,245,660
Federal National Mortgage Association REMICS, 3.0%, 6/25/23 3.0 06/25/2023 2,000,000 1,638,327
Amherst College, 3.794%, 11/1/42 3.794 11/01/2042 525,000 538,240
BAMLL Commercial Mortgage Securities Trust 2015-ASHF, Floating Rate Note, 1/18/28 (144A) 2.147 01/18/2028 4,200,000 4,200,309
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 7.4175 07/05/2016 1,100,000 1,126,099
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 9.875 04/30/2019 3,328,000 3,643,894
Capital One Financial Corp., 3.75%, 4/24/24 3.75 04/24/2024 6,650,000 6,951,386
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 5.298 01/11/2027 1,200,000 673,538
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 6.5 08/01/2031 192,020 1,085
Government National Mortgage Association II, 7.5%, 6/20/30 7.5 06/20/2030 1,000,000 4,766
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 4,448,159 3,458,588
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3.5 06/26/2045 9,500,000 8,873,681
Fannie Mae, 6.0%, 9/1/32 6.0 09/01/2032 65,856 614
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 2,000,200 115,941
BXG Receivables Note Trust 2015-A, 2.88%, 5/2/30 (144A) 2.88 05/02/2030 3,000,000 2,317,759
Fannie Mae, 4.0%, 8/1/44 4.0 08/01/2044 597,740 460,232
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 6.0 12/30/2019 475,000 537,544
WFRBS Commercial Mortgage Trust 2013-C16, 4.136%, 9/17/46 4.136 09/17/2046 4,800,000 5,316,603
Government National Mortgage Association I, 6.0%, 11/15/31 6.0 11/15/2031 1,614,291 42,528
Port Freeport Texas, 5.95%, 5/15/33 5.95 05/15/2033 3,965,000 4,422,156
Government National Mortgage Association I, 5.5%, 11/15/18 5.5 11/15/2018 1,443,964 31,647
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 6.0 01/01/2034 500,000 42,294
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 3.965 04/24/2017 550,000 548,139
Citigroup Commercial Mortgage Trust 2014-GC25 REMICS, 3.371%, 10/11/47 3.371 10/11/2047 5,000,000 5,273,527
Fannie Mae, 6.5%, 7/1/29 6.5 07/01/2029 500,000 9,872
Government National Mortgage Association I, 7.0%, 9/15/24 7.0 09/15/2024 7,017,999 85,054
Ardent Legacy Acquisitions, Inc., Term Loan, 7/31/21 6.5 07/31/2021 184,223 184,684
Government National Mortgage Association I, 6.5%, 3/15/32 6.5 03/15/2032 2,000,000 99,320
MTL Publishing LLC, Term B-3 Loan, 8/14/22 4.0 08/14/2022 1,059,747 1,059,084
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 6.125 09/15/2023 650,000 698,894
Government National Mortgage Association I, 4.0%, 3/15/45 4.0 03/15/2045 5,763,172 4,410,649
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 0.633 12/25/2036 4,900,000 816,405
Bank of America Corp., Floating Rate Note (Perpetual) 6.1 12/31/2049 3,950,000 3,900,120
JP Morgan Chase Commercial Mortgage Securities Trust 2015-COSMO, Floating Rate Note, 1/15/32 (144A) 2.687 01/15/2032 4,600,000 4,483,148
First Data Corp., New 2022B Dollar Term Loan, 7/10/22 4.1815 07/10/2022 1,375,000 1,368,841
Ascentium Equipment Receivables 2015-1 LLC, 3.24%, 1/10/22 (144A) 3.24 01/10/2022 2,200,000 2,233,741
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 0.75 02/15/2045 61,140,000 59,572,468
Fannie Mae, 6.5%, 8/1/31 6.5 08/01/2031 1,500,000 10,425
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3.82 12/15/2048 1,100,000 611,438
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 9.75 03/15/2019 2,900,000 2,785,628
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 128,311 48,663
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 3,850,000 1,058,104
Masco Corp., 4.45%, 4/1/25 4.45 04/01/2025 1,050,000 1,112,528
Federal Home Loan Mortgage Corp., 6.0%, 5/1/16 6.0 05/01/2016 3,354,929 358
Government National Mortgage Association I, 7.0%, 9/15/31 7.0 09/15/2031 2,202,152 14,526
LSTAR Commercial Mortgage Trust 2015-3, Floating Rate Note, 4/22/48 (144A) 3.3128 04/22/2048 3,690,000 3,701,335
NSG Holdings LLC, New Term Loan, 12/11/19 3.75 12/11/2019 720,169 702,165
Government National Mortgage Association I, 7.5%, 3/15/27 7.5 03/15/2027 6,497,599 48,218
Biogen, Inc., 4.05%, 9/15/25 4.05 09/15/2025 4,275,000 4,576,306
Fannie Mae, 3.5%, 2/1/46 3.5 02/01/2046 7,055,984 7,396,896
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 5.95 04/15/2042 675,000 487,644
Prudential Financial, Inc., Floating Rate Note, 6/15/68 8.875 06/15/2068 2,140,000 2,404,572
Eden Re II, Ltd., 0.0%, 4/23/19 (Cat Bond) (144A) 0.0 04/23/2019 925,000 934,250
Icon Brand Holdings LLC, 4.229%, 1/26/43 (144A) 4.229 01/26/2043 1,801,000 1,345,370
Government National Mortgage Association II, 7.0%, 12/20/30 7.0 12/20/2030 400,864 2,847
Government National Mortgage Association I, 4.5%, 3/15/35 4.5 03/15/2035 784,949 18,333
Fannie Mae, 4.5%, 11/1/20 4.5 11/01/2020 6,500,000 307,304
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 3.5 01/25/2045 10,000,000 7,332,543
Fannie Mae, 4.0%, 1/1/45 4.0 01/01/2045 512,424 393,429
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 6.113 01/15/2020 1,625,000 1,797,336
Government National Mortgage Association II, 7.0%, 8/20/27 7.0 08/20/2027 3,354,202 27,984
Government National Mortgage Association I, 4.5%, 4/15/38 4.5 04/15/2038 1,004,042 129,182
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3.66 10/17/2044 3,000,000 3,108,074
Government National Mortgage Association I, 6.5%, 11/15/31 6.5 11/15/2031 800,000 52,377
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 2.7 08/15/2018 850,000 450,869
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 1,268,496 773,785
NCR Corp., 6.375%, 12/15/23 6.375 12/15/2023 1,425,000 1,494,498
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 5.869 03/30/2025 1,010,000 538,688
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 18,000,000 4,770,522
RREF 2015-LT7 LLC, 3.0%, 12/25/32 (144A) 3.0 12/25/2032 4,000,000 2,551,795
CNA Financial Corp., 4.5%, 3/1/26 4.5 03/01/2026 9,000,000 9,165,114
Government National Mortgage Association I, 4.5%, 7/15/41 4.5 07/15/2041 1,442,000 543,262
Oracle Corp., 2.5%, 5/15/22 2.5 05/15/2022 10,600,000 10,913,669
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2.5 09/08/2039 2,750,000 1,614,976
Government National Mortgage Association I, 6.0%, 11/15/33 6.0 11/15/2033 2,001,827 160,177
Telefonica Emisiones SAU, 6.221%, 7/3/17 6.221 07/03/2017 2,750,000 2,945,082
Entegris, Inc., 6.0%, 4/1/22 (144A) 6.0 04/01/2022 2,500,000 2,612,500
Federal Home Loan Mortgage Corp., 4.0%, 6/1/44 4.0 06/01/2044 11,301,413 8,095,829
Fannie Mae, 5.5%, 6/1/36 5.5 06/01/2036 6,000,000 287,888
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 5,169,128 36,027
Government National Mortgage Association II, 6.5%, 2/20/29 6.5 02/20/2029 210,000 2,904
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 52,992 9,943
RESI Finance LP 2003-CB1, Floating Rate Note, 7/9/35 2.0919 07/09/2035 12,829,000 2,386,807
Fannie Mae, 6.5%, 2/1/32 6.5 02/01/2032 1,000,100 5,600
Regal Cinemas Corp., Term Loan, 3/17/22   03/17/2022 897,739 900,754
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 3.9669 08/25/2053 1,450,000 648,399
Comcast Corp., 5.65%, 6/15/35 5.65 06/15/2035 10,310,000 12,866,757
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 0.733 09/25/2036 5,715,000 531,627
Government National Mortgage Association I, 6.5%, 3/15/32 6.5 03/15/2032 975,284 18,938
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4.25 09/21/2022 4,500,000 4,722,370
Federal Home Loan Mortgage Corp., 4.0%, 4/1/45 4.0 04/01/2045 2,507,831 2,374,392
Fannie Mae, 6.5%, 9/1/31 6.5 09/01/2031 2,000,200 9,586
Government National Mortgage Association I, 7.0%, 8/15/28 7.0 08/15/2028 200,000 1,661
Fannie Mae, 6.5%, 7/1/34 6.5 07/01/2034 1,095,000 34,404
Fannie Mae, 5.5%, 12/1/17 5.5 12/01/2017 12,031,696 83,911
Government National Mortgage Association I, 4.5%, 10/15/33 4.5 10/15/2033 2,981,200 242,060
Government National Mortgage Association I, 5.5%, 8/15/33 5.5 08/15/2033 750,075 46,992
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 0.0 03/01/2020 400,000 495,600
Fannie Mae, 5.5%, 3/1/36 5.5 03/01/2036 5,005,809 436,745
Brown & Brown, Inc., 4.2%, 9/15/24 4.2 09/15/2024 5,000,000 5,043,123
Verisk Analytics, Inc., 5.5%, 6/15/45 5.5 06/15/2045 5,415,000 5,379,507
Baxalta, Inc., 3.6%, 6/23/22 (144A) 3.6 06/23/2022 11,025,000 11,308,232
Government National Mortgage Association I, 6.0%, 12/15/32 6.0 12/15/2032 504,285 19,484
Fannie Mae, 5.5%, 6/1/33 5.5 06/01/2033 1,148,000 35,122
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL4 REMICS, Floating Rate Note, 12/16/30 ( 2.637 12/16/2030 2,200,000 2,182,433
Fannie Mae, 4.0%, 4/13/16 4.0 04/13/2016 22,650,000 24,230,309
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.3125 06/28/2016 1,150,000 1,159,047
Federal Home Loan Mortgage Corp., 3.0%, 5/1/45 3.0 05/01/2045 2,200,000 2,171,244
Univision Communications, Inc., Replacement First-Lien Term Loan (C-4), 3/1/20 4.0 03/01/2020 2,236,092 2,216,927
Fannie Mae, 6.0%, 10/1/34 6.0 10/01/2034 389,152 20,694
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 5.214 02/11/2041 1,000,000 964,572
President and Fellows of Harvard College, 2.3%, 10/1/23 2.3 10/01/2023 2,600,000 2,663,019
AT&T, Inc., 3.8%, 3/15/22 3.8 03/15/2022 6,200,000 6,543,938
Government National Mortgage Association II, 6.0%, 10/20/31 6.0 10/20/2031 1,248,026 29,136
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 5/25/35 (144A) 1.183 05/25/2035 1,100,000 724,820
Government National Mortgage Association I, 6.5%, 4/15/31 6.5 04/15/2031 8,257,522 90,284
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 14,653,970 184,337
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 6.5 07/01/2032 1,000,000 16,369
Government National Mortgage Association I, 4.0%, 9/15/40 4.0 09/15/2040 25,000 11,041
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 4.1712 08/17/2046 1,350,000 1,488,213
CIT Equipment Collateral 2014-VT1, 2.65%, 10/20/22 (144A) 2.65 10/20/2022 1,400,000 1,417,690
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 2.8647 12/25/2033 10,000,000 399,500
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4.5 05/02/2016 107,229 106,961
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 5.85 05/21/2043 3,340,000 1,790,658
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 6.1 02/15/2042 2,200,000 1,950,455
VOLT XXXI LLC, 3.375%, 2/25/55 (Step) (144A) 3.375 02/25/2055 1,850,000 1,499,940
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 6.0225 12/06/2016 1,650,000 1,662,364
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 6.5 06/01/2032 39,022 265
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 3.5 08/20/2045 4,352,667 3,946,673
Government National Mortgage Association I, 6.0%, 10/15/36 6.0 10/15/2036 3,000,000 148,600
Owens Corning, 4.2%, 12/1/24 4.2 12/01/2024 5,150,000 5,215,446
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 3.4167 06/25/2029 9,276,000 6,860,490
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 5.361 02/15/2040 3,500,000 2,391,244
Fannie Mae, 4.0%, 4/1/41 4.0 04/01/2041 1,850,000 1,128,293
Fannie Mae, 3.5%, 8/1/45 3.5 08/01/2045 10,450,000 10,718,237
COMM 2014-UBS3 Mortgage Trust, Floating Rate Note, 6/10/47 4.7838 06/10/2047 4,500,000 4,563,034
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 3.5 08/01/2043 4,521,618 3,896,473
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 2.35 06/15/2045 4,800,000 4,728,309
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3.1 12/15/2023 1,200,000 619,173
Government National Mortgage Association I, 5.5%, 2/15/35 5.5 02/15/2035