Pioneer Investments: Pioneer Strategic Income Fund


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Pioneer Strategic Income Fund

Monthly Portfolio Holdings as of 10/31/2014

Security Name Coupon Maturity Date Par / Shares Market Value($)
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 4.5 03/19/2024 8,110,000 8,320,252
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4.0 01/01/2035 4,900,000 4,117,072
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 3.96 10/15/2045 976,000 991,772
TD Ameritrade Holding Corp., 3.625%, 4/1/25 3.625 04/01/2025 13,475,000 13,372,027
WCA Waste Corp., Term Loan, 3/23/18 4.0 03/23/2018 3,675,750 3,643,587
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,037,648 101,372
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/13/31 (144A) 1.9326 07/13/2031 5,070,000 5,075,623
Sempra Energy, 9.8%, 2/15/19 9.8 02/15/2019 50,000 66,277
Fannie Mae, 6.5%, 6/1/31 6.5 06/01/2031 25,095 402
AEP Industries, Inc., 8.25%, 4/15/19 8.25 04/15/2019 1,824,000 1,889,968
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 3.75 08/13/2020 3,693,748 3,657,966
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 3,344,903 3,462,893
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 1.2331 01/23/2021 277,667 275,967
Summit Materials LLC, Term B Loan, 1/30/19 5.0 01/30/2019 978,838 980,469
Fannie Mae, 3.0%, 11/18/14 3.0 11/18/2014 31,800,000 33,025,129
Maryland Health & Higher Educational Facilities Authority, 5.0%, 7/1/41 5.0 07/01/2041 3,700,000 4,232,566
Liberty Tire Recycling LLC, 11.0%, 10/1/16 (144A) 11.0 10/01/2016 6,050,000 5,742,458
CenturyLink, Inc., 7.6%, 9/15/39 7.6 09/15/2039 3,510,000 3,579,186
US Silica Co., Term Loan, 7/23/20 4.0 07/23/2020 1,901,629 1,880,235
Novelis, Inc., Initial Term Loan, 3/10/17 3.75 03/10/2017 1,721,188 1,707,418
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3.7187 05/25/2043 3,983,000 3,818,587
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1.23 03/15/2019 1,000,000 566,868
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7.0 12/31/2049 15,956 16,059,714
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 5.3378 06/25/2043 4,920,000 4,190,639
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 9.5 03/16/2022 4,900,000 4,267,011
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 4.5 09/01/2043 3,677,099 3,197,139
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 4.25 12/30/2019 26,406,703 26,142,636
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,050,000 2,146,710
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 2.9814 01/28/2033 2,500,000 739,418
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 6.5 03/10/2021 23,300,000 26,077,554
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 124,988 4,595
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 7.125 04/15/2019 4,075,000 4,245,810
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 9.75 03/15/2019 4,290,000 5,541,193
Fannie Mae, 4.5%, 7/1/41 4.5 07/01/2041 12,477,165 5,329,543
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2.5 03/20/2025 2,450,000 1,075,848
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, Floating Rate Note, 8/28/44 (144A) 3.721 08/28/2044 4,150,000 3,841,407
Government National Mortgage Association I, 5.5%, 4/15/34 5.5 04/15/2034 3,032,660 297,502
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 2.5 04/25/2043 10,630,000 8,653,211
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 5.0 06/15/2044 7,925,000 8,648,349
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 4.7 10/15/2022 11,560,000 12,106,035
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 9,200,000 4,828,047
Samson Investment Co., Tranche 1 Term Loan (Second Lien), 9/25/18 5.0 09/25/2018 2,350,000 2,185,500
Waste Industries USA, Inc., Term B Loan, 3/17/17 4.0 03/17/2017 3,498,119 3,480,629
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 4.661 02/25/2035 7,000,000 1,129,364
DynCorp International, Inc., Term Loan, 7/7/16 6.25 07/07/2016 2,143,781 2,141,638
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 9.02 03/16/2016 850,000 923,530
Fly Leasing, Ltd., 6.375%, 10/15/21 6.375 10/15/2021 1,750,000 1,749,927
U.S. Treasury Bonds, 3.625%, 8/15/43 3.625 08/15/2043 25,000,000 27,924,511
Sunoco, Inc., 9.625%, 4/15/15 9.625 04/15/2015 25,000 26,053
Baylor University, 4.313%, 3/1/42 4.313 03/01/2042 4,550,000 4,595,583
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 0.872 10/25/2034 28,850,000 1,651,673
Sector Re V, Ltd., 0.0%, 12/1/17 (Cat Bond) (144A) 0.0 12/01/2017 22,798 0
Indianapolis Airport Authority, 5.1%, 1/15/17 5.1 01/15/2017 3,450,000 3,810,652
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 4.25 07/01/2021 7,515,396 7,459,030
Prudential Financial, Inc., Floating Rate Note, 6/15/43 5.625 06/15/2043 11,240,000 11,900,350
Antero Resources Corp., 5.125%, 12/1/22 (144A) 5.125 12/01/2022 8,000,000 8,200,906
Alpha Natural Resources, Inc., 6.25%, 6/1/21 6.25 06/01/2021 1,860,000 931,938
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 6.45 05/01/2036 7,400,000 8,965,485
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 4.0 12/31/2018 3,784,145 3,768,615
JBS Finance II, Ltd., 8.25%, 1/29/18 (144A) 8.25 01/29/2018 3,713,000 3,986,215
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 2.7 08/15/2018 3,700,000 3,783,402
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 5.75 01/25/2035 36,821,000 3,551,529
UCI International, Inc., Term Loan, 7/26/17 5.5 07/26/2017 2,011,625 2,013,301
Essar Steel Algoma, Inc., 9.375%, 3/15/15 (144A) 9.375 03/15/2015 5,660,000 5,699,502
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 6.7 02/10/2017 4,150,000 4,546,636
Viasystems, Inc., 7.875%, 5/1/19 (144A) 7.875 05/01/2019 6,375,000 7,008,516
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 0.652 03/25/2034 19,206,500 1,686,346
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 5.625 04/17/2020 6,200,000 5,632,313
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 4.5 01/21/2025 3,725,000 1,332,906
NCR Corp., 6.375%, 12/15/23 6.375 12/15/2023 4,070,000 4,391,869
US Bancorp, Floating Rate Note (Perpetual) 6.5 12/31/2049 234,750 6,880,523
EnLink Midstream Partners LP, 4.4%, 4/1/24 4.4 04/01/2024 5,840,000 6,167,237
Gibson Energy, Inc., 6.75%, 7/15/21 (144A) 6.75 07/15/2021 15,875,000 17,182,703
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 6.995 04/15/2029 1,500,000 174,308
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 4.5 10/01/2035 8,240,814 847,149
United Continental Holdings, Inc., 6.0%, 7/15/26 6.0 07/15/2026 6,200,000 6,108,033
Cronos Containers Program I, Ltd., 3.81%, 9/18/27 (144A) 3.81 09/18/2027 3,500,000 2,775,671
Russian Federal Bond - OFZ, 7.6%, 7/20/22 7.6 07/20/2022 25,000 525
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 3.5 09/06/2019 4,034,508 4,021,396
Constellation Brands, Inc., 4.75%, 11/15/24 4.75 11/15/2024 2,560,000 2,617,600
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3.06 07/16/2018 3,000,000 3,029,856
Masco Corp., 7.125%, 3/15/20 7.125 03/15/2020 14,465,000 16,657,954
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.392 02/15/2044 1,200,000 1,325,394
Microsemi Corp., Term Loan (2014), 3/14/21 3.25 03/14/2021 1,852,642 1,828,518
KLA-Tencor Corp., 6.9%, 5/1/18 6.9 05/01/2018 4,090,000 4,876,466
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 1,435,575 1,490,052
Romania Government Bond, 5.95%, 6/11/21 5.95 06/11/2021 34,800,000 11,518,123
Offshore Group Investment, Ltd., 7.5%, 11/1/19 7.5 11/01/2019 4,400,000 3,916,000
Cubist Pharmaceuticals, Inc., 1.875%, 9/1/20 1.875 09/01/2020 7,685,000 8,996,253
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 4.5 04/25/2022 8,625,000 8,636,816
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 2/3/22 (144A) 0.0 02/03/2022 3,975,000 1,075,569
Government National Mortgage Association I, 6.5%, 5/15/29 6.5 05/15/2029 169,368 2,928
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 1,027,097 79,573
Marfrig Holding Europe BV, 8.375%, 5/9/18 (144A) 8.375 05/09/2018 4,150,000 4,533,933
Fannie Mae, 6.0%, 4/1/38 6.0 04/01/2038 5,765,562 503,118
MMM Holdings, Inc., MMM Term Loan, 12/12/17 9.75 12/12/2017 2,072,896 2,057,349
Government National Mortgage Association I, 6.0%, 8/15/16 6.0 08/15/2016 43,573 358
CHS, 2021 Term D Loan, 1/27/21 4.25 01/27/2021 6,129,284 6,142,695
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 4.5 10/30/2019 736,022 733,814
Alterra Finance LLC, 6.25%, 9/30/20 6.25 09/30/2020 9,380,000 10,942,220
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 1.7741 03/25/2044 44,865,000 2,989,357
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 4.883 08/15/2020 6,850,000 7,574,478
President and Fellows of Harvard College, 2.3%, 10/1/23 2.3 10/01/2023 5,600,000 5,360,985
RJS Power Holdings LLC, 5.125%, 7/15/19 (144A) 5.125 07/15/2019 6,320,000 6,388,269
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 6.0 12/30/2019 1,900,000 2,232,173
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 2.335 04/28/2017 1,300,000 1,627,959
Fannie Mae, 5.5%, 4/1/34 5.5 04/01/2034 2,750,000 196,309
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 0.332 10/25/2034 12,298,000 2,650,821
Navistar, Inc., Tranche B Term Loan, 8/17/17 5.75 08/17/2017 400,000 401,750
Fannie Mae, 5.0%, 7/1/41 5.0 07/01/2041 1,681,264 969,146
Fannie Mae, 4.0%, 4/1/41 4.0 04/01/2041 450,000 336,506
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 8.9 02/04/2021 6,425,000 6,932,629
Fannie Mae, 4.0%, 12/1/40 4.0 12/01/2040 9,810,000 7,019,957
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 2.515 05/03/2016 1,400,000 1,403,438
State Street Corp., Floating Rate Note, 12/31/73 5.9 12/31/2073 236,600 6,175,260
Kane-Pi1 Flt% 07apr15 4.839 04/07/2015 3,766,000 3,895,928
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 4.25 03/31/2021 1,492,500 1,478,197
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 5.737 03/30/2021 3,775,000 3,625,387
Fannie Mae, 5.0%, 7/1/35 5.0 07/01/2035 17,501,965 2,003,783
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 0.0 12/31/2049 57,000 6,318,450
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 300,000 43,075
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 3.4251 01/17/2019 500,000 507,277
Ardagh Glass Finance Plc, 8.75%, 2/1/20 (144A) 8.75 02/01/2020 100,000 133,127
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3.0 09/25/2042 3,930,000 2,448,417
CCO Holdings LLC, 7.375%, 6/1/20 7.375 06/01/2020 3,775,000 4,162,331
Credit Acceptance Auto Loan Trust 2012-2, 2.21%, 9/15/20 (144A) 2.21 09/15/2020 2,500,000 2,525,168
Citigtoup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 3.5 06/25/2044 4,555,000 4,481,864
Schaeffler (Aka Ina Beteiligungsge 1st Lien Tl-B L + 3.5% 15may20   05/15/2020 1,100,000 1,097,943
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 7.5 03/01/2020 6,267,000 7,499,562
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4.5 05/03/2018 4,649,998 4,654,360
CenturyLink, Inc., 6.45%, 6/15/21 6.45 06/15/2021 4,100,000 4,589,403
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 0.892 11/25/2034 142,771,000 9,327,465
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 8.5 02/15/2018 2,125,000 2,933,438
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 2.436 10/17/2045 4,047,000 4,033,706
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3.0 06/25/2043 7,399,368 6,762,267
Fannie Mae, 4.0%, 11/1/43 4.0 11/01/2043 3,398,541 3,283,097
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 4.204 02/13/2018 5,550,000 5,406,303
Fannie Mae, 3.5%, 8/1/42 3.5 08/01/2042 48,680,354 43,332,093
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 4.125 05/30/2023 5,175,000 5,244,113
Hawaiian Airlines 2013-1 Class A Pass Through Certificates, 3.9%, 1/15/26 3.9 01/15/2026 2,795,000 2,785,171
Highwoods Realty LP, 3.625%, 1/15/23 3.625 01/15/2023 9,060,000 9,121,423
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 6.875 06/24/2019 15,910,000 16,534,523
Sequoia Mortgage Trust, Floating Rate Note, 12/26/42 2.5 12/26/2042 14,400,000 11,166,907
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 4.0 05/01/2044 13,500,000 14,136,436
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1.2437 01/17/2045 6,500,000 6,505,543
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 3.875 06/27/2024 9,641,000 9,724,368
Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 4.15 03/01/2022 11,960,000 12,307,625
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 3.75 06/30/2019 2,406,170 2,351,601
Home Equity Loan Trust 2003-HS4, Floating Rate Note, 1/25/29 0.412 01/25/2029 735,000 7,530
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 3,027,156 902,548
Citigroup Mortgage Loan Trust, Inc., 5.5%, 8/25/34 5.5 08/25/2034 18,566,000 5,003,816
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 5.03 02/25/2015 4,500,000 4,592,702
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 0.932 09/25/2029 6,295,000 1,045,797
SandRidge Energy, Inc., 7.5%, 3/15/21 7.5 03/15/2021 1,960,000 1,782,783
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 6.0 01/31/2019 5,850,000 6,111,300
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 3,000,000 405,537
Fannie Mae, 5.5%, 7/1/33 5.5 07/01/2033 1,900,000 89,925
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 1,050,000 996,953
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 6.0371 01/15/2015 1,066,849 426,740
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 1.852 01/25/2034 3,275,000 3,090,543
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 8.7601 12/06/2016 7,100,000 7,426,778
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 3.75 01/25/2054 8,000,000 7,657,802
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 5.0 03/25/2019 7,800,000 487,667
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 6.113 01/15/2020 3,135,000 3,630,587
Export-Import Bank of Korea, 5.875%, 1/14/15 5.875 01/14/2015 1,900,000 1,952,493
Massachusetts Development Finance Agency, 5.25%, 4/1/37 5.25 04/01/2037 6,550,000 7,560,567
European Bank for Reconstruction & Development, 7.65%, 2/18/15 7.65 02/18/2015 213,800,000 3,666,304
Nakilat, Inc., 6.067%, 12/31/33 (144A) 6.067 12/31/2033 1,965,000 2,270,345
Bank of America Corp., 7.25% (Perpetual) 7.25 12/31/2049 5,330 6,093,309
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 9.015 01/08/2015 900,000 917,235
Wells Fargo Mortgage Backed Securities 2005-AR6 Trust, Floating Rate Note, 4/25/35 4.8545 04/25/2035 4,996,000 368,006
The Priceline Group, Inc., 0.9%, 9/15/21 (144A) 0.9 09/15/2021 7,740,000 7,439,301
Government National Mortgage Association I, 4.5%, 6/15/40 4.5 06/15/2040 6,803,817 2,658,331
Fannie Mae, 6.0%, 1/1/34 6.0 01/01/2034 1,800,000 127,700
Ajecorp BV, 6.5%, 5/14/22 (144A) 6.5 05/14/2022 8,155,000 7,748,496
Golar LNG Partners LP, Floating Rate Note, 10/12/17 6.84 10/12/2017 32,000,000 4,933,646
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 8.375 06/03/2021 4,965,000 5,483,498
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 5.0 07/01/2035 2,600,000 361,825
Concho Resources, Inc., 6.5%, 1/15/22 6.5 01/15/2022 5,125,000 5,633,087
Fannie Mae, 5.5%, 12/1/35 5.5 12/01/2035 2,799,824 307,012
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 6.0 03/31/2021 5,653,438 5,429,657
JobsOhio Beverage System, 4.532%, 1/1/35 4.532 01/01/2035 4,480,000 4,850,795
Sdart 1.62% 15feb19 14-2-B 1.62 02/15/2019 1,350,000 1,357,652
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 0.702 07/25/2033 29,527,860 3,202,933
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 0.0   6,250,000 4,179,882
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 9.0101 03/12/2015 1,850,000 1,908,738
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 6.5 04/15/2021 1,375,000 1,330,847
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 4.5 10/15/2023 7,300,000 7,521,146
Griffon Corp., 5.25%, 3/1/22 5.25 03/01/2022 312,000 303,030
Banc of America Mortgage Trust 2005-9, 4.75%, 10/25/20 4.75 10/25/2020 14,530,000 106,356
Cincinnati Bell, Inc., 8.375%, 10/15/20 8.375 10/15/2020 10,771,000 11,591,990
Albertsons LLC, Term B-2 Loan, 3/21/19 4.75 03/21/2019 1,995,000 1,992,506
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 4.4208 12/25/2048 3,300,000 3,519,605
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 5.125 06/01/2037 8,470,000 9,150,939
Goldcorp, Inc., 3.7%, 3/15/23 3.7 03/15/2023 7,300,000 7,069,158
Fannie Mae, 4.0%, 7/1/18 4.0 07/01/2018 75,000 4,473
Government National Mortgage Association I, 5.5%, 2/15/37 5.5 02/15/2037 172 25
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 0.242 04/25/2037 5,678,000 1,192,671
Trust F, 5.25%, 12/15/24 (144A) 5.25 12/15/2024 5,270,000 5,664,372
Government National Mortgage Association II, 5.5%, 10/20/37 5.5 10/20/2037 50,000 13,476
Massachusetts Institute of Technology, 5.6%, 7/1/11 5.6   4,025,000 5,319,990
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6.375 05/15/2043 6,100,000 5,455,815
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 0.352 12/25/2036 25,100,000 5,447,858
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 4.75 09/22/2021 2,300,000 2,293,296
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 8,000,000 496,567
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 7.7517 05/15/2018 384,532 381,007
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 7.375 10/07/2040 6,400,000 6,998,391
SBA Tower Trust, 3.869%, 10/15/49 (144A) 3.869 10/15/2049 9,950,000 9,981,686
Far East Capital, Ltd. SA, 8.0%, 5/2/18 (144A) 8.0 05/02/2018 3,750,000 2,099,167
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 9.5 07/18/2018 4,040,000 4,705,309
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 0.952 10/25/2034 51,794,000 2,792,023
Tesoro Corp., 5.375%, 10/1/22 5.375 10/01/2022 9,480,000 9,806,863
CoBank ACB, 7.875%, 4/16/18 (144A) 7.875 04/16/2018 1,500,000 1,780,452
Government National Mortgage Association I, 5.5%, 1/15/34 5.5 01/15/2034 3,238,092 305,955
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 21,530,000 23,909,582
Gentiva Health Services, Inc., 11.5%, 9/1/18 11.5 09/01/2018 1,328,000 1,448,073
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 2.941 01/12/2046 8,000,000 7,966,743
TimberStar Trust 1, 7.5296%, 10/15/36 (144A) 7.5296 10/15/2036 6,646,000 7,018,087
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 3,907,246 136,197
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 1,135,738 182,384
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/24 (144A) 5.149 10/17/2024 2,200,000 2,242,044
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3.9492 06/25/2047 3,661,000 3,796,769
KB Home, 8.0%, 3/15/20 8.0 03/15/2020 1,500,000 1,687,833
The Allstate Corp., Floating Rate Note, 1/15/53 5.1 01/15/2053 631,450 15,521,041
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 3.32 12/16/2017 2,700,000 562,266
CenturyLink, Inc., 7.65%, 3/15/42 7.65 03/15/2042 3,100,000 3,122,553
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 8.25 10/19/2019 5,500,000 5,363,875
Firstar Realty LLC, 8.875% (Perpetual) (144A) 8.875 12/31/2049 3,250 4,069,609
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 5.0 09/01/2038 6,942,604 685,175
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4.5 11/01/2043 4,841,006 4,215,941
The Ryland Group, Inc., 0.25%, 6/1/19 0.25 06/01/2019 6,805,000 6,208,145
Prudential Financial, Inc., Floating Rate Note, 9/15/42 5.875 09/15/2042 7,575,000 8,086,365
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 5.578 08/12/2044 6,767,000 7,631,954
JPMorgan Chase & Co., 4.25%, 11/2/18 4.25 11/02/2018 15,300,000 11,975,073
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 2.6805 10/25/2033 7,600,000 1,288,212
Government National Mortgage Association I, 6.0%, 11/15/16 6.0 11/15/2016 1,500,000 15,666
Sequoia Mortgage Trust 2004-8, Floating Rate Note, 9/20/34 0.857 09/20/2034 11,000,000 1,003,616
Fannie Mae, 6.0%, 3/1/33 6.0 03/01/2033 350,000 8,959
Government National Mortgage Association II, 6.0%, 5/20/32 6.0 05/20/2032 3,000,000 94,026
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 3.0 01/23/2021 773,582 768,844
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 7.506 12/31/2049 12,390,000 13,321,722
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 7,857,077 3,179,771
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 5.0 11/01/2039 39,051,129 12,220,590
Approach Resources, Inc., 7.0%, 6/15/21 7.0 06/15/2021 560,000 530,009
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 6.0 09/29/2020 1,800,000 1,782,000
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 5.4132 06/17/2044 2,000,000 2,176,694
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 8.5 02/02/2017 50,000 50,551
SandRidge Energy, Inc., 8.125%, 10/15/22 8.125 10/15/2022 1,840,000 1,671,844
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 4.7744 11/25/2049 5,600,000 6,035,804
Brocade Communications Systems, Inc., 4.625%, 1/15/23 4.625 01/15/2023 1,500,000 1,482,927
Remy International, Inc., Term B Loan 2013, 3/5/20 4.25 03/05/2020 4,750,675 4,720,983
Horizon Lines, Inc.     1,695,067 669,551
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 5.6893 11/15/2043 1,300,000 1,450,743
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 5.0 12/15/2031 9,165,000 10,207,417
Bank of America Corp., Floating Rate Note, 10/23/49 6.5 10/23/2049 1,075,000 1,106,115
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2.402 03/25/2032 7,961,000 3,233,528
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 6.5 09/01/2032 100,000 2,738
WP Carey, Inc., 4.6%, 4/1/24 4.6 04/01/2024 6,680,000 6,984,417
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 14,941,131 4,548,420
Fannie Mae, 4.5%, 3/1/41 4.5 03/01/2041 3,179,532 1,725,491
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 3.5 05/25/2043 5,615,000 4,748,563
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 0.4545 05/25/2036 6,500,000 560,829
Urbi Desarrollos Urbanos SAB de CV, 0.0%, 1/21/20 (144A) 0.0 01/21/2020 2,275,000 612,860
Government National Mortgage Association I, 6.0%, 1/15/17 6.0 01/15/2017 5,010,192 65,016
Linn Energy LLC, 8.625%, 4/15/20 8.625 04/15/2020 3,374,000 3,395,369
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 3,233,680 3,221,637
Government National Mortgage Association I, 6.0%, 5/15/16 6.0 05/15/2016 192,300 1,166
Dartmouth Zero% 31dec14 0.0 12/31/2014 9,610,000 9,513,900
Verizon Communications, Inc., 6.55%, 9/15/43 6.55 09/15/2043 9,186,000 11,656,808
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 5.623 05/12/2045 4,000,000 4,110,087
Flextronics International, Ltd., 4.625%, 2/15/20 4.625 02/15/2020 4,615,000 4,729,285
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 2.15 12/20/2026 5,000,000 4,770,659
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 5.5 08/08/2020 1,157,100 1,162,886
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 2.75 01/15/2020 100,000 100,503
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 6.0 10/01/2037 250,000 17,455
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 6.75 09/25/2034 400,000 82,759
Resolute Forest Products, Inc., 5.875%, 5/15/23 5.875 05/15/2023 11,110,000 10,938,798
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5.625 03/30/2043 24,815,000 28,172,041
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 55,000 21,339
Exterran Holdings, Inc., 7.25%, 12/1/18 7.25 12/01/2018 7,300,000 7,721,271
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 8.9101 06/06/2017 3,250,000 3,453,938
MPT Operating Partnership LP, 5.5%, 5/1/24 5.5 05/01/2024 530,000 564,192
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 6.885 07/31/2029 3,015,000 2,990,837
Noranda Aluminum Acquisition Corp., Term B Loan, 2/28/19 5.75 02/28/2019 1,053,000 1,027,333
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 5.625 02/01/2021 12,650,000 13,428,766
T-Mobile USA, Inc., 6.625%, 11/15/20 6.625 11/15/2020 4,915,000 5,329,328
Government National Mortgage Association II, 6.5%, 1/20/28 6.5 01/20/2028 32,371 444
The Williams Companies, Inc., 7.75%, 6/15/31 7.75 06/15/2031 8,880,000 10,614,422
Fifth Third Bancorp, Floating Rate Note (Perpetual) 6.625 12/31/2049 127,200 3,450,936
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 3.75 03/11/2018 1,228,125 1,217,763
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 2,795,670 1,347,306
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.5101 04/30/2018 1,300,000 1,323,758
Government National Mortgage Association I, 6.5%, 7/15/35 6.5 07/15/2035 161,566 33,960
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 3,500,000 4,236,400
Qwest Corp., 7.375%, 6/1/51 7.375 06/01/2051 572,600 15,105,188
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1.102 10/25/2037 4,690,000 1,244,262
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 8.625 04/15/2021 3,200,000 3,659,275
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 5.0 04/25/2019 2,680,000 287,011
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 5.668 10/15/2036 750,000 808,955
Fannie Mae, 3.5%, 11/1/40 3.5 11/01/2040 10,200,000 5,692,201
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 9.375 01/28/2020 1,330,000 1,676,091
Kindred Healthcare, Inc., 6.375%, 4/15/22 (144A) 6.375 04/15/2022 3,200,000 3,161,067
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 12.25 02/10/2022 5,000,000 5,912,813
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 5.0 12/01/2021 6,525,000 562,364
Inter-American Development Bank, 6.0%, 9/5/17 6.0 09/05/2017 208,750,000 3,462,385
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 1.052 05/26/2037 6,250,000 5,763,367
SUAM Finance BV, 4.875%, 4/17/24 (144A) 4.875 04/17/2024 5,300,000 5,442,548
Fannie Mae, 5.0%, 6/1/22 5.0 06/01/2022 2,077,680 194,014
Croatia Government International Bond, 5.5%, 4/4/23 (144A) 5.5 04/04/2023 7,900,000 8,302,940
Prudential Financial, Inc., Floating Rate Note, 6/15/68 8.875 06/15/2068 5,969,000 7,340,544
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 4.0 07/26/2022 2,050,000 1,995,174
IndyMac INDX Mortgage Loan Trust 2005-AR3, Floating Rate Note, 4/25/35 2.6741 04/25/2035 12,532,000 2,409,256
Ibis Re II, Ltd., Floating Rate Note, 2/5/15 (Cat Bond) (144A) 13.5101 02/05/2015 400,000 418,650
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 6,500,000 1,929,201
Lorillard Tobacco Co., 3.75%, 5/20/23 3.75 05/20/2023 4,700,000 4,754,999
Fannie Mae, 5.0%, 6/1/22 5.0 06/01/2022 639,720 40,411
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5.375 09/20/2022 800,000 770,577
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 0.827 02/25/2035 1,150,000 229,003
Chesapeake Energy Corp., 2.25%, 12/15/38 2.25 12/15/2038 4,800,000 4,588,800
Fannie Mae, 6.0%, 7/1/38 6.0 07/01/2038 2,040,000 169,970
Government National Mortgage Association I, 6.0%, 6/15/33 6.0 06/15/2033 3,345,634 343,943
Fannie Mae, 6.5%, 4/1/29 6.5 04/01/2029 40,000 397
Immucor, Inc., Term B-2 Loan, 8/19/18 5.0 08/19/2018 8,067,675 8,069,353
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 11.7604 11/10/2016 250,000 272,312
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 5.5698 12/31/2049 660,000 643,349
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2.58 09/15/2021 10,000,000 10,080,117
Pacific Rubiales Energy Corp., 5.375%, 1/26/19 (144A) 5.375 01/26/2019 3,760,000 3,822,732
Morgan Stanley, 4.875%, 11/1/22 4.875 11/01/2022 4,400,000 4,793,087
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 4.9361 04/25/2044 8,232,000 8,845,303
Frontier Communications Corp., 8.5%, 4/15/20 8.5 04/15/2020 11,090,000 12,823,121
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 3.125 04/27/2054 4,220,000 4,157,253
Freeport-McMoRan, Inc., 3.875%, 3/15/23 3.875 03/15/2023 8,860,000 8,800,721
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 0.352 09/25/2036 8,954,321 1,923,381
Hospitality Properties Trust, 5.0%, 8/15/22 5.0 08/15/2022 3,738,000 3,979,873
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 5.069 12/25/2035 6,561,000 1,279,768
Inter-American Development Bank, 7.25%, 7/17/17 7.25 07/17/2017 22,600,000,000 1,907,239
Enel Finance International NV, 5.125%, 10/7/19 (144A) 5.125 10/07/2019 215,000 239,471
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 4.75 04/24/2021 2,126,658 2,129,316
Entercom Radio LLC, Term B-2 Loan, 11/23/18 4.0 11/23/2018 1,344,410 1,344,410
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 4.5 07/01/2040 10,363,430 2,834,236
Virgin Media Investment Holdings, Ltd., B Facility, 6/8/20 3.5 06/08/2020 25,310,000 25,009,444
Sotheby's, 5.25%, 10/1/22 (144A) 5.25 10/01/2022 525,000 516,797
SM Energy Co., 6.5%, 1/1/23 6.5 01/01/2023 1,080,000 1,138,500
SM Energy Co., 5.0%, 1/15/24 5.0 01/15/2024 1,160,000 1,101,678
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3.5 05/24/2018 3,656,667 3,581,248
Indonesia Treasury Bond, 8.25%, 6/15/32 8.25 06/15/2032 222,011,000,000 18,360,707
Government National Mortgage Association II, 4.5%, 1/20/35 4.5 01/20/2035 4,000,000 775,836
Nations Equipment Finance Funding II LLC, 3.276%, 1/20/19 (144A) 3.276 01/20/2019 2,500,000 2,502,503
Worthington Industries, Inc., 4.55%, 4/15/26 4.55 04/15/2026 3,875,000 4,073,327
Government National Mortgage Association I, 6.5%, 1/15/29 6.5 01/15/2029 577,201 13,529
Tengizchevroil Finance Co Sarl, 6.124%, 11/15/14 (144A) 6.124 11/15/2014 10,805,000 802,999
Government National Mortgage Association I, 5.5%, 8/15/19 5.5 08/15/2019 711,545 93,813
Amortizing Residential Collateral Trust 2002-BC1, Floating Rate Note, 1/25/32 1.427 01/25/2032 9,500,000 278,950
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 6.375 10/01/2020 125,000 133,477
Wynn Las Vegas LLC, 5.375%, 3/15/22 5.375 03/15/2022 11,470,000 12,150,952
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 3.75 08/23/2019 2,949,469 2,931,035
Voya Financial, Inc., Floating Rate Note, 5/15/53 5.65 05/15/2053 2,700,000 2,770,343
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4.5 06/25/2029 4,635,000 4,052,104
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 2.4 05/01/2018 5,100,000 5,163,128
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 3.75 12/12/2019 4,599,670 4,588,170
Government National Mortgage Association I, 5.5%, 3/15/17 5.5 03/15/2017 251,260 14,980
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 5.2 05/01/2028 4,450,000 4,777,431
Unifrax I LLC, New Euro Term Loan, 11/28/18 5.25 11/28/2018 3,905,382 4,831,504
Tronox Pigments BV, New Term Loan, 3/19/20 4.0 03/19/2020 1,734,114 1,719,182
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 5.0 07/03/2020 3,234,078 3,211,171
DigitalGlobe, Inc., Term Loan, 1/31/20 3.75 01/31/2020 5,996,680 5,970,445
Rosetta Resources, Inc., 5.875%, 6/1/24 5.875 06/01/2024 2,100,000 2,068,092
BRF SA, 5.875%, 6/6/22 (144A) 5.875 06/06/2022 7,810,000 8,775,810
European Bank for Reconstruction & Development, 6.0%, 3/3/16 6.0 03/03/2016 259,300,000 4,280,252
Garda World Security Corp., Term B Delayed Draw Loan, 11/8/20 4.0 11/08/2020 174,694 170,981
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 6.875 06/24/2024 8,635,000 9,405,704
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 6.0 04/12/2017 7,800,000 7,844,200
Advanced Micro Devices, Inc., 7.0%, 7/1/24 7.0 07/01/2024 15,160,000 13,700,850
Turkiye Is Bankasi, 6.0%, 10/24/22 (144A) 6.0 10/24/2022 5,100,000 5,086,825
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 402,294 30,228
Government National Mortgage Association I, 5.0%, 9/15/33 5.0 09/15/2033 5,011,663 785,548
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 30,000,000 30,185,510
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 4.25 06/03/2019 3,367,387 3,327,399
Landry's, Inc., B Term Loan, 4/24/18 4.0 04/24/2018 6,500,046 6,489,892
Macquarie Group, Ltd., 6.25%, 1/14/21 (144A) 6.25 01/14/2021 7,750,000 9,001,194
Newhall Land Development LLC     269,588 1,031,174
Fannie Mae, 5.0%, 1/1/39 5.0 01/01/2039 27,744,910 2,883,830
Akbank TAS, 7.5%, 2/5/18 (144A) 7.5 02/05/2018 11,000,000 4,651,505
Leaf Receivables Funding 8 LLC, 2.67%, 9/15/20 (144A) 2.67 09/15/2020 3,139,702 3,161,073
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 0.422 12/25/2035 11,700,000 2,990,755
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 3.0 03/27/2024 6,435,000 5,152,217
Envision Healthcare Corp., Initial Term Loan, 5/25/18 4.0 05/25/2018 1,964,448 1,953,091
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 2.5806 08/25/2033 44,701,000 2,369,304
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 2.688 10/25/2033 28,400,000 3,060,819
GS Mortgage Securities Corp II Series 2005-GG4 REMICS, 4.782%, 7/10/39 4.782 07/10/2039 5,609,335 5,686,940
Bear Stearns ARM Trust 2004-9, Floating Rate Note, 11/25/34 3.012 11/25/2034 27,154,758 3,318,816
Mid-State Capital Trust 2010-1, 7.0%, 12/15/45 (144A) 7.0 12/15/2045 3,050,000 2,486,772
AccentCare, Inc., Term Loan, 12/22/16 6.5 12/22/2016 2,285,018 1,945,122
Fannie Mae, 5.0%, 2/1/22 5.0 02/01/2022 6,603,277 385,711
Republic of Ghana, 7.875%, 8/7/23 (144A) 7.875 08/07/2023 16,455,000 16,864,318
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 4,500,000 3,270,652
Mpg Holdco I Inc 1st Lien Tl-B L + 3.5% 13oct21 4.5 10/13/2021 7,679,221 7,672,026
Government National Mortgage Association I, 6.0%, 1/15/34 6.0 01/15/2034 1,135,007 72,814
Government National Mortgage Association I, 5.125%, 10/15/38 5.125 10/15/2038 1,865,279 1,079,911
Windstream Corp., 6.375%, 8/1/23 6.375 08/01/2023 9,870,000 10,101,328
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 2.6087 05/25/2034 8,822,000 599,230
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 3.0 11/23/2016 357,991 354,523
Fannie Mae, 6.0%, 12/1/33 6.0 12/01/2033 2,000,000 141,997
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 3.0511 04/17/2028 4,570,000 4,572,903
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 6.75 05/01/2021 3,665,000 4,054,406
W&T Offshore, Inc., 8.5%, 6/15/19 8.5 06/15/2019 3,170,000 3,192,542
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 6.75 02/01/2022 107,000 120,308
William Marsh Rice University, 4.626%, 5/15/63 4.626 05/15/2063 5,100,000 5,469,167
Government National Mortgage Association I, 6.5%, 12/15/31 6.5 12/15/2031 50,173 522
Petroleos Mexicanos, 7.19%, 9/12/24 (144A) 7.19 09/12/2024 14,965,000 1,133,863
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 14,886,677 11,997,741
MetLife, Inc., 6.4%, 12/15/66 6.4 12/15/2066 5,875,000 6,744,076
PQ Corp., 2014 Term Loan, 8/7/17 4.0 08/07/2017 6,238,875 6,184,285
FREMF Mortgage Trust 2012-K709, Floating Rate Note, 4/25/45 (144A) 3.8721 04/25/2045 5,000,000 5,175,736
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 3.5 01/15/2022 1,668,085 1,627,127
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 5.0 11/01/2034 750,000 85,778
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 5.2956 12/06/2017 250,000 257,842
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 703,797 44,768
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 4.95 05/23/2019 3,100,000 2,442,756
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 6.0 11/25/2034 8,860,000 1,841,671
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 7.875 04/15/2019 1,125,000 1,168,313
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3.5 05/25/2043 8,923,000 7,574,913
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 3,906,562 3,911,771
MHP SA, 8.25%, 4/2/20 (144A) 8.25 04/02/2020 10,800,000 9,523,935
Port Authority of New York & New Jersey, 4.458%, 10/1/62 4.458 10/01/2062 2,620,000 2,633,663
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 3.6225 07/28/2019 4,000,000 2,994,451
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 1,292,064 63,428
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,000,000 2,123,405
Fannie Mae, 3.5%, 12/1/42 3.5 12/01/2042 2,047,400 1,742,536
Valero Energy Corp., 9.375%, 3/15/19 9.375 03/15/2019 4,414,000 5,683,970
Gentiva Health Services, Inc., Initial Term B Loan, 10/10/19 6.5 10/10/2019 8,851,632 8,879,294
Navistar International Corp., 8.25%, 11/1/21 8.25 11/01/2021 11,805,000 12,622,496
QVC, Inc., 4.45%, 2/15/25 (144A) 4.45 02/15/2025 18,100,000 17,789,472
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 2,516,008 976,641
Fannie Mae, 4.5%, 12/1/40 4.5 12/01/2040 54,806,862 25,106,011
US Bancorp, Floating Rate Note (Perpetual) 6.0 12/31/2049 783,175 21,192,716
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 5.15 12/31/2049 17,985,000 17,503,901
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 7.375 10/21/2020 5,720,000 7,025,868
Eastman Chemical Co., 4.8%, 9/1/42 4.8 09/01/2042 4,140,000 4,153,670
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 0.3233 04/16/2035 9,900,000 4,183,132
Wells Fargo & Co., Floating Rate Note (Perpetual) 7.98 12/31/2049 2,450,000 2,725,340
Sequa Corp., Initial Term Loan, 6/19/17 5.25 06/19/2017 6,730,125 6,417,174
BioScrip, Inc., Initial Term B Loan, 7/31/20 6.5 07/31/2020 4,315,919 4,341,094
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 6.375 06/15/2021 12,600,000 14,720,609
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 5.5 02/25/2035 26,205,000 657,244
Government National Mortgage Association I, 7.0%, 6/15/29 7.0 06/15/2029 75,078 1,117
United Airlines, Inc., Class B Term Loan, 4/1/19 3.5 04/01/2019 985,000 968,255
Rent-A-Center, Inc., 6.625%, 11/15/20 6.625 11/15/2020 1,995,000 1,986,119
Fannie Mae, 4.0%, 9/1/37 4.0 09/01/2037 1,307,922 946,422
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 4.5004 10/25/2018 981,621 979,576
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 3.0 07/15/2021 7,000,000 6,232,915
Waupaca Foundry, Inc., Term Loan, 6/29/17 4.0 06/29/2017 3,781,261 3,774,958
Delphi Financial Group, Inc., 7.875%, 1/31/20 7.875 01/31/2020 10,110,000 12,240,018
Bank of America Corp., 7.75%, 5/14/38 7.75 05/14/2038 17,800,000 25,257,495
Government National Mortgage Association I, 5.5%, 6/15/35 5.5 06/15/2035 2,028,692 233,891
WireCo WorldGroup, Inc., 9.5%, 5/15/17 9.5 05/15/2017 3,500,000 3,723,319
Garda World Security Corp., Term B Loan, 11/1/20 4.0 11/01/2020 682,894 668,382
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 4.0 01/25/2044 2,749,964 2,565,211
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 4,563,130 4,694,234
Inter-American Development Bank, 4.5%, 2/4/16 4.5 02/04/2016 92,300,000,000 7,621,997
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 2.5666 11/25/2033 40,000,000 2,147,612
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 3.07 12/17/2046 10,620,000 11,065,661
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 6.5 08/15/2030 2,270,000 1,282,780
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 4.8839 07/25/2044 5,450,000 5,878,484
Government National Mortgage Association I, 7.0%, 8/15/29 7.0 08/15/2029 712,236 10,401
Nuance Communications, Inc., 2.75%, 11/1/31 2.75 11/01/2031 9,565,000 9,463,372
Banco de Credito del Peru Panama, Floating Rate Note, 11/6/69 (144A) 9.75 11/06/2069 1,753,000 2,209,474
Government National Mortgage Association I, 6.0%, 7/15/33 6.0 07/15/2033 3,367,971 110,809
Fannie Mae, 6.0%, 3/1/33 6.0 03/01/2033 250,000 10,552
Scitor Corp., Term Loan, 2/15/17 5.0 02/15/2017 1,656,399 1,640,829
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 2.9012 09/25/2033 2,550,000 14,780
Digital Realty Trust LP, 5.875%, 2/1/20 5.875 02/01/2020 1,445,000 1,635,807
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 2.75 09/08/2039 2,150,000 1,534,312
Steward Health Care System LLC, Term Loan, 4/10/20 6.75 04/10/2020 2,221,875 2,206,600
Fannie Mae, 5.5%, 4/1/36 5.5 04/01/2036 2,000,200 252,390
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 5.773 01/10/2033 6,090,000 6,347,229
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 8.0152 06/06/2016 4,500,000 4,932,650
RALI Series 2002-QS14 Trust, 5.5%, 9/25/32 5.5 09/25/2032 2,400,000 682,641
Government National Mortgage Association I, 6.0%, 11/15/18 6.0 11/15/2018 197,092 2,195
Government National Mortgage Association, Floating Rate Note, 2/16/53 1.0059 02/16/2053 50,450,000 3,605,412
Mentor Graphics Corp., 4.0%, 4/1/31 4.0 04/01/2031 12,418,000 14,578,215
Fannie Mae, 6.5%, 2/1/32 6.5 02/01/2032 99,991 1,650
Fannie Mae, 7.0%, 2/1/29 7.0 02/01/2029 43,569 643
Government National Mortgage Association I, 5.5%, 10/15/34 5.5 10/15/2034 2,500,000 332,237
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 6.875 09/16/2026 10,210,000 11,548,467
Government National Mortgage Association I, 6.5%, 11/15/31 6.5 11/15/2031 1,537,088 53,832
Viterra, Inc., 5.95%, 8/1/20 (144A) 5.95 08/01/2020 12,880,000 14,656,912
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 5.7601 12/06/2016 7,100,000 7,514,108
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5.625 06/21/2018 5,000,000 5,414,563
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 0.777 09/20/2033 145,256,444 6,626,566
HCA, Inc., 6.5%, 2/15/20 6.5 02/15/2020 3,800,000 4,293,894
PHH Mortgage Capital LLC, 7.0%, 12/25/27 (Step) (144A) 7.0 12/25/2027 14,800,000 1,135,013
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 20,000,000 21,043,596
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 9.625 03/01/2019 4,070,000 5,266,322
Government National Mortgage Association I, 5.5%, 2/15/35 5.5 02/15/2035 7,341,300 711,702
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 8.375 07/24/2017 3,400,000 3,646,724
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 1,487,731 1,473,783
General Cable Corp., 4.5%, 11/15/29 (Step) 4.5 11/15/2029 13,776,000 9,386,622
Capital Auto Receivables Asset Trust/ Ally, 2.19%, 9/20/21 2.19 09/20/2021 3,165,000 3,171,049
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 4.5 10/08/2021 2,000,000 1,997,080
Fannie Mae, 6.0%, 5/1/33 6.0 05/01/2033 1,200,000 159,081
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 2.6984 04/19/2034 4,875,000 215,667
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 2.25 05/15/2041 13,410,000 11,864,498
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 11.28 11/10/2015 725,000 777,363
Massachusetts Development Finance Agency, 5.375%, 4/1/41 5.375 04/01/2041 2,075,000 2,346,076
WCP Wireless Site Funding, 6.829%, 11/15/15 (144A) 6.829 11/15/2015 6,650,000 6,881,993
Altisource Solutions Sarl, Term B Loan, 12/9/20 4.5 12/09/2020 3,890,250 3,501,225
Apex Tool Group LLC, Term Loan, 1/31/20 4.5 01/31/2020 1,343,182 1,276,023
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 8/25/44 3.2367 08/25/2044 8,399,600 8,381,631
Allegheny Technologies, Inc., 9.375%, 6/1/19 9.375 06/01/2019 3,645,000 4,554,593
Comstock Resources, Inc., 7.75%, 4/1/19 7.75 04/01/2019 8,140,000 8,029,771
Lear Corp., 11/9/14   11/09/2014 547 101,326
Fx Vanilla Option Call Usd/Put Try 2.95 12 01 2015 Tr   01/12/2015 -19,969,960 -353
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 5.46 06/15/2036 2,518,000 1,303,659
DR Horton, Inc., 5.75%, 8/15/23 5.75 08/15/2023 7,780,000 8,389,866
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 10.265 01/08/2015 3,150,000 3,218,123
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 1.152 01/25/2035 10,450,000 1,609,000
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 6.75 11/01/2032 7,370,000 8,500,484
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 7.0 06/30/2035 1,600,000 1,562,953
Star West Generation LLC, Term B Advance, 3/13/20 4.25 03/13/2020 2,142,593 2,129,201
MedAssets, Inc., Term B Loan, 12/13/19 4.0 12/13/2019 1,725,600 1,715,333
CWGS Group LLC, Term Loan, 2/20/20 5.75 02/20/2020 6,966,875 6,993,001
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 5.0 06/15/2034 8,360,000 409,239
Fannie Mae, 3.5%, 7/1/43 3.5 07/01/2043 17,883,284 17,639,981
Fannie Mae, 6.5%, 7/1/31 6.5 07/01/2031 125,419 1,183
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 17,025,069 1,972,605
U.S. Treasury Bonds, 4.375%, 11/15/39 4.375 11/15/2039 3,290,000 4,181,562
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 3.0806 07/15/2023 3,250,000 3,122,111
Buckeye Partners LP, 6.05%, 1/15/18 6.05 01/15/2018 1,770,000 2,002,819
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 7.75 01/31/2023 8,100,000 8,623,181
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 8,038,832 3,758,464
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 500.0 12/20/2019 137,300,000 10,372,460
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 5.5 01/25/2020 15,665,000 1,787,606
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3.0 06/25/2043 4,155,000 3,736,980
Public Service Co of New Mexico, 7.95%, 5/15/18 7.95 05/15/2018 3,725,000 4,576,525
Transportadora de Gas del Sur SA, 9.625%, 5/14/20 (144A) 9.625 05/14/2020 6,450,467 5,053,880
Government National Mortgage Association I, 7.0%, 5/15/29 7.0 05/15/2029 55,127 549
Expedia, Inc., 4.5%, 8/15/24 4.5 08/15/2024 7,485,000 7,491,063
Fannie Mae, 6.0%, 6/1/37 6.0 06/01/2037 4,500,000 360,243
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 3.682 02/12/2046 4,500,000 4,534,080
Nevada Power Co., 6.5%, 8/1/18 6.5 08/01/2018 85,000 100,732
Government National Mortgage Association I, 4.5%, 6/15/41 4.5 06/15/2041 4,610,835 3,282,881
Government National Mortgage Association, Floating Rate Note, 3/16/53 1.0162 03/16/2053 35,900,000 2,441,220
Fresnillo Plc, 5.5%, 11/13/23 (144A) 5.5 11/13/2023 7,550,000 8,134,118
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 7.628 06/15/2041 10,580,000 11,180,322
Capital Automotive Real Estate Investment Trust, 3.66%, 10/15/44 (144A) 3.66 10/15/2044 11,000,000 11,209,275
JobsOhio Beverage System, 3.985%, 1/1/29 3.985 01/01/2029 17,600,000 18,271,147
Fannie Mae, 5.0%, 11/13/14 5.0 11/13/2014 190,000,000 210,697,131
HOA Funding LLC, 4.846%, 8/22/44 (144A) 4.846 08/22/2044 13,800,000 13,838,216
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4.875 10/07/2020 20,840,000 18,615,330
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.152 02/25/2035 10,000,000 1,679,439
Standard Pacific Corp., 1.25%, 8/1/32 1.25 08/01/2032 4,425,000 5,009,241
Poland Government Bond, 5.5%, 4/25/15 5.5 04/25/2015 13,000,000 4,043,195
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 9.0101 06/06/2015 4,250,000 4,478,650
Telenet Finance III Luxembourg SCA, 6.625%, 2/15/21 (144A) 6.625 02/15/2021 2,625,000 3,557,872
Government National Mortgage Association I, 5.5%, 4/15/33 5.5 04/15/2033 184,273 6,745
WireCo WorldGroup, Inc., Term Loan, 2/15/17 6.0 02/15/2017 956,161 959,448
DynCorp International, Inc., 10.375%, 7/1/17 10.375 07/01/2017 1,025,000 914,385
Alternative Loan Trust 2004-2CB, 5.75%, 3/25/34 5.75 03/25/2034 2,378,000 4,551,578
Arysta Lifescience SPC LLC, Initial Term Loan (First Lien), 5/29/20 4.5 05/29/2020 5,332,493 5,326,659
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 (144A) 6.5 04/15/2021 6,735,000 6,552,407
Mexican Udibonos, 3.5%, 12/14/17 3.5 12/14/2017 44,360,000 18,742,720
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 7.5 06/01/2017 12,025,000 13,872,208
University of Southern California, 5.25%, 10/1/11 5.25   2,800,000 3,491,258
Government National Mortgage Association I, 4.5%, 9/15/33 4.5 09/15/2033 2,256,215 338,803
Kane Flt% 14jul15 0.0 07/14/2015 3,056,160 2,941,248
Government National Mortgage Association I, 7.5%, 8/15/29 7.5 08/15/2029 100,063 126
Par Pharmaceutical Companies, Inc., Term B-2 Loan, 9/28/19 4.0 09/28/2019 9,176,269 9,032,890
RALI Series 2003-QS1 Trust, 5.0%, 1/25/33 5.0 01/25/2033 20,000,000 166,773
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 8.5 05/15/2020 6,850,000 8,517,266
Kane Flt% 12jun15   06/12/2015 7,100,000 6,583,120
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 5.74 03/20/2042 1,250,704 1,382,569
RALI Series 2004-QS5 Trust, Floating Rate Note, 4/25/34 0.752 04/25/2034 13,200,000 718,933
Indonesia Treasury Bond, 6.125%, 5/15/28 6.125 05/15/2028 26,365,000,000 1,832,174
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 4.5 03/01/2044 87,965 82,215
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 9.125 10/15/2020 7,250,000 7,841,278
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 3.477 11/26/2046 2,750,000 2,833,467
West Corp., Term B-10 Loan, 6/30/18 3.25 06/30/2018 1,939,592 1,913,893
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 6.0 09/25/2034 15,700,000 2,966,923
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 4.0101 05/05/2017 7,650,000 7,833,175
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 5.012 08/21/2054 9,215,000 9,467,063
Fannie Mae, 5.0%, 10/1/40 5.0 10/01/2040 1,617,334 1,061,030
Wynn Las Vegas LLC, 4.25%, 5/30/23 (144A) 4.25 05/30/2023 5,420,000 5,530,169
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 4.25 12/20/2019 1,690,898 1,667,648
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 5.5 06/15/2041 10,540,000 11,988,383
Federal Home Loan Mortgage Corp., 4.5%, 5/1/44 4.5 05/01/2044 204,050 211,806
Alkermes, Inc., 2019 Term Loan, 9/25/19 3.5 09/25/2019 686,000 676,710
Fannie Mae, 4.0%, 8/1/42 4.0 08/01/2042 25,000,000 20,712,209
Frontier Communications Corp., 8.75%, 4/15/22 8.75 04/15/2022 10,355,000 12,000,294
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 0.372 04/25/2031 8,695,768 1,554,904
Vertafore, Inc., Term Loan (2013), 10/3/19 4.25 10/03/2019 5,768,666 5,743,428
Williams Partners LP, 4.3%, 3/4/24 4.3 03/04/2024 13,440,000 14,001,299
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 4.75 01/01/2025 3,900,000 4,022,606
Government National Mortgage Association I, 4.5%, 3/15/38 4.5 03/15/2038 15,595,138 3,684,045
Government National Mortgage Association I, 4.0%, 11/20/14 4.0 11/20/2014 77,045,000 82,539,103
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 2,000,000 226,881
U.S. Treasury Bonds, 3.625%, 2/15/44 3.625 02/15/2044 61,000,000 68,164,415
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 4.0 03/01/2020 6,968,175 6,907,928
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 344,471 4,435
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 3.5096 04/25/2043 6,762,000 6,413,649
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 3.75 07/01/2020 4,902,975 4,756,906
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3.721 03/15/2017 3,200,000 3,236,509
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4.2734 05/23/2016 4,400,000 4,517,797
RegionalCare Hospital Partners, Inc., Term Loan (First Lien), 4/21/19 6.0 04/21/2019 3,201,433 3,207,435
Kane-Pi1 Flt% 07jul16 0.0 07/07/2016 7,017,560 6,983,174
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 4.5 10/19/2020 3,125,000 3,287,988
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 5.0 05/01/2034 1,278,937 77,398
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 3.2789 05/15/2048 6,944,736 6,969,341
Carnow Auto Receivables Trust 2013-1, 2.98%, 11/15/17 (144A) 2.98 11/15/2017 2,797,000 2,807,202
CCO Holdings LLC, 6.625%, 1/31/22 6.625 01/31/2022 10,705,000 11,553,334
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 4.1712 08/17/2046 5,200,000 5,655,801
Aguila 3 SA, 7.875%, 1/31/18 (144A) 7.875 01/31/2018 1,100,000 1,124,647
Banco do Estado do Rio Grande do Sul SA, 7.375%, 2/2/22 (144A) 7.375 02/02/2022 2,400,000 2,556,726
Rosetta Resources, Inc., 5.625%, 5/1/21 5.625 05/01/2021 1,395,000 1,392,384
Dycom Investments, Inc., 7.125%, 1/15/21 7.125 01/15/2021 3,500,000 3,748,427
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 6.0 03/01/2033 500,470 40,271
FREMF Mortgage Trust 2012-K20, Floating Rate Note, 5/25/45 (144A) 4.0045 05/25/2045 6,500,000 6,650,014
CFG Investment SAC, 9.75%, 7/30/19 (144A) 9.75 07/30/2019 6,385,000 5,999,639
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 5.75 11/19/2019 4,598,960 4,606,626
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 6.95 10/17/2022 7,400,000 7,064,801
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 6.125 12/15/2020 2,400,000 2,431,533
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 5.46 11/15/2035 2,000,000 1,707,528
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 4.5 06/06/2019 7,389,643 7,232,613
Fannie Mae, 4.5%, 9/1/41 4.5 09/01/2041 2,700,000 1,466,261
Spectrum Brands, Inc., Tranche C Term Loan, 8/13/19 3.5 08/13/2019 197,646 196,535
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 8.5304 01/05/2017 3,100,000 3,349,174
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1.504 07/15/2031 4,800,000 4,805,573
Tufts University, 5.017%, 4/15/12 5.017   14,800,000 16,295,951
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 8.5025 05/07/2015 250,000 263,153
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 0.352 01/25/2036 8,100,000 1,932,454
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 6.876 06/27/2017 4,665,000 431,418
Essar Steel Algoma, Inc., Term Loan, 11/15/14 12.25 11/15/2014 564,938 566,968
Government National Mortgage Association I, 6.5%, 10/15/31 6.5 10/15/2031 463,882 8,670
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 1.5 10/01/2044 3,050,000 3,050,000
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4.25 09/21/2022 17,800,000 18,584,272
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 5.4051 09/25/2043 1,980,000 2,201,269
Norway Government Bond, 5.0%, 5/15/15 5.0 05/15/2015 467,360,000 72,347,357
Hologic, Inc., 2.0%, 12/15/37 (Step) 2.0 12/15/2037 10,574,000 13,264,349
Government National Mortgage Association, 4.5%, 9/20/39 4.5 09/20/2039 9,820,000 10,698,271
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 7.2675 07/05/2016 3,500,000 3,695,801
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 6.125 07/01/2022 5,880,000 6,367,550
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 3.536 05/25/2043 5,370,000 5,112,110
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 6.0 12/01/2036 1,820,000 156,823
Fannie Mae, 4.0%, 2/1/43 4.0 02/01/2043 2,425,000 1,903,254
Monitronics International, Inc., Term B Loan (2013), 3/23/18 4.25 03/23/2018 7,523,035 7,506,582
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 5.75 01/15/2021 3,370,000 3,825,966
Mexican Udibonos, 2.0%, 6/9/22 2.0 06/09/2022 61,080,000 23,394,881
Univar, Inc., Term B Loan, 6/30/17 5.0 06/30/2017 6,428,697 6,396,554
Fannie Mae, 4.5%, 11/1/40 4.5 11/01/2040 12,358,351 5,435,005
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2.7601 01/09/2017 2,200,000 2,224,411
Fannie Mae, 6.0%, 11/1/32 6.0 11/01/2032 350,000 9,742
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 2.447 07/25/2033 12,475,000 1,533,351
Norway Government Bond, 4.25%, 5/19/17 4.25 05/19/2017 234,080,000 37,980,192
Tidewater Auto Receivables Trust 2012-A, 2.83%, 10/15/19 2.83 10/15/2019 600,000 607,120
Mueller Water Products, Inc., 7.375%, 6/1/17 7.375 06/01/2017 3,879,000 4,056,383
Fannie Mae, 3.5%, 6/1/42 3.5 06/01/2042 2,314,862 2,006,417
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 5.0 09/25/2039 3,078,000 609,446
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4.0 04/23/2019 2,181,423 2,148,702
Wells Fargo & Co., 7.5% (Perpetual) 7.5 12/31/2049 31,527 37,958,508
Numericable Group SA, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 5,350,000 5,538,142
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 8.1051 01/07/2016 1,400,000 1,462,516
On Assignment, Inc., Initial Term B Loan, 5/15/20 3.5 05/15/2020 1,994,750 1,983,530
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4.4355 07/25/2048 4,775,000 4,980,998
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 3.5 05/23/2019 214,795 210,096
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 5,905,797 264,714
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2.9841 03/15/2017 3,900,000 2,057,370
Mondelez International, Inc., 6.5%, 2/9/40 6.5 02/09/2040 2,290,000 2,949,320
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 7.75 10/28/2020 5,100,000 5,591,007
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 3.3081 03/27/2045 1,000,000 1,006,930
Targus Group International, Inc., Term Loan, 5/24/16 12.0 05/24/2016 4,024,483 3,219,586
Fannie Mae, 4.5%, 10/1/43 4.5 10/01/2043 11,002,820 10,727,716
Sappi Papier Holding GmbH, 6.625%, 4/15/21 (144A) 6.625 04/15/2021 1,100,000 1,147,239
Nn Inc 1st Lien Tl-B L + 5% 18jul21 6.0 07/18/2021 3,375,000 3,364,453
BioMed Realty LP, 4.25%, 7/15/22 4.25 07/15/2022 3,865,000 4,032,799
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 4.5 05/02/2016 3,923,508 3,933,317
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 0.0 03/30/2019 1,900,000 2,109,380
Banco Santander SA, Floating Rate Note (Perpetual) 6.375 12/31/2049 2,400,000 2,389,200
International Finance Corp., 8.25%, 6/10/21 8.25 06/10/2021 1,040,880,000 19,236,808
Fannie Mae, 4.5%, 12/1/41 4.5 12/01/2041 60,000 41,713
Seagate HDD Cayman, 4.75%, 6/1/23 4.75 06/01/2023 13,870,000 14,588,767
Fannie Mae, 4.5%, 10/1/43 4.5 10/01/2043 6,481,868 5,723,411
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 7.9 12/31/2049 7,626,000 8,266,351
Brown & Brown, Inc., 4.2%, 9/15/24 4.2 09/15/2024 11,300,000 11,410,047
ONEOK, Inc., 6.875%, 9/30/28 6.875 09/30/2028 9,425,000 10,648,235
Mexican Bonos, 7.5%, 6/3/27 7.5 06/03/2027 46,890,000 3,945,921
Government National Mortgage Association I, 6.0%, 10/15/33 6.0 10/15/2033 3,000,000 87,332
Fannie Mae, 4.0%, 11/1/43 4.0 11/01/2043 8,931,305 9,304,395
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 6.375 09/01/2024 7,500,000 7,898,438
Ensco Plc, 4.5%, 10/1/24 4.5 10/01/2024 17,750,000 18,047,082
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 3.9 06/15/2023 4,802,000 4,894,930
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6.875 11/01/2019 6,230,000 5,556,381
Darling Ingredients, Inc., 5.375%, 1/15/22 5.375 01/15/2022 282,000 287,168
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2.822 10/17/2045 3,875,000 3,845,766
Fannie Mae, 0.5%, 12/15/33 (144A) 0.5 12/15/2033 5,160,000 4,721,472
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 6.5 07/01/2036 26,147 285
Digital Realty Trust, Inc., 5.875% (Perpetual) 5.875 12/31/2049 100,000 2,290,000
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 9.0 06/10/2028 87,500,000 6,436,021
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 8.125 12/01/2019 85,000 94,253
Fannie Mae, 3.5%, 4/1/29 3.5 04/01/2029 7,000,000 6,887,589
Valeant Pharmaceuticals International, Inc., 7.5%, 7/15/21 (144A) 7.5 07/15/2021 8,085,000 8,829,494
Federal National Mortgage Association, 4.0%, 8/1/44 4.0 08/01/2044 1,200,000 1,271,150
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 3,000,000 3,221,636
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 2,975,000 149,524
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 5.75 10/24/2023 3,900,000 4,050,610
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 6.0 06/01/2035 4,500,000 183,190
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 2.658 09/25/2033 34,229,000 2,866,912
Senior Housing Properties Trust, 6.75%, 4/15/20 6.75 04/15/2020 11,518,000 13,187,142
New Jersey Economic Development Authority, 0.0%, 2/15/18 0.0 02/15/2018 19,893,000 18,476,618
Cengage Learning Holdings II LP     90,687 2,550,572
Pride International, Inc., 6.875%, 8/15/20 6.875 08/15/2020 2,250,000 2,662,699
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 500,000 435,477
Government National Mortgage Association I, 6.5%, 10/15/31 6.5 10/15/2031 316,324 6,873
Amherst College, 3.794%, 11/1/42 3.794 11/01/2042 2,300,000 2,232,741
Valmont Industries, Inc., 6.625%, 4/20/20 6.625 04/20/2020 1,291,000 1,529,369
Brookfield Residential Properties, Inc., 6.5%, 12/15/20 (144A) 6.5 12/15/2020 3,460,000 3,769,862
Fannie Mae, 4.5%, 2/1/44 4.5 02/01/2044 52,511,691 49,581,637
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 3.9669 08/25/2053 8,507,000 7,162,207
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 4.3041 09/26/2044 5,065,000 5,244,804
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 3.251 10/17/2045 2,365,416 2,378,315
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 3.5 10/01/2040 6,700,000 3,442,765
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 3.9 07/16/2018 2,900,000 1,277,580
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3.0 01/15/2020 3,026,000 3,117,864
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 2.5678 06/25/2035 16,257,000 3,091,017
Fannie Mae, 5.0%, 8/1/35 5.0 08/01/2035 24,222,081 3,002,166
InterGen NV, 7.0%, 6/30/23 (144A) 7.0 06/30/2023 4,750,000 4,659,882
Cubist Pharmaceuticals, Inc., 1.125%, 9/1/18 1.125 09/01/2018 6,690,000 7,672,594
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3.82 12/15/2048 3,250,000 2,224,692
Wells Fargo Commercial Mortgage Trust, Floating Rate Note, 11/18/43 (144A) 5.7709 11/18/2043 4,800,000 5,373,470
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 3.603 05/08/2031 5,200,000 5,220,244
Government National Mortgage Association I, 6.0%, 9/15/33 6.0 09/15/2033 1,501,891 83,892
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2.979 04/17/2047 5,025,000 5,197,757
Aircastle, Ltd., 6.25%, 12/1/19 6.25 12/01/2019 3,775,000 4,118,682
Government National Mortgage Association I, 5.0%, 11/15/16 5.0 11/15/2016 1,229,667 46,146
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 4.0 02/01/2044 1,000,000 1,057,079
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 7.875 10/28/2019 9,539,000 10,911,722
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 5.0 07/25/2018 8,600,000 546,784
Government National Mortgage Association I, 6.0%, 11/15/33 6.0 11/15/2033 3,200,000 425,392
AMG Capital Trust II, 5.15%, 10/15/37 5.15 10/15/2037 101,000 6,230,438
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A)   01/08/2019 6,800,000 6,794,560
Citigroup, Inc., Floating Rate Note (Perpetual) 5.95 12/31/2049 15,280,000 15,414,315
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 5.7 05/18/2021 4,710,000 5,255,457
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1.954 04/17/2028 6,500,000 6,502,681
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 4.474 03/20/2043 17,857,000 17,864,968
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 0.952 11/25/2034 2,126,623 53,777
Southern California Edison Co., Floating Rate Note (Perpetual) 6.25 12/31/2049 8,675,000 9,685,282
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 3.5203 01/06/2019 1,000,000 1,011,236
Government National Mortgage Association I, 5.75%, 10/15/38 5.75 10/15/2038 1,470,579 417,392
Government National Mortgage Association I, 6.0%, 1/15/33 6.0 01/15/2033 4,325,436 182,875
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 4.5 09/01/2043 147,265 146,464
Kleopatra Acquisition Corp., Term B-1 Loan, 12/21/16 4.75 12/21/2016 1,271,274 1,272,864
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 2.53 01/15/2020 1,600,000 1,607,383
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 5.25 12/15/2045 3,000,000 2,350,371
Getty Images, Inc., Initial Term Loan, 10/18/19 4.75 10/18/2019 4,785,876 4,518,168
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 3.1 06/10/2021 800,000 808,063
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 1,085,291 152,312
Wyle 1st Lien Tl-B L + 4% 22may21 5.0 05/22/2021 638,736 638,928
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.7601 04/30/2018 8,650,000 8,975,156
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 3.5 06/19/2021 5,920,478 5,872,374
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 7.25 01/15/2019 2,725,000 3,115,621
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 (144A) 7.5 09/15/2020 7,710,000 7,860,988
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 6.75 03/15/2023 8,000,000 8,053,968
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2.5736 04/25/2035 10,872,000 2,220,253
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 4.375 04/10/2024 2,500,000 2,556,380
California Educational Facilities Authority, 5.0%, 6/1/43 5.0 06/01/2043 8,675,000 11,609,608
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 4.7312 01/07/2015 3,900,000 3,926,339
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 8.505 04/09/2015 3,400,000 3,505,211
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1.357 11/20/2036 1,000,000 248,149
BRF SA, 3.95%, 5/22/23 (144A) 3.95 05/22/2023 3,500,000 3,368,560
Port Freeport Texas, 5.95%, 5/15/33 5.95 05/15/2033 15,970,000 18,254,606
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 4.6 04/01/2022 11,010,000 11,656,148
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 5.5 07/01/2032 4,550,000 6,336,163
Government National Mortgage Association I, 5.5%, 12/15/35 5.5 12/15/2035 2,360,900 340,052
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 5.0465 12/17/2019 190,993 168,571
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 8.625 02/01/2020 3,465,000 3,262,514
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 5.55 10/28/2020 8,500,000 8,461,431
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 8.0 12/01/2018 3,875,000 4,120,417
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 6.5 07/31/2020 2,589,552 2,604,656
Government National Mortgage Association I, 6.0%, 8/15/32 6.0 08/15/2032 6,200,000 266,351
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 7.875 03/13/2018 1,250,000 1,349,063
Fannie Mae, 5.0%, 7/1/35 5.0 07/01/2035 42,393,553 4,561,132
Axalta Coating Systems US Holdings, Inc., Refinanced Term B Loan, 2/1/20 4.0 02/01/2020 5,510,043 5,430,836
EP Energy LLC, 9.375%, 5/1/20 9.375 05/01/2020 9,850,000 11,222,844
Banc of America Alternative Loan Trust 2004-3, 6.0%, 4/25/34 6.0 04/25/2034 5,500,000 1,183,058
CCOH Safari LLC, 5.5%, 12/1/22 5.5 12/01/2022 2,400,000 2,424,000
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 500,414 48,880
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 1.5518 09/10/2035 19,900,000 3,749,824
CEVA GROUP Plc     1,069 988,548
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 7.375 03/07/2018 14,400,000 6,042,086
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 3.5 11/01/2028 10,730,077 10,599,074
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 424,314 307,457
Government National Mortgage Association I, 4.5%, 8/15/41 4.5 08/15/2041 17,565,000 8,148,428
Spectra Energy Capital LLC, 6.75%, 7/15/18 6.75 07/15/2018 2,140,000 2,476,449
Applebee's/IHOP Funding LLC, 4.277%, 9/5/44 (144A) 4.277 09/05/2044 10,363,000 10,364,378
Fannie Mae, 4.0%, 12/1/41 4.0 12/01/2041 45,515,613 27,771,870
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 3.625 10/27/2053 6,500,000 4,509,677
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 6.125 03/27/2020 7,850,000 8,070,699
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4.75 04/30/2019 9,925,000 9,962,219
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 0.2852 08/26/2036 6,900,000 946,097
Pangaea Zero% 01jul18 0.0 07/01/2018 11,730,000 12,278,964
Bear Stearns ARM Trust 2004-6, Floating Rate Note, 9/25/34 2.6557 09/25/2034 23,789,800 2,721,823
Indonesia Treasury Bond, 7.0%, 5/15/22 7.0 05/15/2022 34,113,000,000 2,753,739
Fly Leasing, Ltd., 6.75%, 12/15/20 6.75 12/15/2020 4,183,000 4,415,157
Cobalt International Energy, Inc., 2.625%, 12/1/19 2.625 12/01/2019 11,835,000 8,924,330
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6.0412 01/25/2035 6,500,000 1,285,219
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 0.125 07/15/2024 73,725,000 71,853,244
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 24,220,767 7,923,471
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 6.0 01/01/2034 1,000,000 110,075
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 4,875,746 5,075,210
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 8.6051 04/08/2016 4,800,000 5,039,307
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 3.5 01/25/2029 6,000,000 158,795
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 4.65 07/15/2028 4,500,000 4,504,481
Fannie Mae, 4.0%, 12/1/42 4.0 12/01/2042 46,000 14,904
Rovi Solutions Corp 1st Lien Tl-B L + 3% 02jul21 3.75 07/02/2021 2,391,988 2,330,693
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 1.7601 <