Pioneer Investments: Pioneer Strategic Income Fund


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Pioneer Strategic Income Fund

Monthly Portfolio Holdings as of 3/31/2016

Security Name Coupon Maturity Date Par / Shares Market Value($)
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 936,492 971,422
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 3.75 05/23/2018 5,950,000 6,032,085
Cincinnati Bell, Inc., 8.375%, 10/15/20 8.375 10/15/2020 7,371,000 7,766,219
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 3.75 08/20/2025 1,250,000 340,845
Flt% 31mar19   03/31/2019 7,000,000 7,000,000
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 1,050,000 849,959
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4.5 05/04/2018 8,469,619 8,433,886
PQ Corp., 2014 Term Loan, 8/7/17 4.0 08/07/2017 7,643,625 7,587,666
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 3.1706 02/25/2035 7,000,000 708,368
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 800,000 10,172
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 402,294 14,704
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 9.5 05/04/2020 3,750,000 3,932,969
The Williams Companies, Inc., 5.75%, 6/24/44 5.75 06/24/2044 31,000,000 21,095,285
Fannie Mae, 4.0%, 10/1/43 4.0 10/01/2043 6,376,304 5,344,551
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 2,552,971 2,267,097
Gilead Sciences, Inc., 4.6%, 9/1/35 4.6 09/01/2035 10,275,000 11,190,927
DPx Holdings BV, 7.5%, 2/1/22 (144A) 7.5 02/01/2022 6,000,000 6,045,000
Fannie Mae, 5.0%, 6/1/35 5.0 06/01/2035 77,359,128 5,415,642
Government National Mortgage Association I, 4.0%, 6/15/42 4.0 06/15/2042 376,534 228,290
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 419,333 240,558
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4.0 04/23/2019 4,048,090 3,036,068
Time Warner Cable, Inc., 6.55%, 5/1/37 6.55 05/01/2037 2,000,000 2,246,257
Far East Capital, Ltd. SA, 8.0%, 5/2/18 8.0 05/02/2018 3,150,000 1,754,113
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 8.875 09/15/2020 285,000 297,168
Government National Mortgage Association I, 6.0%, 6/15/33 6.0 06/15/2033 3,345,634 279,288
Cobalt International Energy, Inc., 2.625%, 12/1/19 2.625 12/01/2019 4,170,000 2,116,275
Government National Mortgage Association II, 3.5%, 3/20/46 3.5 03/20/2046 3,150,000 3,356,719
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 5.75 04/23/2021 11,589,045 9,348,500
Spectrum Brands, Inc., USD Term Loan, 6/16/22 3.5 06/16/2022 109,449 109,962
United Airlines, Inc., Class B Term Loan, 4/1/19 3.25 04/01/2019 970,000 967,979
Methanol Holdings Trinidad, Ltd., Initial Term Loan, 6/2/22 4.25 06/02/2022 4,242,938 3,566,613
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 5.2 04/12/2021 1,800,000 1,817,082
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 5.773 01/10/2033 6,090,000 5,709,985
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 2,795,670 1,077,601
Fannie Mae, 5.0%, 4/1/22 5.0 04/01/2022 327,117 10,247
Equinix, Inc., 5.75%, 1/1/25 5.75 01/01/2025 6,275,000 6,678,953
Fannie Mae, 5.5%, 6/1/33 5.5 06/01/2033 852,000 26,066
Valeant Pharmaceuticals International, Inc., 4.5%, 5/15/23 4.5 05/15/2023 6,890,000 5,896,426
Eastman Chemical Co., 4.8%, 9/1/42 4.8 09/01/2042 4,140,000 3,942,870
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 6.625 03/20/2017 1,395,000 1,436,591
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 7.5 02/15/2022 1,200,000 1,205,500
Kane Zero% 29apr16 0.0 04/29/2016 16,776,500 452,966
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5.5 06/01/2041 5,055,000 4,322,371
Atlantic Power LP, Term Loan, 2/20/21 4.75 02/20/2021 3,391,004 3,388,884
Novelis, Inc., Initial Term Loan, 5/28/22 4.0 05/28/2022 3,548,188 3,469,833
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 0.633 01/25/2036 3,550,000 498,739
Government National Mortgage Association I, 3.5%, 10/15/44 3.5 10/15/2044 16,072,517 15,362,414
Texas Competitive Electric Holdings Co LLC, DIP Term Loan, 5/5/16 3.75 05/05/2016 2,425,000 2,420,453
Boardwalk Pipelines LP, 4.95%, 12/15/24 4.95 12/15/2024 18,358,000 17,056,234
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 4,755,953 1,728,925
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 3.9 06/15/2023 4,802,000 4,913,221
Government National Mortgage Association I, 4.0%, 6/15/43 4.0 06/15/2043 354,866 173,748
Dycom Industries, Inc., 0.75%, 9/15/21 (144A) 0.75 09/15/2021 6,600,000 6,478,450
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 5.0 11/01/2034 750,000 56,535
Quanex Building Products Corp., Initial Term Loan, 10/7/22 6.25 10/07/2022 3,750,000 3,750,000
Kindred Healthcare, Inc., New Term Loan, 4/10/21 4.25 04/10/2021 8,530,490 8,306,565
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 5.7987 11/18/2043 4,800,000 5,134,991
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 5.0 05/01/2025 3,605,000 3,580,967
Hilcorp Energy I LP, 5.75%, 10/1/25 (144A) 5.75 10/01/2025 8,470,000 7,527,713
Government National Mortgage Association I, 7.0%, 5/15/29 7.0 05/15/2029 135,001 652
ICBCIL Finance Co, Ltd., Floating Rate Note, 11/13/18 (144A) 2.2882 11/13/2018 14,275,000 14,343,852
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 8.146 04/11/2018 765,000 858,221
Baylor University, 4.313%, 3/1/42 4.313 03/01/2042 4,550,000 4,753,449
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 5.4419 12/10/2018 2,610,000 2,711,773
Fannie Mae, 4.5%, 3/1/41 4.5 03/01/2041 2,414,394 1,054,483
CWGS Group LLC, Term Loan, 2/20/20 5.75 02/20/2020 7,129,705 7,071,777
Government National Mortgage Association I, 4.5%, 1/15/40 4.5 01/15/2040 1,883,000 900,727
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3.8215 06/25/2047 3,661,000 3,742,385
Aircastle, Ltd., 6.25%, 12/1/19 6.25 12/01/2019 3,775,000 4,179,240
Aircastle, Ltd., 7.625%, 4/15/20 7.625 04/15/2020 2,900,000 3,378,963
Antero Resources Corp., 5.625%, 6/1/23 5.625 06/01/2023 3,350,000 3,144,813
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 5.25 02/01/2021 5,075,000 4,662,656
Fannie Mae, 4.0%, 4/1/41 4.0 04/01/2041 450,000 274,450
HCA, Inc., 6.5%, 2/15/20 6.5 02/15/2020 3,800,000 4,202,061
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 4.95 05/23/2019 3,100,000 1,931,805
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.392 02/15/2044 1,200,000 1,271,349
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 3.98 02/21/2045 12,000,000 11,672,489
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 3,342,393 2,842,722
Communications Sales & Leasing, Inc., Term Loan, 10/16/22 5.0 10/16/2022 9,321,784 9,044,461
Reynolds Group Issuer, Inc., 8.5%, 5/15/18 8.5 05/15/2018 6,575,000 6,786,131
Government National Mortgage Association I, 4.0%, 10/15/43 4.0 10/15/2043 76,551 8,369
Vencore, Inc., Initial Term Loan (First Lien), 11/19/19 5.75 11/19/2019 7,240,500 7,210,329
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 5.35 11/12/2029 2,270,000 2,226,091
Enterprise Products Operating LLC, 3.75%, 2/15/25 3.75 02/15/2025 4,517,000 4,530,400
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 24,220,767 5,050,064
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 10,925,000 7,337,356
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 3.251 10/17/2045 2,365,416 2,437,943
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 5.0 09/01/2038 10,000,000 620,775
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 8.152 01/15/2015 1,392,235 278,447
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 5.5 06/15/2041 10,540,000 11,663,400
Allegheny Technologies, Inc., 9.375%, 6/1/19 9.375 06/01/2019 3,645,000 3,576,656
Government National Mortgage Association I, 4.5%, 10/15/33 4.5 10/15/2033 2,387,368 193,844
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 6.5 04/15/2021 7,455,000 5,516,493
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 3,268,335 3,347,499
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 4.7725 12/06/2016 2,300,000 2,304,888
CSMLT 2015-2 Trust, Floating Rate Note, 8/28/45 (144A) 3.5 08/28/2045 10,420,000 9,878,172
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 5.2956 12/06/2017 250,000 248,398
Ardent Legacy Acquisitions, Inc., Term Loan, 7/31/21 6.5 07/31/2021 1,113,228 1,116,012
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 2.9356 02/25/2034 7,754,500 3,262,979
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 4.5 11/01/2040 2,993,000 1,152,038
Atlas IX Capital DAC, Floating Rate Note, 1/17/19 (Cat Bond) (144A) 3.8022 01/17/2019 500,000 514,194
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 1.0 12/20/2019 10,480,000 -1,087,136
Fannie Mae, 4.0%, 2/1/42 4.0 02/01/2042 6,625,000 2,692,684
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 3.4953 04/25/2043 6,762,000 6,156,874
JP Morgan Mortgage Trust 2014-5, Floating Rate Note, 10/25/29 (144A) 3.0 10/25/2029 2,200,000 1,810,434
Ziggo BV, US$ B3 Facility, 1/15/22 3.6013 01/15/2022 2,743,404 2,714,256
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 8.0 12/31/2049 6,500,000 6,329,194
Cemex SAB de CV, 7.75%, 4/16/26 (144A) 7.75 04/16/2026 2,790,000 2,868,480
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 8.5 04/03/2018 5,119,302 5,029,715
CalAtlantic Group, Inc., 5.375%, 10/1/22 5.375 10/01/2022 6,230,000 6,537,606
QVC, Inc., 4.45%, 2/15/25 4.45 02/15/2025 18,100,000 17,600,098
Univision Communications, Inc., Replacement First-Lien Term Loan (C-4), 3/1/20 4.0 03/01/2020 6,858,918 6,800,131
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 424,314 211,122
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 6.0 01/01/2034 1,000,000 84,588
Engs Commercial Finance Trust 2015-1, 4.5%, 12/22/22 (144A) 4.5 12/22/2022 1,200,000 1,202,368
DigitalGlobe, Inc., Term Loan, 1/31/20 4.75 01/31/2020 8,470,118 8,452,475
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 5.25 04/25/2032 6,500,000 1,444,662
Monitronics International, Inc., Term B Loan (2013), 3/23/18 4.25 03/23/2018 6,197,987 5,875,177
Fannie Mae, 4.5%, 7/1/41 4.5 07/01/2041 12,477,165 3,934,251
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 3.1878 03/25/2034 16,200,000 702,549
Government National Mortgage Association I, 6.5%, 12/15/31 6.5 12/15/2031 50,173 406
Waste Industries USA, Inc., Initial Term Loan, 2/20/20 4.25 02/20/2020 2,648,250 2,663,146
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 2.8052 01/07/2019 800,000 806,816
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 6.1 02/15/2042 10,390,000 9,211,467
CFG Investment SAC, 9.75%, 7/30/19 (144A) 9.75 07/30/2019 6,385,000 4,567,004
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 2.35 06/15/2045 11,000,000 10,835,709
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 1,826,616 1,240,045
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 5.743 11/15/2043 1,300,000 1,383,814
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 219,297 187,793
Government National Mortgage Association I, 6.0%, 1/15/17 6.0 01/15/2017 5,010,192 13,414
Methanex Corp., 4.25%, 12/1/24 4.25 12/01/2024 6,750,000 5,732,172
Bank of America Corp., Floating Rate Note (Perpetual) 6.3 12/31/2049 3,725,000 3,850,439
American Greetings Corp., 7.375%, 12/1/21 7.375 12/01/2021 420,000 439,775
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 3.375 02/01/2022 2,880,000 2,875,786
Prestige Brands, Inc., Term B-3 Loan, 9/3/21 3.5 09/03/2021 3,875,714 3,884,194
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 2.75 05/20/2027 7,250,000 4,957,896
JP Morgan Trust 2015-5, Floating Rate Note, 5/25/45 (144A) 2.8973 05/25/2045 2,126,000 1,921,072
Sanders Re, Ltd., Floating Rate Note, 6/7/17 (Cat Bond) (144A) 4.1096 06/07/2017 3,500,000 3,515,073
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 68,643 27,782
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 33,556 12,477
International Game Technology Plc, 6.5%, 2/15/25 (144A) 6.5 02/15/2025 6,926,000 6,914,264
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 335,845 240,947
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 1.333 10/25/2028 5,273,350 915,379
Fannie Mae, 7.0%, 2/1/29 7.0 02/01/2029 43,569 456
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 159,851 121,452
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 5.25 04/25/2032 14,941,131 3,361,644
Government National Mortgage Association I, 6.0%, 1/15/33 6.0 01/15/2033 1,500,000 31,457
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 2.941 01/12/2046 8,000,000 8,275,723
Caraustar Industries, Inc., Incremental Term Loan, 5/1/19 8.0 05/01/2019 5,692,066 5,563,994
Tank Holding Corp., Initial Term Loan, 7/9/19 5.25 07/09/2019 3,482,753 3,349,259
The Priceline Group, Inc., 1.8%, 3/3/27 1.8 03/03/2027 5,400,000 5,831,938
Fannie Mae, 6.0%, 12/1/33 6.0 12/01/2033 2,000,000 107,165
Government National Mortgage Association I, 4.0%, 6/15/40 4.0 06/15/2040 96,329 39,173
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4.25 09/21/2022 17,800,000 18,679,597
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 5.74 03/20/2042 1,250,704 1,373,883
KP Germany Erste GmbH, Initial German Borrower Dollar Term Loan, 4/22/20 5.0 04/22/2020 124,038 124,193
Reynolds American, Inc., 4.45%, 6/12/25 4.45 06/12/2025 10,875,000 12,111,657
inVentiv Health, Inc., Term B-3 Loan, 5/15/18 7.75 05/15/2018 383,644 382,685
US Silica Co., Term Loan, 7/23/20 4.0 07/23/2020 1,872,743 1,624,605
Fannie Mae, 3.5%, 9/1/45 3.5 09/01/2045 7,730,000 7,880,721
Government National Mortgage Association I, 7.0%, 5/15/31 7.0 05/15/2031 138,853 1,660
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 2.5 01/01/2030 1,090,059 1,007,962
Government National Mortgage Association I, 6.0%, 9/15/19 6.0 09/15/2019 1,044,422 12,230
Government National Mortgage Association I, 5.5%, 8/15/19 5.5 08/15/2019 711,545 65,685
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 3,500,000 16,100
Sabre GLBL, Inc., Term B Loan, 2/19/19 4.0 02/19/2019 2,961,735 2,967,288
NRG Energy, Inc., 6.25%, 5/1/24 6.25 05/01/2024 7,725,000 7,288,859
Government National Mortgage Association I, 5.5%, 2/15/35 5.5 02/15/2035 5,109,070 112,044
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 1.7862 06/19/2031 2,435,000 2,357,549
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 40,383 13,343
Prudential Financial, Inc., Floating Rate Note, 6/15/68 8.875 06/15/2068 5,969,000 6,706,959
TA MFG., Ltd., 3.625%, 4/15/23 3.625 04/15/2023 1,850,000 1,880,305
NewStar Commercial Lease Funding 2015-1 LLC, 3.27%, 4/15/19 (144A) 3.27 04/15/2019 2,500,000 1,567,829
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 2,516,008 697,182
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 5.0 06/15/2044 7,925,000 8,155,809
NXP Semiconductors NV, 1.0%, 12/1/19 1.0 12/01/2019 5,100,000 5,658,875
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 9.875 08/15/2019 5,795,000 6,074,569
Endo, Ltd., 6.0%, 2/1/25 (144A) 6.0 02/01/2025 1,975,000 1,871,313
Fannie Mae, 7.0%, 7/1/31 7.0 07/01/2031 306,031 624
Government National Mortgage Association I, 4.5%, 9/15/33 4.5 09/15/2033 2,256,215 268,873
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 300,440 168,447
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 319,725 164,021
CEVA GROUP Plc     1,069 427,480
Synchronoss Technologies, Inc., 0.75%, 8/15/19 0.75 08/15/2019 3,360,000 3,241,420
Tower Automotive Holdings USA LLC, Initial Term Loan (2014), 4/23/20 4.0 04/23/2020 894,043 889,573
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 543,395 216,136
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 2.15 01/07/2020 2,900,000 2,897,680
WCA Waste Corp., Term Loan, 3/23/18 4.0 03/23/2018 3,619,200 3,616,938
Fannie Mae, 6.0%, 6/1/37 6.0 06/01/2037 4,500,000 286,498
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 0.923 11/25/2035 10,936,000 8,902,335
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 0.0 03/01/2020 2,500,000 3,097,500
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 4,910,088 2,643,437
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 2.5 04/01/2030 610,000 585,786
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2.5 03/25/2043 9,120,000 4,854,753
Government National Mortgage Association II, 7.0%, 1/20/29 7.0 01/20/2029 500,000 5,959
Sequoia Mortgage Trust 2013-1, Floating Rate Note, 2/25/43 3.6386 02/25/2043 5,605,000 5,184,357
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,050,000 2,008,627
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 1,153,060 326,385
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 3.75 06/30/2019 2,449,165 2,290,736
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 4.474 03/20/2043 17,857,000 17,055,656
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 792,663 687,156
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 5.0 09/25/2039 3,078,000 166,625
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 4,875,746 4,818,443
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 506,535 244,369
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 279,401 239,245
Denbury Resources, Inc., 4.625%, 7/15/23 4.625 07/15/2023 10,196,000 4,356,383
Caraustar Industries, Inc., Term Loan, 5/1/19 8.0 05/01/2019 301,061 294,287
Government National Mortgage Association II, 6.0%, 10/20/33 6.0 10/20/2033 3,655,000 242,624
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 703,797 41,622
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 4.5 10/15/2023 7,300,000 7,637,063
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 4.21 04/20/2044 165,000 160,874
Bumi Resources Tbk PT, Loan, 11/4/16 18.153 11/04/2016 1,135,833 227,167
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 9.75 12/12/2017 1,327,863 829,914
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 7.25 01/15/2021 3,400,000 3,588,039
Owens Corning, 4.2%, 12/1/24 4.2 12/01/2024 5,975,000 6,050,930
Darling Global Finance BV, 4.75%, 5/30/22 (144A) 4.75 05/30/2022 4,485,000 5,187,130
Zero% 01feb18 0.0 02/01/2018 3,605,000 3,659,436
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 5.25 04/08/2020 3,216,896 2,891,186
DPx Holdings BV, 2015 Incremental Dollar Term Loan, 1/23/21 4.25 01/23/2021 2,416,950 2,334,875
Southern California Edison Co., Floating Rate Note (Perpetual) 6.25 12/31/2049 14,425,000 15,999,729
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 3.75 07/01/2020 4,828,688 4,767,122
Government National Mortgage Association I, 4.5%, 7/15/41 4.5 07/15/2041 2,197,000 827,703
Queensland Treasury Corp., 5.5%, 6/21/21 5.5 06/21/2021 20,665,000 18,433,568
TAM Capital 3, Inc., 8.375%, 6/3/21 (144A) 8.375 06/03/2021 3,935,000 3,260,940
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 0.623 05/25/2035 1,000,000 45,243
Mexican Udibonos, 2.0%, 6/9/22 2.0 06/09/2022 61,080,000 18,667,927
Government National Mortgage Association I, 3.5%, 4/20/16 3.5 04/20/2016 34,025,000 35,964,541
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 256,115 86,833
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 2.25 04/25/2043 700,000 470,501
Barclays Plc, 4.375%, 1/12/26 4.375 01/12/2026 8,700,000 8,621,621
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 967,745 809,584
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4.5618 05/23/2016 5,650,000 5,675,511
New Zealand Government Bond, 4.5%, 4/15/27 4.5 04/15/2027 47,070,000 37,961,203
CEVA GROUP Plc, 0.0%, 12/31/14 0.0 06/30/2015 2,313 925,380
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 3.625 05/26/2020 2,000,000 1,376,382
DR Horton, Inc., 5.75%, 8/15/23 5.75 08/15/2023 7,780,000 8,459,561
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 5.0 12/15/2030 4,585,000 5,238,189
WASH Multifamily Laundry Systems LLC, Initial US Term Loan (First Lien), 5/5/22 4.25 05/05/2022 295,606 288,955
CalAtlantic Group, Inc., 0.25%, 6/1/19 0.25 06/01/2019 6,805,000 6,028,096
Blue Cube Spinco, Inc., 10.0%, 10/15/25 (144A) 10.0 10/15/2025 1,265,000 1,508,513
Fannie Mae, 5.0%, 2/1/22 5.0 02/01/2022 6,603,277 239,808
14112z Zero% 01feb19 0.0 02/01/2019 14,100,000 421,590
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 25,254 19,400
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 3.8126 08/20/2045 4,829,000 4,738,199
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 4.25 06/30/2019 4,028,165 3,413,870
JPMorgan Chase & Co., 4.25%, 11/2/18 4.25 11/02/2018 15,300,000 10,988,620
William Marsh Rice University, 4.626%, 5/15/63 4.626 05/15/2063 5,100,000 6,166,033
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 29,985 20,079
Government National Mortgage Association I, 6.5%, 11/15/32 6.5 11/15/2032 2,258,707 69,453
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 390,180 271,685
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 6.5 02/24/2021 3,925,000 4,516,523
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 2.7969 04/19/2034 4,875,000 181,717
DynCorp International, Inc., 10.375%, 7/1/17 10.375 07/01/2017 1,025,000 846,586
Government National Mortgage Association I, 4.0%, 1/15/40 4.0 01/15/2040 44,880 19,865
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 8.5 03/02/2020 222,908 331,115
JBS USA LLC, 8.25%, 2/1/20 (144A) 8.25 02/01/2020 4,650,000 4,830,188
Fannie Mae, 4.0%, 7/1/44 4.0 07/01/2044 19,620,000 15,655,394
CenturyLink, Inc., 7.65%, 3/15/42 7.65 03/15/2042 3,100,000 2,568,040
Ascent Resources - Utica Llc 2nd Lien Tl L + 17.5% 01jul19 9.0096 07/01/2019 238,996 54,372
Bank of America Corp., 7.25% (Perpetual) 7.25 12/31/2049 1,414 1,609,132
Fannie Mae, 5.5%, 7/1/33 5.5 07/01/2033 1,900,000 65,194
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 4.6308 11/25/2049 5,600,000 6,025,247
Crown Castle Towers LLC, 3.222%, 5/15/42 (144A) 3.222 05/15/2042 3,750,000 3,760,995
Fannie Mae, 4.0%, 12/1/30 4.0 12/01/2030 50,000 17,757
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 508,546 533,650
Welltower, Inc., 4.25%, 4/1/26 4.25 04/01/2026 10,415,000 10,591,093
Highwoods Realty LP, 3.625%, 1/15/23 3.625 01/15/2023 9,060,000 9,103,096
Ally Financial, Inc., 4.625%, 3/30/25 4.625 03/30/2025 1,750,000 1,726,162
JPMCC Re-REMIC Trust 2014-FRR1, Floating Rate Note, 4/27/44 (144A) 3.3055 04/27/2044 2,770,000 2,578,153
Qwest Corp., 7.375%, 6/1/51 7.375 06/01/2051 572,600 14,618,478
Government National Mortgage Association I, 4.5%, 6/15/40 4.5 06/15/2040 6,803,817 1,733,270
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 6.0 03/01/2033 500,470 17,750
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 158,615 10,699
Government National Mortgage Association I, 5.0%, 6/15/21 5.0 06/15/2021 1,048,281 148,362
Service Corp International United States, 8.0%, 11/15/21 8.0 11/15/2021 3,322,000 3,987,138
Tufts University, 5.017%, 4/15/12 5.017   14,800,000 16,914,697
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 2.5 04/27/2043 10,220,000 7,746,585
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6.875 11/01/2019 6,230,000 5,006,714
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 375,064 175,134
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 2.819 08/17/2050 3,525,000 3,638,578
Swift Energy Co., 7.875%, 3/1/22 7.875 03/01/2022 3,625,000 347,773
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 576,895 217,060
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 6.75 11/01/2032 7,370,000 8,145,140
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 5.75 12/15/2053 8,525,000 9,095,583
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 6.0 12/01/2037 5,000,000 203,396
Fannie Mae, 4.5%, 12/1/40 4.5 12/01/2040 54,806,862 18,191,201
LSTAR Securities Investment Trust 2015-3, Floating Rate Note, 3/2/20 (144A) 2.4385 03/02/2020 4,050,000 3,578,719
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 6.75 08/29/2049 15,886,000 17,621,546
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3.0 06/25/2043 4,155,000 3,120,915
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 17,025,069 1,189,650
Fannie Mae, 5.0%, 11/1/44 5.0 11/01/2044 57,000,000 43,808,740
Fannie Mae, 4.0%, 12/1/43 4.0 12/01/2043 1,800,000 1,524,367
Brown & Brown, Inc., 4.2%, 9/15/24 4.2 09/15/2024 16,900,000 17,045,757
Government National Mortgage Association I, 6.5%, 2/15/32 6.5 02/15/2032 417,022 4,852
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 5.25 11/25/2032 2,100,000 243,059
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3.19 03/18/2026 3,700,000 3,667,560
Belden, Inc., 5.5%, 4/15/23 5.5 04/15/2023 11,335,000 13,196,239
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1.153 11/25/2035 1,855,000 1,408,145
Fannie Mae, 4.0%, 9/1/37 4.0 09/01/2037 1,307,922 831,123
Verisk Analytics, Inc., 5.5%, 6/15/45 5.5 06/15/2045 9,412,000 9,350,309
Turkiye Is Bankasi, 5.375%, 10/6/21 (144A) 5.375 10/06/2021 6,345,000 6,348,173
Valeant Pharmaceuticals International, Inc., 5.875%, 5/15/23 (144A) 5.875 05/15/2023 3,850,000 3,102,886
Government National Mortgage Association I, 4.5%, 6/15/41 4.5 06/15/2041 9,828,676 1,908,491
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3.5 06/26/2045 3,025,000 2,825,567
Rowan Companies, Inc., 5.85%, 1/15/44 5.85 01/15/2044 24,347,000 14,491,675
Fannie Mae, 6.0%, 11/1/32 6.0 11/01/2032 350,000 6,513
Government National Mortgage Association I, 4.0%, 11/15/40 4.0 11/15/2040 42,850 20,118
Mexican Bonos, 7.5%, 6/3/27 7.5 06/03/2027 46,890,000 3,072,638
Government National Mortgage Association I, 6.0%, 8/15/32 6.0 08/15/2032 6,200,000 195,887
Zero% 30nov20 0.0 11/30/2020 17,925,000 18,288,878
WinWater Mortgage Loan Trust 2015-1 REMICS, Floating Rate Note, 1/20/45 (144A) 3.5 01/20/2045 8,530,000 6,570,947
Frontier Communications Corp., 10.5%, 9/15/22 (144A) 10.5 09/15/2022 285,000 293,455
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 4.25 05/05/2025 10,840,000 10,561,153
Ally Financial, Inc., 3.6%, 5/21/18 3.6 05/21/2018 3,500,000 3,514,875
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 1,709,146 80,592
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 2.7946 08/25/2033 44,701,000 1,644,795
BWAY Holding Co., Initial Term Loan, 8/8/20 5.5038 08/08/2020 5,131,489 4,990,373
Nakilat, Inc., 6.267%, 12/31/33 (144A) 6.267 12/31/2033 4,240,000 4,200,116
Piedmont Operating Partnership LP, 3.4%, 6/1/23 3.4 06/01/2023 11,130,000 10,887,514
TASC, Inc. Virginia, New Term Loan (First Lien), 5/23/20 7.0 05/23/2020 3,641,435 3,626,232
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 780,194 447,991
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 9.5552 12/06/2019 3,400,000 3,506,798
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 3.7213 01/29/2035 5,300,000 3,722,693
Federal Home Loan Mortgage Corp., 6.0%, 6/1/17 6.0 06/01/2017 14,424,315 50,736
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 350,000 137,030
Government National Mortgage Association I, 4.0%, 10/15/42 4.0 10/15/2042 78,039 37,500
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,522,582 169,870
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 4.125 11/01/2022 7,000,000 4,302,813
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 0.0   5,351,000 5,080,320
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 0.933 03/25/2034 19,206,500 1,051,215
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 0.633 09/25/2036 8,954,321 1,228,316
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 247,591 162,661
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 6.95 10/17/2022 4,200,000 4,234,109
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 5.149 10/17/2036 2,500,000 2,453,534
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 0.893 11/25/2035 3,935,000 3,428,217
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6.75 12/31/2049 10,812,000 11,946,179
Government National Mortgage Association I, 4.0%, 6/15/41 4.0 06/15/2041 48,151 17,541
Morgan Stanley Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 6/25/44 (144A) 2.9922 06/25/2044 4,669,000 4,525,992
Norway Government Bond, 4.25%, 5/19/17 4.25 05/19/2017 189,000,000 24,677,314
Government National Mortgage Association I, 6.0%, 7/15/33 6.0 07/15/2033 2,789,309 212,966
International Bank for Reconstruction & Development, 3.5%, 1/22/21 3.5 01/22/2021 10,510,000 7,478,832
Nord Anglia Education Finance LLC, Initial Term Loan, 3/21/21 5.0 03/21/2021 4,603,883 4,523,315
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 5.333 02/15/2028 17,900,000 15,379,076
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 4.7659 04/25/2044 9,582,000 9,993,354
Concho Resources, Inc., 6.5%, 1/15/22 6.5 01/15/2022 5,125,000 5,182,514
Cengage Learning Holdings II, Inc.     90,687 1,734,389
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 7.875 10/28/2019 9,539,000 10,678,612
Government National Mortgage Association I, 4.0%, 4/15/40 4.0 04/15/2040 721,285 318,440
Government National Mortgage Association I, 6.0%, 6/15/33 6.0 06/15/2033 2,500,000 102,665
Government National Mortgage Association I, 4.0%, 8/15/40 4.0 08/15/2040 1,708,228 527,445
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 5.5 03/01/2022 11,820,000 13,509,401
Lloyds Banking Group Plc, 4.65%, 3/24/26 4.65 03/24/2026 7,200,000 7,142,200
Fannie Mae, 4.0%, 11/1/43 4.0 11/01/2043 8,931,305 8,108,795
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 7.375 10/07/2040 6,400,000 7,084,402
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 667,424 371,846
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 4.6 11/09/2022 3,385,000 3,483,732
Ziggo BV, US$ B1 Facility, 1/15/22 3.5 01/15/2022 2,588,511 2,561,008
Spirit Master Funding VII LLC, 3.8868%, 12/21/43 (144A) 3.8868 12/21/2043 1,000,000 1,020,759
Romania Government Bond, 5.95%, 6/11/21 5.95 06/11/2021 17,400,000 5,343,951
Fannie Mae, 6.5%, 3/1/32 6.5 03/01/2032 124,988 4,166
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 3.1743 09/26/2044 8,399,600 5,037,360
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 8.0 06/01/2021 3,955,000 3,526,542
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 4.875 05/25/2029 9,485,000 8,951,853
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 0.0 03/01/2020 4,700,000 5,323,220
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 3.75 04/20/2045 6,500,000 6,132,208
Intel Corp., 4.9%, 7/29/45 4.9 07/29/2045 25,090,000 28,351,898
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 3.5 01/25/2045 15,485,000 11,354,443
Meritage Homes Corp., 7.0%, 4/1/22 7.0 04/01/2022 2,685,000 2,953,500
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 1.333 05/26/2037 6,250,000 2,185,574
Ziggo BV, US$ B2 Facility, 1/15/22 3.5081 01/15/2022 1,668,085 1,650,362
Fannie Mae, 5.0%, 8/1/35 5.0 08/01/2035 24,222,081 1,833,854
MEDNAX, Inc., 5.25%, 12/1/23 (144A) 5.25 12/01/2023 2,500,000 2,641,198
NSG Holdings LLC, New Term Loan, 12/11/19 3.75 12/11/2019 3,645,029 3,553,903
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 6.125 03/27/2020 7,850,000 7,912,882
Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B Term Loan, 8/5/20 3.75 08/05/2020 6,238,200 5,878,387
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 2,104,379 1,659,377
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3.5 03/25/2055 3,500,000 2,764,293
EnLink Midstream Partners LP, 4.4%, 4/1/24 4.4 04/01/2024 10,465,000 8,634,902
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 5.6276 08/12/2044 6,767,000 7,545,051
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 3.5 07/25/2045 8,585,000 8,108,549
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 8.2725 06/06/2016 4,500,000 4,544,350
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.25 07/25/2043 11,115,000 9,555,889
Amherst College, 3.794%, 11/1/42 3.794 11/01/2042 2,300,000 2,358,002
Cardtronics, Inc., 1.0%, 12/1/20 1.0 12/01/2020 2,585,000 2,504,757
Keurig Green Mountain, Inc., Term B USD Loan, 2/10/23 5.25 02/10/2023 1,893,333 1,902,406
CHS, Incremental 2021 Term H Loan, 1/27/21 4.0 01/27/2021 3,921,427 3,863,343
Government National Mortgage Association I, 6.0%, 11/15/18 6.0 11/15/2018 197,092 1,123
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,000,000 1,914,129
Federal National Mortgage Association, 5.0%, 12/1/41 5.0 12/01/2041 1,801,282 854,187
Charter Communications Operating L 1st Lien Tl L + 0% 26may16   05/26/2016 543,514 543,514
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 3.5 05/25/2045 7,530,900 6,687,730
GMAC Capital Trust I, Floating Rate Note, 2/15/40 6.4022 02/15/2040 465,150 11,400,827
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 2,975,000 78,737
Government National Mortgage Association I, 7.0%, 6/15/29 7.0 06/15/2029 75,078 969
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 4.4315 03/24/2021 531,064 530,434
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 1,135,738 146,093
Crowne Group LLC, Term Loan (First Lien), 9/29/20 6.0 09/29/2020 1,773,000 1,702,080
Government National Mortgage Association I, 4.0%, 5/15/44 4.0 05/15/2044 521,959 277,255
Communications Sales & Leasing, Inc., 6.0%, 4/15/23 (144A) 6.0 04/15/2023 7,000,000 7,001,167
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 389,492 286,461
Digicel, Ltd., 6.0%, 4/15/21 (144A) 6.0 04/15/2021 9,600,000 8,857,600
Cme: (Cdx.Na.Hy.25.V1) Usd 20dec20 Z91vrer63 5.0 12/20/2020 32,580,000 1,002,805
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 267,357 215,822
Terraform Global Operating LLC, 9.75%, 8/15/22 (144A) 9.75 08/15/2022 6,140,000 4,681,494
Fannie Mae, 4.0%, 12/1/44 4.0 12/01/2044 165,188 136,031
Spectra Energy Capital LLC, 6.75%, 7/15/18 6.75 07/15/2018 2,140,000 2,309,659
Gates Global LLC, Initial Dollar Term Loan, 6/12/21 4.25 06/12/2021 2,250,000 2,127,656
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 4.8811 07/25/2044 5,450,000 5,702,268
Buckeye Partners LP, 6.05%, 1/15/18 6.05 01/15/2018 1,770,000 1,889,399
Fannie Mae, 4.0%, 11/1/45 4.0 11/01/2045 9,225,000 9,790,956
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 4,563,130 4,392,046
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 921,511 543,914
AT&T, Inc., 3.95%, 1/15/25 3.95 01/15/2025 26,995,000 28,281,876
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 7.0636 04/07/2017 5,300,000 5,459,559
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3.5 05/24/2018 973,901 652,513
Allied Security Holdings LLC, Closing Date Term Loan (First Lien), 2/12/21 4.25 02/12/2021 1,291,772 1,270,242
Talen Energy Supply LLC, 6.5%, 6/1/25 6.5 06/01/2025 9,570,000 8,150,450
Numericable-SFR SA, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 5,350,000 5,257,267
Government National Mortgage Association I, 4.0%, 8/15/40 4.0 08/15/2040 911,552 351,038
Africa Finance Corp., 4.375%, 4/29/20 (144A) 4.375 04/29/2020 10,915,000 11,293,993
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 3.791 08/17/2045 1,900,000 2,018,703
Letras del Banco Central de la Republica Argentina, 0.0%, 4/20/16 0.0 04/20/2016 117,660,000 7,852,012
University of Southern California, 5.25%, 10/1/11 5.25   2,800,000 3,411,537
Albertsons LLC, Term B-4 Loan, 8/11/21 5.5 08/11/2021 1,485,000 1,488,249
Dynegy, Inc., Tranche B-2 Term Loan, 4/23/20 4.0 04/23/2020 2,810,346 2,771,703
Calpine Corp., Term Loan, 5/28/22 3.5 05/28/2022 7,829,662 7,743,411
Wells Fargo Commercial Mortgage Trust 2010-C1, 4.0%, 11/18/43 (144A) 4.0 11/18/2043 4,225,000 3,844,994
Viterra, Inc., 5.95%, 8/1/20 (144A) 5.95 08/01/2020 12,880,000 12,363,727
Mirion Technologies Finance LLC, Initial Term Loan (First Lien), 1/26/22 5.75 01/26/2022 5,222,250 5,170,028
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 725,000 682,452
Fannie Mae, 4.0%, 6/1/42 4.0 06/01/2042 408,899 255,395
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 5.0 04/18/2019 1,264,250 1,159,949
Alliant Holdings I LLC, Initial Term Loan, 7/28/22 4.5 07/28/2022 500,727 495,720
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 5.0 04/25/2019 2,680,000 145,459
Government National Mortgage Association I, 4.0%, 3/15/41 4.0 03/15/2041 178,607 120,907
Alfa Bank AO Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 8.625 04/26/2016 246,800,000 3,806,664
Government National Mortgage Association I, 5.5%, 10/15/34 5.5 10/15/2034 2,500,000 322,097
Government National Mortgage Association I, 4.0%, 1/15/42 4.0 01/15/2042 5,790,059 1,839,286
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 4.25 03/10/2022 5,465,529 5,449,815
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 2,507,462 1,812,246
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 3.682 02/12/2046 4,500,000 4,530,557
Concordia Healthcare Corp., Initial Dollar Term Loan, 10/20/21 5.25 10/20/2021 5,537,500 5,412,906
RAMP Series 2004-RS1 Trust, 5.665%, 1/25/34 (Step) 5.665 01/25/2034 2,204,000 989,514
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5.375 09/20/2022 5,135,000 4,049,037
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 4.5 10/01/2035 8,240,814 548,979
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 0.933 09/25/2035 3,997,000 3,622,573
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 7.5 12/31/2049 13,500,000 12,810,938
Kinder Morgan, Inc. Delaware, 5.05%, 2/15/46 5.05 02/15/2046 18,000,000 15,433,592
Citigroup Capital XIII, Floating Rate Note, 10/30/40 6.9881 10/30/2040 170,644 4,486,231
Fannie Mae, 4.0%, 1/1/45 4.0 01/01/2045 47,503 46,104
Federal Home Loan Mortgage Corp., 3.0%, 11/1/42 3.0 11/01/2042 20,975,000 16,325,722
Indianapolis Airport Authority, 5.1%, 1/15/17 5.1 01/15/2017 3,450,000 3,600,064
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 3.75 11/25/2057 2,213,000 2,287,348
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 5.125 12/12/2017 3,650,000 3,772,090
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 5.75 07/10/2017 2,359,108 2,363,531
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 4.11 04/18/2052 2,950,000 2,799,039
NCR Corp., 6.375%, 12/15/23 6.375 12/15/2023 10,635,000 11,153,678
Antero Resources Corp., 5.125%, 12/1/22 5.125 12/01/2022 5,785,000 5,348,715
Verizon Communications, Inc., 5.012%, 8/21/54 5.012 08/21/2054 9,215,000 9,296,073
Sequoia Mortgage Trust 2012-5, Floating Rate Note, 11/25/42 3.9089 11/25/2042 2,923,000 2,823,848
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 6.0 02/01/2023 1,045,000 1,005,474
KB Home, 7.625%, 5/15/23 7.625 05/15/2023 5,985,000 6,112,514
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 2.137 06/15/2029 6,750,000 6,460,183
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 3.6845 05/12/2048 7,500,000 6,734,851
Flextronics International, Ltd., 5.0%, 2/15/23 5.0 02/15/2023 15,200,000 15,445,311
Government National Mortgage Association I, 4.0%, 4/15/43 4.0 04/15/2043 4,914,965 3,194,579
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 478,684 312,514
Government National Mortgage Association I, 6.0%, 11/15/33 6.0 11/15/2033 3,200,000 256,787
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4.5 06/25/2029 4,635,000 2,529,846
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 4.5 03/19/2024 8,110,000 8,225,973
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 3.6 09/22/2027 9,200,000 9,259,945
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1.787 07/15/2031 4,800,000 4,745,373
Fannie Mae, 5.5%, 4/1/34 5.5 04/01/2034 2,750,000 138,069
Impax Laboratories, Inc., 2.0%, 6/15/22 (144A) 2.0 06/15/2022 2,641,000 2,370,994
Small Business Administration Participation Certificates, Floating Rate Note, 10/15/49 (144A) 3.869 10/15/2049 9,950,000 9,947,803
Kane Zero% 30jun16 0.0 06/30/2016 7,246,500 482,617
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 1.393 07/25/2035 7,200,000 6,586,946
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 4.125 11/15/2026 2,000,000 1,864,555
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5.88 06/25/2045 2,274,000 2,351,941
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 6.0 12/01/2036 1,820,000 115,795
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.3125 06/28/2016 3,350,000 3,376,353
Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19 3.75 01/30/2019 4,000,000 3,957,144
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 558,953 453,224
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 0.583 09/25/2036 9,396,000 2,013,835
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 4.204 02/13/2018 5,550,000 5,588,047
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 4.25 10/01/2021 2,152,779 2,058,595
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 658,411 427,226
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 3.95 05/15/2027 1,475,000 1,391,584
Government National Mortgage Association I, 4.0%, 8/15/43 4.0 08/15/2043 379,787 222,829
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 27,967 28,867
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6.375 05/15/2043 6,100,000 4,660,908
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 4.5 09/01/2041 324,372 209,202
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 2.9522 01/25/2035 19,862,000 3,246,358
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 1.073 09/25/2034 73,742,000 2,520,146
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A)   01/07/2020 1,500,000 1,498,950
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 5.5 10/01/2016 1,152,073 1,746
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 0.563 03/25/2037 1,300,000 218,521
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 555,005 296,807
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 27,510 23,784
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 9.0 06/10/2028 87,500,000 5,236,768
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 7.0 11/15/2020 6,400,000 1,105,631
Key Safety Systems, Inc., Initial Term Loan, 7/28/21 4.75 07/28/2021 1,985,814 1,977,126
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 358,526 154,460
Zero% 31aug16 0.0 08/31/2016 2,133,500 2,403,814
Federal National Mortgage Association REMICS, 3.5%, 1/25/29 3.5 01/25/2029 6,000,000 44,597
Atkore International, Inc., Initial Term Loan (First Lien), 3/27/21 4.5 03/27/2021 1,670,250 1,629,190
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 6.75 04/06/2021 12,763,000 14,777,161
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,037,648 67,052
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 5.5 09/25/2034 18,566,000 3,893,681
The Industrial Development Authority of the County of Yavapai, Floating Rate Note, 3/1/28 4.9 03/01/2028 1,400,000 1,423,035
Frontier Communications Corp., 8.75%, 4/15/22 8.75 04/15/2022 10,355,000 10,513,920
Queen City Re, Floating Rate Note, 1/6/17 (Cat Bond) (144A) 3.7696 01/06/2017 1,000,000 986,119
Government National Mortgage Association I, 4.0%, 3/15/45 4.0 03/15/2045 3,891,400 2,001,652
Constellation Brands, Inc., 4.75%, 11/15/24 4.75 11/15/2024 2,560,000 2,714,738
Albany Molecular Research, Inc., Term Loan, 7/14/21 5.75 07/14/2021 3,541,125 3,532,272
Government National Mortgage Association I, 4.5%, 6/15/41 4.5 06/15/2041 4,610,835 2,802,618
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 0.75 02/15/2045 125,165,000 121,955,969
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 645,336 271,767
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 6.75 04/30/2018 7,370,265 6,588,324
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 2.5519 07/25/2033 12,475,000 1,127,384
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 25,000 3,847
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 4.25 08/30/2020 4,974,739 4,968,521
Australia Government Bond, 3.25%, 4/21/25 3.25 04/21/2025 41,257,000 34,168,520
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 2.74 03/15/2021 1,200,000 1,188,225
Enbridge Energy Partners LP, 7.375%, 10/15/45 7.375 10/15/2045 19,500,000 20,407,583
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 6.875 09/16/2026 10,210,000 11,183,672
BioScrip, Inc., Initial Term B Loan, 7/31/20 6.5 07/31/2020 4,255,132 3,840,256
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1.383 10/25/2037 4,690,000 620,673
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 379,505 351,766
HOA Funding LLC, 4.846%, 8/22/44 (144A) 4.846 08/22/2044 13,800,000 12,029,861
Scientific Games International, Inc., 10.0%, 12/1/22 10.0 12/01/2022 18,000,000 15,180,000
Nexeo Solutions LLC, Term B-3 Loan, 9/9/17 5.0 09/09/2017 2,400,000 2,397,000
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2.979 04/17/2047 2,075,000 2,163,475
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 5.0 08/25/2020 7,662,500 283,249
Fannie Mae, 6.5%, 11/1/32 6.5 11/01/2032 400,000 4,195
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3.0 06/25/2043 7,399,368 5,718,311
Flt% 15jun16 0.0 06/15/2016 2,260,378 2,284,338
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 0.0 12/31/2049 57,000 142,500
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 11.0 03/31/2021 4,123,108 3,324,001
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3.721 03/15/2017 3,200,000 3,037,523
Denbury Resources, Inc., 5.5%, 5/1/22 5.5 05/01/2022 4,290,000 2,028,813
Endo Finance LLC, 5.875%, 1/15/23 (144A) 5.875 01/15/2023 11,549,000 11,143,662
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 5.216 01/27/2042 14,228,000 8,757,827
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6.0 12/15/2020 6,975,000 6,475,776
Fly Leasing, Ltd., 6.375%, 10/15/21 6.375 10/15/2021 1,750,000 1,709,568
Windstream Services LLC, 7.75%, 10/15/20 7.75 10/15/2020 8,680,000 7,774,989
Prestige Auto Receivables Trust 2013-1, 3.04%, 7/15/20 (144A) 3.04 07/15/2020 2,000,000 1,975,256
Penn Products Terminals LLC, Tranche B Term Loan, 4/1/22 4.75 04/01/2022 1,877,414 1,727,221
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2.162 06/25/2058 2,000,000 981,625
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2.5 03/20/2025 2,450,000 276,367
Morgan Stanley, 4.875%, 11/1/22 4.875 11/01/2022 4,400,000 4,856,533
Government National Mortgage Association I, 4.0%, 2/15/44 4.0 02/15/2044 474,636 386,836
AT&T, Inc., 4.75%, 5/15/46 4.75 05/15/2046 7,100,000 7,053,150
Fannie Mae, 6.0%, 1/1/34 6.0 01/01/2034 1,800,000 94,217
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 6.995 04/15/2029 1,500,000 49,757
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 0.983 07/25/2033 29,527,860 2,468,939
BRF SA, 3.95%, 5/22/23 (144A) 3.95 05/22/2023 3,500,000 3,322,040
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.933 02/25/2035 10,000,000 1,260,456
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 4.16 03/20/2043 1,100,000 1,041,968
MGM Resorts International, 6.0%, 3/15/23 6.0 03/15/2023 7,115,000 7,382,998
Government National Mortgage Association II, 4.5%, 12/20/34 4.5 12/20/2034 8,150,000 1,067,701
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 6.25 05/17/2019 4,523,156 4,421,385
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 5.737 03/30/2021 3,775,000 2,549,301
Inter-American Development Bank, 6.0%, 9/5/17 6.0 09/05/2017 208,750,000 3,230,354
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 4.5 01/15/2023 3,700,000 3,790,650
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3.3839 03/15/2017 3,900,000 821,993
Fannie Mae, 0.5%, 12/15/33 0.5 12/15/2033 7,290,000 7,118,482
Tempur Sealy International, Inc., New Term B Loan, 3/18/20 3.5 03/18/2020 337,127 337,127
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 4.393 08/17/2045 1,275,000 1,370,571
Albertsons LLC, Term B-2 Loan, 3/21/19 5.5 03/21/2019 1,975,050 1,978,048
Meritor, Inc., 6.25%, 2/15/24 6.25 02/15/2024 1,635,000 1,453,901
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 3.75 03/11/2018 1,209,375 1,210,131
Accudyne Industries Borrower SCA, Refinancing Term Loan, 12/13/19 4.0 12/13/2019 5,041,799 4,414,725
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 3.5 07/01/2045 550,000 572,131
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2.3 01/08/2019 3,900,000 3,859,180
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 9.375 01/28/2020 1,330,000 1,642,000
MPG Holdco I, Inc., Tranche B-1 Term Loan (2015), 10/20/21 3.75 10/20/2021 2,429,292 2,401,963
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 7.697   11,050,000 14,217,977
Nomura Asset Acceptance Corp Alternative Loan Trust Series 2003-A3, 5.5%, 8/25/33 (Step) 5.5 08/25/2033 43,853,000 2,084,667
Government National Mortgage Association I, 6.0%, 6/15/17 6.0 06/15/2017 6,900,000 32,681
Serena Software, Inc., Term Loan, 4/10/20 7.5 04/10/2020 3,524,681 3,520,275
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 6.875 06/24/2024 4,000,000 3,844,097
Empresas ICA SAB de CV, 8.9%, 2/4/21 (144A) 8.9 02/04/2021 2,725,000 777,105
Frontier Communications Corp., 7.125%, 1/15/23 7.125 01/15/2023 1,535,000 1,381,564
Government National Mortgage Association II, 5.5%, 3/20/34 5.5 03/20/2034 1,800,000 171,659
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6.25 08/15/2042 10,425,000 12,646,058
Prudential Financial, Inc., Floating Rate Note, 9/15/42 5.875 09/15/2042 7,575,000 7,935,654
Blue Cube Spinco, Inc., 9.75%, 10/15/23 (144A) 9.75 10/15/2023 1,265,000 1,506,931
HC Group Holdings III, Inc., Initial Term Loan (First Lien), 3/25/22 6.0 03/25/2022 2,992,481 2,996,222
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 47,082 12,383
Government National Mortgage Association I, 4.5%, 12/15/34 4.5 12/15/2034 326,420 22,857
CDS US Intermediate Holdings, Inc., Initial Term Loan (First Lien), 6/25/22 5.0 06/25/2022 1,496,241 1,431,404
Norway Government Bond, 2.0%, 5/24/23 2.0 05/24/2023 63,500,000 8,401,727
The Williams Companies, Inc., 7.75%, 6/15/31 7.75 06/15/2031 8,880,000 7,550,837
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 500,000 392,379
Desarrolladora Homex SAB de CV, 9.75%, 3/25/20 (144A) 9.75 03/25/2020 3,865,000 1,331,618
VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A) 3.5 06/26/2045 4,000,000 3,294,632
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.9175 04/30/2018 925,000 933,701
Owens-Brockway Glass Container, Inc., 5.875%, 8/15/23 (144A) 5.875 08/15/2023 2,010,000 2,109,258
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 6.0 03/31/2021 4,020,214 1,464,029
Newhall Land Development LLC     269,588 775,066
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 5.04 12/18/2036 6,100,000 5,921,114
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 5.625 03/01/2025 3,155,000 3,023,870
17079z Zero% 31mar18 0.0 03/31/2018 5,600,000 6,585,600
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 1.363 01/25/2035 10,191,000 6,464,649
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 6,883,801 4,514,819
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 4.625 12/01/2054 18,225,000 20,115,619
Sensata Technologies BV, Sixth Amendment Term Loan, 10/14/21 2.8809 10/14/2021 1,970,100 1,964,970
AdvancePierre Foods, Inc., Term Loan (Second Lien), 10/10/17 11.7258 10/10/2017 2,000,000 1,993,750
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 4.5 01/24/2021 1,239,700 1,177,715
Massachusetts Institute of Technology, 5.6%, 7/1/11 5.6   4,025,000 5,190,181
TPF II Power LLC, Term Loan, 9/24/21 5.5 09/24/2021 2,150,000 2,108,344
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 3.9175 11/25/2019 6,190,000 6,181,205
Government National Mortgage Association I, 6.0%, 8/15/16 6.0 08/15/2016 43,573 72
Government National Mortgage Association I, 5.5%, 2/15/37 5.5 02/15/2037 172 18
Government National Mortgage Association I, 7.5%, 8/15/29 7.5 08/15/2029 100,063 107
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 842,541 354,302
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 3.5 07/25/2044 12,205,000 6,228,756
WPX Energy, Inc., 7.5%, 8/1/20 7.5 08/01/2020 9,625,000 7,627,813
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 0.703 04/25/2032 84,170,000 4,991,738
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 368,090 322,582
Terex Corporation 1st Lien Tl-B L + 3.75% 15dec22 4.5 12/15/2022 1,626,747 1,598,278
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 5.875 02/01/2023 4,130,000 3,385,740
U.S. Treasury Inflation Indexed Bonds, 1.0%, 2/15/46 1.0 02/15/2046 57,595,000 60,135,672
Provincia de Buenos Aires Argentina, 9.125%, 3/16/24 (144A) 9.125 03/16/2024 2,815,000 2,904,523
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 445,520 373,259
Fannie Mae, 4.0%, 6/1/44 4.0 06/01/2044 1,896,658 1,292,172
Zero% 01feb18 0.0 02/01/2018 6,805,000 6,963,557
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 5.55 10/28/2020 8,500,000 8,891,744
Kane-Pi1 Flt% 07jul16 0.0 07/07/2016 7,017,560 7,035,806
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 7.875 09/25/2017 843,000 886,582
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 6.5 07/01/2036 28,773 1,055
Trans Union LLC, 2015 Term B-2 Loan, 4/9/21 3.5 04/09/2021 5,703,718 5,656,189
Huntington Ingalls Industries, Inc., 5.0%, 11/15/25 (144A) 5.0 11/15/2025 2,520,000 2,683,450
Targus Group International, Inc., Term Loan, 5/24/16 15.0 05/24/2016 1,290,229 774,137
Government National Mortgage Association I, 4.0%, 12/15/41 4.0 12/15/2041 33,303 19,518
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 3.998 03/15/2044 2,885,000 3,027,342
Citigroup, Inc., Floating Rate Note (Perpetual) 5.95 12/31/2049 15,280,000 14,875,369
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 5.5 09/15/2020 2,141,566 2,146,777
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 1,027,097 59,097
Government National Mortgage Association I, 4.0%, 9/15/45 4.0 09/15/2045 281,424 298,812
Government National Mortgage Association I, 4.5%, 9/15/40 4.5 09/15/2040 1,371,000 580,966
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 3,761,677 3,024,162
NRG Energy, Inc., 7.875%, 5/15/21 7.875 05/15/2021 3,400,000 3,488,400
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 8.75 05/15/2018 3,750,000 3,143,419
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3.0 06/26/2045 17,697,000 16,269,834
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 5.249 09/25/2043 1,980,000 2,162,587
Alion Science & Technology Corp., Term Loan (First Lien), 8/13/21 5.5 08/13/2021 2,279,915 2,237,166
Government National Mortgage Association I, 4.0%, 5/15/42 4.0 05/15/2042 4,042,478 2,257,117
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 1,292,064 47,776
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 4.875 11/01/2018 5,000,000 5,076,563
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 9.25 10/15/2020 10,958,000 13,528,299
American Airlines 2015-2 Class B Pass Through Trust, 4.4%, 9/22/25 4.4 09/22/2025 5,550,000 5,130,980
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 6.625%, 10/14/22 (144A) 6.625 10/14/2022 3,500,000 3,762,964
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 9.75 03/15/2019 4,290,000 4,120,808
Fannie Mae, 6.0%, 5/1/33 6.0 05/01/2033 1,200,000 96,706
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 6.5 02/01/2022 3,395,000 2,894,945
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 4.125 05/30/2023 5,175,000 4,302,312
Flextronics International, Ltd., 4.625%, 2/15/20 4.625 02/15/2020 4,615,000 4,846,764
Hubbard Radio LLC, Term Loan, 5/12/22 4.25 05/12/2022 1,951,807 1,868,855
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 2.436 10/17/2045 4,047,000 4,137,301
Government National Mortgage Association I, 3.5%, 10/15/44 3.5 10/15/2044 1,060,699 704,501
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2.5 05/26/2043 20,110,000 15,221,563
MacDermid, Inc., Tranche B-2 Term Loan, 6/7/20 5.5 06/07/2020 1,308,438 1,267,037
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4.25 12/22/2016 4,099,162 4,088,914
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/2/20 (144A) 2.4385 01/02/2020 14,099,000 12,385,033
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 2,000,000 135,681
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 747,832 706,219
Letras del Banco Central de la Republica Argentina, 0.0%, 4/13/16 0.0 04/13/2016 73,540,000 4,942,794
BPCE SA, 4.875%, 4/1/26 (144A) 4.875 04/01/2026 11,400,000 11,308,921
Fannie Mae, 6.0%, 12/1/32 6.0 12/01/2032 3,234,929 63,682
Garda World Security Corp., Term B Loan, 11/1/20 4.0038 11/01/2020 4,057,529 3,907,908
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 5.87 05/17/2031 2,100,000 1,622,883
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1.23 03/15/2019 1,000,000 118,866
KB Home, 1.375%, 2/1/19 1.375 02/01/2019 7,875,000 7,282,734
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.8052 06/28/2016 500,000 504,950
Impac Secured Assets Trust 2006-1, Floating Rate Note, 5/25/36 1.833 05/25/2036 2,084,000 1,454,437
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 3.5 10/01/2040 6,700,000 2,708,445
Government National Mortgage Association I, 4.0%, 3/15/39 4.0 03/15/2039 50,000 13,212
Voya Financial, Inc., Floating Rate Note, 5/15/53 5.65 05/15/2053 5,025,000 4,780,506
Government National Mortgage Association I, 6.0%, 7/15/17 6.0 07/15/2017 6,000,000 38,731
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3.5 01/25/2044 5,148,000 4,081,021
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 500,414 46,847
The Medicines Co., 2.5%, 1/15/22 2.5 01/15/2022 885,000 1,004,721
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 5.5 07/16/2020 7,180,000 7,493,467
GreenPoint Home Equity Loan Trust 2004-2, Floating Rate Note, 1/15/30 0.7962 01/15/2030 80,170,000 405,095
Apex Tool Group LLC, Term Loan, 1/31/20 4.5 01/31/2020 4,078,659 3,932,508
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 2,263,866 1,763,566
Government National Mortgage Association I, 4.0%, 9/15/43 4.0 09/15/2043 452,015 221,399
Government National Mortgage Association I, 5.5%, 6/15/35 5.5 06/15/2035 2,028,692 136,690
Fannie Mae, 6.5%, 4/1/29 6.5 04/01/2029 40,000 375
Marfrig Holdings Europe BV, 6.875%, 6/24/19 (144A) 6.875 06/24/2019 15,910,000 15,429,109
Government National Mortgage Association I, 6.0%, 10/15/33 6.0 10/15/2033 3,000,000 83,847
Digicel Group, Ltd., 8.25%, 9/30/20 (144A) 8.25 09/30/2020 1,325,000 1,136,491
MA FinanceCo LLC, Initial Tranche B Term Loan, 10/7/21 5.25 10/07/2021 2,392,723 2,393,919
Government National Mortgage Association I, 4.0%, 1/15/42 4.0 01/15/2042 637,441 20,714
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 2,821,064 2,115,798
International Finance Corp., 7.75%, 12/3/16 7.75 12/03/2016 1,036,140,000 16,086,331
Kane Zero% 30jun16 0.0 06/30/2016 10,280,000 209,712
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 1,307,438 1,300,332
Windstream Services LLC, 6.375%, 8/1/23 6.375 08/01/2023 6,875,000 5,108,984
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 1,085,291 138,944
Government National Mortgage Association I, 4.0%, 11/15/40 4.0 11/15/2040 1,999,477 733,287
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 2.6738 02/25/2034 1,200,000 19,882
Government National Mortgage Association I, 4.0%, 9/15/43 4.0 09/15/2043 43,512 32,006
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 2.433 09/25/2044 6,300,000 3,209,250
Fannie Mae, 5.5%, 5/1/33 5.5 05/01/2033 750,000 41,400
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 5.2 05/01/2028 4,450,000 4,600,865
Tesoro Corp., 5.375%, 10/1/22 5.375 10/01/2022 9,480,000 9,616,275
Frontier Communications Corp., 8.5%, 4/15/20 8.5 04/15/2020 9,855,000 10,580,273
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 4.25 12/18/2019 6,953,104 6,903,855
Fannie Mae, 6.5%, 10/1/32 6.5 10/01/2032 511,093 15,357
Government National Mortgage Association, 4.5%, 9/20/39 4.5 09/20/2039 9,820,000 8,006,389
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 66,145 28,256
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 4.625 01/31/2018 3,200,000 3,297,078
The Williams Companies, Inc., 7.5%, 1/15/31 7.5 01/15/2031 8,250,000 6,833,750
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 2.6362 08/14/2031 3,000,000 2,965,585
CalAtlantic Group, Inc., 1.25%, 8/1/32 1.25 08/01/2032 6,735,000 7,106,828
Virgin Media Investment Holdings, Ltd., F Facility, 6/30/23 3.5 06/30/2023 17,041,760 16,921,940
Government National Mortgage Association, 3.0%, 4/20/41 3.0 04/20/2041 8,800,000 5,947,712
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 4.5 10/30/2019 715,849 712,091
Fannie Mae, 6.5%, 5/1/31 6.5 05/01/2031 392,161 1,482
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 3,344,903 2,850,427
Citicorp Residential Mortgage Trust Series 2007-1, 5.8114%, 3/25/37 (Step) 5.8114 03/25/2037 5,893,000 5,060,651
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 3.5281 05/25/2043 5,370,000 4,940,675
Level 3 Financing, Inc., 5.375%, 1/15/24 (144A) 5.375 01/15/2024 4,200,000 4,300,158
Fannie Mae, 6.0%, 12/1/37 6.0 12/01/2037 7,118,373 235,704
Government National Mortgage Association II, 4.0%, 10/20/44 4.0 10/20/2044 15,115,000 10,051,003
Altrl Zero% 30jun17 0.0 06/30/2017 5,287,778 2,141,550
Zero% 30nov20 0.0 11/30/2020 321,000 327,966
Government National Mortgage Association I, 4.0%, 4/15/41 4.0 04/15/2041 78,634 31,778
Fannie Mae, 5.5%, 3/1/21 5.5 03/01/2021 5,000,000 382,242
Zero% 17jan17 0.0 01/17/2017 4,700,000 4,882,745
Firstar Realty LLC, 8.875% (Perpetual) (144A) 8.875 12/31/2049 3,250 4,038,125
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 6.876 06/27/2017 4,665,000 311,377
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 45,422 19,992
Alpha Natural Resources, Inc., 6.25%, 6/1/21 6.25 06/01/2021 1,860,000 103,850
Government National Mortgage Association II, 5.5%, 10/20/37 5.5 10/20/2037 50,000 11,826
Government National Mortgage Association I, 4.0%, 5/15/44 4.0 05/15/2044 1,157,236 618,100
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 4.6 04/01/2022 11,010,000 12,119,412
Government National Mortgage Association I, 4.0%, 5/15/45 4.0 05/15/2045 456,684 422,107
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 8.8 05/09/2016 14,250,000 14,366,525
WireCo WorldGroup, Inc., Term Loan, 2/15/17 6.0 02/15/2017 2,621,486 2,585,441
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 0.0 12/01/2019 21,907 153,351
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 5.25 08/01/2023 14,145,000 11,687,306
Fannie Mae, 5.0%, 1/1/39 5.0 01/01/2039 27,744,910 1,868,374
Appvion, Inc., Term Commitment, 6/28/19 5.75 06/28/2019 7,171,316 6,705,180
Acorn Re, Ltd., Floating Rate Note, 7/17/18 (Cat Bond) (144A) 4.0491 07/17/2018 3,350,000 3,385,802
Government National Mortgage Association I, 6.5%, 10/15/32 6.5 10/15/2032 302,974 16,188
Fannie Mae, 6.0%, 3/1/33 6.0 03/01/2033 350,000 2,960
CCO Holdings LLC, 5.25%, 9/30/22 5.25 09/30/2022 2,798,000 2,882,348
Nevada Power Co., 6.5%, 8/1/18 6.5 08/01/2018 85,000 95,161
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 6.5 01/01/2041 4,250,000 5,015,723
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 5.7 05/18/2021 4,710,000 4,971,680
RAIT 2014-FL2 Trust, Floating Rate Note, 5/15/31 (144A) 2.5885 05/15/2031 4,000,000 3,940,555
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 4.5 07/01/2040 10,363,430 1,965,444
Eco Services Operations LLC, Initial Term Loan, 10/10/21 4.75 10/10/2021 1,695,707 1,653,314
Quikrete Holdings, Inc., Initial Loan (Second Lien), 3/26/21 7.0 03/26/2021 2,500,000 2,501,563
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 2.75 01/15/2020 100,000 100,397
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 7,857,077 2,468,521
JobsOhio Beverage System, 4.532%, 1/1/35 4.532 01/01/2035 4,480,000 5,053,530
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 3.5 02/25/2045 5,000,000 4,217,932
Energy Transfer Equity LP, Loan (2013), 12/2/19 3.5919 12/02/2019 2,650,000 2,373,406
Public Service Co of New Mexico, 7.95%, 5/15/18 7.95 05/15/2018 3,725,000 4,282,723
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 3,400,000 3,544,726
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 3.74 05/17/2021 1,600,000 1,574,452
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 4.375 07/27/2016 2,550,000 2,596,657
Microsemi Corp., Closing Date Term B Loan, 12/17/22 5.25 12/17/2022 1,521,643 1,530,583
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 2.0423 07/15/2031 5,070,000 3,071,315
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 5.129 10/15/2042 1,000,000 859,448
Bank of America Corp., Floating Rate Note, 9/29/49 6.25 09/29/2049 3,150,000 3,101,219
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 6.384 10/23/2035 21,530,000 24,371,479
Worthington Industries, Inc., 4.55%, 4/15/26 4.55 04/15/2026 3,875,000 3,948,751
Massachusetts Development Finance Agency, 5.375%, 4/1/41 5.375 04/01/2041 2,075,000 2,465,110
TIG FINCO Plc, 8.75%, 4/2/20 8.75 04/02/2020 1,263,147 1,523,625
Fannie Mae, 3.5%, 6/1/42 3.5 06/01/2042 2,314,862 1,687,551
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 3.03 09/25/2033 2,550,000 13,955
Fitness & Sports Clubs LLC, Term B Loan, 6/25/20 5.5 06/25/2020 8,691,734 8,409,253
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 3,907,246 103,653
AES Corp. Virginia, 5.5%, 4/15/25 5.5 04/15/2025 10,000,000 9,903,611
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 5.623 05/12/2045 4,000,000 3,890,792
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 3.25 11/09/2018 7,739,979 7,740,784
Sanchez Energy Corp., 6.125%, 1/15/23 6.125 01/15/2023 9,865,000 5,454,660
Government National Mortgage Association I, 5.75%, 10/15/38 5.75 10/15/2038 711,536 82,143
Navios Maritime Partners LP, Term Loan, 6/27/18 5.25 06/27/2018 3,526,641 3,121,077
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3.1 12/15/2023 3,100,000 1,599,530
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 4.5 03/01/2044 87,965 46,674
BNP Paribas SA, 4.375%, 9/28/25 (144A) 4.375 09/28/2025 4,440,000 4,805,862
Ineos Finance Plc, 4.0%, 5/1/23 (144A) 4.0 05/01/2023 14,095,000 15,843,244
Fannie Mae, 4.5%, 11/1/40 4.5 11/01/2040 12,358,351 3,800,736
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 137,728 68,818
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4.875 10/07/2020 18,840,000 17,399,918
Universal Hospital Services, Inc., 7.625%, 8/15/20 7.625 08/15/2020 7,871,000 7,357,363
The Allstate Corp., 5.95%, 4/1/36 5.95 04/01/2036 4,700,000 6,084,714
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 3.25 10/18/2018 5,209,597 5,217,192
MPLX LP, 4.875%, 12/1/24 (144A) 4.875 12/01/2024 17,410,000 16,356,469
Micron Technology, Inc., 5.875%, 2/15/22 5.875 02/15/2022 3,600,000 3,141,025
Irvine Core Office Trust 2013-IRV, Floating Rate Note, 5/15/48 (144A) 3.1733 05/15/2048 6,944,736 7,246,367
Del Monte Foods, Inc., Initial Loan (First Lien), 11/26/20 4.2538 11/26/2020 486,680 458,088
GSR Mortgage Loan Trust 2004-15F, 6.0%, 12/26/34 6.0 12/26/2034 0 15,170
Cirsa Funding Luxembourg SA, 5.875%, 5/15/23 5.875 05/15/2023 5,475,000 6,209,923
Citicorp Residential Mortgage Trust Series 2006-2, 5.89163%, 9/25/36 (Step) 5.8916 09/25/2036 11,634,000 10,935,830
CHS, 6.875%, 2/1/22 6.875 02/01/2022 5,075,000 4,638,339
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 1,435,575 1,157,773
RCMC LLC, 5.62346%, 12/17/18 (144A) 5.6235 12/17/2018 2,512,000 763,912
Coveris Holdings SA, USD Term Loan, 4/14/19 4.5 04/14/2019 6,698,702 6,564,728
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 2.53 01/15/2020 1,600,000 1,587,428
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37