Pioneer Investments: Pioneer Strategic Income Fund


Mutual Funds
Funds Directory
Balanced / Flexible Funds
Equity Funds
International Equity Funds
Fixed Income Funds
Asset Allocation Series
Alternatives
Daily Pricing
Performance
Distributions
Historical Distributions
Morningstar Ratings
Historical Pricing
Holdings
Money Market Information
Proxy Voting
Fund Commentaries
Sector Allocations
Home Funds & Products Mutual Funds Printable Version
Pioneer Strategic Income Fund

Monthly Portfolio Holdings as of 4/29/2016

Security Name Coupon Maturity Date Par / Shares Market Value($)
Fannie Mae, 5.5%, 5/1/33 5.5 05/01/2033 750,000 41,216
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 10,057,421 506,612
Sabre GLBL, Inc., Term B Loan, 2/19/19 4.0 02/19/2019 2,961,735 2,973,149
DynCorp International, Inc., Term Loan, 7/7/16 6.25 07/07/2016 3,847,619 3,761,047
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 5.4365 12/10/2018 2,610,000 2,723,186
Government National Mortgage Association I, 4.0%, 1/15/42 4.0 01/15/2042 637,441 20,724
International Finance Corp., 8.25%, 6/10/21 8.25 06/10/2021 1,040,880,000 17,246,622
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4.5 05/04/2018 8,469,619 8,477,030
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 8.8 05/09/2016 14,250,000 14,383,158
Spirit Master Funding LLC, 4.6291%, 1/20/45 (144A) 4.6291 01/20/2045 11,000,000 10,315,032
Government National Mortgage Association I, 4.0%, 11/15/40 4.0 11/15/2040 42,850 19,143
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 747,832 706,353
JBS USA LLC, 2015 Incremental Term Loan, 9/18/22 4.0 09/18/2022 1,283,130 1,282,061
Penske Truck Leasing Co Lp, 3.375%, 2/1/22 (144A) 3.375 02/01/2022 19,821,000 20,102,096
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 6.875 06/24/2024 4,000,000 3,856,650
Credit Suisse Group Funding Guernsey, Ltd., 3.8%, 9/15/22 3.8 09/15/2022 24,000,000 24,387,984
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 10/3/21 3.75 10/03/2021 1,898,378 1,910,243
Government National Mortgage Association I, 4.0%, 5/15/45 4.0 05/15/2045 456,684 413,922
NRG Energy, Inc., 7.875%, 5/15/21 7.875 05/15/2021 3,400,000 3,657,359
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3.5 07/16/2018 2,758,991 2,767,612
Federal Home Loan Mortgage Corp., 2.5%, 1/1/30 2.5 01/01/2030 1,090,059 999,249
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 8.2725 06/06/2016 4,500,000 4,563,900
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 3.7313 07/25/2045 1,000,000 950,809
Progreso Receivables Funding IV LLC, 3.0%, 7/8/20 (144A) 3.0 07/08/2020 4,000,000 3,987,640
Language Line LLC, Initial Term Loan (First Lien), 7/2/21 6.5 07/02/2021 3,543,479 3,532,406
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 6.85 12/16/2039 10,340,000 13,673,132
Global Mortgage Securitization, Ltd., 5.25%, 11/25/32 (144A) 5.25 11/25/2032 2,100,000 230,082
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 10,925,000 7,309,843
Sequoia Mortgage Trust 2015-3, Floating Rate Note, 7/25/45 (144A) 3.5 07/25/2045 8,585,000 7,863,451
The Industrial Development Authority of the County of Yavapai, Floating Rate Note, 3/1/28 4.9 03/01/2028 1,400,000 1,428,547
VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) 9.0 02/13/2018 193,400,000 2,954,446
American Airlines, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 3.5 05/23/2019 1,103,534 1,104,453
GSAMP Trust 2006-SEA1, Floating Rate Note, 5/25/36 (144A) 0.7389 05/25/2036 6,500,000 196,611
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21 4.0 05/11/2021 2,412,438 2,367,204
Enterprise Products Operating LLC, 3.9%, 2/15/24 3.9 02/15/2024 803,000 847,087
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 5.149 10/17/2036 2,500,000 2,624,894
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 5.0454 07/25/2044 5,450,000 5,736,962
CenturyLink, Inc., 7.6%, 9/15/39 7.6 09/15/2039 3,510,000 3,016,845
VAT Holding AG, Term Loan, 2/11/21 4.25 02/11/2021 1,235,712 1,212,543
Government National Mortgage Association I, 4.5%, 7/15/41 4.5 07/15/2041 2,197,000 813,096
Fannie Mae, 4.0%, 6/1/44 4.0 06/01/2044 1,896,658 1,289,533
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 3.791 08/17/2045 1,900,000 2,037,193
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 7,857,077 2,409,254
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 1.87 08/20/2029 3,200,000 595,019
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 3.75 03/11/2018 1,209,375 1,210,779
Zebra Technologies Corp., Initial Term Loan, 9/30/21 4.75 09/30/2021 1,444,034 1,456,424
Resolute Forest Products, Inc., 5.875%, 5/15/23 5.875 05/15/2023 11,110,000 8,659,435
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 3.25 10/18/2018 5,209,597 5,229,133
Fannie Mae, 5.0%, 7/1/40 5.0 07/01/2040 11,275,000 2,293,662
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3.5 01/25/2044 5,148,000 3,975,059
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 7.5 09/26/2019 12,500,000 13,307,292
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 0.0   6,250,000 4,427,427
Worthington Industries, Inc., 4.55%, 4/15/26 4.55 04/15/2026 3,875,000 3,926,049
Government National Mortgage Association II, 7.0%, 1/20/29 7.0 01/20/2029 500,000 5,857
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 68,643 27,229
Government National Mortgage Association I, 6.5%, 10/15/31 6.5 10/15/2031 463,882 5,044
Government National Mortgage Association I, 5.5%, 3/15/17 5.5 03/15/2017 251,260 3,195
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.9825 04/30/2018 925,000 928,539
Mexican Udibonos, 2.0%, 6/9/22 2.0 06/09/2022 61,080,000 18,735,304
Queensland Treasury Corp., 5.5%, 6/21/21 5.5 06/21/2021 20,665,000 18,341,015
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 350,000 5,602
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 7.625 04/15/2021 5,768,000 5,901,685
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 1,335,000 1,118,075
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 5.625 04/17/2020 3,400,000 3,448,141
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 350,000 133,374
QVC, Inc., 4.45%, 2/15/25 4.45 02/15/2025 18,100,000 18,136,125
Darling Ingredients, Inc., 5.375%, 1/15/22 5.375 01/15/2022 282,000 298,406
Altfic 5.5% 15may26 144a 5.5 05/15/2026 6,225,000 6,291,054
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 3.95 05/15/2027 1,475,000 1,398,499
Fannie Mae, 5.0%, 1/1/39 5.0 01/01/2039 27,744,910 1,819,610
Scds: (Do) Usd 20dec19 Buy Bnr1c3dt1 1.0 12/20/2019 10,480,000 -712,199
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 137,728 68,828
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 4.25 12/18/2019 6,953,104 6,918,339
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 3.625 05/26/2020 2,000,000 1,310,605
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 6.25 05/17/2019 4,523,156 4,421,385
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 5.25 02/01/2021 5,075,000 4,652,401
Government National Mortgage Association I, 5.5%, 1/15/34 5.5 01/15/2034 3,238,092 230,856
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 9.25 10/15/2020 10,958,000 13,223,035
Newhall Land Development LLC     269,588 718,856
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 5.95 04/15/2042 3,825,000 2,839,983
Piedmont Operating Partnership LP, 3.4%, 6/1/23 3.4 06/01/2023 11,130,000 10,899,701
Fannie Mae, 6.5%, 8/1/32 6.5 08/01/2032 340,598 3,056
Government National Mortgage Association I, 7.5%, 8/15/29 7.5 08/15/2029 100,063 106
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 4,875,746 4,807,898
NXP Semiconductors NV, 1.0%, 12/1/19 1.0 12/01/2019 5,100,000 5,796,858
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 47,168 16,296
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6.375 05/15/2043 6,100,000 4,753,234
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 5.7987 11/18/2043 4,800,000 5,221,324
Pride International, Inc., 6.875%, 8/15/20 6.875 08/15/2020 3,449,000 3,265,592
Government National Mortgage Association I, 4.0%, 9/15/43 4.0 09/15/2043 490,000 259,144
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 124,988 4,289
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 3.0 09/25/2042 3,930,000 1,543,300
Enterprise Products Operating LLC, 3.7%, 2/15/26 3.7 02/15/2026 10,886,000 11,187,431
Molina Healthcare, Inc., 1.625%, 8/15/44 1.625 08/15/2044 4,099,000 4,589,386
National Financial Partners Corp., 2014 Specified Refinancing Term Loan, 7/1/20 4.5 07/01/2020 2,689,070 2,663,021
JP Morgan Trust 2015-1 REMICS, Floating Rate Note, 12/25/44 (144A) 2.6635 12/27/2044 7,438,900 6,874,623
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 5.333 02/15/2028 17,900,000 15,590,225
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 91,759 27,305
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 780,194 347,986
Citigroup, Inc., Floating Rate Note (Perpetual) 5.95 12/31/2049 15,280,000 15,316,290
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 8.5 04/03/2018 5,119,302 5,029,715
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 2.6884 02/25/2034 1,200,000 19,838
Banco Nacional de Costa Rica, 4.875%, 11/1/18 (144A) 4.875 11/01/2018 5,000,000 5,121,198
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 2,000,000 127,975
Calumet Specialty Products Partners LP, 6.5%, 4/15/21 6.5 04/15/2021 7,455,000 5,164,141
Concho Resources, Inc., 6.5%, 1/15/22 6.5 01/15/2022 5,125,000 5,427,161
MGM Resorts International, 6.0%, 3/15/23 6.0 03/15/2023 7,115,000 7,444,069
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 5.5 03/01/2022 11,820,000 13,456,289
Service Corp International United States, 8.0%, 11/15/21 8.0 11/15/2021 3,322,000 4,008,547
Fannie Mae, 4.0%, 12/1/23 4.0 12/01/2023 370,833 63,726
Mashantucket Western Pequot Tribe, 6.5%, 7/1/36 (PIK) 6.5 07/01/2036 28,773 1,205
On Semiconductor Corporation 1st Lien Tl-B L + 4.5% 31mar23 5.25 03/31/2023 3,175,000 3,196,034
Tesoro Corp., 5.375%, 10/1/22 5.375 10/01/2022 9,480,000 9,544,747
Aircastle, Ltd., 6.25%, 12/1/19 6.25 12/01/2019 3,775,000 4,240,714
Government National Mortgage Association I, 4.0%, 5/15/42 4.0 05/15/2042 4,042,478 2,256,984
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 25,254 18,909
Tufts University, 5.017%, 4/15/12 5.017   14,800,000 16,652,330
Quikrete Holdings, Inc., Initial Loan (Second Lien), 3/26/21 7.0 03/26/2021 2,500,000 2,503,125
Albertsons LLC, Term B-4 Loan, 8/11/21 5.5 08/11/2021 1,485,000 1,492,116
Fannie Mae, 4.0%, 11/1/45 4.0 11/01/2045 9,225,000 9,636,962
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 161,099 92,187
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 916,768 513,275
Enel Finance International NV, 5.125%, 10/7/19 (144A) 5.125 10/07/2019 215,000 237,677
Government National Mortgage Association I, 7.0%, 8/15/29 7.0 08/15/2029 712,236 8,694
Israel Electric Corp, Ltd., 6.7%, 2/10/17 (144A) 6.7 02/10/2017 4,150,000 4,358,417
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 3,761,677 3,027,149
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 5.875 10/30/2021 4,250,000 4,491,719
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 4.5 10/15/2023 7,300,000 7,566,370
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 3.875 04/26/2055 5,300,000 1,760,000
CalAtlantic Group, Inc., 0.25%, 6/1/19 0.25 06/01/2019 7,140,000 6,433,388
Emdeon, Inc., Term B-2 Loan, 11/2/18 3.75 11/02/2018 2,956,245 2,954,398
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 5.7 05/18/2021 4,710,000 5,113,412
COMM 2015-CCRE25 Mortgage Trust, Floating Rate Note, 8/12/48 4.5474 08/12/2048 2,000,000 2,182,956
Spectrum Brands, Inc., USD Term Loan, 6/16/22 3.5 06/16/2022 109,449 110,064
The Hanover Insurance Group, Inc., 6.375%, 6/15/21 6.375 06/15/2021 12,600,000 15,547,219
Cme: (Cdx.Na.Hy.25.V1) Usd 20dec20 Z91vrer63 5.0 12/20/2020 32,580,000 1,080,286
New Zealand Government Bond, 4.5%, 4/15/27 4.5 04/15/2027 47,070,000 37,936,125
Government National Mortgage Association I, 5.5%, 2/15/35 5.5 02/15/2035 5,109,070 111,516
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 3.721 02/28/2035 2,100,000 956,831
Westr 4.5% 20dec28 16-1a-B 4.5 12/20/2028 5,799,000 5,763,844
Fannie Mae, 4.0%, 4/1/41 4.0 04/01/2041 450,000 271,248
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 0.75 02/15/2045 125,165,000 122,734,997
Synchronoss Technologies, Inc., 0.75%, 8/15/19 0.75 08/15/2019 3,780,000 3,681,956
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 597,673 506,980
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 5.9 05/01/2038 7,050,000 7,814,968
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4.875 10/07/2020 18,840,000 17,674,079
Micron Technology, Inc., 5.875%, 2/15/22 5.875 02/15/2022 3,600,000 3,221,063
CSMC Trust 2013-6, Floating Rate Note, 8/25/43 (144A) 3.2959 08/25/2043 6,051,000 5,462,079
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 5.0 11/01/2034 750,000 54,784
Government National Mortgage Association I, 6.0%, 7/15/17 6.0 07/15/2017 6,000,000 35,504
Fannie Mae, 3.5%, 8/1/42 3.5 08/01/2042 20,680,354 15,655,269
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 3.07 12/17/2046 10,620,000 8,262,397
Truman Capital Mortgage Loan Trust, Floating Rate Note, 3/25/36 (144A) 0.6989 03/25/2036 5,000,000 796,266
Government National Mortgage Association I, 6.0%, 7/15/33 6.0 07/15/2033 2,789,309 211,791
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 150,255 73,371
Centene Corp., 5.625%, 2/15/21 (144A) 5.625 02/15/2021 5,850,000 6,229,336
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 3.47 05/02/2030 2,500,000 1,867,290
Fannie Mae, 6.0%, 7/1/17 6.0 07/01/2017 4,000,000 14,060
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 150,000 3,647
Immucor, Inc., Term B-2 Loan, 8/19/18 5.0 08/19/2018 2,752,120 2,637,448
Federal Home Loan Mortgage Corp., 4.0%, 12/1/44 4.0 12/01/2044 7,100,000 6,045,343
Fannie Mae, 3.5%, 8/1/42 3.5 08/01/2042 12,265,072 9,222,793
Vitality Re VII, Ltd., Floating Rate Note, 1/7/20 (Cat Bond) (144A) 0.0 01/07/2020 1,500,000 1,502,752
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 2.25 06/25/2043 3,748,000 2,337,759
Summit Materials LLC, Restatement Effective Date Term Loan, 6/26/22 4.0 06/26/2022 967,688 968,796
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 6.2001 06/07/2018 2,200,000 2,276,285
Fannie Mae, 5.0%, 1/1/45 5.0 01/01/2045 41,000,000 32,625,260
Government National Mortgage Association I, 5.5%, 7/15/33 5.5 07/15/2033 1,500,000 125,492
Fannie Mae, 6.0%, 10/1/32 6.0 10/01/2032 200,552 3,116
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3.0 01/15/2020 3,026,000 3,049,850
Digicel Group, Ltd., 8.25%, 9/30/20 (144A) 8.25 09/30/2020 1,325,000 1,218,172
SRAM LLC, Term Loan (First Lien), 4/10/20 4.0124 04/10/2020 1,520,486 1,338,028
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 5.75 10/07/2020 1,742,938 1,738,580
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 3.75 07/01/2020 4,828,688 4,789,025
Vizient, Inc., Initial Term Loan, 2/9/23 6.25 02/09/2023 3,700,000 3,735,457
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 4,957,680 2,911,501
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 5.875 03/30/2033 6,215,000 6,356,869
Endo Luxembourg Finance I Co Sarl, 2015 Incremental Term B Loan, 6/24/22 3.75 06/24/2022 2,487,523 2,483,376
Milacron LLC, Term Loan, 9/28/20 4.5 09/28/2020 3,500,000 3,508,750
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 300,000 3,539
Meritor, Inc., 6.25%, 2/15/24 6.25 02/15/2024 1,900,000 1,720,490
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 3.477%, 8/17/50 3.477 08/17/2050 7,000,000 7,443,669
Kinder Morgan, Inc. Delaware, 5.05%, 2/15/46 5.05 02/15/2046 19,498,000 17,516,863
JobsOhio Beverage System, 3.985%, 1/1/29 3.985 01/01/2029 17,600,000 19,634,430
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 5.0 05/01/2025 3,605,000 3,622,524
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6.0 12/15/2020 6,975,000 6,674,911
Centene Corp., 6.125%, 2/15/24 (144A) 6.125 02/15/2024 3,905,000 4,172,262
Government National Mortgage Association I, 6.0%, 9/15/19 6.0 09/15/2019 1,044,422 11,880
Eaton Vance Corp., 6.5%, 10/2/17 6.5 10/02/2017 19,000 20,352
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 5.35 11/12/2029 2,270,000 2,264,249
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2.2068 06/25/2058 2,000,000 957,352
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 5.5 10/01/2016 1,152,073 1,500
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 24,220,767 5,035,577
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 40,000 14,879
Newfield Exploration Co., 5.625%, 7/1/24 5.625 07/01/2024 6,125,000 6,346,074
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 5.25 09/25/2033 7,855,000 2,447,334
Intelsat Jackson Holdings SA, Tranche B-2 Term Loan, 6/30/19 3.75 06/30/2019 2,449,165 2,302,827
Eastman Chemical Co., 4.8%, 9/1/42 4.8 09/01/2042 4,140,000 4,060,225
Fresenius US Finance II, Inc., 4.5%, 1/15/23 (144A) 4.5 01/15/2023 3,700,000 3,841,063
Fannie Mae, 4.5%, 9/1/43 4.5 09/01/2043 17,709,372 10,982,558
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A, Floating Rate Note, 7/25/3 2.5421 07/25/2033 12,475,000 1,071,395
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 3.5 05/25/2045 7,530,900 6,293,106
Crowne Group LLC, Term Loan (First Lien), 9/29/20 6.0 09/29/2020 1,773,000 1,710,945
Valeant Pharmaceuticals International, Inc., 5.875%, 5/15/23 (144A) 5.875 05/15/2023 3,850,000 3,328,044
On Assignment, Inc., Initial Term B Loan, 6/5/22 3.75 06/05/2022 2,190,533 2,200,116
Government National Mortgage Association I, 6.5%, 3/15/32 6.5 03/15/2032 205,947 2,368
Instituto Costarricense de Electricidad, 6.95%, 11/10/21 (144A) 6.95 11/10/2021 8,380,000 8,822,627
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4.5 11/01/2043 5,934,035 2,875,289
Government National Mortgage Association I, 3.5%, 5/23/16 3.5 05/23/2016 34,025,000 35,983,781
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.3239 02/25/2035 15,003,000 1,958,842
Tank Holding Corp., Initial Term Loan, 7/9/19 5.25 07/09/2019 3,482,753 3,326,029
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 4.25 05/05/2025 10,840,000 10,752,301
Citicorp Residential Mortgage Trust Series 2006-2, 5.89163%, 9/25/36 (Step) 5.8603 09/25/2036 11,984,000 11,307,696
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 219,297 180,428
Meritage Homes Corp., 7.0%, 4/1/22 7.0 04/01/2022 2,685,000 2,894,803
Ascent Resources - Utica Llc 2nd Lien Tl L + 17.5% 01jul19 8.0169 07/01/2019 239,295 60,422
Government National Mortgage Association I, 4.0%, 9/15/40 4.0 09/15/2040 384,588 122,845
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 3.5 07/27/2043 5,956,000 5,621,420
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 6.0 12/30/2019 1,900,000 2,151,817
Fannie Mae, 4.0%, 12/1/40 4.0 12/01/2040 9,810,000 5,726,404
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 10,452,106 5,101,313
Galileo Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 7.62 01/09/2017 6,150,000 6,207,844
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 6.5 03/10/2021 23,300,000 25,656,277
SUAM Finance BV, 4.875%, 4/17/24 (144A) 4.875 04/17/2024 5,300,000 5,415,330
Oversea-Chinese Banking Corp, Ltd., Floating Rate Note, 10/15/24 (144A) 4.0 10/15/2024 4,000,000 4,169,907
Government National Mortgage Association I, 4.0%, 10/15/43 4.0 10/15/2043 28,158 9,960
DriveTime Automotive Group, Inc., 8.0%, 6/1/21 (144A) 8.0 06/01/2021 3,955,000 3,690,454
Quanex Building Products Corp., Initial Term Loan, 10/7/22 6.25 10/07/2022 3,742,500 3,756,534
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 4.596 12/18/2036 5,000,000 5,201,506
Government National Mortgage Association I, 6.0%, 11/15/16 6.0 11/15/2016 1,500,000 3,182
President and Fellows of Harvard College, 2.3%, 10/1/23 2.3 10/01/2023 5,600,000 5,599,276
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 5.216 01/27/2042 14,228,000 8,656,789
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 4.25 10/01/2021 2,152,779 2,109,723
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 3.5 07/27/2043 4,196,000 4,015,591
Government National Mortgage Association I, 4.0%, 1/15/42 4.0 01/15/2042 5,790,059 1,839,300
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 871,367 77,074
VOLT XXV LLC, 3.5%, 6/26/45 (Step) (144A) 3.5 06/26/2045 4,000,000 3,225,648
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 5.375 07/15/2022 391,000 381,490
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 4.6 04/01/2022 11,010,000 11,871,462
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 247,591 162,729
Post Holdings, Inc., 6.75%, 12/1/21 (144A) 6.75 12/01/2021 6,890,000 7,414,105
Marfrig Holdings Europe BV, 8.375%, 5/9/18 (144A) 8.375 05/09/2018 4,150,000 4,439,592
Hyperion Insurance Group, Ltd., Initial Term Loan, 3/26/22 5.5 03/26/2022 1,683,000 1,673,183
Tronox Pigments Holland BV, New Term Loan, 3/19/20 4.5 03/19/2020 1,707,773 1,657,874
Vishay Intertechnology, Inc., 2.25%, 5/15/41 2.25 05/15/2041 13,410,000 10,472,372
Targus Group International, Inc., Term Loan, 5/24/16 15.0 05/24/2016 1,291,322 774,793
Mexican Udibonos, 3.5%, 12/14/17 3.5 12/14/2017 44,360,000 14,670,066
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 12.25 02/10/2022 5,000,000 5,379,861
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 3,500,000 16,100
Entercom Radio LLC, Term B-2 Loan, 11/23/18 4.0007 11/23/2018 1,215,451 1,215,957
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.25 07/25/2043 11,115,000 9,452,455
TIG FINCO Plc, 8.75%, 4/2/20 8.75 04/02/2020 1,263,147 1,568,161
Kane-Pi1 Flt% 07jul16 0.0 07/07/2016 7,017,560 7,035,806
Penn Products Terminals LLC, Tranche B Term Loan, 4/1/22 4.75 04/01/2022 1,827,036 1,785,928
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 6.876 06/27/2017 4,665,000 313,097
Silverton RE, Ltd., 0.0%, 9/18/18 (Cat Bond) (144A) 0.0 09/18/2018 5,350,000 5,568,815
Fannie Mae, 5.0%, 5/1/38 5.0 05/01/2038 9,123,173 585,936
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 3.5 11/01/2028 10,730,077 8,498,272
Australia Government Bond, 3.25%, 4/21/25 3.25 04/21/2025 41,257,000 33,335,194
Communications Sales & Leasing, Inc., 6.0%, 4/15/23 (144A) 6.0 04/15/2023 7,000,000 6,982,500
Government National Mortgage Association I, 4.0%, 4/15/45 4.0 04/15/2045 730,564 313,017
Banc of America Alternative Loan Trust 2004-3, 5.0%, 4/25/19 5.0 04/25/2019 2,680,000 140,548
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 0.9189 07/25/2035 6,674,000 5,361,477
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,000,000 1,913,253
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 27,510 23,728
Government National Mortgage Association I, 6.0%, 6/15/33 6.0 06/15/2033 2,500,000 102,308
COMM 2015-CCRE23 Mortgage Trust, Floating Rate Note, 5/12/48 (144A) 3.6845 05/12/2048 7,500,000 6,827,326
Fannie Mae, 4.5%, 11/1/40 4.5 11/01/2040 23,633,686 7,157,845
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 4.125 11/15/2026 2,000,000 1,888,659
Kane Sac Zero% 15jun16 0.0 06/15/2016 3,589,193 3,588,834
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 5.85 05/21/2043 11,805,000 7,742,162
Novelis, Inc., Initial Term Loan, 5/28/22 4.0 05/28/2022 3,548,188 3,535,325
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 4.95 05/23/2019 3,100,000 1,942,253
Neuberger Berman Group LLC, 4.875%, 4/15/45 (144A) 4.875 04/15/2045 10,150,000 8,598,819
Government National Mortgage Association II, 3.5%, 3/20/46 3.5 03/20/2046 3,150,000 3,359,089
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 2,104,379 1,660,052
Methanol Holdings Trinidad, Ltd., Initial Term Loan, 6/2/22 4.25 06/02/2022 4,242,938 3,945,932
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 6.885 07/31/2029 3,015,000 2,605,051
Bank of America Corp., Floating Rate Note (Perpetual) 6.3 12/31/2049 3,725,000 3,934,531
AT&T, Inc., 3.95%, 1/15/25 3.95 01/15/2025 26,995,000 28,671,925
17079z Zero% 31mar18 0.0 03/31/2018 5,600,000 392,000
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 3,027,156 544,308
Fannie Mae, 5.5%, 4/1/34 5.5 04/01/2034 2,750,000 135,198
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 4.5 09/01/2043 147,265 88,850
Fannie Mae, 7.0%, 7/1/31 7.0 07/01/2031 306,031 618
CEVA GROUP Plc, 0.0%, 12/31/14 0.0 06/30/2015 2,313 809,708
Fannie Mae, 4.0%, 11/1/42 4.0 11/01/2042 1,510,120 677,074
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 3.0 07/15/2021 7,000,000 2,063,122
Government National Mortgage Association I, 4.5%, 6/15/40 4.5 06/15/2040 6,803,817 1,704,617
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 1,135,738 134,394
Provincia de Neuquen Argentina, 7.875%, 4/26/21 (144A) 7.875 04/26/2021 2,300,000 1,407,735
International Finance Corp., 7.75%, 12/3/16 7.75 12/03/2016 1,036,140,000 16,129,619
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 550,167 173,835
AXA SA, 8.6%, 12/15/30 8.6 12/15/2030 10,060,000 13,807,752
Unifrax I LLC, New Term Euro Loan, 11/28/18 4.5 11/28/2018 3,813,413 4,057,430
Scientific Games International, Inc., 10.0%, 12/1/22 10.0 12/01/2022 18,000,000 15,622,000
Government National Mortgage Association I, 6.0%, 10/15/33 6.0 10/15/2033 3,000,000 83,565
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 3,000,000 202,447
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 267,357 209,710
Hmac Flt% 25jul34 04-3-M2 1.7389 07/25/2034 1,624,000 1,028,514
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 2,552,971 2,039,354
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 402,294 13,881
Fannie Mae, 4.0%, 9/1/37 4.0 09/01/2037 1,307,922 828,956
Lebac Zero% 11may16 0.0 05/11/2016 47,143,861 3,275,810
Alliant Holdings I LLC, Initial Term Loan, 7/28/22 4.5 07/28/2022 500,727 497,285
Flextronics International, Ltd., 5.0%, 2/15/23 5.0 02/15/2023 15,200,000 15,776,333
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 5.0 12/15/2030 4,585,000 5,274,171
Albany Molecular Research, Inc., Term Loan, 7/14/21 5.75 07/14/2021 3,532,250 3,545,496
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 0.6389 01/25/2036 3,550,000 481,984
Government National Mortgage Association I, 4.0%, 12/15/41 4.0 12/15/2041 100,000 15,720
Fannie Mae, 0.5%, 12/15/33 0.5 12/15/2033 7,290,000 6,961,950
Government National Mortgage Association I, 6.5%, 2/15/32 6.5 02/15/2032 417,022 4,755
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 4.501 10/25/2018 6,647,591 6,647,591
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 5.11 09/15/2021 3,010,000 3,023,162
Sequoia Mortgage Trust 2013-4, Floating Rate Note, 4/27/43 2.5 04/27/2043 10,220,000 7,589,726
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 8,000,000 243,899
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 5.0 07/01/2035 2,600,000 215,776
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3.19 03/18/2026 3,700,000 3,712,852
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 2.75 05/20/2027 7,250,000 4,794,824
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 135,000 72,211
Wells Fargo Mortgage Backed Securities 2005-AR7 Trust, Floating Rate Note, 5/25/35 3.048 05/25/2035 5,258,000 4,325,822
Fannie Mae, 6.5%, 11/1/32 6.5 11/01/2032 400,000 4,193
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 8.0 12/01/2018 3,875,000 3,460,806
Flt% 31mar19   03/31/2019 7,000,000 7,011,200
Government National Mortgage Association II, 3.5%, 3/20/45 3.5 03/20/2045 2,818,193 2,757,779
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 2.941 01/12/2046 8,000,000 8,316,770
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 2,323,967 1,814,229
CVS Pass-Through Trust, 6.036%, 12/10/28 6.036 12/10/2028 1,300,000 1,055,261
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 4.875 06/10/2025 11,800,000 12,309,375
Win Flt% 20sep44 14-2-B2 4.0978 09/20/2044 3,876,000 3,787,020
KB Home, 7.625%, 5/15/23 7.625 05/15/2023 5,985,000 6,313,863
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 6,883,801 4,272,894
UDR, Inc., 4.0%, 10/1/25 4.0 10/01/2025 16,383,000 17,488,496
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 6.5 02/01/2022 3,745,000 3,355,780
EQTY 2014-INNS Mortgage Trust, Floating Rate Note, 5/8/31 (144A) 3.89 05/08/2031 5,200,000 4,986,033
Nortek, Inc., Incremental-1 Loan, 10/30/20 3.5 10/30/2020 3,367,359 3,321,058
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 2,390,061 1,935,949
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 12,213,075 7,568,199
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 6.5 02/24/2021 3,925,000 4,537,754
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 4.4899 05/18/2016 12,050,000 12,130,936
American Airlines, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 3.0 11/23/2016 354,375 354,343
Equinix, Inc., 5.75%, 1/1/25 5.75 01/01/2025 6,275,000 6,684,676
Fannie Mae, 5.5%, 3/1/36 5.5 03/01/2036 900,090 105,562
Ormat Funding Corp., 8.25%, 12/30/20 8.25 12/30/2020 6,405,000 2,517,436
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 4.934 12/12/2044 1,550,000 1,724,308
Government National Mortgage Association I, 4.0%, 10/15/42 4.0 10/15/2042 78,039 37,512
WebMD Health Corp., 2.5%, 1/31/18 2.5 01/31/2018 5,480,000 6,302,000
WASH Multifamily Laundry Systems LLC, Initial US Term Loan (First Lien), 5/5/22 4.25 05/05/2022 295,606 293,758
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 9.0 06/10/2028 87,500,000 5,257,360
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 2,076,178 1,235,507
Federal Home Loan Mortgage Corp., 6.0%, 12/1/37 6.0 12/01/2037 5,000,000 199,466
Fannie Mae, 3.5%, 6/1/42 3.5 06/01/2042 2,314,862 1,663,619
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 5.75 12/15/2053 8,525,000 9,145,727
Prestige Auto Receivables Trust 2013-1, 3.04%, 7/15/20 (144A) 3.04 07/15/2020 2,000,000 1,977,036
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 4.375 04/10/2024 2,500,000 2,599,076
Fannie Mae, 4.5%, 9/1/41 4.5 09/01/2041 2,700,000 824,272
Russian Federal Bond - OFZ, 7.6%, 7/20/22 7.6 07/20/2022 25,000 386
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 4.79 11/25/2049 5,600,000 6,080,018
PSPC Escrow Corp., 6.0%, 2/1/23 (144A) 6.0 02/01/2023 1,045,000 1,070,375
Government National Mortgage Association I, 4.0%, 4/15/39 4.0 04/15/2039 90,132 16,753
Pangaea Zero% 01jul18 0.0 07/01/2018 11,730,000 211,140
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 7.0 11/15/2020 6,400,000 1,103,529
Gilead Sciences, Inc., 4.6%, 9/1/35 4.6 09/01/2035 10,275,000 11,346,373
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 2.9628 02/25/2034 7,754,500 3,188,945
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,522,582 165,080
Six Flags Theme Parks, Inc., Tranche B Term Loan, 6/30/22 3.5022 06/30/2022 1,424,238 1,431,359
Nevada Power Co., 6.5%, 8/1/18 6.5 08/01/2018 85,000 95,856
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 9.125 10/15/2020 7,250,000 7,658,190
Rgcare 8.25% 01may23 144a 8.25 05/01/2023 5,215,000 5,424,795
Government National Mortgage Association I, 4.5%, 1/15/40 4.5 01/15/2040 1,883,000 884,540
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 0.7089 04/25/2032 84,170,000 4,683,025
Brocade Communications Systems, Inc., 4.625%, 1/15/23 4.625 01/15/2023 1,500,000 1,467,734
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 6.75 04/30/2018 7,370,265 6,511,172
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 596,909 353,242
Citigroup Capital XIII, Floating Rate Note, 10/30/40 6.9881 10/30/2040 170,644 4,462,341
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 2.5 04/25/2043 10,928,000 7,130,810
Monitronics International, Inc., Term B Loan (2013), 3/23/18 4.25 03/23/2018 6,197,987 5,950,068
Alion Science & Technology Corp., Term Loan (First Lien), 8/13/21 5.5 08/13/2021 3,294,257 3,265,432
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 7.5 02/15/2022 1,200,000 1,287,750
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 543,395 216,166
PetSmart, Inc., Tranche B-1 Loan, 3/10/22 4.25 03/10/2022 5,451,762 5,440,918
Waste Industries USA, Inc., Initial Term Loan, 2/20/20 4.25 02/20/2020 2,648,250 2,664,802
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 6.625 03/20/2017 1,395,000 1,443,631
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 3,907,246 101,855
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 667,424 371,925
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 3.682 02/12/2046 4,500,000 4,691,917
Lebac Zero% 28dec16 0.0 12/28/2016 73,217,348 4,282,887
Reynolds American, Inc., 4.45%, 6/12/25 4.45 06/12/2025 10,875,000 12,229,202
Verizon Communications, Inc., 6.55%, 9/15/43 6.55 09/15/2043 25,616,000 33,998,183
Government National Mortgage Association I, 4.0%, 8/15/43 4.0 08/15/2043 2,615,205 1,042,398
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 6.0 01/01/2033 2,610,000 94,070
Banco Continental SA via Continental Trustees Cayman, Ltd., Floating Rate Note, 10/7/40 (144A) 7.375 10/07/2040 6,400,000 7,050,175
Impac CMB Trust Series 2004-4, Floating Rate Note, 9/25/34 1.0789 09/25/2034 73,742,000 2,511,435
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 3.75 11/25/2057 2,213,000 2,280,462
Kindred Healthcare, Inc., New Term Loan, 4/10/21 4.25 04/10/2021 8,530,490 8,509,164
Zero% 17jan17 0.0 01/17/2017 4,700,000 4,923,426
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 857,810 736,509
Fannie Mae, 4.0%, 2/1/42 4.0 02/01/2042 6,625,000 2,661,641
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 5.5 09/15/2020 2,141,566 2,146,528
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 3.5 08/20/2045 5,124,000 4,535,907
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 3.251 10/17/2045 2,365,416 2,456,753
Milea Flt% 15jul17 3.2 07/15/2017 693,676,297 6,485,969
Fannie Mae, 6.0%, 6/1/37 6.0 06/01/2037 4,500,000 285,798
Conn's Receivables Funding 2015-A LLC, 4.565%, 9/15/20 (144A) 4.565 09/15/2020 1,600,000 579,262
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 2.75 01/15/2020 100,000 100,457
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 389,492 286,541
Valeant Pharmaceuticals International, Inc., 4.5%, 5/15/23 4.5 05/15/2023 6,890,000 6,429,032
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 5.4701 08/12/2044 6,767,000 7,695,423
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 5.625 02/01/2021 12,650,000 12,746,852
Commonwealth of Puerto Rico, 8.0%, 7/1/35 8.0 07/01/2035 7,250,000 4,818,378
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 344,471 3,621
Prudential Financial, Inc., Floating Rate Note, 6/15/43 5.625 06/15/2043 1,865,000 1,983,173
WinWater Mortgage Loan Trust 2015-5, Floating Rate Note, 8/20/45 (144A) 3.8087 08/20/2045 4,829,000 4,715,550
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 5.875 02/01/2023 4,130,000 3,663,410
American Airlines 2013-2 Class A Pass Through Trust, 4.95%, 1/15/23 4.95 01/15/2023 3,600,000 3,291,294
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 269,204 159,515
MediArena Acquisition BV, Dollar Term B Loan (First Lien), 8/6/21 6.75 08/06/2021 2,472,393 2,122,137
Government National Mortgage Association II, 4.0%, 10/20/44 4.0 10/20/2044 15,115,000 9,726,103
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 5.623 05/12/2045 4,000,000 3,907,692
Fannie Mae, 5.5%, 4/1/36 5.5 04/01/2036 2,000,200 101,065
Fannie Mae, 7.0%, 5/1/28 7.0 05/01/2028 200,000 1,357
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3.952 06/25/2047 3,661,000 3,793,303
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 2.74 03/15/2021 1,200,000 1,186,556
Fannie Mae, 4.0%, 12/1/41 4.0 12/01/2041 17,790,000 5,717,314
Fannie Mae, 4.0%, 1/1/45 4.0 01/01/2045 47,503 46,025
JP Morgan Trust 2015-5, Floating Rate Note, 5/25/45 (144A) 2.8925 05/25/2045 2,126,000 1,921,076
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 335,845 241,241
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 703,797 41,363
Expedia, Inc., 5.95%, 8/15/20 5.95 08/15/2020 7,110,000 7,950,621
Sri Lanka Government International Bond, 6.85%, 11/3/25 (144A) 6.85 11/03/2025 9,470,000 9,643,520
Government National Mortgage Association I, 4.0%, 3/15/39 4.0 03/15/2039 50,000 12,779
Eco Services Operations LLC, Initial Term Loan, 10/10/21 4.75 10/10/2021 1,695,707 1,655,434
Norway Government Bond, 2.0%, 5/24/23 2.0 05/24/2023 63,500,000 8,455,461
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 8.375 08/01/2066 3,683,000 3,143,679
Confie Seguros Holding II Co., Term B Loan (First Lien), 11/9/18 5.75 11/09/2018 5,089,088 5,015,933
Morgan Stanley, 4.875%, 11/1/22 4.875 11/01/2022 4,400,000 4,893,881
DPx Holdings BV, 2015 Incremental Dollar Term Loan, 1/23/21 4.25 01/23/2021 2,416,950 2,400,333
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 3.25 12/20/2026 8,650,000 5,051,442
Qwest Corp., 7.375%, 6/1/51 7.375 06/01/2051 572,600 14,635,656
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5.375 09/20/2022 5,135,000 3,849,156
Fannie Mae, 6.0%, 7/1/38 6.0 07/01/2038 2,040,000 148,959
Southern California Edison Co., Floating Rate Note (Perpetual) 6.25 12/31/2049 14,425,000 16,047,111
Government National Mortgage Association I, 5.75%, 10/15/38 5.75 10/15/2038 711,536 81,913
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1.23 03/15/2019 1,000,000 98,077
Univar USA, Inc., Initial Dollar Term Loan, 6/25/22 4.25 06/25/2022 6,358,050 6,289,173
KB Home, 1.375%, 2/1/19 1.375 02/01/2019 8,790,000 8,462,786
Fannie Mae, 4.0%, 12/1/41 4.0 12/01/2041 220,620 91,488
Fannie Mae, 7.0%, 2/1/29 7.0 02/01/2029 43,569 449
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 5.75 01/15/2021 3,370,000 3,819,834
Government National Mortgage Association I, 4.5%, 6/15/41 4.5 06/15/2041 4,610,835 2,809,356
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 4,563,130 4,226,547
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 4.5618 05/23/2016 5,650,000 5,700,793
ING Groep NV, Floating Rate Note, 12/29/49 6.5 12/29/2049 25,229,000 23,290,221
Highwoods Realty LP, 3.625%, 1/15/23 3.625 01/15/2023 9,060,000 9,142,545
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 4.25 01/31/2021 1,285,186 1,283,981
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 5.0 12/01/2021 6,525,000 343,902
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 5.25 06/25/2033 1,413,328 526,810
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 1,307,438 1,297,682
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 5.5 12/15/2021 3,780,000 4,310,610
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 3.1878 03/25/2034 16,200,000 702,837
Thg 4.5% 15apr26 4.5 04/15/2026 12,750,000 12,936,482
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 3.9 06/15/2023 4,802,000 4,968,509
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 2.02 01/15/2019 500,000 498,389
Endo Finance LLC, 5.875%, 1/15/23 (144A) 5.875 01/15/2023 11,549,000 11,256,064
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 1,072,177 773,425
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 0.0 03/01/2020 2,750,000 3,438,875
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 0.7589 11/25/2035 45,820,000 3,893,488
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 9.5 07/18/2018 4,040,000 3,876,043
Gsaa Flt% 25aug35 05-9-M1 0.9189 08/25/2035 7,000,000 5,325,166
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 8,038,832 2,836,374
Lloyds Banking Group Plc, 4.65%, 3/24/26 4.65 03/24/2026 7,200,000 7,345,807
Bank of America Corp., 7.25% (Perpetual) 7.25 12/31/2049 1,414 1,666,116
International Finance Corp., 6.3%, 11/25/24 6.3 11/25/2024 358,950,000 5,411,682
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 1.1889 03/25/2035 7,373,000 6,259,464
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 6.1 02/15/2042 10,390,000 10,185,611
Adgb 3.125% 03may26 144a 3.125 05/03/2026 13,425,000 13,521,526
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 2,889,550 1,670,545
Agate Bay Mortgage Trust 2015-1, Floating Rate Note, 1/25/45 (144A) 3.5 01/25/2045 15,485,000 10,933,561
Government National Mortgage Association I, 4.5%, 9/15/33 4.5 09/15/2033 2,256,215 269,196
Talen Energy Supply LLC, 6.5%, 6/1/25 6.5 06/01/2025 9,570,000 8,751,600
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 4.277 09/05/2044 10,363,000 10,526,002
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 5,905,797 138,341
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 25,078 19,152
Domino's Pizza Master Issuer LLC, 3.484%, 10/25/45 (144A) 3.484 10/25/2045 9,500,000 9,276,886
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 534,346 351,315
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 6.113 01/15/2020 3,135,000 3,480,197
International Bank for Reconstruction & Development, 3.5%, 1/22/21 3.5 01/22/2021 56,560,000 40,663,889
Cincinnati Bell, Inc., 8.375%, 10/15/20 8.375 10/15/2020 7,371,000 7,580,997
Government National Mortgage Association I, 6.0%, 1/15/34 6.0 01/15/2034 1,135,007 60,334
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 29,985 20,082
Government National Mortgage Association I, 4.0%, 6/15/41 4.0 06/15/2041 133,093 14,648
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 3.95 01/11/2023 13,752,000 13,608,247
Nexeo Solutions LLC, Initial Loans, 9/8/17 5.0 09/08/2017 2,000,000 1,997,500
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.8052 06/28/2016 500,000 506,063
MHP SA, 8.25%, 4/2/20 (144A) 8.25 04/02/2020 10,800,000 9,735,300
Firstar Realty LLC, 8.875% (Perpetual) (144A) 8.875 12/31/2049 3,250 4,041,172
Ally Financial, Inc., 5.75%, 11/20/25 5.75 11/20/2025 7,595,000 7,884,163
CSMLT 2015-2 Trust, Floating Rate Note, 8/28/45 (144A) 3.5 08/28/2045 10,420,000 9,418,883
University of Southern California, 5.25%, 10/1/11 5.25   2,800,000 3,414,953
Wells Fargo Commercial Mortgage Trust 2010-C1, 4.0%, 11/18/43 (144A) 4.0 11/18/2043 4,225,000 3,846,648
Sitel Worldwide Corp 1st Lien Tl L + 5.5% 21aug21 6.5 08/21/2021 2,992,481 2,981,259
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 864,262 102,846
Fannie Mae, 3.5%, 9/1/45 3.5 09/01/2045 7,730,000 7,756,209
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 500,000 365,980
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 1,292,064 47,563
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 3,400,000 3,537,526
ICBCIL Finance Co, Ltd., Floating Rate Note, 11/13/18 (144A) 2.2882 11/13/2018 14,275,000 14,427,236
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 55,000 15,643
Government National Mortgage Association I, 4.0%, 4/15/43 4.0 04/15/2043 4,914,965 3,116,266
William Marsh Rice University, 4.626%, 5/15/63 4.626 05/15/2063 5,100,000 6,165,959
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 3.5 02/25/2045 5,000,000 4,117,237
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 0.9289 11/25/2035 11,786,000 8,933,072
Fannie Mae, 4.0%, 6/1/42 4.0 06/01/2042 933,899 582,103
Fannie Mae, 5.0%, 11/1/44 5.0 11/01/2044 57,000,000 42,647,908
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 5.75 01/25/2035 36,821,000 2,041,352
Valero Energy Corp., 9.375%, 3/15/19 9.375 03/15/2019 4,414,000 5,303,464
C Flt% 31dec49 Perpetual 6.25 12/31/2049 7,000,000 7,207,326
Unifrax I LLC, New Term Dollar Loan, 11/28/18 4.25 11/28/2018 3,982,461 3,783,338
Shearer's Foods LLC, Term Loan (First Lien), 6/19/21 4.9375 06/19/2021 797,975 795,980
Post Holdings, Inc., 7.75%, 3/15/24 (144A) 7.75 03/15/2024 3,500,000 3,840,156
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3.0 06/26/2045 19,497,000 17,670,932
Fannie Mae, 6.0%, 12/1/37 6.0 12/01/2037 7,118,373 235,349
Fannie Mae, 6.5%, 3/1/32 6.5 03/01/2032 124,988 4,157
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 5.0 12/01/2034 4,668,054 283,785
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 6.0 03/31/2021 4,009,906 1,964,854
Government National Mortgage Association I, 7.0%, 5/15/31 7.0 05/15/2031 138,853 1,651
Government National Mortgage Association I, 5.5%, 7/15/34 5.5 07/15/2034 4,540,000 328,516
AT&T, Inc., 4.75%, 5/15/46 4.75 05/15/2046 7,100,000 7,308,689
Fannie Mae, 4.0%, 8/1/44 4.0 08/01/2044 10,525,000 9,137,105
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 2.75 01/23/2021 453,598 452,010
Fkmt Flt% 25mar45 15-1-B3 3.9309 03/25/2045 4,835,000 4,521,253
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5.28 06/25/2045 5,565,000 5,519,107
Government National Mortgage Association I, 6.0%, 5/15/16 6.0 05/15/2016 192,300 11
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 279,401 231,215
Government National Mortgage Association I, 6.5%, 5/15/32 6.5 05/15/2032 1,000,000 24,301
International Paper Co., 3.8%, 1/15/26 3.8 01/15/2026 3,225,000 3,402,150
Liberty Tire Recycling LLC, 11.0%, 3/31/21 (144A) (PIK) 11.0 03/31/2021 4,123,108 3,145,588
JPMorgan Chase & Co., 4.25%, 11/2/18 4.25 11/02/2018 15,300,000 11,097,460
First Data Corp., New 2022B Dollar Term Loan, 7/10/22 4.1889 07/10/2022 3,000,000 3,002,679
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 5.0 07/03/2020 4,182,484 4,147,196
Vertafore, Inc., Term Loan 2013, 10/3/19 4.25 10/03/2019 5,768,666 5,787,293
Sequoia Mortgage Trust 2013-4 REMICS, Floating Rate Note, 4/27/43 2.325 04/27/2043 3,100,000 2,286,248
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 7.875 12/31/2049 11,500,000 11,138,966
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 3.6 09/22/2027 9,200,000 9,545,460
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 3.75 05/23/2018 5,950,000 6,044,704
Fannie Mae, 4.5%, 12/1/40 4.5 12/01/2040 721,000 350,450
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 5.75 07/10/2017 2,323,766 2,328,953
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 658,411 426,999
Morgan Stanley, Floating Rate Note (Perpetual) 5.55 12/31/2049 1,750,000 1,760,828
Nexeo Solutions LLC, Term B-3 Loan, 9/9/17 5.0 09/09/2017 2,400,000 2,400,000
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 800,000 10,111
Romania Government Bond, 5.95%, 6/11/21 5.95 06/11/2021 17,400,000 5,339,424
JP Morgan Chase Commercial Mortgage Securities Trust 2005-LDP4, Floating Rate Note, 10/15/42 5.129 10/15/2042 1,000,000 860,706
Kane Zero% 30jun16 0.0 06/30/2016 8,446,500 166,396
Bpl 5.85% 15nov43 5.85 11/15/2043 10,160,000 9,508,465
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 2.41 12/15/2022 5,000,000 4,321,903
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 3.75 04/30/2019 4,962,500 4,979,561
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 300,000 12,925
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 0.9389 03/25/2034 19,206,500 989,991
Steward Health Care System LLC, Term Loan, 4/10/20 6.75 04/10/2020 2,188,125 2,155,303
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 0.9889 07/25/2033 29,527,860 2,435,549
Caraustar Industries, Inc., Incremental Term Loan, 5/1/19 8.0 05/01/2019 5,684,310 5,672,470
Fannie Mae, 4.0%, 7/1/18 4.0 07/01/2018 75,000 1,897
Universal Hospital Services, Inc., 7.625%, 8/15/20 7.625 08/15/2020 7,871,000 7,474,974
Intel Corp., 4.9%, 7/29/45 4.9 07/29/2045 25,090,000 29,038,391
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1.1589 11/25/2035 1,855,000 1,351,890
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 3.74 05/17/2021 1,600,000 1,571,949
Fannie Mae, 4.0%, 12/1/44 4.0 12/01/2044 165,188 131,555
Fannie Mae, 6.0%, 1/1/33 6.0 01/01/2033 502,267 13,687
BM&FBovespa SA - Bolsa de Valores Mercadorias e Futuros, 5.5%, 7/16/20 (144A) 5.5 07/16/2020 7,180,000 7,527,432
Owens-Brockway Glass Container, Inc., 5.875%, 8/15/23 (144A) 5.875 08/15/2023 2,010,000 2,185,352
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 2.6328 08/14/2031 3,000,000 2,976,349
Navistar, Inc., Tranche B Term Loan, 8/17/17 6.5 08/17/2017 2,649,000 2,518,757
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6.875 11/01/2019 6,230,000 5,524,041
The Allstate Corp., 5.95%, 4/1/36 5.95 04/01/2036 4,700,000 6,043,110
Fannie Mae, 4.0%, 12/1/43 4.0 12/01/2043 1,800,000 1,521,031
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 16,959,804 9,569,573
Government National Mortgage Association I, 3.5%, 10/15/44 3.5 10/15/2044 1,060,699 674,353
Ineos Finance Plc, 4.0%, 5/1/23 (144A) 4.0 05/01/2023 16,450,000 18,751,009
General Motors Co., 6.6%, 4/1/36 6.6 04/01/2036 15,110,000 17,866,265
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 419,333 240,690
Government National Mortgage Association I, 4.0%, 6/15/42 4.0 06/15/2042 376,534 222,214
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 5.0 05/01/2034 1,278,937 50,147
Government National Mortgage Association I, 6.0%, 11/15/18 6.0 11/15/2018 197,092 1,059
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 2.25 04/25/2043 700,000 462,959
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 4.05 05/20/2020 1,400,000 1,337,826
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2.4238 01/08/2019 3,900,000 3,844,403
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 1,709,146 80,313
Sensata Technologies BV, Sixth Amendment Term Loan, 10/14/21 2.8809 10/14/2021 1,970,100 1,971,126
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 6.125 03/27/2020 7,850,000 7,971,239
International Game Technology, 7.5%, 6/15/19 7.5 06/15/2019 120,000 135,525
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 5.377 12/10/2046 3,500,000 3,389,841
JobsOhio Beverage System, 4.532%, 1/1/35 4.532 01/01/2035 4,480,000 5,097,079
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 2.9541 01/25/2035 19,862,000 3,225,780
Win Flt% 20jun44 14-1-B2 3.9408 06/20/2044 6,708,000 6,378,670
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,037,648 64,990
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 33,556 12,476
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5.625 03/30/2043 18,835,000 20,317,512
Deltek, Inc., Term Loan (First Lien), 12/31/22 5.0 12/31/2022 1,000,000 1,000,000
Spectra Energy Capital LLC, 6.75%, 7/15/18 6.75 07/15/2018 2,140,000 2,307,062
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 7.7 12/29/2049 16,850,000 15,741,223
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 514,545 308,199
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 4.75 04/30/2020 1,347,410 1,287,057
Molina Healthcare, Inc., 5.375%, 11/15/22 (144A) 5.375 11/15/2022 8,895,000 9,409,860
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 555,005 296,989
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 3.2143 03/27/2045 1,000,000 1,008,665
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 5.04 12/18/2036 6,100,000 6,343,450
Continental Airlines 2012-2 Class A Pass Through Trust, 4.0%, 10/29/24 4.0 10/29/2024 5,475,000 5,040,528
Apex Tool Group LLC, Term Loan, 1/31/20 9.0 01/31/2020 4,075,505 4,001,637
AES Corp. Virginia, 5.5%, 4/15/25 5.5 04/15/2025 10,000,000 10,047,917
Marfrig Overseas, Ltd., 9.5%, 5/4/20 (144A) 9.5 05/04/2020 3,750,000 4,017,917
Sanchez Energy Corp., 6.125%, 1/15/23 6.125 01/15/2023 9,865,000 7,550,322
Doosan Infracore International, Inc., Tranche B Term Loan, 4/24/21 4.5 04/24/2021 1,874,131 1,851,875
Denbury Resources, Inc., 4.625%, 7/15/23 4.625 07/15/2023 10,196,000 6,127,690
American Greetings Corp., 7.375%, 12/1/21 7.375 12/01/2021 420,000 445,420
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 25,000 3,849
Morgan Stanley, 4.1%, 5/22/23 4.1 05/22/2023 13,200,000 13,884,980
Flt% 31mar19   03/31/2019 4,000,000 4,000,000
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 5.25 12/15/2045 3,000,000 2,000,180
Store Master Funding I LLC, 3.75%, 4/20/45 (144A) 3.75 04/20/2045 6,500,000 6,138,735
Government National Mortgage Association II, 4.5%, 1/20/35 4.5 01/20/2035 4,000,000 550,550
T-Mobile USA, Inc., 6.542%, 4/28/20 6.542 04/28/2020 4,150,000 4,349,069
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 5.737 03/30/2021 3,775,000 2,571,653
Government National Mortgage Association I, 5.5%, 12/15/35 5.5 12/15/2035 2,360,900 173,435
US Residential Opportunity Fund III Trust 2015-1, 3.7213%, 1/29/35 (144A) 3.7213 01/29/2035 5,300,000 3,630,664
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3.5 03/25/2055 3,500,000 2,692,113
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 48,381 20,437
KB Home, 8.0%, 3/15/20 8.0 03/15/2020 1,500,000 1,635,000
New Jersey Economic Development Authority, 0.0%, 2/15/18 0.0 02/15/2018 19,893,000 19,174,863
PDC Energy, Inc., 7.75%, 10/15/22 7.75 10/15/2022 8,700,000 9,032,594
Wells Fargo Commercial Mortgage Trust 2014-LC16 REMICS, 2.819%, 8/17/50 2.819 08/17/2050 3,525,000 3,634,308
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,050,000 1,977,610
Government National Mortgage Association I, 4.0%, 4/15/39 4.0 04/15/2039 80,758 20,393
Blue Cube Spinco, Inc., 10.0%, 10/15/25 (144A) 10.0 10/15/2025 1,265,000 1,463,183
Outerwall, Inc., 6.0%, 3/15/19 6.0 03/15/2019 5,420,000 4,878,000
Fannie Mae, 3.5%, 11/1/40 3.5 11/01/2040 10,200,000 4,481,190
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 1.3989 07/25/2035 7,200,000 6,598,198
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 6.0 06/01/2035 4,500,000 176,868
Government National Mortgage Association I, 6.0%, 8/15/32 6.0 08/15/2032 6,200,000 192,073
Biogen, Inc., 3.625%, 9/15/22 3.625 09/15/2022 7,650,000 8,197,382
ContourGlobal Power Holdings SA, 7.125%, 6/1/19 (144A) 7.125 06/01/2019 6,625,000 6,754,118
Turkiye Is Bankasi, 5.375%, 10/6/21 (144A) 5.375 10/06/2021 6,345,000 6,497,041
Builders FirstSource, Inc., Initial Term Loan, 7/24/22 6.0 07/24/2022 997,703 998,171
Government National Mortgage Association I, 4.0%, 12/15/41 4.0 12/15/2041 33,303 19,522
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 2.61 10/15/2019 1,150,000 1,140,552
Barclays Plc, 4.375%, 1/12/26 4.375 01/12/2026 8,700,000 8,880,542
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 21,530,000 22,117,063
JP Morgan Chase Commercial Mortgage Securities Trust 2014-INN, Floating Rate Note, 6/15/29 (144A) 2.1328 06/15/2029 6,750,000 6,599,320
Government National Mortgage Association I, 5.0%, 9/15/33 5.0 09/15/2033 5,011,663 618,484
Cengage Learning Acquisitions, Inc., Term Loan, 3/6/20 7.0 03/06/2020 3,500,000 3,486,000
Level 3 Financing, Inc., 5.375%, 1/15/24 (144A) 5.375 01/15/2024 4,200,000 4,328,844
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2.5 03/25/2043 9,120,000 4,768,611
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 5.3693 09/25/2045 4,160,000 4,610,888
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 231,066 148,691
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 7.0 06/30/2035 1,600,000 1,283,567
The Medicines Co., 2.5%, 1/15/22 2.5 01/15/2022 885,000 1,087,259
First Data Corp., 2021 New Dollar Term Loan, 3/24/21 4.4389 03/24/2021 1,764,765 1,771,163
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 7.25 01/15/2021 3,400,000 3,701,396
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 379,505 351,979
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 921,511 537,877
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 6.9585 12/06/2019 5,100,000 5,147,303
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 424,314 201,394
VOLT XXXVI LLC, 3.625%, 7/25/45 (Step) (144A) 3.625 07/25/2045 6,500,000 5,286,824
Dycom Industries, Inc., 0.75%, 9/15/21 (144A) 0.75 09/15/2021 7,960,000 8,186,363
GreenPoint Home Equity Loan Trust 2004-2, Floating Rate Note, 1/15/30 1.28 01/15/2030 80,170,000 383,881
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 6.55 04/25/2037 2,500,000 1,195,748
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 8.875 09/15/2020 285,000 304,905
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 7.25 05/01/2019 6,440,000 6,704,353
Brazil Letras do Tesouro Nacional, 0.0%, 1/1/19 0.0 01/01/2019 170,000,000 36,096,822
Bpl 5.6% 15oct44 5.6 10/15/2044 1,090,000 965,082
Fannie Mae, 6.5%, 10/1/32 6.5 10/01/2032 511,093 15,347
CHS, 6.875%, 2/1/22 6.875 02/01/2022 5,640,000 5,200,060
Government National Mortgage Association I, 6.0%, 11/15/33 6.0 11/15/2033 3,200,000 255,468
Frontier Communications Corp., 8.75%, 4/15/22 8.75 04/15/2022 10,355,000 10,263,315
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 7.25 01/15/2019 2,725,000 3,077,326
TASC, Inc. Virginia, First Lien Term Loan, 5/12/20 7.0 05/12/2020 2,566,102 2,558,597
Zero% 30nov20 0.0 11/30/2020 14,121,000 14,472,613
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3.0 06/25/2043 4,155,000 3,068,837
Amherst College, 3.794%, 11/1/42 3.794 11/01/2042 2,300,000 2,384,428
Fannie Mae, 4.5%, 3/1/41 4.5 03/01/2041 2,414,394 1,020,015
RPI Finance Trust, Term B-3 Term Loan, 11/9/18 3.25 11/09/2018 7,739,979 7,750,459
Government National Mortgage Association I, 4.5%, 3/15/38 4.5 03/15/2038 15,595,138 2,453,098
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.7325 04/30/2018 1,300,000 1,301,463
CeramTec Service GmbH, Initial Dollar Term B-1 Loan, 8/30/20 4.25 08/30/2020 4,974,739 4,977,848
Valeant Pharmaceuticals International, Inc., Series E-1 Tranche B Term Loan, 8/5/20 4.75 08/05/2020 6,169,646 6,010,265
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 10,309,150 1,214,653
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 4.5 11/01/2040 2,993,000 1,124,140
Ecuador Government International Bond, 10.5%, 3/24/20 (144A) 10.5 03/24/2020 9,387,000 8,969,279
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 2,975,000 74,923
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 4.0 02/19/2019 3,821,274 3,836,399
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 9.75 12/12/2017 1,327,863 866,430
Government National Mortgage Association I, 4.0%, 8/15/40 4.0 08/15/2040 911,552 328,929
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 368,090 322,677
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 3.875 06/27/2024 16,216,000 16,755,078
Province of Salta Argentina, 9.5%, 3/16/22 (144A) 9.5 03/16/2022 4,900,000 3,560,107
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 7.875 09/25/2017 843,000 898,230
Government National Mortgage Association I, 4.0%, 7/15/40 4.0 07/15/2040 1,811,374 664,826
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 7.5043 03/01/2022 11,600,000 12,525,665
WASH Multifamily Laundry Systems LLC, Initial Canadian Term Loan (First Lien), 5/15/22 4.25 05/15/2022 51,769 51,446
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 4.5 03/01/2044 87,965 46,489
Fannie Mae, 3.5%, 12/1/42 3.5 12/01/2042 2,047,400 1,511,388
Fannie Mae, 4.0%, 9/1/44 4.0 09/01/2044 286,008 215,656
Government National Mortgage Association II, 3.5%, 8/20/45 3.5 08/20/2045 13,275,000 13,126,911
Nakilat, Inc., 6.067%, 12/31/33 (144A) 6.067 12/31/2033 1,965,000 2,276,891
Ziggo BV, US$ B2 Facility, 1/15/22 3.6478 01/15/2022 1,668,085 1,664,567
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 36,178 30,875
Flextronics International, Ltd., 4.625%, 2/15/20 4.625 02/15/2020 4,615,000 4,861,928
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 558,953 453,461
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 4.0 08/19/2019 1,786,476 1,790,385
NSG Holdings LLC, New Term Loan, 12/11/19 3.75 12/11/2019 3,645,029 3,590,353
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 2,205,966 1,751,326
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3.875 01/31/2028 3,200,000 3,206,808
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 4.393 08/17/2045 1,275,000 1,383,468
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 5.625 03/01/2025 3,400,000 3,346,344
International Game Technology Plc, 6.5%, 2/15/25 (144A) 6.5 02/15/2025 6,926,000 7,106,365
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 1,500,000 1,433,453
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 2,507,462 1,813,239
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 5.0 09/25/2039 3,078,000 136,446
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 4.125 11/01/2022 7,000,000 4,345,673
BNP Paribas SA, Floating Rate Note (Perpetual) (144A) 7.625 12/31/2049 16,300,000 16,773,775
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 6.995 04/15/2029 1,500,000 45,242
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3.276 01/22/2019 3,800,000 3,570,566
Expedia, Inc., 4.5%, 8/15/24 4.5 08/15/2024 9,810,000 10,031,971
Numericable-SFR SA, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 5,350,000 5,423,830
Government National Mortgage Association II, 5.5%, 3/20/34 5.5 03/20/2034 1,800,000 167,911
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 5.25 04/25/2032 6,500,000 1,369,524
Wachovia Capital Trust III, Floating Rate Note (Perpetual) 5.5698 12/31/2049 660,000 663,047
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 300,000 21,348
The Williams Companies, Inc., 7.5%, 1/15/31 7.5 01/15/2031 8,250,000 7,852,969
Government National Mortgage Association I, 4.0%, 5/15/44 4.0 05/15/2044 1,157,236 618,523
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 3.9767 10/17/2045 4,000,000 4,214,097
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 4.831 05/15/2048 1,054,000 994,897
LDK Solar Co, Ltd., 5.535%, 12/31/18 5.535 12/31/2018 2,051,820 307,773
Government National Mortgage Association I, 4.0%, 4/15/41 4.0 04/15/2041 78,634 31,001
Frontier Communications Corp., 7.125%, 1/15/23 7.125 01/15/2023 1,535,000 1,390,374
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 27,967 28,875
Government National Mortgage Association II, 6.0%, 10/20/33 6.0 10/20/2033 3,655,000 239,456
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 45,640 16,643
Fannie Mae, 4.0%, 10/1/43 4.0 10/01/2043 6,376,304 5,237,485
Fannie Mae, 4.5%, 3/1/41 4.5 03/01/2041 3,179,532 1,129,062
DR Horton, Inc., 5.75%, 8/15/23 5.75 08/15/2023 7,780,000 8,612,298
Atkore International, Inc., Initial Term Loan (First Lien), 3/27/21 4.5 03/27/2021 1,670,250 1,645,544
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 7.875 10/28/2019 9,539,000 10,613,449
Sotheby's, 5.25%, 10/1/22 (144A) 5.25 10/01/2022 525,000 497,033
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 11,550,000 3,083,651
West Corp., Term B-10 Loan, 6/30/18 3.25 06/30/2018 1,911,936 1,906,110
TaxACT, Inc., Initial Term Loan, 12/31/22 7.0 12/31/2022 1,064,516 1,073,831
Cleaver-Brooks, Inc., 8.75%, 12/15/19 (144A) 8.75 12/15/2019 1,080,000 1,093,838
Nakilat, Inc., 6.267%, 12/31/33 (144A) 6.267 12/31/2033 4,240,000 4,274,579
Fannie Mae, 6.5%, 5/1/31 6.5 05/01/2031 392,161 1,479
Carrizo Oil & Gas, Inc., 7.5%, 9/15/20 7.5 09/15/2020 4,655,000 4,721,916
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 249,725 158,262
Ascent Resources - Utica LLC, 3.5%, 3/1/21 (144A) (PIK) 3.5 03/01/2021 4,544,010 199,101
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 0.6589 04/25/2031 8,695,768 718,719
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 0.0 12/01/2019 27,573 193,932
Altisource Solutions Sarl, Term B Loan, 12/9/20 4.5 12/09/2020 3,829,239 3,341,011
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 9,200,000 3,735,560
Fannie Mae, 6.0%, 12/1/33 6.0 12/01/2033 2,000,000 105,362
Citicorp Residential Mortgage Trust Series 2007-1, 5.8114%, 3/25/37 (Step) 5.7698 03/25/2037 10,393,000 9,037,730
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 3.1 06/10/2021 800,000 802,311
CenturyLink, Inc., 6.45%, 6/15/21 6.45 06/15/2021 4,100,000 4,281,169
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 8.125 12/31/2049 17,450,000 18,162,845
Denbury Resources, Inc., 5.5%, 5/1/22 5.5 05/01/2022 4,290,000 2,873,645
The Allstate Corp., Floating Rate Note, 5/15/57 6.5 05/15/2057 1,244,000 1,380,581
Consumer Credit Origination Loan Trust 2015-1, 2.82%, 3/15/21 (144A) 2.82 03/15/2021 3,000,000 976,349
Fannie Mae, 4.0%, 11/1/43 4.0 11/01/2043 8,931,305 8,006,150
Government National Mortgage Association II, 5.5%, 10/20/37 5.5 10/20/2037 50,000 11,776
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3.1 12/15/2023 3,100,000 1,447,382
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 240,401 70,938
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 3,344,903 2,843,901
TIG FINCO Plc, Floating Rate Note, 3/2/20 (144A) 8.5 03/02/2020 222,908 331,630
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 4.5 10/01/2043 1,233,226 810,115
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5.873 05/15/2041 5,950,000 511,321
Fly Leasing, Ltd., 6.375%, 10/15/21 6.375 10/15/2021 1,750,000 1,719,648
Prime Security Services Borrower LLC, Term B Loan (First Lien), 6/19/21 5.0 06/19/2021 1,432,808 1,436,987
Banco Internacional del Peru SAA Panama, 5.75%, 10/7/20 (144A) 5.75 10/07/2020 6,843,000 7,525,067
Zero% 01feb18 0.0 02/01/2018 3,605,000 3,667,367
Zero% 30nov20 0.0 11/30/2020 6,500,000 6,687,200
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 3,268,335 3,342,920
Government National Mortgage Association I, 4.0%, 7/15/39 4.0 07/15/2039 76,956 28,248
Government National Mortgage Association I, 6.0%, 9/15/33 6.0 09/15/2033 1,501,891 61,805
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 9.625 03/01/2019 4,070,000 4,337,701
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 5.2 04/12/2021 1,800,000 1,792,151
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 6.625 12/31/2049 5,750,000 5,458,527
Fannie Mae, 4.0%, 5/1/42 4.0 05/01/2042 530,000 355,709
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 2.7967 08/25/2033 44,701,000 1,642,645
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 6.0 03/01/2033 563,857 10,828
Key Safety Systems, Inc., Initial Term Loan, 7/28/21 4.75 07/28/2021 1,985,814 1,989,537
Delphi Financial Group, Inc., 7.875%, 1/31/20 7.875 01/31/2020 10,110,000 11,875,706
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.9389 02/25/2035 10,000,000 1,242,764
Fannie Mae, 5.0%, 6/1/35 5.0 06/01/2035 77,359,128 5,334,408
Fannie Mae, 5.0%, 4/1/22 5.0 04/01/2022 327,117 10,039
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 319,725 164,144
Federal National Mortgage Association, 4.0%, 2/1/44 4.0 02/01/2044 29,000 21,316
Nuance Communications, Inc., 1.0%, 12/15/35 (144A) 1.0 12/15/2035 1,125,000 1,021,188
Government National Mortgage Association, 4.5%, 9/20/39 4.5 09/20/2039 9,820,000 7,804,306
Government National Mortgage Association I, 4.0%, 6/15/43 4.0 06/15/2043 354,866 134,268
Fannie Mae, 5.5%, 12/1/35 5.5 12/01/2035 2,799,824 249,341
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 3.1297 09/26/2044 8,399,600 4,745,640
TA MFG., Ltd., 3.625%, 4/15/23 3.625 04/15/2023 1,850,000 1,969,347
Baylor University, 4.313%, 3/1/42 4.313 03/01/2042 4,550,000 4,897,795
Hexion, Inc., 8.875%, 2/1/18 8.875 02/01/2018 1,575,000 1,255,182
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 6.384 10/23/2035 21,530,000 25,565,956
Msc 4.012% 09sep32 14-150e-As 4.012 09/09/2032 2,300,000 2,470,625
Fannie Mae, 5.5%, 3/1/21 5.5 03/01/2021 5,000,000 368,769
Government National Mortgage Association I, 4.0%, 2/15/44 4.0 02/15/2044 474,636 386,876
Government National Mortgage Association I, 4.0%, 4/15/40 4.0 04/15/2040 721,285 312,461
Sanchez Energy Corp., 7.75%, 6/15/21 7.75 06/15/2021 1,025,000 872,852
GENEX Holdings, Inc., Term B Loan (First Lien), 5/22/21