Pioneer Investments: Pioneer Strategic Income Fund


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Pioneer Strategic Income Fund

Monthly Portfolio Holdings as of 2/29/2016

Security Name Coupon Maturity Date Par / Shares Market Value($)
Acgl Zero% 01jul16 0.0 07/01/2016 3,554,000 3,967,330
Fannie Mae, 0.5%, 12/15/33 0.5 12/15/2033 7,290,000 6,764,614
Dole Food Co, Inc., 7.25%, 5/1/19 (144A) 7.25 05/01/2019 6,440,000 6,466,833
Minerva Luxembourg SA, 12.25%, 2/10/22 (144A) 12.25 02/10/2022 5,000,000 5,105,729
Cnc 5.625% 15feb21 144a 5.625 02/15/2021 5,850,000 6,131,531
Ausdrill Finance Pty, Ltd., 6.875%, 11/1/19 (144A) 6.875 11/01/2019 6,230,000 4,566,071
Pelabuhan Indonesia II PT, 4.25%, 5/5/25 (144A) 4.25 05/05/2025 10,840,000 10,134,798
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 4.7657 04/25/2044 9,582,000 10,024,380
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 2,205,966 1,786,817
Fannie Mae, 6.0%, 3/1/33 6.0 03/01/2033 350,000 2,968
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 3.25 12/20/2026 9,400,000 5,843,085
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 2,821,064 1,847,797
Government National Mortgage Association I, 4.0%, 7/15/45 4.0 07/15/2045 91,415 91,841
Fannie Mae, 6.0%, 7/1/38 6.0 07/01/2038 2,040,000 149,802
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 2,323,967 2,010,239
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 240,401 77,058
Part 3.04% 15jul20 13-1-D 3.04 07/15/2020 2,000,000 1,987,027
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 7.875 10/28/2019 9,539,000 10,379,922
Citigroup Capital XIII, Floating Rate Note, 10/30/40 6.9881 10/30/2040 170,644 4,354,835
Numericable-SFR SAS, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 5,350,000 5,310,767
Inter-American Development Bank, 6.0%, 9/5/17 6.0 09/05/2017 208,750,000 3,117,706
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 7.5 02/15/2022 1,200,000 1,171,000
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 6.0 06/01/2035 4,500,000 177,508
Mexican Udibonos, 3.5%, 12/14/17 3.5 12/14/2017 44,360,000 13,932,700
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 2.02 01/15/2019 500,000 497,685
Fannie Mae, 4.0%, 5/1/42 4.0 05/01/2042 530,000 356,885
Government National Mortgage Association I, 4.0%, 1/15/40 4.0 01/15/2040 44,880 20,009
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 2.7969 04/19/2034 4,875,000 182,069
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 3.791 08/17/2045 1,900,000 1,998,015
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 514,545 308,107
Oxford Finance Funding Trust 2014-1, 3.475%, 12/15/22 (144A) 3.475 12/15/2022 5,400,000 5,386,902
Samarco Mineracao SA, 5.75%, 10/24/23 (144A) 5.75 10/24/2023 3,000,000 1,425,854
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 300,440 168,567
Bear Stearns ARM Trust 2003-9, Floating Rate Note, 2/25/34 2.931 02/25/2034 7,754,500 3,256,498
Crowne Group LLC, Term Loan (First Lien), 9/29/20 6.0 09/29/2020 1,777,500 1,670,850
Minerva Luxembourg SA, 7.75%, 1/31/23 (144A) 7.75 01/31/2023 11,120,000 10,588,171
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 0.5258 04/25/2037 5,678,000 1,019,276
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 3,500,000 32,900
VAT Holding AG, Term Loan, 2/11/21 4.25 02/11/2021 1,414,833 1,381,231
Navistar, Inc., Tranche B Term Loan, 8/17/17 6.5 08/17/2017 399,000 343,140
Fannie Mae, 4.5%, 2/1/44 4.5 02/01/2044 15,392,410 9,372,728
NCR Corp., 6.375%, 12/15/23 6.375 12/15/2023 10,635,000 10,565,429
Fannie Mae, 4.5%, 11/1/40 4.5 11/01/2040 12,358,351 3,874,969
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 2,507,462 1,819,898
Commercial Vehicle Group, Inc., 7.875%, 4/15/19 7.875 04/15/2019 1,059,000 915,770
Fannie Mae, 5.5%, 2/1/33 5.5 02/01/2033 500,000 6,551
Fannie Mae, 6.0%, 5/1/33 6.0 05/01/2033 1,200,000 96,900
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 5.5 03/01/2022 11,820,000 13,723,020
CenturyLink, Inc., 7.6%, 9/15/39 7.6 09/15/2039 3,510,000 3,036,306
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 8.249 06/06/2016 4,500,000 4,625,050
Constellation Brands, Inc., 4.75%, 11/15/24 4.75 11/15/2024 2,560,000 2,717,404
Government National Mortgage Association I, 7.0%, 6/15/29 7.0 06/15/2029 75,078 978
Red de Carreteras de Occidente SAPIB de CV, 9.0%, 6/10/28 (144A) 9.0 06/10/2028 87,500,000 4,861,354
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 91,759 27,320
Government National Mortgage Association I, 4.0%, 9/15/40 4.0 09/15/2040 384,588 128,127
Bayview Opportunity Master Fund IIA Trust 2012-4NPL Series III, Floating Rate Note, 2/28/35 (144A) 3.721 02/28/2035 2,100,000 992,259
Norway Government Bond, 2.0%, 5/24/23 2.0 05/24/2023 63,500,000 7,906,758
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 4,910,088 2,714,509
Pacific Exploration and Production Corp., 5.375%, 1/26/19 (144A) 5.375 01/26/2019 3,760,000 553,099
Owens-Brockway Glass Container, Inc., 5.875%, 8/15/23 (144A) 5.875 08/15/2023 2,010,000 2,075,548
Fannie Mae, 4.0%, 10/1/43 4.0 10/01/2043 6,376,304 5,360,625
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 2.5 03/20/2025 2,450,000 315,428
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 864,262 102,679
American Credit Acceptance Receivables Trust 2014-1, 5.2%, 4/12/21 (144A) 5.2 04/12/2021 1,800,000 1,817,872
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 5.2001 09/25/2045 4,160,000 4,463,210
Energy Transfer Equity 1st Lien Tl-B L + 2.9717% 02dec19 3.5919 12/02/2019 2,650,000 2,151,469
COMM 2012-LC4 Mortgage Trust, Floating Rate Note, 12/12/44 4.934 12/12/2044 1,550,000 1,669,863
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 3.5 11/01/2028 10,730,077 8,698,535
Government National Mortgage Association I, 5.125%, 10/15/38 5.125 10/15/2038 1,865,279 634,030
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 6.625 12/31/2049 19,525,000 17,447,304
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 5.875 06/24/2019 4,385,000 4,290,872
Spectrum Brands, Inc., USD Term Loan, 6/16/22 3.5 06/16/2022 109,724 109,690
Rent-A-Center, Inc., Term Loan (2014), 2/6/21 3.75 02/06/2021 1,781,864 1,612,587
Far East Capital, Ltd. SA, 8.0%, 5/2/18 8.0 05/02/2018 3,150,000 1,831,550
Government National Mortgage Association I, 6.0%, 6/15/17 6.0 06/15/2017 2,359,004 15,558
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 300,000 13,029
Alliant Holdings I LLC, Initial Term Loan, 7/28/22 4.5 07/28/2022 501,988 486,772
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2.979 04/17/2047 2,075,000 2,153,127
Cardtronics, Inc., 1.0%, 12/1/20 1.0 12/01/2020 2,585,000 2,447,672
Federal Home Loan Mortgage Corp., 6.5%, 9/1/32 6.5 09/01/2032 100,000 2,642
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2.5052 01/08/2019 3,900,000 3,831,122
HCA, Inc., 6.5%, 2/15/20 6.5 02/15/2020 3,800,000 4,220,238
MA FinanceCo LLC, Initial Tranche B Term Loan, 10/7/21 5.25 10/07/2021 2,392,723 2,291,032
Kindred Healthcare, Inc., 6.375%, 4/15/22 6.375 04/15/2022 5,070,000 4,266,828
Fannie Mae, 6.5%, 3/1/32 6.5 03/01/2032 124,988 4,196
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 3.1041 03/27/2045 1,000,000 1,016,887
Exeter Automobile Receivables Trust 2012-2, 3.06%, 7/16/18 (144A) 3.06 07/16/2018 3,000,000 3,010,983
Fannie Mae, 6.0%, 12/1/33 6.0 12/01/2033 2,000,000 109,436
Eaton Vance Corp., 6.5%, 10/2/17 6.5 10/02/2017 19,000 20,636
Rent-A-Center, Inc., 6.625%, 11/15/20 6.625 11/15/2020 1,995,000 1,694,766
Globo Comunicacao e Participacoes SA, 4.843%, 6/8/25 (Step) (144A) 4.843 06/08/2025 3,505,000 3,000,861
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 5.0 06/01/2018 1,992,902 1,980,447
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 5.737 03/30/2021 3,775,000 2,721,425
Capital One Financial Corp., Floating Rate Note (Perpetual) 5.55 12/31/2049 18,800,000 18,449,850
Zero% 01feb18 0.0 02/01/2018 852,000 861,542
Norway Government Bond, 4.5%, 5/22/19 4.5 05/22/2019 118,980,000 15,908,851
University of Southern California, 5.25%, 10/1/11 5.25   2,800,000 3,442,502
SolarCity Corp., 1.625%, 11/1/19 1.625 11/01/2019 1,984,000 1,126,747
TerraForm Power Operating LLC, 5.875%, 2/1/23 (144A) 5.875 02/01/2023 4,130,000 3,117,720
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 9.625 03/01/2019 4,070,000 3,675,719
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.3125 06/28/2016 3,350,000 3,368,834
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 150,000 3,677
Flextronics International, Ltd., 5.0%, 2/15/23 5.0 02/15/2023 15,200,000 15,290,778
Citicorp Residential Mortgage Trust Series 2007-1, 5.83348%, 3/25/37 (Step) 5.8114 03/25/2037 5,893,000 5,099,600
Romania Government Bond, 5.85%, 4/26/23 5.85 04/26/2023 41,660,000 12,439,488
RAMP Series 2004-RS1 Trust, 5.665%, 1/25/34 (Step) 5.665 01/25/2034 2,204,000 989,938
Guanay Finance, Ltd., 6.0%, 12/15/20 (144A) 6.0 12/15/2020 6,975,000 6,644,850
Government National Mortgage Association I, 4.0%, 4/15/45 4.0 04/15/2045 730,564 435,390
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 3.262 03/15/2017 3,900,000 1,032,992
T-Mobile USA, Inc., 6.542%, 4/28/20 6.542 04/28/2020 4,150,000 4,320,137
Laureate Education, Inc., New Series 2018 Extended Term Loan, 6/16/18 5.0 06/16/2018 3,000,000 2,302,500
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 135,000 75,914
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 4.881 07/25/2044 5,450,000 5,728,986
Platform Specialty Products Corp., 6.5%, 2/1/22 (144A) 6.5 02/01/2022 3,395,000 2,768,340
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3.75 11/25/2054 7,793,312 5,669,783
HOA Funding LLC, 4.846%, 8/22/44 (144A) 4.846 08/22/2044 13,800,000 11,981,466
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 6.125 03/27/2020 7,850,000 7,966,033
Government National Mortgage Association I, 6.0%, 7/15/33 6.0 07/15/2033 2,789,309 214,400
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 6.625%, 10/14/22 (144A) 6.625 10/14/2022 3,500,000 3,675,741
Golar LNG, Ltd., 3.75%, 3/7/17 3.75 03/07/2017 1,700,000 1,569,496
TI Group Automotive Systems LLC, Initial US Term Loan, 6/25/22 4.5 06/25/2022 5,910,099 5,718,021
Fannie Mae, 3.5%, 8/1/42 3.5 08/01/2042 12,265,072 9,449,077
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 54,280 50,119
Zero% 01feb18 0.0 02/01/2018 2,753,000 2,783,834
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 1,050,000 852,872
Zero% 30nov20 0.0 11/30/2020 1,148,500 1,176,638
Welltower, Inc., 5.25%, 1/15/22 5.25 01/15/2022 3,150,000 3,417,937
The Williams Companies, Inc., 7.75%, 6/15/31 7.75 06/15/2031 8,880,000 6,805,287
Milacron LLC, Term Loan, 9/28/20 4.5 09/28/2020 3,500,000 3,438,750
Citigroup, Inc., Floating Rate Note (Perpetual) 5.95 12/31/2049 15,280,000 14,517,889
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 4.693 10/17/2045 1,775,000 1,766,310
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 2.7493 08/25/2033 44,701,000 1,769,234
Government National Mortgage Association I, 7.0%, 8/15/29 7.0 08/15/2029 712,236 8,887
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 10,309,150 1,277,165
Nexeo Solutions LLC, Term B-3 Loan, 9/9/17 5.0 09/09/2017 2,400,000 2,349,000
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 5.6252 08/12/2044 6,767,000 7,453,556
Deltek, Inc., Term Loan (First Lien), 12/31/22 5.0 12/31/2022 1,000,000 965,625
Ziggo BV, US$ B3 Facility, 1/15/22 3.6013 01/15/2022 2,743,404 2,639,885
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,522,582 174,649
Government National Mortgage Association I, 6.0%, 11/15/33 6.0 11/15/2033 3,200,000 257,004
QVC, Inc., 4.45%, 2/15/25 4.45 02/15/2025 18,100,000 16,966,429
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 2.26 04/07/2017 3,800,000 3,798,058
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 0.0 12/31/2049 57,000 142,500
Enel Finance International NV, 5.125%, 10/7/19 (144A) 5.125 10/07/2019 215,000 238,163
Marfrig Holdings Europe BV, 6.875%, 6/24/19 (144A) 6.875 06/24/2019 15,910,000 14,920,321
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 3,907,246 106,364
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 0.5858 05/25/2036 2,125,362 292,329
Government National Mortgage Association I, 5.5%, 6/15/35 5.5 06/15/2035 2,028,692 150,726
Fannie Mae, 4.0%, 10/1/45 4.0 10/01/2045 8,205,000 8,738,105
Fannie Mae, 6.5%, 10/1/32 6.5 10/01/2032 511,093 15,446
Biogen, Inc., 4.05%, 9/15/25 4.05 09/15/2025 9,150,000 9,692,394
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 5.95 04/15/2042 3,825,000 2,323,603
Selma Industrial Development Board, 6.25%, 11/1/33 6.25 11/01/2033 3,700,000 4,326,792
RALI Series 2004-QS4 Trust, Floating Rate Note, 3/25/34 0.9358 03/25/2034 19,206,500 1,084,451
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 4.5 11/01/2040 2,993,000 1,165,327
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 5.5 06/07/2020 5,029,334 4,600,271
Government National Mortgage Association I, 5.75%, 10/15/38 5.75 10/15/2038 1,470,579 317,711
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 7.1501 04/07/2020 5,300,000 5,436,247
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 0.9158 07/25/2035 6,674,000 5,732,228
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 921,511 550,336
Israel Electric Corp, Ltd., 5.625%, 6/21/18 (144A) 5.625 06/21/2018 5,000,000 5,316,738
JPMorgan Chase & Co., 1.0%, 9/20/17 5.0 12/20/2017 7,000,000 633,637
TIG FINCO Plc, 8.75%, 4/2/20 8.75 04/02/2020 1,263,147 1,524,918
Kenya Government International Bond, 6.875%, 6/24/24 (144A) 6.875 06/24/2024 4,000,000 3,721,581
Reynolds Group Issuer, Inc., 9.875%, 8/15/19 9.875 08/15/2019 5,795,000 5,994,284
American Airlines 2015-2 Class B Pass Through Trust, 4.4%, 9/22/25 4.4 09/22/2025 5,550,000 5,559,373
Ziggo BV, US$ B1 Facility, 1/15/22 3.5 01/15/2022 2,588,511 2,490,836
Digicel Group, Ltd., 8.25%, 9/30/20 (144A) 8.25 09/30/2020 1,325,000 1,079,351
Fannie Mae, 4.0%, 12/1/41 4.0 12/01/2041 17,790,000 6,124,775
GMAC Capital Trust I, Floating Rate Note, 2/15/40 6.4022 02/15/2040 465,150 11,284,539
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 379,505 351,834
Government National Mortgage Association II, 7.0%, 1/20/29 7.0 01/20/2029 500,000 6,001
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 500,414 47,058
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 4.0 03/01/2020 6,877,128 6,701,617
Belden, Inc., 5.5%, 4/15/23 (144A) 5.5 04/15/2023 11,335,000 12,081,124
Aircastle, Ltd., 7.625%, 4/15/20 7.625 04/15/2020 2,900,000 3,259,036
Vishay Intertechnology, Inc., 2.25%, 5/15/41 (144A) 2.25 05/15/2041 13,410,000 10,272,060
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2.5 05/26/2043 20,110,000 15,406,317
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 1,153,060 326,477
Government National Mortgage Association I, 4.5%, 3/15/38 4.5 03/15/2038 15,595,138 2,564,748
ZF North America Capital, Inc., 2.75%, 4/27/23 2.75 04/27/2023 5,400,000 5,634,848
MPG Holdco I, Inc., Tranche B-1 Term Loan (2015), 10/20/21 3.75 10/20/2021 2,445,121 2,339,370
Atlantic Power LP, Term Loan, 2/20/21 4.75 02/20/2021 3,582,769 3,526,788
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 1.87 08/20/2029 3,200,000 634,464
Biogen, Inc., 3.625%, 9/15/22 3.625 09/15/2022 7,650,000 8,034,116
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 3.9669 08/25/2053 8,507,000 3,967,880
Coveris Holdings SA, USD Term Loan, 4/14/19 4.5 04/14/2019 6,715,834 6,424,817
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 4.0 02/01/2044 1,000,000 911,802
Doosan Infracore International, Inc., Tranche B Term Loan, 4/24/21 4.5 04/24/2021 1,879,305 1,785,339
Government National Mortgage Association I, 4.0%, 9/15/43 4.0 09/15/2043 452,015 221,392
Government National Mortgage Association I, 4.0%, 8/15/40 4.0 08/15/2040 911,552 350,691
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 2.5 04/25/2043 10,928,000 7,271,739
Appvion, Inc., Term Commitment, 6/28/19 5.75 06/28/2019 7,171,316 6,452,693
Bmcaus 5.125% 15feb21 144a 5.125 02/15/2021 605,000 617,789
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 7.5 09/26/2019 12,500,000 13,056,896
JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC16, 5.623%, 5/12/45 5.623 05/12/2045 4,000,000 3,868,715
Audio Visual Services Corp., Initial Term Loan (First Lien), 1/24/21 4.5 01/24/2021 1,242,863 1,186,934
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4.5 05/04/2018 8,491,281 8,318,424
Federal Home Loan Mortgage Corp., 4.5%, 10/1/35 4.5 10/01/2035 8,240,814 561,579
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 2.8052 01/07/2019 800,000 800,293
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 159,851 121,488
Voya Financial, Inc., Floating Rate Note, 5/15/53 5.65 05/15/2053 5,025,000 4,750,264
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 3,000,000 217,965
JBS USA LLC, 8.25%, 2/1/20 (144A) 8.25 02/01/2020 4,650,000 4,695,919
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 5.773 01/10/2033 6,090,000 5,746,275
Semt Flt% 25sep43 13-11-B3 3.6762 09/25/2043 2,299,000 2,147,689
IRSA Inversiones y Representaciones SA, 8.5%, 2/2/17 (144A) 8.5 02/02/2017 50,000 50,092
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 4.625 09/23/2020 1,602,000 1,601,307
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 7.25 01/15/2021 3,400,000 3,431,497
GreenPoint Home Equity Loan Trust 2004-2, Floating Rate Note, 1/15/30 1.28 01/15/2030 80,170,000 414,240
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 5.125 12/12/2017 3,650,000 3,709,329
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 0.6058 08/25/2036 7,062,778 991,886
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4.65 07/17/2028 4,500,000 4,513,964
General Cable Corp., 4.5%, 11/15/29 (Step) 4.5 11/15/2029 13,776,000 5,314,092
Fannie Mae, 5.0%, 1/1/39 5.0 01/01/2039 27,744,910 1,917,791
Navios Maritime Partners LP, Term Loan, 6/27/18 5.25 06/27/2018 3,552,553 2,806,517
Fannie Mae, 6.0%, 10/1/32 6.0 10/01/2032 200,552 3,179
Australia Government Bond, 3.25%, 4/21/25 3.25 04/21/2025 41,257,000 31,969,426
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 5.75 07/10/2017 2,365,204 2,366,472
Asciano Finance, Ltd., 5.0%, 4/7/18 (144A) 5.0 04/07/2018 4,200,000 4,322,518
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 916,768 514,553
Dole Food Co, Inc., Tranche B Term Loan, 10/25/18 4.5001 10/25/2018 6,665,520 6,523,878
Kane Sac Zero% 15jun16 0.0 06/15/2016 3,189,193 3,188,555
Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/35 0.6258 05/25/2035 1,000,000 45,410
Delta Air Lines, Inc., 2014 Term B-1 Loan, 10/18/18 3.25 10/18/2018 5,223,058 5,221,016
Owens Corning, 4.2%, 12/1/24 4.2 12/01/2024 5,975,000 5,991,019
Qwest Corp., 7.375%, 6/1/51 7.375 06/01/2051 572,600 14,423,794
Fannie Mae, 6.0%, 3/1/33 6.0 03/01/2033 250,000 7,886
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 555,005 312,586
Shearer's Foods LLC, Term Loan (First Lien), 6/19/21 4.9375 06/19/2021 800,000 776,000
Residential Reinsurance 2013, Ltd., Floating Rate Note, 12/6/17 (Cat Bond) (144A) 5.2956 12/06/2017 250,000 251,435
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 419,333 265,694
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 5.25 03/07/2016 4,433,000 4,526,666
Endo Finance LLC, 5.875%, 1/15/23 (144A) 5.875 01/15/2023 11,549,000 11,577,953
UDR, Inc., 4.0%, 10/1/25 4.0 10/01/2025 15,308,000 16,233,057
Time Warner Cable, Inc., 6.55%, 5/1/37 6.55 05/01/2037 2,000,000 2,058,071
West Corp., Term B-10 Loan, 6/30/18 3.25 06/30/2018 1,911,936 1,882,660
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 4.5 12/13/2027 11,145,000 10,612,826
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 3/25/34 2.9815 03/25/2034 16,200,000 704,585
CenturyLink, Inc., 7.65%, 3/15/42 7.65 03/15/2042 3,100,000 2,651,353
Landry's, Inc., B Term Loan, 4/24/18 4.0 04/24/2018 7,395,295 7,364,790
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 6.75 09/25/2034 400,000 63,607
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 3.5 05/25/2043 5,615,000 3,138,165
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 350,000 5,649
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 5.0 11/01/2034 750,000 58,281
CDS US Intermediate Holdings, Inc., Initial Term Loan (First Lien), 6/25/22 5.0 06/25/2022 1,500,000 1,399,500
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 6.5 02/24/2021 3,925,000 4,408,618
Ardagh Packaging Finance Plc, 9.25%, 10/15/20 (144A) 9.25 10/15/2020 10,958,000 12,769,355
The Allstate Corp., 5.95%, 4/1/36 5.95 04/01/2036 4,700,000 5,917,689
JBS USA LLC, 2015 Incremental Term Loan, 9/18/22 4.0 09/18/2022 1,286,346 1,254,724
Fannie Mae, 4.0%, 9/1/44 4.0 09/01/2044 286,008 224,942
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 5.836 11/13/2046 2,950,000 3,191,469
Government National Mortgage Association I, 5.5%, 1/15/34 5.5 01/15/2034 3,238,092 238,892
Verizon Communications, Inc., 6.55%, 9/15/43 6.55 09/15/2043 25,616,000 32,006,520
Government National Mortgage Association I, 7.0%, 5/15/29 7.0 05/15/2029 135,001 656
Fannie Mae, 4.0%, 11/1/42 4.0 11/01/2042 1,510,120 689,307
Ardagh Packaging Finance Plc, 9.125%, 10/15/20 (144A) 9.125 10/15/2020 7,250,000 7,735,549
Cepheid, 1.25%, 2/1/21 1.25 02/01/2021 4,865,000 4,112,952
Sprint Corp., 7.25%, 9/15/21 7.25 09/15/2021 10,375,000 8,154,030
American Airlines, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 3.0 11/23/2016 354,375 354,412
CSMC Trust 2014-IVR3 REMICS, Floating Rate Note, 7/25/44 (144A) 3.5 07/25/2044 12,205,000 6,362,571
VOLT XXXVI LLC, 3.625%, 7/25/45 (Step) (144A) 3.625 07/25/2045 6,500,000 5,584,813
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 6.0 06/15/2021 13,230,000 13,529,880
Bombardier Recreational Products, Inc., Term B-2 Loan, 1/30/19 3.75 01/30/2019 4,000,000 3,889,168
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 256,115 92,977
Revlon Consumer Products Corp., Acquisition Term Loan, 8/19/19 4.0 08/19/2019 1,822,684 1,818,412
Rack Holdings, Inc., Tranche B-1 USD Term Loan, 10/1/21 4.25 10/01/2021 2,158,215 2,055,700
Bonanza Creek Energy, Inc., 5.75%, 2/1/23 5.75 02/01/2023 3,425,000 872,661
Government National Mortgage Association I, 4.5%, 9/15/33 4.5 09/15/2033 2,256,215 269,294
Silverton RE, Ltd., 0.0%, 9/18/18 (Cat Bond) (144A) 0.0 09/18/2018 4,500,000 4,583,700
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 3.5 03/28/2019 6,581,226 6,471,537
Fannie Mae, 6.5%, 5/1/31 6.5 05/01/2031 392,161 1,498
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 67,258 32,379
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 1.1058 11/25/2035 1,854,000 1,484,526
Fannie Mae, 4.5%, 12/1/40 4.5 12/01/2040 54,806,862 18,404,154
Altrl Zero% 30jun17 0.0 06/30/2017 5,287,778 2,118,813
Federal Home Loan Mortgage Corp., 5.5%, 6/1/41 5.5 06/01/2041 5,055,000 4,426,554
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3.276 01/22/2019 3,800,000 3,568,562
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 25,034 14,756
Mexican Bonos, 7.5%, 6/3/27 7.5 06/03/2027 46,890,000 2,895,760
Fly Leasing, Ltd., 6.75%, 12/15/20 6.75 12/15/2020 4,183,000 4,075,288
American Homes 4 Rent 2014-SFR3 Trust, 5.04%, 12/18/36 (144A) 5.04 12/18/2036 6,100,000 5,967,804
Fresnillo Plc, 5.5%, 11/13/23 (144A) 5.5 11/13/2023 7,550,000 7,702,888
RMAT 2015-1 LLC, 4.09%, 7/27/20 (Step) (144A) 4.09 07/27/2020 4,000,000 3,676,316
Scientific Games International, Inc., Initial Term B-2 Loan, 9/17/21 6.0 09/17/2021 10,345,500 9,460,960
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 6.0 01/31/2019 5,850,000 3,487,868
Port Freeport Texas, 5.95%, 5/15/33 5.95 05/15/2033 15,970,000 17,757,513
Albertsons LLC, Term B-5 Loan, 12/21/22 5.5 12/21/2022 500,000 487,143
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 5.5 07/13/2016 5,600,000 5,431,067
Fannie Mae, 6.0%, 12/1/32 6.0 12/01/2032 3,234,929 63,888
Fannie Mae, 4.5%, 9/1/43 4.5 09/01/2043 17,709,372 10,999,426
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 4.5 03/19/2024 8,110,000 8,242,169
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 6.0 03/01/2033 500,470 17,805
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 3.95 05/15/2027 1,475,000 1,356,503
Government National Mortgage Association I, 4.0%, 6/15/42 4.0 06/15/2042 376,534 228,404
Bumi Resources Tbk PT, Loan, 11/4/16 18.153 11/04/2016 1,135,833 227,167
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 0.0 03/01/2020 4,700,000 5,312,410
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 4.875 05/25/2029 9,485,000 8,345,349
Pelican Products, Inc., Term Loan (First Lien), 4/8/20 5.25 04/08/2020 2,616,896 2,486,052
Government National Mortgage Association I, 6.0%, 7/15/17 6.0 07/15/2017 6,000,000 41,909
COMM 2006-C8 Mortgage Trust, 5.377%, 12/10/46 5.377 12/10/2046 3,500,000 3,343,920
PQ Corp., 2014 Term Loan, 8/7/17 4.0 08/07/2017 7,659,500 7,530,246
Enterprise Products Operating LLC, 3.7%, 2/15/26 3.7 02/15/2026 14,927,000 13,994,995
Ocwen Loan Servicing LLC, Initial Term Loan, 2/15/18 5.5 02/15/2018 1,333,333 1,332,084
Bear Stearns ALT-A Trust 2004-10, Floating Rate Note, 9/25/34 1.3358 09/25/2034 6,300,000 3,504,130
Mirror BidCo Corp., New Incremental Term Loan, 12/18/19 4.25 12/18/2019 6,970,887 6,877,944
Government National Mortgage Association I, 6.5%, 2/15/32 6.5 02/15/2032 417,022 4,879
JP Morgan Mortgage Trust 2015-4, Floating Rate Note, 6/26/45 (144A) 3.0 06/26/2045 17,697,000 16,504,336
Royal Bank of Scotland Group Plc, Floating Rate Note (Perpetual) 7.5 12/31/2049 13,500,000 12,353,963
Fannie Mae, 5.0%, 7/1/40 5.0 07/01/2040 11,275,000 2,396,107
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 29,985 20,096
Equinix, Inc., 5.75%, 1/1/25 5.75 01/01/2025 6,275,000 6,554,760
Digicel, Ltd., 6.0%, 4/15/21 (144A) 6.0 04/15/2021 9,600,000 8,435,200
Dycom Industries, Inc., 0.75%, 9/15/21 (144A) 0.75 09/15/2021 6,600,000 6,210,325
CalAtlantic Group, Inc., 0.25%, 6/1/19 0.25 06/01/2019 6,805,000 5,907,591
Queensland Treasury Corp., 5.5%, 6/21/21 5.5 06/21/2021 20,665,000 17,203,102
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 4.5 11/01/2043 5,934,035 2,924,755
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 4.25 06/03/2019 4,401,571 4,049,445
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1.3858 10/25/2037 4,690,000 687,986
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 17,025,069 1,208,642
Meritor, Inc., 6.25%, 2/15/24 6.25 02/15/2024 1,635,000 1,336,576
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 1,435,575 1,148,891
China Government Bond, 3.38%, 11/21/24 3.38 11/21/2024 42,500,000 6,332,528
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 21,530,000 21,598,214
Government National Mortgage Association I, 5.5%, 12/15/18 5.5 12/15/2018 76,282 560
Immucor, Inc., Term B-2 Loan, 8/19/18 5.0 08/19/2018 6,278,379 5,729,021
Westgate Resorts 2015-1 LLC, 2.75%, 5/20/27 (144A) 2.75 05/20/2027 7,250,000 5,111,418
Government National Mortgage Association I, 4.0%, 10/15/43 4.0 10/15/2043 76,551 8,369
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 3,344,903 2,942,636
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 4.204 02/13/2018 5,550,000 5,520,707
Morgan Stanley Capital I Trust 2015-XLF1, Floating Rate Note, 8/14/31 (144A) 2.627 08/14/2031 3,000,000 2,946,006
Ardagh Packaging Finance Plc, 7.0%, 11/15/20 (144A) 7.0 11/15/2020 6,400,000 1,073,631
Expedia, Inc., 5.95%, 8/15/20 5.95 08/15/2020 7,110,000 7,744,969
The Williams Companies, Inc., 5.75%, 6/24/44 5.75 06/24/2044 31,000,000 20,481,743
Fannie Mae, 4.0%, 6/1/44 4.0 06/01/2044 1,896,658 1,293,257
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 550,167 173,979
Government National Mortgage Association I, 6.0%, 10/15/37 6.0 10/15/2037 4,575,221 448,088
Gazprom OAO Via Gaz Capital SA, 8.146%, 4/11/18 (144A) 8.146 04/11/2018 765,000 846,573
CEVA GROUP Plc     1,069 480,915
Xerium Technologies, Inc., Initial Term Loan, 5/17/19 6.25 05/17/2019 2,673,156 2,644,754
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 5.75 01/15/2021 3,370,000 3,788,754
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 3.0 03/27/2024 6,435,000 1,552,701
Methanol Holdings Trinidad, Ltd., Initial Term Loan, 6/2/22 4.25 06/02/2022 4,253,625 3,870,799
Sanchez Energy Corp., 6.125%, 1/15/23 6.125 01/15/2023 9,865,000 3,579,282
ConvaTec, Inc., Dollar Term Loan, 12/22/16 4.25 12/22/2016 4,154,125 4,088,353
CSMC Trust 2015-3, Floating Rate Note, 3/25/45 (144A) 3.946 03/25/2045 4,514,000 4,369,708
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3.0 06/25/2043 7,399,368 5,820,919
Sequoia Mortgage Trust 2012-5, Floating Rate Note, 11/25/42 3.9078 11/25/2042 2,923,000 2,839,596
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 871,367 77,011
Bank of America Corp., Floating Rate Note, 9/29/49 6.25 09/29/2049 3,150,000 3,143,875
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 8.375 08/01/2066 3,683,000 2,787,954
VOLT XXXIII LLC, 3.5%, 3/25/55 (Step) (144A) 3.5 03/25/2055 3,500,000 2,825,376
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 33,556 12,484
Fannie Mae, 4.5%, 9/1/41 4.5 09/01/2041 2,700,000 891,889
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 747,832 718,252
Atkore International, Inc., Initial Term Loan (First Lien), 3/27/21 4.5 03/27/2021 1,674,500 1,594,961
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 478,684 312,468
Ally Financial, Inc., 3.6%, 5/21/18 3.6 05/21/2018 3,500,000 3,517,500
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 5.2 05/01/2028 4,450,000 4,592,484
Sequoia Mortgage Trust 2013-3, Floating Rate Note, 3/25/43 3.5322 03/25/2043 5,090,000 4,734,426
Rain CII Carbon LLC, 8.0%, 12/1/18 (144A) 8.0 12/01/2018 3,875,000 3,225,938
Zero% 30nov20 0.0 11/30/2020 14,000,000 14,119,000
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 750,000 99,406
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 7.625 04/15/2021 5,768,000 5,105,000
Conn's Receivables Funding 2015-A LLC, 4.565%, 9/15/20 (144A) 4.565 09/15/2020 1,600,000 818,717
VimpelCom Holdings BV, 7.5043%, 3/1/22 (144A) 7.5043 03/01/2022 11,600,000 12,342,069
Dtaot 4.26% 15feb22 15-1a-D 4.26 02/15/2022 1,800,000 1,776,715
Mirion Technologies Finance LLC, Initial Term Loan (First Lien), 1/26/22 5.75 01/26/2022 5,235,438 5,174,356
Sector Re V, Ltd., 0.0%, 3/30/19 (Cat Bond) (144A) 0.0 03/30/2019 3,270 24,550
Evergreen Skills Lux Sarl, Initial Term Loan (First Lien), 4/23/21 5.75 04/23/2021 11,589,045 8,380,328
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20, Floating Rate Note 0.8958 07/25/2035 7,273,000 6,390,685
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 2.4265 09/25/2044 6,300,000 3,331,310
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 90,862 19,925
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 40,000 15,265
Zero% 17jan17 0.0 01/17/2017 4,700,000 4,627,455
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 1.2358 10/25/2034 54,308,000 2,215,589
CSMC Trust 2013-6, Floating Rate Note, 8/25/43 (144A) 3.3025 08/25/2043 6,051,000 5,523,250
Government National Mortgage Association I, 4.5%, 6/15/41 4.5 06/15/2041 4,610,835 2,797,585
Fannie Mae, 5.0%, 6/1/22 5.0 06/01/2022 639,720 29,830
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 5.4407 05/25/2029 3,900,000 4,272,628
CalAtlantic Group, Inc., 5.375%, 10/1/22 5.375 10/01/2022 6,230,000 6,369,526
17079z Zero% 31mar18 0.0 03/31/2018 5,600,000 6,482,000
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 45,422 20,102
Masco Corp., 7.125%, 3/15/20 7.125 03/15/2020 14,465,000 17,109,986
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 5.5 09/15/2020 2,141,566 2,146,405
Fannie Mae, 4.0%, 12/1/44 4.0 12/01/2044 165,188 140,898
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5.88 06/25/2045 2,274,000 2,239,663
Government National Mortgage Association I, 6.0%, 6/15/33 6.0 06/15/2033 2,500,000 103,135
Government National Mortgage Association I, 4.0%, 5/15/44 4.0 05/15/2044 1,157,236 648,555
Tips 1% 15feb46 1.0 02/15/2046 57,595,000 57,565,031
Targus Group International, Inc., Term Loan, 5/24/16 15.0 05/24/2016 1,289,051 773,431
Fannie Mae, 7.0%, 7/1/31 7.0 07/01/2031 306,031 628
SRAM LLC, Term Loan (First Lien), 4/10/20 4.0248 04/10/2020 2,173,438 1,673,547
Namibia International Bonds, 5.25%, 10/29/25 (144A) 5.25 10/29/2025 9,860,000 9,513,832
Sanchez Energy Corp., 7.75%, 6/15/21 7.75 06/15/2021 1,025,000 431,895
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 5.25 06/25/2033 1,413,328 543,919
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 6.5 01/01/2041 4,250,000 4,988,197
Frontier Communications Corp., 7.125%, 1/15/23 7.125 01/15/2023 1,535,000 1,348,949
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 8.133 09/24/2073 10,830,000 12,190,895
Empresas ICA SAB de CV, 8.375%, 7/24/17 (144A) 8.375 07/24/2017 3,400,000 673,141
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 0.6358 01/25/2036 8,100,000 1,185,280
Enterprise Products Operating LLC, 3.9%, 2/15/24 3.9 02/15/2024 1,400,000 1,327,217
Jazz Investments I, Ltd., 1.875%, 8/15/21 1.875 08/15/2021 6,300,000 6,328,875
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 2,000,000 134,906
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 47,168 16,317
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 2,975,000 85,272
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 110,213 96,862
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.25 07/25/2043 5,514,000 4,520,301
Fannie Mae, 3.5%, 6/1/42 3.5 06/01/2042 2,314,862 1,695,701
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 8.125 12/31/2049 5,150,000 4,839,173
Huntington Ingalls Industries, Inc., 5.0%, 11/15/25 (144A) 5.0 11/15/2025 2,520,000 2,677,662
Viterra, Inc., 5.95%, 8/1/20 (144A) 5.95 08/01/2020 12,880,000 11,127,783
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 0.8958 11/25/2035 3,935,000 3,418,526
COMM 2012-CCRE4 Mortgage Trust, 3.251%, 10/17/45 3.251 10/17/2045 2,365,416 2,410,580
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 389,492 286,721
WFRBS Commercial Mortgage Trust 2011-C4, Floating Rate Note, 6/17/44 (144A) 5.4331 06/17/2044 2,000,000 1,992,083
American Airlines 2015-2 Class AA Pass Through Trust, 3.6%, 9/22/27 3.6 09/22/2027 9,200,000 9,459,440
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 4.5 12/31/2018 3,679,008 3,672,801
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 3.95 01/11/2023 18,056,000 16,850,866
Hcn 4.25% 01apr26 4.25 04/01/2026 10,415,000 10,366,862
The Priceline Group, Inc., 1.8%, 3/3/27 1.8 03/03/2027 5,400,000 5,239,825
Quanex Building Products Corp., Initial Term Loan, 10/7/22 6.25 10/07/2022 3,000,000 2,938,125
Fannie Mae, 4.0%, 1/1/45 4.0 01/01/2045 0 160
MediArena Acquisition BV, Dollar Term B Loan (First Lien), 8/6/21 6.75 08/06/2021 2,478,668 2,051,098
Macquarie Bank, Ltd., 4.875%, 6/10/25 (144A) 4.875 06/10/2025 11,800,000 11,573,071
Fannie Mae, 4.0%, 8/1/44 4.0 08/01/2044 10,525,000 9,380,801
Leaf Receivables Funding 10 LLC, 3.74%, 5/17/21 (144A) 3.74 05/17/2021 1,600,000 1,575,919
Tufts University, 5.017%, 4/15/12 5.017   14,800,000 16,863,077
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 2.674 02/25/2034 1,200,000 19,976
International Finance Corp., 8.25%, 6/10/21 8.25 06/10/2021 1,040,880,000 16,512,084
Government National Mortgage Association I, 4.0%, 2/15/45 4.0 02/15/2045 445,520 401,101
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 5.7 05/18/2021 4,710,000 4,843,332
Hubbard Radio LLC, Term Loan, 5/12/22 4.25 05/12/2022 2,000,000 1,850,000
American Homes 4 Rent 2015-SFR1, 4.11%, 4/18/52 (144A) 4.11 04/18/2052 2,950,000 2,785,762
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 4.474 03/20/2043 17,857,000 17,536,170
Israel Electric Corp, Ltd., 5.0%, 11/12/24 5.0 11/12/2024 1,750,000 1,814,993
Impax Laboratories, Inc., 2.0%, 6/15/22 (144A) 2.0 06/15/2022 4,065,000 3,668,041
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D REMICS, Floating Rate Note, 9/25/29 1.2158 09/25/2029 6,410,000 944,346
Morgan Stanley Mortgage Loan Trust 2005-5AR, Floating Rate Note, 9/25/35 0.9358 09/25/2035 3,997,000 3,618,925
Metalloinvest Finance, Ltd., 5.625%, 4/17/20 (144A) 5.625 04/17/2020 3,400,000 3,335,188
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 6.995 04/15/2029 1,500,000 58,997
Government National Mortgage Association I, 4.0%, 6/15/43 4.0 06/15/2043 354,866 173,774
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 2.75 01/15/2020 100,000 99,833
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 9.5 07/18/2018 4,040,000 2,848,811
Government National Mortgage Association II, 5.5%, 10/20/37 5.5 10/20/2037 50,000 11,893
CSMC Trust 2015-2, 3.5%, 2/25/45 (144A) 3.5 02/25/2045 5,000,000 4,261,816
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 6,883,801 4,634,858
Rowan Companies, Inc., 5.85%, 1/15/44 5.85 01/15/2044 24,347,000 12,503,962
Concho Resources, Inc., 6.5%, 1/15/22 6.5 01/15/2022 5,125,000 4,962,566
Fannie Mae, 6.5%, 11/1/32 6.5 11/01/2032 400,000 4,219
Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2, Floating Rate Note, 3/25/37 0.5658 03/25/2037 1,300,000 262,017
Government National Mortgage Association I, 4.0%, 7/15/40 4.0 07/15/2040 1,811,374 701,472
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 2.5795 12/15/2028 4,950,000 193,683
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 4.625 12/01/2054 18,225,000 19,003,745
Axis Equipment Finance Receivables III LLC, 4.05%, 5/20/20 (144A) 4.05 05/20/2020 1,400,000 1,408,376
Pangaea Zero% 01jul18 0.0 07/01/2018 11,730,000 211,140
Drillships Financing Holding, Inc., Tranche B-1 Term Loan, 3/31/21 6.0 03/31/2021 4,020,214 1,175,913
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 3.9597 01/15/2017 14,850,000 15,027,600
CHS, Incremental 2021 Term H Loan, 1/27/21 4.0 01/27/2021 3,931,304 3,742,724
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 6.0 10/01/2037 250,000 9,666
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 1,046,830 734,105
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 6.876 06/27/2017 4,665,000 312,703
Bayview Opportunity Master Fund Trust IIIa 2014-12RPL, 3.6225%, 7/28/19 (Step) (144A) 3.6225 07/28/2019 4,000,000 580,335
Bear Stearns ALT-A Trust 2005-2, Floating Rate Note, 3/25/35 1.1858 03/25/2035 7,373,000 6,390,198
Nexeo Solutions LLC, Initial Loans, 9/8/17 5.0 09/08/2017 2,000,000 1,950,000
GCAT 2015-1 LLC, 3.625%, 5/26/20 (Step) (144A) 3.625 05/26/2020 2,000,000 1,439,983
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5.25 12/31/2049 5,285,000 4,616,007
Communications Sales & Leasing, Inc., 6.0%, 4/15/23 (144A) 6.0 04/15/2023 7,000,000 6,912,197
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.3208 02/25/2035 15,003,000 2,030,442
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 5.0 07/01/2035 2,600,000 229,165
Kloeckner Pentaplast of America, Inc., Initial U.S. Borrower Dollar Term Loan, 4/22/20 5.0 04/22/2020 290,981 289,647
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 4.7879 12/25/2035 6,561,000 1,285,227
Expedia, Inc., 4.5%, 8/15/24 4.5 08/15/2024 9,810,000 9,221,802
Government National Mortgage Association II, 4.5%, 3/20/35 4.5 03/20/2035 4,250,000 551,646
Government National Mortgage Association I, 4.0%, 4/15/39 4.0 04/15/2039 80,758 20,972
International Game Technology Plc, 6.5%, 2/15/25 (144A) 6.5 02/15/2025 6,926,000 6,184,148
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 0.0 12/01/2019 21,907 707,618
Government National Mortgage Association I, 6.0%, 1/15/33 6.0 01/15/2033 4,325,436 131,110
Federal Home Loan Mortgage Corp., 2.5%, 4/1/30 2.5 04/01/2030 610,000 588,285
Fannie Mae, 4.0%, 8/1/42 4.0 08/01/2042 25,000,000 16,405,697
Alfa Bank AO Via Alfa Bond Issuance Plc, 7.875%, 9/25/17 (144A) 7.875 09/25/2017 843,000 908,893
Citigroup Mortgage Loan Trust 2015-PS1, Floating Rate Note, 9/25/42 (144A) 3.75 09/25/2042 10,000,000 8,955,935
Federal Home Loan Mortgage Corp., 4.5%, 3/1/44 4.5 03/01/2044 87,965 48,158
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 16,960,100 9,000,345
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 4.625 01/31/2018 3,200,000 3,261,000
Prudential Financial, Inc., Floating Rate Note, 9/15/42 5.875 09/15/2042 7,575,000 7,893,985
U.S. Treasury Bills, 0.0%, 3/17/16 0.0 03/17/2016 95,600,000 95,590,727
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 1,292,064 48,044
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 390,180 286,020
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 3.682 02/12/2046 4,500,000 4,430,229
DB Master Finance LLC 2015-1, 3.98%, 2/21/45 (144A) 3.98 02/21/2045 12,000,000 11,731,691
Citigroup, Inc., Floating Rate Note (Perpetual) 7.125 12/31/2049 183,635 4,849,800
Agate Bay Mortgage Trust 2015-5, Floating Rate Note, 7/25/45 (144A) 3.5 07/25/2045 8,000,000 7,673,353
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 3.5 09/06/2019 4,034,508 4,022,405
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 4.3052 05/05/2017 7,650,000 7,664,280
Cummins, Inc., 5.65%, 3/1/98 5.65   14,150,000 15,305,758
Alkermes, Inc., 2019 Term Loan, 9/25/19 3.5 09/25/2019 0 0
Blue Cube Spinco, Inc., 10.0%, 10/15/25 (144A) 10.0 10/15/2025 1,265,000 1,453,696
Fannie Mae, 3.5%, 12/1/42 3.5 12/01/2042 2,047,400 1,565,751
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 350,000 138,875
T-Mobile USA, Inc., 6.625%, 11/15/20 6.625 11/15/2020 4,915,000 5,207,477
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3.5 05/25/2043 8,923,000 5,565,899
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 5.0 09/25/2039 3,078,000 179,842
Longpoint Re, Ltd. III, Floating Rate Note, 5/23/18 (Cat Bond) (144A) 3.75 05/23/2018 5,950,000 5,994,427
Government National Mortgage Association II, 6.0%, 5/20/32 6.0 05/20/2032 3,000,000 72,845
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 5.5 10/01/2016 1,152,073 1,991
Fannie Mae, 4.5%, 8/1/41 4.5 08/01/2041 71,193,582 20,684,833
Advanced Micro Devices, Inc., 7.0%, 7/1/24 7.0 07/01/2024 4,215,000 2,683,550
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 424,314 236,638
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 4,247,615 1,503,592
Federal Home Loan Mortgage Corp., 5.0%, 5/1/34 5.0 05/01/2034 1,278,937 50,538
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 4.75 10/20/2021 0 0
Government National Mortgage Association I, 4.5%, 11/15/40 4.5 11/15/2040 8,091,166 2,686,512
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 68,643 27,794
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 2,000,000 1,920,431
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4.875 10/07/2020 18,840,000 16,946,580
WCA Waste Corp., Term Loan, 3/23/18 4.0 03/23/2018 3,628,625 3,587,803
Velocity Commercial Capital Loan Trust 2015-1, Floating Rate Note, 6/25/45 (144A) 5.28 06/25/2045 5,565,000 5,506,011
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 3.998 03/15/2044 2,885,000 3,020,797
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 5.75 12/25/2033 14,250,000 4,549,626
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 5.25 04/25/2032 14,941,131 3,363,453
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4.5 05/03/2018 6,149,766 6,005,634
Service Corp International United States, 8.0%, 11/15/21 8.0 11/15/2021 3,322,000 3,948,382
International Finance Corp., 6.3%, 11/25/24 6.3 11/25/2024 358,950,000 5,158,553
Endo Luxembourg Finance I Co Sarl, 2015 Incremental Term B Loan, 6/24/22 3.75 06/24/2022 2,493,757 2,467,261
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 6.0 12/30/2019 1,900,000 2,124,701
Fannie Mae, 6.5%, 8/1/32 6.5 08/01/2032 340,598 3,174
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 10,452,106 5,467,401
Zero% 30nov20 0.0 11/30/2020 6,500,000 6,617,000
Terex Corp., U.S. Term Loan, 8/13/21 3.5 08/13/2021 1,626,747 1,586,078
Government National Mortgage Association I, 6.0%, 1/15/17 6.0 01/15/2017 5,010,192 14,963
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 6.1 02/15/2042 10,390,000 8,170,230
Government National Mortgage Association II, 3.5%, 3/20/45 3.5 03/20/2045 2,818,193 2,861,650
Intesa Sanpaolo S.p.A., Floating Rate Note (Perpetual) (144A) 7.7 12/29/2049 16,850,000 15,250,561
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.75%, 11/1/3 6.75 11/01/2032 7,370,000 8,086,806
Government National Mortgage Association I, 4.0%, 3/15/45 4.0 03/15/2045 3,891,400 2,232,033
Bayview Opportunity Master Fund IIa Trust 2014-20NPL, 3.721%, 8/28/44 (Step) (144A) 3.721 08/28/2044 4,150,000 1,957,798
JPMorgan Chase & Co., 4.25%, 11/2/18 4.25 11/02/2018 15,300,000 10,402,783
Fannie Mae, 5.0%, 8/1/35 5.0 08/01/2035 24,222,081 1,891,318
Galileo Re, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 7.59 01/09/2017 6,150,000 6,245,188
Truven Health Analytics, Inc., New Tranche B Term Loan, 6/6/19 4.5 06/06/2019 7,295,866 7,282,004
Maple Holdings Acquisition Corp 1st Lien Tl-B L + 4.5% 10feb23 5.25 02/10/2023 2,000,000 1,965,300
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 6.75 04/30/2018 7,389,067 6,480,212
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3.82 12/15/2048 3,250,000 1,834,256
AWAS Finance Luxembourg 2012 SA, Term Loan, 7/16/18 3.5 07/16/2018 2,816,378 2,812,858
U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 0.75 02/15/2045 125,165,000 116,980,137
DIRECTV Holdings LLC, 3.95%, 1/15/25 3.95 01/15/2025 26,995,000 27,574,589
Government National Mortgage Association I, 5.75%, 10/15/38 5.75 10/15/2038 711,536 82,381
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 1,072,177 774,250
Sensata Technologies BV, Sixth Amendment Term Loan, 10/14/21 2.8567 10/14/2021 1,975,075 1,948,329
American Greetings Corp., 7.375%, 12/1/21 7.375 12/01/2021 420,000 436,144
Government National Mortgage Association I, 6.0%, 7/15/17 6.0 07/15/2017 2,966,457 49,252
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6.25 08/15/2042 10,425,000 11,933,652
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 7,857,077 2,510,835
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.6675 04/30/2018 1,300,000 1,291,680
Toll Brothers Finance Corp., 4.875%, 11/15/25 4.875 11/15/2025 3,270,000 3,225,480
CCO Holdings LLC, 5.25%, 9/30/22 5.25 09/30/2022 2,798,000 2,891,092
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 2,076,178 1,256,316
Everglades Re, Ltd., Floating Rate Note, 3/28/16 (Cat Bond) (144A) 9.48 03/28/2016 7,100,000 7,301,380
Albany Molecular Research, Inc., Term Loan, 7/14/21 5.75 07/14/2021 3,541,125 3,501,287
Government National Mortgage Association I, 4.0%, 7/15/39 4.0 07/15/2039 76,956 29,380
Government National Mortgage Association I, 6.0%, 8/15/32 6.0 08/15/2032 6,200,000 199,545
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 24,220,767 5,048,252
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 5.875 03/30/2033 6,215,000 6,888,621
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 3.75 12/12/2019 4,599,670 4,603,984
Securus Technologies Holdings, Inc., Initial Term Loan (First Lien), 4/30/20 4.75 04/30/2020 1,350,865 1,144,858
AXA SA, 8.6%, 12/15/30 8.6 12/15/2030 10,060,000 13,235,495
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 3,342,393 2,843,492
Engs Commercial Finance Trust 2015-1, 4.5%, 12/22/22 (144A) 4.5 12/22/2022 1,200,000 1,202,791
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 3.1 06/10/2021 800,000 800,931
Micron Technology, Inc., 5.875%, 2/15/22 5.875 02/15/2022 3,600,000 3,316,540
Public Service Co of New Mexico, 7.95%, 5/15/18 7.95 05/15/2018 3,725,000 4,269,034
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.392 02/15/2044 1,200,000 1,250,877
Milea Flt% 15jul17 3.2 07/15/2017 603,196,780 5,338,635
Tower Automotive Holdings USA LLC, Initial Term Loan (2014), 4/23/20 4.0 04/23/2020 894,043 864,987
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 27,967 28,864
Molina Healthcare, Inc., 1.625%, 8/15/44 1.625 08/15/2044 4,099,000 5,037,045
DynCorp International, Inc., Term Loan, 7/7/16 6.25 07/07/2016 3,943,781 3,766,311
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 344,471 3,658
RCMC LLC, 5.62346%, 12/17/18 (144A) 5.6235 12/17/2018 2,512,000 785,981
CHL Mortgage Pass-Through Trust 2003-42, Floating Rate Note, 9/25/33 3.0295 09/25/2033 2,550,000 14,018
Nevada Power Co., 6.5%, 8/1/18 6.5 08/01/2018 85,000 94,555
Springleaf Mortgage Loan Trust 2013-1, Floating Rate Note, 6/25/58 (144A) 2.1375 06/25/2058 2,000,000 1,003,420
Ensco Plc, 4.5%, 10/1/24 4.5 10/01/2024 16,551,000 8,626,519
Fannie Mae, 4.0%, 4/1/42 4.0 04/01/2042 4,500,000 2,478,281
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 3.721 03/15/2017 3,200,000 3,049,913
Government National Mortgage Association I, 5.5%, 1/15/35 5.5 01/15/2035 2,028,000 157,953
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 5.25 04/25/2032 6,500,000 1,445,814
GATX Corp., 6.0%, 2/15/18 6.0 02/15/2018 6,865,000 7,331,962
Federal Home Loan Mortgage Corp., 3.5%, 7/1/45 3.5 07/01/2045 550,000 574,415
Leaf Receivables Funding 10 LLC, 2.74%, 3/15/21 (144A) 2.74 03/15/2021 1,200,000 1,189,406
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 6.75 08/29/2049 15,886,000 16,928,519
Ally Financial, Inc., 4.625%, 3/30/25 4.625 03/30/2025 1,750,000 1,731,449
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 2.5 03/25/2043 9,120,000 4,630,306
Latam Airlines 2015-1 Pass Through Trust A, 4.2%, 8/15/29 (144A) 4.2 08/15/2029 16,375,000 14,194,942
Government National Mortgage Association I, 6.0%, 7/15/33 6.0 07/15/2033 3,367,971 89,690
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 2,889,550 1,775,996
Prudential Financial, Inc., Floating Rate Note, 6/15/68 8.875 06/15/2068 5,969,000 6,638,340
Sabine Pass Liquefaction LLC, 5.625%, 2/1/21 5.625 02/01/2021 12,650,000 12,132,141
Government National Mortgage Association II, 3.5%, 4/20/45 3.5 04/20/2045 3,400,000 3,549,219
Adjustable Rate Mortgage Trust 2005-9, Floating Rate Note, 11/25/35 0.7558 11/25/2035 45,820,000 4,019,800
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 3.528 05/25/2043 5,370,000 4,951,993
Entercom Radio LLC, Term B-2 Loan, 11/23/18 4.0371 11/23/2018 1,215,707 1,206,082
Cnc 6.125% 15feb24 144a 6.125 02/15/2024 3,905,000 4,157,469
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 597,673 524,832
Fannie Mae, 5.0%, 10/1/40 5.0 10/01/2040 1,617,334 806,847
Fannie Mae, 5.5%, 3/1/36 5.5 03/01/2036 900,090 106,187
Fannie Mae, 4.5%, 3/1/35 4.5 03/01/2035 2,520,000 215,468
MMC Norilsk Nickel OJSC via MMC Finance, Ltd., 5.55%, 10/28/20 (144A) 5.55 10/28/2020 8,500,000 8,661,181
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 596,909 353,084
DCP Midstream Operating LP, 5.6%, 4/1/44 5.6 04/01/2044 3,975,000 2,521,757
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 6.0 01/01/2033 2,610,000 95,189
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 3.9 06/15/2023 4,802,000 4,887,232
EverBank Mortgage Loan Trust REMICS, Floating Rate Note, 4/25/43 (144A) 2.25 04/25/2043 700,000 472,089
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 4.5 07/01/2040 10,363,430 2,002,190
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 1,135,738 146,094
EnLink Midstream Partners LP, 4.4%, 4/1/24 4.4 04/01/2024 10,465,000 7,575,104
Government National Mortgage Association I, 6.0%, 9/15/19 6.0 09/15/2019 1,044,422 12,582
Government National Mortgage Association I, 4.0%, 12/15/41 4.0 12/15/2041 100,000 15,714
Opteum Mortgage Acceptance Corp Trust 2005-4, Floating Rate Note, 11/25/35 0.9258 11/25/2035 10,936,000 8,892,842
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 703,797 41,856
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 4.1712 08/17/2046 5,200,000 5,674,631
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 6.885 07/31/2029 3,015,000 2,962,624
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 2,104,379 1,659,897
Inversiones Alsacia SA, 8.0%, 12/31/18 (144A) 8.0 12/31/2018 6,782,041 772,818
Fitness & Sports Clubs LLC, Term B Loan, 6/25/20 5.5 06/25/2020 8,263,850 7,788,679
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6.75 12/31/2049 10,812,000 11,626,955
Agrium, Inc., 5.25%, 1/15/45 5.25 01/15/2045 25,250,000 22,721,978
Government National Mortgage Association I, 6.5%, 12/15/31 6.5 12/15/2031 50,173 403
Sequoia Mortgage Trust 2013-2, Floating Rate Note, 2/25/43 1.874 02/25/2043 8,615,000 5,616,725
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 26,673 18,156
Fannie Mae, 4.0%, 12/1/42 4.0 12/01/2042 46,000 14,425
BRF SA, 3.95%, 5/22/23 (144A) 3.95 05/22/2023 3,500,000 3,240,519
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 231,066 148,608
Alamo Re, Ltd., Floating Rate Note, 6/7/18 (Cat Bond) (144A) 6.1238 06/07/2018 2,200,000 2,272,722
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 854,217 324,152
CoBank ACB, 7.875%, 4/16/18 (144A) 7.875 04/16/2018 1,500,000 1,721,333
VTB Bank OJSC Via VTB Capital SA, 6.95%, 10/17/22 (144A) 6.95 10/17/2022 4,200,000 4,095,754
GTP Acquisition Partners I LLC, 2.35%, 6/15/45 (144A) 2.35 06/15/2045 11,000,000 10,929,869
Government National Mortgage Association I, 4.0%, 6/15/40 4.0 06/15/2040 96,329 39,826
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 506,535 244,365
MCC Iowa LLC, Tranche H Term Loan, 1/29/21 3.25 01/29/2021 3,744,000 3,664,440
Kane-Pi1 Flt% 07jul16 0.0 07/07/2016 7,017,560 7,015,455
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2.822 10/17/2045 5,600,000 5,684,830
American Airlines 2013-2 Class A Pass Through Trust, 4.95%, 1/15/23 4.95 01/15/2023 3,600,000 3,206,266
SM Energy Co., 5.0%, 1/15/24 5.0 01/15/2024 1,160,000 468,511
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 9/26/44 (144A) 3.176 09/26/2044 8,399,600 5,092,188
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 368,090 322,607
Freddie Mac Whole Loan Securities Trust 2015-SC01, 3.5%, 5/25/45 3.5 05/25/2045 7,530,900 6,905,437
Antero Resources Corp., 5.125%, 12/1/22 5.125 12/01/2022 5,785,000 5,005,833
AEP Industries, Inc., 8.25%, 4/15/19 8.25 04/15/2019 1,824,000 1,917,328
The Williams Companies, Inc., 7.5%, 1/15/31 7.5 01/15/2031 8,250,000 6,431,563
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) 5.333 02/15/2028 17,900,000 14,004,427
Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 5.625 03/01/2025 3,155,000 2,951,897
Government National Mortgage Association I, 6.5%, 11/15/32 6.5 11/15/2032 2,258,707 68,728
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 0.6558 04/25/2031 8,695,768 875,304
Government National Mortgage Association I, 4.0%, 11/15/40 4.0 11/15/2040 42,850 20,317
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 3.75 04/30/2019 4,962,500 4,960,173
Security National Mortgage Loan Trust 2007-1, Floating Rate Note, 4/25/37 (144A) 6.55 04/25/2037 2,500,000 1,292,235
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 4.25 06/30/2019 5,470,433 4,225,909
Ooredoo International Finance, Ltd., 3.875%, 1/31/28 (144A) 3.875 01/31/2028 3,200,000 3,097,206
Government National Mortgage Association I, 6.0%, 6/15/33 6.0 06/15/2033 3,345,634 280,115
Alfa Bank AO Via Alfa Bond Issuance Plc, 8.625%, 4/26/16 (144A) 8.625 04/26/2016 246,800,000 3,362,289
Towd Point Mortgage Trust 2015-1, Floating Rate Note, 11/25/57 (144A) 3.75 11/25/2057 2,213,000 2,298,882
Fannie Mae, 4.0%, 10/1/44 4.0 10/01/2044 792,663 691,641
Freeport-McMoRan, Inc., 3.875%, 3/15/23 3.875 03/15/2023 8,860,000 5,983,761
MGM Resorts International, 6.0%, 3/15/23 6.0 03/15/2023 11,815,000 12,437,257
Government National Mortgage Association I, 6.5%, 5/15/29 6.5 05/15/2029 169,368 2,189
MSO of Puerto Rico, Inc., MSO Term Loan, 12/12/17 9.75 12/12/2017 1,374,168 755,793
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 780,194 448,295
Penn Products Terminals LLC, Tranche B Term Loan, 4/1/22 4.75 04/01/2022 2,000,000 1,780,000
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 0.6158 10/25/2034 12,298,000 1,578,798
Cirsa Funding Luxembourg SA, 5.875%, 5/15/23 5.875 05/15/2023 5,475,000 5,619,739
Sector Re V, Ltd., 0.0%, 3/1/20 (Cat Bond) (144A) 0.0 03/01/2020 2,500,000 3,057,000
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 14,886,677 6,086,959
Linn Energy LLC, 8.625%, 4/15/20 8.625 04/15/2020 3,374,000 270,201
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 4.0 03/28/2021 1,854,875 1,804,639
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 2.41 12/15/2022 5,000,000 4,997,164
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 2.25 06/25/2043 3,748,000 2,470,619
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.8052 06/28/2016 500,000 503,813
Colony American Finance 2015-1, Ltd., 2.896%, 10/17/47 (144A) 2.896 10/18/2047 5,800,000 5,801,863
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 10,057,421 511,111
Talen Energy Supply LLC, 6.5%, 6/1/25 6.5 06/01/2025 9,570,000 6,758,813
Fannie Mae, 5.0%, 6/1/22 5.0 06/01/2022 2,077,680 94,225
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 5,905,797 139,463
Government National Mortgage Association I, 4.0%, 5/15/44 4.0 05/15/2044 521,959 277,265
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 4,961,082 3,074,326
Trade MAPS 1, Ltd., Floating Rate Note, 12/10/18 (144A) 5.4293 12/10/2018 2,610,000 2,699,551
Government National Mortgage Association I, 4.5%, 7/15/41 4.5 07/15/2041 2,197,000 831,039
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 1.3358 10/25/2028 5,273,350 919,552
Fannie Mae, 4.0%, 12/1/43 4.0 12/01/2043 1,800,000 1,528,336
Sequoia Mortgage Trust 2013-9, 3.5%, 7/27/43 (144A) 3.5 07/27/2043 4,196,000 4,046,817
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 2.15 12/20/2026 5,000,000 3,102,699
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 7.875 10/15/2019 12,855,000 14,490,015
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1.632 11/20/2036 1,000,000 150,205
Vertafore, Inc., Term Loan (2013), 10/3/19 4.25 10/03/2019 5,768,666 5,726,601
Kilimanjaro Re, Ltd., Floating Rate Note, 12/6/19 (Cat Bond) (144A) 9.5552 12/06/2019 3,400,000 3,456,936
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 1.3358 05/26/2037 6,250,000 2,546,833
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 1.3658 01/25/2035 10,191,000 6,459,380
Freeport-McMoran Oil & Gas LLC, 6.75%, 2/1/22 6.75 02/01/2022 107,000 78,712
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 137,728 68,862
Steel Dynamics, Inc., 5.125%, 10/1/21 5.125 10/01/2021 3,275,000 3,263,060
Newstar Commercial Lease Funding 2015-1 LLC, 3.27%, 4/15/19 (144A) 3.27 04/15/2019 2,500,000 1,684,383
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 5.0 07/03/2020 4,193,216 3,974,384
Nakilat, Inc., 6.267%, 12/31/33 (144A) 6.267 12/31/2033 4,240,000 4,039,562
Nakilat, Inc., 6.067%, 12/31/33 (144A) 6.067 12/31/2033 1,965,000 2,162,051
Skopos Auto Receivables Trust 2015-1, 3.1%, 12/15/23 (144A) 3.1 12/15/2023 3,100,000 1,798,900
Government National Mortgage Association I, 6.0%, 10/15/33 6.0 10/15/2033 3,000,000 84,144
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 4.16 03/20/2043 1,100,000 1,068,210
First Data Corp. 1st Lien Tl-B L + 3.75% 10jul22 3.75 07/10/2022 3,000,000 2,933,625
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 1.777 06/19/2031 2,435,000 2,333,037
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 2.9519 01/25/2035 19,862,000 3,339,294
Citigroup, Inc., Floating Rate Note (Perpetual) 5.9 12/31/2049 6,000,000 5,717,293
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 5.25 08/01/2023 14,145,000 12,155,859
Fannie Mae, 5.0%, 7/1/35 5.0 07/01/2035 42,393,553 3,212,550
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 8,038,832 2,937,632
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 5.0 08/25/2020 7,662,500 340,746
Government National Mortgage Association I, 6.5%, 10/15/31 6.5 10/15/2031 316,324 4,328
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 5.375 11/15/2024 9,250,000 9,540,972
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 5.0 12/01/2021 6,525,000 365,124
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3.19 03/18/2026 3,700,000 3,640,234
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 500,000 393,699
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 3,027,156 546,972
COMM 2012-CCRE2 Mortgage Trust, 4.393%, 8/17/45 4.393 08/17/2045 1,275,000 1,335,566
CIM Trust 2015-4AG, Floating Rate Note, 11/25/57 (144A) 2.4262 11/25/2057 1,700,000 1,601,254
Highwoods Realty LP, 3.625%, 1/15/23 3.625 01/15/2023 9,060,000 8,984,050
Government National Mortgage Association I, 5.0%, 9/15/33 5.0 09/15/2033 5,011,663 634,125
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 4.4899 05/18/2016 12,050,000 12,080,326
Amherst College, 3.794%, 11/1/42 3.794 11/01/2042 2,300,000 2,351,775
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 25,000 3,848
Sector Re V, Ltd., 0.0%, 12/1/20 (Cat Bond) (144A) 0.0 12/01/2020 3,500,000 3,566,850
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 450,351 166,258
Morgan Stanley, 4.1%, 5/22/23 4.1 05/22/2023 13,200,000 13,456,489
Government National Mortgage Association I, 4.0%, 1/15/45 4.0 01/15/2045 2,799,264 1,958,651
Cincinnati Bell, Inc., 8.375%, 10/15/20 8.375 10/15/2020 7,371,000 7,512,073
B2R Mortgage Trust 2015-1, Floating Rate Note, 5/15/48 (144A) 4.831 05/15/2048 1,054,000 953,605
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 4,511,055 3,040,093
CCO Safari II LLC, 6.384%, 10/23/35 (144A) 6.384 10/23/2035 21,530,000 22,976,378
Government National Mortgage Association I, 3.5%, 10/15/44 3.5 10/15/2044 1,060,699 722,181
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 4.5 10/15/2023 7,300,000 7,675,541
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 55,000 15,830
Calpine Corp., Term Loan, 5/28/22 3.5 05/28/2022 7,848,125 7,468,331
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 9.875 04/30/2019 5,098,000 5,520,068
Level 3 Financing, Inc., 5.375%, 1/15/24 (144A) 5.375 01/15/2024 4,200,000 4,333,846
The Medicines Co., 2.5%, 1/15/22 2.5 01/15/2022 885,000 1,008,408
Ally Financial, Inc., 5.75%, 11/20/25 5.75 11/20/2025 7,185,000 7,085,358
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 3.9767 10/17/2045 4,000,000 4,046,467
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 2.7 08/15/2018 3,700,000 2,240,283
Worthington Industries, Inc., 4.55%, 4/15/26 4.55 04/15/2026 3,875,000 4,040,578
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 8,587,315 6,890,182
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 5.5 07/01/2032 4,550,000 6,394,600
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 5.0 09/01/2038 10,000,000 636,621
JP Morgan Trust 2015-6, Floating Rate Note, 10/25/45 (144A) 3.5 10/25/2045 10,000,000 9,768,160
Government National Mortgage Association I, 4.0%, 12/15/41 4.0 12/15/2041 33,303 19,535
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 48,381 20,453
Ivory Coast Government International Bond, 6.375%, 3/3/28 (144A) 6.375 03/03/2028 4,865,000 4,518,713
Frontier Communications Corp., 8.875%, 9/15/20 (144A) 8.875 09/15/2020 285,000 305,223
Houghton Mifflin Harcourt Publishers, Inc., Term Loan, 5/11/21 4.0 05/11/2021 1,666,625 1,604,127
Marfrig Holdings Europe BV, 8.375%, 5/9/18 (144A) 8.375 05/09/2018 4,150,000 4,224,931
Microsemi Corp., Closing Date Term B Loan, 12/17/22 5.25 12/17/2022 1,594,102 1,592,508
Government National Mortgage Association I, 4.0%, 10/15/43 4.0 10/15/2043 28,158 10,810
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 7.75 10/28/2020 4,600,000 4,549,304
Government National Mortgage Association I, 5.5%, 10/15/34 5.5 10/15/2034 2,500,000 323,467
CubeSmart LP, 4.8%, 7/15/22 4.8 07/15/2022 3,205,000 3,493,224
Government National Mortgage Association I, 4.0%, 3/15/39 4.0 03/15/2039 50,000 13,417
Cengage Learning Holdings II, Inc.     90,687 1,760,824
Buckeye Partners LP, 6.05%, 1/15/18 6.05 01/15/2018 1,770,000 1,828,694
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 5.0 12/15/2031 9,165,000 10,262,101
Fannie Mae, 5.0%, 6/1/35 5.0 06/01/2035 77,359,128 5,529,507
KP Germany Erste GmbH, Initial German Borrower Dollar Term Loan, 4/22/20 5.0 04/22/2020 124,351 123,781
US Silica Co., Term Loan, 7/23/20 4.0 07/23/2020 1,877,558 1,663,202
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 247,591 162,783
MacDermid, Inc., Tranche B-2 Term Loan, 6/7/20 5.5 06/07/2020 1,311,750 1,199,842
The Industrial Development Authority of the County of Yavapai, Floating Rate Note, 3/1/28 4.9 03/01/2028 1,400,000 1,451,660
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 5.74 03/20/2042 1,250,704 1,379,468
Valero Energy Corp., 9.375%, 3/15/19 9.375 03/15/2019 4,414,000 5,317,101
Valeant Pharmaceuticals International, Inc., 5.875%, 5/15/23 (144A) 5.875 05/15/2023 3,850,000 3,315,037
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 6.5 07/31/2020 2,589,552 2,194,645
China Government Bond, 3.0%, 11/21/19 3.0 11/21/2019 62,500,000 9,241,913
Fannie Mae, 6.5%, 2/1/32 6.5 02/01/2032 99,991 1,315
Government National Mortgage Association I, 4.0%, 5/15/42 4.0 05/15/2042 4,042,478 2,251,448
American Homes 4 Rent 2014-SFR3 Trust, 4.596%, 12/18/36 (144A) 4.596 12/18/2036 5,000,000 4,960,185
Government National Mortgage Association II, 3.5%, 8/20/45 3.5 08/20/2045 13,275,000 13,582,568
Avg Technologies Nv 1st Lien Tl-B L + 4.75% 07oct20 5.75 10/07/2020 1,747,350 1,718,956
Fannie Mae, 5.0%, 7/1/35 5.0 07/01/2035 17,501,965 1,307,582
Legg Mason, Inc., 5.625%, 1/15/44 5.625 01/15/2044 6,310,000 6,111,036
Baylor University, 4.313%, 3/1/42 4.313 03/01/2042 4,550,000 4,957,384
CenturyLink, Inc., 6.45%, 6/15/21 6.45 06/15/2021 4,100,000 4,219,870
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 5.87 05/17/2031 2,100,000 1,661,471
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 158,615 12,487
Liberty Tire Recycling Llc     185,819 1,858
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 5.149 10/17/2036 2,500,000 2,431,387
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 125,647 38,729
Fannie Mae, 5.5%, 6/1/33 5.5 06/01/2033 852,000 26,042
Fannie Mae, 4.5%, 4/1/41 4.5 04/01/2041 25,000 8,843
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 543,395 215,571
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 4.25 01/31/2021 1,288,464 1,261,622
Molina Healthcare, Inc., 5.375%, 11/15/22 (144A) 5.375 11/15/2022 8,895,000 9,153,604
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 5.35 11/12/2029 2,270,000 2,179,083
Top Co     217,467 48,443
Piedmont Operating Partnership LP, 3.4%, 6/1/23 3.4 06/01/2023 11,130,000 10,883,526
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3.0 01/15/2020 3,026,000 3,054,913
Reynolds American, Inc., 4.45%, 6/12/25 4.45 06/12/2025 10,875,000 11,915,034
DigitalGlobe, Inc., 5.25%, 2/1/21 (144A) 5.25 02/01/2021 5,075,000 4,437,453
KB Home, 1.375%, 2/1/19 1.375 02/01/2019 7,875,000 6,939,023
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3.1649 04/25/2046 3,400,000 3,410,726
Credit Agricole SA, Floating Rate Note (Perpetual) (144A) 7.875 12/31/2049 10,025,000 8,981,127
Government National Mortgage Association I, 4.0%, 3/15/41 4.0 03/15/2041 178,607 121,002
ONEOK, Inc., 6.875%, 9/30/28 6.875 09/30/2028 9,425,000 6,867,487
WASH Multifamily Laundry Systems LLC, Initial US Term Loan (First Lien), 5/5/22 4.25 05/05/2022 296,350 287,089
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 0.5858 09/25/2036 9,396,000