Pioneer Investments: Pioneer Strategic Income Fund


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Pioneer Strategic Income Fund

Monthly Portfolio Holdings as of 2/27/2015

Security Name Coupon Maturity Date Par / Shares Market Value($)
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 6.75 08/29/2049 21,451,000 23,268,811
LDK Solar Co, Ltd. (A.D.R.)     136,114 29,278
Endo Finance LLC, 6.0%, 2/1/25 (144A) 6.0 02/01/2025 1,975,000 2,101,235
University of Southern California, 5.25%, 10/1/11 5.25   2,800,000 3,798,467
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 1,135,738 178,203
Dollar Tree Air Inc 1st Lien Tl-B L + 3.5% 06feb22 3.5 02/06/2022 2,375,000 2,395,145
Government National Mortgage Association I, 4.5%, 6/15/41 4.5 06/15/2041 9,828,676 2,573,935
Novatek OAO via Novatek Finance, Ltd., 4.422%, 12/13/22 (144A) 4.422 12/13/2022 15,700,000 11,998,136
Semt 3.5% 25jul43 13-9-B2 3.5 07/25/2043 4,856,000 4,376,795
Altrl Zero% 30jun17 0.0 06/30/2017 4,560,000 4,604,232
Tufts University, 5.017%, 4/15/12 5.017   14,800,000 16,922,232
Citigroup Capital XIII, Floating Rate Note, 10/30/40 7.875 10/30/2040 590,710 15,689,258
Fannie Mae, 5.0%, 7/1/35 5.0 07/01/2035 17,501,965 1,884,566
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 150,000 7,751
Rosetta Resources, Inc., 5.875%, 6/1/24 5.875 06/01/2024 2,100,000 2,014,316
Euronet Worldwide, Inc., 1.5%, 10/1/44 (144A) 1.5 10/01/2044 3,050,000 3,239,735
Horizon Lines, Inc.     1,695,067 1,118,744
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 0.571 09/25/2035 1,025,000 110,364
Delphi Financial Group, Inc., 7.875%, 1/31/20 7.875 01/31/2020 10,110,000 12,223,268
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4.875 10/07/2020 20,840,000 19,153,914
Controladora Mabe SA de CV, 7.875%, 10/28/19 (144A) 7.875 10/28/2019 9,539,000 10,814,841
OXEA Sarl, Tranche B-2 Term Loan (First Lien), 1/15/20 4.25 01/15/2020 562,257 546,795
Healthcare Realty Trust, Inc., 5.75%, 1/15/21 5.75 01/15/2021 3,370,000 3,818,497
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 91,759 28,042
Magnesita Finance, Ltd., 8.625% (Perpetual) (144A) 8.625 12/31/2049 4,200,000 3,560,331
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 2.5534 11/25/2033 6,500,000 451,742
Long Haul Holdings, Ltd., Facility B Loan, 11/17/13 8.152 01/15/2015 1,392,235 473,360
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2.9906 03/15/2017 3,900,000 1,856,969
Cemex SAB de CV, 7.25%, 1/15/21 (144A) 7.25 01/15/2021 3,400,000 3,658,943
Sector Re V, Ltd., 0.0%, 12/1/19 (Cat Bond) (144A) 0.0 12/01/2019 2,900,000 2,952,780
Government National Mortgage Association I, 6.0%, 7/15/17 6.0 07/15/2017 2,966,457 135,161
Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/34 0.421 10/25/2034 4,500,000 673,063
Building Materials Corp of America, 6.75%, 5/1/21 (144A) 6.75 05/01/2021 3,665,000 4,020,276
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 6.0 08/01/2034 3,000,000 194,527
Fannie Mae, 4.0%, 7/1/44 4.0 07/01/2044 24,645,000 24,942,864
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 3.1883 03/27/2045 1,000,000 1,018,596
JPMorgan Chase & Co., 1.0%, 9/20/17 5.0 12/20/2017 7,000,000 877,898
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 3.8187 06/25/2047 3,661,000 3,832,430
Denbury Resources, Inc., 5.5%, 5/1/22 5.5 05/01/2022 4,965,000 4,731,024
MortgageIT Trust 2005-1, Floating Rate Note, 2/25/35 1.671 02/25/2035 10,000,000 1,619,357
Masco Corp., 7.125%, 3/15/20 7.125 03/15/2020 14,465,000 17,377,678
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 4.5 06/25/2029 4,635,000 3,607,859
DBUBS 2011-LC1 Mortgage Trust, Floating Rate Note, 11/13/46 (144A) 5.558 11/13/2046 2,950,000 3,353,141
Wfcm 3.477% 17aug50 14-Lc16-Asb 3.477 08/17/2050 7,000,000 7,384,284
Indianapolis Airport Authority, 5.1%, 1/15/17 5.1 01/15/2017 3,450,000 3,739,116
Nn Inc 1st Lien Tl-B L + 5% 18jul21 6.0 07/18/2021 3,326,786 3,339,261
International Finance Corp., 8.25%, 6/10/21 8.25 06/10/2021 1,040,880,000 19,031,824
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 3.07%, 12/17/46 3.07 12/17/2046 10,620,000 11,093,371
Linn Energy LLC, 6.5%, 5/15/19 6.5 05/15/2019 9,200,000 8,221,094
MGM Resorts International, 6.0%, 3/15/23 6.0 03/15/2023 11,815,000 12,470,733
IPIC GMTN, Ltd., 5.5%, 3/1/22 (144A) 5.5 03/01/2022 11,820,000 14,045,608
Rosetta Resources, Inc., 5.625%, 5/1/21 5.625 05/01/2021 5,530,000 5,368,942
Kane Zero% 22jan16 0.0 01/22/2016 7,246,500 7,313,168
Kenya Government International Bond, 5.875%, 6/24/19 (144A) 5.875 06/24/2019 4,385,000 4,526,173
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 3.875 06/27/2024 9,641,000 10,026,698
State Street Corp., Floating Rate Note, 12/31/73 5.9 12/31/2073 236,600 6,333,782
West Corp., Term B-10 Loan, 6/30/18 3.25 06/30/2018 1,939,592 1,937,470
Dolphin Energy, Ltd., 5.5%, 12/15/21 (144A) 5.5 12/15/2021 3,780,000 4,393,316
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 4.125 05/30/2023 5,175,000 5,349,193
Cqp 5.625% 01mar25 144a 5.625 03/01/2025 3,155,000 3,170,775
Aircastle, Ltd., 7.625%, 4/15/20 7.625 04/15/2020 2,900,000 3,460,193
MPT Operating Partnership LP, 5.5%, 5/1/24 5.5 05/01/2024 530,000 573,924
Capella Healthcare Inc 1st Lien Tl-B L + 4.25% 31dec21 5.25 12/31/2021 980,000 984,900
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,037,648 93,664
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 4.1512 04/30/2018 1,300,000 1,318,525
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 42,737 22,536
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 2.7 08/15/2018 3,700,000 3,760,617
American Homes 4 Rent 2014-SFR2 Trust, 5.149%, 10/17/36 (144A) 5.149 10/17/2036 2,200,000 2,349,943
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 5.012 08/21/2054 9,215,000 9,655,593
Resource Capital Corp CRE Notes 2013, Ltd., Floating Rate Note, 6/15/16 (144A) 2.323 06/15/2016 4,950,000 4,968,997
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 5.25 04/25/2032 14,941,131 4,251,565
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 7.0 06/30/2035 1,600,000 1,485,433
Blackstone Holdings Finance Co LLC, 6.25%, 8/15/42 (144A) 6.25 08/15/2042 5,050,000 6,400,991
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 5.392 02/15/2044 1,200,000 1,335,698
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 5.95 04/15/2042 3,825,000 3,416,299
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 9.625 03/01/2019 4,070,000 4,789,470
Indonesia Treasury Bond, 7.0%, 5/15/27 7.0 05/15/2027 23,752,000,000 1,864,274
NextGear Floorplan Master Owner Trust, 2.61%, 10/15/19 (144A) 2.61 10/15/2019 500,000 500,946
Government National Mortgage Association I, 6.5%, 5/15/32 6.5 05/15/2032 1,000,000 31,397
Ellington Loan Acquisition Trust 2007-1, Floating Rate Note, 5/26/37 (144A) 1.071 05/26/2037 6,250,000 5,288,186
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 1,335,000 1,267,359
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 5.5 02/25/2035 26,205,000 603,197
Swift Energy Co., 7.875%, 3/1/22 7.875 03/01/2022 4,650,000 2,458,542
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 4.5 12/13/2027 11,145,000 11,126,889
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 7.42 01/09/2019 6,150,000 6,393,403
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 2.122 03/16/2026 2,842,000 2,843,510
Reynolds Group Issuer, Inc., 7.125%, 4/15/19 7.125 04/15/2019 4,075,000 4,337,625
Fannie Mae, 4.0%, 11/1/43 4.0 11/01/2043 8,931,305 9,232,635
Lion I Re, Ltd., Floating Rate Note, 4/28/17 (Cat Bond) 2.36 04/28/2017 1,300,000 1,470,579
BioMed Realty LP, 4.25%, 7/15/22 4.25 07/15/2022 3,865,000 4,086,667
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 40,383 28,081
Kronos, Inc., Incremental Term Loan (First Lien), 10/30/19 4.5 10/30/2019 728,455 730,504
National Mentor Holdings, Inc., Tranche B Term Loan, 1/31/21 4.25 01/31/2021 675,000 670,866
Ozburn-Hessey Holding Co LLC, Term Loan, 5/23/19 6.7525 05/23/2019 2,600,400 2,603,651
Oak Hill Advisors Residential Loan Trust 2014-NPL1, 2.8828%, 5/25/54 (Step) (144A) 2.8828 05/25/2054 5,870,000 3,879,306
Neuberger Berman Group LLC, 5.625%, 3/15/20 (144A) 5.625 03/15/2020 4,350,000 4,634,789
Comstock Resources, Inc., 7.75%, 4/1/19 7.75 04/01/2019 9,120,000 5,943,010
Landry's, Inc., B Term Loan, 4/24/18 4.0 04/24/2018 8,197,871 8,220,415
Government National Mortgage Association I, 6.5%, 9/15/32 6.5 09/15/2032 500,414 48,490
Service Corp International United States, 8.0%, 11/15/21 8.0 11/15/2021 3,322,000 3,995,997
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 4.25 07/01/2021 9,171,560 9,179,200
Rent-A-Center, Inc., 6.625%, 11/15/20 6.625 11/15/2020 1,995,000 1,923,090
Westr 2.75% 20may27 15-1a-A 2.75 05/20/2027 7,250,000 7,248,842
CWGS Group LLC, Term Loan, 2/20/20 5.75 02/20/2020 7,618,041 7,651,370
Federal Home Loan Mortgage Corp., 5.0%, 11/1/39 5.0 11/01/2039 39,051,129 11,394,100
Univision Communications, Inc., 2013 Incremental Term Loan, 3/1/20 4.0 03/01/2020 2,210,414 2,209,955
Inter-American Development Bank, 7.2%, 11/14/17 7.2 11/14/2017 17,080,000,000 1,338,666
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 5.91 01/15/2035 4,650,000 1,903,592
Fannie Mae, 0.5%, 12/15/33 0.5 12/15/2033 7,290,000 7,224,491
Vericrest Opportunity Loan Transferee 2014-NPL4 LLC, 3.125%, 4/27/54 (Step) (144A) 3.125 04/27/2054 4,220,000 3,451,265
WireCo WorldGroup, Inc., Term Loan, 2/15/17 6.0 02/15/2017 2,781,866 2,788,821
Mexican Udibonos, 2.0%, 6/9/22 2.0 06/09/2022 61,080,000 21,136,057
Bowdoin College, 4.693%, 7/1/12 4.693   4,550,000 4,910,253
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 3.82 12/15/2048 3,250,000 2,151,790
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 3.9 06/15/2023 4,802,000 4,969,596
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 4.16 03/20/2043 1,100,000 1,096,666
HCA, Inc., 6.5%, 2/15/20 6.5 02/15/2020 3,800,000 4,331,419
Syniverse Holdings, Inc., Tranche B Term Loan, 4/23/19 4.0 04/23/2019 4,048,090 3,983,997
Windstream Corp., 6.375%, 8/1/23 6.375 08/01/2023 9,870,000 9,127,591
Micro Focus Us Inc 1st Lien Tl-B L + 4.25% 07oct21 5.25 10/07/2021 2,735,000 2,699,672
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 REMICS, 2.979%, 4/17/47 2.979 04/17/2047 5,025,000 5,211,610
Fannie Mae, 4.0%, 8/1/42 4.0 08/01/2042 25,000,000 19,850,079
Arcos Dorados Holdings, Inc., 6.625%, 9/27/23 (144A) 6.625 09/27/2023 1,012,000 1,024,942
Concho Resources, Inc., 6.5%, 1/15/22 6.5 01/15/2022 5,125,000 5,485,102
Government National Mortgage Association I, 3.5%, 10/15/44 3.5 10/15/2044 1,060,699 1,112,299
Alfa Bank OJSC Via Alfa Bond Issuance Plc, 7.5%, 9/26/19 (144A) 7.5 09/26/2019 12,500,000 11,522,333
First Franklin Mortgage Loan Trust 2005-FF5, Floating Rate Note, 2/25/35 0.846 02/25/2035 1,150,000 155,264
Federal Home Loan Mortgage Corp., 4.5%, 9/1/43 4.5 09/01/2043 3,677,099 2,966,041
Norway Government Bond, 4.5%, 5/22/19 4.5 05/22/2019 118,980,000 18,471,207
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 0.971 10/25/2034 51,794,000 2,623,032
JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) 0.532 11/15/2018 9,525,000 3,076,220
AdvancePierre Foods, Inc., Term Loan (First Lien), 7/10/17 5.75 07/10/2017 1,356,742 1,360,558
Rentech Nitrogen Partners LP, 6.5%, 4/15/21 (144A) 6.5 04/15/2021 1,375,000 1,394,269
CFG Investment SAC, 9.75%, 7/30/19 (144A) 9.75 07/30/2019 6,385,000 5,603,370
Hilcorp Energy I LP, 7.625%, 4/15/21 (144A) 7.625 04/15/2021 5,768,000 6,175,625
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 8.9152 06/06/2017 3,250,000 3,377,960
Eaton Vance Corp., 6.5%, 10/2/17 6.5 10/02/2017 19,000 21,736
BTA Bank JSC (G.D.R.) (144A)     4,633 3,128
Golar LNG Partners LP, Floating Rate Note, 10/12/17 6.63 10/12/2017 32,000,000 4,281,357
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 0.2997 08/26/2036 6,900,000 587,003
CCOH Safari LLC, 5.5%, 12/1/22 5.5 12/01/2022 2,400,000 2,512,900
Gold Key Resorts 2014-A LLC, 5.87%, 5/17/31 (144A) 5.87 05/17/2031 2,100,000 2,027,483
Cpi International Inc 1st Lien Tl-B L + 3.25% 31mar21 4.25 03/31/2021 1,488,750 1,488,750
Wells Fargo Commercial Mortgage Trust 2010-C1, Floating Rate Note, 11/18/43 (144A) 5.5827 11/18/2043 4,800,000 5,407,445
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 5.4196 08/12/2044 6,767,000 7,775,115
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 5.25 12/31/2049 5,285,000 5,624,451
Rural, Term Loan, 6/30/18 8.0 06/30/2018 1,552,722 1,471,204
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 6.625 03/20/2017 1,395,000 1,390,224
Petsmart Inc 1st Lien Bridge L + 7% 13dec15 8.0 12/13/2015 16,750,000 16,750,000
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 4,328,222 222,850
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3.9669 01/25/2044 2,749,964 2,360,751
Zambia Government International Bond, 5.375%, 9/20/22 (144A) 5.375 09/20/2022 5,135,000 4,879,997
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 3.0 01/23/2021 771,638 772,763
Capital Automotive Real Estate Investment Trust, 3.66%, 10/17/44 (144A) 3.66 10/17/2044 11,000,000 11,071,453
Livingston International, Inc., Initial Term B-1 Loan (First Lien), 4/18/19 5.0 04/18/2019 1,280,500 1,246,887
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 4.1617 09/26/2044 5,065,000 5,252,437
Fannie Mae, 4.5%, 10/1/43 4.5 10/01/2043 11,002,820 9,628,239
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 2/25/34 2.5078 02/25/2034 1,200,000 27,015
Mirion Technologies Finance Llc 1st Lien Tl-B L + 4.75% 26jan22 5.75 01/26/2022 5,275,000 5,281,620
Brocade Communications Systems, Inc., 4.625%, 1/15/23 4.625 01/15/2023 1,500,000 1,480,161
T-Mobile USA, Inc., 6.542%, 4/28/20 6.542 04/28/2020 4,150,000 4,434,116
Enterprise Products Operating LLC, Floating Rate Note, 8/1/66 8.375 08/01/2066 3,683,000 3,923,773
Vedanta Resources Plc, 6.0%, 1/31/19 (144A) 6.0 01/31/2019 5,850,000 5,406,375
Star Energy Geothermal Wayang Windu, Ltd., 6.125%, 3/27/20 (144A) 6.125 03/27/2020 7,850,000 8,207,339
Federal National Mortgage Association, 5.0%, 12/1/41 5.0 12/01/2041 1,801,282 1,068,731
VAT HOLDING AG, Initial Term Loan, 1/28/21 4.75 01/28/2021 1,800,000 1,787,256
The Hertz Corp., Tranche B-1 Term Loan, 3/11/18 4.0 03/11/2018 1,225,000 1,224,618
Government National Mortgage Association I, 4.0%, 11/15/43 4.0 11/15/2043 64,478 21,867
Fannie Mae, 6.0%, 12/1/37 6.0 12/01/2037 7,118,373 316,765
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 6.0404 04/10/2015 400,000 403,536
Federal Home Loan Mortgage Corp., 5.5%, 10/1/16 5.5 10/01/2016 1,152,073 5,057
US Airways, Inc., Tranche B-2 Term Loan (Consenting), 11/23/16 3.0 11/23/2016 357,991 357,711
Calpine Corp., Term Loan (3/11), 4/1/18 4.0 04/01/2018 5,385,188 5,389,226
BioScrip, Inc., Delayed Draw Term Loan, 7/31/20 6.5 07/31/2020 2,589,552 2,592,788
Albertsons LLC, Term B-2 Loan, 3/21/19 5.375 03/21/2019 1,995,000 2,005,687
Government National Mortgage Association I, 3.5%, 9/15/44 3.5 09/15/2044 16,575,713 16,649,320
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 2.941 01/12/2046 8,000,000 8,178,774
Federal Home Loan Mortgage Corp., 4.5%, 9/1/41 4.5 09/01/2041 324,372 282,909
Government National Mortgage Association I, 7.0%, 5/15/29 7.0 05/15/2029 135,001 870
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 871,367 932,262
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 26,673 21,361
Endo Luxembourg Finance I 1st Lien Tl-B L + 2.5% 05nov20 3.25 11/05/2020 1,147,111 1,147,290
Select Medical Corp., Series E Tranche B Term Loan, 6/1/18 3.7502 06/01/2018 2,064,028 2,066,608
Alkermes, Inc., 2019 Term Loan, 9/25/19 3.5 09/25/2019 1,834,250 1,826,607
Kinetic Concepts, Inc., Dollar Term E-1 Loan, 5/4/18 4.0 05/04/2018 8,577,926 8,579,265
Queen City Re, Floating Rate Note, 1/6/19 (Cat Bond) (144A) 3.5152 01/06/2019 1,000,000 1,002,358
Tesoro Corp., 5.375%, 10/1/22 5.375 10/01/2022 9,480,000 10,197,616
Instituto Costarricense de Electricidad, 6.375%, 5/15/43 (144A) 6.375 05/15/2043 6,100,000 5,242,886
Dubai Electricity & Water Authority, 7.375%, 10/21/20 (144A) 7.375 10/21/2020 5,720,000 7,172,133
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 47,082 16,847
Government National Mortgage Association I, 6.5%, 5/15/29 6.5 05/15/2029 169,368 2,744
Federal Home Loan Mortgage Corp., 4.5%, 7/1/40 4.5 07/01/2040 10,363,430 2,655,775
RENT-A-CENTER, INC, Term Loan (2014), 2/6/21 3.75 02/06/2021 1,800,000 1,764,000
Outerwall, Inc., 6.0%, 3/15/19 6.0 03/15/2019 5,420,000 5,431,743
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 3.75 02/28/2018 1,836,627 1,838,923
Windstream Corp., 8.125%, 9/1/18 8.125 09/01/2018 1,740,000 1,888,244
Fannie Mae, 7.5%, 1/1/28 7.5 01/01/2028 115,000 1,202
AMG Capital Trust II, 5.15%, 10/15/37 5.15 10/15/2037 101,000 6,268,313
Kindred Healthcare 1st Lien Tl-B L + 3% 10apr21 4.25 04/10/2021 8,639,021 8,635,418
CEVA GROUP Plc, 0.0%, 12/31/14 0.0 03/31/2015 2,313 1,619,415
Approach Resources, Inc., 7.0%, 6/15/21 7.0 06/15/2021 560,000 518,949
Fannie Mae, 5.0%, 4/1/22 5.0 04/01/2022 327,117 14,138
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 2.7652 01/09/2017 2,200,000 2,249,399
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 5.0 12/15/2030 4,585,000 5,143,448
Government National Mortgage Association I, 6.5%, 10/15/31 6.5 10/15/2031 316,324 6,828
Bayview Commercial Asset Trust 2007-4, 3.49686%, 9/25/37 (Step) (144A) 3.4899 09/25/2037 77,809,000 1,781,508
Fitness International Llc 1st Lien Tl-B L + 4.5% 25jun20 5.5 06/25/2020 4,922,942 4,701,410
Accredited Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 0.321 09/25/2036 9,396,000 3,573,360
Transnet SOC, Ltd., 4.0%, 7/26/22 (144A) 4.0 07/26/2022 2,050,000 2,000,914
Fannie Mae, 4.5%, 2/1/44 4.5 02/01/2044 52,511,691 44,166,121
Griffon Corp., 5.25%, 3/1/22 5.25 03/01/2022 312,000 315,374
The University of Texas System, 5.0%, 8/15/43 5.0 08/15/2043 2,210,000 2,539,523
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 1,826,616 1,962,650
Credit Suisse First Boston Mortgage Securities Corp., 5.0%, 8/25/20 5.0 08/25/2020 7,662,500 507,934
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 55,746 34,977
Fannie Mae, 5.0%, 7/1/35 5.0 07/01/2035 42,393,553 4,267,764
First Horizon Mortgage Pass-Through Trust 2005-AR2, Floating Rate Note, 6/25/35 2.5677 06/25/2035 16,257,000 3,004,648
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 1,435,575 1,487,804
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 5.95 12/31/2049 250,000 6,445,000
City Center Trust 2011-CCHP, Floating Rate Note, 7/17/28 (144A) 4.65 07/17/2028 4,500,000 4,504,870
Arcelik AS, 5.0%, 4/3/23 (144A) 5.0 04/03/2023 8,100,000 7,955,325
Fannie Mae, 3.5%, 12/1/42 3.5 12/01/2042 50,000 44,496
Fannie Mae, 6.0%, 12/1/33 6.0 12/01/2033 2,000,000 133,117
EuroChem Mineral & Chemical Co OJSC via EuroChem Global Investments, Ltd., 5.125%, 12/12/17 (144A) 5.125 12/12/2017 3,650,000 3,366,904
CCO Holdings LLC, 6.625%, 1/31/22 6.625 01/31/2022 10,705,000 11,540,213
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 4.5 10/15/2023 7,300,000 7,834,915
Sequoia Mortgage Trust 2013-5, Floating Rate Note, 5/25/43 (144A) 3.5355 05/25/2043 5,370,000 5,072,172
Fannie Mae, 4.5%, 7/1/41 4.5 07/01/2041 39,417,029 22,061,245
Morgan Stanley, Floating Rate Note (Perpetual) 7.125 12/31/2049 324,400 9,138,348
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 5.5 07/01/2032 4,550,000 6,268,209
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 5.4405 05/25/2029 3,900,000 4,413,721
Viterra, Inc., 5.95%, 8/1/20 (144A) 5.95 08/01/2020 12,880,000 14,513,525
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 3,000,000 374,062
Petsmart Inc 1st Lien Tl-B L + 4% 18feb22 5.0 02/18/2022 5,206,830 5,247,870
Government National Mortgage Association I, 4.0%, 12/18/14 4.0 12/18/2014 5,000,000 5,392,859
Fannie Mae, 6.5%, 5/1/31 6.5 05/01/2031 392,161 2,070
Envision Healthcare Corp., Initial Term Loan, 5/25/18 4.0 05/25/2018 1,959,369 1,959,982
Federal Home Loan Mortgage Corp., 4.5%, 10/1/43 4.5 10/01/2043 1,083,224 971,405
Government National Mortgage Association I, 6.0%, 11/15/33 6.0 11/15/2033 3,200,000 357,153
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 4.6167 11/25/2049 5,600,000 6,076,484
Si Organization Inc 1st Lien Dd L + 0% 19nov19 5.75 11/19/2019 336,090 337,298
Gci Holdings Inc 1st Lien Tl-B L + 3.75% 22dec21 4.75 12/22/2021 3,285,000 3,295,939
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 4.0 05/01/2044 13,500,000 13,958,542
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 543,395 269,473
Cengage Learning Holdings II LP     90,687 2,012,163
LEAF Receivables Funding 9 LLC, 5.11%, 9/15/21 (144A) 5.11 09/15/2021 3,010,000 3,090,804
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 1.221 03/25/2025 1,900,000 418,104
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 3.95 01/11/2023 18,802,000 18,883,487
Fannie Mae, 5.0%, 8/1/35 5.0 08/01/2035 24,222,081 2,688,335
JP Morgan Mortgage Acquisition Trust 2006-ACC1, Floating Rate Note, 5/25/36 0.3183 05/25/2036 2,125,362 530,123
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 3.4576 01/15/2017 5,500,000 5,636,543
Ally Financial, Inc., 7.0% (Perpetual) (144A) 7.0 12/31/2049 15,956 16,078,164
Digicel, Ltd., 8.25%, 9/1/17 (144A) 8.25 09/01/2017 6,600,000 7,032,713
Government National Mortgage Association I, 4.0%, 8/15/41 4.0 08/15/2041 68,643 33,625
Numericable-SFR, 6.0%, 5/15/22 (144A) 6.0 05/15/2022 5,350,000 5,455,217
Fannie Mae, 3.5%, 8/1/42 3.5 08/01/2042 48,680,354 41,498,506
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 4.7704 04/25/2044 8,232,000 8,879,610
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 7.697   11,050,000 14,579,769
Vertafore, Inc., Term Loan (2013), 10/3/19 4.25 10/03/2019 5,768,666 5,769,266
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 2.7242 09/25/2033 34,229,000 2,684,875
Alpha Natural Resources, Inc., 6.25%, 6/1/21 6.25 06/01/2021 1,860,000 534,944
Fly Leasing, Ltd., 6.375%, 10/15/21 6.375 10/15/2021 1,750,000 1,777,435
Ascentium Equipment Receivables 2014-1 LLC, 3.1%, 6/10/21 (144A) 3.1 06/10/2021 800,000 808,637
T-Mobile USA, Inc., 6.625%, 11/15/20 6.625 11/15/2020 4,915,000 5,278,488
Seagate HDD Cayman, 4.75%, 6/1/23 4.75 06/01/2023 13,870,000 14,931,404
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 4.286 07/25/2048 4,100,000 4,342,185
Fannie Mae, 5.0%, 5/1/38 5.0 05/01/2038 9,123,173 847,873
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 20,000,000 19,920,459
Bank of America Corp., 7.25% (Perpetual) 7.25 12/31/2049 5,330 6,236,100
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 5.25 07/25/2035 3,999,380 2,049,200
Reynolds Group Holdings, Inc., Incremental U.S. Term Loan, 12/31/18 4.0 12/31/2018 3,774,613 3,792,780
Unifrax I LLC, New Term B Dollar Loan, 11/28/18 4.25 11/28/2018 1,450,000 1,442,145
Hexion US Finance Corp., 8.875%, 2/1/18 8.875 02/01/2018 3,590,000 3,048,471
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 6.0 01/14/2020 5,945,000 6,789,578
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust, Floating Rate Note, 6/25/35 2.6141 06/25/2035 4,600,000 1,278,788
New Hampshire Health and Education Facilities Authority Act, 6.5%, 1/1/41 6.5 01/01/2041 4,250,000 5,065,540
COMM 2014-FL4 Mortgage Trust, Floating Rate Note, 7/15/31 (144A) 2.0148 07/15/2031 5,070,000 5,068,193
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 750,000 111,588
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 2.5833 11/25/2033 40,000,000 2,060,334
Fannie Mae, 6.5%, 10/1/32 6.5 10/01/2032 511,093 15,912
Government National Mortgage Association I, 4.0%, 12/15/44 4.0 12/15/2044 747,832 804,090
U.S. Treasury Bonds, 3.75%, 8/15/41 3.75 08/15/2041 10,750,000 13,250,414
Government National Mortgage Association I, 6.0%, 5/15/16 6.0 05/15/2016 192,300 835
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 6.375 09/01/2024 7,500,000 8,237,841
First Investors Auto Owner Trust 2013-1, 2.53%, 1/15/20 (144A) 2.53 01/15/2020 1,600,000 1,601,166
Government National Mortgage Association I, 4.0%, 11/15/44 4.0 11/15/2044 508,546 545,827
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 3.0 03/27/2024 6,435,000 3,910,763
Government National Mortgage Association I, 5.5%, 9/15/19 5.5 09/15/2019 2,338,171 118,282
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 4.0253 05/05/2017 7,650,000 7,690,885
Government National Mortgage Association I, 6.0%, 10/15/33 6.0 10/15/2033 3,000,000 87,434
Government National Mortgage Association I, 6.0%, 6/15/17 6.0 06/15/2017 6,900,000 94,296
LORENZO RE, Ltd., 0.0%, 12/31/49 (Cat Bond) (Perpetual) 0.0 12/31/2049 57,000 6,776,160
BXG Receivables Note Trust 2015-A, 3.47%, 5/2/30 (144A) 3.47 05/02/2030 2,500,000 2,491,618
Government National Mortgage Association I, 5.5%, 4/15/34 5.5 04/15/2034 3,032,660 259,699
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 3.72 09/20/2027 1,550,000 1,196,433
Westgate Resorts 2014-1 LLC, 3.25%, 12/20/26 (144A) 3.25 12/20/2026 9,400,000 8,080,049
Government National Mortgage Association I, 4.0%, 2/15/41 4.0 02/15/2041 63,917 40,771
BBVA Bancomer SA Texas, Floating Rate Note, 11/12/29 (144A) 5.35 11/12/2029 2,270,000 2,290,052
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 4.04 07/10/2017 1,600,000 1,629,190
The Allstate Corp., Floating Rate Note, 1/15/53 5.1 01/15/2053 631,450 16,777,627
Government National Mortgage Association, Floating Rate Note, 9/16/52 1.0021 09/16/2052 55,000,000 3,661,942
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 250,000 5,375
On Assignment, Inc., Initial Term B Loan, 5/15/20 3.5 05/15/2020 3,419,750 3,401,584
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 4.125 11/15/2026 2,000,000 2,027,082
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 5.0 03/25/2019 7,800,000 438,766
Government National Mortgage Association I, 4.5%, 11/15/40 4.5 11/15/2040 8,091,166 3,523,985
Waste Industries USA, Inc., Term B Loan, 3/17/17 5.25 03/17/2017 3,489,218 3,481,950
Government National Mortgage Association I, 6.0%, 11/15/18 6.0 11/15/2018 197,092 1,960
Forethought Financial Group, Inc., 8.625%, 4/15/21 (144A) 8.625 04/15/2021 3,200,000 3,843,375
Fannie Mae, 5.0%, 6/1/40 5.0 06/01/2040 11,550,000 4,174,436
Fannie Mae, 5.5%, 4/1/36 5.5 04/01/2036 2,000,200 252,058
Banco de Credito del Peru Panama, Floating Rate Note, 9/16/26 (144A) 6.875 09/16/2026 10,210,000 11,735,757
GrupoSura Finance SA, 5.7%, 5/18/21 (144A) 5.7 05/18/2021 4,710,000 5,163,730
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E, Floating Rate Note, 10/25/28 1.071 10/25/2028 5,273,350 946,407
Voya Financial, Inc., Floating Rate Note, 5/15/53 5.65 05/15/2053 2,700,000 2,844,896
Kodiak Oil & Gas Corp., 8.125%, 12/1/19 8.125 12/01/2019 85,000 90,282
Digital Realty Trust LP, 3.625%, 10/1/22 3.625 10/01/2022 6,300,000 6,371,909
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3.5 05/25/2043 8,923,000 7,085,046
Fannie Mae, 4.0%, 1/1/42 4.0 01/01/2042 8,038,832 3,602,859
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 2.621 01/25/2035 19,862,000 3,786,933
U.S. Treasury Bonds, 4.375%, 5/15/41 4.375 05/15/2041 5,300,000 7,236,333
The Williams Companies, Inc., 7.75%, 6/15/31 7.75 06/15/2031 8,880,000 10,105,807
Alliance HealthCare Services, Inc., Initial Term Loan, 6/3/19 4.25 06/03/2019 3,358,865 3,347,321
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 2.6089 05/25/2034 8,822,000 575,224
Government National Mortgage Association I, 4.0%, 10/15/44 4.0 10/15/2044 3,000,000 2,762,510
CEVA GROUP Plc     1,069 748,090
Protection One, Inc., Term Loan (2012), 3/21/19 4.25 03/21/2019 2,288,177 2,280,551
Government National Mortgage Association II, 5.5%, 10/20/37 5.5 10/20/2037 50,000 13,327
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 2,205,966 1,963,867
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 12,695,000 13,399,052
Government National Mortgage Association I, 6.5%, 1/15/29 6.5 01/15/2029 577,201 13,342
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 2.4 05/01/2018 5,100,000 5,161,715
EP Energy LLC, Tranche B-3 Loan, 5/24/18 3.5 05/24/2018 3,656,667 3,540,110
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 4/25/37 0.2583 04/25/2037 5,678,000 1,209,028
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 6.876 06/27/2017 4,665,000 446,800
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 300,000 16,335
Micron Technology, Inc., 5.25%, 8/1/23 (144A) 5.25 08/01/2023 13,185,000 13,546,214
GATX Corp., 6.0%, 2/15/18 6.0 02/15/2018 6,865,000 7,635,937
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 7.5051 04/09/2015 3,150,000 3,205,335
Eden Re II, Ltd., 0.0%, 4/19/18 (Cat Bond) (144A) 0.0 04/19/2018 7,200,000 7,228,800
Fannie Mae, 4.5%, 8/1/41 4.5 08/01/2041 71,193,582 28,068,604
Phosagro OAO via Phosagro Bond Funding, Ltd., 4.204%, 2/13/18 (144A) 4.204 02/13/2018 5,550,000 5,074,097
Government National Mortgage Association I, 5.5%, 1/15/35 5.5 01/15/2035 2,028,000 213,022
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 90,862 24,011
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 3.5 06/19/2021 5,905,639 5,927,260
WMG Acquisition Corp., Tranche B Refinancing Term Loan, 7/1/20 3.75 07/01/2020 4,890,594 4,806,231
Marfrig Holding Europe BV, 6.875%, 6/24/19 (144A) 6.875 06/24/2019 15,910,000 14,545,276
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, Floating Rate Note, 11/15/43 (144A) 5.5058 11/15/2043 1,300,000 1,460,133
Government National Mortgage Association I, 4.5%, 12/15/34 4.5 12/15/2034 326,420 45,964
Altisource Solutions Sarl, Term B Loan, 12/9/20 4.5 12/09/2020 3,880,500 3,104,400
Government National Mortgage Association, 3.0%, 4/20/41 3.0 04/20/2041 8,800,000 7,225,943
Fannie Mae, 4.0%, 11/1/41 4.0 11/01/2041 55,000 20,490
Springleaf Funding Trust 2014-A, 2.41%, 12/15/22 (144A) 2.41 12/15/2022 5,000,000 4,997,196
Fannie Mae, 6.0%, 1/1/33 6.0 01/01/2033 502,267 17,767
Government National Mortgage Association I, 5.0%, 6/15/21 5.0 06/15/2021 1,048,281 179,216
Fannie Mae, 6.0%, 10/1/32 6.0 10/01/2032 200,552 4,127
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 5.15 12/31/2049 11,735,000 11,682,633
BRF SA, 5.875%, 6/6/22 (144A) 5.875 06/06/2022 7,810,000 8,521,350
US Bancorp, Floating Rate Note (Perpetual) 6.0 12/31/2049 541,523 14,745,671
Targus Group International, Inc., Term Loan, 5/24/16 13.9839 05/24/2016 1,887,167 1,538,041
Government National Mortgage Association I, 6.0%, 1/15/33 6.0 01/15/2033 1,500,000 32,908
Government National Mortgage Association I, 5.5%, 4/15/33 5.5 04/15/2033 184,273 6,775
Alternative Loan Trust 2003-16T1, 5.25%, 9/25/33 5.25 09/25/2033 7,855,000 3,294,151
Mexican Bonos, 6.5%, 6/9/22 6.5 06/09/2022 272,040,000 19,543,413
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3.1648 04/25/2046 3,400,000 3,452,808
Government National Mortgage Association I, 4.0%, 5/15/41 4.0 05/15/2041 29,985 20,632
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 10.3855 04/09/2015 700,000 718,025
Gulf Coast Waste Disposal Authority, Floating Rate Note, 5/1/28 5.2 05/01/2028 4,450,000 4,709,128
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 3,344,903 3,318,996
Government National Mortgage Association I, 4.0%, 7/15/43 4.0 07/15/2043 497,034 363,077
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 47,168 24,399
Consolidated Edison Co of New York, Inc., 4.625%, 12/1/54 4.625 12/01/2054 18,225,000 20,748,513
Apex Tool Group LLC, Term Loan, 1/31/20 4.5 01/31/2020 1,339,773 1,312,419
Nuance Communications, Inc., 2.75%, 11/1/31 2.75 11/01/2031 9,565,000 9,530,925
Brazos Harbor Industrial Development Corp., Floating Rate Note, 5/1/38 5.9 05/01/2038 7,050,000 7,793,458
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 6.75 04/06/2021 12,763,000 14,872,099
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2.2152 01/08/2019 3,900,000 3,907,475
Government National Mortgage Association I, 7.5%, 8/15/29 7.5 08/15/2029 100,063 122
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 5.46 11/15/2035 2,000,000 1,610,004
Indonesia Treasury Bond, 6.125%, 5/15/28 6.125 05/15/2028 26,365,000,000 1,899,609
DigitalGlobe, Inc., Term Loan, 1/31/20 3.75 01/31/2020 8,579,269 8,583,516
Citigroup, Inc., Floating Rate Note (Perpetual) 7.125 12/31/2049 642,000 17,610,060
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 8.5424 05/07/2015 2,250,000 2,283,276
Expedia, Inc., 5.95%, 8/15/20 5.95 08/15/2020 7,110,000 8,001,079
President and Fellows of Harvard College, 2.3%, 10/1/23 2.3 10/01/2023 5,600,000 5,534,305
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 5.873 05/15/2041 5,950,000 805,171
ATKORE INTERNATIONAL INC, Term Loan (First Lien), 3/27/21 4.5 03/27/2021 1,691,500 1,640,755
Sector Re V, Ltd., 0.0%, 12/1/18 (Cat Bond) (144A) 0.0 12/01/2018 20,917 250,094
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 9.0152 03/12/2015 1,850,000 1,878,583
Getty Images, Inc., Initial Term Loan, 10/18/19 4.75 10/18/2019 4,773,698 4,151,824
JBS USA LLC, 8.25%, 2/1/20 (144A) 8.25 02/01/2020 4,650,000 4,957,772
Government National Mortgage Association I, 4.0%, 12/15/41 4.0 12/15/2041 50,000 32,595
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 3.682 02/12/2046 4,500,000 4,641,604
Government National Mortgage Association I, 4.5%, 10/15/33 4.5 10/15/2033 2,387,368 226,911
Star West Generation LLC, Term B Advance, 3/13/20 4.25 03/13/2020 2,059,259 2,048,963
Federal Home Loan Mortgage Corp., 5.0%, 12/1/34 5.0 12/01/2034 4,668,054 405,465
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 1.57 01/08/2019 3,350,000 3,346,942
OneMain Financial Issuance Trust 2015-1, 3.19%, 3/18/26 (144A) 3.19 03/18/2026 3,700,000 3,711,999
Inversiones CMPC SA, 4.375%, 5/15/23 (144A) 4.375 05/15/2023 2,500,000 2,593,643
Government National Mortgage Association I, 4.0%, 1/15/42 4.0 01/15/2042 637,441 21,256
IAMGOLD Corp., 6.75%, 10/1/20 (144A) 6.75 10/01/2020 2,475,000 2,221,467
WireCo WorldGroup, Inc., 9.5%, 5/15/17 9.5 05/15/2017 3,500,000 3,542,632
Si Organization Inc 1st Lien Tl L + 4.75% 19nov19 5.75 11/19/2019 5,056,270 5,074,442
Bear Stearns ALT-A Trust 2003-3, Floating Rate Note, 10/25/33 2.6805 10/25/2033 7,600,000 1,266,981
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1.121 10/25/2037 4,690,000 1,089,181
Citigroup Mortgage Loan Trust, Inc., 5.5%, 9/25/34 5.5 09/25/2034 18,566,000 4,619,949
Government National Mortgage Association I, 5.5%, 2/15/35 5.5 02/15/2035 5,109,070 294,349
Transportadora de Gas del Peru SA, 4.25%, 4/30/28 (144A) 4.25 04/30/2028 6,200,000 6,247,619
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 8,587,315 8,970,498
Inversiones CMPC SA, 4.5%, 4/25/22 (144A) 4.5 04/25/2022 8,625,000 9,078,899
AEP Industries, Inc., 8.25%, 4/15/19 8.25 04/15/2019 1,824,000 1,920,634
Windstream Corp., 7.75%, 10/15/20 7.75 10/15/2020 8,680,000 9,229,721
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2.222 09/18/2031 3,300,000 3,281,052
Government National Mortgage Association I, 4.0%, 10/15/41 4.0 10/15/2041 48,381 29,391
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 7.5 03/01/2020 0 231,096
Bumi Resources Tbk PT, Loan, 11/7/15 18.153 11/07/2015 1,135,833 386,183
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 0.721 07/25/2033 29,527,860 3,014,223
EP Energy LLC, 9.375%, 5/1/20 9.375 05/01/2020 9,850,000 10,814,992
Scitor Corp., Term Loan, 2/15/17 5.0 02/15/2017 1,656,399 1,648,117
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 6.0 09/25/2034 15,700,000 2,930,168
Fannie Mae, 6.0%, 7/1/38 6.0 07/01/2038 2,040,000 169,605
Worthington Industries, Inc., 4.55%, 4/15/26 4.55 04/15/2026 3,875,000 4,224,691
Government National Mortgage Association I, 6.5%, 12/15/31 6.5 12/15/2031 50,173 433
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 0.3935 03/20/2035 20,245,000 1,850,740
Ziggo Bv 1st Lien Tl-B2 L + 2.75% 15jan22 3.385 01/15/2022 1,668,085 1,656,022
Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 8.625 10/15/2018 5,698,000 6,107,484
VOLT XIX LLC, 3.875%, 4/26/55 (Step) 3.875 04/26/2055 5,300,000 5,097,157
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4.75 02/15/2023 5,375,000 5,914,528
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 2.5163 10/25/2033 28,400,000 2,968,956
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 2.325 08/25/2033 12,112,000 906,248
JBS Investments GmbH, 7.75%, 10/28/20 (144A) 7.75 10/28/2020 5,100,000 5,499,500
Fly Leasing, Ltd., 6.75%, 12/15/20 6.75 12/15/2020 4,183,000 4,292,542
Citicorp Residential Mortgage Trust Series 2007-2, 5.63784%, 6/25/37 (Step) 5.5975 06/25/2037 4,155,000 4,216,664
FREMF Mortgage Trust 2011-K12, Floating Rate Note, 1/25/46 (144A) 4.3452 01/25/2046 3,953,000 4,275,497
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 5.0 06/15/2044 7,925,000 8,744,460
Government National Mortgage Association I, 5.0%, 11/15/16 5.0 11/15/2016 1,229,667 36,397
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 9.0375 03/16/2016 850,000 908,395
Rosneft Finance SA, 7.25%, 2/2/20 (144A) 7.25 02/02/2020 1,770,000 1,598,728
Catalent 1st Lien Tl-B L + 3.5% 08may21 4.25 05/08/2021 4,763,053 4,781,767
Government National Mortgage Association I, 4.5%, 4/15/35 4.5 04/15/2035 864,262 106,851
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 5.0 11/01/2033 1,400,000 1,647,870
Government National Mortgage Association, 4.973%, 4/16/42 4.973 04/16/2042 1,575,000 240,457
Pangaea Zero% 01jul18 0.0 07/01/2018 11,730,000 12,680,130
Fannie Mae, 3.5%, 4/1/29 3.5 04/01/2029 8,000,000 7,194,813
Government National Mortgage Association II, 7.0%, 1/20/29 7.0 01/20/2029 500,000 7,040
CNO Financial Group, Inc., Tranche B-2 Term Loan, 9/28/18 3.75 09/28/2018 4,782,432 4,765,933
JLL, Initial Dollar Term Loan, 1/23/21 4.25 01/23/2021 2,447,700 2,430,872
NSG Holdings LLC, New Term Loan, 12/11/19 3.75 12/11/2019 3,898,303 3,873,939
CNO Financial Group, Inc., 6.375%, 10/1/20 (144A) 6.375 10/01/2020 125,000 135,754
Indonesia Treasury Bond, 7.0%, 5/15/22 7.0 05/15/2022 34,113,000,000 2,714,451
GCI, Inc., 8.625%, 11/15/19 8.625 11/15/2019 1,500,000 1,606,391
Turkiye Garanti Bankasi AS, 7.375%, 3/7/18 (144A) 7.375 03/07/2018 14,400,000 5,511,681
Fannie Mae, 6.0%, 3/1/32 6.0 03/01/2032 100,000 2,390
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 4,910,088 4,546,640
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) (144A) 3.0152 05/25/2018 3,500,000 3,475,617
Silverton RE, Ltd., 0.0%, 9/18/17 (Cat Bond) (144A) 0.0 09/18/2017 4,500,000 4,649,850
Terex Corp., U.S. Term Loan, 8/13/21 3.5 08/13/2021 1,643,220 1,650,923
Wynn Macau, Ltd., 5.25%, 10/15/21 (144A) 5.25 10/15/2021 12,885,000 12,909,428
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 2.75 01/15/2020 100,000 100,147
Government National Mortgage Association I, 6.0%, 9/15/19 6.0 09/15/2019 1,044,422 25,835
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 10,057,421 532,247
Verint Systems, Inc., Tranche B Incremental Term Loan, 9/6/19 3.5 09/06/2019 4,034,508 4,032,491
Buckeye Partners LP, 6.05%, 1/15/18 6.05 01/15/2018 1,770,000 1,960,040
Fannie Mae, 4.5%, 7/1/41 4.5 07/01/2041 12,477,165 5,020,802
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 0.371 01/25/2036 8,100,000 1,769,067
Metinvest BV, 8.75%, 2/14/18 (144A) 8.75 02/14/2018 5,175,000 1,831,596
Government National Mortgage Association I, 4.0%, 4/15/44 4.0 04/15/2044 36,178 37,313
Banc of America Alternative Loan Trust 2004-10, 6.0%, 11/25/34 6.0 11/25/2034 8,860,000 1,793,140
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 800,000 10,669
Fannie Mae, 5.0%, 7/1/39 5.0 07/01/2039 10,309,150 1,764,700
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 5.0 09/25/2039 3,078,000 505,439
CoBank ACB, Floating Rate Note (Perpetual) (144A) 6.25 12/31/2049 87,500 9,020,708
The Goldman Sachs Group, Inc., 6.45%, 5/1/36 6.45 05/01/2036 7,400,000 9,366,953
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 4.75 10/25/2033 20,470,000 833,629
California Republic Auto Receivables Trust 2012-1, 3.0%, 1/15/20 (144A) 3.0 01/15/2020 3,026,000 3,110,003
Parsley Energy LLC, 7.5%, 2/15/22 (144A) 7.5 02/15/2022 1,200,000 1,233,250
Syniverse Holdings, Inc., Initial Term Loan, 4/23/19 4.0 04/23/2019 2,821,064 2,776,398
Government National Mortgage Association I, 4.0%, 1/15/41 4.0 01/15/2041 150,255 93,930
Acgl Zero% 01jul16 0.0 07/01/2016 3,554,000 3,578,878
Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/16/28 (144A) 5.333 02/15/2028 17,900,000 17,128,972
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 0.441 04/25/2032 84,170,000 7,139,547
SM Energy Co., 6.5%, 1/1/23 6.5 01/01/2023 1,080,000 1,123,515
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 5.0 09/01/2038 6,942,604 615,897
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 358,526 322,639
Government National Mortgage Association II, 4.0%, 10/20/44 4.0 10/20/2044 15,115,000 15,724,768
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 11,865,000 12,265,498
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4.0 01/01/2044 6,491,414 5,982,583
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 3.0 06/25/2043 7,399,368 6,590,258
Standard Pacific Corp., 1.25%, 8/1/32 1.25 08/01/2032 6,735,000 8,159,873
JPMorgan Chase & Co., 4.25%, 11/2/18 4.25 11/02/2018 15,300,000 11,739,618
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 0.0 01/07/2016 5,825,133 5,833,871
WFRBS Commercial Mortgage Trust 2011-C3, 3.998%, 3/15/44 (144A) 3.998 03/15/2044 2,885,000 3,074,684
Government National Mortgage Association I, 4.0%, 4/15/43 4.0 04/15/2043 30,219 26,276
Government National Mortgage Association I, 4.0%, 5/15/43 4.0 05/15/2043 514,545 413,716
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 2.02 01/15/2019 500,000 499,043
CubeSmart LP, 4.8%, 7/15/22 4.8 07/15/2022 3,205,000 3,557,695
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 5.85 05/21/2043 17,150,000 14,033,202
Sabre GLBL, Inc., Incremental Term Loan, 2/19/19 4.5 02/19/2019 3,870,265 3,881,876
Government National Mortgage Association I, 4.0%, 2/15/41 4.0 02/15/2041 3,373,529 1,916,051
MedAssets, Inc., Term B Loan, 12/13/19 4.0 12/13/2019 1,718,400 1,712,472
Government National Mortgage Association I, 4.0%, 8/15/43 4.0 08/15/2043 2,615,205 2,044,138
Fannie Mae, 4.0%, 5/1/42 4.0 05/01/2042 530,000 465,639
Government National Mortgage Association I, 6.0%, 1/15/34 6.0 01/15/2034 1,135,007 67,178
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 5.0 12/01/2021 6,525,000 506,171
Government National Mortgage Association I, 4.0%, 6/15/41 4.0 06/15/2041 15,464,981 7,529,831
Vedanta Resources Jersey, Ltd., 5.5%, 7/13/16 5.5 07/13/2016 11,800,000 11,143,625
IASIS Healthcare LLC, Term B-2 Loan, 5/3/18 4.5 05/03/2018 6,213,166 6,233,551
Prudential Financial, Inc., Floating Rate Note, 9/15/42 5.875 09/15/2042 7,575,000 8,364,320
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2.5726 04/25/2035 7,232 7,263
Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 4.95 05/23/2019 3,100,000 2,293,059
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 4.375 04/10/2024 2,500,000 2,635,677
Government National Mortgage Association I, 5.5%, 10/15/19 5.5 10/15/2019 300,000 36,362
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 5.2652 03/07/2016 4,433,000 4,523,008
Pro Mach Group, Inc., Dollar Term Loan (First Lien), 10/20/21 5.5 10/20/2021 1,043,771 1,050,295
Federal Home Loan Mortgage Corp., 6.0%, 10/1/37 6.0 10/01/2037 250,000 15,600
UBS AG, 7.625%, 8/17/22 7.625 08/17/2022 16,775,000 20,443,590
Nordion 1st Lien Tl-B L + 3.5% 30jul21 4.5 07/30/2021 1,945,125 1,943,505
Sunoco, Inc., 9.625%, 4/15/15 9.625 04/15/2015 25,000 26,126
Ccolt 2.82% 15mar21 15-1-A 2.82 03/15/2021 3,000,000 3,004,299
Government National Mortgage Association I, 6.5%, 7/15/35 6.5 07/15/2035 161,566 33,749
CSM Bakery Solutions LLC, Term Loan (First Lien), 7/3/20 5.0 07/03/2020 3,225,905 3,201,711
New Residential Mortgage Loan Trust 2014-3, Floating Rate Note, 11/25/54 (144A) 3.75 11/25/2054 7,093,312 6,993,940
Citigroup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 4.0 01/01/2035 4,900,000 3,683,338
Chaparral Energy, Inc., 7.625%, 11/15/22 7.625 11/15/2022 3,475,000 2,647,311
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/7/17 (Cat Bond) (144A) 5.0051 02/07/2017 3,750,000 3,781,471
MASTR Alternative Loan Trust 2004-13, Floating Rate Note, 1/25/35 6.0292 01/25/2035 6,500,000 1,094,669
Macdermid Incorporated 1st Lien Tl-B2 L + 3.75% 07jun20 4.75 06/07/2020 1,325,000 1,335,600
Valero Energy Corp., 9.375%, 3/15/19 9.375 03/15/2019 4,414,000 5,713,662
Sprint Corp., 7.25%, 9/15/21 7.25 09/15/2021 10,375,000 10,916,589
Spectrum Brands Canada, Inc., Initial Canadian Term Loan, 12/17/19 5.0545 12/17/2019 190,507 151,474
State of Washington, 3.0%, 7/1/28 3.0 07/01/2028 2,550,000 2,592,789
European Investment Bank, 7.2%, 7/9/19 (144A) 7.2 07/09/2019 105,700,000,000 8,398,402
US Airways, Inc., Tranche B-1 Term Loan (Consenting), 5/23/19 3.5 05/23/2019 1,114,795 1,111,311
Empresa Electrica Angamos SA, 4.875%, 5/25/29 (144A) 4.875 05/25/2029 9,485,000 9,575,997
Government National Mortgage Association II, 6.0%, 5/20/32 6.0 05/20/2032 3,000,000 89,491
Ironshore Holdings US, Inc., 8.5%, 5/15/20 (144A) 8.5 05/15/2020 6,850,000 8,272,214
Poland Government International Bond, 4.0%, 1/22/24 4.0 01/22/2024 6,700,000 7,267,611
Desarrolladora Homex SAB de CV, 0.0%, 12/11/19 (144A) 0.0 12/11/2019 3,140,000 856,653
BRF SA, 3.95%, 5/22/23 (144A) 3.95 05/22/2023 3,500,000 3,337,017
Government National Mortgage Association I, 7.0%, 5/15/29 7.0 05/15/2029 55,127 539
Kane Sac, Ltd., 0.0%, 1/7/16 (Cat Bond) 0.0 01/07/2016 2,943,500 2,949,976
William Marsh Rice University, 4.626%, 5/15/63 4.626 05/15/2063 5,100,000 6,109,034
Dycom Investments, Inc., 7.125%, 1/15/21 7.125 01/15/2021 3,500,000 3,704,786
FREMF Mortgage Trust 2011-K11 REMICS, Floating Rate Note, 12/25/48 (144A) 4.4208 12/25/2048 3,300,000 3,581,555
Fannie Mae, 6.0%, 3/1/33 6.0 03/01/2033 250,000 9,978
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 5.335 06/25/2043 4,920,000 1,148,701
Inter-American Development Bank, 7.2%, 1/22/18 7.2 01/22/2018 114,720,000,000 8,831,747
FREMF Mortgage Trust 20-, Floating Rate Note, 11/25/47 (144A) 3.6302 11/25/2047 3,150,000 3,061,175
Fannie Mae, 4.5%, 9/1/43 4.5 09/01/2043 17,709,372 14,178,938
Oi SA, 5.75%, 2/10/22 (144A) 5.75 02/10/2022 0 10,997
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 4.1712 08/17/2046 5,200,000 5,742,586
CHS, 2021 Term D Loan, 1/27/21 4.25 01/27/2021 6,113,845 6,138,044
Expert Global Solutions, Inc., Term B Advance (First Lien), 4/3/18 8.5 04/03/2018 4,427,459 4,434,379
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 2.4595 06/25/2034 38,089,920 5,109,659
Building Materials Corp of America, 5.375%, 11/15/24 (144A) 5.375 11/15/2024 9,250,000 9,676,656
Westgate Resorts 2012-2 LLC, 4.5%, 1/21/25 (144A) 4.5 01/21/2025 3,725,000 1,033,861
Nakilat, Inc., 6.067%, 12/31/33 (144A) 6.067 12/31/2033 1,965,000 2,307,116
VTB Bank OJSC Via VTB Capital SA, 6.0%, 4/12/17 (144A) 6.0 04/12/2017 7,800,000 7,388,540
Mentor Graphics Corp., 4.0%, 4/1/31 4.0 04/01/2031 12,418,000 15,414,877
NOVA Chemicals Corp., 5.0%, 5/1/25 (144A) 5.0 05/01/2025 3,605,000 3,867,865
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 4.25 04/25/2034 12,915,000 345,537
Fannie Mae, 4.5%, 4/1/41 4.5 04/01/2041 25,000 10,823
Government National Mortgage Association I, 4.0%, 8/15/44 4.0 08/15/2044 54,280 57,847
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 4.5 12/31/2049 5,450,000 5,182,950
Alliant Holdings I, Inc., Initial Term Loan, 12/20/19 5.0 12/20/2019 1,687,436 1,687,436
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 6.0 03/01/2033 563,857 11,306
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 0.7935 09/20/2033 145,256,444 6,426,516
Virtual Radiologic Corp., Term Loan B, 12/22/16 7.2526 12/22/2016 2,412,500 1,966,188
Government National Mortgage Association I, 4.0%, 10/15/40 4.0 10/15/2040 125,647 58,003
Owens Corning, 4.2%, 12/1/24 4.2 12/01/2024 5,975,000 6,265,371
Federal Home Loan Mortgage Corp., 5.0%, 7/1/35 5.0 07/01/2035 2,600,000 316,053
Kbh 7.625% 15may23 7.625 05/15/2023 5,985,000 6,043,832
PSPC Escrow Corp., 6.5%, 2/1/22 (144A) 6.5 02/01/2022 3,395,000 3,593,419
Fannie Mae, 6.5%, 6/1/31 6.5 06/01/2031 25,095 354
Hyundai Capital Services, Inc., 4.375%, 7/27/16 (144A) 4.375 07/27/2016 2,550,000 2,667,691
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 0.921 01/25/2035 8,350,000 7,071,638
C&S Group Enterprises LLC, 5.375%, 7/15/22 (144A) 5.375 07/15/2022 391,000 393,510
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 5.75 01/25/2035 36,821,000 3,158,302
Alliance One International, Inc., 9.875%, 7/15/21 9.875 07/15/2021 10,630,000 9,081,157
Fannie Mae, 5.5%, 7/1/33 5.5 07/01/2033 1,900,000 83,008
DuPont Fabros Technology LP, 5.875%, 9/15/21 5.875 09/15/2021 9,205,000 9,864,084
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 1.321 05/07/2024 1,700,000 1,708,988
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 5.0 09/01/2038 10,000,000 876,901
Government National Mortgage Association II, 4.5%, 3/20/35 4.5 03/20/2035 4,250,000 712,738
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5.5 02/01/2043 21,530,000 24,407,592
Scientific Games International Inc 1st Lien Tl-B2 L + 5% 17sep21 6.0 09/17/2021 10,450,000 10,449,352
Confie seguros Holding II Co., Term B Loan (First Lien), 11/9/18 5.75 11/09/2018 3,140,779 3,137,507
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 2.5848 08/25/2033 44,701,000 2,185,778
Government National Mortgage Association I, 4.0%, 7/15/41 4.0 07/15/2041 66,145 39,644
CorpGroup Banking SA, 6.75%, 3/15/23 (144A) 6.75 03/15/2023 8,000,000 8,086,164
Mohawk Industries, Inc., 3.85%, 2/1/23 3.85 02/01/2023 3,450,000 3,505,333
Government National Mortgage Association I, 4.0%, 12/15/40 4.0 12/15/2040 45,640 24,275
Salix Pharmaceuticals, Ltd., Term Loan, 12/17/19 4.25 12/17/2019 650,000 650,467
Fannie Mae, 6.0%, 1/1/34 6.0 01/01/2034 1,800,000 119,871
Constellation Brands, Inc., 4.75%, 11/15/24 4.75 11/15/2024 2,560,000 2,778,044
Equinix, Inc., 5.375%, 1/1/22 5.375 01/01/2022 5,075,000 5,364,945
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 4.0101 06/28/2016 3,350,000 3,393,848
FREMF Mortgage Trust 2012-K708, Floating Rate Note, 2/27/45 (144A) 3.7586 02/27/2045 25,000 25,555
Government National Mortgage Association I, 4.0%, 3/15/39 4.0 03/15/2039 50,000 16,802
KB Home, 1.375%, 2/1/19 1.375 02/01/2019 7,875,000 7,425,387
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 3.75 08/13/2020 5,127,344 5,121,735
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 6.1 02/15/2042 10,390,000 12,012,583
HarborView Mortgage Loan Trust 2004-1, Floating Rate Note, 4/19/34 2.6998 04/19/2034 4,875,000 212,437
Government National Mortgage Association I, 4.5%, 6/15/40 4.5 06/15/2040 6,803,817 2,480,713
Government National Mortgage Association I, 5.5%, 2/15/37 5.5 02/15/2037 172 23
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 5.75 12/15/2053 8,525,000 9,359,680
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 10,452,106 9,115,737
Crowne Group Llc 1st Lien Tl-B L + 5% 29sep20 6.0 09/29/2020 1,795,500 1,768,568
Citigroup Mortgage Loan Trust 2014-J1, Floating Rate Note, 6/25/44 3.5 06/25/2044 4,555,000 4,374,074
Immucor, Inc., Term B-2 Loan, 8/19/18 5.0 08/19/2018 8,347,147 8,347,147
Mondelez International, Inc., 6.5%, 2/9/40 6.5 02/09/2040 2,290,000 3,183,099
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5.25 05/25/2019 17,500,000 1,807,914
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 4.5 02/21/2019 1,158,902 1,145,864
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 0.421 09/25/2030 11,903,557 1,959,677
Banco Santander SA, Floating Rate Note (Perpetual) 6.375 12/31/2049 2,400,000 2,376,825
Fannie Mae, 6.0%, 5/1/33 6.0 05/01/2033 1,200,000 158,246
Government National Mortgage Association I, 6.0%, 3/15/33 6.0 03/15/2033 1,027,097 77,453
Government National Mortgage Association I, 4.0%, 2/15/42 4.0 02/15/2042 158,615 24,887
Government National Mortgage Association, Floating Rate Note, 2/16/53 0.9696 02/16/2053 50,450,000 3,349,520
Fannie Mae, 4.0%, 11/1/44 4.0 11/01/2044 725,000 774,716
Ensco Plc, 4.5%, 10/1/24 4.5 10/01/2024 17,750,000 17,726,109
Permanent University Fund, 5.0%, 7/1/30 5.0 07/01/2030 2,550,000 3,124,660
Citigroup, Inc., Floating Rate Note (Perpetual) 5.9 12/31/2049 6,000,000 6,035,283
General Cable Corp., 4.5%, 11/15/29 (Step) 4.5 11/15/2029 13,776,000 9,760,296
Home Equity Asset Trust 2006-4, Floating Rate Note, 8/25/36 0.341 08/25/2036 7,062,778 1,715,127
Samarco Mineracao SA, 4.125%, 11/1/22 (144A) 4.125 11/01/2022 7,600,000 7,179,388
OAS Investments GmbH, 8.25%, 10/19/19 (144A) 8.25 10/19/2019 5,500,000 781,344
Lightstream Resources, Ltd., 8.625%, 2/1/20 (144A) 8.625 02/01/2020 2,760,000 1,942,954
Fixed Income Trust Series 2013-A, 0.0%, 10/15/97 (Step) (144A) 0.0   6,250,000 4,509,739
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 40,375 20,699
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 1.3735 11/20/2036 1,000,000 222,095
Oasis Petroleum, Inc., 6.875%, 3/15/22 6.875 03/15/2022 7,680,000 7,765,467
Fannie Mae, 6.5%, 11/1/32 6.5 11/01/2032 400,000 9,479
Government National Mortgage Association I, 5.0%, 9/15/33 5.0 09/15/2033 5,011,663 735,465
Ship Midco, Ltd., Facility B2A-II, 11/29/19 5.25 11/29/2019 1,807,218 1,812,490
Ormat Funding Corp., 8.25%, 12/30/20 8.25 12/30/2020 6,405,000 3,112,027
Fannie Mae, 4.5%, 3/1/35 4.5 03/01/2035 2,520,000 327,999
AXA SA, 8.6%, 12/15/30 8.6 12/15/2030 10,060,000 14,137,679
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 6.5 05/12/2020 4,045,600 4,092,791
Government National Mortgage Association I, 5.75%, 10/15/38 5.75 10/15/2038 711,536 117,843
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 6.8652 04/07/2020 5,300,000 5,590,580
Fannie Mae, 3.5%, 11/1/42 3.5 11/01/2042 500,000 425,291
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 4.5 11/01/2040 2,993,000 1,425,819
General Electric Capital Corp., Floating Rate Note (Perpetual) 7.125 12/31/2049 24,300,000 28,964,334
Government National Mortgage Association I, 4.0%, 6/15/41 4.0 06/15/2041 48,151 21,516
Inter-American Development Bank, 7.25%, 7/17/17 7.25 07/17/2017 22,600,000,000 1,866,018
Fannie Mae, 7.0%, 7/1/31 7.0 07/01/2031 306,031 665
Bayview Commercial Asset Trust 2004-3, Floating Rate Note, 1/25/35 (144A) 1.171 01/25/2035 10,450,000 1,536,556
Yavapai County Industrial Development Authority, Floating Rate Note, 3/1/28 4.9 03/01/2028 1,400,000 1,485,584
Banco Internacional del Peru SAA, 5.75%, 10/7/20 (144A) 5.75 10/07/2020 6,843,000 7,688,937
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 6.75 10/01/2037 5,400,000 7,134,040
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 3.0 06/25/2043 4,155,000 3,669,547
RALI Series 2003-QS11 Trust, 5.25%, 6/25/33 5.25 06/25/2033 1,413,328 648,487
Seagate HDD Cayman, 4.75%, 1/1/25 (144A) 4.75 01/01/2025 3,900,000 4,157,785
Steward Health Care System LLC, Term Loan, 4/10/20 6.75 04/10/2020 2,216,250 2,205,834
WP Carey, Inc., 4.6%, 4/1/24 4.6 04/01/2024 6,680,000 7,049,934
STORE Master Funding LLC, 4.21%, 4/20/44 (144A) 4.21 04/20/2044 165,000 170,624
Fannie Mae, 5.0%, 7/1/41 5.0 07/01/2041 1,681,264 873,127
SM Energy Co., 5.0%, 1/15/24 5.0 01/15/2024 1,160,000 1,132,128
OMNOVA Solutions, Inc., Term B-1 Loan, 5/31/18 4.25 05/31/2018 1,391,367 1,387,889
Fannie Mae, 5.0%, 10/1/40 5.0 10/01/2040 1,617,334 1,056,180
Wells Fargo & Co., Floating Rate Note (Perpetual) 7.98 12/31/2049 2,450,000 2,765,148
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/27/37 (Step) (144A) 0.0 07/27/2037 49,000,000 0
Rack Merger Sub Inc 1st Lien Tl L + 3.75% 22sep21 4.75 09/22/2021 2,294,250 2,301,420
CCO Holdings LLC, 7.375%, 6/1/20 7.375 06/01/2020 3,775,000 4,106,532
Frontier Communications Corp., 8.5%, 4/15/20 8.5 04/15/2020 11,090,000 12,879,957
LSTAR Securities Investment Trust 2015-2, Floating Rate Note, 1/1/20 (144A) 2.168 01/01/2020 5,575,000 5,467,140
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 6.0 07/25/2034 33,875,000 6,635,684
Big Heart Pet Brands, Initial Term Loan, 2/24/20 3.5 02/24/2020 4,365,408 4,364,316
Government National Mortgage Association I, 6.5%, 7/15/32 6.5 07/15/2032 350,000 5,825
Fannie Mae, 4.0%, 8/1/43 4.0 08/01/2043 4,563,130 4,641,626
Electricite de France SA, 6.0%, 1/22/14 (144A) 6.0   23,175,000 27,813,476
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 3.7075 05/25/2043 3,983,000 3,910,990
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 4.0 07/01/2044 1,500,000 1,604,157
Federal Home Loan Mortgage Corp., 3.5%, 10/1/40 3.5 10/01/2040 6,700,000 3,340,123
VOLT XXII LLC, 3.625%, 10/27/53 (Step) 3.625 10/27/2053 6,500,000 3,660,374
California Educational Facilities Authority, 5.0%, 6/1/43 5.0 06/01/2043 8,675,000 11,887,468
UCFC Manufactured Housing Contract, Floating Rate Note, 4/15/29 6.995 04/15/2029 1,500,000 137,931
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 6.625 12/31/2064 18,500,000 18,582,543
Fannie Mae, 5.5%, 6/1/33 5.5 06/01/2033 852,000 37,930
Government National Mortgage Association II, 6.5%, 1/20/28 6.5 01/20/2028 32,371 428
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 703,797 44,155
Government National Mortgage Association I, 4.0%, 10/15/43 4.0 10/15/2043 28,158 22,939
Government National Mortgage Association I, 4.0%, 9/15/43 4.0 09/15/2043 43,512 39,886
Wells Fargo Home Equity Asset-Backed Securities 2005-2 Trust, Floating Rate Note, 11/25/35 0.581 11/25/2035 1,483,000 398,403
Government National Mortgage Association I, 5.5%, 3/15/17 5.5 03/15/2017 251,260 12,067
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4.25 09/21/2022 17,800,000 19,096,974
Government National Mortgage Association I, 6.0%, 5/15/33 6.0 05/15/2033 1,292,064 63,322
Blue Danube II, Ltd., Floating Rate Note, 5/23/18 (Cat Bond) (144A) 4.2787 05/23/2018 5,400,000 5,415,629
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 3.5 01/25/2044 3,579,000 3,426,655
Kilimanjaro Re, Ltd., Floating Rate Note, 11/25/19 (Cat Bond) (144A) 3.7753 11/25/2019 6,190,000 6,208,183
Government National Mortgage Association, Floating Rate Note, 8/16/52 0.9748 08/16/2052 55,500,000 2,747,764
Government National Mortgage Association I, 7.0%, 5/15/31 7.0 05/15/2031 138,853 1,696
First Investors Auto Owner Trust 2013-2, 1.23%, 3/15/19 (144A) 1.23 03/15/2019 1,000,000 444,964
TimberStar Trust I, 7.5296%, 10/15/36 (144A) 7.5296 10/15/2036 6,646,000 6,961,533
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 8.7652 12/06/2016 7,100,000 7,346,587
Commercial Mortgage Pass Through Certificates, 2.822%, 10/17/45 2.822 10/17/2045 3,875,000 3,952,913
Applebee's Funding LLC/ IHOP Funding LLC, 4.277%, 9/5/44 (144A) 4.277 09/05/2044 10,363,000 10,757,947
TimberStar Trust I REMICS, 5.668%, 10/15/36 (144A) 5.668 10/15/2036 750,000 795,028
Corporate Office Properties LP, 3.6%, 5/15/23 3.6 05/15/2023 4,655,000 4,571,662
Origen Manufactured Housing Contract Trust 2005-A, Floating Rate Note, 6/15/36 5.46 06/15/2036 2,518,000 1,226,008
Virginia Commonwealth Transportation Board, 4.0%, 5/15/32 4.0 05/15/2032 7,500,000 8,070,858
Bank of America Corp., Floating Rate Note, 9/29/49 6.25 09/29/2049 22,475,000 23,796,187
Ziggo Bv 1st Lien Tl-B1 L + 2.75% 15jan22 3.5 01/15/2022 2,588,511 2,569,791
Continental Airlines 1999-1 Class B Pass Through Trust, 6.795%, 8/2/18 6.795 08/02/2018 3,500,000 244,493
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 1.131 07/25/2035 6,900,000 6,195,787
Government National Mortgage Association I, 4.0%, 4/15/39 4.0 04/15/2039 80,758 28,416
Union Andina de Cementos SAA, 5.875%, 10/30/21 (144A) 5.875 10/30/2021 4,250,000 4,365,104
Government National Mortgage Association I, 6.5%, 6/15/32 6.5 06/15/2032 124,988 4,533
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 6.0 01/01/2034 1,000,000 103,843
Nations Equipment Finance Funding II LLC, 3.276%, 1/22/19 (144A) 3.276 01/22/2019 3,800,000 3,623,015
Leaf Receivables Funding 8 LLC, 5.5%, 9/15/20 (144A) 5.5 09/15/2020 2,141,566 2,173,351
UCI International, Inc., Term Loan, 7/26/17 5.5 07/26/2017 2,006,400 2,006,400
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 5.773 01/10/2033 6,090,000 6,301,215
MetLife, Inc., 6.4%, 12/15/66 6.4 12/15/2066 5,875,000 6,949,994
Government National Mortgage Association I, 5.5%, 8/15/19 5.5 08/15/2019 711,545 87,458
Aviation Capital Group Corp., 4.625%, 1/31/18 (144A) 4.625 01/31/2018 3,200,000 3,356,823
Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 0.371 09/25/2036 8,954,321 1,856,175
Fannie Mae, 5.5%, 3/1/21 5.5 03/01/2021 5,000,000 574,332
US Silica Co., Term Loan, 7/23/20 4.0 07/23/2020 1,896,815 1,792,490
Fannie Mae, 6.5%, 2/1/32 6.5 02/01/2032 99,991 1,645
CS Intermediate Holdco 2 LLC, Term Loan, 3/28/21 4.0 03/28/2021 3,924,104 3,909,879
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 3.25 07/25/2043 5,285,000 4,880,862
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 3.75 12/12/2019 4,599,670 4,601,109
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 344,471 4,397
Eldorado Gold Corp., 6.125%, 12/15/20 (144A) 6.125 12/15/2020 2,400,000 2,391,108
Transunion Llc 1st Lien Tl-B L + 3% 21mar21 4.0 03/21/2021 5,776,469 5,765,638
NCI Building Systems, Inc., Tranche B Term Loan, 6/24/19 4.25 06/24/2019 2,400,000 2,394,751
Fannie Mae, 7.0%, 5/1/28 7.0 05/01/2028 200,000 1,653
Government National Mortgage Association I, 6.0%, 7/15/17 6.0 07/15/2017 6,000,000 91,449
Volcan Cia Minera SAA, 5.375%, 2/2/22 (144A) 5.375 02/02/2022 3,360,000 3,215,123
New Jersey Economic Development Authority, 0.0%, 2/15/18 0.0 02/15/2018 19,893,000 18,562,357
Lehman Brothers Small Balance Commercial, Floating Rate Note, 4/25/31 (144A) 0.391 04/25/2031 8,695,768 1,463,427
Henniges Automotive Holdings Inc 1st Lien Tl-B L + 5% 11jun21 5.5 06/11/2021 1,611,900 1,619,960
Six Flags Theme Parks, Inc., Tranche B Term Loan, 12/20/18 3.5003 12/20/2018 1,062,928 1,068,243
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 6.113 01/15/2020 3,135,000 3,611,296
Fannie Mae, 4.5%, 11/1/43 4.5 11/01/2043 3,906,562 3,914,673
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 6.75 07/02/2018 1,740,076 1,746,873
Brookfield Residential Properties, Inc., 6.125%, 7/1/22 (144A) 6.125 07/01/2022 5,880,000 6,142,824
Wells Fargo Commercial Mortgage Trust 2012-LC5, Floating Rate Note, 10/17/45 4.693 10/17/2045 1,775,000 1,913,245
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 3.0 01/23/2021 277,667 278,072
FMG Resources August 2006 Pty, Ltd., Loan, 6/30/19 3.75 06/30/2019 3,691,824 3,428,781
Usrof 3.7213% 29jan35 15-1a 3.7213 01/29/2035 1,000,000 1,001,682
GLC Trust 2013-1, 3.0%, 7/15/21 (144A) 3.0 07/15/2021 7,000,000 5,245,218
Domino's Pizza Master Issuer LLC, 5.216%, 1/27/42 (144A) 5.216 01/27/2042 14,228,000 14,451,986
Audatex North America, Inc., 6.0%, 6/15/21 (144A) 6.0 06/15/2021 13,230,000 14,217,840
Government National Mortgage Association I, 6.5%, 2/15/32 6.5 02/15/2032 417,022 5,489
Kane Ilw Zero% 02feb16 0.0 02/02/2016 2,550,000 2,364,870
Vedanta Resources Plc, 9.5%, 7/18/18 (144A) 9.5 07/18/2018 4,040,000 4,092,744
Russian Federal Bond - OFZ, 7.6%, 7/20/22 7.6 07/20/2022 25,000 296
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 667,424 714,535
Fannie Mae, 4.0%, 11/1/43 4.0 11/01/2043 3,398,541 3,178,579
Coveris Holdings SA, USD Term Loan, 4/14/19 5.25 04/14/2019 4,148,100 4,171,433
Reliance Holding USA, Inc., 4.5%, 10/19/20 (144A) 4.5 10/19/2020 3,125,000 3,375,500
Government National Mortgage Association I, 4.0%, 9/15/41 4.0 09/15/2041 651,893 418,906
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 3.5 05/25/2043 5,615,000 4,280,696
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 11/10/16 (Cat Bond) (144A) 11.7874 11/10/2016 250,000 267,755
Government National Mortgage Association II, 4.5%, 9/20/41 4.5 09/20/2041 17,265,000 8,310,629
Fannie Mae, 4.0%, 2/1/44 4.0 02/01/2044 30,000,000 28,431,142
Revlon Consumer Products Corp., Replacement Term Loan, 11/19/17 3.25 11/19/2017 2,738,789 2,730,230
Sanchez Energy Corp., 7.75%, 6/15/21 7.75 06/15/2021 1,825,000 1,849,118
North East Independent School District Texas, 5.25%, 2/1/31 5.25 02/01/2031 11,120,000 14,444,852
MacDermid, Inc., Tranche B Term Loan (First Lien), 6/7/20 4.5 06/07/2020 5,080,917 5,108,227
Pilot Travel Centers Llc 1st Lien Tl-B L + 3.25% 01oct21 4.25 10/01/2021 2,686,940 2,706,533
Government National Mortgage Association I, 6.5%, 8/15/32 6.5 08/15/2032 300,000 4,300
Fannie Mae, 4.5%, 5/1/41 4.5 05/01/2041 24,220,767 7,078,445
Government National Mortgage Association I, 4.0%, 9/15/44 4.0 09/15/2044 1,912,482 2,046,325
Wynn Las Vegas LLC, 5.375%, 3/15/22 5.375 03/15/2022 3,875,000 4,165,477
Fannie Mae, 3.5%, 11/1/40 3.5 11/01/2040 10,200,000 5,503,216
Citigroup Mortgage Loan Trust, Inc., 6.75%, 9/25/34 6.75 09/25/2034 400,000 78,970
Government National Mortgage Association I, 4.0%, 11/15/41 4.0 11/15/2041 55,926 24,265
WCA Waste Corp., Term Loan, 3/23/18 4.0 03/23/2018 3,666,325 3,631,191
Towergate Finance Plc, 8.5%, 2/15/18 (144A) 8.5 02/15/2018 2,125,000 3,318,040
Navistar International Corp., 8.25%, 11/1/21 8.25 11/01/2021 10,815,000 11,157,918
ZIGGO BV, (USD) TLB3, 1/15/22 3.5 01/15/2022 2,743,404 2,723,564
Norway Government Bond, 5.0%, 5/15/15 5.0 05/15/2015 467,360,000 64,215,965
Fannie Mae, 5.0%, 11/1/44 5.0 11/01/2044 57,000,000 61,939,032
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 0.0 09/16/2016 3,500,000 481,950
KB Home, 8.0%, 3/15/20 8.0 03/15/2020 1,500,000 1,644,333
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 9.75 03/15/2019 4,290,000 4,942,753
Telesat Canada, U.S. Term B-2 Loan, 3/28/19 3.5 03/28/2019 6,648,899 6,650,229
Boardwalk Pipelines LP, 4.95%, 12/15/24 4.95 12/15/2024 9,375,000 9,673,819
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 0.125 07/15/2024 143,525,000 142,022,635
Government National Mortgage Association II, 4.5%, 12/20/34 4.5 12/20/2034 8,150,000 1,462,646
Fannie Mae, 4.0%, 12/1/42 4.0 12/01/2042 46,000 14,904
MMM Holdings, Inc., MMM Term Loan, 12/12/17 9.75 12/12/2017 2,011,998 2,014,513
Mcron Finance Sub LLC, 8.375%, 5/15/19 (144A) 8.375 05/15/2019 120,000 131,575
EnLink Midstream Partners LP, 4.4%, 4/1/24 4.4 04/01/2024 17,555,000 18,990,344
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 3.172 04/01/2021 4,367,000 4,365,262
Fannie Mae, 5.5%, 5/1/33 5.5 05/01/2033 750,000 50,733
Government National Mortgage Association I, 6.0%, 10/15/37 6.0 10/15/2037 4,575,221 565,577
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 0.321 03/25/2037 2,350,000 1,315,511
MarkWest Energy Partners LP, 4.875%, 12/1/24 4.875 12/01/2024 17,410,000 18,118,759
EverBank Mortgage Loan Trust, Floating Rate Note, 4/25/43 (144A) 2.5 04/25/2043 10,630,000 8,421,706
Government National Mortgage Association I, 6.0%, 2/15/33 6.0 02/15/2033 3,907,246 127,727
GTP Acquisition Partners I LLC, 7.628%, 6/15/41 (144A) 7.628 06/15/2041 10,580,000 11,062,634
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 5.125 06/01/2037 8,470,000 9,040,670
Berkeley-Kane Flt% 12jun15   06/12/2015 2,646,751 2,758,444
Fannie Mae, 4.0%, 7/1/42 4.0 07/01/2042 424,314 296,801
LDK Solar Co, Ltd., 5.535%, 12/31/18 (PIK) 5.535 12/31/2018 1,942,800 21,208
U.S. Treasury Bonds, 3.625%, 8/15/43 3.625 08/15/2043 25,000,000 30,264,970
Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 (144A) 8.75 05/15/2018 3,750,000 4,433,575
Houghton Mifflin Harcourt Publishing Co., Term Loan, 5/22/18 4.25 05/22/2018 2,261,063 2,253,526
Bear Stearns ARM Trust 2004-12, Floating Rate Note, 2/25/35 3.1535 02/25/2035 7,000,000 937,234
Prudential Financial, Inc., Floating Rate Note, 6/15/43 5.625 06/15/2043 11,240,000 12,014,506
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 3.2721 11/01/2066 4,234,000 3,736,311
International Game Technology, 7.5%, 6/15/19 7.5 06/15/2019 120,000 130,148
Emdeon, Inc., Term B-2 Loan, 11/2/18 3.75 11/02/2018 2,994,341 2,994,964
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 4.0 02/01/2044 1,000,000 1,028,947
Government National Mortgage Association I, 5.5%, 3/15/37 5.5 03/15/2037 8,000,000 490,190
Government National Mortgage Association I, 4.0%, 3/15/44 4.0 03/15/2044 390,180 376,375
Government National Mortgage Association I, 5.0%, 10/15/18 5.0 10/15/2018 402,294 27,294
Calpine Construction Finance Co LP, Term B-1 Loan, 5/3/20