|
Monthly Portfolio Holdings as of 4/30/2013
| Security Name |
Coupon |
Maturity Date |
Par / Shares |
Market Value($) |
| Federal Home Loan Mortgage Corp., 6.0%, 8/1/37 |
6.0
|
08/01/2037
|
345,434
|
87,805
|
| Netherlands Government Bond, 5.5%, 1/15/28 (144A) |
5.5
|
01/15/2028
|
91,000
|
175,305
|
| Citigroup Mortgage Loan Trust, Inc., 6.75%, 8/25/34 |
6.75
|
08/25/2034
|
125,000
|
31,985
|
| WireCo WorldGroup, Inc., 9.5%, 5/15/17 |
9.5
|
05/15/2017
|
25,000
|
26,970
|
| Digital Realty Trust LP, 5.875%, 2/1/20 |
5.875
|
02/01/2020
|
10,000
|
11,840
|
| Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 |
5.95
|
02/15/2018
|
10,000
|
12,132
|
| Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 5/15/25 (144A) |
4.125
|
05/15/2025
|
100,000
|
102,000
|
| Federal Home Loan Mortgage Corp., 6.5%, 4/1/38 |
6.5
|
04/01/2038
|
500,000
|
164,342
|
| Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 9/15/34 (144A) |
6.448
|
09/15/2034
|
50,000
|
24,123
|
| General Electric Capital Corp., Floating Rate Note, 12/29/49 (Perpetual) |
7.125
|
12/29/2049
|
100,000
|
119,755
|
| Government National Mortgage Association, Floating Rate Note, 11/16/51 |
0.5574
|
11/16/2051
|
1,000,000
|
25,120
|
| Tarrant Regional Water District, 5.0%, 3/1/52 |
5.0
|
03/01/2052
|
45,000
|
50,574
|
| Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 |
7.5
|
06/01/2017
|
40,000
|
47,563
|
| International Game Technology, 7.5%, 6/15/19 |
7.5
|
06/15/2019
|
25,000
|
30,701
|
| WEA Finance LLC, 7.125%, 4/15/18 (144A) |
7.125
|
04/15/2018
|
35,000
|
43,621
|
| Alternative Loan Trust 2004-14T2, 5.5%, 8/25/34 |
5.5
|
08/25/2034
|
25,000
|
17,374
|
| Nigeria Treasury Bill, 4/24/14 |
0.0
|
04/24/2014
|
15,000,000
|
84,707
|
| VimpelCom Holdings BV, 9.0%, 2/13/18 (144A) |
9.0
|
02/13/2018
|
5,000,000
|
171,403
|
| City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) |
4.65
|
07/15/2028
|
100,000
|
100,598
|
| U.S. Treasury Bonds, 4.5%, 2/15/36 |
4.5
|
02/15/2036
|
60,000
|
79,534
|
| Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35 |
5.5
|
01/25/2035
|
50,000
|
8,705
|
| South Africa Government Bond, 6.75%, 3/31/21 |
6.75
|
03/31/2021
|
500,000
|
58,473
|
| WFDB Commercial Mortgage Trust, 5.914%, 7/5/24 (144A) |
5.914
|
07/05/2024
|
50,000
|
51,673
|
| Kraft Foods Group, Inc., 3.5%, 6/6/22 |
3.5
|
06/06/2022
|
70,000
|
75,619
|
| RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 |
5.0
|
09/25/2019
|
200,000
|
36,422
|
| FREMF Mortgage Trust, Floating Rate Note, 7/25/44 (144A) |
4.8868
|
07/25/2044
|
50,000
|
56,285
|
| Citicorp Mortgage Securities Trust Series 2006-1, 5.0%, 2/25/36 |
5.0
|
02/25/2036
|
20,000
|
4,967
|
| RESI Finance LP, Floating Rate Note, 9/10/35 (144A) |
1.6003
|
09/10/2035
|
100,000
|
27,689
|
| Rams Mortgage Securities Pty, Ltd., Floating Rate Note, 7/21/35 |
0.628
|
07/21/2035
|
2,500,000
|
76,120
|
| Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 |
5.91
|
01/15/2035
|
30,000
|
16,869
|
| Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 |
5.5
|
02/25/2035
|
200,000
|
13,455
|
| Finland Government Bond, 4.375%, 7/4/19 |
4.375
|
07/04/2019
|
300,000
|
494,639
|
| European Investment Bank, 3/2/15 |
0.0
|
03/02/2015
|
65,000
|
33,426
|
| Freddie Mac REMICS, 5.5%, 2/15/33 |
5.5
|
02/15/2033
|
50,000
|
1,857
|
| Berau Coal Energy Tbk PT, 7.25%, 3/13/17 (144A) |
7.25
|
03/13/2017
|
25,000
|
25,054
|
| JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 10/15/25 (144A) |
2.5677
|
10/15/2025
|
100,000
|
101,432
|
| Mexican Bonos, 7.5%, 6/3/27 |
7.5
|
06/03/2027
|
100,000
|
10,737
|
| E-CARAT SA, Floating Rate Note, 10/18/18 |
1.369
|
10/18/2018
|
75,000
|
16,950
|
| Mexican Udibonos, 3.5%, 12/14/17 |
3.5
|
12/14/2017
|
400,000
|
185,552
|
| RASC Series 2005-KS7 Trust, Floating Rate Note, 8/25/35 |
0.6402
|
08/25/2035
|
20,000
|
11,521
|
| Time Warner Cable, Inc., 8.25%, 4/1/19 |
8.25
|
04/01/2019
|
10,000
|
13,192
|
| WellPoint, Inc., 2.75%, 10/15/42 (144A) |
2.75
|
10/15/2042
|
125,000
|
149,215
|
| Fannie Mae, 5.0%, 6/1/40 |
5.0
|
06/01/2040
|
100,000
|
53,627
|
| Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) |
2.58
|
09/15/2021
|
100,000
|
100,271
|
| Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 |
5.75
|
01/25/2035
|
140,000
|
22,706
|
| Indonesia Treasury Bond, 9.0%, 9/15/13 |
9.0
|
09/15/2013
|
25,000,000
|
2,647
|
| Indonesia Treasury Bond, 7.375%, 9/15/16 |
7.375
|
09/15/2016
|
5,000,000,000
|
562,361
|
| Merrill Lynch Financial Assets, Inc., Floating Rate Note, 1/12/40 |
4.745
|
01/12/2040
|
250,000
|
270,890
|
| Springleaf Finance Corp., 6.9%, 12/15/17 |
6.9
|
12/15/2017
|
30,000
|
32,001
|
| Goldcorp, Inc., 3.7%, 3/15/23 |
3.7
|
03/15/2023
|
35,000
|
35,450
|
| AXA SA, 8.6%, 12/15/30 |
8.6
|
12/15/2030
|
60,000
|
79,293
|
| BCMSC Trust 1998-A, 6.65%, 4/15/28 |
6.65
|
04/15/2028
|
170,000
|
16,999
|
| GSAMP Trust 2005-WMC1, Floating Rate Note, 9/25/35 |
0.5802
|
09/25/2035
|
50,000
|
1,055
|
| KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) |
5.5
|
02/01/2043
|
100,000
|
100,901
|
| MetroPCS Wireless, Inc., 6.625%, 11/15/20 |
6.625
|
11/15/2020
|
75,000
|
83,479
|
| Mellon Funding Corp., 5.5%, 11/15/18 |
5.5
|
11/15/2018
|
25,000
|
30,184
|
| European Bank for Reconstruction & Development, 1.875%, 12/10/13 |
1.875
|
12/10/2013
|
50,000
|
78,876
|
| Eaton Vance Corp., 6.5%, 10/2/17 |
6.5
|
10/02/2017
|
25,000
|
30,262
|
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 6.875%, 3/19/20 |
6.875
|
03/19/2020
|
50,000
|
74,953
|
| Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 |
5.5
|
11/25/2019
|
125,000
|
26,880
|
| Illinois Finance Authority, 5.0%, 10/1/51 |
5.0
|
10/01/2051
|
25,000
|
27,875
|
| KLA-Tencor Corp., 6.9%, 5/1/18 |
6.9
|
05/01/2018
|
25,000
|
30,961
|
| Denmark Government Bond, 4.5%, 11/15/39 |
4.5
|
11/15/2039
|
250,000
|
68,002
|
| Cemex SAB de CV, 5.875%, 3/25/19 (144A) |
5.875
|
03/25/2019
|
150,000
|
153,506
|
| Mexican Bonos, 6.5%, 6/9/22 |
6.5
|
06/09/2022
|
1,290,000
|
124,639
|
| Empresa de Telecomunicaciones de Bogota, 7.0%, 1/17/23 (144A) |
7.0
|
01/17/2023
|
124,000,000
|
73,405
|
| GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) |
1.9503
|
11/08/2029
|
100,000
|
100,529
|
| Japan Government Thirty Year Bond, 2.3%, 12/20/36 |
2.3
|
12/20/2036
|
5,000,000
|
59,414
|
| Mondelez International, Inc., 6.5%, 2/9/40 |
6.5
|
02/09/2040
|
45,000
|
61,472
|
| Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A) |
4.5
|
12/13/2027
|
50,000
|
50,363
|
| Delphi Financial Group, Inc., 7.875%, 1/31/20 |
7.875
|
01/31/2020
|
35,000
|
44,401
|
| COMM 2012-LC4 Mortgage Trust, 4.063%, 12/10/44 |
4.063
|
12/10/2044
|
100,000
|
110,385
|
| The PNC Financial Services Group, Inc., Floating Rate Note, 5/29/49 (Perpetual) |
8.25
|
05/29/2049
|
65,000
|
67,514
|
| GTP Acquisition Partners I LLC, 4.347%, 6/15/16 (144A) |
4.347
|
06/15/2016
|
45,000
|
47,927
|
| Linn Energy LLC, 6.25%, 11/1/19 (144A) |
6.25
|
11/01/2019
|
90,000
|
96,863
|
| Malaysia Government Bond, 3.418%, 8/15/22 |
3.418
|
08/15/2022
|
885,000
|
293,262
|
| Czech Republic Government Bond, 3.7%, 6/16/13 |
3.7
|
06/16/2013
|
500,000
|
26,430
|
| Hologic, Inc., 6.25%, 8/1/20 |
6.25
|
08/01/2020
|
100,000
|
109,563
|
| Canada Housing Trust No 1, 3.8%, 6/15/21 (144A) |
3.8
|
06/15/2021
|
100,000
|
114,414
|
| Ghana Government Bond, 21.0%, 10/26/15 |
21.0
|
10/26/2015
|
380,000
|
222,790
|
| Tower Automotive Holdings USA LLC, 10.625%, 9/1/17 (144A) |
10.625
|
09/01/2017
|
12,000
|
12,978
|
| Citigroup Commercial Mortgage Trust 2007-FL3A, Floating Rate Note, 4/15/22 (144A) |
0.3687
|
04/15/2022
|
50,000
|
49,271
|
| RALI Series 2004-QS1 Trust, 4.25%, 1/25/34 |
4.25
|
01/25/2034
|
1,322,000
|
68,834
|
| Countrywide Asset-Backed Certificates, Floating Rate Note, 1/25/36 |
0.5702
|
01/25/2036
|
26,600
|
10,178
|
| U.S. Treasury Bonds, 4.5%, 8/15/39 |
4.5
|
08/15/2039
|
60,000
|
80,209
|
| JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 |
5.0
|
09/25/2034
|
271,475
|
28,158
|
| Commercial Metals Co., 7.35%, 8/15/18 |
7.35
|
08/15/2018
|
25,000
|
28,013
|
| Merrill Lynch & Co, Inc., 7.75%, 5/14/38 |
7.75
|
05/14/2038
|
100,000
|
139,029
|
| Jefferies Group LLC, 6.875%, 4/15/21 |
6.875
|
04/15/2021
|
50,000
|
59,819
|
| LB-UBS Commercial Mortgage Trust 2002-C4, Floating Rate Note, 10/15/35 (144A) |
5.616
|
10/15/2035
|
34,000
|
32,728
|
| Telefonica Emisiones SAU, 6.221%, 7/3/17 |
6.221
|
07/03/2017
|
75,000
|
87,096
|
| Goldman Sachs Capital II, Floating Rate Note, 6/1/43 |
4.0
|
06/01/2043
|
110,000
|
94,576
|
| United Kingdom Gilt, 8.75%, 8/25/17 |
8.75
|
08/25/2017
|
75,000
|
159,122
|
| First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) |
2.02
|
01/15/2019
|
25,000
|
25,080
|
| Indonesia Treasury Bond, 8.25%, 6/15/32 |
8.25
|
06/15/2032
|
1,210,000,000
|
153,116
|
| Intel Corp., 2.95%, 12/15/35 |
2.95
|
12/15/2035
|
85,000
|
95,775
|
| Unison Ground Lease Funding LLC, 2.981%, 3/15/20 (144A) |
2.981
|
03/15/2020
|
25,000
|
25,071
|
| Pride International, Inc., 6.875%, 8/15/20 |
6.875
|
08/15/2020
|
25,000
|
32,136
|
| First Horizon Mortgage Pass-Through Trust 2006-1, 6.0%, 5/25/36 |
6.0
|
05/25/2036
|
25,000
|
3,142
|
| Cricket Communications, Inc., 7.75%, 5/15/16 |
7.75
|
05/15/2016
|
35,000
|
37,651
|
| Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 |
5.0701
|
09/25/2035
|
28,000
|
8,370
|
| JPMorgan Chase & Co., 4.25%, 11/2/18 |
4.25
|
11/02/2018
|
100,000
|
85,202
|
| Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 |
5.75
|
04/25/2033
|
173,000
|
27,114
|
| GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 |
2.5025
|
08/25/2033
|
1,000,000
|
94,575
|
| Paragon Secured Finance Plc, Floating Rate Note, 11/15/35 |
0.91
|
11/15/2035
|
400,000
|
144,941
|
| Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 |
5.0
|
10/01/2038
|
750,000
|
145,305
|
| Jefferies Group LLC, 5.125%, 4/13/18 |
5.125
|
04/13/2018
|
35,000
|
38,863
|
| Massachusetts Institute of Technology, 5.6%, 7/1/11 |
5.6
|
|
25,000
|
35,573
|
| GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/10/45 |
3.377
|
05/10/2045
|
50,000
|
53,885
|
| Baylor University, 4.313%, 3/1/42 |
4.313
|
03/01/2042
|
25,000
|
26,444
|
| Spectra Energy Capital LLC, 6.2%, 4/15/18 |
6.2
|
04/15/2018
|
25,000
|
30,324
|
| Ingersoll-Rand Global Holding Co, Ltd., 9.5%, 4/15/14 |
9.5
|
04/15/2014
|
15,000
|
16,264
|
| Indonesia Recapitalization Bond, 14.275%, 12/15/13 |
14.275
|
12/15/2013
|
100,000,000
|
11,476
|
| New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) |
6.15
|
12/15/2017
|
25,000
|
28,747
|
| Canada Housing Trust No 1, 3.35%, 12/15/20 (144A) |
3.35
|
12/15/2020
|
10,000
|
11,082
|
| CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) |
4.474
|
03/20/2043
|
50,000
|
53,176
|
| California Statewide Communities Development Authority, 6.0%, 8/15/42 |
6.0
|
08/15/2042
|
50,000
|
61,622
|
| Missouri State Health & Educational Facilities Authority, 5.0%, 11/15/39 |
5.0
|
11/15/2039
|
30,000
|
36,204
|
| First NLC Trust 2005-2, Floating Rate Note, 9/25/35 |
0.6002
|
09/25/2035
|
50,000
|
41,113
|
| Digital Realty Trust LP, 4.5%, 7/15/15 |
4.5
|
07/15/2015
|
20,000
|
21,598
|
| GMAC Capital Trust I, Floating Rate Note, 2/15/40 |
8.125
|
02/15/2040
|
850
|
23,282
|
| Massachusetts Development Finance Agency, 5.25%, 4/1/37 |
5.25
|
04/01/2037
|
25,000
|
28,445
|
| Government National Mortgage Association, Floating Rate Note, 8/16/52 |
1.0957
|
08/16/2052
|
300,000
|
23,272
|
| Reinsurance Group of America, Inc., Floating Rate Note, 12/15/65 |
6.75
|
12/15/2065
|
35,000
|
36,505
|
| Fannie Mae REMICS, 6.0%, 3/25/35 |
6.0
|
03/25/2035
|
225,000
|
70,073
|
| Indonesia Treasury Bond, 7.0%, 5/15/27 |
7.0
|
05/15/2027
|
200,000,000
|
22,900
|
| Constellation Brands, Inc., 6/28/20 |
|
06/28/2020
|
150,000
|
150,000
|
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 |
3.875
|
02/08/2022
|
75,000
|
82,127
|
| RALI Series 2004-QS1 Trust, Floating Rate Note, 1/25/34 |
0.7502
|
01/25/2034
|
206,000
|
11,622
|
| DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) |
5.5764
|
08/10/2044
|
100,000
|
119,046
|
| Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/36 |
5.5
|
07/01/2036
|
10,000
|
11,986
|
| MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 |
5.5
|
10/25/2019
|
63,000
|
8,257
|
| Nigeria Treasury Bill, 4/10/14 |
0.0
|
04/10/2014
|
25,000,000
|
143,312
|
| The Hanover Insurance Group, Inc., 7.625%, 10/15/25 |
7.625
|
10/15/2025
|
50,000
|
62,621
|
| Austria Government Bond, 4.35%, 3/15/19 (144A) |
4.35
|
03/15/2019
|
50,000
|
79,629
|
| Bear Stearns Asset Backed Securities Trust, 8.41%, 10/25/29 (Step) |
8.41
|
10/25/2029
|
2,632,500
|
91,603
|
| CoBank ACB, Floating Rate Note, 12/31/99 (Perpetual) (144A) |
6.25
|
|
500
|
53,750
|
| Linn Energy LLC, 8.625%, 4/15/20 |
8.625
|
04/15/2020
|
51,000
|
57,188
|
| Timberstar Trust, 5.668%, 10/15/36 (144A) |
5.668
|
10/15/2036
|
50,000
|
57,347
|
| Government National Mortgage Association, Floating Rate Note, 2/16/53 |
1.0305
|
02/16/2053
|
250,000
|
21,741
|
| Government National Mortgage Association, 5.25%, 8/16/35 |
5.25
|
08/16/2035
|
10,000
|
17,739
|
| Turkey Government Bond, 10.5%, 1/15/20 |
10.5
|
01/15/2020
|
230,000
|
163,086
|
| Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/42 |
5.0
|
07/01/2042
|
25,000
|
28,152
|
| , Floating Rate Note, 4/30/16 (Cat Bond) |
0.0
|
04/30/2016
|
50,000
|
50,240
|
| JPMorgan Chase & Co., 6.0%, 1/15/18 |
6.0
|
01/15/2018
|
25,000
|
30,242
|
| RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 |
6.0
|
01/25/2032
|
100,000
|
6,308
|
| Permanent Master Issuer Plc, Floating Rate Note, 7/15/42 |
1.461
|
07/15/2042
|
100,000
|
134,019
|
| The Williams Companies, Inc., 7.75%, 6/15/31 |
7.75
|
06/15/2031
|
13,000
|
16,967
|
| Citigroup Commercial Mortgage Trust 2005-EMG, Floating Rate Note, 9/20/51 (144A) |
5.0331
|
09/20/2051
|
100,000
|
101,592
|
| Health Care Real Estate Investment Trust, Inc., 6.2%, 6/1/16 |
6.2
|
06/01/2016
|
10,000
|
11,729
|
| American Honda Finance Corp., 6.7%, 10/1/13 (144A) |
6.7
|
10/01/2013
|
35,000
|
36,080
|
| Inter-American Development Bank, 6.5%, 8/20/19 |
6.5
|
08/20/2019
|
50,000
|
60,451
|
| Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 |
6.0
|
03/25/2034
|
55,000
|
17,828
|
| Chester Asset Receivables Dealings 2004-1 Plc, Floating Rate Note, 4/15/16 |
0.7
|
04/15/2016
|
50,000
|
77,636
|
| Philippine Government Bond, 5.875%, 3/1/32 |
5.875
|
03/01/2032
|
6,480,000
|
201,870
|
| Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) |
6.0
|
12/30/2019
|
30,000
|
35,845
|
| Italy Buoni Poliennali Del Tesoro, 6.5%, 11/1/27 |
6.5
|
11/01/2027
|
25,000
|
41,595
|
| Enterprise Products Operating LLC, Floating Rate Note, 6/1/67 |
7.0
|
06/01/2067
|
65,000
|
72,096
|
| Harris County Metropolitan Transit Authority, 5.0%, 11/1/41 |
5.0
|
11/01/2041
|
50,000
|
58,063
|
| Buckeye Partners LP, 6.05%, 1/15/18 |
6.05
|
01/15/2018
|
25,000
|
28,907
|
| Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 |
9.625
|
03/01/2019
|
25,000
|
33,458
|
| Wells Fargo Mortgage Backed Securities 2006-2 Trust, 5.75%, 3/25/36 |
5.75
|
03/25/2036
|
125,000
|
40,302
|
| Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) |
6.885
|
07/31/2029
|
40,000
|
38,013
|
| COBALT CMBS Commercial Mortgage Trust 2006-C1, 5.174%, 8/15/48 |
5.174
|
08/15/2048
|
25,000
|
604
|
| Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) |
6.0
|
01/14/2020
|
10,000
|
11,347
|
| Alpha Natural Resources, Inc., 6.0%, 6/1/19 |
6.0
|
06/01/2019
|
45,000
|
43,200
|
| JobsOhio Beverage System, 3.985%, 1/1/29 |
3.985
|
01/01/2029
|
70,000
|
73,746
|
| CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 |
4.7891
|
12/25/2033
|
154,300
|
17,421
|
| Motiva Enterprises LLC, 5.75%, 1/15/20 (144A) |
5.75
|
01/15/2020
|
40,000
|
49,185
|
| Genworth Holdings, Inc., 7.2%, 2/15/21 |
7.2
|
02/15/2021
|
40,000
|
48,903
|
| JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 |
2.8017
|
05/25/2034
|
1,500,000
|
151,881
|
| Astoria Financial Corp., 5.0%, 6/19/17 |
5.0
|
06/19/2017
|
50,000
|
54,603
|
| Public Service Co of New Mexico, 7.95%, 5/15/18 |
7.95
|
05/15/2018
|
70,000
|
90,059
|
| City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/41 |
5.0
|
01/01/2041
|
45,000
|
52,238
|
| Province of Ontario Canada, 6.25%, 6/16/15 |
6.25
|
06/16/2015
|
250,000
|
232,130
|
| West Penn Power Co., 5.95%, 12/15/17 (144A) |
5.95
|
12/15/2017
|
10,000
|
11,993
|
| WaMu Mortgage Pass Through Certificates, Floating Rate Note, 1/25/35 |
2.4374
|
01/25/2035
|
280,000
|
81,459
|
| Scottrade Financial Services, Inc., 6.125%, 7/11/21 (144A) |
6.125
|
07/11/2021
|
90,000
|
95,194
|
| Commonwealth Edison Co., 6.15%, 9/15/17 |
6.15
|
09/15/2017
|
10,000
|
12,174
|
| University of California, 3.38%, 5/15/28 |
3.38
|
05/15/2028
|
50,000
|
52,383
|
| Italy Buoni Poliennali Del Tesoro, 2.25%, 11/1/13 |
2.25
|
11/01/2013
|
75,000
|
100,639
|
| Australia Government Bond, 6.5%, 5/15/13 |
6.5
|
05/15/2013
|
200,000
|
213,742
|
| Tufts University, 5.017%, 4/15/12 |
5.017
|
|
75,000
|
84,562
|
| SunTrust Banks, Inc., 3.5%, 1/20/17 |
3.5
|
01/20/2017
|
75,000
|
81,252
|
| Eastman Chemical Co., 4.8%, 9/1/42 |
4.8
|
09/01/2042
|
20,000
|
21,900
|
| South Africa Government Bond, 8.0%, 12/21/18 |
8.0
|
12/21/2018
|
300,000
|
37,910
|
| Highwoods Realty LP, 3.625%, 1/15/23 |
3.625
|
01/15/2023
|
35,000
|
35,579
|
| Government National Mortgage Association II, 4.5%, 9/20/41 |
4.5
|
09/20/2041
|
160,000
|
118,622
|
| Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 |
4.6
|
04/01/2022
|
40,000
|
44,281
|
| Masco Corp., 7.125%, 3/15/20 |
7.125
|
03/15/2020
|
85,000
|
99,777
|
| Mack-Cali Realty LP, 5.125%, 2/15/14 |
5.125
|
02/15/2014
|
25,000
|
26,021
|
| Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) |
5.32
|
06/25/2035
|
62,000
|
17,858
|
| EP Energy LLC, 9.375%, 5/1/20 |
9.375
|
05/01/2020
|
50,000
|
60,594
|
| GATX Corp., 6.0%, 2/15/18 |
6.0
|
02/15/2018
|
40,000
|
46,921
|
| Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 |
5.5
|
09/25/2033
|
250,000
|
62,427
|
| Spectra Energy Capital LLC, 6.75%, 7/15/18 |
6.75
|
07/15/2018
|
10,000
|
11,977
|
| Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) |
5.703
|
11/25/2036
|
75,000
|
52,912
|
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-FL2, Floating Rate Note, 11/15/18 (144A) |
0.5587
|
11/15/2018
|
125,000
|
45,400
|
| Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 |
4.25
|
04/25/2034
|
275,000
|
29,028
|
| Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 |
5.75
|
12/25/2034
|
50,000
|
29,130
|
| Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 |
1.5502
|
12/25/2033
|
50,000
|
6,822
|
| Masco Corp., 5.95%, 3/15/22 |
5.95
|
03/15/2022
|
25,000
|
28,485
|
| Wells Fargo Mortgage Backed Securities 2005-9 Trust, 5.5%, 10/25/35 |
5.5
|
10/25/2035
|
25,000
|
18,261
|
| The Allstate Corp., Floating Rate Note, 1/15/53 |
5.1
|
01/15/2053
|
2,225
|
59,185
|
| Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4, Floating Rate Note, 1 |
0.4602
|
11/25/2035
|
175,000
|
24,542
|
| COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 |
2.941
|
01/10/2046
|
50,000
|
51,647
|
| RALI Series 2004-QS4 Trust, 4.0%, 3/25/34 |
4.0
|
03/25/2034
|
1,500,000
|
122,189
|
| JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 |
6.0
|
09/25/2034
|
82,200
|
19,901
|
| Wachovia Bank Commercial Mortgage Trust Series 2006-C26, Floating Rate Note, 6/15/45 |
0.1359
|
06/15/2045
|
8,849,000
|
1,187
|
| Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/40 |
5.0
|
07/01/2040
|
50,000
|
58,218
|
| Rams Mortgage Securities Pty, Ltd., Floating Rate Note, 7/21/35 |
3.7483
|
07/21/2035
|
2,000,000
|
49,136
|
| Merrill Lynch Financial Assets, Inc., Floating Rate Note, 3/12/49 |
4.711
|
03/12/2049
|
200,000
|
61,015
|
| Telefonica Emisiones SAU, 5.496%, 4/1/16 |
5.496
|
04/01/2016
|
50,000
|
73,385
|
| International Finance Corp., 5.0%, 12/21/15 |
5.0
|
12/21/2015
|
400,000
|
198,423
|
| Hampton Roads Sanitation District, 5.0%, 4/1/38 |
5.0
|
04/01/2038
|
20,000
|
22,666
|
| Fannie Mae, 3.5%, 9/1/42 |
3.5
|
09/01/2042
|
270,000
|
280,160
|
| Marathon Oil Corp., 5.9%, 3/15/18 |
5.9
|
03/15/2018
|
23,000
|
27,657
|
| Morgan Stanley, 4.875%, 11/1/22 |
4.875
|
11/01/2022
|
50,000
|
55,172
|
| New York State Dormitory Authority, 5.0%, 7/1/38 |
5.0
|
07/01/2038
|
50,000
|
58,483
|
| Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 |
0.4192
|
03/20/2035
|
200,000
|
23,741
|
| West Corp., Term B-8 Loan, 6/30/18 |
|
06/30/2018
|
50,000
|
50,869
|
| MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 |
6.0
|
07/25/2034
|
200,000
|
49,930
|
| Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36 |
5.5
|
01/25/2036
|
100,000
|
36,491
|
| Carlyle Holdings Finance LLC, 3.875%, 2/1/23 (144A) |
3.875
|
02/01/2023
|
25,000
|
26,349
|
| Ukraine Government International Bond, 7.5%, 4/17/23 (144A) |
7.5
|
04/17/2023
|
200,000
|
193,583
|
| Japan Government Ten Year Bond, 1.0%, 12/20/21 |
1.0
|
12/20/2021
|
46,500,000
|
497,511
|
| Valmont Industries, Inc., 6.625%, 4/20/20 |
6.625
|
04/20/2020
|
20,000
|
23,907
|
| International Bank for Reconstruction & Development, 3.25%, 4/14/14 |
3.25
|
04/14/2014
|
1,500,000
|
263,965
|
| Countrywide Asset-Backed Certificates, Floating Rate Note, 5/25/37 |
0.3102
|
05/25/2037
|
125,000
|
7,278
|
| FREMF Mortgage Trust, Floating Rate Note, 7/25/48 (144A) |
4.2859
|
07/25/2048
|
25,000
|
27,165
|
| Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 |
6.1
|
02/15/2042
|
60,000
|
70,761
|
| US Airways 2013-1 Class A Pass Through Trust, 3.95%, 11/15/25 |
3.95
|
11/15/2025
|
100,000
|
100,577
|
| Freddie Mac REMICS, 5.0%, 6/15/34 |
5.0
|
06/15/2034
|
40,000
|
28,520
|
| Protective Life Corp., 7.375%, 10/15/19 |
7.375
|
10/15/2019
|
45,000
|
56,680
|
| Questar Pipeline Co., 5.83%, 2/1/18 |
5.83
|
02/01/2018
|
10,000
|
11,930
|
| Bayview Commercial Asset Trust, Floating Rate Note, 7/25/37 (144A) |
4.6952
|
07/25/2037
|
250,000
|
7,486
|
| Bowdoin College, 4.693%, 7/1/12 |
4.693
|
|
25,000
|
24,332
|
| AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 |
5.375
|
04/15/2020
|
35,000
|
36,776
|
| Russian Federal Bond - OFZ, 8.15%, 2/3/27 |
8.15
|
02/03/2027
|
9,000,000
|
331,980
|
| Mexican Bonos, 9.5%, 12/18/14 |
9.5
|
12/18/2014
|
250,000
|
23,082
|
| Telesat Canada, 12.5%, 11/1/17 |
12.5
|
11/01/2017
|
50,000
|
56,313
|
| Jefferies Group LLC, 8.5%, 7/15/19 |
8.5
|
07/15/2019
|
25,000
|
32,364
|
| MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 |
6.5991
|
09/25/2032
|
700,000
|
64,030
|
| Yale University, 2.9%, 10/15/14 |
2.9
|
10/15/2014
|
37,000
|
38,443
|
| AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 |
5.125
|
08/01/2022
|
50,000
|
51,003
|
| Frontier Communications Corp., 8.5%, 4/15/20 |
8.5
|
04/15/2020
|
30,000
|
34,613
|
| Japan Government Ten Year Bond, 1.7%, 9/20/16 |
1.7
|
09/20/2016
|
30,000,000
|
323,926
|
| Wells Fargo & Co., 7.5%, 12/31/99 (Perpetual) |
7.5
|
|
130
|
171,568
|
| Belgium Government Bond, 5.5%, 3/28/28 |
5.5
|
03/28/2028
|
25,000
|
45,718
|
| Brazil Minas SPE via State of Minas Gerais, 5.333%, 2/15/28 (144A) |
5.333
|
02/15/2028
|
200,000
|
228,326
|
| Federal Home Loan Mortgage Corp., 6.5%, 1/1/38 |
6.5
|
01/01/2038
|
370,134
|
50,320
|
| Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 |
5.0
|
09/01/2038
|
670,000
|
124,282
|
| Fannie Mae, 4.5%, 4/1/41 |
4.5
|
04/01/2041
|
80,000
|
50,036
|
| Senior Housing Properties Trust, 6.75%, 4/15/20 |
6.75
|
04/15/2020
|
45,000
|
52,455
|
| Metinvest BV, 10.25%, 5/20/15 (144A) |
10.25
|
05/20/2015
|
100,000
|
111,334
|
| FREMF Mortgage Trust, Floating Rate Note, 9/25/44 (144A) |
4.1633
|
09/25/2044
|
100,000
|
104,401
|
| Wachovia Bank NA, 6.0%, 11/15/17 |
6.0
|
11/15/2017
|
20,000
|
24,514
|
| MetLife, Inc., 10.75%, 8/1/39 |
10.75
|
08/01/2039
|
35,000
|
56,591
|
| United Kingdom Gilt, 4.25%, 9/7/39 |
4.25
|
09/07/2039
|
70,000
|
135,053
|
| Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 |
5.5
|
07/01/2032
|
25,000
|
36,019
|
| Morgan Stanley ABS Capital I Inc Trust 2007-HE3, Floating Rate Note, 12/25/36 |
0.2602
|
12/25/2036
|
35,000
|
1,520
|
| Austria Government Bond, 4.15%, 3/15/37 (144A) |
4.15
|
03/15/2037
|
50,000
|
87,584
|
| Permanent University Fund, 5.0%, 7/1/30 |
5.0
|
07/01/2030
|
20,000
|
25,077
|
| Government National Mortgage Association, Floating Rate Note, 9/16/52 |
1.0684
|
09/16/2052
|
350,000
|
32,006
|
| Prospect Capital Corp., 5.875%, 3/15/23 |
5.875
|
03/15/2023
|
50,000
|
50,557
|
| Norway Government Bond, 4.5%, 5/22/19 |
4.5
|
05/22/2019
|
240,000
|
50,514
|
| International Finance Corp., 7.45%, 8/14/14 |
7.45
|
08/14/2014
|
200,000
|
101,773
|
| MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35 |
5.5
|
02/25/2035
|
52,036
|
18,926
|
| Indianapolis Airport Authority, 5.1%, 1/15/17 |
5.1
|
01/15/2017
|
20,000
|
22,953
|
| Russian Federal Bond - OFZ, 7.5%, 3/15/18 |
7.5
|
03/15/2018
|
4,200,000
|
144,994
|
| Cummins, Inc., 6.75%, 2/15/27 |
6.75
|
02/15/2027
|
10,000
|
12,880
|
| Capital Auto Receivables Asset Trust 2013-1, 1.74%, 10/22/18 |
1.74
|
10/22/2018
|
50,000
|
50,272
|
| Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 |
5.0
|
11/25/2036
|
100,000
|
12,348
|
| Lincoln National Corp., 8.75%, 7/1/19 |
8.75
|
07/01/2019
|
15,000
|
20,874
|
| FREMF Mortgage Trust, Floating Rate Note, 4/25/44 (144A) |
4.7702
|
04/25/2044
|
25,000
|
27,767
|
| Penn Virginia Resource Partners LP, 8.375%, 6/1/20 |
8.375
|
06/01/2020
|
75,000
|
83,711
|
| Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) |
7.875
|
10/15/2019
|
91,000
|
95,256
|
| Citigroup Capital XIII, Floating Rate Note, 10/30/40 |
7.875
|
10/30/2040
|
6,527
|
184,322
|
| Catholic Health Initiatives, 4.35%, 11/1/42 |
4.35
|
11/01/2042
|
50,000
|
52,167
|
| Cummins, Inc., 5.65%, 3/1/98 |
5.65
|
|
60,000
|
64,215
|
| Ghana Government Bond, 16.9%, 3/7/16 |
16.9
|
03/07/2016
|
10,000
|
5,030
|
| Bundesrepublik Deutschland, 3.25%, 1/4/20 |
3.25
|
01/04/2020
|
100,000
|
155,873
|
| Morgan Stanley, 6.625%, 4/1/18 |
6.625
|
04/01/2018
|
45,000
|
54,195
|
| Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) |
6.5
|
02/24/2021
|
100,000
|
110,046
|
| Caterpillar Financial Services Corp., 7.05%, 10/1/18 |
7.05
|
10/01/2018
|
25,000
|
32,250
|
| Banc of America Mortgage 2004-E Trust, Floating Rate Note, 6/25/34 |
2.998
|
06/25/2034
|
350,000
|
12,214
|
| JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 |
4.8635
|
02/25/2034
|
150,000
|
14,051
|
| Italy Buoni Poliennali Del Tesoro, 3.75%, 8/1/16 |
3.75
|
08/01/2016
|
50,000
|
69,907
|
| Electricite de France SA, Floating Rate Note, 1/29/49 (Perpetual) (144A) |
5.25
|
01/29/2049
|
100,000
|
101,929
|
| RALI Series 2002-QS16 Trust, Floating Rate Note, 10/25/17 |
0.7502
|
10/25/2017
|
650,000
|
22,089
|
| RFMSI Series 2005-S6 Trust, 5.25%, 8/25/35 |
5.25
|
08/25/2035
|
100,000
|
73,697
|
| Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) |
4.883
|
08/15/2020
|
30,000
|
34,689
|
| Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 |
5.069
|
02/25/2036
|
127,000
|
24,696
|
| Italy Buoni Poliennali Del Tesoro, 4.75%, 8/1/23 |
4.75
|
08/01/2023
|
100,000
|
142,876
|
| Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 |
5.5
|
11/25/2034
|
25,000
|
15,771
|
| Kinder Morgan Energy Partners LP, 4.15%, 3/1/22 |
4.15
|
03/01/2022
|
70,000
|
76,769
|
| CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) |
5.773
|
01/10/2033
|
15,000
|
16,929
|
| Sirius International Group, Ltd., Floating Rate Note, 5/29/49 (Perpetual) (144A) |
7.506
|
05/29/2049
|
95,000
|
102,951
|
| SNAAC Auto Receivables Trust, 3.11%, 6/15/17 (144A) |
3.11
|
06/15/2017
|
50,000
|
50,857
|
| PPL Capital Funding, Inc., Floating Rate Note, 3/30/67 |
6.7
|
03/30/2067
|
10,000
|
10,683
|
| KB Home, 1.375%, 2/1/19 |
1.375
|
02/01/2019
|
50,000
|
58,144
|
| Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) |
5.875
|
03/30/2033
|
25,000
|
25,778
|
| BMW Australia Finance, Ltd., 6.5%, 2/28/14 |
6.5
|
02/28/2014
|
100,000
|
107,183
|
| Queensland Treasury Corp., 6.0%, 7/21/22 |
6.0
|
07/21/2022
|
120,000
|
143,864
|
| Bundesrepublik Deutschland, 6.5%, 7/4/27 |
6.5
|
07/04/2027
|
125,000
|
274,036
|
| United Kingdom Gilt, 4.0%, 9/7/16 |
4.0
|
09/07/2016
|
50,000
|
87,501
|
| Morgan Stanley, 5.5%, 1/26/20 |
5.5
|
01/26/2020
|
10,000
|
11,781
|
| GSAMP Trust 2005-HE2, Floating Rate Note, 3/25/35 |
0.8452
|
03/25/2035
|
25,000
|
4,401
|
| Fannie Mae REMICS, 4.5%, 6/25/29 |
4.5
|
06/25/2029
|
20,000
|
22,324
|
| Nigeria Government Bond, 16.0%, 6/29/19 |
16.0
|
06/29/2019
|
19,000,000
|
146,830
|
| South Carolina State Public Service Authority, 5.0%, 12/1/43 |
5.0
|
12/01/2043
|
25,000
|
28,791
|
| Ireland Government Bond, 4.5%, 4/18/20 |
4.5
|
04/18/2020
|
90,000
|
128,589
|
| Indonesia Recapitalization Bond, 14.25%, 6/15/13 |
14.25
|
06/15/2013
|
200,000,000
|
21,942
|
| CEVA Group Plc, 8.375%, 12/1/17 (144A) |
8.375
|
12/01/2017
|
75,000
|
75,859
|
| The Allstate Corp., Floating Rate Note, 5/15/57 |
6.5
|
05/15/2057
|
110,000
|
126,167
|
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3/3/15 |
0.0
|
03/03/2015
|
40,000
|
20,275
|
| MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15 |
4.5
|
01/25/2015
|
200,000
|
3,708
|
| Inter-American Development Bank, 4.5%, 2/4/16 |
4.5
|
02/04/2016
|
850,000,000
|
89,427
|
| Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 |
5.5
|
11/15/2036
|
70,000
|
85,306
|
| Netherlands Government Bond, 4.0%, 7/15/16 (144A) |
4.0
|
07/15/2016
|
150,000
|
227,042
|
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Australia, 6.0%, 10/29/15 |
6.0
|
10/29/2015
|
100,000
|
111,941
|
| Asian Development Bank, 3.375%, 5/20/14 |
3.375
|
05/20/2014
|
250,000
|
45,463
|
| Nigeria Treasury Bill, 3/6/14 |
0.0
|
03/06/2014
|
15,000,000
|
86,670
|
| United Kingdom Gilt, 4.25%, 12/7/27 |
4.25
|
12/07/2027
|
60,000
|
117,527
|
| MedAssets, Inc., 8.0%, 11/15/18 |
8.0
|
11/15/2018
|
75,000
|
85,454
|
| Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 |
4.7
|
10/15/2022
|
50,000
|
52,335
|
| Healthcare Realty Trust, Inc., 6.5%, 1/17/17 |
6.5
|
01/17/2017
|
25,000
|
29,314
|
| Romania Government Bond, 5.85%, 4/26/23 |
5.85
|
04/26/2023
|
770,000
|
244,376
|
| RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 |
5.5
|
12/25/2034
|
100,000
|
11,938
|
| Norway Government Bond, 5.0%, 5/15/15 |
5.0
|
05/15/2015
|
875,000
|
169,674
|
| Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) |
6.75
|
04/06/2021
|
55,000
|
61,665
|
| Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 |
2.6885
|
10/25/2033
|
300,000
|
57,911
|
| Mohawk Industries, Inc., 3.85%, 2/1/23 |
3.85
|
02/01/2023
|
25,000
|
26,346
|
| Mexican Udibonos, 2.0%, 6/9/22 |
2.0
|
06/09/2022
|
480,000
|
214,031
|
| GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) |
4.436
|
02/15/2015
|
45,000
|
47,092
|
| AXA Bank Europe SCF, 3.5%, 11/5/20 |
3.5
|
11/05/2020
|
50,000
|
76,373
|
| The Hanover Insurance Group, Inc., 7.5%, 3/1/20 |
7.5
|
03/01/2020
|
50,000
|
59,985
|
| JPMorgan Chase & Co., Floating Rate Note, 4/29/49 (Perpetual) |
7.9
|
04/29/2049
|
100,000
|
120,438
|
| JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.171%, 8/15/46 |
4.1712
|
08/15/2046
|
35,000
|
39,722
|
| Range Resources Corp., 5.0%, 3/15/23 (144A) |
5.0
|
03/15/2023
|
100,000
|
107,097
|
| Epic Ayton plc, Floating Rate Note, 10/28/16 |
0.7444
|
10/28/2016
|
237,000
|
72,855
|
| Post Holdings, Inc., 7.375%, 2/15/22 |
7.375
|
02/15/2022
|
150,000
|
168,835
|
| Countrywide Asset-Backed Certificates, Floating Rate Note, 10/25/35 |
4.456
|
10/25/2035
|
250,000
|
23,864
|
| Anheuser-Busch InBev Worldwide, Inc., 7.75%, 1/15/19 |
7.75
|
01/15/2019
|
20,000
|
26,839
|
| Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) |
5.216
|
01/25/2042
|
100,000
|
110,366
|
| Qtel International Finance, Ltd., 6.5%, 6/10/14 (144A) |
6.5
|
06/10/2014
|
20,000
|
21,659
|
| Banc of America Alternative Loan Trust 2003-10, Floating Rate Note, 12/25/33 |
0.6502
|
12/25/2033
|
140,000
|
16,386
|
| Bombardier, Inc., 4.25%, 1/15/16 (144A) |
4.25
|
01/15/2016
|
50,000
|
52,819
|
| Rwanda International Government Bond, 6.625%, 5/2/23 (144A) |
6.625
|
05/02/2023
|
200,000
|
195,720
|
| Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 |
3.78
|
11/15/2017
|
30,000
|
31,430
|
| Lincoln National Corp., Floating Rate Note, 4/20/67 |
6.05
|
04/20/2067
|
25,000
|
25,359
|
| GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) |
3.682
|
02/10/2046
|
25,000
|
25,991
|
| Ford Auto Securitization Trust Series 2011-R1 Asset-Backed Notes, 2.431%, 11/15/14 (144A) |
2.431
|
11/15/2014
|
150,000
|
57,339
|
| Citicorp Residential Mortgage Trust Series 2006-1, 5.836%, 7/25/36 (Step) |
5.836
|
07/25/2036
|
100,000
|
68,996
|
| Plains Exploration & Production Co., 6.75%, 2/1/22 |
6.75
|
02/01/2022
|
70,000
|
80,281
|
| Carrizo Oil & Gas, Inc., 8.625%, 10/15/18 |
8.625
|
10/15/2018
|
50,000
|
55,567
|
| Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 |
5.95
|
04/15/2042
|
25,000
|
27,431
|
| Philippine Government Bond, 7.625%, 9/29/36 |
7.625
|
09/29/2036
|
3,570,000
|
137,533
|
| DDR Corp., 7.5%, 4/1/17 |
7.5
|
04/01/2017
|
35,000
|
42,238
|
| Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 |
5.0
|
07/25/2019
|
85,000
|
18,730
|
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-A, Floating Rate Note, 3/25/30 |
0.6602
|
03/25/2030
|
325,000
|
26,567
|
| Lehman Brothers Small Balance Commercial Mortgage Trust 2006-3, Floating Rate Note, 12/25/36 (144A) |
5.41
|
12/25/2036
|
25,000
|
1,238
|
| Indonesia Treasury Bond, 6.125%, 5/15/28 |
6.125
|
05/15/2028
|
222,000,000
|
23,489
|
| Government National Mortgage Association, 4.5%, 9/20/39 |
4.5
|
09/20/2039
|
50,000
|
57,008
|
| MASTR Adjustable Rate Mortgages Trust 2004-11, Floating Rate Note, 11/25/34 |
1.3002
|
11/25/2034
|
25,000
|
22,182
|
| FREMF Mortgage Trust, Floating Rate Note, 9/25/45 (144A) |
5.1639
|
09/25/2045
|
45,000
|
51,576
|
| Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 |
0.6502
|
08/25/2018
|
169,231
|
11,418
|
| Ford Auto Securitization Trust, 1.485%, 12/15/14 (144A) |
1.485
|
12/15/2014
|
100,000
|
74,102
|
| New Century Home Equity Loan Trust Series 2005-1, Floating Rate Note, 3/25/35 |
0.5502
|
03/25/2035
|
60,000
|
9,303
|
| Prudential Financial, Inc., Floating Rate Note, 9/15/42 |
5.875
|
09/15/2042
|
100,000
|
108,813
|
| Philippine Government Bond, 8.0%, 7/19/31 |
8.0
|
07/19/2031
|
800,000
|
30,550
|
| JobsOhio Beverage System, 4.532%, 1/1/35 |
4.532
|
01/01/2035
|
20,000
|
21,576
|
| New York State Dormitory Authority, 5.0%, 7/1/40 |
5.0
|
07/01/2040
|
50,000
|
58,387
|
| The PNC Financial Services Group, Inc., Floating Rate Note, 7/29/49 (Perpetual) |
6.75
|
07/29/2049
|
115,000
|
134,017
|
| FREMF Mortgage Trust, Floating Rate Note, 1/25/46 (144A) |
4.3469
|
01/25/2046
|
25,000
|
27,226
|
| Ireland Government Bond, 5.0%, 10/18/20 |
5.0
|
10/18/2020
|
35,000
|
52,642
|
| Norway Government Bond, 4.25%, 5/19/17 |
4.25
|
05/19/2017
|
365,000
|
73,219
|
| Australia Government Bond, 5.75%, 5/15/21 |
5.75
|
05/15/2021
|
100,000
|
126,503
|
| Wells Fargo Commercial Mortgage Trust, 3.349%, 11/15/43 (144A) |
3.349
|
11/15/2043
|
100,000
|
90,641
|
| British Sky Broadcasting Group Plc, 6.1%, 2/15/18 (144A) |
6.1
|
02/15/2018
|
25,000
|
30,156
|
| Lam Research Corp., 1.25%, 5/15/18 |
1.25
|
05/15/2018
|
75,000
|
85,932
|
| Commonwealth Edison Co., 6.95%, 7/15/18 |
6.95
|
07/15/2018
|
25,000
|
31,277
|
| US Bancorp, Floating Rate Note, 12/31/99 (Perpetual) |
6.0
|
|
4,000
|
112,240
|
| Delta Air Lines 2010-2 Class A Pass Through Trust, 4.95%, 5/23/19 |
4.95
|
05/23/2019
|
15,000
|
14,595
|
| Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23 (144A) |
3.875
|
03/15/2023
|
45,000
|
45,621
|
| National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 |
5.45
|
02/01/2018
|
10,000
|
12,056
|
| Deutsche Telekom AG, 3.75%, 4/22/14 |
3.75
|
04/22/2014
|
40,000
|
44,521
|
| Romania Government Bond, 5.9%, 7/26/17 |
5.9
|
07/26/2017
|
200,000
|
65,754
|
| Japan Government Twenty Year Bond, 1.5%, 3/20/19 |
1.5
|
03/20/2019
|
27,000,000
|
296,607
|
| Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust, Floating Rate Note, 4/25/37 |
0.2902
|
04/25/2037
|
100,000
|
5,436
|
| Time Warner Cable, Inc., 8.75%, 2/14/19 |
8.75
|
02/14/2019
|
5,000
|
6,779
|
| DCP Midstream LLC, 9.75%, 3/15/19 (144A) |
9.75
|
03/15/2019
|
25,000
|
33,332
|
| European Bank for Reconstruction & Development, 0.5%, 2/26/15 |
0.5
|
02/26/2015
|
50,000
|
25,811
|
| Viterra, Inc., 5.95%, 8/1/20 (144A) |
5.95
|
08/01/2020
|
50,000
|
55,293
|
| Morgan Stanley Re-REMIC Trust 2010-R9, 5.0%, 11/26/36 (144A) |
5.0
|
11/26/2036
|
100,000
|
106,852
|
| ArcelorMittal, 6.125%, 6/1/18 |
6.125
|
06/01/2018
|
30,000
|
33,627
|
| Poland Government Bond, 5.25%, 10/25/17 |
5.25
|
10/25/2017
|
1,400,000
|
501,593
|
| State of Washington, 5.0%, 8/1/39 |
5.0
|
08/01/2039
|
50,000
|
58,004
|
| South Africa Government Bond, 7.5%, 1/15/14 |
7.5
|
01/15/2014
|
250,000
|
28,910
|
| Alternative Loan Trust 2004-12CB, 5.0%, 7/25/19 |
5.0
|
07/25/2019
|
105,000
|
109,824
|
| Houston Higher Education Finance Corp., 4.5%, 11/15/37 |
4.5
|
11/15/2037
|
50,000
|
55,060
|
| Hologic, Inc., 2.0%, 12/15/37 (Step) |
2.0
|
12/15/2037
|
75,000
|
86,254
|
| Spain Government Bond, 4.1%, 7/30/18 |
4.1
|
07/30/2018
|
100,000
|
142,601
|
| GS Mortgage Securities Trust 2006-GG8, 5.56%, 11/10/39 |
5.56
|
11/10/2039
|
50,000
|
57,122
|
| Pittsburgh Glass Works LLC, 8.5%, 4/15/16 (144A) |
8.5
|
04/15/2016
|
100,000
|
103,378
|
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A, Floating Rate Note, 4/25/29 |
0.6602
|
04/25/2029
|
219,000
|
17,922
|
| Nigeria Treasury Bill, 2/6/14 |
0.0
|
02/06/2014
|
7,000,000
|
40,780
|
| Hospitality Properties Trust, 5.0%, 8/15/22 |
5.0
|
08/15/2022
|
40,000
|
43,867
|
| Croatia Government International Bond, 5.5%, 4/4/23 (144A) |
5.5
|
04/04/2023
|
200,000
|
213,255
|
| Residential Asset Securitization Trust 2005-A9, 5.5%, 7/25/35 |
5.5
|
07/25/2035
|
50,000
|
19,165
|
| Bayview Commercial Asset Trust, 3.89%, 9/25/37 (Step) (144A) |
3.89
|
09/25/2037
|
150,000
|
8,587
|
| Plains All American Pipeline LP, 6.125%, 1/15/17 |
6.125
|
01/15/2017
|
25,000
|
29,796
|
| Queensland Treasury Corp., 5.75%, 7/22/24 |
5.75
|
07/22/2024
|
100,000
|
117,879
|
| Expedia, Inc., 5.95%, 8/15/20 |
5.95
|
08/15/2020
|
50,000
|
56,649
|
| Terwin Mortgage Trust Series TMTS 2005-16HE, 4.308%, 9/25/36 (Step) |
4.3349
|
09/25/2036
|
300,000
|
66,832
|
| Burlington Northern Santa Fe LLC, 5.75%, 3/15/18 |
5.75
|
03/15/2018
|
25,000
|
30,246
|
| Valero Energy Corp., 9.375%, 3/15/19 |
9.375
|
03/15/2019
|
21,000
|
29,114
|
| Hospitality Properties Trust, 7.875%, 8/15/14 |
7.875
|
08/15/2014
|
25,000
|
26,679
|
| Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) |
4.77
|
10/25/2034
|
50,000
|
14,530
|
| General Cable Corp., 4.5%, 11/15/29 (Step) |
4.5
|
11/15/2029
|
56,000
|
69,307
|
| Southern California Edison Co., Floating Rate Note, 8/1/49 (Perpetual) |
6.25
|
08/01/2049
|
50,000
|
56,586
|
| OneBeacon US Holdings, Inc., 4.6%, 11/9/22 |
4.6
|
11/09/2022
|
20,000
|
21,601
|
| International Bank for Reconstruction & Development, 5.75%, 10/21/19 |
5.75
|
10/21/2019
|
185,000
|
213,948
|
| Raymond James Financial, Inc., 4.25%, 4/15/16 |
4.25
|
04/15/2016
|
25,000
|
26,690
|
| Russian Foreign Bond - Eurobond, 4.5%, 4/4/22 (144A) |
4.5
|
04/04/2022
|
200,000
|
224,975
|
| Alcoa, Inc., 6.15%, 8/15/20 |
6.15
|
08/15/2020
|
25,000
|
27,577
|
The portfolio is actively managed, and current holdings may be different.
For fund descriptions, historical and current performance, standardized returns as of the most
recent quarter-end, risk disclosure or a prospectus, please click
here.
Please request a free information kit on any Pioneer fund by
ordering from this web site or by calling 1-800-225-6292. The kit includes a quarterly fact sheet and a prospectus.
You should consider a fund's investment objectives, risks, charges and expenses carefully before investing.
The prospectus contains this and other information about each fund and should be read carefully before you invest or
send money. To obtain a prospectus directly and for other information on any Pioneer fund please visit our
download literature page.
|
