|
Top 10 Portfolio Holdings as of 3/28/2013
Default: sorted by market value
|
Security Name
|
Par / Shares |
Market Value |
|
ALCOA INC 6.15% 08/15/20
|
25,000 |
$27,219 |
|
ALEXANDRIA REAL ESTA 4.6% 04/01/22
|
40,000 |
$43,107 |
|
ALLSTATE CORP/THE 5.1% 01/15/53
|
2,225 |
$58,251 |
|
ALLSTATE CORP/THE 6.5% 05/15/57
|
110,000 |
$120,450 |
|
ALPHA APPALACHIA 3.25% 08/01/15
|
20,000 |
$19,250 |
|
ALPHA NATURAL RESOUR 6% 06/01/19
|
45,000 |
$41,513 |
|
ALTERNATIVE LOAN TRU 0.6542% 08/25/18
|
12,656 |
$11,873 |
|
ALTERNATIVE LOAN TRU 4.25% 04/25/34
|
30,125 |
$30,312 |
|
ALTERNATIVE LOAN TRU 5.5% 01/25/35
|
8,885 |
$9,044 |
|
ALTERNATIVE LOAN TRU 5.5% 08/25/34
|
17,618 |
$17,432 |
|
ALTERNATIVE LOAN TRU 5% 07/25/19
|
105,000 |
$109,483 |
|
AMERICAN HONDA FINAN 6.7% 10/01/13
|
35,000 |
$36,050 |
|
ANGLOGOLD ASHANTI HO 5.125% 08/01/22
|
50,000 |
$50,685 |
|
ANGLOGOLD ASHANTI HO 5.375% 04/15/20
|
35,000 |
$37,047 |
|
ANHEUSER-BUSCH INBEV 7.75% 01/15/19
|
20,000 |
$26,282 |
|
ARCELORMITTAL 6.125% 06/01/18
|
30,000 |
$32,400 |
|
ASIAN DEVELOPMENT BA 3.375% 05/20/14
|
250,000 |
$43,582 |
|
ASTORIA FINANCIAL CO 5% 06/19/17
|
50,000 |
$53,543 |
|
AUD/JPY FORWARD AUJP053113S
|
-416,513 |
$-431,749 |
|
AUD FORWARD AUUS041213S
|
-125,000 |
$-130,060 |
|
AUSTRALIA GOVERNMENT 5.75% 05/15/21
|
100,000 |
$122,004 |
|
AUSTRALIA GOVERNMENT 6.5% 05/15/13
|
200,000 |
$209,229 |
|
AUSTRALIAN DOLLARS
|
1,241 |
$1,292 |
|
AUSTRIA GOVERNMENT B 4.15% 03/15/37
|
50,000 |
$82,290 |
|
AUSTRIA GOVERNMENT B 4.35% 03/15/19
|
50,000 |
$76,625 |
|
AVIATION CAPITAL GRO 6.75% 04/06/21
|
55,000 |
$61,163 |
|
AXA BANK EUROPE SCF 3.5000% 11/05/20
|
50,000 |
$72,030 |
|
AXA SA 8.6% 12/15/30
|
60,000 |
$76,937 |
|
BANC OF AMERICA ALTE 0.6542% 12/25/33
|
18,007 |
$17,271 |
|
BANC OF AMERICA ALTE 5.5% 09/25/33
|
62,704 |
$63,824 |
|
BANC OF AMERICA ALTE 5.5% 11/25/19
|
26,914 |
$27,263 |
|
BANC OF AMERICA ALTE 5.75% 04/25/33
|
25,505 |
$27,676 |
|
BANC OF AMERICA ALTE 5% 07/25/19
|
18,698 |
$19,085 |
|
BANC OF AMERICA ALTE 6% 03/25/34
|
17,645 |
$18,201 |
|
BANC OF AMERICA FUND 5.5% 01/25/36
|
36,110 |
$35,976 |
|
BANC OF AMERICA MORT 2.9979% 06/25/34
|
12,228 |
$12,218 |
|
BANC OF AMERICA MORT 5.0707% 09/25/35
|
8,340 |
$8,355 |
|
BANC OF AMERICA MORT 5.5% 11/25/34
|
15,625 |
$16,308 |
|
BANC OF AMERICA MORT 5.75% 01/25/35
|
22,610 |
$23,177 |
|
BAYLOR UNIVERSITY 4.313% 03/01/42
|
25,000 |
$25,918 |
|
BAYVIEW COMMERCIAL A 3.8900% 09/25/37
|
94,427 |
$8,735 |
|
BAYVIEW COMMERCIAL A 4.2766% 07/25/37
|
146,793 |
$7,677 |
|
BCMSC TRUST 1998-A 6.65% 04/15/28
|
17,057 |
$17,739 |
|
BEAR STEARNS ASSET B 8.41% 10/25/29
|
92,087 |
$90,992 |
|
BELGIUM GOVERNMENT B 5.5% 03/28/28
|
25,000 |
$43,106 |
|
BERAU COAL ENERGY TB 7.2499% 03/13/17
|
25,000 |
$25,188 |
|
BMW AUSTRALIA FINANC 6.5% 02/28/14
|
100,000 |
$106,634 |
|
BOARD OF TRUSTEES OF 4.75% 05/01/19
|
30,000 |
$35,634 |
|
BOMBARDIER INC 4.25% 01/15/16
|
50,000 |
$51,875 |
|
BOWDOIN COLLEGE 4.693% 07/01/12
|
25,000 |
$22,882 |
|
BRAZIL MINAS SPE VIA 5.333% 02/15/28
|
200,000 |
$218,360 |
|
BRITISH POUND
|
16 |
$24 |
|
BRITISH SKY BROADCAS 6.1% 02/15/18
|
25,000 |
$29,596 |
|
BUCKEYE PARTNERS LP 6.05% 01/15/18
|
25,000 |
$28,486 |
|
BUNDESREPUBLIK DEUTS 3.25% 01/04/20
|
100,000 |
$150,500 |
|
BUNDESREPUBLIK DEUTS 6.5% 07/04/27
|
125,000 |
$256,263 |
|
BURLINGTON NORTHERN 5.75% 03/15/18
|
25,000 |
$30,044 |
|
CALIFORNIA STATEWIDE 6% 08/15/42
|
50,000 |
$60,176 |
|
CANADA HOUSING TRUST 3.35% 12/15/20
|
10,000 |
$10,771 |
|
CANADA HOUSING TRUST 3.8% 06/15/21
|
100,000 |
$111,109 |
|
CANADIAN DOLLARS
|
22,593 |
$22,226 |
|
CANADIAN GOVERNMENT 1.5% 03/01/17
|
60,000 |
$59,603 |
|
CANTOR FITZGERALD LP 7.875% 10/15/19
|
91,000 |
$94,608 |
|
CAPITAL AUTO RECEIVA 1.7399% 10/22/18
|
50,000 |
$50,093 |
|
CARLYLE HOLDINGS FIN 3.875% 02/01/23
|
25,000 |
$25,607 |
|
CARRIZO OIL & GAS IN 8.625% 10/15/18
|
50,000 |
$54,750 |
|
CATERPILLAR FINANCIA 7.0499% 10/01/18
|
25,000 |
$32,086 |
|
CATHOLIC HEALTH INIT 4.35% 11/01/42
|
50,000 |
$50,379 |
|
CEMEX SAB DE CV 5.875% 03/25/19
|
150,000 |
$151,500 |
|
CEVA GROUP PLC 8.375% 12/01/17
|
75,000 |
$77,250 |
|
CHESTER ASSET RECEIV 0.7% 04/15/16
|
50,000 |
$75,868 |
|
CHINESE YUAN
|
30,989 |
$4,992 |
|
CHL MORTGAGE PASS-TH 4.7889% 12/25/33
|
17,370 |
$17,396 |
|
CITICORP MORTGAGE SE 5% 02/25/36
|
4,683 |
$4,960 |
|
CITICORP RESIDENTIAL 5.703% 11/25/36
|
53,803 |
$53,677 |
|
CITICORP RESIDENTIAL 5.836% 07/25/36
|
69,859 |
$69,609 |
|
CITIGROUP CAPITAL XI 7.875% 10/30/40
|
6,527 |
$186,607 |
|
CITIGROUP COMMERCIAL 0.3732% 04/15/22
|
50,000 |
$48,624 |
|
CITIGROUP COMMERCIAL 5.0331% 09/20/51
|
100,000 |
$101,557 |
|
CITIGROUP MORTGAGE L 6.75% 08/25/34
|
30,504 |
$32,505 |
|
CITY CENTER TRUST 20 4.65% 07/15/28
|
100,000 |
$100,559 |
|
CITY OF CHARLESTON S 5% 01/01/41
|
45,000 |
$50,755 |
|
CKE RESTAURANT HOLDI 4.474% 03/20/43
|
50,000 |
$50,000 |
|
COBALT CMBS COMMERCI 5.174% 08/15/48
|
600 |
$601 |
|
COBANK ACB 6.25% 12/31/99
|
500 |
$53,391 |
|
COMM 2012-LC4 MORTGA 4.063% 12/10/44
|
100,000 |
$108,374 |
|
COMM 2013-LC6 MORTGA 2.941% 01/10/46
|
50,000 |
$50,550 |
|
COMMERCIAL METALS CO 7.35% 08/15/18
|
25,000 |
$27,750 |
|
COMMONWEALTH EDISON 6.15% 09/15/17
|
10,000 |
$12,064 |
|
COMMONWEALTH EDISON 6.9500% 07/15/18
|
25,000 |
$30,744 |
|
CONNECTICUT STATE HE 5% 07/01/40
|
50,000 |
$57,883 |
|
CONNECTICUT STATE HE 5% 07/01/42
|
25,000 |
$27,591 |
|
CONSTELLATION BRANDS L+4.75%, 06/28/20
|
150,000 |
$150,000 |
|
COOPERATIEVE CENTRAL 03/03/15
|
40,000 |
$19,701 |
|
COOPERATIEVE CENTRAL 3.875% 02/08/22
|
75,000 |
$79,114 |
|
COOPERATIEVE CENTRAL 6.8750% 03/19/20
|
50,000 |
$71,833 |
|
COOPERATIEVE CENTRAL 6% 10/29/15
|
100,000 |
$108,806 |
|
COUNTRYWIDE ASSET-BA 0.3142% 05/25/37
|
10,749 |
$10,718 |
|
COUNTRYWIDE ASSET-BA 0.5742% 01/25/36
|
10,753 |
$10,713 |
|
COUNTRYWIDE ASSET-BA 4.456% 10/25/35
|
23,959 |
$24,053 |
|
COUNTRYWIDE ASSET-BA 5.069% 02/25/36
|
24,280 |
$24,595 |
|
CREDIT SUISSE FIRST 1.5542% 12/25/33
|
9,864 |
$9,655 |
|
CREDIT SUISSE FIRST 6.4480% 09/15/34
|
50,000 |
$23,777 |
|
CRICKET COMMUNICATIO 7.75% 05/15/16
|
35,000 |
$36,531 |
|
CROATIA GOVERNMENT I 5.5% 04/04/23
|
200,000 |
$199,116 |
|
CROWN CASTLE TOWERS 4.883% 08/15/20
|
30,000 |
$34,531 |
|
CUMMINS INC 5.65% 03/01/98
|
60,000 |
$61,067 |
|
CUMMINS INC 6.75% 02/15/27
|
10,000 |
$12,492 |
|
CVS PASS-THROUGH TRU 5.773% 01/10/33
|
14,218 |
$16,540 |
|
CZECH KORUNA
|
0 |
$0 |
|
CZECH REPUBLIC GOVER 3.7000% 06/16/13
|
500,000 |
$25,045 |
|
DBUBS 2011-LC3 MORTG 5.4172% 08/10/44
|
100,000 |
$116,418 |
|
DCP MIDSTREAM LLC 9.75% 03/15/19
|
25,000 |
$32,924 |
|
DDR CORP 7.5% 04/01/17
|
35,000 |
$41,606 |
|
DELPHI FINANCIAL GRO 7.875% 01/31/20
|
35,000 |
$43,124 |
|
DELTA AIR LINES 2010 4.95% 05/23/19
|
13,040 |
$14,279 |
|
DENMARK GOVERNMENT B 4.5% 11/15/39
|
250,000 |
$63,968 |
|
DESARROLLADORA HOMEX 9.5% 12/11/19
|
50,000 |
$42,750 |
|
DEUTSCHE TELEKOM AG 3.75% 04/22/14
|
40,000 |
$43,672 |
|
DIGITAL REALTY TRUST 4.5% 07/15/15
|
20,000 |
$21,250 |
|
DIGITAL REALTY TRUST 5.875% 02/01/20
|
10,000 |
$11,392 |
|
DOMINO'S PIZZA MASTE 5.216% 01/25/42
|
98,500 |
$110,540 |
|
EASTMAN CHEMICAL CO 4.8% 09/01/42
|
20,000 |
$20,766 |
|
EATON VANCE CORP 6.5% 10/02/17
|
25,000 |
$30,024 |
|
E-CARAT SA 1.368% 10/18/18
|
16,146 |
$20,740 |
|
ELECTRICITE DE FRANC 5.25% 01/29/49
|
100,000 |
$99,344 |
|
EMPRESA DE TELECOMUN 7.0000% 01/17/23
|
124,000,000 |
$72,002 |
|
ENTERPRISE PRODUCTS 7.0000% 06/01/67
|
65,000 |
$70,200 |
|
EP ENERGY LLC / EP E 9.375% 05/01/20
|
50,000 |
$57,750 |
|
EPIC AYTON PLC 0.7512% 10/28/16
|
47,006 |
$71,038 |
|
ESTERLINE TECHNO 6.625% 03/01/17
|
30,000 |
$30,675 |
|
EUR/JPY FORWARD EUJP052213S
|
-227,987 |
$-292,416 |
|
EUROPEAN BANK FOR RE 0.5% 02/26/15
|
50,000 |
$25,155 |
|
EUROPEAN BANK FOR RE 1.875% 12/10/13
|
50,000 |
$76,653 |
|
EUROPEAN EURO
|
465,780 |
$597,200 |
|
EUROPEAN INVESTMENT 03/02/15
|
65,000 |
$32,477 |
|
EXPEDIA INC 5.95% 08/15/20
|
50,000 |
$55,596 |
|
FANNIE MAE REMICS 4.5% 06/25/29
|
20,000 |
$22,233 |
|
FANNIE MAE REMICS 6% 03/25/35
|
70,473 |
$74,205 |
|
FHLMC POOL #A64754 6% 08/01/37
|
78,752 |
$87,827 |
|
FHLMC POOL #A71063 6.5% 01/01/38
|
45,497 |
$51,766 |
|
FHLMC POOL #A75483 6.5% 04/01/38
|
143,707 |
$163,604 |
|
FHLMC POOL #G04815 5% 09/01/38
|
122,984 |
$132,279 |
|
FHLMC POOL #G04832 5% 10/01/38
|
142,953 |
$153,757 |
|
FINLAND GOVERNMENT B 4.375% 07/04/19
|
300,000 |
$465,244 |
|
FIRST HORIZON MORTGA 6% 05/25/36
|
3,445 |
$3,448 |
|
FIRST INVESTORS AUTO 2.02% 01/15/19
|
25,000 |
$24,961 |
|
FIRST NLC TRUST 2005 0.6042% 09/25/35
|
43,726 |
$42,572 |
|
FNMA POOL #AB1149 5% 06/01/40
|
50,246 |
$55,192 |
|
FNMA POOL #AH7587 4% 04/01/41
|
250,000 |
$266,727 |
|
FNMA POOL #AH9873 4.5% 04/01/41
|
48,673 |
$52,509 |
|
FNMA POOL #AP7950 3.5000% 09/01/42
|
261,391 |
$277,173 |
|
FORD AUTO SECURITIZA 1.485% 12/15/14
|
82,361 |
$81,096 |
|
FORD AUTO SECURITIZA 2.431% 11/15/14
|
67,606 |
$67,589 |
|
FREDDIE MAC REMICS 5.5% 02/15/33
|
4,339 |
$4,353 |
|
FREDDIE MAC REMICS 5% 06/15/34
|
30,839 |
$31,880 |
|
FREEPORT-MCMORAN COP 3.875% 03/15/23
|
45,000 |
$45,130 |
|
FREMF MORTGAGE TRUST 4.1632% 09/25/44
|
100,000 |
$103,281 |
|
FREMF MORTGAGE TRUST 4.2859% 07/25/48
|
25,000 |
$26,947 |
|
FREMF MORTGAGE TRUST 4.3469% 01/25/46
|
25,000 |
$26,845 |
|
FREMF MORTGAGE TRUST 4.7701% 04/25/44
|
25,000 |
$27,521 |
|
FREMF MORTGAGE TRUST 4.8867% 07/25/44
|
50,000 |
$55,767 |
|
FREMF MORTGAGE TRUST 5.1639% 09/25/45
|
45,000 |
$50,897 |
|
FRONTIER COMMUNICATI 8.5% 04/15/20
|
30,000 |
$33,975 |
|
GATX CORP 6% 02/15/18
|
40,000 |
$44,999 |
|
GENERAL CABLE CORP 4.5% 11/15/29
|
56,000 |
$69,860 |
|
GENERAL ELECTRIC CAP 7.1249% 12/29/49
|
100,000 |
$116,307 |
|
GENWORTH FINANCIAL I 7.2000% 02/15/21
|
40,000 |
$46,600 |
|
GHANA GOVERNMENT BON 16.9% 03/07/2016
|
10,000 |
$5,059 |
|
GMAC CAPITAL TRUST I 8.125% 02/15/40
|
850 |
$23,120 |
|
GNMA II POOL #5175 4.5% 09/20/41
|
109,729 |
$121,379 |
|
GOLDCORP INC 3.7000% 03/15/23
|
35,000 |
$35,148 |
|
GOLDMAN SACHS CAPITA 4% 06/01/43
|
110,000 |
$92,538 |
|
GOVERNMENT NATIONAL 0.5574% 11/16/51
|
648,435 |
$25,192 |
|
GOVERNMENT NATIONAL 1.0304% 02/16/53
|
246,871 |
$21,849 |
|
GOVERNMENT NATIONAL 1.0683% 09/16/52
|
345,365 |
$31,134 |
|
GOVERNMENT NATIONAL 1.0956% 08/16/52
|
295,569 |
$23,148 |
|
GOVERNMENT NATIONAL 4.5% 09/20/39
|
50,000 |
$56,671 |
|
GOVERNMENT NATIONAL 5.25% 08/16/35
|
14,877 |
$17,503 |
|
GSAMP TRUST 2005-HE2 0.8492% 03/25/35
|
4,645 |
$4,549 |
|
GSAMP TRUST 2005-WMC 0.5842% 09/25/35
|
1,713 |
$1,711 |
|
GS MORTGAGE SECURITI 1.9521% 11/08/29
|
100,000 |
$100,455 |
|
GS MORTGAGE SECURITI 3.3769% 05/10/45
|
50,000 |
$53,096 |
|
GS MORTGAGE SECURITI 3.682% 02/10/46
|
25,000 |
$25,645 |
|
GS MORTGAGE SECURITI 5.56% 11/10/39
|
50,000 |
$56,690 |
|
GSR MORTGAGE LOAN TR 2.5405% 08/25/33
|
93,843 |
$94,543 |
|
GTP ACQUISITION PART 4.347% 06/15/16
|
45,000 |
$47,780 |
|
GTP TOWERS ISSUER LL 4.436% 02/15/15
|
45,000 |
$47,039 |
|
HAMPTON ROADS SANITA 5% 04/01/38
|
20,000 |
$22,396 |
|
HANOVER INSURANCE GR 7.5% 03/01/20
|
50,000 |
$58,858 |
|
HANOVER INSURANCE GR 7.625% 10/15/25
|
50,000 |
$58,394 |
|
HARRIS COUNTY METROP 5% 11/01/41
|
50,000 |
$55,876 |
|
HEALTHCARE REALTY TR 6.5% 01/17/17
|
25,000 |
$28,773 |
|
HEALTH CARE REIT INC 6.2% 06/01/16
|
10,000 |
$11,394 |
|
HIGHWOODS REALTY LP 3.6249% 01/15/23
|
35,000 |
$34,588 |
|
HOLCIM US FINANCE SA 6% 12/30/19
|
30,000 |
$35,046 |
|
HOLOGIC INC 2% 12/15/37
|
75,000 |
$90,563 |
|
HOLOGIC INC 6.25% 08/01/20
|
100,000 |
$106,375 |
|
HOSPITALITY PROPERTI 5% 08/15/22
|
40,000 |
$42,624 |
|
HOSPITALITY PROPERTI 7.875% 08/15/14
|
25,000 |
$26,390 |
|
HOUSTON HIGHER EDUCA 4.5% 11/15/37
|
50,000 |
$53,576 |
|
ILLINOIS FINANCE AUT 5% 10/01/51
|
25,000 |
$27,278 |
|
INDIANAPOLIS AIRPORT 5.1% 01/15/17
|
20,000 |
$22,659 |
|
INDONESIAN RUPIAH
|
1,061,758,000 |
$109,266 |
|
INDONESIA RECAPITALI 14.2499% 06/15/13
|
200,000,000 |
$21,038 |
|
INDONESIA RECAPITALI 14.2750% 12/15/13
|
100,000,000 |
$11,003 |
|
INDONESIA TREASURY B 6.125% 05/15/28
|
222,000,000 |
$22,381 |
|
INDONESIA TREASURY B 7.0000% 05/15/27
|
200,000,000 |
$22,015 |
|
INDONESIA TREASURY B 7.375% 09/15/16
|
5,000,000,000 |
$554,940 |
|
INDONESIA TREASURY B 8.25% 06/15/32
|
1,210,000,000 |
$147,408 |
|
INDONESIA TREASURY B 9% 09/15/13
|
25,000,000 |
$2,628 |
|
INGERSOLL-RAND GLOBA 9.5% 04/15/14
|
15,000 |
$16,300 |
|
INR FORWARD INUS091613B
|
3,900,000 |
$69,494 |
|
INTEL CORP 2.95% 12/15/35
|
85,000 |
$90,206 |
|
INTER-AMERICAN DEVEL 4.5% 02/04/16
|
850,000,000 |
$85,818 |
|
INTER-AMERICAN DEVEL 6.5% 08/20/19
|
50,000 |
$59,655 |
|
INTERNATIONAL BANK F 3.25% 04/14/14
|
1,500,000 |
$260,512 |
|
INTERNATIONAL BANK F 5.75% 10/21/19
|
185,000 |
$212,963 |
|
INTERNATIONAL FINANC 5% 12/21/15
|
400,000 |
$191,970 |
|
INTERNATIONAL FINANC 7.4499% 08/14/14
|
200,000 |
$99,501 |
|
INTERNATIONAL GAME T 7.5% 06/15/19
|
25,000 |
$29,844 |
|
INTESA SANPAOLO SPA 6.5% 02/24/21
|
100,000 |
$103,041 |
|
IRELAND GOVERNMENT B 4.5% 04/18/20
|
90,000 |
$120,549 |
|
IRELAND GOVERNMENT B 5% 04/18/13
|
50,000 |
$64,154 |
|
IRELAND GOVERNMENT B 5% 10/18/20
|
35,000 |
$48,197 |
|
IRWIN HOME EQUITY LO 5.32% 06/25/35
|
18,931 |
$18,453 |
|
ITALY BUONI POLIENNA 2.25% 11/01/13
|
75,000 |
$96,891 |
|
ITALY BUONI POLIENNA 3.75% 08/01/16
|
50,000 |
$65,920 |
|
ITALY BUONI POLIENNA 4.75% 08/01/23
|
100,000 |
$129,459 |
|
ITALY BUONI POLIENNA 6.5% 11/01/27
|
25,000 |
$36,664 |
|
JAPANESE YEN
|
457,739 |
$4,862 |
|
JAPAN GOVERNMENT TEN 1.7000% 09/20/16
|
30,000,000 |
$336,308 |
|
JAPAN GOVERNMENT TEN 1% 12/20/21
|
46,500,000 |
$517,451 |
|
JAPAN GOVERNMENT THI 2.3% 12/20/36
|
5,000,000 |
$61,572 |
|
JAPAN GOVERNMENT TWE 1.5% 03/20/19
|
27,000,000 |
$309,103 |
|
JEFFERIES GROUP LLC 5.125% 04/13/18
|
35,000 |
$38,150 |
|
JEFFERIES GROUP LLC 6.8750% 04/15/21
|
50,000 |
$58,367 |
|
JEFFERIES GROUP LLC 8.5% 07/15/19
|
25,000 |
$31,123 |
|
JOBSOHIO BEVERAGE SY 3.9849% 01/01/29
|
70,000 |
$71,789 |
|
JOBSOHIO BEVERAGE SY 4.532% 01/01/35
|
20,000 |
$20,758 |
|
JPMORGAN CHASE & CO 6% 01/15/18
|
25,000 |
$29,709 |
|
JPMORGAN CHASE & CO 7.9% 04/29/49
|
100,000 |
$114,883 |
|
JP MORGAN CHASE COMM 0.5632% 11/15/18
|
48,158 |
$40,769 |
|
JP MORGAN CHASE COMM 2.5722% 10/15/25
|
100,000 |
$101,377 |
|
JP MORGAN CHASE COMM 4.1712% 08/15/46
|
35,000 |
$39,131 |
|
JP MORGAN MORTGAGE T 2.9046% 05/25/34
|
154,736 |
$156,526 |
|
JP MORGAN MORTGAGE T 4.8894% 02/25/34
|
16,889 |
$17,212 |
|
JP MORGAN MORTGAGE T 5% 09/25/34
|
29,357 |
$30,295 |
|
JP MORGAN MORTGAGE T 6% 09/25/34
|
19,357 |
$19,875 |
|
KB HOME 1.375% 02/01/19
|
50,000 |
$54,969 |
|
KES FORWARD KEUS051413B
|
1,269,308 |
$14,701 |
|
KINDER MORGAN ENERGY 4.15% 03/01/22
|
70,000 |
$75,068 |
|
KINDER MORGAN ENERGY 5.95% 02/15/18
|
10,000 |
$11,923 |
|
KKR GROUP FINANCE CO 5.5% 02/01/43
|
100,000 |
$96,307 |
|
KLA-TENCOR CORP 6.9% 05/01/18
|
25,000 |
$29,970 |
|
KRAFT FOODS GROUP IN 3.5000% 06/06/22
|
70,000 |
$73,193 |
|
KRW FORWARD KRUS041213B
|
460,000,000 |
$413,080 |
|
LAM RESEARCH COR 1.25% 05/15/18
|
75,000 |
$80,016 |
|
LB-UBS COMMERCIAL MO 5.616% 10/15/35
|
34,000 |
$33,940 |
|
LEHMAN BROTHERS SMAL 5.41% 12/25/36
|
2,119 |
$2,146 |
|
LINCOLN NATIONAL COR 6.05% 04/20/67
|
25,000 |
$25,125 |
|
LINCOLN NATIONAL COR 8.75% 07/01/19
|
15,000 |
$20,331 |
|
LINN ENERGY LLC / LI 8.625% 04/15/20
|
51,000 |
$56,228 |
|
LINN ENERGY LLC 6.25% 11/01/19
|
90,000 |
$92,025 |
|
MACK-CALI REALTY LP 5.125% 02/15/14
|
25,000 |
$25,820 |
|
MACQUARIE GROUP LTD 6% 01/14/20
|
10,000 |
$10,971 |
|
MALAYSIA GOVERNMENT 3.418% 08/15/22
|
435,000 |
$139,908 |
|
MALAYSIAN RINGGIT
|
7,434 |
$2,399 |
|
MARATHON OIL CORP 5.9% 03/15/18
|
23,000 |
$27,404 |
|
MASCO CORP 5.95% 03/15/22
|
25,000 |
$28,121 |
|
MASCO CORP 7.1249% 03/15/20
|
85,000 |
$99,231 |
|
MASSACHUSETTS DEVELO 5.25% 04/01/37
|
25,000 |
$27,977 |
|
MASSACHUSETTS HEALTH 5.5% 07/01/32
|
25,000 |
$34,720 |
|
MASSACHUSETTS HEALTH 5.5% 07/01/36
|
10,000 |
$11,804 |
|
MASSACHUSETTS HEALTH 5.5% 11/15/36
|
70,000 |
$83,530 |
|
MASSACHUSETTS HEALTH 6% 07/01/36
|
20,000 |
$24,151 |
|
MASSACHUSETTS INSTIT 5.6% 07/01/11
|
25,000 |
$33,345 |
|
MASTR ADJUSTABLE RAT 1.3042% 11/25/34
|
25,000 |
$22,173 |
|
MASTR ALTERNATIVE LO 4.5% 01/25/15
|
3,991 |
$4,000 |
|
MASTR ALTERNATIVE LO 5.5% 02/25/35
|
19,297 |
$19,266 |
|
MASTR ALTERNATIVE LO 5.5% 10/25/19
|
8,159 |
$8,390 |
|
MASTR ALTERNATIVE LO 6% 07/25/34
|
49,499 |
$50,344 |
|
MASTR SEASONED SECUR 6.5991% 09/25/32
|
60,974 |
$63,920 |
|
MEDASSETS INC 8% 11/15/18
|
75,000 |
$81,938 |
|
MELLON FUNDING CORP 5.5% 11/15/18
|
25,000 |
$29,502 |
|
MERRILL LYNCH & CO I 7.75% 05/14/38
|
100,000 |
$133,278 |
|
MERRILL LYNCH FINANC 4.711% 03/12/49
|
58,236 |
$60,850 |
|
MERRILL LYNCH FINANC 4.745% 01/12/40
|
250,000 |
$267,422 |
|
MERRILL LYNCH MORTGA 0.6642% 03/25/30
|
28,402 |
$28,318 |
|
MERRILL LYNCH MORTGA 0.6642% 04/25/29
|
18,531 |
$18,099 |
|
METINVEST BV 10.25% 05/20/15
|
100,000 |
$105,720 |
|
METLIFE INC 10.75% 08/01/39
|
35,000 |
$54,338 |
|
METROPCS WIRELES 6.625% 11/15/20
|
75,000 |
$78,375 |
|
MEXICAN BONOS 6.5% 06/09/22
|
1,290,000 |
$116,206 |
|
MEXICAN BONOS 7.5% 06/03/27
|
100,000 |
$9,804 |
|
MEXICAN BONOS 9.5% 12/18/14
|
250,000 |
$22,013 |
|
MEXICAN PESO
|
823,137 |
$66,611 |
|
MEXICAN UDIBONOS 2% 06/09/22
|
2,372,698 |
$203,091 |
|
MEXICAN UDIBONOS 3.5000% 12/14/17
|
1,977,248 |
$178,002 |
|
MISSOURI STATE HEALT 5% 11/15/39
|
30,000 |
$35,460 |
|
MOHAWK INDUSTRIES IN 3.85% 02/01/23
|
25,000 |
$25,415 |
|
MONDELEZ INTERNATION 6.5% 02/09/40
|
45,000 |
$58,436 |
|
MONTPELIER RE HOLDIN 4.7% 10/15/22
|
50,000 |
$51,318 |
|
MORGAN STANLEY 4.875% 11/01/22
|
50,000 |
$53,006 |
|
MORGAN STANLEY 5.5% 01/26/20
|
10,000 |
$11,458 |
|
MORGAN STANLEY 6.625% 04/01/18
|
45,000 |
$53,793 |
|
MORGAN STANLEY ABS C 0.2642% 12/25/36
|
2,775 |
$1,465 |
|
MORGAN STANLEY RE-RE 5% 11/26/36
|
100,000 |
$101,228 |
|
MOTIVA ENTERPRISES L 5.75% 01/15/20
|
40,000 |
$48,023 |
|
MYR FORWARD MYUS050913B
|
440,000 |
$141,626 |
|
NATIONAL RURAL UTILI 5.45% 02/01/18
|
10,000 |
$11,892 |
|
NETHERLANDS GOVERNME 4% 07/15/16
|
150,000 |
$214,943 |
|
NETHERLANDS GOVERNME 5.5% 01/15/28
|
91,000 |
$165,756 |
|
NEW CENTURY HOME EQU 0.5542% 03/25/35
|
9,559 |
$9,303 |
|
NEW YORK STATE DORMI 5% 07/01/38
|
50,000 |
$57,477 |
|
NEW YORK STATE DORMI 5% 07/01/40
|
50,000 |
$56,686 |
|
NEW YORK STATE ELECT 6.15% 12/15/17
|
25,000 |
$27,956 |
|
NEW ZEALAND DOLLARS
|
47 |
$39 |
|
NGN FORWARD NGUS041813B
|
9,875,631 |
$61,970 |
|
NGN FORWARD NGUS043013B
|
12,249,369 |
$76,485 |
|
NGN FORWARD NGUS061913B
|
10,000,000 |
$61,340 |
|
NIGERIA GOVERNMENT B 16% 06/29/19
|
19,000,000 |
$146,428 |
|
NIGERIA TREASURY BIL 02/06/14
|
7,000,000 |
$40,447 |
|
NISSAN MOTOR ACCEPTA 4.5% 01/30/15
|
10,000 |
$10,647 |
|
NORWAY GOVERNMENT BO 4.25% 05/19/17
|
365,000 |
$69,612 |
|
NORWAY GOVERNMENT BO 4.5% 05/22/19
|
240,000 |
$47,852 |
|
NORWAY GOVERNMENT BO 5% 05/15/15
|
775,000 |
$143,084 |
|
NORWEGIAN KRONE
|
1,571 |
$269 |
|
ONEBEACON US HOLDING 4.6% 11/09/22
|
20,000 |
$20,934 |
|
OPTION ONE MORTGAGE 0.4642% 11/25/35
|
25,958 |
$25,508 |
|
ORIGEN MANUFACTURED 5.91% 01/15/35
|
15,848 |
$17,042 |
|
PANOCHE ENERGY CENTE 6.885% 07/31/29
|
36,457 |
$39,659 |
|
PARAGON SECURED 0.91% 11/15/35
|
95,807 |
$142,239 |
|
PENN VIRGINIA RESOUR 8.375% 06/01/20
|
75,000 |
$78,750 |
|
PERMANENT MASTER ISS 1.445% 07/15/42
|
100,000 |
$130,707 |
|
PERMANENT UNIVERSITY 5% 07/01/30
|
20,000 |
$24,329 |
|
PHILIPPINE GOVERNMEN 5.875% 03/01/32
|
6,480,000 |
$203,109 |
|
PHILIPPINE GOVERNMEN 6.125% 10/24/37
|
150,000 |
$4,908 |
|
PHILIPPINE GOVERNMEN 7.625% 09/29/36
|
3,570,000 |
$137,090 |
|
PHILIPPINE GOVERNMEN 8% 07/19/31
|
800,000 |
$30,540 |
|
PHILIPPINE PESO
|
466,483 |
$11,419 |
|
PITTSBURGH GLASS WOR 8.5% 04/15/16
|
100,000 |
$101,750 |
|
PLAINS ALL AMERICAN 6.125% 01/15/17
|
25,000 |
$29,332 |
|
PLAINS EXPLORATION & 6.75% 02/01/22
|
70,000 |
$77,963 |
|
PLATINUM UNDERWRITER 7.5% 06/01/17
|
40,000 |
$44,899 |
|
PNC FINANCIAL SERVIC 6.75% 07/29/49
|
115,000 |
$131,530 |
|
PNC FINANCIAL SERVIC 8.25% 05/29/49
|
65,000 |
$65,396 |
|
POLAND GOVERNMENT BO 5.25% 04/25/13
|
70,000 |
$21,526 |
|
POLAND GOVERNMENT BO 5.25% 10/25/17
|
1,400,000 |
$464,021 |
|
POLISH ZLOTY
|
274,364 |
$84,294 |
|
POST HOLDINGS INC 7.375% 02/15/22
|
150,000 |
$164,063 |
|
PPL CAPITAL FUNDING 6.7% 03/30/67
|
10,000 |
$10,625 |
|
PRIDE INTERNATIONAL 6.8750% 08/15/20
|
25,000 |
$31,342 |
|
PROSPECT CAPITAL COR 5.875% 03/15/23
|
50,000 |
$50,095 |
|
PROTECTIVE LIFE CORP 7.375% 10/15/19
|
45,000 |
$55,237 |
|
PROVINCE OF ONTARIO 6.25% 06/16/15
|
250,000 |
$221,653 |
|
PRUDENTIAL FINANCIAL 5.875% 09/15/42
|
100,000 |
$106,500 |
|
PUBLIC SERVICE CO OF 7.95% 05/15/18
|
70,000 |
$87,052 |
|
QTEL INTERNATIONAL F 6.5% 06/10/14
|
20,000 |
$21,258 |
|
QUEENSLAND TREASURY 5.75% 07/22/24
|
100,000 |
$113,853 |
|
QUEENSLAND TREASURY 6% 07/21/22
|
120,000 |
$139,321 |
|
QUESTAR PIPELINE CO 5.83% 02/01/18
|
10,000 |
$11,676 |
|
RAAC SERIES 2004-SP2 6% 01/25/32
|
6,172 |
$6,296 |
|
RALI SERIES 2002-QS1 0.7542% 10/25/17
|
23,825 |
$22,549 |
|
RALI SERIES 2004-QS1 0.7542% 01/25/34
|
13,023 |
$12,551 |
|
RALI SERIES 2004-QS1 4.25% 01/25/34
|
74,090 |
$74,928 |
|
RALI SERIES 2004-QS1 5.5% 12/25/34
|
11,957 |
$11,782 |
|
RALI SERIES 2004-QS1 5% 09/25/19
|
35,830 |
$36,848 |
|
RALI SERIES 2004-QS4 4% 03/25/34
|
125,114 |
$127,591 |
|
RAMS MORTGAGE SE 0.624% 07/21/35
|
70,168 |
$86,353 |
|
RAMS MORTGAGE SE 3.7800% 07/21/35
|
56,134 |
$58,175 |
|
RANGE RESOURCES CORP 5% 03/15/23
|
100,000 |
$102,250 |
|
RASC SERIES 2005-KS7 0.6442% 08/25/35
|
12,382 |
$12,067 |
|
RAYMOND JAMES FINANC 4.25% 04/15/16
|
25,000 |
$26,653 |
|
REINSURANCE GROUP OF 6.75% 12/15/65
|
35,000 |
$35,350 |
|
RESIDENTIAL ASSET SE 5.5% 02/25/35
|
13,937 |
$14,246 |
|
RESIDENTIAL ASSET SE 5.5% 07/25/35
|
19,097 |
$19,048 |
|
RESIDENTIAL ASSET SE 5.75% 12/25/34
|
28,975 |
$29,657 |
|
RESI FINANCE LP 1.6022% 09/10/35
|
32,519 |
$28,634 |
|
RFMSI SERIES 2005-S6 5.25% 08/25/35
|
71,759 |
$73,975 |
|
ROMANIA GOVERNMENT B 5.85% 04/26/23
|
530,000 |
$155,589 |
|
ROMANIA GOVERNMENT B 5.9% 07/26/17
|
200,000 |
$58,698 |
|
RUB FORWARD RUUS041513B
|
4,400,000 |
$141,099 |
|
RUSSIAN FEDERAL BOND 7.5% 03/15/18
|
4,200,000 |
$142,205 |
|
RUSSIAN FOREIGN BOND 4.5% 04/04/22
|
200,000 |
$217,900 |
|
RUSSIAN RUBLE
|
157,080 |
$5,048 |
|
SANTANDER DRIVE AUTO 2.66% 01/15/16
|
20,000 |
$20,334 |
|
SANTANDER DRIVE AUTO 3.7800% 11/15/17
|
30,000 |
$31,392 |
|
SCOTIABANK PERU SA 4.5% 12/13/27
|
50,000 |
$48,200 |
|
SCOTTRADE FINANCIAL 6.125% 07/11/21
|
90,000 |
$93,635 |
|
SEK FORWARD SEUS041213S
|
-447,000 |
$-68,658 |
|
SENIOR HOUSING PROPE 6.75% 04/15/20
|
45,000 |
$51,334 |
|
SEQUOIA MORTGAGE TRU 0.4232% 03/20/35
|
25,515 |
$23,745 |
|
SIRIUS INTERNATIONAL 7.506% 05/29/49
|
95,000 |
$100,549 |
|
SNAAC AUTO RECEIVABL 3.11% 06/15/17
|
50,000 |
$50,777 |
|
SOUTH AFRICA (COM)
|
18 |
$2 |
|
SOUTH AFRICA GOVERNM 6.75% 03/31/21
|
500,000 |
$55,111 |
|
SOUTH AFRICA GOVERNM 7.5% 01/15/14
|
250,000 |
$27,637 |
|
SOUTH AFRICA GOVERNM 8% 12/21/18
|
300,000 |
$35,416 |
|
SOUTH CAROLINA STATE 5% 12/01/43
|
25,000 |
$27,487 |
|
SOUTHERN CALIFORNIA 6.25% 08/01/49
|
50,000 |
$55,014 |
|
SPAIN GOVERNMENT BON 4.1% 07/30/18
|
100,000 |
$129,279 |
|
SPECTRA ENERGY CAPIT 6.2% 04/15/18
|
25,000 |
$30,197 |
|
SPECTRA ENERGY CAPIT 6.75% 07/15/18
|
10,000 |
$11,774 |
|
SPRINGLEAF FINANCE C 6.9% 12/15/17
|
30,000 |
$30,150 |
|
SPRINGLEAF FUNDING T 2.58% 09/15/21
|
100,000 |
$99,993 |
|
STATE OF WASHINGTON 5% 08/01/39
|
50,000 |
$56,463 |
|
STRUCTURED ASSET SEC 2.7652% 10/25/33
|
56,845 |
$57,866 |
|
STRUCTURED ASSET SEC 4.77% 10/25/34
|
14,661 |
$14,979 |
|
SUNOCO LOGISTICS PAR 6.1% 02/15/42
|
60,000 |
$68,119 |
|
SUNTRUST BANKS INC 3.5000% 01/20/17
|
75,000 |
$80,306 |
|
SWEDEN GOVERNMENT BO 3.5000% 03/30/39
|
500,000 |
$90,995 |
|
SWEDEN GOVERNMENT BO 3.75% 08/12/17
|
55,000 |
$9,358 |
|
SWEDEN GOVERNMENT BO 4.25% 03/12/19
|
1,000,000 |
$178,352 |
|
SWEDEN GOVERNMENT BO 6.75% 05/05/14
|
55,000 |
$8,978 |
|
SWEDISH KRONE
|
43,365 |
$6,662 |
|
SWISS FRANC
|
4 |
$4 |
|
TARRANT REGIONAL WAT 5% 03/01/52
|
45,000 |
$49,953 |
|
TELEFONICA EMISI 5.496% 04/01/16
|
50,000 |
$70,160 |
|
TELEFONICA EMISIONES 6.221% 07/03/17
|
75,000 |
$83,916 |
|
TELESAT CANADA / 12.5% 11/01/17
|
50,000 |
$53,500 |
|
TERWIN MORTGAGE TRUS 4.3348% 09/25/36
|
65,304 |
$67,081 |
|
TIMBERSTAR TRUST 5.668% 10/15/36
|
50,000 |
$57,085 |
|
TIME WARNER CABLE IN 8.25% 04/01/19
|
10,000 |
$13,017 |
|
TIME WARNER CABLE IN 8.75% 02/14/19
|
5,000 |
$6,613 |
|
TOWER AUTOMOTIVE 10.625% 09/01/17
|
50,000 |
$55,750 |
|
TUFTS UNIVERSITY 5.017% 04/15/12
|
75,000 |
$81,402 |
|
TURKEY GOVERNMENT BO 10.5% 01/15/20
|
230,000 |
$152,952 |
|
UNISON GROUND LEASE 2.981% 03/16/20
|
25,000 |
$25,000 |
|
UNITED KINGDOM GILT 4.25% 09/07/39
|
70,000 |
$129,139 |
|
UNITED KINGDOM GILT 4.25% 12/07/27
|
60,000 |
$111,993 |
|
UNITED KINGDOM GILT 4% 09/07/16
|
50,000 |
$85,405 |
|
UNITED KINGDOM GILT 8.75% 08/25/17
|
75,000 |
$154,477 |
|
UNITED STATES TREASU 4.25% 05/15/39
|
30,000 |
$36,867 |
|
UNITED STATES TREASU 4.5% 02/15/36
|
60,000 |
$76,209 |
|
UNITED STATES TREASU 4.5% 08/15/39
|
60,000 |
$76,613 |
|
UNITED STATES TREASU 4.75% 02/15/41
|
100,000 |
$132,813 |
|
UNIVERSITY OF CALIFO 3.38% 05/15/28
|
50,000 |
$51,072 |
|
US 10YR NOTE (CBT)JU
|
6 |
$791,906 |
|
US BANCORP 6% 12/31/99
|
4,000 |
$111,360 |
|
US LONG BOND(CBT) JU
|
1 |
$144,469 |
|
VALERO ENERGY CORP 9.375% 03/15/19
|
21,000 |
$28,650 |
|
VALMONT INDUSTRIES I 6.625% 04/20/20
|
20,000 |
$23,682 |
|
VIMPELCOM HOLDINGS B 9% 02/13/18
|
5,000,000 |
$166,519 |
|
VITERRA INC 5.95% 08/01/20
|
50,000 |
$53,805 |
|
WACHOVIA BANK COMMER 0.0104% 06/15/45
|
5,178,003 |
$715 |
|
WACHOVIA BANK NA 6% 11/15/17
|
20,000 |
$23,876 |
|
WAMU MORTGAGE PASS T 2.4424% 01/25/35
|
82,016 |
$82,146 |
|
WEA FINANCE LLC 7.1249% 04/15/18
|
35,000 |
$43,180 |
|
WEATHERFORD INTERNAT 5.95% 04/15/42
|
25,000 |
$25,768 |
|
WEATHERFORD INTERNAT 9.625% 03/01/19
|
25,000 |
$32,651 |
|
WELLPOINT INC 2.75% 10/15/42
|
125,000 |
$136,563 |
|
WELLS FARGO & CO 7.5% 12/31/99
|
130 |
$167,538 |
|
WELLS FARGO COMMERCI 3.3489% 11/15/43
|
84,608 |
$90,771 |
|
WELLS FARGO HOME EQU 0.2942% 04/25/37
|
6,145 |
$6,049 |
|
WELLS FARGO MORTGAGE 4.75% 12/25/18
|
9,009 |
$9,273 |
|
WELLS FARGO MORTGAGE 5.5% 10/25/35
|
17,923 |
$18,388 |
|
WELLS FARGO MORTGAGE 5.75% 03/25/36
|
40,935 |
$40,950 |
|
WELLS FARGO MORTGAGE 5% 11/25/36
|
12,526 |
$12,974 |
|
WEST CORP/OLD L+4.25%, 06/30/18
|
50,000 |
$50,875 |
|
WEST PENN POWER CO 5.95% 12/15/17
|
10,000 |
$11,761 |
|
WFDB COMMERCIAL MORT 5.914% 07/05/24
|
50,000 |
$51,304 |
|
WILLIAMS COS INC/THE 7.75% 06/15/31
|
13,000 |
$16,197 |
|
WILTON RE FINANCE LL 5.875% 03/30/33
|
25,000 |
$25,252 |
|
WIRECO WORLDGROUP IN 9.5% 05/15/17
|
25,000 |
$26,125 |
|
YALE UNIVERSITY 2.9% 10/15/14
|
37,000 |
$38,357 |
|
YENI TURKISH LIRA
|
46,807 |
$25,862 |
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.
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