Pioneer Bond Fund

Top 10 Portfolio Holdings as of 2/28/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 2.4%, 11/15/25 (144A) 1,750,000 $1,750,757
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,801,609
ACE Securities Corp Home Equity Loan Trust Series 2006-ASAP2, Floating Rate Note, 3/25/36 2,000,000 $430,348
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $574,555
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,083,000 $1,264,011
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $723,166
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 5,250,000 $1,579,838
Aeroflex, Inc., 11/9/19 3,048,411 $3,073,789
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,551,273
Affinion Group, Inc., 10/9/16 1,075,768 $1,065,490
Agilent Technologies, Inc., 6.5%, 11/1/17 5,366,000 $6,325,965
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,066,339
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,816,999
Allison Transmission, Inc., 8/23/19 1,148,661 $1,151,772
Allison Transmission, Inc., 8/7/17 49,442 $49,504
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 562,483 $624,750
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $663,275
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $587,164
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 2,800,000 $1,299,870
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $521,138
Alternative Loan Trust 2004-28CB, 5.5%, 1/25/35 5,600,000 $700,019
Alternative Loan Trust 2004-2CB, 5.125%, 3/25/34 2,000,000 $298,448
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $550,716
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 5,426,539 $5,229,084
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,566,335
Altrl Flt% 30jun16 900,000 $910,260
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $908,585
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $435,578
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $522,408
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $795,815
Amherst College, 3.794%, 11/1/42 525,000 $467,311
AngloGold Ashanti Holdings Plc, 5.125%, 8/1/22 900,000 $828,975
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 3,085,000 $3,101,368
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,974,375
ArcelorMittal, 6.0%, 3/1/21 500,000 $555,000
ArcelorMittal, 6.125%, 6/1/18 570,000 $656,039
Ardent Medical Services, Inc., 7/2/18 544,500 $548,584
Armor Re, Ltd., Floating Rate Note, 5/14/14 (Cat Bond) (144A) 1,800,000 $1,805,528
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $558,872
Aspen Insurance Holdings, Ltd., Floating Rate Note, 12/31/49 (Perpetual) 50,000 $1,247,500
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $3,939,782
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,517,092
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $513,468
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $265,744
AutoTrader.com, Inc., 12/15/16 1,380,950 $1,387,855
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,525,000 $3,956,804
Avon Products, Inc., 5.0%, 3/15/23 3,720,000 $3,800,335
AXA SA, 8.6%, 12/15/30 2,335,000 $3,054,543
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $848,115
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,739,186
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $906,103
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,500,000 $987,036
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $1,208,163
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 6,010,000 $1,722,427
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 5,500,000 $794,779
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 8,600,000 $1,466,933
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $1,006,289
Banc of America Funding 2005-8 Trust, 5.5%, 1/25/36 4,458,000 $1,432,619
Banc of America Funding 2010-R4 Trust, Floating Rate Note, 8/26/36 (144A) 3,200,000 $880,889
Banc of America Large Loan Trust 2007-BMB1, Floating Rate Note, 8/15/29 (144A) 400,000 $397,565
Banc of America Merrill Lynch Commercial Mortgage, Inc., Floating Rate Note, 7/10/42 1,440,000 $861,762
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,400,456
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 11,000,000 $695,813
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 3,969,000 $908,697
Banc of America Mortgage 2004-E Trust, Floating Rate Note, 6/25/34 11,497,000 $310,522
Banc of America Mortgage 2004-L Trust, Floating Rate Note, 1/25/35 2,775,352 $149,803
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 2,398,000 $601,092
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,293,466
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $124,990
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,297,452
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $5,917,713
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,207,225
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $4,027,690
Baylor University, 4.313%, 3/1/42 1,025,000 $980,387
Bayview Commercial Asset Trust, 3.855%, 9/25/37 (Step) (144A) 13,200,000 $458,206
Bayview Commercial Asset Trust, 4.17207%, 7/25/37 (Step) (144A) 21,000,000 $210,306
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $383,422
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,527,994
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,457,671
Bayview Opportunity Master Fund Trust IIB LP, Floating Rate Note, 1/28/33 (144A) 1,000,000 $543,832
BB&T Corp., 5.625%, 12/31/49 (Perpetual) 85,000 $1,873,400
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,257,063
BCAP LLC 2010-RR10 Trust, Floating Rate Note, 12/27/34 (144A) 550,000 $314,942
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $543,708
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 300,000 $259,856
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,345,000 $1,859,710
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $3,051,291
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 12,790,000 $1,109,038
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $1,093,418
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 60,314,000 $3,523,033
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $2,218,035
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,302,764
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 1,600,000 $490,261
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,017,937
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,983,319
BioMed Realty LP, 4.25%, 7/15/22 900,000 $901,084
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 1,400,000 $1,496,407
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $259,199
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 500,000 $509,698
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,386,000
Bombardier, Inc., 4.25%, 1/15/16 (144A) 2,250,000 $2,352,219
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $351,637
Bowdoin College, 4.693%, 7/1/12 1,000,000 $908,033
Burger King Corp., 9/28/19 483,875 $487,112
BWAY Holding Co., 8/6/17 420,750 $423,840
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,275,005
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,100,000 $1,153,280
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,434,034
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $1,022,115
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,418,818
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,653,539
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 5,205,000 $5,620,099
Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18 1,900,000 $1,892,327
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,907,554
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,320,880
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/25/35 810,000 $279,045
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $134,263
Catalent Pharma Solutions, Inc., 9/15/16 2,686,866 $2,704,218
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,431,775
Cemex Espana Luxembourg, 9.875%, 4/30/19 (144A) 3,328,000 $3,921,020
CEVA Logistics US Holdings, Inc., 8/31/16 843,532 $843,532
CEVA Logistics US Holdings, Inc., 8/31/16 462,700 $462,121
Charter Communications Operating LLC, 12/31/20 1,716,375 $1,710,385
Chase Mortgage Finance Trust Series 2003-S11, 5.0%, 10/25/33 3,050,000 $159,684
Chemtura Corp., 8/29/16 801,537 $808,050
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $398,921
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $627,726
CHL Mortgage Pass-Through Trust 2004-9, 5.25%, 6/25/34 1,600,000 $594,269
Chrysler Group LLC, 5/24/17 3,817,125 $3,829,382
CHS, 1/25/17 600,145 $604,270
CHS, 2021 Term D Loan, 1/27/21 3,220,682 $3,253,642
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $526,049
Cincinnati Bell, Inc., 9/10/20 1,950,113 $1,954,988
Cinedigm Digital Funding I LLC, 2/28/18 569,726 $571,863
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,509,726
Citicorp Mortgage Securities Trust Series 2006-1, 5.0%, 2/25/36 2,840,000 $511,264
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 2,791,000 $2,152,415
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $341,169
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,206,615
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 1,700,000 $1,361,543
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 197,000 $5,250,050
Citigroup, Inc., Floating Rate Note, 12/31/49 (Perpetual) 2,000,000 $1,985,247
Citigroup Capital XIII, Floating Rate Note, 10/30/40 116,000 $3,190,000
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $894,088
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 1/1/35 (144A) 1,000,000 $1,038,600
Citigroup Mortgage Loan Trust, Inc., Floating Rate Note, 8/25/34 8,100,000 $1,725,010
Citigroup Mortgage Loan Trust 2006-HE1, Floating Rate Note, 1/25/36 1,840,000 $184,873
Citigroup Mortgage Loan Trust 2010-7, Floating Rate Note, 9/25/37 (144A) 5,372,163 $1,723,473
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 1,000,000 $1,008,688
City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/35 2,400,000 $2,619,008
City of Charleston South Carolina Waterworks & Sewer System Revenue, 5.0%, 1/1/41 2,800,000 $3,027,453
City of Portland Oregon Water System Revenue, 4.0%, 10/1/37 1,000,000 $1,023,467
City of San Francisco California Public Utilities Commission Water Revenue, 5.0%, 11/1/37 3,275,000 $3,584,280
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,974,934
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $515,588
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,476,966
CoBank ACB, Floating Rate Note, 12/31/49 (Perpetual) (144A) 28,000 $2,821,000
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 1,000,000 $1,023,550
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 12,165,000 $2,949,445
COMM 2006-FL12 Mortgage Trust, Floating Rate Note, 12/15/20 (144A) 758,849 $490,699
COMM 2007-FL14 Mortgage Trust, Floating Rate Note, 6/15/22 (144A) 4,954,166 $1,108,619
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $842,544
COMM 2012-CCRE2 Mortgage Trust, 3.791%, 8/15/45 450,000 $457,624
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/15/45 915,000 $899,442
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/10/44 4,000,000 $4,171,391
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 1,900,000 $1,836,439
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/17/26 (144A) 4,000,000 $3,757,855
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,162,853
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 330,657 $331,897
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 495,986 $498,776
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 950,000 $1,002,629
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 300,000 $312,000
Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/40 3,000,000 $3,313,840
Connecticut State Health & Educational Facility Authority, 5.0%, 7/1/42 0 $38,333
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,558,346
Corporate Office Properties LP, 3.6%, 5/15/23 1,500,000 $1,408,650
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/34 1,400,000 $1,065,693
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 10,124,000 $1,982,710
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,028,004
Courtland Industrial Development Board, 5.0%, 8/1/27 980,000 $984,260
Credit-Based Asset Servicing and Securitization LLC, 5.70426%, 10/25/36 (Step) (144A) 700,000 $688,904
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 5/25/50 (144A) 3,750,000 $387,534
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,881,794
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $270,316
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $600,395
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $375,559
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,155,000 $1,975,542
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $581,622
Credit Suisse Group AG, Floating Rate Note, 12/31/49 (Perpetual) (144A) 300,000 $334,640
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $661,276
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,605,858
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,304,679
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,873,168
CubeSmart LP, 4.8%, 7/15/22 730,000 $779,258
Cummins, Inc., 5.65%, 3/1/98 3,200,000 $3,402,618
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,091,084
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $766,713
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,580,104
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,355,382 $1,376,275
Darling International, Inc., Term B USD Loan, 12/19/20 1,255,000 $1,255,753
DaVita HealthCare Partners, Inc., 10/20/16 388,000 $390,280
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 1,900,000 $2,121,625
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,860,600
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,767,313
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 (144A) 1,475,000 $1,497,904
DDR Corp., 4.625%, 7/15/22 575,000 $606,734
DDR Corp., 7.5%, 4/1/17 2,905,000 $3,473,689
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 1,895,000 $1,892,466
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,419,062
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,202,768
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,835,388
DigitalGlobe, Inc., 1/31/20 1,310,100 $1,312,957
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $808,984
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 4,051,000 $4,253,117
Drug Royalty II LP 1, 4.474%, 1/15/25 (144A) 500,000 $384,469
Drug Royalty II LP 1, Floating Rate Note, 1/15/25 (144A) 300,000 $231,827
DT Auto Owner Trust 2011-1, 4.89%, 1/17/17 (144A) 1,400,000 $916,064
DynCorp International, Inc., 7/7/16 629,868 $635,380
East Lane Re, Ltd., Floating Rate Note, 3/13/15 (Cat Bond) (144A) 850,000 $889,656
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $274,663
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $984,639
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $872,142
EGL, Inc., 8/31/16 351,403 $351,294
Electricite de France, 6.0%, 1/22/14 (144A) 4,250,000 $4,439,550
Electricite de France, Floating Rate Note, 12/31/49 (Perpetual) (144A) 5,400,000 $5,463,000
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $258,360
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/4/16 (Cat Bond) (144A) 500,000 $508,998
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 650,000 $672,901
Endo International Plc, Term Loan B 2011, 6/17/18 152,673 $153,007
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,755,979
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,675,331
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,101,038
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,355,089
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $2,139,750
Everglades Re, Ltd., Floating Rate Note, 4/30/14 (Cat Bond) (144A) 4,475,000 $4,648,176
Expedia, Inc., 5.95%, 8/15/20 800,000 $895,640
Export-Import Bank of Korea, 5.875%, 1/14/15 625,000 $657,720
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,100,973
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,163,993
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,571,887
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,138,263
Fannie Mae, 3.5%, 11/1/42 380,000 $368,059
Fannie Mae, 3.5%, 12/1/42 1,015,373 $922,149
Fannie Mae, 3.5%, 12/1/42 1,000,000 $977,513
Fannie Mae, 3.5%, 3/18/14 7,500,000 $7,941,302
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,729,540
Fannie Mae, 4.0%, 1/1/42 2,000,000 $969,890
Fannie Mae, 4.0%, 1/1/42 1,821,298 $918,165
Fannie Mae, 4.0%, 1/1/44 273,906 $287,498
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,447,795
Fannie Mae, 4.0%, 12/1/41 5,950,000 $3,190,195
Fannie Mae, 4.0%, 12/1/42 142,828 $46,411
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,988,881
Fannie Mae, 4.0%, 2/1/42 24,300,000 $13,969,337
Fannie Mae, 4.0%, 2/1/43 2,000,000 $1,710,058
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,464,742
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,454,663
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,188,999
Fannie Mae, 4.0%, 4/1/42 1,100,000 $799,520
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,365,995
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,644,719
Fannie Mae, 4.0%, 7/1/18 675,000 $54,282
Fannie Mae, 4.0%, 7/1/42 624,000 $524,596
Fannie Mae, 4.5%, 1/1/42 23,783,862 $14,133,749
Fannie Mae, 4.5%, 10/1/35 3,754,911 $485,737
Fannie Mae, 4.5%, 10/1/35 3,754,694 $377,231
Fannie Mae, 4.5%, 11/1/20 6,500,000 $647,805
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,876,107
Fannie Mae, 4.5%, 11/1/43 800,000 $864,104
Fannie Mae, 4.5%, 11/1/43 290,000 $313,130
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,915,928
Fannie Mae, 4.5%, 12/1/43 900,000 $973,309
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,500,915
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,954,587
Fannie Mae, 4.5%, 5/1/41 454,433 $224,048
Fannie Mae, 4.5%, 7/1/41 5,000,000 $3,086,758
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,858,975
Fannie Mae, 4.5%, 7/1/41 750,000 $490,536
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,865,273
Fannie Mae, 5.0%, 1/1/20 4,159,304 $538,639
Fannie Mae, 5.0%, 10/1/20 4,036,945 $644,858
Fannie Mae, 5.0%, 12/1/17 499,951 $22,469
Fannie Mae, 5.0%, 2/1/20 700,000 $94,631
Fannie Mae, 5.0%, 2/1/22 7,621,650 $486,916
Fannie Mae, 5.0%, 2/1/22 450,000 $34,437
Fannie Mae, 5.0%, 5/1/23 4,380,644 $757,733
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,650,865
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,624,292
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,032,080
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,380,355
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,699,016
Fannie Mae, 5.5%, 12/1/17 12,031,696 $332,697
Fannie Mae, 5.5%, 2/1/18 2,100,000 $146,279
Fannie Mae, 5.5%, 3/1/25 2,500,000 $358,465
Fannie Mae, 5.5%, 3/1/36 5,005,809 $640,640
Fannie Mae, 5.5%, 5/1/36 4,000,000 $580,179
Fannie Mae, 5.5%, 6/1/33 1,148,000 $66,355
Fannie Mae, 5.5%, 6/1/36 6,000,000 $544,514
Fannie Mae, 5.5%, 7/1/23 1,010,000 $84,662
Fannie Mae, 5.5%, 7/1/33 3,800,000 $226,426
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,498,882
Fannie Mae, 5.5%, 9/1/17 3,705,000 $113,438
Fannie Mae, 5.5%, 9/1/19 7,000,000 $532,267
Fannie Mae, 6.0%, 1/1/29 60,204 $1,420
Fannie Mae, 6.0%, 1/1/32 183,200 $6,844
Fannie Mae, 6.0%, 10/1/32 4,502,006 $116,309
Fannie Mae, 6.0%, 10/1/34 389,152 $33,573
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,084
Fannie Mae, 6.0%, 11/1/33 400,765 $54,082
Fannie Mae, 6.0%, 11/1/34 271,485 $25,280
Fannie Mae, 6.0%, 12/1/35 8,000,000 $782,698
Fannie Mae, 6.0%, 2/1/32 2,379,023 $49,895
Fannie Mae, 6.0%, 2/1/33 2,200,000 $34,026
Fannie Mae, 6.0%, 2/1/35 62,166 $9,289
Fannie Mae, 6.0%, 2/1/35 180,000 $23,370
Fannie Mae, 6.0%, 3/1/32 450,000 $13,218
Fannie Mae, 6.0%, 3/1/33 230,257 $19,515
Fannie Mae, 6.0%, 3/1/33 3,500,000 $174,125
Fannie Mae, 6.0%, 4/1/33 4,000,000 $204,176
Fannie Mae, 6.0%, 4/1/35 4,000,000 $434,333
Fannie Mae, 6.0%, 5/1/35 1,799,482 $115,929
Fannie Mae, 6.0%, 6/1/16 4,000,000 $26,871
Fannie Mae, 6.0%, 6/1/38 2,250,000 $604,796
Fannie Mae, 6.0%, 7/1/33 10,874,932 $263,760
Fannie Mae, 6.0%, 7/1/33 7,500,000 $733,274
Fannie Mae, 6.0%, 7/1/38 974,925 $105,287
Fannie Mae, 6.0%, 8/1/32 315,000 $9,027
Fannie Mae, 6.0%, 8/1/34 3,757,089 $309,697
Fannie Mae, 6.0%, 9/1/29 124,691 $2,179
Fannie Mae, 6.0%, 9/1/32 65,856 $1,127
Fannie Mae, 6.0%, 9/1/34 352,132 $23,746
Fannie Mae, 6.0%, 9/1/34 408,807 $51,338
Fannie Mae, 6.0%, 9/1/34 2,000,000 $120,272
Fannie Mae, 6.0%, 9/1/34 6,273,165 $233,895
Fannie Mae, 6.5%, 1/1/15 145,737 $304
Fannie Mae, 6.5%, 1/1/31 1,000,000 $4,491
Fannie Mae, 6.5%, 10/1/31 1,000,100 $14,464
Fannie Mae, 6.5%, 10/1/32 2,811,012 $140,578
Fannie Mae, 6.5%, 11/1/37 2,222,350 $369,769
Fannie Mae, 6.5%, 12/1/31 3,300,000 $162,103
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,913
Fannie Mae, 6.5%, 2/1/33 2,000,000 $31,802
Fannie Mae, 6.5%, 3/1/32 3,500,000 $94,973
Fannie Mae, 6.5%, 4/1/31 500,000 $4,625
Fannie Mae, 6.5%, 5/1/31 1,960,805 $23,319
Fannie Mae, 6.5%, 6/1/31 2,750,000 $116,086
Fannie Mae, 6.5%, 7/1/29 500,000 $11,063
Fannie Mae, 6.5%, 7/1/34 1,095,000 $53,348
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,956
Fannie Mae, 6.5%, 9/1/31 2,000,200 $15,467
Fannie Mae, 6.5%, 9/1/31 2,000,000 $15,807
Fannie Mae, 7.0%, 1/1/32 1,701,763 $36,671
Fannie Mae, 7.0%, 12/1/30 525,099 $10,175
Fannie Mae, 7.0%, 12/1/30 499,950 $907
Fannie Mae, 7.0%, 12/1/31 1,198,074 $29,760
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,886
Fannie Mae, 7.0%, 7/1/21 500,000 $7,320
Fannie Mae, 7.0%, 9/1/31 2,000,000 $11,187
Fannie Mae, 7.0%, 9/1/31 2,000,000 $24,929
Fannie Mae, 7.5%, 8/1/20 250,000 $1,164
Fannie Mae, 8.0%, 10/1/30 155,531 $879
Fannie Mae, 8.0%, 2/1/29 240,000 $3,527
Fannie Mae, 8.0%, 3/1/31 1,495,060 $11,979
Fannie Mae, 8.0%, 4/1/20 215,000 $2,076
Fannie Mae, 8.0%, 4/1/30 150,000 $826
Fannie Mae, 8.0%, 5/1/31 45,000 $434
Fannie Mae, 8.0%, 7/1/30 100,000 $661
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,298,433
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,447,161
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $646,563
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $6,948,245
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $357,086
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $4,366,967
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,754,745
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $816,570
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $33,097
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $48,312
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $788,932
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 6,500,000 $770,502
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $256,789
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $55,751
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $104,606
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $404,756
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $469,912
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $514,108
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $92,050
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $123,471
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $61,728
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $38,256
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $141,402
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $182,806
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $43,050
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $109,890
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $12,370
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $124,590
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,882
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $338,523
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $17,569
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $69,808
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $789,503
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $101,461
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $935,280
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $259,050
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $172,911
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,257
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $227,599
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $266,387
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $205
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $381
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $708
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $81,712
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $504
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $232,399
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,264
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,907
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $610
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,662
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $188
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,527
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $331
Federal Home Loan Mortgage Corp., 6.5%, 7/1/31 1,229,907 $15,509
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $23,358
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,090
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,615
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $5,236
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $122,856
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $357,023
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/25/44 (144A) 1,250,000 $1,242,426
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $860,114
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $406,538
Federal-Mogul Corp., 12/28/15 531,440 $528,533
Federal-Mogul Corp., 12/29/14 903,052 $898,113
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,860,358
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $5,507
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $1,068,275
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $1,635,438
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $166,283
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,307,314
Fifth Third Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 43,050 $1,142,117
First American Financial Corp., 4.3%, 2/1/23 1,350,000 $1,319,684
First Data Corp., 8.25%, 1/15/21 (144A) 447,000 $489,707
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,792,033 $106,331
First Horizon Mortgage Pass-Through Trust 2004-AR5, Floating Rate Note, 10/25/34 3,800,000 $320,158
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $469,086
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $631,086
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,185,375
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $2,549,899
Flextronics International, Ltd., 10/1/14 0 $0
Fncl 30yr Pool 4.5% Mar/10 Tba 15,000,000 $16,131,093
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 1,050,000 $1,075,136
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $762,520
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $137,020
Freddie Mac Gold Pool, 3.5%, 4/10/14 4,500,000 $4,541,906
Freddie Mac Gold Pool, 4.0%, 4/10/14 9,000,000 $9,390,445
Freddie Mac Gold Pool, 4.5%, 4/10/14 10,000,000 $10,697,188
Freeport-McMoRan Copper & Gold, Inc., 3.875%, 3/15/23 1,850,000 $1,823,364
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 4/25/20 (144A) 850,000 $932,473
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $650,737
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $961,736
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,567,517
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 5,000,000 $5,251,778
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 1,750,000 $1,877,310
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,341,595
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/25/46 (144A) 650,000 $670,274
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 858,000 $873,975
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/25/45 (144A) 900,000 $898,804
FRS I LLC, 3.08%, 4/15/43 (144A) 2,600,000 $2,585,407
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,261,540
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,285,081
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,450,836
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,640,084 $2,305,925
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 3,115,635 $1,435,666
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,662,958
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,501,070
General Electric Capital Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,800,000 $2,070,075
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,140,428
Glenn Pool Oil & Gas Trust, 5/2/16 1,516,964 $1,534,030
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $1,087,413
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 18,410,000 $2,113,161
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 1,000,000 $852,220
GLP Capital LP, 4.375%, 11/1/18 (144A) 1,010,000 $1,062,727
GLP Capital LP, 4.875%, 11/1/20 (144A) 1,885,000 $1,981,862
GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust, 4.864%, 12/10/41 3,375,000 $3,458,293
GMACM Mortgage Loan Trust 2003-AR1, Floating Rate Note, 10/19/33 8,020,000 $1,246,845
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,443,098
Goldcorp, Inc., 3.7%, 3/15/23 1,650,000 $1,603,506
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 5,000,000 $4,450,000
Goodman Funding Pty, Ltd., 6.0%, 3/22/22 (144A) 1,050,000 $1,180,170
Goodman Funding Pty, Ltd., 6.375%, 4/15/21 (144A) 3,455,000 $4,009,477
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,927,835
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $404,847
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $792,257
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $948,401
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $629,888
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $962,244
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $1,055,602
Government National Mortgage Association I, 4.0%, 3/20/14 7,500,000 $7,969,349
Government National Mortgage Association I, 4.0%, 4/22/14 7,500,000 $7,944,063
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $845,107
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $537,129
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $373,080
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $320,812
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $63,558
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $81,522
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $259,138
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $40,075
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $347,289
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $313,808
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $135,948
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $1,009,890
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $3,577,625
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $378,868
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $72,817
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $654,137
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $221,968
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $201,727
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $686,336
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $2,863
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $219,038
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $203,734
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $193,677
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $265,957
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $286,060
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $69,396
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $143,460
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $369,751
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $183,478
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $88,688
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $471,985
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $962,517
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $48,788
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $230,028
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $222,686
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $119,576
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $81,701
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $99,865
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,777
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $24,455
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $181,658
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $152,610
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $146,779
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $790,232
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $948,070
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $309,724
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $390,240
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $33,319
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $68,391
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $39,306
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $250,334
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $252,630
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $14,427
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $40,782
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $225,715
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $96,234
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $63,717
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $78,552
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $511,610
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $247,816
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $68,634
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $245,783
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $284,254
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $181,554
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $65,967
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $57,886
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $60,846
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,314
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $507,538
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $244,138
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $228,902
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $206,303
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $352,539
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $571,649
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $42,075
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $193,642
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $33,801
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $63,962
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $69,444
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $63,384
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $238,319
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $10,374
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $17,155
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $14,630
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $628,278
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $138,595
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $463,315
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $115,468
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $94,227
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,669
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $140,760
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $312,014
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,105,298
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,971
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $155,431
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $717,154
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $7,071
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $37,398
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $6,469
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,644
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $184,643
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $73,736
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $155,604
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $3,351
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $8,624
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $109,859
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $678,778
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,743
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $14,518
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $51,431
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $107,915
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $101,888
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $13,649
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $26,336
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,812
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $27,211
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $129,916
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $17,777
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $86,068
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $132,081
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $6,168
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $33,460
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $36,763
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $15,789
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $80,177
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $30,458
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $205,291
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,995
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $55,053
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $284,018
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $107,172
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $75,909
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $95,444
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $16,280
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $39,737
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,927
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $14,569
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $32,795
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $92,073
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,705
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $19,335
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $21,148
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $3,552
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $27,581
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $123,454
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $58,156
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,401
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $6,944
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,651
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $294,228
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $27,459
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,300
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $71,088
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $4,343
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,520
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $21,372
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,591
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $548,505
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $211,625
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $120,110
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $3,442,576
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $756,601
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $424,298
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $379,878
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,914
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,707
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $53,397
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $132,850
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $132,035
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,682
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $1,116,870
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $720,859
GSAMP Trust 2005-HE2, Floating Rate Note, 3/25/35 1,800,000 $223,274
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 1,000,000 $958,940
GS Mortgage Securities Corp II, Floating Rate Note, 11/8/29 (144A) 1,550,000 $1,554,339
GS Mortgage Securities Trust 2006-GG8, 5.56%, 11/10/39 900,000 $989,612
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/10/45 1,250,000 $1,270,660
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,632,729
GSR Mortgage Loan Trust 2004-3F, Floating Rate Note, 2/25/34 400,000 $227,118
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,948,532
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 1,500,000 $364,968
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,543,814
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $986,157
GTP Acquisition Partners I LLC, 4.347%, 6/15/16 (144A) 3,355,000 $3,534,405
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $811,548
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 3,950,000 $4,055,969
Halliburton Co., 7.6%, 8/15/96 (144A) 1,300,000 $1,848,554
Hampton Roads Sanitation District, 5.0%, 4/1/38 800,000 $873,867
HCA, Inc., 3/31/17 1,789,129 $1,788,383
HCA, Inc., 5/1/18 746,030 $745,564
Health & Educational Facilities Authority of the State of Missouri, 5.0%, 11/15/39 2,850,000 $3,144,240
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 1,000,000 $1,048,415
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 2,425,000 $2,752,117
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $376,903
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,004,609
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1,300,000 $1,301,201
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,616,395
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $229,255
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $551,501
Hologic, Inc., 8/1/19 559,896 $561,156
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $449,673
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,615,387
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $2,627,379
Hospitality Properties Trust, 5.0%, 8/15/22 1,985,000 $2,073,881
Houston Higher Education Finance Corp., 4.5%, 11/15/37 2,300,000 $2,373,761
Houston Higher Education Finance Corp., 5.0%, 5/15/40 1,500,000 $1,678,578
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,672,009
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,806,905
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,581,401
Huntsman International LLC, 4/19/17 257,302 $258,266
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,246,244
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $691,357
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 900,000 $917,180
Icon Brands Holdings LLC, 4.229%, 1/25/43 (144A) 1,391,000 $1,298,661
Illinois Finance Authority, 5.0%, 10/1/51 1,100,000 $1,150,791
Immucor, Inc., 8/19/18 2,155,745 $2,170,566
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 9,913,800 $646,375
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 37,655,000 $2,283,965
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 7,729,000 $475,288
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 32,667,000 $2,345,468
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $703,623
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $2,162,954
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $495,077
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 3,900,000 $1,087,426
IMS Health, Inc., 9/1/17 457,240 $458,669
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,110,047
Industrial Bank of Korea, 7.125%, 4/23/14 (144A) 1,855,000 $1,917,939
Intel Corp., 2.95%, 12/15/35 4,725,000 $5,418,879
Interactive Data Corp., 2/11/18 2,241,695 $2,250,101
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,571,288
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,574,669
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $870,866
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $400,506
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,173,833
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $752,492
Janus Capital Group, Inc., 6.7%, 6/15/17 4,050,000 $4,674,095
Jefferies Group LLC, 6.875%, 4/15/21 3,125,000 $3,698,351
Jefferies Resecuritization Trust 2009-R2, Floating Rate Note, 5/26/37 (144A) 1,400,000 $394,826
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $827,790
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $3,952,512
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,011,871
Johnston Re, Ltd., Floating Rate Note, 5/8/14 (Cat Bond) (144A) 2,100,000 $2,154,623
Johnston Re, Ltd., Floating Rate Note, 5/8/14 (Cat Bond) (144A) 1,500,000 $1,534,675
JPMorgan Chase & Co., 6.0%, 1/15/18 2,575,000 $2,997,201
JPMorgan Chase & Co., Floating Rate Note, 12/31/49 (Perpetual) 2,325,000 $2,237,038
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,015,000 $4,245,110
JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 10/15/25 (144A) 2,800,000 $2,811,067
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $551,353
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,710,594
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/15/46 1,350,000 $1,448,784
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/15/45 (144A) 900,000 $890,941
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,368,000 $1,381,908
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 1,500,000 $1,497,803
JP Morgan Mortgage Acquisition Corp 2005-OPT2, Floating Rate Note, 12/25/35 1,984,489 $104,570
JP Morgan Mortgage Trust, Floating Rate Note, 1/25/44 (144A) 1,000,000 $980,000
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 10,190,996 $1,306,166
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $1,120,802
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $1,007,561
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $2,123,165
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $255,241
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,194,764
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 15,340,288 $1,150,460
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $2,091,132
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 2,200,000 $392,953
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 991,900 $895,227
Kane-Pi5 Zero% 18jul16 1,004,000 $1,015,646
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,726,965
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $2,275,391
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,174,661
KLA-Tencor Corp., 6.9%, 5/1/18 3,100,000 $3,727,623
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,285,136
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $580,172
LB-UBS Commercial Mortgage Trust 2002-C4, Floating Rate Note, 10/15/35 (144A) 2,800,000 $246,297
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $228,456
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 2,255,000 $2,347,132
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,335,148
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,216,820
Lear Corp., 11/9/14 247 $39,520
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,474,578
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,421,839
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 1,900,000 $331,076
Lehman Brothers Floating Rate Commercial Mortgage Trust 2007-LLF C5, Floating Rate Note, 6/15/22 (14 550,000 $79,748
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 11,253,656 $1,777,922
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $507,672
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $347,077
Liberty Mutual Group, Inc., 7.3%, 6/15/14 (144A) 3,035,000 $3,133,872
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,222,976
Live Nation Entertainment, Inc., 8/17/20 1,421,438 $1,425,868
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,939,365
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $255,250
Longpoint Re, Ltd., Floating Rate Note, 6/12/15 (Cat Bond) (144A) 600,000 $632,180
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 1,200,000 $1,224,133
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,002,910
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,626,587
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $1,474,835
M&T Bank Corp., Floating Rate Note, 12/31/49 (Perpetual) 3,960,000 $4,102,890
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 3,000,000 $3,487,926
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,071,368
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $1,497,183
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,059,269
Masco Corp., 5.95%, 3/15/22 825,000 $913,635
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,070,909
Massachusetts Development Finance Agency, 5.0%, 10/15/40 1,200,000 $1,352,999
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $352,838
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $599,146
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 6,500,000 $7,455,464
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,855,303
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 1,000,000 $1,150,920
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,353,185
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $1,160,879
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $971,208
MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15 13,000,000 $62,522
MASTR Alternative Loan Trust 2004-13, 5.5%, 1/25/35 3,000,000 $173,152
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,422,713
MASTR Alternative Loan Trust 2005-1, 5.5%, 2/25/35 5,283,205 $1,575,678
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 12,000,000 $867,761
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,896,460
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $296,327
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,607,689
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A, Floating Rate Note, 4/25/29 17,895,000 $1,236,085
MetLife, Inc., 10.75%, 8/1/69 4,200,000 $6,358,625
Metropolitan Transit Authority of Harris County, 5.0%, 11/1/41 1,600,000 $1,735,787
Metropolitan Water Reclamation District of Greater Chicago, 5.0%, 12/1/30 1,415,000 $1,558,665
Metropolitan Water Reclamation District of Greater Chicago, 5.0%, 12/1/32 1,200,000 $1,307,568
Microsemi Corp., 2/19/20 790,029 $793,115
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $792,811
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $784,567
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,239,571
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,713,707
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,133,986
Morgan Stanley, 4.875%, 11/1/22 300,000 $321,431
Morgan Stanley, 5.5%, 1/26/20 3,125,000 $3,576,629
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,000,000 $654,945
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 5,102,000 $4,980,556
Morgan Stanley Capital I Trust 2004-HQ4, 4.97%, 4/14/40 4,191,937 $2,733,919
Morgan Stanley Capital I Trust 2005-HQ6, Floating Rate Note, 8/13/42 2,400,000 $2,509,607
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,096,207
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $3,348,976
Morgan Stanley Re-REMIC Trust 2010-R9, 5.0%, 11/26/36 (144A) 2,950,000 $2,989,817
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,822,420
MRFC Mortgage Pass-Through Trust Series 1999-TBC2, Floating Rate Note, 6/15/30 9,460,074 $689,811
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,000,000 $870,816
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $690,203
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 500,000 $533,604
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 750,000 $797,485
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 500,000 $540,624
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,451,627
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,309,971
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $414,613
Nationstar Mortgage Advance Receivables Trust 2013-T2, 1.679%, 6/20/46 (144A) 1,087,000 $1,075,783
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 1,100,000 $1,046,727
NBTY, Inc., 10/1/17 861,429 $865,601
NCR Corp., 4.625%, 2/15/21 2,100,000 $2,120,067
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,089,247
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $886,820
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,483,125
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,035,330
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,022,446
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,630,296
New York State Dormitory Authority, 5.0%, 10/1/41 2,590,000 $2,865,662
New York State Dormitory Authority, 5.0%, 7/1/35 2,150,000 $2,405,427
New York State Dormitory Authority, 5.0%, 7/1/37 875,000 $948,284
New York State Dormitory Authority, 5.0%, 7/1/38 3,700,000 $4,095,431
New York State Dormitory Authority, 5.0%, 7/1/40 1,600,000 $1,767,381
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,670,605
Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A) 790,000 $820,660
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,626,400
North American Development Bank, 2.3%, 10/10/18 1,600,000 $1,608,333
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 2,951,282 $2,264,999
NRG Energy, Inc., 7/1/18 1,335,930 $1,328,624
NSG Holdings LLC, 12/11/19 793,416 $797,383
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 1,016,000 $1,098,663
Nuance Communications, Inc., 8/7/19 374,505 $372,352
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,165,232
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,877,666
Omnicare, Inc., 3.25%, 12/15/35 766,000 $819,131
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,014,955
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 3,650,000 $592,787
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $687,075
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $683,544
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $465,083
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $295,707
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 750,000 $217,250
Pangaea Re, 0.0%, 10/1/15 (Cat Bond) 950,000 $1,038,217
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,530,554
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,601,350
Permanent University Fund, 5.0%, 7/1/30 800,000 $943,531
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 775,712 $779,103
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 526,376 $527,434
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $543,428
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,385,171
Pilot Travel Centers LLC, 3/30/18 1,438,840 $1,447,533
Pinnacle Entertainment, Inc., 8/13/20 1,044,750 $1,050,301
Pinnacle Foods Finance LLC, 4/29/20 23,820 $23,801
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,810,788
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,678,858
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $568,491
Port Freeport Texas, Floating Rate Note, 5/15/33 3,965,000 $4,325,932
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $3,693,280
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,429,170
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,522,076
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 800,000 $812,894
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,243,797
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,500,000 $1,507,583
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,348,630
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,204,919
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,566,563
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,650,895
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,920,763
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,304,367
PVH Corp., 2/13/20 619,793 $622,062
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,083,379
Queen Street II Capital, Ltd., Floating Rate Note, 4/9/14 (Cat Bond) (144A) 750,000 $763,494
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $521,346
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 900,000 $960,805
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $268,453
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $470,769
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $1,268,984
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 7,070,000 $760,773
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 5,985,000 $737,573
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $618,358
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $2,632,973
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 12,000,000 $978,548
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 12,492,000 $1,472,112
RAMP Series 2005-RS5 Trust, Floating Rate Note, 5/25/35 2,565,000 $2,477,864
RAMP Series 2006-NC1 Trust, Floating Rate Note, 1/25/36 2,502,221 $241,279
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $906,004
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $382,623
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $563,754
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,733,618
Residential Asset Securitization Trust 2005-A9, 5.5%, 7/25/35 4,350,000 $1,333,370
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $783,333
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 650,000 $700,928
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,930,830
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $896,151
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $312,403
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $265,960
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $481,912
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $1,085,708
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $1,129,628
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,350,833
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,189,250
Rowan Companies, Inc., 4.75%, 1/15/24 4,460,000 $4,566,253
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,688,978 $1,701,646
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,256,681
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,207,007
Santander Bank NA, 8.75%, 5/30/18 4,080,000 $5,006,642
Santander Drive Auto Receivables Trust 2011-2, 2.66%, 1/15/16 1,350,000 $654,047
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,499,320
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $877,773
Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15 2,000,000 $2,094,703
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $1,373,582
Scotiabank Peru SA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,345,850
Scottrade Financial Services, Inc., 6.125%, 7/11/21 (144A) 4,750,000 $4,827,534
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,485,522
Senior Housing Properties Trust, 6.75%, 4/15/20 4,285,000 $4,971,466
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 43,225,000 $2,838,906
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 27,000,000 $1,435,544
Sequoia Mortgage Trust 2004-12, Floating Rate Note, 1/20/35 15,500,000 $1,180,714
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $1,037,382
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 12,300,000 $1,355,364
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/25/43 2,300,000 $2,074,212
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,141,592 $1,038,538
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 891,000 $792,937
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 768,000 $685,597
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,114,810
Ship Midco, Ltd., 11/29/19 999,288 $1,010,280
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,899,135
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $357,716
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $256,425
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,156,526
Sirius International Group, Ltd., Floating Rate Note, 12/31/49 (Perpetual) (144A) 2,110,000 $2,243,807
SLM Corp., Floating Rate Note, 7/25/14 3,155,000 $3,168,840
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $896,458
SMA Issuer I LLC, 3.5%, 8/20/25 (144A) 885,915 $194,294
SNAAC Auto Receivables Trust, 3.11%, 6/15/17 (144A) 1,400,000 $1,411,535
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $995,552
South Carolina State Public Service Authority, 5.0%, 12/1/43 4,060,000 $4,243,553
Southern California Edison Co., Floating Rate Note, 12/31/49 (Perpetual) 2,200,000 $2,343,458
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,882,145
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,741,097
Spirit AeroSystems, Inc., 4/18/19 638,625 $643,514
Spirit Master Funding LLC, 5.74%, 3/20/25 (144A) 300,000 $279,981
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 200,000 $204,496
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,816,387
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 750,000 $723,334
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $2,073,792
Standard Aero, Ltd., 11/2/18 614,441 $624,170
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,561,252
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 1,300,000 $1,246,037
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 1,750,000 $1,905,847
State of Florida, 4.0%, 6/1/27 1,800,000 $1,920,834
State of Washington, 3.0%, 7/1/28 560,000 $537,930
State of Washington, 5.0%, 8/1/39 1,400,000 $1,511,715
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,376,680
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $300,480
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,236,583
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 2,680,000 $666,860
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $482,937
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,589,732
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 67,672,853 $3,898,812
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 18,250,377 $1,082,202
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $333,264
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $950,551
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,984,323
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $1,316,761
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $1,016,641
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $268,959
SunGard Data Systems, Inc., 2/28/17 1,017,010 $1,022,883
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,332,462
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,090,841
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $778,411
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $324,499
Tarrant Regional Water District, 5.0%, 3/1/52 1,750,000 $1,881,215
TASC, Inc. Virginia, 12/18/15 1,557,237 $1,481,809
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,223,978
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,158,355
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $755,544
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.440994%, 9/25/36 (Step) 14,000,000 $2,901,496
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,087,302
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,166,981
Textainer Marine Containers, Ltd., 4.21%, 4/15/27 (144A) 1,100,000 $902,889
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,683,926
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $5,798,059
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,140,744
The Bank of New York Mellon Corp., Floating Rate Note, 12/31/49 (Perpetual) 1,250,000 $1,168,906
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,865,182
The Goldman Sachs Group, Inc., 5.5%, 11/15/14 2,000,000 $2,102,291
The Goodyear Tire & Rubber Co., 4/30/19 4,190,000 $4,234,519
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $868,314
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,414,893
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 1,170,000 $1,078,886
The PNC Financial Services Group, Inc., Floating Rate Note, 12/31/49 (Perpetual) 1,320,000 $1,420,980
The PNC Financial Services Group, Inc., Floating Rate Note, 2/21/49 (Perpetual) 6,273,000 $6,285,481
The Reynolds & Reynolds Co., 4/21/16 119,969 $120,444
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,542,603
The University of Texas System, 5.0%, 8/15/43 525,000 $568,629
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,768,939
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $906,821
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 9,650,000 $776,776
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/44 32,426,000 $3,314,025
Thornburg Mortgage Securities Trust 2004-4, Floating Rate Note, 12/25/44 34,214,000 $1,216,897
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $854,709
TI Group Automotive Systems LLC, 3/28/19 832,373 $838,356
TimberStar Trust 1, 5.668%, 10/15/36 (144A) 4,470,000 $4,891,268
TimberStar Trust 1, 5.7467%, 10/15/36 (144A) 1,435,000 $1,561,746
Tomkins LLC, 9/29/16 674,548 $678,426
TOPRE_13-LTR, 3.47%, 11/20/28 (144A) 5,250,000 $4,111,979
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,532
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,185,559
Trinity Rail Leasing LP, 2.266%, 1/15/43 (144A) 1,800,000 $1,553,267
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 1,290,000 $1,072,203
Tronox Pigments BV, 3/19/20 777,877 $781,766
Tufts University, 5.017%, 4/15/12 3,550,000 $3,535,069
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,506,959
U.S. Treasury Bonds, 2.875%, 5/15/43 10,375,000 $9,081,170
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $1,831,793
U.S. Treasury Bonds, 4.25%, 5/15/39 7,620,000 $8,693,527
U.S. Treasury Bonds, 4.375%, 11/15/39 1,365,000 $1,588,090
U.S. Treasury Bonds, 4.375%, 2/15/38 4,650,000 $5,353,917
U.S. Treasury Bonds, 4.375%, 5/15/40 2,000,000 $2,327,184
U.S. Treasury Bonds, 4.5%, 5/15/38 8,435,000 $9,988,008
U.S. Treasury Bonds, 4.5%, 8/15/39 9,068,000 $10,649,426
U.S. Treasury Bonds, 4.625%, 2/15/40 4,000,000 $4,788,403
U.S. Treasury Bonds, 5.375%, 2/15/31 4,000,000 $5,130,815
U.S. Treasury Notes, 2.75%, 2/15/24 6,000,000 $6,053,253
UBS AG, 7.625%, 8/17/22 1,450,000 $1,724,952
Unison Ground Lease Funding LLC, 2.981%, 3/15/20 (144A) 1,500,000 $1,450,108
Universal Health Services, Inc., 11/15/16 704,687 $709,642
University of California, 3.38%, 5/15/28 2,600,000 $2,446,918
University of Michigan, 5.0%, 4/1/44 1,000,000 $1,089,964
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,288,878 $2,297,699
Unum Group, 5.75%, 8/15/42 1,080,000 $1,164,285
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,528,696
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 64,000 $1,768,320
US Bancorp, Floating Rate Note, 12/31/49 (Perpetual) 235,000 $6,476,600
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,271,769 $6,303,128
Valeant Pharmaceuticals International, Inc., 12/11/19 617,188 $620,602
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,914,309
Valmont Industries, Inc., 6.625%, 4/20/20 1,810,000 $2,142,219
Verizon Communications, Inc., 6.55%, 9/15/43 3,460,000 $4,338,283
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,530,785
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $512,715
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $500,000
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,752,894
Volt Flt% 25nov53 14-Npl2a1 1,050,000 $1,049,953
VOLT XV LLC, 3.22162%, 5/27/53 (Step) (144A) 400,000 $337,118
Wachovia Bank Commercial Mortgage Trust Series 2004-C15, 4.803%, 10/15/41 3,787,250 $3,870,647
Wachovia Bank NA, 6.0%, 11/15/17 3,520,000 $4,140,251
WaMu Mortgage Pass-Through Certificates Series 2002-AR2 Trust, Floating Rate Note, 2/27/34 1,023,565 $164,210
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,613,311
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,173,744 $3,642,528
WaMu Mortgage Pass-Through Certificates Series 2004-AR9 Trust, Floating Rate Note, 8/25/34 741,000 $134,295
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,713,500 $2,252,843
WASH Multifamily Laundry Systems LLC, 2/21/19 161,200 $162,409
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $135,623
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,809,891
WellPoint, Inc., 2.75%, 10/15/42 4,090,000 $5,612,559
Wells Fargo & Co., 7.5%, 12/31/49 (Perpetual) 5,610 $6,608,580
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,218,393
Wells Fargo Commercial Mortgage Trust, 3.349%, 11/15/43 (144A) 3,900,000 $3,204,908
Wells Fargo Commercial Mortgage Trust 2012-LC5, 3.539%, 10/15/45 1,927,000 $1,919,924
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 975,000 $692,455
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $275,952
Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34 7,440,000 $1,038,931
Wells Fargo Mortgage Backed Securities 2004-V Trust, Floating Rate Note, 10/25/34 2,400,000 $413,007
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $330,717
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 17,226,000 $1,227,201
WESCO Distribution, Inc., 12/12/19 590,405 $592,619
Westgate Resorts 2012-2 LLC, 3.0%, 1/20/25 (144A) 2,300,000 $1,222,427
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 1,800,000 $1,346,067
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $339,057
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $381,421
WideOpenWest Finance LLC, 4/1/19 197,011 $198,427
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,427,499
WR Grace & Co., Delayed Draw Term Loan, 1/23/21 239,945 $240,170
WR Grace & Co., U.S. Term Loan, 1/23/21 671,846 $672,476

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.