Pioneer Bond Fund

Top 10 Portfolio Holdings as of 8/29/2014
Default: sorted by market value

Security Name Par / Shares Market Value
A10 Securitization 2013-1 LLC, 2.4%, 11/17/25 (144A) 1,750,000 $1,262,143
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,785,375
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $423,900
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,083,000 $1,199,900
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $733,247
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 5,250,000 $1,423,341
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 3,048,411 $3,059,181
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,642,445
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 1,070,296 $1,062,566
Agilent Technologies, Inc., 6.5%, 11/1/17 5,366,000 $6,255,860
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,115,875
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,430
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,107,209
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,894,160
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,142,918 $1,140,597
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 420,899 $89,946
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $677,771
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $503,286
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,811,072
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $445,593
Alternative Loan Trust 2004-2CB, 5.125%, 3/25/34 2,000,000 $47,496
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $365,250
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 5,426,539 $5,270,258
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,593,231
Altice Financing SA, 7.875%, 12/15/19 (144A) 3,350,000 $3,679,058
Altrl Flt% 30jun16 1,500,000 $1,570,500
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $445,555
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $434,801
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 600,000 $590,842
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $5,991,649
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $517,100
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $798,175
Amherst College, 3.794%, 11/1/42 525,000 $505,560
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 2,335,000 $2,402,106
Applebee's/IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,601,565
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,581,875
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $2,017,931
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 503,819 $506,023
Arlington Flt% 01aug15 700,000 $717,360
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $574,448
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,290,500
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $4,043,603
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,500,592
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $517,056
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $262,096
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 1,865,000 $1,972,141
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,525,000 $4,077,646
AXA SA, 8.6%, 12/15/30 2,335,000 $3,198,475
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $731,906
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,613,579
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $798,524
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $821,866
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $1,003,766
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 6,010,000 $1,560,404
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $690,851
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,635,993
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,844,689
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $853,915
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $519,260
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,196,508
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 11,000,000 $667,591
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 3,969,000 $860,137
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 2,398,000 $482,321
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,151,400
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $98,632
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,146,045
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,167,891
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,192,357
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,176,706
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $4,003,725
Baylor University, 4.313%, 3/1/42 1,025,000 $1,056,565
Baytex Energy Corp., 5.125%, 6/1/21 (144A) 1,290,000 $1,307,039
Bayview Commercial Asset Trust, 0.0%, 7/25/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust, 3.526662%, 9/25/37 (Step) (144A) 13,200,000 $441,911
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $386,477
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,501,816
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,467,287
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 1,000,000 $330,070
BB&T Corp., 5.625% (Perpetual) 85,000 $2,036,600
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,506,833
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,408,974
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $328,723
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $414,038
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,866,626
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,715,000 $1,802,788
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,913,904
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 12,790,000 $1,049,556
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $837,980
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,719,550
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,885,728
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,112,229
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 1,600,000 $36,596
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,011,272
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,045,354
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,973,652
BioMed Realty LP, 4.25%, 7/15/22 900,000 $940,708
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 1,400,000 $1,559,151
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,888,382
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $256,302
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $895,848
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 500,000 $511,197
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,477,511
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $2,022,516
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $351,074
Bowdoin College, 4.693%, 7/1/12 1,000,000 $983,270
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,808,609
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,635,866
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 481,425 $481,576
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 200,000 $201,875
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,280,870
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,350,000 $1,424,921
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,635,263
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $683,722
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,528,311
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,885,251
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,366,599
Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18 1,900,000 $1,899,600
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,899,072
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 1,405,000 $1,429,363
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $7,014,043
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/26/35 810,000 $206,060
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $100,925
Catalent 1st Lien Tl-B L + 3.5% 08may21 899,887 $901,896
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,620,306
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,186,167
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,886,827
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,399,507
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,707,750 $1,682,134
Chemtura Corp., New Term Loan, 8/29/16 801,537 $803,040
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $400,506
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $402,378
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $623,816
Chrysler Group LLC, Term Loan B, 5/24/17 3,797,550 $3,799,923
CHS, 2017 Term E Loan, 1/25/17 597,145 $597,518
CHS, 2021 Term D Loan, 1/27/21 3,204,578 $3,218,098
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $523,595
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,940,338 $1,936,942
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 485,230 $486,140
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,698,181
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 2,791,000 $2,043,616
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $325,892
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,178,905
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 1,700,000 $1,405,475
Citigroup, Inc., Floating Rate Note (Perpetual) 2,000,000 $2,011,177
Citigroup, Inc., Floating Rate Note (Perpetual) 2,000,000 $2,027,417
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,484,480
Citigroup Capital XIII, Floating Rate Note, 10/30/40 116,000 $3,159,840
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $892,591
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 15,850,000 $2,952,212
Citigroup Mortgage Loan Trust 2006-HE1, Floating Rate Note, 1/25/36 1,840,000 $38,465
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $1,246,995
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $887,068
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $251,549
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $552,686
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 1,000,000 $1,001,020
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,967,857
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,251,108
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $460,430
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,568,098
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,455,291
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,914,626
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,300,297
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,767,264
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 1,000,000 $1,015,875
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $864,792
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $468,426
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $908,374
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,260,732
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 10/10/46 (144A) 4,200,000 $4,540,177
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,892,841
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $3,585,565
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,145,620
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 329,000 $329,206
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 493,500 $493,397
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 950,000 $975,539
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 300,000 $306,675
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,683,255
Corporate Office Properties LP, 3.6%, 5/15/23 1,500,000 $1,467,188
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/34 1,400,000 $869,276
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $1,977,475
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,029,421
Credit-Based Asset Servicing and Securitization LLC, 5.57315%, 10/25/36 (Step) (144A) 700,000 $690,729
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 5/25/50 (144A) 3,750,000 $22,892
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,818,507
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $231,947
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $516,819
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,685,309
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $248,180
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,155,000 $1,630,015
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $573,425
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $645,026
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,498,379
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,362,248
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,904,555
CubeSmart LP, 4.8%, 7/15/22 730,000 $794,556
Cummins, Inc., 5.65%, 3/1/98 3,200,000 $3,802,045
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,155,540
CVS Health Corp., 2.25%, 8/12/19 650,000 $650,629
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $759,434
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,635,050
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,344,309 $1,351,870
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,251,863 $1,252,254
Dartmouth Zero% 31dec14 1,700,000 $1,659,370
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 253,678 $253,518
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,144,635
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,882,516
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,895,046
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,464,360
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,538,419
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,895,256
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,723,456
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,246,006
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,854,613
Diamond Offshore Drilling, Inc., 3.45%, 11/1/23 6,215,000 $6,299,124
DigitalGlobe, Inc., Term Loan, 1/31/20 1,303,500 $1,302,027
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $815,488
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,569,958
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 4,051,000 $4,174,724
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $742,445
DynCorp International, Inc., Term Loan, 7/7/16 493,569 $493,692
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $271,525
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,037,206
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $854,857
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,972,136
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,229,595
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $253,378
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 650,000 $665,301
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,812,426
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,813,967
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,122,149
EnLink Midstream Partners LP, 4.4%, 4/1/24 1,340,000 $1,443,594
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,546,162
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $2,085,281
EQT Midstream Partners LP, 4.0%, 8/1/24 2,750,000 $2,781,967
Expedia, Inc., 5.95%, 8/15/20 800,000 $906,917
Export-Import Bank of Korea, 5.875%, 1/14/15 625,000 $641,534
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,100,182
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,125,285
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,699,716
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,095,189
Fannie Mae, 3.0%, 9/16/14 3,900,000 $4,048,261
Fannie Mae, 3.5%, 11/1/42 380,000 $360,023
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,425,271
Fannie Mae, 3.5%, 12/1/42 1,015,373 $860,631
Fannie Mae, 3.5%, 12/1/42 1,000,000 $951,845
Fannie Mae, 3.5%, 2/1/44 18,215,601 $18,509,897
Fannie Mae, 3.5%, 6/1/28 5,531,277 $5,064,325
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,551,613
Fannie Mae, 3.5%, 9/16/14 3,800,000 $4,020,479
Fannie Mae, 4.0%, 1/1/42 1,821,298 $879,300
Fannie Mae, 4.0%, 1/1/42 2,000,000 $966,648
Fannie Mae, 4.0%, 1/1/44 273,906 $282,358
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,387,139
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,990,522
Fannie Mae, 4.0%, 12/1/42 142,828 $46,400
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,740,742
Fannie Mae, 4.0%, 2/1/42 24,300,000 $13,558,473
Fannie Mae, 4.0%, 2/1/43 2,000,000 $1,603,851
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,296,770
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,403,877
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,190,917
Fannie Mae, 4.0%, 4/1/42 1,100,000 $801,114
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,366,051
Fannie Mae, 4.0%, 5/1/44 3,800,000 $4,006,992
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,483,148
Fannie Mae, 4.0%, 7/1/18 675,000 $43,189
Fannie Mae, 4.0%, 7/1/42 624,000 $454,586
Fannie Mae, 4.0%, 7/1/44 800,000 $850,122
Fannie Mae, 4.0%, 8/1/44 20,000,000 $21,243,530
Fannie Mae, 4.0%, 9/11/14 30,000,000 $31,828,647
Fannie Mae, 4.5%, 1/1/42 23,783,862 $12,875,285
Fannie Mae, 4.5%, 1/1/42 11,834,581 $10,133,715
Fannie Mae, 4.5%, 1/1/44 15,989,536 $16,277,011
Fannie Mae, 4.5%, 10/1/35 3,754,911 $432,220
Fannie Mae, 4.5%, 10/1/35 3,754,694 $372,315
Fannie Mae, 4.5%, 11/1/20 6,500,000 $563,562
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,664,399
Fannie Mae, 4.5%, 11/1/43 800,000 $827,757
Fannie Mae, 4.5%, 11/1/43 430,000 $465,377
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,700,159
Fannie Mae, 4.5%, 12/1/43 900,000 $879,828
Fannie Mae, 4.5%, 12/1/43 20,516,456 $19,520,809
Fannie Mae, 4.5%, 12/1/43 20,000,000 $20,293,479
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,462,867
Fannie Mae, 4.5%, 3/1/44 2,616,500 $2,168,419
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,686,257
Fannie Mae, 4.5%, 5/1/41 17,795,568 $5,224,418
Fannie Mae, 4.5%, 5/1/41 454,433 $211,081
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,984,728
Fannie Mae, 4.5%, 7/1/41 750,000 $457,423
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,492,656
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,764,818
Fannie Mae, 5.0%, 1/1/20 4,159,304 $434,704
Fannie Mae, 5.0%, 10/1/20 4,036,945 $570,370
Fannie Mae, 5.0%, 12/1/17 499,951 $17,767
Fannie Mae, 5.0%, 2/1/20 700,000 $76,577
Fannie Mae, 5.0%, 2/1/22 7,621,650 $443,695
Fannie Mae, 5.0%, 2/1/22 450,000 $28,295
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,645,268
Fannie Mae, 5.0%, 4/1/39 2,924,816 $440,089
Fannie Mae, 5.0%, 5/1/23 4,380,644 $672,996
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,508,244
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,494,660
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,898,528
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,243,071
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,494,721
Fannie Mae, 5.0%, 9/11/14 30,000,000 $33,125,574
Fannie Mae, 5.5%, 12/1/17 12,031,696 $252,160
Fannie Mae, 5.5%, 2/1/18 2,100,000 $122,732
Fannie Mae, 5.5%, 3/1/25 2,500,000 $328,039
Fannie Mae, 5.5%, 3/1/36 5,005,809 $601,464
Fannie Mae, 5.5%, 5/1/36 4,000,000 $481,997
Fannie Mae, 5.5%, 6/1/33 1,148,000 $57,589
Fannie Mae, 5.5%, 6/1/36 6,000,000 $460,473
Fannie Mae, 5.5%, 7/1/23 1,010,000 $74,823
Fannie Mae, 5.5%, 7/1/33 3,800,000 $187,152
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,323,582
Fannie Mae, 5.5%, 9/1/17 3,705,000 $84,659
Fannie Mae, 5.5%, 9/1/19 7,000,000 $426,889
Fannie Mae, 6.0%, 1/1/29 60,204 $1,285
Fannie Mae, 6.0%, 1/1/32 183,200 $6,134
Fannie Mae, 6.0%, 10/1/32 4,502,006 $103,395
Fannie Mae, 6.0%, 10/1/34 389,152 $30,126
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,465
Fannie Mae, 6.0%, 11/1/33 400,765 $44,938
Fannie Mae, 6.0%, 11/1/34 271,485 $23,104
Fannie Mae, 6.0%, 12/1/35 8,000,000 $707,719
Fannie Mae, 6.0%, 2/1/32 2,379,023 $44,777
Fannie Mae, 6.0%, 2/1/33 2,200,000 $28,718
Fannie Mae, 6.0%, 2/1/35 62,166 $8,169
Fannie Mae, 6.0%, 2/1/35 180,000 $20,647
Fannie Mae, 6.0%, 3/1/32 450,000 $12,073
Fannie Mae, 6.0%, 3/1/33 3,500,000 $157,650
Fannie Mae, 6.0%, 3/1/33 230,257 $19,614
Fannie Mae, 6.0%, 4/1/33 4,000,000 $199,634
Fannie Mae, 6.0%, 4/1/35 4,000,000 $387,591
Fannie Mae, 6.0%, 5/1/35 1,799,482 $106,081
Fannie Mae, 6.0%, 6/1/16 4,000,000 $17,153
Fannie Mae, 6.0%, 6/1/38 2,250,000 $539,965
Fannie Mae, 6.0%, 7/1/33 7,500,000 $644,681
Fannie Mae, 6.0%, 7/1/33 10,874,932 $237,240
Fannie Mae, 6.0%, 7/1/38 974,925 $93,240
Fannie Mae, 6.0%, 8/1/32 315,000 $7,962
Fannie Mae, 6.0%, 8/1/34 3,757,089 $274,468
Fannie Mae, 6.0%, 9/1/29 124,691 $2,003
Fannie Mae, 6.0%, 9/1/32 65,856 $1,044
Fannie Mae, 6.0%, 9/1/34 352,132 $22,691
Fannie Mae, 6.0%, 9/1/34 2,000,000 $101,537
Fannie Mae, 6.0%, 9/1/34 6,273,165 $185,397
Fannie Mae, 6.0%, 9/1/34 408,807 $46,554
Fannie Mae, 6.5%, 1/1/15 145,737 $96
Fannie Mae, 6.5%, 1/1/31 1,000,000 $4,233
Fannie Mae, 6.5%, 10/1/31 1,000,100 $14,517
Fannie Mae, 6.5%, 10/1/32 2,811,012 $140,168
Fannie Mae, 6.5%, 11/1/37 2,222,350 $300,644
Fannie Mae, 6.5%, 12/1/31 3,300,000 $161,129
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,871
Fannie Mae, 6.5%, 3/1/32 3,500,000 $94,521
Fannie Mae, 6.5%, 4/1/31 500,000 $3,869
Fannie Mae, 6.5%, 5/1/31 1,960,805 $13,863
Fannie Mae, 6.5%, 6/1/31 2,750,000 $89,608
Fannie Mae, 6.5%, 7/1/29 500,000 $10,814
Fannie Mae, 6.5%, 7/1/34 1,095,000 $53,018
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,848
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,058
Fannie Mae, 6.5%, 9/1/31 2,000,000 $14,142
Fannie Mae, 7.0%, 1/1/32 1,701,763 $34,559
Fannie Mae, 7.0%, 12/1/30 525,099 $10,205
Fannie Mae, 7.0%, 12/1/30 499,950 $880
Fannie Mae, 7.0%, 12/1/31 1,198,074 $29,155
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,899
Fannie Mae, 7.0%, 7/1/21 500,000 $6,438
Fannie Mae, 7.0%, 9/1/31 2,000,000 $11,020
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,903
Fannie Mae, 7.5%, 8/1/20 250,000 $1,049
Fannie Mae, 8.0%, 10/1/30 155,531 $816
Fannie Mae, 8.0%, 2/1/29 240,000 $3,077
Fannie Mae, 8.0%, 3/1/31 1,495,060 $11,553
Fannie Mae, 8.0%, 4/1/20 215,000 $1,729
Fannie Mae, 8.0%, 4/1/30 150,000 $785
Fannie Mae, 8.0%, 5/1/31 45,000 $417
Fannie Mae, 8.0%, 7/1/30 100,000 $619
F Cp Zero% 03sep14 Usd 4,680,000 $4,679,896
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,204,185
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,516,799
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,283,179
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $17,484,547
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $738,653
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $9,434,321
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,593,852
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,149,733
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $15,859,145
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,593,753
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $12,476,511
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $550,926
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $6,428,724
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $576,426
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $291,371
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $9,919,273
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $4,018,632
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,396,805
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $704,460
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $29,901
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $40,856
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $789,077
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $740,671
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $45,577
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $231,827
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $76,318
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $341,409
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $385,200
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $460,715
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $91,304
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $98,524
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $56,549
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $36,105
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $42,964
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $182,438
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $141,198
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $78,000
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $10,174
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $112,041
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $303,012
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,699
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $17,195
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $69,785
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $615,196
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $81,244
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $831,656
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $260,982
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,423
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $161,363
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $226,897
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $237,582
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $199
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $377
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $537
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $58,708
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $505
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $171,080
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,262
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,360
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $606
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,548
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,484
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $185
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $317
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $20,949
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,031
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,424
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $5,080
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $116,776
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $302,981
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,294,454
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $401,102
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $178,956
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,433,078 $1,432,182
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,700,305
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $4,461
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $925,075
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $1,083,082
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $148,421
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,349,325
Fifth Third Bancorp, Floating Rate Note (Perpetual) 22,050 $605,934
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,792,033 $57,943
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $442,359
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $394,577
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,203,234
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $1,880,698
Flextronics International, Ltd., 10/1/14 0 $0
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 1,050,000 $1,062,116
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $649,126
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $96,106
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $3,575,899
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,910,450
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $960,801
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $663,718
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $982,138
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,613,964
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 5,000,000 $5,282,794
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 1,750,000 $1,876,394
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,345,539
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $670,888
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 858,000 $887,569
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $905,419
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $3,000,811
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,574,797
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,244,627
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,534,213
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,371,281
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,840,084 $2,167,839
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 3,115,635 $1,374,731
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,661,677
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,589,210
General Electric Capital Corp., Floating Rate Note (Perpetual) 1,800,000 $2,148,469
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,211,296
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 1,163,744 $1,166,653
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $972,037
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 19,275,000 $1,906,688
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,062,481
GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust, 4.864%, 12/10/41 3,375,000 $2,328,507
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,370,968
Goldcorp, Inc., 3.7%, 3/15/23 1,650,000 $1,682,182
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,300,000 $3,996,159
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,792,871
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $259,964
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $807,850
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $880,582
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $576,397
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $867,264
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $994,015
Government National Mortgage Association I, 4.0%, 9/18/14 23,000,000 $24,574,382
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $786,941
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $321,356
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $530,338
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $280,994
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $2,365,966
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $61,904
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $184,738
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,953
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $322,268
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $39,533
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $310,644
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,557,456
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,639,895
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $2,188,697
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $130,409
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $892,842
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,875,558
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $355,634
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $67,217
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $587,865
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $167,692
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $179,327
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $679,001
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $2,171
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $187,850
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $178,479
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $175,516
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $246,694
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $56,849
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $230,681
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $131,341
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $163,756
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $329,566
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $69,376
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $411,743
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $832,118
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $43,251
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $198,745
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $168,868
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $75,823
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,628
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $86,148
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,481
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $23,201
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,159
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $128,903
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $136,958
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $702,684
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $885,209
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $310,958
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $265,473
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $61,852
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,894
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $34,914
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $221,435
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $249,356
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $10,425
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $35,940
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $206,323
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,938
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $63,991
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $77,693
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $455,395
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $202,363
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $61,065
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $197,497
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $237,525
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $173,872
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $59,875
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $45,063
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $45,612
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,234
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $215,365
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $464,446
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $555,516
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $299,507
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $184,547
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $199,339
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $36,763
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $159,241
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $33,277
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $64,440
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $50,703
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $53,771
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $235,996
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $8,183
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $17,217
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $13,330
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $536,891
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $126,369
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $418,867
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $114,285
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $28,056
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $89,246
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $141,727
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $276,170
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,096,413
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,647
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $139,965
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,572
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $653,159
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $37,008
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $6,382
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $58,294
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,663
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $151,112
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $129,007
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $3,378
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $8,576
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $98,242
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $630,661
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,482
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $14,330
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $48,118
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $58,823
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $23,684
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $13,121
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $101,076
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,684
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $27,178
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $120,551
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $15,383
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $86,075
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $120,533
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $6,083
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $34,611
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $30,320
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,599
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,711
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $23,744
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $203,777
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,954
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $224,379
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,944
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $106,475
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $75,611
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $95,361
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $40,080
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,687
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,916
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,742
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $30,236
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $82,163
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,412
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,095
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,969
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,887
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,987
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $111,844
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,264
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $52,073
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $6,169
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,428
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $232,806
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,747
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,132
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $70,602
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,073
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,223
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,856
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,541
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $522,190
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $198,665
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $99,023
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $3,128,048
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $570,673
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $378,541
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $346,703
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,692
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,598
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $48,822
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $122,500
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $116,739
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,516
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,974,148
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 389,025 $386,837
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,264,979
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $719,886
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $583,442
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,003,154
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $970,083
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,296,878
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,251,122
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,885,051
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 3,250,000 $729,164
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,473,124
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $864,568
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,439,285
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $811,078
Halliburton Co., 7.6%, 8/15/96 (144A) 1,300,000 $2,042,240
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 742,291 $741,440
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,780,161 $1,781,115
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $147,380
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,100,496
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1,300,000 $1,301,844
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,618,099
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $227,976
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $3,069,584
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $557,895
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 556,253 $553,703
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $399,894
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,247,629
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,617,186
Hospitality Properties Trust, 5.0%, 8/15/22 1,930,000 $2,068,032
Houston Higher Education Finance Corp., 5.0%, 5/15/40 1,500,000 $1,729,925
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,743,335
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,790,502
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,168,356
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,377,734
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $254,247
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,249,283
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $679,819
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 900,000 $914,870
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 1,391,000 $1,258,858
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $2,996,289
Immucor, Inc., Term B-2 Loan, 8/19/18 2,144,857 $2,149,325
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 9,913,800 $589,640
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $533,292
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 32,667,000 $2,221,494
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $689,411
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $2,036,197
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $409,555
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $1,141,492
IMS Health, Inc., Term B Dollar Loan, 3/17/21 456,097 $451,821
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,103,035
Intel Corp., 2.95%, 12/15/35 3,375,000 $4,395,586
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 2,550,000 $2,766,768
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 750,547 $753,549
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,557,646
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,644,026
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $671,326
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $330,540
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,184,033
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $758,433
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $773,812
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,204,996
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,103,721
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,987,191
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,015,000 $4,332,938
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 2,325,000 $2,303,549
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $428,842
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,694,398
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,469,868
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 900,000 $928,853
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,368,000 $1,385,538
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1,500,000 $1,501,415
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,370,740
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $1,106,787
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $2,100,103
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $1,003,611
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $222,940
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,147,862
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 15,340,288 $967,499
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,925,395
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 2,200,000 $342,702
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 6,600,000 $4,980,686
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,827,764
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $989,435
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $10,058,685
Kane Flt% 12jun15 1,600,000 $1,448,960
Kane-Pi5 Zero% 18jul16 1,004,000 $1,052,292
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,950,000 $1,986,693
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $352,835
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,670,479
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $2,047,833
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,644,781
KLA-Tencor Corp., 6.9%, 5/1/18 3,100,000 $3,695,127
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,359,633
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $546,794
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,411,588
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $202,274
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 1,000,000 $1,014,137
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 2,255,000 $2,308,536
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,332,837
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,211,614
Lear Corp., 11/9/14 247 $49,934
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,501,100
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,846,238
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $380,865
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 11,253,656 $1,659,938
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $486,111
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $309,194
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $6,574,509
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,200,039
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,414,313 $1,411,661
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,896,531
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $262,689
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 1,200,000 $1,221,252
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,055,130
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,746,647
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $1,420,763
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $997,970
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,117,050
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $1,035,524
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,050,404
Masco Corp., 5.95%, 3/15/22 825,000 $922,780
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,038,116
Massachusetts Development Finance Agency, 5.0%, 10/15/40 1,200,000 $1,408,980
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $376,896
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $628,439
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 6,500,000 $7,677,616
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,955,761
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 1,000,000 $1,184,653
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,459,300
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $968,708
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $873,667
MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15 13,000,000 $7,386
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,264,634
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 12,000,000 $821,311
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,890,083
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,003,989
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $271,139
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,446,720
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,794,321
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $392,644
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $759,482
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $808,881
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,397,104
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,740,490
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,823,178
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 5,250,000 $3,158,182
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,252,281
Morgan Stanley, 4.875%, 11/1/22 300,000 $328,903
Morgan Stanley, 5.5%, 1/26/20 3,135,000 $3,578,444
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 5,102,000 $5,093,494
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,000,000 $587,556
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,471,591
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,075,954
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $3,045,110
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,710,721
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $593,332
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,000,000 $780,927
Mufg 0.1% 03sep14 Usd 4,265,000 $4,264,994
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $674,700
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 500,000 $521,856
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 750,000 $780,924
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 500,000 $541,424
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,517,603
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,270,057
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $348,962
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $859,545
NCR Corp., 4.625%, 2/15/21 2,100,000 $2,109,297
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,074,588
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $908,380
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,554,586
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,163,445
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,125,535
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 1,900,000 $1,882,549
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,801,011
New York State Dormitory Authority, 5.0%, 7/1/40 1,600,000 $1,844,087
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,776,022
Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A) 790,000 $805,618
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,776,097
North American Development Bank, 2.3%, 10/10/18 643,000 $658,662
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 2,951,282 $2,081,451
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,247,042
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,329,200 $1,320,180
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,603,377
Nsany Cp Zero% 24sep14 Usd 1,860,000 $1,859,703
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 1,016,000 $1,113,684
NSG Holdings LLC, New Term Loan, 12/11/19 784,624 $778,739
Nuance Communications, Inc., Term C Loan, 8/7/19 372,623 $367,360
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,379,504
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,978,873
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 (144A) 3,945,000 $4,166,817
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,052,779
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 3,650,000 $398,398
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $688,602
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $1,393,407
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $625,391
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $426,307
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $284,674
Pangaea Zero% 01jul18 2,000,000 $2,057,200
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,697,018
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,720,333
Permanent University Fund, 5.0%, 7/1/30 800,000 $980,956
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 775,712 $776,044
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 526,376 $526,467
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $391,933
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,465,826
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18 1,427,912 $1,431,036
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 828,306 $826,443
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,561
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,822,114
Pm Cp Zero% 03sep14 Usd 1,860,000 $1,859,981
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,653,628
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $641,887
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,460,642
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $3,991,760
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,505,876
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,451,754
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 800,000 $508,838
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,238,248
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,500,000 $1,514,917
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,369,251
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,211,913
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,626,328
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,636,993
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,977,889
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,293,992
PVH Corp., Tranche B Term Loan, 2/13/20 518,107 $521,110
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,105,907
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $512,896
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 900,000 $943,705
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $259,903
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $257,641
QVC, Inc., 4.45%, 2/15/25 (144A) 2,175,000 $2,179,231
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $416,432
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $1,077,166
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 10,450,000 $1,007,671
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $1,007,498
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $510,520
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $2,204,889
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 12,000,000 $785,433
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,266,638
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $778,699
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,823,616
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $253,843
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $475,948
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,535,352
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $771,081
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,194,469
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,903,390
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $881,351
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $308,828
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $269,310
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $487,191
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,280,000 $1,253,933
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $982,669
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $1,049,444
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,186,600
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,089,031
Rowan Companies, Inc., 4.75%, 1/15/24 4,460,000 $4,731,170
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,665,299 $1,667,797
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,789,576
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 800,000 $799,200
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,212,160
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,265,208
Santander Bank NA, 8.75%, 5/30/18 4,080,000 $5,021,272
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,485,132
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $871,207
Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15 2,000,000 $2,069,188
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $1,163,281
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,462,782
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,534,415
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,631,164
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,359,383
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 48,555,000 $2,988,115
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 27,000,000 $1,286,600
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,099,129
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $1,018,066
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,383,193
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,300,000 $2,101,560
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,700,229
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $832,886
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $790,489
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,059,810
Ship Midco, Ltd., Facility B2A-II, 11/29/19 999,288 $1,006,471
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,498,081
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $282,842
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,500,000 $2,468,790
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $295,000
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $5,074,087
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,111,810
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 2,110,000 $2,252,446
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $906,125
SNAAC Auto Receivables Trust, 3.11%, 6/15/17 (144A) 1,400,000 $321,547
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $485,701
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,295,748
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,403,576
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,886,335
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,727,965
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 635,375 $632,264
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $299,888
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 200,000 $206,817
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,823,540
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 1,200,000 $1,200,397
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 750,000 $758,210
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,707,150
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 609,421 $613,230
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,536,954
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 1,300,000 $1,307,933
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,945,525
State of Washington, 3.0%, 7/1/28 560,000 $568,913
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,414,620
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $300,277
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,231,521
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 2,680,000 $652,318
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $413,674
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,366,743
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $4,561,270
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,106,041
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $205,520
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $837,901
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,367,721
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $806,033
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $767,841
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $261,184
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $954,842
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 3,225,000 $3,401,798
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,583,789
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,083,365
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $667,277
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $318,859
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 647,771 $629,148
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,363,513
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,119,273
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $749,694
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.60031%, 9/25/36 (Step) 14,000,000 $2,915,140
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,295,705
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,149,799
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,281,034
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,202,576
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,775,360
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,083,461
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,093,769
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,182,813
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,941,733
The Goldman Sachs Group, Inc., 5.5%, 11/15/14 2,000,000 $2,052,609
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,190,000 $4,209,169
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $859,540
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,462,252
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,284,690
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,320,000 $1,488,878
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,641,584
The University of Texas System, 5.0%, 8/15/43 525,000 $597,966
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $3,030,548
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $850,277
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 10,175,000 $775,136
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 32,426,000 $3,097,853
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,020,800
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 828,179 $828,179
TimberStar Trust 1, 5.7467%, 10/15/36 (144A) 1,435,000 $1,554,565
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,844,603
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,026,591
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,954
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,164,101
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 1,415,000 $1,099,814
Tronox Pigments BV, New Term Loan, 3/19/20 772,669 $772,849
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 765,000 $745,709
Tufts University, 5.017%, 4/15/12 3,550,000 $3,840,510
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,459,910
U.S. Treasury Bonds, 2.875%, 5/15/43 10,375,000 $10,045,110
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $2,021,298
U.S. Treasury Bonds, 4.25%, 5/15/39 7,620,000 $9,408,424
U.S. Treasury Bonds, 4.375%, 11/15/39 1,365,000 $1,718,495
U.S. Treasury Bonds, 4.375%, 2/15/38 4,650,000 $5,775,018
U.S. Treasury Bonds, 4.375%, 5/15/40 2,000,000 $2,524,504
U.S. Treasury Bonds, 4.5%, 5/15/38 8,435,000 $10,766,141
U.S. Treasury Bonds, 4.5%, 8/15/39 9,068,000 $11,515,990
U.S. Treasury Bonds, 4.625%, 2/15/40 4,000,000 $5,183,165
U.S. Treasury Bonds, 5.375%, 2/15/31 4,000,000 $5,404,388
U.S. Treasury Floating Rate Note, 0.1000023%, 7/31/16 8,625,000 $8,628,219
U.S. Treasury Notes, 2.75%, 2/15/24 6,000,000 $6,229,854
UBS AG, 7.625%, 8/17/22 700,000 $832,342
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,514,240
United States Treasury Floating Rate Note, Floating Rate Note, 1/31/16 8,740,000 $8,741,411
United States Treasury Floating Rate Note, Floating Rate Note, 4/30/16 8,740,000 $8,744,242
University of California, 3.38%, 5/15/28 2,600,000 $2,619,990
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,277,434 $2,266,996
Unum Group, 5.75%, 8/15/42 1,080,000 $1,294,437
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,543,531
US Bancorp, Floating Rate Note (Perpetual) 64,000 $1,866,240
US Bancorp, Floating Rate Note (Perpetual) 235,000 $6,436,650
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,240,331 $6,224,731
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $532,234
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,871,981
Valmont Industries, Inc., 6.625%, 4/20/20 1,810,000 $2,194,371
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 1,938,000 $2,024,458
Verizon Communications, Inc., 5.15%, 9/15/23 2,400,000 $2,773,906
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,549,016
Viacom, Inc., 5.25%, 4/1/44 3,200,000 $3,519,964
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,545,724
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $513,853
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $502,458
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,893,720
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $905,493
Wachovia Bank Commercial Mortgage Trust Series 2004-C15, 4.803%, 10/15/41 3,787,250 $1,043,146
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,396,510
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,337,615
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,713,500 $2,009,920
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 160,388 $160,388
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $146,780
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,789,448
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,821,592
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,224,109
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,087,964
Wells Fargo Commercial Mortgage Trust, 3.349%, 11/18/43 (144A) 3,900,000 $3,029,509
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $1,969,764
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,800,889
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 975,000 $591,800
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $254,128
Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34 7,975,000 $1,002,663
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $262,583
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 17,226,000 $1,010,740
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $591,143
Westgate Resorts 2012-2 LLC, 3.0%, 1/21/25 (144A) 2,300,000 $919,969
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $1,239,435
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,266,422
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $266,055
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $388,481
WideOpenWest Finance LLC, Term B Loan, 4/1/19 161,107 $161,510
Williams Partners LP, 4.3%, 3/4/24 3,605,000 $3,846,626
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,493,771
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,351,868
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,827,828
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,945 $239,520
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 670,166 $668,980

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.