Pioneer Bond Fund

Top 10 Portfolio Holdings as of 7/31/2014
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 $1,261,234
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,787,885
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,083,000 $1,214,032
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $458,181
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $715,415
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 5,250,000 $1,387,987
Aeroflex, Inc., Tranche B-1 Term Loan, 11/9/19 3,048,411 $3,060,477
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,644,196
Affinion Group, Inc., Tranche B Term Loan, 10/9/16 1,070,296 $1,063,049
Agilent Technologies, Inc., 6.5%, 11/1/17 5,366,000 $6,231,348
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $74,936
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,089,832
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,851,903
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,142,918 $1,144,705
Altair Re, Floating Rate Note, 4/30/16 (Cat Bond) 420,899 $525,871
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $645,649
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $512,302
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,829,416
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $455,563
Alternative Loan Trust 2004-2CB, 5.125%, 3/25/34 2,000,000 $90,761
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $399,708
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 5,426,539 $5,262,347
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,523,767
Altrl Flt% 30jun16 1,500,000 $1,561,950
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $510,716
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $435,367
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 600,000 $600,738
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $5,973,690
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $518,353
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $801,685
Amherst College, 3.794%, 11/1/42 525,000 $486,550
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 2,335,000 $2,422,057
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $2,015,438
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 503,819 $506,181
Arlington Flt% 01aug15 700,000 $710,500
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $568,877
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,244,000
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $3,971,312
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,497,440
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $515,877
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $258,813
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 1,865,000 $1,934,829
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,525,000 $4,045,711
AXA SA, 8.6%, 12/15/30 2,335,000 $3,166,234
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $743,525
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,636,078
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $814,858
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $838,678
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $1,027,040
Banc of America Alternative Loan Trust 2004-2, 6.0%, 3/25/34 6,010,000 $1,592,335
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/34 5,500,000 $704,433
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,678,692
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $856,726
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $567,165
Banc of America Large Loan Trust 2007-BMB1, Floating Rate Note, 8/15/29 (144A) 400,000 $400,205
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,218,576
Banc of America Mortgage 2003-H Trust, Floating Rate Note, 9/25/33 11,000,000 $669,755
Banc of America Mortgage 2003-I Trust, Floating Rate Note, 10/25/33 3,969,000 $866,345
Banc of America Mortgage 2005-H Trust, Floating Rate Note, 9/25/35 2,398,000 $502,696
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,154,240
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $100,132
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,178,877
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,001,062
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,215,667
Bank of Tokyo-Mitsubishi UFJ, Ltd. New York NY, 0.1%, 8/5/14 4,335,000 $4,334,994
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,990,190
Baylor University, 4.313%, 3/1/42 1,025,000 $1,014,064
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 $467,706
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $386,659
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,496,111
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,466,925
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 1,000,000 $377,848
BB&T Corp., 5.625% (Perpetual) 85,000 $2,002,600
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,480,375
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,388,999
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $360,679
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $417,118
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,881,171
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,715,000 $1,822,723
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,960,696
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 12,790,000 $1,065,120
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $841,173
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,731,801
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,949,728
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,136,655
Bear Stearns Commercial Mortgage Securities Trust 2002-TOP6, Floating Rate Note, 10/15/36 (144A) 1,600,000 $115,945
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,012,950
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $1,989,346
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,999,307
BioMed Realty LP, 4.25%, 7/15/22 900,000 $928,153
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 1,400,000 $1,569,979
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,833,969
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $254,343
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $886,442
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 500,000 $508,205
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,471,333
Bosphorus 1 Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $350,334
Bowdoin College, 4.693%, 7/1/12 1,000,000 $935,171
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 481,425 $483,597
BWAY Holding Co., Initial Term Loan, 8/6/17 418,625 $420,326
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,262,651
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,350,000 $1,400,596
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,537,179
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $743,016
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,581,858
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,868,278
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,361,999
Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18 1,900,000 $1,899,255
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,889,847
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,817,135
Carrington Mortgage Loan Trust Series 2005-NC1, Floating Rate Note, 2/26/35 810,000 $215,111
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $104,141
Catalent 1st Lien Tl-B L + 3.5% 08may21 899,887 $904,738
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,526,958
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,810,433
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,237,061
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,707,750 $1,673,443
Chemtura Corp., New Term Loan, 8/29/16 801,537 $803,876
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $400,376
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $403,424
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $626,499
Chrysler Group LLC, Term Loan B, 5/24/17 3,797,550 $3,803,467
CHS, 2017 Term E Loan, 1/25/17 597,145 $598,309
CHS, 2021 Term D Loan, 1/27/21 3,204,578 $3,216,595
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $520,430
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,940,338 $1,938,721
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 497,746 $498,679
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,614,558
Citicorp Residential Mortgage Trust Series 2006-1, 5.939%, 7/25/36 (Step) 2,791,000 $2,057,711
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $332,777
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,214,841
Citicorp Residential Mortgage Trust Series 2007-1, 5.892%, 3/25/37 (Step) 1,700,000 $1,410,958
Citigroup, Inc., Floating Rate Note (Perpetual) 2,000,000 $1,994,331
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,380,070
Citigroup, Inc., Floating Rate Note (Perpetual) 2,000,000 $2,042,293
Citigroup Capital XIII, Floating Rate Note, 10/30/40 116,000 $3,142,440
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $892,136
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 15,850,000 $2,971,307
Citigroup Mortgage Loan Trust 2006-HE1, Floating Rate Note, 1/25/36 1,840,000 $58,230
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $1,356,843
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $909,474
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $247,843
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $545,359
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 1,000,000 $1,001,845
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,943,553
Cme: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjmp14 0 $-589,845
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $462,057
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,455,695
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,436,215
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,910,250
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,285,823
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 1,800,000 $1,800,072
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 1,000,000 $1,011,050
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $857,605
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $464,303
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $906,244
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/10/44 4,000,000 $4,218,415
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/10/46 1,900,000 $1,872,402
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $3,629,441
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,141,287
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 329,000 $329,411
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 493,500 $494,419
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 300,000 $303,210
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 950,000 $962,850
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,698,253
Corporate Office Properties LP, 3.6%, 5/15/23 1,500,000 $1,447,313
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/34 1,400,000 $920,276
Countrywide Asset-Backed Certificates, Floating Rate Note, 2/25/36 10,124,000 $1,978,772
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,023,719
Credit-Based Asset Servicing and Securitization LLC, 5.57315%, 10/25/36 (Step) (144A) 700,000 $687,978
Credit-Based Asset Servicing and Securitization LLC, Floating Rate Note, 5/25/50 (144A) 3,750,000 $41,929
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,854,895
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $243,426
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $518,587
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $267,548
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,155,000 $1,777,123
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $573,353
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $636,453
Cronos Containers Program, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,515,471
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,341,863
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,895,938
CubeSmart LP, 4.8%, 7/15/22 730,000 $782,091
Cummins, Inc., 5.65%, 3/1/98 3,200,000 $3,683,055
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,159,943
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $759,491
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,587,095
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,344,309 $1,356,918
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,251,863 $1,251,456
Dartmouth Zero% 31dec14 1,700,000 $1,646,110
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 253,678 $253,610
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/10/44 (144A) 1,900,000 $2,138,627
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,812,367
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $3,876,431
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,381,527
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,525,464
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/15/26 (144A) 1,895,000 $1,895,087
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,611,589
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,297,805
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,820,976
DigitalGlobe, Inc., Term Loan, 1/31/20 1,303,500 $1,304,804
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $827,530
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 4,051,000 $4,174,627
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $740,731
DynCorp International, Inc., Term Loan, 7/7/16 493,569 $496,036
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $267,738
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $1,011,280
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $852,491
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,812,670
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,185,307
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $257,187
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 650,000 $670,150
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,818,428
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,809,214
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,125,945
EnLink Midstream Partners LP, 4.4%, 4/1/24 1,340,000 $1,422,413
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,535,820
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $2,035,688
EQT Midstream Partners LP, 4.0%, 8/1/24 2,750,000 $2,717,415
Expedia, Inc., 5.95%, 8/15/20 800,000 $923,154
Export-Import Bank of Korea, 5.875%, 1/14/15 625,000 $641,002
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,100,417
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,099,392
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,477,993
Fannie Mae, 3.0%, 8/18/14 3,900,000 $4,026,181
Fannie Mae, 3.0%, 9/1/42 7,819,203 $6,995,498
Fannie Mae, 3.5%, 11/1/42 380,000 $357,025
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,460,130
Fannie Mae, 3.5%, 12/1/42 1,000,000 $944,229
Fannie Mae, 3.5%, 12/1/42 1,015,373 $853,141
Fannie Mae, 3.5%, 2/1/44 18,215,601 $18,385,644
Fannie Mae, 3.5%, 6/1/28 5,531,277 $5,076,437
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,582,699
Fannie Mae, 3.5%, 8/18/14 3,800,000 $4,011,065
Fannie Mae, 4.0%, 1/1/42 1,821,298 $879,846
Fannie Mae, 4.0%, 1/1/42 2,000,000 $961,182
Fannie Mae, 4.0%, 1/1/44 273,906 $283,807
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,383,676
Fannie Mae, 4.0%, 12/1/41 5,950,000 $3,006,507
Fannie Mae, 4.0%, 12/1/42 142,828 $46,138
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,681,771
Fannie Mae, 4.0%, 2/1/42 24,300,000 $13,646,184
Fannie Mae, 4.0%, 2/1/43 2,000,000 $1,618,229
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,328,459
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,417,926
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,183,543
Fannie Mae, 4.0%, 4/1/42 1,100,000 $796,182
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,357,513
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,991,053
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,533,038
Fannie Mae, 4.0%, 7/1/18 675,000 $44,422
Fannie Mae, 4.0%, 7/1/42 624,000 $469,623
Fannie Mae, 4.0%, 7/1/44 800,000 $842,930
Fannie Mae, 4.0%, 8/12/14 30,000,000 $31,578,034
Fannie Mae, 4.5%, 1/1/42 11,834,581 $10,258,455
Fannie Mae, 4.5%, 1/1/42 23,783,862 $13,139,950
Fannie Mae, 4.5%, 10/1/35 3,754,694 $372,553
Fannie Mae, 4.5%, 10/1/35 3,754,911 $446,383
Fannie Mae, 4.5%, 11/1/20 6,500,000 $573,773
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,710,101
Fannie Mae, 4.5%, 11/1/43 800,000 $838,700
Fannie Mae, 4.5%, 11/1/43 430,000 $464,414
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,855,508
Fannie Mae, 4.5%, 12/1/43 900,000 $893,250
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,479,302
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,723,428
Fannie Mae, 4.5%, 5/1/41 454,433 $213,280
Fannie Mae, 4.5%, 5/1/41 17,795,568 $5,363,154
Fannie Mae, 4.5%, 7/1/41 750,000 $467,070
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,624,502
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,981,719
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,763,745
Fannie Mae, 4.5%, 8/12/14 35,000,000 $37,731,369
Fannie Mae, 5.0%, 1/1/20 4,159,304 $439,977
Fannie Mae, 5.0%, 10/1/20 4,036,945 $584,415
Fannie Mae, 5.0%, 12/1/17 499,951 $18,534
Fannie Mae, 5.0%, 2/1/20 700,000 $77,941
Fannie Mae, 5.0%, 2/1/22 450,000 $29,251
Fannie Mae, 5.0%, 2/1/22 7,621,650 $455,138
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,656,136
Fannie Mae, 5.0%, 4/1/39 2,924,816 $441,234
Fannie Mae, 5.0%, 5/1/23 4,380,644 $689,256
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,521,953
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,529,413
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,498,955
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,271,497
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,927,297
Fannie Mae, 5.0%, 8/12/14 30,000,000 $33,130,208
Fannie Mae, 5.5%, 12/1/17 12,031,696 $265,641
Fannie Mae, 5.5%, 2/1/18 2,100,000 $126,126
Fannie Mae, 5.5%, 3/1/25 2,500,000 $331,933
Fannie Mae, 5.5%, 3/1/36 5,005,809 $600,964
Fannie Mae, 5.5%, 5/1/36 4,000,000 $503,623
Fannie Mae, 5.5%, 6/1/33 1,148,000 $57,053
Fannie Mae, 5.5%, 6/1/36 6,000,000 $473,490
Fannie Mae, 5.5%, 7/1/23 1,010,000 $75,976
Fannie Mae, 5.5%, 7/1/33 3,800,000 $194,520
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,348,433
Fannie Mae, 5.5%, 9/1/17 3,705,000 $89,226
Fannie Mae, 5.5%, 9/1/19 7,000,000 $431,433
Fannie Mae, 6.0%, 1/1/29 60,204 $1,300
Fannie Mae, 6.0%, 1/1/32 183,200 $6,363
Fannie Mae, 6.0%, 10/1/32 4,502,006 $105,630
Fannie Mae, 6.0%, 10/1/34 389,152 $30,599
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,178
Fannie Mae, 6.0%, 11/1/33 400,765 $47,710
Fannie Mae, 6.0%, 11/1/34 271,485 $23,308
Fannie Mae, 6.0%, 12/1/35 8,000,000 $746,250
Fannie Mae, 6.0%, 2/1/32 2,379,023 $44,825
Fannie Mae, 6.0%, 2/1/33 2,200,000 $28,734
Fannie Mae, 6.0%, 2/1/35 180,000 $21,043
Fannie Mae, 6.0%, 2/1/35 62,166 $8,283
Fannie Mae, 6.0%, 3/1/32 450,000 $12,250
Fannie Mae, 6.0%, 3/1/33 3,500,000 $160,098
Fannie Mae, 6.0%, 3/1/33 230,257 $19,599
Fannie Mae, 6.0%, 4/1/33 4,000,000 $199,855
Fannie Mae, 6.0%, 4/1/35 4,000,000 $393,359
Fannie Mae, 6.0%, 5/1/35 1,799,482 $105,925
Fannie Mae, 6.0%, 6/1/16 4,000,000 $18,584
Fannie Mae, 6.0%, 6/1/38 2,250,000 $539,113
Fannie Mae, 6.0%, 7/1/33 7,500,000 $729,269
Fannie Mae, 6.0%, 7/1/33 10,874,932 $237,069
Fannie Mae, 6.0%, 7/1/38 974,925 $93,068
Fannie Mae, 6.0%, 8/1/32 315,000 $8,057
Fannie Mae, 6.0%, 8/1/34 3,757,089 $279,858
Fannie Mae, 6.0%, 9/1/29 124,691 $2,030
Fannie Mae, 6.0%, 9/1/32 65,856 $1,043
Fannie Mae, 6.0%, 9/1/34 352,132 $23,271
Fannie Mae, 6.0%, 9/1/34 408,807 $46,509
Fannie Mae, 6.0%, 9/1/34 6,273,165 $185,160
Fannie Mae, 6.0%, 9/1/34 2,000,000 $101,450
Fannie Mae, 6.5%, 1/1/15 145,737 $131
Fannie Mae, 6.5%, 1/1/31 1,000,000 $4,276
Fannie Mae, 6.5%, 10/1/31 1,000,100 $14,514
Fannie Mae, 6.5%, 10/1/32 2,811,012 $140,055
Fannie Mae, 6.5%, 11/1/37 2,222,350 $307,400
Fannie Mae, 6.5%, 12/1/31 3,300,000 $161,100
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,866
Fannie Mae, 6.5%, 2/1/33 2,000,000 $31,564
Fannie Mae, 6.5%, 3/1/32 3,500,000 $94,550
Fannie Mae, 6.5%, 4/1/31 500,000 $3,871
Fannie Mae, 6.5%, 5/1/31 1,960,805 $18,454
Fannie Mae, 6.5%, 6/1/31 2,750,000 $89,938
Fannie Mae, 6.5%, 7/1/29 500,000 $10,841
Fannie Mae, 6.5%, 7/1/34 1,095,000 $52,986
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,843
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,910
Fannie Mae, 6.5%, 9/1/31 2,000,000 $14,085
Fannie Mae, 7.0%, 1/1/32 1,701,763 $34,948
Fannie Mae, 7.0%, 12/1/30 499,950 $883
Fannie Mae, 7.0%, 12/1/30 525,099 $10,178
Fannie Mae, 7.0%, 12/1/31 1,198,074 $29,210
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,821
Fannie Mae, 7.0%, 7/1/21 500,000 $6,384
Fannie Mae, 7.0%, 9/1/31 2,000,000 $11,046
Fannie Mae, 7.0%, 9/1/31 2,000,000 $22,834
Fannie Mae, 7.5%, 8/1/20 250,000 $1,070
Fannie Mae, 8.0%, 10/1/30 155,531 $822
Fannie Mae, 8.0%, 2/1/29 240,000 $3,098
Fannie Mae, 8.0%, 3/1/31 1,495,060 $11,550
Fannie Mae, 8.0%, 4/1/20 215,000 $1,938
Fannie Mae, 8.0%, 4/1/30 150,000 $799
Fannie Mae, 8.0%, 5/1/31 45,000 $419
Fannie Mae, 8.0%, 7/1/30 100,000 $617
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,218,331
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,516,018
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,311,114
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $733,083
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $9,418,133
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,140,964
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,581,742
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,581,740
Federal Home Loan Mortgage Corp., 4.162%, 9/26/44 (144A) 1,250,000 $1,296,534
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $566,549
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $6,507,103
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $603,163
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $314,651
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $9,895,416
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $4,077,671
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,456,996
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $722,168
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $30,380
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $41,815
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $789,589
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $758,207
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $45,519
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $235,161
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $80,351
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $350,925
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $384,790
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $467,795
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $91,353
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $98,500
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $57,254
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $36,126
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $42,947
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $141,141
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $182,355
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $84,479
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $114,229
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $11,058
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $307,469
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,681
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $17,247
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $69,842
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $685,649
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $84,278
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $260,973
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $841,486
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $163,240
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,381
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $226,797
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $241,964
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $200
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $378
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $545
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $62,399
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 $171,534
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,235
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,443
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $605
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,569
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,480
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 100,010 $186
Federal Home Loan Mortgage Corp., 6.5%, 6/1/32 39,022 $319
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $21,713
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,477
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,048
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $5,039
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $117,551
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $305,241
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $481,620
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $215,143
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,433,078 $1,434,153
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,725,761
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $4,563
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $938,426
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $1,161,050
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $153,518
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,332,812
Fifth Third Bancorp, Floating Rate Note (Perpetual) 22,050 $593,366
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,792,033 $57,933
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $458,604
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $428,915
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,200,007
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $2,029,600
Flextronics International, Ltd., 10/1/14 0 $0
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 1,050,000 $1,065,173
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $643,875
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $94,616
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,858,848
FREMF Mortgage Trust 2010-K7, 5.435%, 4/25/20 (144A) 850,000 $953,260
FREMF Mortgage Trust 2010-K8, 5.238%, 9/25/43 (144A) 600,000 $664,041
FREMF Mortgage Trust 2010-K9 REMICS, 5.192%, 9/25/45 (144A) 890,000 $982,834
FREMF Mortgage Trust 2011-K10 , 4.615%, 11/25/49 (144A) 1,500,000 $1,614,515
FREMF Mortgage Trust 2011-K701, 4.286%, 7/25/48 (144A) 5,000,000 $5,280,063
FREMF Mortgage Trust 2011-K702, 4.77%, 4/25/44 (144A) 1,750,000 $1,881,602
FREMF Mortgage Trust 2011-K703, 4.884%, 7/25/44 (144A) 1,250,000 $1,348,991
FREMF Mortgage Trust 2012-K501, 3.486%, 11/25/46 (144A) 650,000 $669,882
FREMF Mortgage Trust 2012-K710, 3.819%, 6/25/47 (144A) 858,000 $888,430
FREMF Mortgage Trust 2013-K502, 3.197%, 3/25/45 (144A) 900,000 $907,225
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,229,673
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,466,608
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,500,067
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,840,084 $2,239,470
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 3,115,635 $1,415,354
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,662,831
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,664,723
General Electric Capital Corp., Floating Rate Note (Perpetual) 1,800,000 $2,122,388
Ginnie Mae I pool, 4.0%, 10/15/41 23,000,000 $24,416,106
Ginnie Mae I pool, 4.5%, 9/15/39 8,000,000 $8,689,250
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,180,487
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 1,221,649 $1,224,703
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $988,360
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 19,275,000 $1,966,692
Global SC Finance II SRL, 4.11%, 7/19/27 (144A) 1,000,000 $802,114
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,036,197
GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust, 4.864%, 12/10/41 3,375,000 $3,408,964
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,412,421
Goldcorp, Inc., 3.7%, 3/15/23 1,650,000 $1,644,800
Gold Fields Orogen Holding BVI, Ltd., 4.875%, 10/7/20 (144A) 5,000,000 $4,602,188
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,808,480
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $312,669
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $802,722
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $891,499
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $586,295
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $891,294
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $1,000,878
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $792,794
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $530,391
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $325,242
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $285,669
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $61,968
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,917
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $184,822
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $322,606
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $39,505
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $310,259
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $130,403
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $928,395
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,958,621
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $355,705
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $67,179
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $618,937
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $180,943
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $181,167
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $679,175
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $191,737
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $2,218
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $178,611
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $178,050
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $246,534
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $58,528
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $240,986
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $132,294
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $163,722
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $343,325
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $75,249
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $435,287
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $857,024
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $44,006
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $203,698
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $173,422
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $75,832
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,632
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $88,178
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,527
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $23,207
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,086
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $130,974
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $140,096
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $717,011
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $897,255
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $315,775
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $271,377
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $35,275
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,900
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $61,883
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $225,017
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $249,371
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $10,897
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $36,727
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $208,909
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $55,022
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $64,089
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $77,818
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $455,945
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $202,430
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $61,516
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $225,476
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $237,926
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $174,499
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $59,865
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $46,811
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $47,392
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,262
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $469,638
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $199,678
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $309,791
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $190,186
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $222,524
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $556,468
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $37,668
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $33,354
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $64,551
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $183,434
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $55,363
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $52,229
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $236,387
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $8,540
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $17,248
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $13,549
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $547,797
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $128,272
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $425,107
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $114,460
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $28,103
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $89,389
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $141,897
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $278,737
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,097,741
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,662
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $138,625
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,570
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $660,408
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $36,895
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $6,386
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $58,229
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,656
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $151,103
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $128,980
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $3,368
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $8,569
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $100,248
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $635,641
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,690
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $14,363
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $46,921
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $106,416
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $101,179
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $13,198
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $26,106
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,681
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $27,137
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $126,331
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $17,884
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,850
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $121,442
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $6,097
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $35,418
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $30,683
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,564
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $62,372
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $26,412
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $203,616
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,954
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,879
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $233,752
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $75,495
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $106,225
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $95,310
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $39,986
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,680
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,907
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,762
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $30,312
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $85,450
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,456
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,121
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,946
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,895
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $27,072
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $111,469
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $53,090
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,282
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $6,267
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,432
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $227,446
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,804
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,151
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $70,522
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,082
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,265
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,914
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,548
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $532,121
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $199,180
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $102,809
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $3,184,921
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $582,706
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $378,377
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $348,519
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,726
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,606
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $49,882
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $123,041
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $116,966
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,557
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,972,624
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 389,025 $387,779
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,185,467
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $775,469
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $584,168
GS Mortgage Securities Corp II, 3.682%, 2/10/46 (144A) 1,000,000 $1,001,766
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $975,097
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/10/45 1,250,000 $1,290,225
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,264,606
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,889,296
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 3,250,000 $736,979
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,483,497
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $886,755
GTP Acquisition Partners I LLC, 4.347%, 6/15/16 (144A) 3,355,000 $3,437,110
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $811,314
GTP Towers Issuer LLC, 4.436%, 2/15/15 (144A) 3,950,000 $4,026,466
Halliburton Co., 7.6%, 8/15/96 (144A) 1,300,000 $1,993,954
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 742,291 $742,365
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,780,161 $1,783,491
Health Care Real Estate Investment Trust, Inc., 4.5%, 1/15/24 1,000,000 $1,044,239
Healthcare Realty Trust, Inc., 6.5%, 1/17/17 0 $6,130
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $179,224
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,070,151
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1,300,000 $1,301,889
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,616,881
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $228,068
HOA Funding LLC, 4.846%, 8/20/44 (144A) 3,050,000 $3,050,000
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $550,418
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 556,253 $554,572
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $406,511
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,311,216
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,793,641
Hospitality Properties Trust, 5.0%, 8/15/22 1,930,000 $2,081,394
Houston Higher Education Finance Corp., 5.0%, 5/15/40 1,500,000 $1,693,478
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,708,433
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,854,087
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,078,975
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,412,323
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $254,344
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,260,337
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $679,226
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 900,000 $912,080
Ice: (Cdx.Na.Hy.22.V2) Usd 20jun19 Z91jjbdd5 0 $-623,998
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 1,391,000 $1,251,654
Immucor, Inc., Term B-2 Loan, 8/19/18 2,144,857 $2,156,922
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 9,913,800 $593,844
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $544,814
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 32,667,000 $2,276,083
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $703,764
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $2,084,543
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $427,477
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $1,169,988
IMS Health, Inc., Term B Dollar Loan, 3/17/21 456,097 $453,764
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,101,307
Intel Corp., 2.95%, 12/15/35 3,375,000 $4,328,503
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 750,547 $754,535
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,610,856
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,663,669
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $704,451
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $336,257
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,171,828
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $759,164
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $780,269
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,102,021
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,078,839
JPMorgan Chase & Co., 6.0%, 1/15/18 2,575,000 $2,927,012
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,963,690
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,015,000 $4,428,294
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 2,325,000 $2,228,454
JP Morgan Chase Commercial Mortgage Securities Corp., Floating Rate Note, 10/15/25 (144A) 2,800,000 $2,806,542
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $461,282
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,698,596
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,461,578
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 900,000 $926,182
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,368,000 $1,388,318
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/15/28 (144A) 1,500,000 $1,507,290
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $1,110,594
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,412,586
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $1,007,448
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $2,108,400
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $231,361
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,151,801
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 15,340,288 $1,006,313
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,883,076
JP Morgan Mortgage Trust 2005-A4, Floating Rate Note, 7/25/35 2,200,000 $347,790
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 6,600,000 $5,075,291
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,853,842
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $989,010
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $10,220,912
Kane Flt% 12jun15 1,600,000 $1,429,600
Kane-Pi5 Zero% 18jul16 1,004,000 $1,045,264
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,950,000 $1,960,316
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $349,151
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,768,791
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $2,095,042
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,601,910
KLA-Tencor Corp., 6.9%, 5/1/18 3,100,000 $3,660,620
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,320,511
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $552,069
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,399,578
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $212,245
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 1,000,000 $1,023,548
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 2,255,000 $2,319,706
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,333,729
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,211,533
Lear Corp., 11/9/14 247 $46,632
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,496,133
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,710,128
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 4/15/40 2,450,000 $378,744
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 11,253,656 $1,662,883
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $485,460
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $318,969
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,184,651
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,414,313 $1,416,080
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,888,795
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $256,575
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 1,200,000 $1,219,587
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,036,437
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,735,941
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $1,421,575
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $982,604
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,082,624
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $1,114,895
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,044,693
Masco Corp., 5.95%, 3/15/22 825,000 $932,232
Masco Corp., 7.125%, 3/15/20 4,260,000 $5,109,515
Massachusetts Development Finance Agency, 5.0%, 10/15/40 1,200,000 $1,392,867
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $359,993
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $612,280
Massachusetts Health & Educational Facilities Authority, 5.5%, 11/15/36 6,500,000 $7,659,217
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,898,946
Massachusetts Health & Educational Facilities Authority, 6.0%, 7/1/36 1,000,000 $1,184,120
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,387,775
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $977,124
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $890,147
MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15 13,000,000 $14,088
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,305,080
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 12,000,000 $829,913
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,863,536
Merna Reinsurance V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,002,378
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $275,564
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,450,791
MetLife, Inc., 10.75%, 8/1/69 0 $221,988
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $393,533
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $765,822
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $815,400
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,382,941
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,683,326
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,767,196
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 5,250,000 $3,195,202
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,156,280
Morgan Stanley, 4.875%, 11/1/22 300,000 $323,079
Morgan Stanley, 5.5%, 1/26/20 3,135,000 $3,549,550
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 5,102,000 $5,087,960
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,000,000 $643,116
Morgan Stanley Capital I Trust 2004-HQ4 REMICS, 4.97%, 4/14/40 4,191,937 $740,839
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,484,740
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,076,367
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $3,072,371
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,763,273
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $596,625
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,000,000 $798,307
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $666,348
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 500,000 $526,559
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 750,000 $786,759
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 500,000 $531,339
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,447,511
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,311,386
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $358,538
Nationstar Mortgage Loan Trust 2013-A, Floating Rate Note, 12/25/52 (144A) 1,100,000 $948,729
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $861,321
NCR Corp., 4.625%, 2/15/21 2,100,000 $2,113,285
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,097,863
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $908,679
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,518,563
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,134,420
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,065,391
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 1,900,000 $1,908,689
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,767,368
New York State Dormitory Authority, 5.0%, 7/1/40 1,600,000 $1,818,539
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,751,363
Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A) 790,000 $805,215
Nomura Resecuritization Trust 2011-3R, Floating Rate Note, 7/26/37 (144A) 0 $142
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,732,935
North American Development Bank, 2.3%, 10/10/18 643,000 $653,798
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/25/29 (144A) 2,951,282 $2,081,163
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,329,200 $1,318,296
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,705,075
NSG Holdings LLC, 7.75%, 12/15/25 (144A) 1,016,000 $1,107,341
NSG Holdings LLC, New Term Loan, 12/11/19 784,624 $785,604
Nuance Communications, Inc., Term C Loan, 8/7/19 372,623 $368,897
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,289,242
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,934,275
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 (144A) 3,945,000 $4,131,401
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,036,269
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 3,650,000 $443,846
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $679,488
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $1,427,671
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $635,985
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $432,640
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $287,032
Oxford Finance Funding Trust 2012-1, 3.9%, 3/15/17 (144A) 750,000 $87,461
Pangaea Zero% 01jul18 2,000,000 $2,037,200
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,620,115
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,708,331
Permanent University Fund, 5.0%, 7/1/30 800,000 $960,389
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 775,712 $776,645
PFS Financing Corp., Floating Rate Note, 10/17/16 (144A) 526,376 $526,661
PHH Mortgage Capital LLC, 6.6%, 12/25/27 (Step) (144A) 4,250,000 $420,464
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,423,172
Pilot Travel Centers LLC, Refinancing Tranche B Term Loan, 3/30/18 1,427,912 $1,432,660
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 866,277 $869,071
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,627
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,817,613
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,648,387
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $620,478
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,379,585
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $3,890,080
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,455,741
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,450,247
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 800,000 $589,398
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,265,204
Progreso Receivables Funding I LLC, 4.0%, 7/9/18 (144A) 1,500,000 $1,515,083
Protective Life Corp., 7.375%, 10/15/19 4,250,000 $5,338,103
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,202,217
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,615,781
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,635,068
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,988,450
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,272,563
PVH Corp., Tranche B Term Loan, 2/13/20 518,107 $521,919
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,101,253
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $508,425
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 900,000 $933,960
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $257,494
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $255,379
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $439,295
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $1,109,826
RALI Series 2003-QS11 Trust, Floating Rate Note, 6/25/33 10,450,000 $1,032,847
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $1,018,694
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $528,215
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $2,286,725
RALI Series 2004-QS16 Trust, 5.5%, 12/25/34 12,000,000 $823,074
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,313,634
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $777,174
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $284,202
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $491,174
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,605,478
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $764,158
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,177,650
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,876,440
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $304,743
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $874,516
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $263,922
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $495,606
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $1,020,250
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $1,064,108
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,205,233
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,098,938
Rowan Companies, Inc., 4.75%, 1/15/24 4,460,000 $4,663,292
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,665,299 $1,668,205
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 800,000 $791,520
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,199,297
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,250,056
Santander Bank NA, 8.75%, 5/30/18 4,080,000 $4,979,784
Santander Drive Auto Receivables Trust 2011-2, 2.66%, 1/15/16 1,350,000 $25,911
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,487,955
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $872,454
Santander Holdings USA, Inc. Pennsylvania, 3.0%, 9/24/15 2,000,000 $2,071,321
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $1,160,057
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,346,931
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,511,600
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,599,605
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,344,879
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 48,555,000 $3,043,560
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 27,000,000 $1,293,092
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,099,873
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $1,031,275
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,409,254
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/25/43 2,300,000 $2,027,450
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,691,505
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 891,000 $799,721
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $797,959
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,067,314
Ship Midco, Ltd., Facility B2A-II, 11/29/19 999,288 $1,009,031
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,566,124
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $295,514
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/17/31 (144A) 2,500,000 $2,500,000
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $291,450
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $4,995,868
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,093,621
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 2,110,000 $2,239,688
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $903,581
SNAAC Auto Receivables Trust, 3.11%, 6/15/17 (144A) 1,400,000 $539,448
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $570,987
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,455,750
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,864,933
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,717,856
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 635,375 $632,913
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $297,032
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 200,000 $205,939
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,823,544
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 1,200,000 $1,198,677
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 750,000 $758,271
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,762,796
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 609,421 $613,040
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,526,021
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 1,300,000 $1,286,201
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 1,750,000 $1,908,326
State of Washington, 3.0%, 7/1/28 560,000 $558,096
State Street Corp., Floating Rate Note, 12/31/73 54,200 $1,396,734
STORE Master Funding LLC, 4.16%, 3/20/43 (144A) 300,000 $299,246
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,226,136
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 2,680,000 $654,358
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $435,542
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,413,373
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $4,588,419
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,119,070
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $219,941
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $842,627
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,464,651
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $884,379
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $778,160
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $264,928
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $957,226
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 1,500,000 $1,549,330
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,591,815
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,082,160
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $688,456
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $312,095
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 647,771 $634,816
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,274,808
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,108,720
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $749,749
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.60279%, 9/25/36 (Step) 14,000,000 $2,931,546
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,292,691
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,129,967
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,240,005
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,179,588
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,679,501
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,034,442
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,093,104
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,159,531
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,934,576
The Goldman Sachs Group, Inc., 5.5%, 11/15/14 2,000,000 $2,052,064
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,190,000 $4,226,663
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $853,458
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,420,295
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,317,814
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,320,000 $1,515,855
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,586,080
The University of Texas System, 5.0%, 8/15/43 525,000 $600,451
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,983,545
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $853,765
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 10,175,000 $779,884
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/44 32,426,000 $3,141,753
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $944,870
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 828,179 $829,991
TimberStar Trust 1, 5.7467%, 10/15/36 (144A) 1,435,000 $1,559,997
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,861,632
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $4,984,777
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $250,470
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,167,272
Triton Container Finance LLC, 4.21%, 5/14/27 (144A) 1,415,000 $1,111,569
Tronox Pigments BV, New Term Loan, 3/19/20 772,669 $773,715
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 765,000 $754,304
Tufts University, 5.017%, 4/15/12 3,550,000 $3,652,759
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,454,637
U.S. Treasury Bonds, 2.875%, 5/15/43 10,375,000 $9,595,254
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $1,963,209
U.S. Treasury Bonds, 4.25%, 5/15/39 7,620,000 $9,045,955
U.S. Treasury Bonds, 4.375%, 11/15/39 1,365,000 $1,652,790
U.S. Treasury Bonds, 4.375%, 2/15/38 4,650,000 $5,660,045
U.S. Treasury Bonds, 4.375%, 5/15/40 2,000,000 $2,425,422
U.S. Treasury Bonds, 4.5%, 5/15/38 8,435,000 $10,364,566
U.S. Treasury Bonds, 4.5%, 8/15/39 9,068,000 $11,276,708
U.S. Treasury Bonds, 4.625%, 2/15/40 4,000,000 $5,075,345
U.S. Treasury Bonds, 5.375%, 2/15/31 4,000,000 $5,346,061
U.S. Treasury Floating Rate Note, 0.099%, 7/31/16 8,625,000 $8,612,793
U.S. Treasury Notes, 2.75%, 2/15/24 6,000,000 $6,188,619
UBS AG, 7.625%, 8/17/22 700,000 $856,579
Unison Ground Lease Funding LLC, 2.981%, 3/16/20 (144A) 1,500,000 $1,508,084
Universal Health Services, Inc., Tranche B-1 Term Loan, 11/15/16 704,687 $706,009
University of California, 3.38%, 5/15/28 2,600,000 $2,529,346
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,277,434 $2,266,046
Unum Group, 5.75%, 8/15/42 1,080,000 $1,284,450
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,540,708
US Bancorp, Floating Rate Note (Perpetual) 235,000 $6,422,550
US Bancorp, Floating Rate Note (Perpetual) 64,000 $1,815,040
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,240,331 $6,249,430
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $533,129
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,855,918
Valmont Industries, Inc., 6.625%, 4/20/20 1,810,000 $2,170,155
Verizon Communications, Inc., 6.55%, 9/15/43 3,460,000 $4,430,860
Viacom, Inc., 5.25%, 4/1/44 3,200,000 $3,421,509
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,525,781
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $511,946
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $499,653
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,982,849
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $1,019,084
Wachovia Bank Commercial Mortgage Trust Series 2004-C15, 4.803%, 10/15/41 3,787,250 $1,615,368
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,405,376
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,374,765
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,713,500 $2,046,328
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 160,388 $160,588
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $143,678
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,769,232
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,788,100
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,222,897
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,078,475
Wells Fargo Commercial Mortgage Trust, 3.349%, 11/15/43 (144A) 3,900,000 $3,053,837
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $1,957,023
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,803,498
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $256,572
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 975,000 $623,947
Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34 7,975,000 $1,016,368
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $272,811
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 17,226,000 $1,044,120
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $591,881
Westgate Resorts 2012-2 LLC, 3.0%, 1/21/25 (144A) 2,300,000 $970,607
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $1,281,721
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,308,902
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $277,729
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $386,777
WideOpenWest Finance LLC, Term B Loan, 4/1/19 161,107 $161,850
Williams Partners LP, 4.3%, 3/4/24 3,605,000 $3,798,316
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,487,145
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,302,109
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,797,021
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,945 $239,620
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 670,166 $669,259

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.