Pioneer Bond Fund

Top 10 Portfolio Holdings as of 10/31/2014
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 $1,007,153
A10 Term Asset Financing 2013-2 LLC, 2.62%, 11/15/27 (144A) 2,794,000 $2,808,714
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,083,000 $1,177,106
ACE Securities Corp Manufactured Housing Trust Series 2003-MH1, Floating Rate Note, 8/15/30 (144A) 2,800,000 $370,793
Activision Blizzard, Inc., 6.125%, 9/15/23 (144A) 650,000 $708,712
Activision Blizzard, Inc., Term Loan, 7/26/20 300,000 $300,094
Aegis Asset Backed Securities Trust 2005-5, Floating Rate Note, 12/25/35 5,250,000 $1,342,006
Affiliated Managers Group, Inc., 4.25%, 2/15/24 2,525,000 $2,639,691
Affinion Group, Inc., Tranche B Term Loan, 4/30/18 1,067,613 $1,037,809
Agilent Technologies, Inc., 6.5%, 11/1/17 894,000 $1,059,660
Air Canada 2013-1 Class A Pass Through Trust, 4.125%, 11/15/26 (144A) 5,000,000 $4,940,993
Aircastle, Ltd., 6.75%, 4/15/17 2,800,000 $3,004,400
Alexandria Real Estate Equities, Inc., 2.75%, 1/15/20 75,000 $75,377
Alexandria Real Estate Equities, Inc., 3.9%, 6/15/23 1,093,000 $1,114,152
Alexandria Real Estate Equities, Inc., 4.6%, 4/1/22 2,670,000 $2,826,695
Allison Transmission, Inc., Term B-3 Loan, 8/23/19 1,140,047 $1,132,921
Ally Financial, Inc., 5.125%, 9/30/24 5,050,000 $5,276,310
Alta Wind Holdings LLC, 7.0%, 6/30/35 (144A) 700,000 $683,792
Alternative Loan Trust 2003-14T1, Floating Rate Note, 8/25/18 11,900,000 $485,455
Alternative Loan Trust 2003-21T1, 5.75%, 12/25/33 4,205,000 $1,783,526
Alternative Loan Trust 2003-J1, 4.75%, 10/25/33 9,200,000 $416,543
Alternative Loan Trust 2004-4CB, 4.25%, 4/25/34 8,370,000 $323,915
Alternative Loan Trust 2005-J4, Floating Rate Note, 7/25/35 5,426,539 $5,279,123
Alterra Finance LLC, 6.25%, 9/30/20 3,000,000 $3,499,644
Altice Financing SA, 7.875%, 12/15/19 (144A) 1,675,000 $1,835,800
Altrl Flt% 30jun16 1,500,000 $1,611,900
American Credit Acceptance Receivables Trust, 1.64%, 11/15/16 (144A) 2,350,000 $321,380
American Credit Acceptance Receivables Trust 2012-2, 4.05%, 2/15/18 (144A) 428,000 $433,355
American Homes 4 Rent 2014-SFR1, Floating Rate Note, 6/19/31 (144A) 600,000 $583,644
American Honda Finance Corp., 1.2%, 7/14/17 5,985,000 $6,000,048
AmeriCredit Automobile Receivables Trust 2011-3, 4.04%, 7/10/17 500,000 $515,693
AmeriCredit Automobile Receivables Trust 2013-1, 1.57%, 1/8/19 800,000 $801,823
Amherst College, 3.794%, 11/1/42 525,000 $509,647
Amphenol Corp., 3.125%, 9/15/21 3,675,000 $3,716,107
AngloGold Ashanti Holdings Plc, 5.375%, 4/15/20 2,335,000 $2,313,053
Applebee's/IHOP Funding LLC, 4.277%, 9/5/44 (144A) 2,600,000 $2,600,346
Approach Resources, Inc., 7.0%, 6/15/21 1,500,000 $1,419,667
Aquarius + Investments Plc for Swiss Reinsurance Co, Ltd., Floating Rate Note, 9/1/24 1,800,000 $1,895,625
Ardent Medical Services, Inc., Term Loan (First Lien), 7/2/18 502,444 $504,328
Arlington Flt% 01aug15 700,000 $729,540
Asciano Finance, Ltd., 4.625%, 9/23/20 (144A) 529,000 $565,606
Aspen Insurance Holdings, Ltd., Floating Rate Note (Perpetual) 50,000 $1,293,500
Assurant, Inc., 4.0%, 3/15/23 3,900,000 $3,994,852
Astoria Financial Corp., 5.0%, 6/19/17 2,300,000 $2,510,747
Atlas IX Capital, Ltd., Floating Rate Note, 1/17/19 (Cat Bond) (144A) 500,000 $507,277
Atlas Reinsurance VII, Ltd., Floating Rate Note, 1/7/16 (Cat Bond) (144A) 250,000 $261,164
Australia & New Zealand Banking Group, Ltd., 4.5%, 3/19/24 (144A) 5,215,000 $5,350,199
Aviation Capital Group Corp., 6.75%, 4/6/21 (144A) 3,525,000 $4,035,023
AXA SA, 8.6%, 12/15/30 2,335,000 $3,219,355
Banc of America Alternative Loan Trust 2003-2, 5.75%, 4/25/33 6,525,000 $701,344
Banc of America Alternative Loan Trust 2003-7, 5.5%, 9/25/33 7,600,000 $1,563,469
Banc of America Alternative Loan Trust 2004-10, 5.5%, 11/25/19 5,500,000 $770,801
Banc of America Alternative Loan Trust 2004-12, 5.5%, 1/25/20 6,780,000 $777,737
Banc of America Alternative Loan Trust 2004-2, 5.5%, 3/25/19 8,048,483 $956,628
Banc of America Alternative Loan Trust 2004-4, 5.25%, 5/25/19 5,500,000 $657,506
Banc of America Alternative Loan Trust 2004-6, 5.0%, 7/25/19 10,861,500 $1,581,340
Banc of America Commercial Mortgage Trust 2006-1, Floating Rate Note, 9/10/45 3,660,000 $3,812,577
Banc of America Funding 2003-3 Trust, 5.5%, 10/25/33 3,903,805 $811,543
Banc of America Funding 2010-R4 Trust REMICS, Floating Rate Note, 8/26/36 (144A) 3,200,000 $438,770
Banc of America Mortgage 2003-F Trust, Floating Rate Note, 7/25/33 24,092,878 $1,114,640
Banc of America Mortgage Trust 2004-11, 5.75%, 1/25/35 11,116,000 $1,072,181
Banc of America Mortgage Trust 2004-7, 4.5%, 8/25/19 1,241,000 $92,614
Banc of America Mortgage Trust 2004-9, 5.5%, 11/25/34 2,350,000 $1,140,784
Bank of America Corp., 4.2%, 8/26/24 1,150,000 $1,166,956
Bank of America Corp., 7.75%, 5/14/38 4,350,000 $6,172,478
Bank of America Corp., 7.75%, 8/15/15 1,100,000 $1,177,121
Bank of America Corp., Floating Rate Note, 10/23/49 3,150,000 $3,241,175
Bank of America Corp., Floating Rate Note, 9/29/49 2,350,000 $2,369,910
Barclays Bank Plc, 6.05%, 12/4/17 (144A) 3,515,000 $3,981,258
Baylor University, 4.313%, 3/1/42 1,025,000 $1,035,269
Baytex Energy Corp., 5.125%, 6/1/21 (144A) 1,290,000 $1,284,379
Bayview Commercial Asset Trust 2007-2, 0.0%, 7/25/37 (Step) (144A) 21,000,000 $0
Bayview Commercial Asset Trust 2007-4, 3.515649%, 9/25/37 (Step) (144A) 13,200,000 $345,112
Bayview Financial Mortgage Pass-Through Trust 2005-C, Floating Rate Note, 6/28/44 400,000 $397,455
Bayview Financial Mortgage Pass-Through Trust 2006-A, 5.865%, 2/28/41 (Step) 1,462,628 $1,510,158
Bayview Financial Mortgage Pass-Through Trust Series 2005-B, Floating Rate Note, 4/28/39 1,486,142 $1,469,773
Bayview Opportunity Master Fund Trust, Floating Rate Note, 1/28/33 (144A) 1,000,000 $295,767
BB&T Corp., 5.625% (Perpetual) 85,000 $2,068,900
BBVA Bancomer SA Texas, 4.375%, 4/10/24 (144A) 2,400,000 $2,454,125
BBVA Bancomer SA Texas, 6.5%, 3/10/21 (144A) 3,815,000 $4,269,780
BCMSC Trust 1998-A, 6.65%, 4/15/28 10,000,000 $247,403
Beacon Container Finance LLC, 3.72%, 9/20/27 (144A) 500,000 $399,305
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 14,000,000 $1,805,171
Bear Stearns ALT-A Trust 2004-12, Floating Rate Note, 1/25/35 20,675,000 $2,469,940
Bear Stearns ALT-A Trust 2004-4, Floating Rate Note, 6/25/34 34,555,000 $2,830,397
Bear Stearns ALT-A Trust 2005-1, Floating Rate Note, 1/25/35 13,520,000 $1,089,265
Bear Stearns ARM Trust 2003-5, Floating Rate Note, 8/25/33 10,580,000 $809,115
Bear Stearns ARM Trust 2003-6, Floating Rate Note, 8/25/33 69,274,000 $3,671,756
Bear Stearns Asset Backed Securities I Trust 2005-FR1, Floating Rate Note, 6/25/35 4,920,000 $1,786,819
Bear Stearns Asset Backed Securities Trust 2006-SD2, Floating Rate Note, 6/25/36 1,949,000 $1,065,311
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR7, Floating Rate Note, 2/11/41 1,000,000 $1,008,768
Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22, Floating Rate Note, 4/12/38 2,600,000 $2,600,614
Bed Bath & Beyond, Inc., 3.749%, 8/1/24 2,000,000 $2,030,999
Bella Vista Mortgage Trust 2004-1, Floating Rate Note, 11/20/34 66,102,000 $1,851,034
BioMed Realty LP, 4.25%, 7/15/22 900,000 $939,073
Blackstone Holdings Finance Co LLC, 4.75%, 2/15/23 (144A) 4,200,000 $4,613,254
Blackstone Holdings Finance Co LLC, 5.0%, 6/15/44 (144A) 1,725,000 $1,882,448
BLCP Hotel Trust 2014-CLRN, Floating Rate Note, 8/15/29 (144A) 2,210,000 $2,214,228
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 850,000 $883,721
Blue Danube, Ltd., Floating Rate Note, 4/10/15 (Cat Bond) (144A) 250,000 $254,242
Blue Danube II, Ltd., Floating Rate Note, 5/23/16 (Cat Bond) (144A) 500,000 $513,386
BM&FBovespa SA, 5.5%, 7/16/20 (144A) 3,200,000 $3,483,333
Bombardier, Inc., 4.75%, 4/15/19 (144A) 1,960,000 $2,018,038
Bosphorus Re, Ltd., Floating Rate Note, 5/3/16 (Cat Bond) (144A) 350,000 $350,859
Bowdoin College, 4.693%, 7/1/12 1,000,000 $992,762
Brocade Communications Systems, Inc., 4.625%, 1/15/23 2,860,000 $2,827,448
Brown & Brown, Inc., 4.2%, 9/15/24 5,000,000 $5,048,693
Buckeye Partners LP, 4.15%, 7/1/23 5,425,000 $5,526,829
Burger King Corp., Tranche B Term Loan (2012), 9/28/19 480,200 $480,048
Burger King Corp 1st Lien Tl-B L + 3.5% 25sep21 480,000 $480,367
Bway Holding Co 1st Lien Tl-B L + 4.5% 08aug20 199,500 $200,498
Caelus Re, Ltd., Floating Rate Note, 3/7/16 (Cat Bond) (144A) 1,250,000 $1,287,958
Caelus Re 2013, Ltd., Floating Rate Note, 4/7/20 (Cat Bond) (144A) 1,350,000 $1,438,815
California Educational Facilities Authority, 5.0%, 6/1/43 1,980,000 $2,649,801
California Republic Auto Receivables Trust 2012-1, 1.18%, 8/15/17 (144A) 2,126,000 $582,045
California Statewide Communities Development Authority, 6.0%, 8/15/42 2,925,000 $3,573,609
Canadian Natural Resources, Ltd., 6.5%, 2/15/37 2,230,000 $2,758,033
Cantor Fitzgerald LP, 7.875%, 10/15/19 (144A) 2,980,000 $3,294,628
Capital Automotive Real Estate Investment Trust, 3.66%, 10/15/44 (144A) 3,000,000 $3,057,075
Capital Auto Receivables Asset Trust/ Ally, 1.74%, 10/22/18 1,900,000 $1,905,642
Capital One Bank USA NA, 8.8%, 7/15/19 1,465,000 $1,886,381
Capital One Financial Corp., 3.75%, 4/24/24 3,250,000 $3,293,541
Cardtronics, Inc., 5.125%, 8/1/22 (144A) 3,000,000 $3,024,719
Carlyle Holdings II Finance LLC, 5.625%, 3/30/43 (144A) 5,930,000 $6,732,227
Carrington Mortgage Loan Trust Series 2005-NC4, Floating Rate Note, 9/25/35 725,000 $92,782
Catalent 1st Lien Tl-B L + 3.5% 08may21 897,637 $897,798
Catholic Health Initiatives, 4.35%, 11/1/42 2,600,000 $2,568,168
CBS Corp., 3.7%, 8/15/24 6,125,000 $6,150,223
CEMEX Espana SA, 9.875%, 4/30/19 (144A) 3,328,000 $3,876,618
CF Industries, Inc., 5.15%, 3/15/34 4,845,000 $5,189,739
Charter Communications Operating LLC, Term F Loan, 12/31/20 1,703,438 $1,679,661
Chemtura Corp., New Term Loan, 8/29/16 801,537 $801,537
Chesapeake Funding LLC, Floating Rate Note, 3/4/26 400,000 $400,629
Chesapeake Funding LLC, Floating Rate Note, 5/7/24 (144A) 400,000 $402,310
CHL Mortgage Pass-Through Trust 2003-56, Floating Rate Note, 12/25/33 10,000,000 $557,328
Chrysler Group LLC, Term Loan B, 5/24/17 3,787,763 $3,771,979
CHS, 2017 Term E Loan, 1/25/17 595,644 $594,760
CHS, 2021 Term D Loan, 1/27/21 3,196,526 $3,203,520
Cincinnati Bell, Inc., 8.375%, 10/15/20 469,000 $504,748
Cincinnati Bell, Inc., Tranche B Term Loan, 9/10/20 1,935,450 $1,920,934
Cinedigm Digital Funding I LLC, Term Loan, 2/28/18 450,004 $450,004
Cisco Systems, Inc., 3.625%, 3/4/24 3,485,000 $3,617,885
Citicorp Residential Mortgage Trust Series 2006-2, 5.775%, 9/25/36 (Step) 600,000 $316,749
Citicorp Residential Mortgage Trust Series 2006-3, 5.703%, 11/25/36 (Step) 3,850,000 $2,112,678
Citigroup, Inc., Floating Rate Note (Perpetual) 2,295,000 $2,315,174
Citigroup, Inc., Floating Rate Note (Perpetual) 197,000 $5,330,820
Citigroup, Inc., Floating Rate Note (Perpetual) 2,000,000 $2,014,911
Citigroup Capital XIII, Floating Rate Note, 10/30/40 105,070 $2,796,963
Citigroup Commercial Mortgage Trust 2007-FL3, Floating Rate Note, 4/15/22 (144A) 1,682,691 $893,628
Citigroup Mortgage Loan Trust, Inc., 5.5%, 8/25/34 4,860,000 $1,309,843
Citigroup Mortgage Loan Trust, Inc. REMICS, Floating Rate Note, 8/25/34 15,850,000 $2,892,444
Citigroup Mortgage Loan Trust 2010-7 REMICS, Floating Rate Note, 9/25/37 (144A) 5,372,163 $1,064,302
Citigtoup Mortgage Loan Trust 2014-A, Floating Rate Note, 1/1/35 (144A) 1,000,000 $840,219
Citrus Re, Ltd., Floating Rate Note, 4/18/17 (Cat Bond) (144A) 250,000 $253,343
Citrus Re, Ltd., Floating Rate Note, 4/24/17 (Cat Bond) (144A) 550,000 $556,029
City Center Trust 2011-CCHP, Floating Rate Note, 7/15/28 (144A) 1,000,000 $1,000,996
CKE Restaurant Holdings, Inc., 4.474%, 3/20/43 (144A) 3,924,000 $3,925,751
Clearwater Paper Corp., 4.5%, 2/1/23 1,285,000 $1,267,331
Cme: (Cdx.Na.Hy.23.V1) Usd 20dec19 Z91mw60e6 19,200,000 $1,450,482
CNH Equipment Trust 2013-A, 0.69%, 6/15/18 1,200,000 $1,201,239
CNL Commercial Mortgage Loan Trust 2003-2, Floating Rate Note, 10/25/30 (144A) 5,000,000 $445,576
CNOOC Nexen Finance 2014 ULC, 4.25%, 4/30/24 5,275,000 $5,450,463
CoBank ACB, 7.875%, 4/16/18 (144A) 1,190,000 $1,412,492
CoBank ACB, Floating Rate Note (Perpetual) (144A) 28,000 $2,926,876
Colbun SA, 4.5%, 7/10/24 (144A) 4,300,000 $4,392,519
Colny14-1 2.5432% 20apr50 A 4,000,000 $4,000,000
Colony American Homes 2014-1, Floating Rate Note, 5/19/31 (144A) 1,800,000 $1,761,809
Combine Re, Ltd., Floating Rate Note, 1/7/15 (Cat Bond) (144A) 2,500,000 $2,516,884
COMM 2012-CCRE2 Mortgage Trust, 3.147%, 8/15/45 850,000 $865,542
COMM 2012-CCRE2 Mortgage Trust REMICS, 3.791%, 8/17/45 450,000 $466,773
COMM 2012-CCRE4 Mortgage Trust, 2.436%, 10/17/45 915,000 $911,994
COMM 2012-LC4 Mortgage Trust, 4.063%, 12/12/44 4,000,000 $4,231,627
COMM 2013-CCRE11 Mortgage Trust, Floating Rate Note, 10/10/46 (144A) 4,200,000 $4,552,303
COMM 2013-LC6 Mortgage Trust, 2.941%, 1/12/46 1,900,000 $1,892,101
Commercial Metals Co., 4.875%, 5/15/23 3,550,000 $3,541,051
Commercial Mortgage Pass Through Certificates, Floating Rate Note, 11/19/26 (144A) 4,000,000 $1,660,227
Commonwealth Edison Co., 6.15%, 9/15/17 980,000 $1,116,825
CommScope, Inc., Tranche 3 Term Loan, 1/21/17 328,171 $327,351
CommScope, Inc., Tranche 4 Term Loan, 1/14/18 492,257 $491,949
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 300,000 $305,745
Compass Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 950,000 $970,545
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.875%, 2/8/22 3,435,000 $3,648,849
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA Netherlands, 3.95%, 11/9/22 6,425,000 $6,652,286
Corporate Office Properties LP, 3.6%, 5/15/23 1,500,000 $1,469,283
Countrywide Asset-Backed Certificates, Floating Rate Note, 12/25/35 10,124,000 $1,974,756
County of Sweetwater Wyoming, 5.6%, 12/1/35 995,000 $1,037,649
Credit Agricole SA, Floating Rate Note, 12/31/64 (144A) 5,075,000 $4,991,329
Credit Suisse Commercial Mortgage Trust Series 2007-C1, 5.361%, 2/15/40 3,500,000 $2,569,651
Credit Suisse First Boston Mortgage Securities Corp., 5.5%, 6/25/33 1,000,000 $223,550
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 11/25/33 9,200,000 $492,749
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/17/40 5,025,000 $3,595,197
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 12/25/33 5,231,000 $205,009
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 2/15/38 2,155,000 $902,754
Credit Suisse First Boston Mortgage Securities Corp., Floating Rate Note, 6/25/34 4,049,418 $567,125
Crockett Cogeneration LP, 5.869%, 3/30/25 (144A) 1,010,000 $628,432
Cronos Containers Program I, Ltd., 3.81%, 9/18/27 (144A) 1,850,000 $1,467,140
Crown Americas Llc 1st Lien Tl-B L + 3.25% 20oct21 1,850,000 $1,858,865
Crown Castle Towers LLC, 4.883%, 8/15/20 (144A) 3,015,000 $3,333,876
Crown Castle Towers LLC, 6.113%, 1/15/20 (144A) 1,625,000 $1,881,883
CSMC Trust 2013-IVR2, Floating Rate Note, 4/25/43 (144A) 8,805,000 $7,376,208
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 3,790,000 $3,552,805
CSMC Trust 2013-IVR4, Floating Rate Note, 7/27/43 (144A) 2,860,000 $2,698,324
CSMC Trust 2014-WIN1, Floating Rate Note, 9/25/44 (144A) 6,225,000 $6,093,364
CubeSmart LP, 4.8%, 7/15/22 730,000 $796,088
Cummins, Inc., 5.65%, 3/1/98 3,200,000 $3,718,018
Cummins, Inc., 6.75%, 2/15/27 910,000 $1,169,930
CVS Health Corp., 2.25%, 8/12/19 650,000 $650,323
CVS Pass-Through Trust, 5.298%, 1/11/27 (144A) 1,200,000 $738,554
CVS Pass-Through Trust, 5.773%, 1/10/33 (144A) 1,555,000 $1,620,680
CWABS Asset-Backed Certificates Trust 2004-7, Floating Rate Note, 12/25/34 1,400,000 $810,055
DAE Aviation Holdings, Inc., Replacement Tranche B-1 Loan, 11/2/18 1,344,309 $1,346,412
Darling Ingredients, Inc., Term B USD Loan, 12/19/20 1,248,725 $1,242,076
Dartmouth Zero% 31dec14 1,700,000 $1,683,000
Davita Healthcare Partners Inc 1st Lien Tl-B L + 2.75% 19jun21 253,044 $250,988
DBUBS 2011-LC3 Mortgage Trust, Floating Rate Note, 8/12/44 (144A) 1,900,000 $2,142,857
DCP Midstream LLC, 9.75%, 3/15/19 (144A) 2,900,000 $3,745,795
DCP Midstream LLC, Floating Rate Note, 5/21/43 (144A) 3,950,000 $4,003,325
DCP Midstream Operating LP, 5.6%, 4/1/44 2,125,000 $2,354,478
DCT Industrial Operating Partnership LP, 4.5%, 10/15/23 1,475,000 $1,519,684
Del Coronado Trust 2013-DEL, Floating Rate Note, 3/16/26 (144A) 1,895,000 $1,895,748
Delphi Corp., 4.15%, 3/15/24 5,400,000 $5,568,862
Delphi Financial Group, Inc., 7.875%, 1/31/20 1,850,000 $2,239,766
Delphi Financial Group, Inc., Floating Rate Note, 5/15/37 153,800 $3,830,589
Diamond Offshore Drilling, Inc., 3.45%, 11/1/23 6,215,000 $5,985,151
DigitalGlobe, Inc., Term Loan, 1/31/20 1,300,200 $1,294,512
Digital Realty Trust LP, 5.875%, 2/1/20 725,000 $820,734
DIRECTV Holdings LLC, 3.8%, 3/15/22 6,200,000 $6,345,679
Domino's Pizza Master Issuer LLC, 5.216%, 1/25/42 (144A) 4,051,000 $4,135,030
Drug Royalty II LP 2, Floating Rate Note, 7/15/23 (144A) 750,000 $720,487
DynCorp International, Inc., Term Loan, 7/7/16 425,419 $424,993
East Lane Re V, Ltd., Floating Rate Note, 3/16/16 (Cat Bond) (144A) 250,000 $271,627
Eastman Chemical Co., 4.8%, 9/1/42 980,000 $983,236
Eaton Vance Corp., 6.5%, 10/2/17 733,000 $834,044
Electricite de France SA, 6.0%, 1/22/14 (144A) 4,250,000 $4,841,783
Electricite de France SA, Floating Rate Note (Perpetual) (144A) 2,150,000 $2,259,471
Embarcadero Reinsurance, Ltd., Floating Rate Note, 2/13/15 (Cat Bond) (144A) 250,000 $255,190
Embarcadero Reinsurance, Ltd., Floating Rate Note, 8/7/15 (Cat Bond) (144A) 650,000 $666,315
Enel Finance International NV, 5.125%, 10/7/19 (144A) 3,365,000 $3,748,000
Enel S.p.A., Floating Rate Note, 9/24/73 (144A) 2,320,000 $2,729,464
Energy Transfer Partners LP, Floating Rate Note, 11/1/66 1,200,000 $1,127,488
EnLink Midstream Partners LP, 4.4%, 4/1/24 6,315,000 $6,668,853
Ensco Plc, 4.5%, 10/1/24 4,725,000 $4,804,082
Enterprise Products Operating LLC, 3.9%, 2/15/24 5,310,000 $5,508,596
EP Energy LLC, 9.375%, 5/1/20 1,800,000 $2,050,875
EQT Midstream Partners LP, 4.0%, 8/1/24 5,100,000 $5,126,362
Expedia, Inc., 4.5%, 8/15/24 4,300,000 $4,303,483
Expedia, Inc., 5.95%, 8/15/20 800,000 $902,043
Export-Import Bank of Korea, 5.875%, 1/14/15 625,000 $642,267
Extended Stay America Trust 2013-ESH, Floating Rate Note, 12/5/31 (144A) 1,100,000 $1,098,283
Fannie Mae, 3.0%, 11/18/14 3,900,000 $4,050,252
Fannie Mae, 3.0%, 12/1/42 2,352,529 $2,108,977
Fannie Mae, 3.0%, 8/1/42 24,375,000 $22,540,519
Fannie Mae, 3.0%, 9/1/28 7,125,717 $6,660,706
Fannie Mae, 3.0%, 9/1/42 7,819,203 $7,088,409
Fannie Mae, 3.5%, 11/1/42 380,000 $360,802
Fannie Mae, 3.5%, 11/13/13 27,508,000 $28,477,070
Fannie Mae, 3.5%, 11/18/14 3,800,000 $4,021,217
Fannie Mae, 3.5%, 12/1/26 4,340,805 $2,328,119
Fannie Mae, 3.5%, 12/1/42 1,015,373 $864,181
Fannie Mae, 3.5%, 12/1/42 1,000,000 $939,720
Fannie Mae, 3.5%, 2/1/44 18,215,601 $18,456,948
Fannie Mae, 3.5%, 6/1/28 5,531,277 $5,015,707
Fannie Mae, 3.5%, 7/1/43 3,767,763 $3,555,474
Fannie Mae, 4.0%, 1/1/42 1,821,298 $851,527
Fannie Mae, 4.0%, 1/1/42 2,000,000 $963,852
Fannie Mae, 4.0%, 1/1/44 273,906 $276,062
Fannie Mae, 4.0%, 12/1/40 1,900,000 $1,359,625
Fannie Mae, 4.0%, 12/1/41 5,950,000 $2,923,421
Fannie Mae, 4.0%, 12/1/42 142,828 $46,278
Fannie Mae, 4.0%, 12/1/43 7,600,000 $7,572,213
Fannie Mae, 4.0%, 2/1/42 24,300,000 $13,382,147
Fannie Mae, 4.0%, 2/1/43 2,065,000 $1,620,895
Fannie Mae, 4.0%, 2/1/44 14,000,000 $14,086,571
Fannie Mae, 4.0%, 4/1/39 7,360,371 $2,214,937
Fannie Mae, 4.0%, 4/1/41 1,850,000 $1,383,413
Fannie Mae, 4.0%, 4/1/42 1,100,000 $799,493
Fannie Mae, 4.0%, 4/1/42 2,200,000 $1,154,533
Fannie Mae, 4.0%, 5/1/41 3,008,750 $1,363,716
Fannie Mae, 4.0%, 5/1/44 3,800,000 $3,971,545
Fannie Mae, 4.0%, 6/1/42 3,678,905 $1,374,410
Fannie Mae, 4.0%, 7/1/18 675,000 $40,261
Fannie Mae, 4.0%, 7/1/42 624,000 $452,149
Fannie Mae, 4.0%, 7/1/42 8,163,233 $6,699,010
Fannie Mae, 4.0%, 7/1/44 800,000 $849,444
Fannie Mae, 4.0%, 8/1/42 20,000,000 $16,569,767
Fannie Mae, 4.0%, 8/1/44 20,000,000 $21,265,327
Fannie Mae, 4.5%, 1/1/42 23,783,862 $12,548,955
Fannie Mae, 4.5%, 1/1/42 11,834,581 $9,873,852
Fannie Mae, 4.5%, 1/1/44 15,989,536 $15,786,803
Fannie Mae, 4.5%, 10/1/35 3,754,911 $399,312
Fannie Mae, 4.5%, 10/1/35 3,754,694 $371,221
Fannie Mae, 4.5%, 11/1/20 6,500,000 $527,108
Fannie Mae, 4.5%, 11/1/40 8,151,476 $3,584,889
Fannie Mae, 4.5%, 11/1/43 430,000 $446,318
Fannie Mae, 4.5%, 11/1/43 800,000 $801,067
Fannie Mae, 4.5%, 12/1/41 2,500,000 $1,694,485
Fannie Mae, 4.5%, 12/1/43 20,516,456 $18,336,712
Fannie Mae, 4.5%, 12/1/43 20,000,000 $19,854,831
Fannie Mae, 4.5%, 2/1/41 2,435,128 $1,385,686
Fannie Mae, 4.5%, 4/1/41 6,978,836 $3,581,737
Fannie Mae, 4.5%, 5/1/41 17,795,568 $5,158,010
Fannie Mae, 4.5%, 5/1/41 454,433 $200,019
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,910,820
Fannie Mae, 4.5%, 7/1/41 5,000,000 $2,490,951
Fannie Mae, 4.5%, 7/1/41 750,000 $449,534
Fannie Mae, 4.5%, 8/1/40 5,950,444 $1,714,891
Fannie Mae, 5.0%, 1/1/20 4,159,304 $417,890
Fannie Mae, 5.0%, 10/1/20 4,036,945 $530,714
Fannie Mae, 5.0%, 11/13/14 30,000,000 $33,267,968
Fannie Mae, 5.0%, 12/1/17 499,951 $16,530
Fannie Mae, 5.0%, 2/1/20 700,000 $68,462
Fannie Mae, 5.0%, 2/1/22 450,000 $26,285
Fannie Mae, 5.0%, 2/1/22 7,621,650 $426,309
Fannie Mae, 5.0%, 2/1/41 17,669,429 $7,465,823
Fannie Mae, 5.0%, 4/1/39 2,924,816 $349,789
Fannie Mae, 5.0%, 5/1/23 4,380,644 $656,466
Fannie Mae, 5.0%, 6/1/40 3,850,000 $1,479,507
Fannie Mae, 5.0%, 6/1/40 3,004,062 $1,439,706
Fannie Mae, 5.0%, 7/1/40 3,750,000 $1,192,556
Fannie Mae, 5.0%, 7/1/40 5,000,000 $2,410,007
Fannie Mae, 5.0%, 7/1/40 5,000,000 $1,836,181
Fannie Mae, 5.5%, 12/1/17 12,031,696 $231,162
Fannie Mae, 5.5%, 2/1/18 2,100,000 $115,849
Fannie Mae, 5.5%, 3/1/25 2,500,000 $315,948
Fannie Mae, 5.5%, 3/1/36 5,005,809 $570,539
Fannie Mae, 5.5%, 5/1/36 4,000,000 $467,066
Fannie Mae, 5.5%, 6/1/33 1,148,000 $57,363
Fannie Mae, 5.5%, 6/1/36 6,000,000 $434,983
Fannie Mae, 5.5%, 7/1/23 1,010,000 $72,052
Fannie Mae, 5.5%, 7/1/33 3,800,000 $179,850
Fannie Mae, 5.5%, 7/1/34 13,142,000 $1,270,247
Fannie Mae, 5.5%, 9/1/17 3,705,000 $75,956
Fannie Mae, 5.5%, 9/1/19 7,000,000 $414,201
Fannie Mae, 6.0%, 1/1/29 60,204 $1,253
Fannie Mae, 6.0%, 1/1/32 183,200 $6,082
Fannie Mae, 6.0%, 10/1/32 4,502,006 $101,468
Fannie Mae, 6.0%, 10/1/34 389,152 $28,466
Fannie Mae, 6.0%, 10/1/35 7,125,770 $200,471
Fannie Mae, 6.0%, 11/1/33 400,765 $45,195
Fannie Mae, 6.0%, 11/1/34 271,485 $22,274
Fannie Mae, 6.0%, 12/1/35 8,000,000 $708,528
Fannie Mae, 6.0%, 2/1/32 2,379,023 $42,257
Fannie Mae, 6.0%, 2/1/33 2,200,000 $28,817
Fannie Mae, 6.0%, 2/1/35 180,000 $20,421
Fannie Mae, 6.0%, 2/1/35 62,166 $7,946
Fannie Mae, 6.0%, 3/1/32 450,000 $11,587
Fannie Mae, 6.0%, 3/1/33 230,257 $17,717
Fannie Mae, 6.0%, 3/1/33 3,500,000 $148,474
Fannie Mae, 6.0%, 4/1/33 4,000,000 $198,576
Fannie Mae, 6.0%, 4/1/35 4,000,000 $371,430
Fannie Mae, 6.0%, 5/1/35 1,799,482 $91,219
Fannie Mae, 6.0%, 6/1/16 4,000,000 $14,845
Fannie Mae, 6.0%, 6/1/38 2,250,000 $544,138
Fannie Mae, 6.0%, 7/1/33 10,874,932 $237,199
Fannie Mae, 6.0%, 7/1/33 7,500,000 $643,530
Fannie Mae, 6.0%, 7/1/38 974,925 $81,229
Fannie Mae, 6.0%, 8/1/32 315,000 $7,705
Fannie Mae, 6.0%, 8/1/34 3,757,089 $265,377
Fannie Mae, 6.0%, 9/1/29 124,691 $1,923
Fannie Mae, 6.0%, 9/1/32 65,856 $1,041
Fannie Mae, 6.0%, 9/1/34 6,273,165 $186,456
Fannie Mae, 6.0%, 9/1/34 352,132 $20,951
Fannie Mae, 6.0%, 9/1/34 2,000,000 $87,257
Fannie Mae, 6.0%, 9/1/34 408,807 $44,781
Fannie Mae, 6.5%, 1/1/15 145,737 $34
Fannie Mae, 6.5%, 1/1/31 1,000,000 $4,156
Fannie Mae, 6.5%, 10/1/31 1,000,100 $14,433
Fannie Mae, 6.5%, 10/1/32 2,811,012 $139,813
Fannie Mae, 6.5%, 11/1/37 2,222,350 $282,657
Fannie Mae, 6.5%, 12/1/31 3,300,000 $160,460
Fannie Mae, 6.5%, 2/1/32 1,000,100 $8,845
Fannie Mae, 6.5%, 3/1/32 3,500,000 $93,926
Fannie Mae, 6.5%, 4/1/31 500,000 $3,833
Fannie Mae, 6.5%, 5/1/31 1,960,805 $13,266
Fannie Mae, 6.5%, 6/1/31 2,750,000 $89,467
Fannie Mae, 6.5%, 7/1/29 500,000 $10,777
Fannie Mae, 6.5%, 7/1/34 1,095,000 $35,507
Fannie Mae, 6.5%, 8/1/31 1,500,000 $10,859
Fannie Mae, 6.5%, 9/1/31 2,000,000 $14,303
Fannie Mae, 6.5%, 9/1/31 2,000,200 $12,054
Fannie Mae, 7.0%, 1/1/32 1,701,763 $31,467
Fannie Mae, 7.0%, 12/1/30 525,099 $10,155
Fannie Mae, 7.0%, 12/1/30 499,950 $872
Fannie Mae, 7.0%, 12/1/31 1,198,074 $28,983
Fannie Mae, 7.0%, 4/1/31 2,160,818 $13,749
Fannie Mae, 7.0%, 7/1/21 500,000 $6,095
Fannie Mae, 7.0%, 9/1/31 2,000,000 $10,898
Fannie Mae, 7.0%, 9/1/31 2,000,000 $20,052
Fannie Mae, 7.5%, 8/1/20 250,000 $1,020
Fannie Mae, 8.0%, 10/1/30 155,531 $810
Fannie Mae, 8.0%, 2/1/29 240,000 $2,975
Fannie Mae, 8.0%, 3/1/31 1,495,060 $11,013
Fannie Mae, 8.0%, 4/1/20 215,000 $1,679
Fannie Mae, 8.0%, 4/1/30 150,000 $762
Fannie Mae, 8.0%, 5/1/31 45,000 $414
Fannie Mae, 8.0%, 7/1/30 100,000 $601
Fannie Mae Pool, 4.0%, 4/25/42 26,928,000 $28,625,868
Federal Home Loan Mortgage Corp., 3.0%, 8/1/29 4,875,000 $5,003,331
Federal Home Loan Mortgage Corp., 3.5%, 11/1/28 2,200,200 $2,173,338
Federal Home Loan Mortgage Corp., 3.5%, 8/1/43 4,521,618 $4,464,095
Federal Home Loan Mortgage Corp., 4.0%, 1/1/44 4,260,000 $4,204,246
Federal Home Loan Mortgage Corp., 4.0%, 11/1/41 21,893,143 $17,235,337
Federal Home Loan Mortgage Corp., 4.0%, 2/1/44 700,000 $739,955
Federal Home Loan Mortgage Corp., 4.0%, 5/1/44 9,000,000 $9,271,656
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,592,553
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,082,000 $1,151,901
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 1,500,000 $1,570,763
Federal Home Loan Mortgage Corp., 4.0%, 7/1/44 15,000,000 $15,782,697
Federal Home Loan Mortgage Corp., 4.0%, 9/1/44 11,749,606 $12,523,432
Federal Home Loan Mortgage Corp., 4.5%, 10/1/20 6,000,000 $520,066
Federal Home Loan Mortgage Corp., 4.5%, 11/1/40 12,403,700 $6,200,108
Federal Home Loan Mortgage Corp., 4.5%, 11/1/43 637,703 $555,364
Federal Home Loan Mortgage Corp., 4.5%, 3/1/20 4,000,000 $280,174
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 22,167,426 $9,552,741
Federal Home Loan Mortgage Corp., 4.5%, 3/1/42 4,169,408 $3,906,133
Federal Home Loan Mortgage Corp., 5.0%, 10/1/20 9,000,000 $1,305,966
Federal Home Loan Mortgage Corp., 5.0%, 10/1/38 6,600,000 $669,928
Federal Home Loan Mortgage Corp., 5.0%, 11/1/34 250,000 $28,593
Federal Home Loan Mortgage Corp., 5.0%, 12/1/21 450,000 $38,784
Federal Home Loan Mortgage Corp., 5.0%, 6/1/35 4,244,107 $788,199
Federal Home Loan Mortgage Corp., 5.0%, 9/1/38 7,240,000 $704,490
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 550,000 $41,426
Federal Home Loan Mortgage Corp., 5.5%, 11/1/34 1,900,000 $221,260
Federal Home Loan Mortgage Corp., 5.5%, 11/1/35 1,000,000 $71,552
Federal Home Loan Mortgage Corp., 5.5%, 12/1/18 2,500,000 $298,094
Federal Home Loan Mortgage Corp., 5.5%, 8/1/35 5,000,000 $353,542
Federal Home Loan Mortgage Corp., 5.5%, 9/1/33 5,200,000 $444,584
Federal Home Loan Mortgage Corp., 6.0%, 1/1/33 1,890,000 $90,851
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 3,744,314 $87,463
Federal Home Loan Mortgage Corp., 6.0%, 1/1/34 500,000 $55,037
Federal Home Loan Mortgage Corp., 6.0%, 11/1/33 1,151,218 $34,004
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 635,770 $42,929
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 2,000,000 $182,355
Federal Home Loan Mortgage Corp., 6.0%, 12/1/33 3,297,768 $141,118
Federal Home Loan Mortgage Corp., 6.0%, 12/1/36 860,000 $74,103
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 4,851,146 $108,153
Federal Home Loan Mortgage Corp., 6.0%, 2/1/33 550,000 $7,922
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 2,255,430 $45,575
Federal Home Loan Mortgage Corp., 6.0%, 3/1/33 5,524,534 $293,076
Federal Home Loan Mortgage Corp., 6.0%, 4/1/33 379,183 $17,066
Federal Home Loan Mortgage Corp., 6.0%, 4/1/35 2,582,414 $69,553
Federal Home Loan Mortgage Corp., 6.0%, 4/1/36 7,000,000 $584,855
Federal Home Loan Mortgage Corp., 6.0%, 5/1/17 7,876,244 $76,326
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 1,440,424 $260,291
Federal Home Loan Mortgage Corp., 6.0%, 5/1/34 7,192,224 $812,585
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,600,000 $146,552
Federal Home Loan Mortgage Corp., 6.0%, 6/1/35 3,778,102 $157,381
Federal Home Loan Mortgage Corp., 6.0%, 8/1/34 3,000,000 $226,693
Federal Home Loan Mortgage Corp., 6.0%, 9/1/33 3,396,240 $230,080
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 47,714 $377
Federal Home Loan Mortgage Corp., 6.5%, 1/1/31 66,916 $199
Federal Home Loan Mortgage Corp., 6.5%, 1/1/33 39,165 $516
Federal Home Loan Mortgage Corp., 6.5%, 10/1/33 2,000,000 $58,792
Federal Home Loan Mortgage Corp., 6.5%, 11/1/30 53,302 $501
Federal Home Loan Mortgage Corp., 6.5%, 11/1/33 1,109,301 $171,384
Federal Home Loan Mortgage Corp., 6.5%, 2/1/33 62,297 $4,227
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 527,335 $9,276
Federal Home Loan Mortgage Corp., 6.5%, 3/1/31 217,521 $602
Federal Home Loan Mortgage Corp., 6.5%, 4/1/34 299,956 $4,537
Federal Home Loan Mortgage Corp., 6.5%, 5/1/31 1,043,809 $12,414
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 $314
Federal Home Loan Mortgage Corp., 6.5%, 7/1/32 1,000,000 $20,500
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 1,070,805 $5,033
Federal Home Loan Mortgage Corp., 6.5%, 8/1/31 192,020 $1,363
Federal Home Loan Mortgage Corp., 7.0%, 11/1/30 1,000,100 $4,778
Federal Home Loan Mortgage Corp., 7.0%, 8/1/22 687,553 $115,617
Federal Home Loan Mortgage Corp., 7.0%, 9/1/22 1,775,260 $301,593
Federal Home Loan Mortgage Corp., Floating Rate Note, 9/26/44 (144A) 1,250,000 $1,294,374
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/33 5,000,000 $225,591
Federal Home Loan Mortgage Corp. REMICS, 5.0%, 6/15/34 1,925,000 $94,233
Federal Mogul 1st Lien Tl-C L + 3.75% 15apr21 1,429,495 $1,422,546
Federal National Mortgage Association, 5.0%, 8/1/40 3,000,000 $1,667,068
Federal National Mortgage Association REMICS, 10.3%, 4/25/19 1,000,000 $4,239
Federal National Mortgage Association REMICS, 4.5%, 6/25/29 1,000,000 $874,240
Federal National Mortgage Association REMICS, 5.0%, 7/25/33 5,000,000 $920,109
Federal National Mortgage Association REMICS, 5.0%, 9/25/39 704,000 $139,392
Fidelity National Financial, Inc., 5.5%, 9/1/22 1,200,000 $1,315,692
Fifth Third Bancorp, Floating Rate Note (Perpetual) 17,380 $471,519
First Franklin Mortgage Loan Trust 2004-FF10, Floating Rate Note, 9/25/34 1,792,033 $24,039
First Horizon Mortgage Pass-Through Trust 2005-AR1, Floating Rate Note, 4/25/35 2,113,000 $431,512
First Investors Auto Owner Trust 2012-2, 1.47%, 5/15/18 (144A) 1,250,000 $328,104
First Investors Auto Owner Trust 2013-1, 2.02%, 1/15/19 (144A) 1,200,000 $1,205,305
First NLC Trust 2005-2, Floating Rate Note, 9/25/35 4,700,000 $1,596,822
Foundation Re III, Ltd., Floating Rate Note, 2/25/15 (Cat Bond) (144A) 2,300,000 $2,347,381
FPL Energy American Wind LLC, 6.639%, 6/20/23 (144A) 2,520,000 $656,605
FPL Energy Wind Funding LLC, 6.876%, 6/27/17 (144A) 1,050,000 $97,104
Freddie Mac Structured Agency Credit Risk Debt Notes, Floating Rate Note, 8/25/24 3,570,000 $3,523,905
Freeport-McMoRan, Inc., 3.875%, 3/15/23 1,850,000 $1,837,622
FREMF Mortgage Trust 2010-K7, Floating Rate Note, 5/25/29 (144A) 850,000 $953,355
FREMF Mortgage Trust 2010-K8, Floating Rate Note, 9/25/43 (144A) 600,000 $667,051
FREMF Mortgage Trust 2010-K9 REMICS, Floating Rate Note, 9/25/45 (144A) 890,000 $987,242
FREMF Mortgage Trust 2011-K10 , Floating Rate Note, 11/25/49 (144A) 1,500,000 $1,616,733
FREMF Mortgage Trust 2011-K701, Floating Rate Note, 7/25/48 (144A) 5,000,000 $5,279,153
FREMF Mortgage Trust 2011-K702, Floating Rate Note, 4/25/44 (144A) 5,380,000 $5,780,823
FREMF Mortgage Trust 2011-K703, Floating Rate Note, 7/25/44 (144A) 1,250,000 $1,348,276
FREMF Mortgage Trust 2012-K501, Floating Rate Note, 11/26/46 (144A) 650,000 $669,728
FREMF Mortgage Trust 2012-K710, Floating Rate Note, 6/25/47 (144A) 858,000 $889,819
FREMF Mortgage Trust 2013-K502, Floating Rate Note, 3/27/45 (144A) 900,000 $906,237
FREMF Mortgage Trust 2013-K713, Floating Rate Note, 4/25/46 (144A) 3,000,000 $2,994,502
FREMF Mortgage Trust 2014-K503, Floating Rate Note, 10/25/19 (144A) 2,401,000 $2,407,160
Frontier Communications Corp., 7.125%, 1/15/23 4,300,000 $4,669,710
Galileo Re, Ltd., Floating Rate Note, 1/9/19 (Cat Bond) (144A) 1,200,000 $1,258,473
GATX Corp., 5.2%, 3/15/44 2,260,000 $2,441,018
GATX Corp., 6.0%, 2/15/18 5,660,000 $6,400,864
GE Business Loan Trust 2005-1, Floating Rate Note, 6/15/33 (144A) 3,840,084 $1,974,414
GE Business Loan Trust 2007-1, Floating Rate Note, 4/16/35 (144A) 4,102,315 $1,733,386
GE Dealer Floorplan Master Note Trust, Floating Rate Note, 10/20/17 1,659,000 $1,661,080
General Electric Capital Corp., 5.3%, 2/11/21 4,860,000 $5,576,552
General Electric Capital Corp., Floating Rate Note (Perpetual) 2,400,000 $2,860,600
Glencore Funding LLC, 4.125%, 5/30/23 (144A) 1,175,000 $1,190,692
Glenn Pool Oil & Gas Trust, Term Loan, 5/2/16 1,048,629 $1,051,251
Global Mortgage Securitization, Ltd., 5.25%, 4/25/32 (144A) 3,090,877 $940,933
Global Mortgage Securitization, Ltd., Floating Rate Note, 4/25/32 (144A) 19,275,000 $1,812,790
GLP Capital LP, 4.375%, 11/1/18 1,010,000 $1,059,869
GMAC Commercial Mortgage Securities Inc Series 2004-C3 Trust, 4.864%, 12/10/41 3,375,000 $559,880
GMAT 2013-1 Trust, 3.9669%, 8/25/53 (Step) 1,450,000 $1,220,783
Goldcorp, Inc., 3.7%, 3/15/23 1,650,000 $1,597,823
Golden State RE II, Ltd., Floating Rate Note, 1/8/19 (Cat Bond) (144A) 2,300,000 $2,298,160
Gold Fields Orogen Holdings BVI, Ltd., 4.875%, 10/7/20 (144A) 4,300,000 $3,840,975
Government National Mortgage Association, 3.0%, 4/20/41 2,000,000 $1,747,151
Government National Mortgage Association, 4.973%, 4/16/42 375,000 $108,521
Government National Mortgage Association, 5.25%, 8/16/35 450,000 $812,664
Government National Mortgage Association, Floating Rate Note, 2/16/53 12,000,000 $857,581
Government National Mortgage Association, Floating Rate Note, 3/16/53 8,300,000 $564,405
Government National Mortgage Association, Floating Rate Note, 8/16/52 14,000,000 $820,444
Government National Mortgage Association, Floating Rate Note, 9/16/52 13,000,000 $956,447
Government National Mortgage Association I, 3.5%, 11/20/14 13,638,000 $14,267,579
Government National Mortgage Association I, 4.0%, 11/20/14 36,384,000 $38,978,554
Government National Mortgage Association I, 4.5%, 1/15/40 1,235,000 $761,249
Government National Mortgage Association I, 4.5%, 10/15/33 2,981,200 $309,600
Government National Mortgage Association I, 4.5%, 10/15/33 2,103,237 $528,951
Government National Mortgage Association I, 4.5%, 10/15/35 2,106,954 $273,987
Government National Mortgage Association I, 4.5%, 12/15/39 9,079,200 $2,365,886
Government National Mortgage Association I, 4.5%, 2/15/34 181,146 $54,330
Government National Mortgage Association I, 4.5%, 3/15/35 1,722,219 $185,138
Government National Mortgage Association I, 4.5%, 3/15/35 784,949 $46,822
Government National Mortgage Association I, 4.5%, 4/15/35 1,999,800 $321,141
Government National Mortgage Association I, 4.5%, 4/15/35 200,000 $24,861
Government National Mortgage Association I, 4.5%, 4/15/38 1,004,042 $264,593
Government National Mortgage Association I, 4.5%, 4/15/41 2,223,928 $1,556,865
Government National Mortgage Association I, 4.5%, 5/15/41 5,733,621 $2,518,793
Government National Mortgage Association I, 4.5%, 6/15/41 3,601,538 $2,030,549
Government National Mortgage Association I, 4.5%, 7/15/33 633,571 $126,879
Government National Mortgage Association I, 4.5%, 7/15/41 1,442,000 $850,827
Government National Mortgage Association I, 4.5%, 8/15/41 5,900,000 $2,737,018
Government National Mortgage Association I, 4.5%, 9/15/33 2,256,215 $338,803
Government National Mortgage Association I, 4.5%, 9/15/35 393,589 $67,155
Government National Mortgage Association I, 4.5%, 9/15/40 900,000 $568,132
Government National Mortgage Association I, 5.0%, 10/15/18 3,153,375 $158,489
Government National Mortgage Association I, 5.0%, 4/15/34 1,504,329 $175,441
Government National Mortgage Association I, 5.0%, 4/15/35 2,500,000 $654,651
Government National Mortgage Association I, 5.0%, 7/15/19 1,587,453 $179,060
Government National Mortgage Association I, 5.0%, 7/15/19 26,391 $2,070
Government National Mortgage Association I, 5.0%, 7/15/33 1,500,150 $178,444
Government National Mortgage Association I, 5.0%, 9/15/33 1,254,232 $172,906
Government National Mortgage Association I, 5.5%, 1/15/35 2,222,000 $246,235
Government National Mortgage Association I, 5.5%, 10/15/17 5,636,984 $208,737
Government National Mortgage Association I, 5.5%, 10/15/17 2,400,000 $53,404
Government National Mortgage Association I, 5.5%, 10/15/33 1,509,492 $128,165
Government National Mortgage Association I, 5.5%, 10/15/35 1,001,204 $158,051
Government National Mortgage Association I, 5.5%, 10/15/35 2,002,398 $316,806
Government National Mortgage Association I, 5.5%, 11/15/18 1,443,964 $61,603
Government National Mortgage Association I, 5.5%, 11/15/19 2,683,028 $378,364
Government National Mortgage Association I, 5.5%, 11/15/34 4,800,000 $793,902
Government National Mortgage Association I, 5.5%, 12/15/18 406,708 $40,308
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $157,442
Government National Mortgage Association I, 5.5%, 2/15/18 4,000,000 $188,442
Government National Mortgage Association I, 5.5%, 2/15/35 500,000 $70,313
Government National Mortgage Association I, 5.5%, 2/15/35 2,043,628 $117,533
Government National Mortgage Association I, 5.5%, 2/15/37 575,000 $81,982
Government National Mortgage Association I, 5.5%, 4/15/19 25,000 $2,385
Government National Mortgage Association I, 5.5%, 6/15/33 400,000 $19,009
Government National Mortgage Association I, 5.5%, 6/15/35 900,000 $180,222
Government National Mortgage Association I, 5.5%, 7/15/33 1,500,000 $136,533
Government National Mortgage Association I, 5.5%, 7/15/33 2,100,000 $123,404
Government National Mortgage Association I, 5.5%, 7/15/34 6,580,000 $669,977
Government National Mortgage Association I, 5.5%, 7/15/35 5,500,000 $846,031
Government National Mortgage Association I, 5.5%, 8/15/19 2,543,276 $252,882
Government National Mortgage Association I, 5.5%, 8/15/19 4,380,618 $300,632
Government National Mortgage Association I, 5.5%, 8/15/33 400,000 $33,885
Government National Mortgage Association I, 5.5%, 8/15/33 750,075 $57,410
Government National Mortgage Association I, 5.5%, 8/15/33 299,970 $32,843
Government National Mortgage Association I, 5.5%, 9/15/19 3,000,000 $202,606
Government National Mortgage Association I, 5.5%, 9/15/33 3,636,072 $245,606
Government National Mortgage Association I, 6.0%, 1/15/17 705,441 $9,567
Government National Mortgage Association I, 6.0%, 1/15/19 548,488 $34,655
Government National Mortgage Association I, 6.0%, 1/15/33 2,500,000 $54,806
Government National Mortgage Association I, 6.0%, 1/15/33 4,534,594 $200,852
Government National Mortgage Association I, 6.0%, 10/15/32 2,001,957 $57,778
Government National Mortgage Association I, 6.0%, 10/15/33 2,000,000 $77,376
Government National Mortgage Association I, 6.0%, 10/15/34 2,897,739 $426,585
Government National Mortgage Association I, 6.0%, 10/15/36 3,000,000 $189,236
Government National Mortgage Association I, 6.0%, 11/15/31 1,614,291 $59,837
Government National Mortgage Association I, 6.0%, 11/15/34 3,188,149 $199,425
Government National Mortgage Association I, 6.0%, 12/15/32 1,500,000 $195,156
Government National Mortgage Association I, 6.0%, 2/15/29 2,700,000 $166,540
Government National Mortgage Association I, 6.0%, 2/15/33 1,254,640 $58,167
Government National Mortgage Association I, 6.0%, 3/15/17 2,000,000 $36,112
Government National Mortgage Association I, 6.0%, 3/15/17 2,080,702 $40,614
Government National Mortgage Association I, 6.0%, 3/15/32 80,300 $3,216
Government National Mortgage Association I, 6.0%, 3/15/33 9,171,532 $451,878
Government National Mortgage Association I, 6.0%, 3/15/33 3,475,000 $189,726
Government National Mortgage Association I, 6.0%, 3/15/33 3,044,810 $166,155
Government National Mortgage Association I, 6.0%, 3/15/33 3,750,000 $553,743
Government National Mortgage Association I, 6.0%, 3/15/33 3,594,840 $278,506
Government National Mortgage Association I, 6.0%, 3/15/33 4,256,655 $210,733
Government National Mortgage Association I, 6.0%, 4/15/18 1,038,016 $31,983
Government National Mortgage Association I, 6.0%, 4/15/33 1,000,000 $28,798
Government National Mortgage Association I, 6.0%, 4/15/33 3,907,830 $144,957
Government National Mortgage Association I, 6.0%, 4/15/33 2,000,000 $64,232
Government National Mortgage Association I, 6.0%, 5/15/17 1,900,000 $47,771
Government National Mortgage Association I, 6.0%, 5/15/17 1,413,485 $50,776
Government National Mortgage Association I, 6.0%, 5/15/33 4,328,221 $224,402
Government National Mortgage Association I, 6.0%, 6/15/17 519,853 $7,454
Government National Mortgage Association I, 6.0%, 6/15/33 368,522 $17,156
Government National Mortgage Association I, 6.0%, 8/15/32 300,000 $12,888
Government National Mortgage Association I, 6.0%, 8/15/36 4,350,000 $508,433
Government National Mortgage Association I, 6.0%, 9/15/19 1,829,714 $123,708
Government National Mortgage Association I, 6.0%, 9/15/28 12,973,600 $415,223
Government National Mortgage Association I, 6.0%, 9/15/32 1,406,079 $113,955
Government National Mortgage Association I, 6.0%, 9/15/33 500,663 $27,966
Government National Mortgage Association I, 6.0%, 9/15/33 904,389 $88,964
Government National Mortgage Association I, 6.0%, 9/15/34 1,374,301 $264,181
Government National Mortgage Association I, 6.0%, 9/15/34 1,315,000 $141,368
Government National Mortgage Association I, 6.0%, 9/15/35 5,000,000 $1,093,945
Government National Mortgage Association I, 6.5%, 1/15/29 1,500,000 $30,416
Government National Mortgage Association I, 6.5%, 1/15/32 7,587,058 $142,703
Government National Mortgage Association I, 6.5%, 1/15/33 263,074 $6,502
Government National Mortgage Association I, 6.5%, 1/15/33 25,065,172 $640,818
Government National Mortgage Association I, 6.5%, 1/15/34 1,311,303 $18,393
Government National Mortgage Association I, 6.5%, 1/15/35 62,679 $2,501
Government National Mortgage Association I, 6.5%, 10/15/31 477,508 $9,594
Government National Mortgage Association I, 6.5%, 10/15/31 9,167,721 $151,792
Government National Mortgage Association I, 6.5%, 10/15/31 3,015,231 $56,357
Government National Mortgage Association I, 6.5%, 10/15/32 6,591,983 $128,687
Government National Mortgage Association I, 6.5%, 10/15/33 32,450 $2,927
Government National Mortgage Association I, 6.5%, 11/15/31 100,000 $8,523
Government National Mortgage Association I, 6.5%, 11/15/32 3,929,947 $94,535
Government National Mortgage Association I, 6.5%, 12/15/32 25,822,328 $620,154
Government National Mortgage Association I, 6.5%, 2/15/29 301,000 $13,492
Government National Mortgage Association I, 6.5%, 2/15/29 260,526 $2,447
Government National Mortgage Association I, 6.5%, 2/15/32 3,127,662 $43,538
Government National Mortgage Association I, 6.5%, 2/15/34 733,600 $58,313
Government National Mortgage Association I, 6.5%, 3/15/29 5,001,628 $100,159
Government National Mortgage Association I, 6.5%, 3/15/29 2,000,000 $23,384
Government National Mortgage Association I, 6.5%, 3/15/29 1,120,633 $12,901
Government National Mortgage Association I, 6.5%, 3/15/31 1,000,000 $14,600
Government National Mortgage Association I, 6.5%, 3/15/32 975,284 $27,002
Government National Mortgage Association I, 6.5%, 4/15/31 8,257,522 $120,725
Government National Mortgage Association I, 6.5%, 4/15/32 235,320 $11,745
Government National Mortgage Association I, 6.5%, 4/15/35 517,486 $85,774
Government National Mortgage Association I, 6.5%, 5/15/29 6,774,704 $117,108
Government National Mortgage Association I, 6.5%, 5/15/29 273,319 $6,005
Government National Mortgage Association I, 6.5%, 5/15/31 2,567,327 $32,771
Government National Mortgage Association I, 6.5%, 5/15/31 1,798,476 $29,341
Government National Mortgage Association I, 6.5%, 5/15/32 1,000,000 $14,531
Government National Mortgage Association I, 6.5%, 5/15/33 1,672,708 $53,867
Government National Mortgage Association I, 6.5%, 6/15/32 1,561,662 $23,604
Government National Mortgage Association I, 6.5%, 6/15/34 1,330,499 $202,451
Government National Mortgage Association I, 6.5%, 6/15/35 190,431 $7,923
Government National Mortgage Association I, 6.5%, 7/15/32 14,653,970 $216,347
Government National Mortgage Association I, 6.5%, 7/15/32 5,169,128 $54,563
Government National Mortgage Association I, 6.5%, 7/15/35 666,356 $75,255
Government National Mortgage Association I, 6.5%, 7/15/35 3,323,439 $106,106
Government National Mortgage Association I, 6.5%, 8/15/31 913,650 $94,678
Government National Mortgage Association I, 6.5%, 8/15/32 2,400,000 $39,840
Government National Mortgage Association I, 6.5%, 8/15/32 129,066 $4,700
Government National Mortgage Association I, 6.5%, 9/15/34 121,399 $4,899
Government National Mortgage Association I, 7.0%, 10/15/31 2,044,706 $7,700
Government National Mortgage Association I, 7.0%, 11/15/28 2,367,683 $29,696
Government National Mortgage Association I, 7.0%, 11/15/28 4,530,958 $80,778
Government National Mortgage Association I, 7.0%, 12/15/30 500,000 $5,317
Government National Mortgage Association I, 7.0%, 12/15/30 599,940 $13,422
Government National Mortgage Association I, 7.0%, 3/15/31 1,750,000 $20,865
Government National Mortgage Association I, 7.0%, 4/15/28 266,017 $2,860
Government National Mortgage Association I, 7.0%, 4/15/29 1,014,372 $26,798
Government National Mortgage Association I, 7.0%, 5/15/32 5,500,000 $113,070
Government National Mortgage Association I, 7.0%, 6/15/31 3,800,000 $52,819
Government National Mortgage Association I, 7.0%, 6/15/31 3,678,509 $7,224
Government National Mortgage Association I, 7.0%, 7/15/31 536,209 $5,952
Government National Mortgage Association I, 7.0%, 8/15/28 200,000 $2,286
Government National Mortgage Association I, 7.0%, 8/15/31 17,500,000 $237,318
Government National Mortgage Association I, 7.0%, 9/15/31 2,202,152 $15,612
Government National Mortgage Association I, 7.5%, 10/15/29 514,502 $7,085
Government National Mortgage Association I, 7.5%, 12/15/31 7,728,804 $70,272
Government National Mortgage Association I, 7.5%, 2/15/26 893,000 $2,080
Government National Mortgage Association I, 7.5%, 2/15/31 1,466,543 $16,135
Government National Mortgage Association I, 7.5%, 8/15/29 2,007,985 $20,571
Government National Mortgage Association I, 7.75%, 2/15/30 500,000 $2,526
Government National Mortgage Association II, 4.5%, 1/20/35 2,500,000 $484,897
Government National Mortgage Association II, 4.5%, 12/20/34 1,007,144 $194,654
Government National Mortgage Association II, 4.5%, 3/20/35 500,000 $93,528
Government National Mortgage Association II, 4.5%, 9/20/41 5,800,000 $3,019,584
Government National Mortgage Association II, 5.5%, 10/20/19 4,728,248 $546,454
Government National Mortgage Association II, 5.5%, 3/20/34 3,000,000 $368,034
Government National Mortgage Association II, 5.5%, 4/20/34 2,500,000 $335,197
Government National Mortgage Association II, 6.5%, 2/20/29 210,000 $3,638
Government National Mortgage Association II, 6.5%, 3/20/29 100,000 $1,548
Government National Mortgage Association II, 6.5%, 4/20/29 2,900,000 $48,348
Government National Mortgage Association II, 7.0%, 1/20/29 8,400,000 $119,942
Government National Mortgage Association II, 7.0%, 11/20/28 10,000,000 $111,557
Government National Mortgage Association II, 7.0%, 12/20/30 400,864 $3,414
Government National Mortgage Association REMICS, 2.1%, 2/16/48 6,000,000 $5,966,033
Grain Spectrum Funding II LLC, 3.29%, 10/10/19 (144A) 1,400,000 $1,411,717
GRIFOLS WORLDWIDE OPERATIONS USA INC, U.S. Tranche B Term Loam, 4/1/21 388,050 $383,508
Grupo Bimbo SAB de CV, 3.875%, 6/27/24 (144A) 4,200,000 $4,236,318
GSAA Home Equity Trust 2005-11, Floating Rate Note, 10/25/35 4,359,000 $601,732
GSAMP Trust 2005-HE1, Floating Rate Note, 12/25/34 5,642,356 $503,821
GS Mortgage Securities Corp II, 3.682%, 2/12/46 (144A) 1,000,000 $1,007,573
GS Mortgage Securities Trust 2006-GG8 REMICS, 5.56%, 11/10/39 900,000 $964,429
GS Mortgage Securities Trust 2012-GCJ7, 3.377%, 5/12/45 1,250,000 $1,296,166
GSR Mortgage Loan Trust 2003-9, Floating Rate Note, 8/25/33 18,254,000 $1,233,819
GSR Mortgage Loan Trust 2004-7, Floating Rate Note, 6/25/34 14,810,263 $1,861,656
GSR Mortgage Loan Trust 2005-AR1, Floating Rate Note, 1/25/35 5,115,000 $1,084,747
GSRPM Mortgage Loan Trust 2003-2, Floating Rate Note, 6/25/33 2,336,716 $1,437,202
GSRPM Mortgage Loan Trust 2006-2, Floating Rate Note, 9/25/36 (144A) 5,715,000 $807,903
GTP Acquisition Partners I LLC, 4.347%, 6/15/41 (144A) 3,355,000 $3,435,178
GTP Cellular Sites LLC, 3.721%, 3/15/17 (144A) 800,000 $809,127
Halliburton Co., 7.6%, 8/15/96 (144A) 1,300,000 $1,965,861
HCA, Inc., Tranche B-4 Term Loan, 5/1/18 740,421 $737,798
HCA, Inc., Tranche B-5 Term Loan, 3/31/17 1,775,677 $1,770,868
Hercules Capital Funding Trust 2012-1, 3.32%, 12/16/17 (144A) 650,000 $135,360
Highwoods Realty LP, 3.625%, 1/15/23 2,100,000 $2,114,237
HLSS Servicer Advance Receivables Trust, 1.2437%, 1/17/45 1,300,000 $1,301,109
HLSS Servicer Advance Receivables Trust, 1.7436%, 1/16/46 (144A) 1,620,000 $1,619,959
HLSS Servicer Advance Receivables Trust, 3.96%, 10/15/45 (144A) 224,000 $227,620
HOA Funding LLC, 4.846%, 8/22/44 (144A) 3,050,000 $3,058,446
Holcim US Finance Sarl & Cie SCS, 6.0%, 12/30/19 (144A) 475,000 $558,043
Hologic, Inc., Refinancing Tranche B Term Loan, 8/1/19 554,431 $551,362
Home Equity Asset Trust 2005-7, Floating Rate Note, 1/25/36 750,000 $400,297
Homestar Mortgage Acceptance Corp., Floating Rate Note, 1/25/35 895,000 $878,219
Homestar Mortgage Acceptance Corp., Floating Rate Note, 6/25/34 24,782,615 $2,187,854
Horizon Funding Trust 2013-1, 3.0%, 5/15/18 (144A) 3,048,000 $1,384,492
Hospitality Properties Trust, 5.0%, 8/15/22 875,000 $931,618
HSBC Bank Plc, 7.65%, 5/1/25 1,305,000 $1,729,851
HSBC Bank USA NA New York NY, 6.0%, 8/9/17 3,350,000 $3,778,444
HSBC Holdings Plc, 4.25%, 3/14/24 3,940,000 $4,072,095
HSBC Home Equity Loan Trust USA 2007-3, Floating Rate Note, 11/20/36 5,300,000 $1,315,188
Huntsman International LLC, Extended Term B Loan, 4/19/17 254,694 $252,306
Hyundai Capital America, 1.45%, 2/6/17 (144A) 2,245,000 $2,254,435
Hyundai Motor Manufacturing Czech sro, 4.5%, 4/15/15 (144A) 655,000 $667,081
Iberdrola International BV, 6.75%, 7/15/36 4,475,000 $5,668,568
Ibis Re II, Ltd., Floating Rate Note, 6/28/16 (Cat Bond) (144A) 900,000 $932,330
Icon Brand Holdings LLC, 4.229%, 1/25/43 (144A) 1,391,000 $1,222,426
Igloo Holdings Corp., 8.25%, 12/15/17 (144A) (PIK) 2,875,000 $2,989,760
Immucor, Inc., Term B-2 Loan, 8/19/18 2,139,414 $2,139,859
Impac CMB Trust Series 2004-5, Floating Rate Note, 10/25/34 9,913,800 $567,070
Impac CMB Trust Series 2004-6, Floating Rate Note, 10/25/34 9,584,000 $516,638
Impac CMB Trust Series 2004-7, Floating Rate Note, 11/25/34 44,417,000 $2,899,510
Impac CMB Trust Series 2004-9, Floating Rate Note, 1/25/35 10,000,000 $670,969
Impac Secured Assets CMN Owner Trust, Floating Rate Note, 11/25/34 75,831,301 $1,917,580
Impac Secured Assets Trust 2006-2, Floating Rate Note, 8/25/36 1,525,000 $393,224
Impac Secured Assets Trust 2006-5, Floating Rate Note, 12/25/36 4,900,000 $1,063,526
IMS Health, Inc., Term B Dollar Loan, 3/17/21 454,954 $449,551
Indianapolis Airport Authority, 5.1%, 1/15/17 1,000,000 $1,104,537
Intelsat Jackson Holdings SA, 7.25%, 4/1/19 2,550,000 $2,692,906
Interactive Data 1st Lien Tl-B L + 3.75% 24apr21 748,671 $749,607
International Paper Co., 3.65%, 6/15/24 6,975,000 $6,996,489
Intesa Sanpaolo S.p.A., 3.625%, 8/12/15 (144A) 3,476,000 $3,565,778
Intesa Sanpaolo S.p.A., 6.5%, 2/24/21 (144A) 1,400,000 $1,641,401
Irwin Home Equity Loan Trust 2005-1, 5.32%, 6/25/35 (Step) 4,350,000 $618,004
Irwin Whole Loan Home Equity Trust 2003-C, Floating Rate Note, 6/25/28 3,300,000 $824,309
Irwin Whole Loan Home Equity Trust 2005-C, Floating Rate Note, 3/25/25 800,000 $285,701
Israel Electric Corp, Ltd., 7.25%, 1/15/19 (144A) 1,925,000 $2,200,943
Israel Electric Corp, Ltd., 9.375%, 1/28/20 (144A) 610,000 $768,733
JG Wentworth XXII LLC, 3.82%, 12/15/48 (144A) 1,100,000 $752,973
JobsOhio Beverage System, 3.985%, 1/1/29 4,075,000 $4,230,393
JobsOhio Beverage System, 4.532%, 1/1/35 1,035,000 $1,120,664
JPMorgan Chase & Co., Floating Rate Note, 12/29/49 1,890,000 $1,885,597
JPMorgan Chase & Co., Floating Rate Note, 8/29/49 4,015,000 $4,297,957
JPMorgan Chase & Co., Floating Rate Note (Perpetual) 2,325,000 $2,262,806
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9, Floating Rate Note, 5/15/47 1,100,000 $425,075
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2, 3.6159%, 11/15/43 (144A) 1,600,000 $1,689,247
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5, 4.1712%, 8/17/46 1,350,000 $1,468,333
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8, Floating Rate Note, 10/17/45 (144A) 900,000 $933,681
JP Morgan Chase Commercial Mortgage Securities Trust 2013-ALC, Floating Rate Note, 7/17/26 (144A) 1,368,000 $1,381,800
JP Morgan Chase Commercial Mortgage Securities Trust 2013-FL3, Floating Rate Note, 4/17/28 (144A) 1,500,000 $1,500,619
JP Morgan Chase Commercial Mortgage Securities Trust 2014-CBM, Floating Rate Note, 10/15/29 (144A) 4,600,000 $4,600,000
JP Morgan Chase Commercial Mortgage Securities Trust 2014-FL5, Floating Rate Note, 7/15/31 (144A) 1,260,000 $1,261,463
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,067,000 $1,093,444
JP Morgan Mortgage Trust 2003-A1, Floating Rate Note, 10/25/33 11,509,396 $1,353,305
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 20,103,000 $1,938,327
JP Morgan Mortgage Trust 2004-A1, Floating Rate Note, 2/25/34 11,243,500 $991,150
JP Morgan Mortgage Trust 2004-A2, Floating Rate Note, 5/25/34 3,200,000 $217,359
JP Morgan Mortgage Trust 2004-A5, Floating Rate Note, 12/25/34 1,450,000 $1,061,904
JP Morgan Mortgage Trust 2004-S1, 5.0%, 9/25/34 17,960,288 $1,064,299
JP Morgan Mortgage Trust 2004-S1, 6.0%, 9/25/34 9,800,000 $1,851,965
JP Morgan Mortgage Trust 2013-1, Floating Rate Note, 3/25/43 (144A) 6,600,000 $4,762,912
JP Morgan Mortgage Trust 2013-2, Floating Rate Note, 5/25/43 (144A) 2,101,900 $1,784,345
JP Morgan Mortgage Trust 2014-1 REMICS, Floating Rate Note, 1/25/44 (144A) 1,000,000 $977,566
JP Morgan Mortgage Trust 2014-2, Floating Rate Note, 6/25/29 (144A) 10,055,000 $9,872,341
JP Morgan Mortgage Trust 2014-IVR3, Floating Rate Note, 8/25/44 2,235,000 $2,230,219
Kane Flt% 12jun15 1,600,000 $1,483,520
Kane-Pi5 Zero% 18jul16 1,004,000 $1,065,043
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 350,000 $356,396
Kilimanjaro Re, Ltd., Floating Rate Note, 4/30/18 (Cat Bond) (144A) 1,950,000 $2,023,301
Kinder Morgan Energy Partners LP, 4.25%, 9/1/24 4,675,000 $4,683,143
Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 3,250,000 $3,665,493
Kiowa Power Partners LLC, 5.737%, 3/30/21 (144A) 2,105,000 $2,021,573
KKR Group Finance Co II LLC, 5.5%, 2/1/43 (144A) 5,025,000 $5,580,383
KLA-Tencor Corp., 6.9%, 5/1/18 3,100,000 $3,696,099
Kraft Foods Group, Inc., 3.5%, 6/6/22 3,240,000 $3,361,621
La Hipotecaria Panamanian Mortgage Trust 2010-1, Floating Rate Note, 9/8/39 (144A) 750,000 $535,225
La Hipotecaria Panamanian Mortgage Trust 2014-1, Floating Rate Note, 11/24/42 (144A) 4,250,000 $4,318,499
LB-UBS Commercial Mortgage Trust 2004-C1, 4.568%, 1/15/31 1,700,000 $197,828
LB-UBS Commercial Mortgage Trust 2005-C2, Floating Rate Note, 4/15/30 1,000,000 $610,846
LB-UBS Commercial Mortgage Trust 2005-C2 REMICS, Floating Rate Note, 4/15/30 2,255,000 $2,297,418
Leaf Receivables Funding 8 LLC, 1.55%, 11/15/17 (144A) 1,326,000 $1,331,395
Leaf Receivables Funding 8 LLC, 1.92%, 9/15/20 (144A) 2,203,000 $2,211,974
Lear Corp., 11/9/14 247 $45,754
LeasePlan Corp NV, 2.5%, 5/16/18 (144A) 1,475,000 $1,501,415
Legg Mason, Inc., 3.95%, 7/15/24 2,400,000 $2,473,460
Legg Mason, Inc., 5.625%, 1/15/44 4,290,000 $4,855,034
Lehman ABS Manufactured Housing Contract Trust 2001-B, 5.873%, 5/15/41 2,450,000 $362,968
Lehman Brothers Small Balance Commercial, Floating Rate Note, 2/25/30 (144A) 11,253,656 $1,616,321
Lehman Brothers Small Balance Commercial, Floating Rate Note, 9/25/30 (144A) 2,760,310 $488,228
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3, Floating Rate Note, 10/25/37 (144A) 1,079,000 $286,260
Liberty Mutual Insurance Co., 7.697% (Perpetual) (144A) 5,325,000 $6,415,799
Lincoln National Corp., 8.75%, 7/1/19 1,690,000 $2,195,686
Live Nation Entertainment, Inc., Term B-1 Loan, 8/17/20 1,410,750 $1,393,986
Loews Corp., 5.25%, 3/15/16 2,650,000 $2,830,471
Loma Reinsurance, Ltd. Bermuda, Floating Rate Note, 1/8/18 (Cat Bond) (144A) 250,000 $269,250
Longpoint Re, Ltd. III, Floating Rate Note, 5/18/16 (Cat Bond) (144A) 1,200,000 $1,240,248
Lorillard Tobacco Co., 3.75%, 5/20/23 1,050,000 $1,062,287
Louisiana Local Government Environmental Facilities & Community Development Authority, 6.5%, 11/1/35 2,350,000 $2,857,953
LSTAR Commercial Mortgage Trust, Floating Rate Note, 6/25/43 (144A) 1,395,000 $1,188,199
Macquarie Bank, Ltd., 6.625%, 4/7/21 (144A) 840,000 $967,991
Macquarie Group, Ltd., 6.0%, 1/14/20 (144A) 2,730,000 $3,127,148
Madison Avenue Manufactured Housing Contract Trust 2002-A, Floating Rate Note, 3/25/32 2,200,000 $893,576
Marathon Oil Corp., 5.9%, 3/15/18 901,000 $1,024,308
Masco Corp., 5.95%, 3/15/22 825,000 $913,772
Masco Corp., 7.125%, 3/15/20 4,260,000 $4,905,834
Massachusetts Development Finance Agency, 5.25%, 4/1/37 325,000 $375,143
Massachusetts Development Finance Agency, 5.375%, 4/1/41 550,000 $621,852
Massachusetts Health & Educational Facilities Authority, 5.5%, 7/1/32 1,425,000 $1,984,403
Massachusetts Institute of Technology, 5.6%, 7/1/11 1,100,000 $1,453,910
MASTR Adjustable Rate Mortgages Trust 2005-1, Floating Rate Note, 1/25/35 6,959,000 $963,128
MASTR Alternative Loan Trust 2004-10, 5.5%, 10/25/19 10,100,000 $825,498
MASTR Alternative Loan Trust 2004-13, 4.5%, 1/25/15 13,000,000 $272
MASTR Alternative Loan Trust 2004-6, 6.0%, 7/25/34 11,100,000 $2,241,757
MASTR Seasoned Securitization Trust 2005-1, Floating Rate Note, 9/25/32 12,000,000 $814,319
Mellon Funding Corp., 5.5%, 11/15/18 2,505,000 $2,900,096
Merna Re V, Ltd., Floating Rate Note, 4/7/17 (Cat Bond) (144A) 1,000,000 $1,003,078
Merrill Lynch Mortgage Investors Trust Series 2005-2, Floating Rate Note, 10/25/35 1,049,340 $266,044
Merrill Lynch Mortgage Investors Trust Series 2005-A3, Floating Rate Note, 4/25/35 27,604,109 $3,372,286
Merrill Lynch Mortgage Trust 2005-LC1, Floating Rate Note, 1/12/44 4,000,000 $3,710,062
Microsemi Corp., Term Loan (2014), 3/14/21 395,014 $389,871
Mid-State Capital Trust 2010-1, 5.25%, 12/15/45 (144A) 950,000 $744,284
Mohawk Industries, Inc., 3.85%, 2/1/23 800,000 $816,482
Mondelez International, Inc., 6.5%, 2/9/40 2,581,000 $3,324,102
Monsanto Co., 3.375%, 7/15/24 2,675,000 $2,716,912
Montpelier Re Holdings, Ltd., 4.7%, 10/15/22 2,650,000 $2,775,172
Monty Parent Issuer 1 LLC, 3.47%, 11/20/28 (144A) 5,250,000 $2,832,541
Morgan Stanley, 4.1%, 5/22/23 5,100,000 $5,239,951
Morgan Stanley, 4.875%, 11/1/22 300,000 $326,801
Morgan Stanley, Floating Rate Note (Perpetual) 110,230 $2,778,898
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 5,102,000 $5,093,960
Morgan Stanley Capital I, Inc., Floating Rate Note, 10/15/20 (144A) 2,000,000 $565,441
Morgan Stanley Capital I Trust 2005-HQ6 REMICS, Floating Rate Note, 8/13/42 2,400,000 $2,461,244
Morgan Stanley Capital I Trust 2007-HQ13, 5.569%, 12/15/44 1,000,000 $1,078,954
Morgan Stanley Mortgage Loan Trust 2005-6AR, Floating Rate Note, 11/25/35 17,591,000 $2,919,551
MortgageIT Trust 2004-1, Floating Rate Note, 11/25/34 19,339,000 $2,648,068
Motiva Enterprises LLC, 6.85%, 1/15/40 (144A) 3,800,000 $4,935,069
MRFC Mortgage Pass-Through Trust Series 1999-TBC2 REMICS, Floating Rate Note, 6/15/30 9,460,074 $584,767
MRFC Mortgage Pass-Through Trust Series 2000-TBC3, Floating Rate Note, 12/15/30 15,000,000 $754,638
Mystic Re, Ltd., Floating Rate Note, 3/12/15 (Cat Bond) (144A) 650,000 $670,638
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 750,000 $789,459
Mythen Re, Ltd., Floating Rate Note, 5/7/15 (Cat Bond) (144A) 500,000 $524,459
Mythen Re, Ltd. Series 2012-2 Class A, Floating Rate Note, 1/5/17 (Cat Bond) (144A) 500,000 $540,189
Nakilat, Inc., 6.267%, 12/31/33 (144A) 2,450,000 $2,588,973
National Rural Utilities Cooperative Finance Corp., 5.45%, 2/1/18 2,000,000 $2,272,426
Nationstar Home Equity Loan Trust 2007-A, Floating Rate Note, 3/25/37 550,000 $327,957
NBTY, Inc., Term B-2 Loan, 10/1/17 861,429 $845,061
NCR Corp., 4.625%, 2/15/21 4,600,000 $4,621,914
Nevada Power Co., 6.5%, 8/1/18 910,000 $1,078,426
New Century Home Equity Loan Trust 2005-1, Floating Rate Note, 3/25/35 5,700,000 $908,865
Newfield Exploration Co., 5.625%, 7/1/24 1,400,000 $1,531,250
New Jersey Economic Development Authority, 0.0%, 2/15/18 4,500,000 $4,179,600
New Jersey Transportation Trust Fund Authority, 5.5%, 6/15/41 2,750,000 $3,127,899
New Residential Mortgage Loan Trust 2014-1, Floating Rate Note, 1/25/54 (144A) 1,900,000 $1,818,728
New Residential Mortgage Loan Trust 2014-2, Floating Rate Note, 5/25/54 (144A) 3,895,000 $4,003,374
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.0%, 11/1/33 2,400,000 $2,823,096
New York State Electric & Gas Corp., 6.15%, 12/15/17 (144A) 5,055,000 $5,803,652
Nissan Motor Acceptance Corp., 4.5%, 1/30/15 (144A) 790,000 $806,622
Nordea Bank AB, 4.25%, 9/21/22 (144A) 4,500,000 $4,698,271
Nordea Bank AB, Floating Rate Note (Perpetual) (144A) 5,600,000 $5,647,966
North American Development Bank, 2.3%, 10/10/18 643,000 $653,847
Northshore Re, Ltd., Floating Rate Note, 7/5/16 (Cat Bond) (144A) 1,100,000 $1,161,537
NorthStar 2012-1 Mortgage Trust, Floating Rate Note, 8/27/29 (144A) 2,951,282 $769,826
NRG Energy, Inc., 8.25%, 9/1/20 2,000,000 $2,190,000
NRG Energy, Inc., Term Loan (2013), 7/1/18 1,325,835 $1,303,771
NRP Mortgage Trust 2013-1, Floating Rate Note, 7/25/43 (144A) 5,825,000 $5,516,474
NSG Holdings LLC, New Term Loan, 12/11/19 782,647 $775,799
Nuance Communications, Inc., Term C Loan, 8/7/19 371,682 $365,642
NYU Hospitals Center, 4.428%, 7/1/42 2,400,000 $2,404,205
Ohio Higher Educational Facility Commission, 5.0%, 1/1/42 1,765,000 $1,998,239
Omega Healthcare Investors, Inc., 4.95%, 4/1/24 3,945,000 $4,077,808
OneBeacon US Holdings, Inc., 4.6%, 11/9/22 1,000,000 $1,057,210
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5, Floating Rate Note, 1 3,650,000 $352,252
Orcal Geothermal, Inc., 6.21%, 12/30/20 (144A) 1,730,000 $698,889
ORES 2014-LV3 LLC, 3.0%, 3/27/24 (144A) 1,550,000 $1,241,016
Origen Manufactured Housing Contract Trust 2004-A, Floating Rate Note, 1/15/35 1,400,000 $608,333
Origen Manufactured Housing Contract Trust 2004-B, Floating Rate Note, 11/15/35 484,000 $413,222
Ormat Funding Corp., 8.25%, 12/30/20 555,000 $285,797
Pangaea Zero% 01jul18 2,000,000 $2,093,600
Panoche Energy Center LLC, 6.885%, 7/31/29 (144A) 2,610,000 $2,589,083
Parish of St John the Baptist Louisiana, 5.125%, 6/1/37 2,560,000 $2,765,809
Permanent University Fund, 5.0%, 7/1/30 800,000 $991,157
PFS Financing Corp., Floating Rate Note, 10/15/19 (144A) 1,000,000 $1,000,511
PHH Mortgage Capital LLC, 7.0%, 12/25/27 (Step) (144A) 4,250,000 $325,933
Piedmont Operating Partnership LP, 3.4%, 6/1/23 2,550,000 $2,502,980
Pinnacle Entertainment, Inc., Tranche B-2 Term Loan, 8/13/20 787,500 $779,871
Pinnacle Foods Finance LLC, New Term Loan G, 4/29/20 20,755 $20,395
Platinum Underwriters Finance, Inc., 7.5%, 6/1/17 5,048,000 $5,823,443
PNC Bank NA, 6.0%, 12/7/17 1,435,000 $1,651,860
Port Authority of New York & New Jersey, 4.458%, 10/1/62 600,000 $603,129
Port Freeport Texas, 5.95%, 5/15/33 3,965,000 $4,532,217
PPL Capital Funding, Inc., 5.9%, 4/30/73 164,000 $3,993,400
President and Fellows of Harvard College, 2.3%, 10/1/23 2,600,000 $2,489,029
President and Fellows of Harvard College, 6.3%, 10/1/37 3,095,000 $3,343,888
Prestige Auto Receivables Trust 2011-1, 3.9%, 7/16/18 (144A) 800,000 $352,436
Pride International, Inc., 6.875%, 8/15/20 1,025,000 $1,213,007
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 $5,191,225
Prudential Financial, Inc., 4.5%, 11/16/21 1,090,000 $1,213,254
Prudential Financial, Inc., Floating Rate Note, 6/15/43 1,500,000 $1,588,125
Prudential Financial, Inc., Floating Rate Note, 6/15/68 2,140,000 $2,631,724
Prudential Financial, Inc., Floating Rate Note, 9/15/42 1,800,000 $1,921,513
Public Service Co of New Mexico, 7.95%, 5/15/18 2,690,000 $3,304,927
PVH Corp., Tranche B Term Loan, 2/13/20 518,107 $520,050
QBE Insurance Group, Ltd., 2.4%, 5/1/18 (144A) 1,100,000 $1,113,616
Queen Street IV Capital, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 500,000 $513,017
Queen Street VII Re, Ltd., Floating Rate Note, 4/8/16 (Cat Bond) (144A) 900,000 $944,870
Queen Street VI Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $257,875
Queen Street V Re, Ltd., Floating Rate Note, 4/9/15 (Cat Bond) (144A) 250,000 $257,736
QVC, Inc., 4.45%, 2/15/25 (144A) 6,325,000 $6,216,895
RAAC Series 2004-SP2 Trust, 6.0%, 1/25/32 9,900,000 $395,553
RAAC Series 2006-RP2 Trust, Floating Rate Note, 2/25/37 (144A) 10,766,469 $1,039,198
RALI Series 2003-QS13 Trust, Floating Rate Note, 7/25/33 8,990,000 $975,159
RALI Series 2003-QS14 Trust, 5.0%, 7/25/18 7,610,000 $483,840
RALI Series 2004-QS13 Trust, 5.0%, 9/25/19 18,375,000 $2,092,082
RALI Series 2004-QS3 Trust, 5.0%, 3/25/19 13,042,000 $1,196,840
Ras Laffan Liquefied Natural Gas Co, Ltd. III, 5.832%, 9/30/16 (144A) 1,605,000 $643,313
Regency Energy Partners LP, 8.375%, 6/1/19 (144A) 1,675,000 $1,842,326
Residential Asset Securitization Trust 2004-A10, 5.5%, 2/25/35 9,400,000 $235,760
Residential Asset Securitization Trust 2004-A8, 5.25%, 11/25/34 15,300,000 $438,529
Residential Asset Securitization Trust 2004-A9, 5.75%, 12/25/34 3,690,000 $1,461,661
Residential Reinsurance 2011, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 725,000 $758,368
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/15 (Cat Bond) (144A) 1,125,000 $1,185,525
Residential Reinsurance 2011, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 1,000,000 $1,062,750
Residential Reinsurance 2012, Ltd., Floating Rate Note, 12/6/16 (Cat Bond) (144A) 2,800,000 $2,926,000
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 800,000 $876,916
Residential Reinsurance 2012, Ltd., Floating Rate Note, 6/6/16 (Cat Bond) (144A) 275,000 $308,523
Residential Reinsurance 2013, Ltd., Floating Rate Note, 6/6/17 (Cat Bond) (144A) 250,000 $272,047
RESI Finance LP, Floating Rate Note, 9/10/35 (144A) 2,500,000 $471,083
RESI Finance LP 2003-CB1, Floating Rate Note, 6/10/35 12,352,000 $3,316,588
Resolute Forest Products, Inc., 5.875%, 5/15/23 1,280,000 $1,260,276
RFMSI Series 2005-S5 Trust, 5.25%, 7/25/35 1,745,152 $956,193
Rosneft Finance SA, 6.625%, 3/20/17 (144A) 1,000,000 $1,035,795
Rosneft Finance SA, 7.5%, 7/18/16 (144A) 2,080,000 $2,207,833
Rosneft Finance SA, 7.875%, 3/13/18 (144A) 1,000,000 $1,079,250
Rowan Companies, Inc., 4.75%, 1/15/24 6,185,000 $6,246,084
RPI Finance Trust, Term B-2 Term Loan, 5/9/18 1,661,104 $1,656,744
Sabine Pass LNG LP, 6.5%, 11/1/20 3,500,000 $3,815,000
Sanders Re, Ltd., Floating Rate Note, 5/25/18 (Cat Bond) 800,000 $813,187
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,200,000 $1,226,417
Sanders Re, Ltd., Floating Rate Note, 5/5/17 (Cat Bond) (144A) 1,250,000 $1,279,931
Santander Drive Auto Receivables Trust 2012-1, 3.78%, 11/15/17 1,450,000 $1,476,283
Santander Drive Auto Receivables Trust 2012-4, 1.83%, 3/15/17 815,000 $818,224
Santander Drive Auto Receivables Trust 2012-5, 2.7%, 8/15/18 850,000 $869,160
SBA Tower Trust, 3.869%, 10/15/49 (144A) 6,975,000 $6,997,212
SBP DPR Finance Co., Floating Rate Note, 3/15/17 (144A) 2,000,000 $1,055,062
SCE Trust III, Floating Rate Note (Perpetual) 167,900 $4,540,016
Scotiabank Peru SAA, Floating Rate Note, 12/13/27 (144A) 2,600,000 $2,573,350
Selma Industrial Development Board, 5.8%, 5/1/34 2,310,000 $2,664,192
Senior Housing Properties Trust, 6.75%, 4/15/20 2,865,000 $3,280,184
Sensata Technologies Bv 1st Lien Tl-B2 L + 2.75% 08oct21 1,175,000 $1,173,285
Sequoia Mortgage Trust, Floating Rate Note, 9/25/42 100,000 $62,158
Sequoia Mortgage Trust 2003-2, Floating Rate Note, 6/20/33 53,080,000 $3,196,368
Sequoia Mortgage Trust 2003-5, Floating Rate Note, 9/20/33 37,500,000 $1,710,742
Sequoia Mortgage Trust 2004-12 REMICS, Floating Rate Note, 1/20/35 15,500,000 $1,090,617
Sequoia Mortgage Trust 2004-9, Floating Rate Note, 10/20/34 9,485,000 $933,896
Sequoia Mortgage Trust 2005-2, Floating Rate Note, 3/20/35 13,325,000 $1,378,075
Sequoia Mortgage Trust 2013-6, Floating Rate Note, 5/26/43 2,450,000 $2,239,496
Sequoia Mortgage Trust 2013-7, Floating Rate Note, 6/25/43 1,841,592 $1,683,027
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 916,000 $823,845
Sequoia Mortgage Trust 2013-8, Floating Rate Note, 6/25/43 928,000 $772,954
Sequoia Mortgage Trust 2013-9, 3.5%, 7/25/43 (144A) 2,190,000 $2,064,117
Ship Midco, Ltd., Facility B2A-II, 11/29/19 999,288 $1,002,618
Sierra Timeshare 2012-2 Receivables Funding LLC, 2.38%, 3/20/29 (144A) 4,692,000 $1,396,071
Sierra Timeshare 2012-3 Receivables Funding LLC, 1.87%, 8/20/29 (144A) 750,000 $262,227
Silver Bay Realty 2014-1 Trust, Floating Rate Note, 9/18/31 (144A) 2,500,000 $2,451,270
Silverton RE, Ltd., 0.0%, 9/16/16 (Cat Bond) (144A) 250,000 $302,600
Sinopec Group Overseas Development 2014, Ltd., 4.375%, 4/10/24 (144A) 4,750,000 $4,972,984
Sirius International Group, Ltd., 6.375%, 3/20/17 (144A) 3,600,000 $4,015,870
Sirius International Group, Ltd., Floating Rate Note (Perpetual) (144A) 2,110,000 $2,268,671
SLM Student Loan Trust 2004-10, Floating Rate Note, 4/27/26 (144A) 900,000 $902,454
SNAAC Auto Receivables Trust 2013-1, 1.14%, 7/16/18 (144A) 2,100,000 $353,737
Sotheby's, 5.25%, 10/1/22 (144A) 1,300,000 $1,279,688
Southern California Edison Co., Floating Rate Note (Perpetual) 2,200,000 $2,456,210
Spectra Energy Capital LLC, 6.2%, 4/15/18 2,475,000 $2,803,303
Spectra Energy Capital LLC, 6.75%, 7/15/18 1,500,000 $1,735,829
Spirit AeroSystems, Inc., Term Loan B, 9/30/20 633,750 $626,026
Spirit Master Funding LLC, 5.74%, 3/20/42 (144A) 268,008 $296,265
Spirit Master Funding VII LLC, 3.8868%, 12/20/43 700,000 $724,671
SpringCastle America Funding LLC, 2.7%, 5/25/23 2,600,000 $2,607,467
Springleaf Funding Trust 2013-A, 2.58%, 9/15/21 (144A) 2,800,000 $2,822,433
Springleaf Funding Trust 2014-A, 2.41%, 12/25/22 (144A) 1,200,000 $1,203,921
Springleaf Mortgage Loan Trust, Floating Rate Note, 6/25/58 (144A) 750,000 $758,039
Springleaf Mortgage Loan Trust 2012-2, Floating Rate Note, 10/25/57 (144A) 3,200,000 $1,594,703
Standard Aero, Ltd., Replacement Tranche B-2 Loan, 11/2/18 609,421 $609,802
Standard Chartered Bank, 6.4%, 9/26/17 (144A) 2,200,000 $2,486,740
Standard Chartered Plc, 3.95%, 1/11/23 (144A) 4,800,000 $4,768,020
Stanley Black & Decker, Inc., Floating Rate Note, 12/15/53 3,600,000 $3,957,200
State of Washington, 3.0%, 7/1/28 560,000 $563,892
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 $299,237
STORE Master Funding LLC, 5.77%, 8/20/42 (144A) 2,095,000 $2,175,129
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 1/25/35 2,680,000 $633,928
Structured Adjustable Rate Mortgage Loan Trust, Floating Rate Note, 11/25/34 3,907,000 $389,870
Structured Asset Investment Loan Trust 2006-1, Floating Rate Note, 1/25/36 5,475,000 $1,306,196
Structured Asset Mortgage Investments II Trust 2004-AR8, Floating Rate Note, 5/19/35 79,912,853 $4,528,072
Structured Asset Mortgage Investments Trust 2003-AR2, Floating Rate Note, 12/19/33 20,990,377 $1,080,625
Structured Asset Securities Corp., 4.77%, 10/25/34 (Step) 2,100,000 $179,916
Structured Asset Securities Corp Mor Cer Ser 2003-31A, Floating Rate Note, 10/25/33 7,000,000 $754,427
Structured Asset Securities Corp Mortgage Loan Trust 2006-GEL4, Floating Rate Note, 10/25/36 (144A) 5,952,000 $2,292,378
Structured Asset Securities Corp Mortgage Pass-Through Certificates Ser 2004-S4, Floating Rate Note, 3,200,000 $681,179
Structured Asset Securities Corp Trust 2005-14, Floating Rate Note, 7/25/35 6,935,000 $720,841
Successor X, Ltd., Floating Rate Note, 11/10/15 (Cat Bond) (144A) 250,000 $268,056
SunGard Data Systems, Inc., Tranche C Term Loan, 2/28/17 953,650 $951,059
Sunoco Logistics Partners Operations LP, 4.25%, 4/1/24 5,825,000 $6,002,016
Sunoco Logistics Partners Operations LP, 6.1%, 2/15/42 2,200,000 $2,514,866
SunTrust Banks, Inc., 3.5%, 1/20/17 1,025,000 $1,086,304
SVO 2012-A VOI Mortgage LLC, 2.0%, 9/20/29 (144A) 1,200,000 $633,783
Tar Heel Re, Ltd., Floating Rate Note, 5/9/16 (Cat Bond) (144A) 300,000 $322,145
Tasc Inc/Va 1st Lien Tl-B L + 5.5% 12may20 646,152 $638,075
TD Ameritrade Holding Corp., 3.625%, 4/1/25 6,025,000 $5,978,958
Teachers Insurance & Annuity Association of America, 6.85%, 12/16/39 (144A) 3,205,000 $4,319,409
Telefonica Emisiones SAU, 6.221%, 7/3/17 2,750,000 $3,122,540
Terwin Mortgage Trust Series TMTS 2003-8HE, Floating Rate Note, 12/25/34 24,739,000 $750,044
Terwin Mortgage Trust Series TMTS 2005-16HE, 4.761%, 9/25/36 (Step) 14,000,000 $2,872,226
Texas Competitive Electric Holdings Co LLC, DIP Delayed Draw Term Loan (2014), 5/5/16 1,285,660 $1,294,660
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/30 1,050,000 $1,174,077
Texas Municipal Gas Acquisition & Supply Corp III, 5.0%, 12/15/31 2,100,000 $2,338,852
Texas Transportation Commission State Highway Fund, 5.0%, 4/1/33 1,000,000 $1,189,697
The Allstate Corp., Floating Rate Note, 1/15/53 147,475 $3,624,936
The Allstate Corp., Floating Rate Note, 5/15/57 5,455,000 $6,201,502
The Bank of New York Mellon Corp., 4.95%, 3/15/15 2,000,000 $2,045,184
The Bank of New York Mellon Corp., Floating Rate Note (Perpetual) 1,250,000 $1,203,281
The George Washington University, 1.827%, 9/15/17 1,900,000 $1,908,631
The Goldman Sachs Group, Inc., 5.5%, 11/15/14 2,000,000 $2,053,466
The Goldman Sachs Group, Inc., 6.75%, 10/1/37 3,375,000 $4,156,647
The Goodyear Tire & Rubber Co., Loan (Second Lien), 4/30/19 4,190,000 $4,205,713
The Hanover Insurance Group, Inc., 7.5%, 3/1/20 700,000 $837,673
The Hanover Insurance Group, Inc., 7.625%, 10/15/25 1,952,000 $2,399,420
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 1,320,000 $1,463,055
The PNC Financial Services Group, Inc., Floating Rate Note (Perpetual) 6,273,000 $6,336,726
The Travelers Companies, Inc., 6.25%, 6/15/37 2,000,000 $2,617,600
The University of Texas System, 5.0%, 8/15/43 525,000 $602,188
The Williams Companies, Inc., 7.75%, 6/15/31 2,475,000 $2,958,412
Thornburg Mortgage Securities Trust 2003-3, Floating Rate Note, 6/25/43 24,278,000 $838,763
Thornburg Mortgage Securities Trust 2004-1, Floating Rate Note, 3/25/44 10,175,000 $677,961
Thornburg Mortgage Securities Trust 2004-3, Floating Rate Note, 9/25/34 32,426,000 $2,888,189
Tiers Trust, Floating Rate Note, 10/15/97 (144A) 1,250,000 $1,029,387
TI Group Automotive Systems LLC, Term Loan Facility, 7/1/21 826,109 $819,913
TimberStar Trust 1, 5.7467%, 10/15/36 (144A) 1,435,000 $1,537,456
TimberStar Trust 1 REMICS, 5.668%, 10/15/36 (144A) 4,470,000 $4,821,370
Toyota Motor Credit Corp., 2.125%, 7/18/19 5,000,000 $5,036,214
Tradewynd Re, Ltd., Floating Rate Note, 1/8/15 (Cat Bond) (144A) 250,000 $252,545
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/15 (144A) 3,134,000 $3,158,141
Trafigura Securitisation Finance Plc, Floating Rate Note, 10/15/21 (144A) 800,000 $800,107
Tronox Pigments BV, New Term Loan, 3/19/20 770,717 $764,081
Truman Capital Mortgage Loan Trust, Floating Rate Note, 1/25/34 765,000 $721,913
Tufts University, 5.017%, 4/15/12 3,550,000 $3,908,826
Tyco Electronics Group SA, 6.55%, 10/1/17 2,950,000 $3,374,179
U.S. Treasury Bonds, 3.125%, 2/15/43 2,000,000 $2,036,841
U.S. Treasury Bonds, 4.375%, 11/15/39 1,365,000 $1,734,904
U.S. Treasury Bonds, 4.375%, 5/15/40 4,500,000 $5,727,900
U.S. Treasury Inflation Indexed Bonds, 0.125%, 7/15/24 30,775,000 $29,993,674
UBS AG, 7.625%, 8/17/22 4,400,000 $5,261,650
Unison Ground Lease Funding LLC, 2.981%, 3/16/43 (144A) 1,500,000 $1,516,895
University of California, 3.38%, 5/15/28 2,600,000 $2,625,052
Univision Communications, Inc., Replacement First-Lien Term Loan, 3/1/20 2,271,711 $2,252,070
US Airways 2013-1 Class A Pass Through Trust, 3.95%, 5/15/27 1,500,000 $1,538,571
US Bancorp, Floating Rate Note (Perpetual) 64,000 $1,875,840
US Bancorp, Floating Rate Note (Perpetual) 235,000 $6,359,100
USI, Inc. New York, Initial Term Loan 2013, 12/30/19 6,224,613 $6,162,366
Valeant Pharmaceuticals International, Inc., Series C-2 Tranche B Term Loan, 12/11/19 532,996 $528,903
Valero Energy Corp., 6.625%, 6/15/37 2,825,000 $3,543,665
Valero Energy Corp., 9.375%, 3/15/19 2,890,000 $3,721,494
Valmont Industries, Inc., 6.625%, 4/20/20 604,000 $715,522
Velocity Commercial Capital Loan Trust 2014-1, Floating Rate Note, 9/25/44 (144A) 2,000,000 $1,968,484
Verizon Communications, Inc., 5.012%, 8/21/54 (144A) 1,938,000 $1,991,011
Verizon Communications, Inc., 5.15%, 9/15/23 5,100,000 $5,744,990
Verizon Communications, Inc., 6.55%, 9/15/43 1,934,000 $2,454,199
Viacom, Inc., 5.25%, 4/1/44 3,200,000 $3,375,584
Vita Capital V, Ltd., Floating Rate Note, 1/15/17 (Cat Bond) (144A) 1,500,000 $1,523,531
Vitality Re IV, Ltd., Floating Rate Note, 1/9/17 (Cat Bond) (144A) 500,000 $505,548
Vitality Re V, Ltd., Floating Rate Note, 1/7/19 (Cat Bond) (144A) 500,000 $490,453
Viterra, Inc., 5.95%, 8/1/20 (144A) 5,175,000 $5,888,938
VOLT XXIII LLC, 3.625%, 11/25/53 (Step) 1,050,000 $736,208
Wachovia Bank Commercial Mortgage Trust Series 2004-C15, 4.803%, 10/15/41 3,787,250 $225,713
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust, Floating Rate Note, 6/25/33 47,783,250 $2,267,439
WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust, Floating Rate Note, 1/25/35 15,238,744 $3,263,280
WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust, Floating Rate Note, 3/25/35 8,713,500 $1,920,629
WASH Multifamily Laundry Systems LLC, U.S. Term Loan, 2/21/19 159,982 $158,382
Weatherford International, Ltd. Bermuda, 5.95%, 4/15/42 125,000 $132,629
Weatherford International, Ltd. Bermuda, 9.625%, 3/1/19 2,815,000 $3,642,432
Wells Fargo & Co., 7.5% (Perpetual) 5,610 $6,754,440
Wells Fargo Alternative Loan 2005-2 Trust, Floating Rate Note, 10/25/35 1,233,457 $1,223,513
Wells Fargo Bank NA, 6.0%, 11/15/17 3,540,000 $4,101,726
Wells Fargo Commercial Mortgage Trust, 3.349%, 11/18/43 (144A) 3,900,000 $2,972,606
Wells Fargo Commercial Mortgage Trust 2012-LC5 REMICS, 3.539%, 10/17/45 1,927,000 $1,976,490
Wells Fargo Commercial Mortgage Trust 2014-TISH, Floating Rate Note, 2/16/27 (144A) 1,800,000 $1,800,783
Wells Fargo Mortgage Backed Securities 2003-L Trust, Floating Rate Note, 11/25/33 3,100,000 $229,497
Wells Fargo Mortgage Backed Securities 2004-K Trust, Floating Rate Note, 7/25/34 7,975,000 $973,299
Wells Fargo Mortgage Backed Securities 2006-16 Trust, 5.0%, 11/25/36 4,500,000 $231,493
Wells Fargo Mortgage Backed Securities Trust, Floating Rate Note, 8/25/34 17,226,000 $976,247
WESCO Distribution, Inc., Tranche B-1 Loan, 12/12/19 590,405 $588,929
Westgate Resorts 2012-A LLC, 2.25%, 8/20/25 (144A) 2,000,000 $1,159,767
Westgate Resorts 2012-A LLC, 3.75%, 8/20/25 (144A) 2,025,000 $1,181,179
Westgate Resorts 2014-1 LLC, 2.15%, 12/20/26 (144A) 3,500,000 $3,339,461
Westgate Resorts LLC, 2.5%, 3/20/25 (144A) 550,000 $241,517
WF-RBS Commercial Mortgage Trust 2011-C2, Floating Rate Note, 2/15/44 (144A) 350,000 $386,573
WideOpenWest Finance LLC, Term B Loan, 4/1/19 160,699 $160,783
Williams Partners LP, 4.3%, 3/4/24 5,980,000 $6,230,596
Wilton Re Finance LLC, Floating Rate Note, 3/30/33 (144A) 1,400,000 $1,463,083
Worthington Industries, Inc., 4.55%, 4/15/26 3,135,000 $3,295,453
WP Carey, Inc., 4.6%, 4/1/24 1,715,000 $1,793,155
WR Grace & Co-Conn, Delayed Draw Term Loan, 1/23/21 239,945 $238,475
WR Grace & Co-Conn, U.S. Term Loan, 1/23/21 668,487 $664,392

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.