|
Top 10 Portfolio Holdings as of 3/28/2013
Default: sorted by market value
|
Security Name
|
Par / Shares |
Market Value |
|
*CA SINO FOREST
|
1,650,000 |
$8,250 |
|
ABB FINANCE USA INC 4.375% 05/08/42
|
10,335,000 |
$10,851,182 |
|
ACCENTCARE INC L+6.5%, 12/22/16
|
2,319,129 |
$1,492,939 |
|
ACCO BRANDS CORP L+4.25%, 01/04/19
|
1,157,893 |
$1,174,538 |
|
ACCREDITED MORTGAGE 0.3542% 09/25/36
|
6,312,367 |
$6,169,600 |
|
ACCREDITED MORTGAGE 1.2842% 10/25/34
|
1,430,895 |
$1,369,305 |
|
ACE SECURITIES CORP 0.2942% 01/25/37
|
2,121,229 |
$697,290 |
|
ACE SECURITIES CORP 0.3842% 03/25/36
|
3,201,176 |
$3,092,390 |
|
ACE SECURITIES CORP 0.6042% 08/25/45
|
455,426 |
$448,055 |
|
ACE SECURITIES CORP 6.5% 08/15/30
|
1,447,123 |
$1,516,816 |
|
ADJUSTABLE RATE MORT 3.2687% 04/25/35
|
12,980 |
$12,523 |
|
ADVANCEPIERRE FOODS L+4.5%, 06/17/17
|
1,830,000 |
$1,859,738 |
|
AEGIS ASSET BACKED S 0.4741% 12/25/35
|
4,574,924 |
$4,307,172 |
|
AEP INDUSTRIES INC 8.25% 04/15/19
|
1,790,000 |
$1,946,625 |
|
AEROFLEX INC L+5.75%, 04/25/18
|
8,998,691 |
$9,174,913 |
|
AEROPUERTOS DOMINICA 9.25% 11/13/19
|
6,000,000 |
$6,525,000 |
|
AES CORP/VA L+5%, 05/27/18
|
5,762,529 |
$5,851,670 |
|
AFFINION GROUP INC L+5%, 10/09/16
|
7,598,884 |
$7,442,157 |
|
AGROKOR DD 8.875% 02/01/20
|
50,000 |
$54,875 |
|
AGUILA 3 SA 7.875% 01/31/18
|
1,100,000 |
$1,179,750 |
|
AGY HOLDING CORP 11% 11/15/14
|
70,000 |
$35,700 |
|
AINSWORTH LUMBER
|
151,370 |
$606,046 |
|
AIRCASTLE LTD 6.25% 12/01/19
|
3,775,000 |
$4,124,188 |
|
AIRCASTLE LTD 7.625% 04/15/20
|
2,900,000 |
$3,356,750 |
|
AJECORP BV 6.5% 05/14/22
|
10,260,000 |
$11,060,280 |
|
AKBANK TAS 7.5% 02/05/18
|
11,000,000 |
$5,983,480 |
|
ALCOA INC 6.15% 08/15/20
|
5,495,000 |
$5,982,720 |
|
ALEXANDRIA REAL ESTA 4.6% 04/01/22
|
11,010,000 |
$11,865,202 |
|
ALFA BANK OJSC VIA A 7.5% 09/26/19
|
12,500,000 |
$13,234,375 |
|
ALFA BANK OJSC VIA A 7.875% 09/25/17
|
1,550,000 |
$1,745,610 |
|
ALKERMES INC L+4.5%, 09/25/19
|
696,500 |
$700,273 |
|
ALLEGHENY TECHNOLOGI 9.375% 06/01/19
|
3,645,000 |
$4,692,478 |
|
ALLEGIANT TRAVEL CO L+5.75%, 02/17/17
|
2,842,000 |
$2,863,315 |
|
ALLEN SYSTEMS GROUP 10.5% 11/15/16
|
3,084,000 |
$1,958,340 |
|
ALLIANCE HEALTHCARE L+7.25%, 06/01/16
|
3,090,910 |
$3,121,819 |
|
ALLIANCE ONE INTERNA 10% 07/15/16
|
10,320,000 |
$10,900,500 |
|
ALLIANT INSURANCE SE L+5%, 12/07/19
|
1,740,000 |
$1,761,207 |
|
ALLIED SECURITY HOLD L+5.25%, 01/21/17
|
1,326,959 |
$1,338,570 |
|
ALLISON TRANSMISSION L+0.03%, 08/07/17
|
1,202,530 |
$1,208,293 |
|
ALLISON TRANSMISSION L+4.25%, 08/23/19
|
5,009,328 |
$5,078,832 |
|
ALLSTATE CORP/THE 5.1% 01/15/53
|
631,450 |
$16,531,361 |
|
ALLSTATE CORP/THE 6.75% 05/15/18
|
500,000 |
$621,143 |
|
ALLY FINANCIAL INC 7.0000% 12/31/99
|
1,900 |
$1,879,100 |
|
ALPHA APPALACHIA 3.25% 08/01/15
|
10,676,000 |
$10,275,650 |
|
ALPHA NATURAL RESOUR 6.25% 06/01/21
|
1,860,000 |
$1,674,000 |
|
ALPHA NATURAL RESOUR 6% 06/01/19
|
4,260,000 |
$3,929,850 |
|
ALROSA FINANCE SA 7.75% 11/03/20
|
3,175,000 |
$3,717,766 |
|
ALROSA FINANCE SA 8.875% 11/17/14
|
100,000 |
$110,210 |
|
ALTA WIND HOLDINGS L 7.0000% 06/30/35
|
1,423,471 |
$1,526,423 |
|
ALTERNATIVE LOAN TRU 0.6042% 03/25/34
|
1,372,090 |
$1,339,212 |
|
ALTERNATIVE LOAN TRU 4.25% 04/25/34
|
1,414,764 |
$1,423,579 |
|
ALTERNATIVE LOAN TRU 4.25% 09/25/33
|
2,248,026 |
$2,269,858 |
|
ALTERNATIVE LOAN TRU 4.75% 10/25/33
|
2,028,549 |
$2,072,785 |
|
ALTERNATIVE LOAN TRU 5.25% 09/25/33
|
4,196,318 |
$4,358,216 |
|
ALTERNATIVE LOAN TRU 5.5% 01/25/35
|
2,917,937 |
$2,970,209 |
|
ALTERNATIVE LOAN TRU 5.5% 03/25/35
|
3,527,448 |
$2,879,844 |
|
ALTERNATIVE LOAN TRU 5.5% 08/25/34
|
4,791,977 |
$4,741,441 |
|
ALTERNATIVE LOAN TRU 5.75% 03/25/34
|
3,177,686 |
$3,131,365 |
|
ALTERNATIVE LOAN TRU 5.75% 12/25/33
|
4,794,528 |
$4,939,629 |
|
ALTERNATIVE LOAN TRU 5% 07/25/19
|
5,200,000 |
$5,422,024 |
|
ALTERRA FINANCE 6.25% 09/30/20
|
9,380,000 |
$11,033,853 |
|
AMERICAN AXLE & MANU 1% 09/20/17
|
7,000,000 |
$7,506,117 |
|
AMERICAN CREDIT ACCE 4.05% 02/15/18
|
1,839,000 |
$1,841,063 |
|
AMERICAN EXPRESS BAN 5.5% 04/16/13
|
1,180,000 |
$1,181,645 |
|
AMERICAN HOME MORTGA 2.4474% 06/25/45
|
4,145,523 |
$4,091,378 |
|
AMERICREDIT AUTOMOBI 1.5700% 01/08/19
|
3,350,000 |
$3,357,976 |
|
AMERICREDIT AUTOMOBI 4.04% 07/10/17
|
1,600,000 |
$1,696,525 |
|
AMERICREDIT AUTOMOBI 4.2% 11/08/16
|
1,950,000 |
$2,043,807 |
|
AMERIGAS FINANCE LLC 7.0000% 05/20/22
|
9,350,000 |
$10,168,125 |
|
AMERIPRISE FINANCIAL 7.518% 06/01/66
|
8,324,000 |
$9,322,880 |
|
AMERIQUEST MORTGAGE 0.5067% 11/25/34
|
4,611,517 |
$4,578,106 |
|
AMERISTAR CASINOS IN L+4%, 03/29/18
|
699,689 |
$706,358 |
|
AMHERST COLLEGE 3.794% 11/01/42
|
2,300,000 |
$2,232,019 |
|
AMORTIZING RESIDENTI 1.4792% 01/25/32
|
1,067,958 |
$600,536 |
|
ANGLOGOLD ASHANTI HO 5.125% 08/01/22
|
3,900,000 |
$3,953,422 |
|
ANGLOGOLD ASHANTI HO 5.375% 04/15/20
|
6,715,000 |
$7,107,666 |
|
APPLIED SYSTEMS INC L+5.5%, 12/31/16
|
742,500 |
$747,141 |
|
AQUILEX HOLDINGS LLC L+9.5%, 04/01/16
|
1,022,325 |
$1,024,881 |
|
ARCELIK AS 5% 04/03/23
|
7,600,000 |
$7,577,408 |
|
ARCELORMITTAL 5.75% 08/05/20
|
3,050,000 |
$3,217,750 |
|
ARCELORMITTAL 6.125% 06/01/18
|
5,470,000 |
$5,907,600 |
|
ARCELORMITTAL 6% 03/01/21
|
10,385,000 |
$10,918,363 |
|
ARDAGH GLASS FINANCE 8.75% 02/01/20
|
100,000 |
$133,985 |
|
ARDAGH GLASS FINANCE 9.25% 07/01/16
|
1,070,000 |
$1,457,644 |
|
ARDAGH PACKAGING FIN 7.0000% 11/15/20
|
8,600,000 |
$8,836,500 |
|
ARDAGH PACKAGING FIN 9.125% 10/15/20
|
7,250,000 |
$8,029,375 |
|
ARDAGH PACKAGING FIN 9.25% 10/15/20
|
11,058,000 |
$15,312,255 |
|
ARDENT MEDICAL SERVI L+6.75%, 05/02/18
|
1,905,225 |
$1,940,948 |
|
ARMSTRONG WORLD INDU L+3.5%, 02/26/20
|
5,565,000 |
$5,613,694 |
|
ASCENT CAPITAL GROUP L+5.50252%, 03/06/18
|
7,657,158 |
$7,713,392 |
|
ASCIANO FINANCE LTD 5% 04/07/18
|
4,200,000 |
$4,607,576 |
|
ASIAN DEVELOPMENT BA 3.375% 05/20/14
|
70,000,000 |
$12,202,878 |
|
ASSET BACKED SECURIT 0.8642% 04/25/35
|
502,382 |
$501,373 |
|
ASTORIA FINANCIAL CO 5% 06/19/17
|
10,175,000 |
$10,896,011 |
|
ATKORE INTERNATIONAL 9.875% 01/01/18
|
150,000 |
$164,625 |
|
ATLAS REINSURANCE VI 8.178% 01/07/16
|
1,400,000 |
$1,415,680 |
|
ATLAS VI CAPITAL LTD 10.5% 04/07/14
|
900,000 |
$1,191,207 |
|
AUD/JPY FORWARD AUJP053113S
|
-11,073,140 |
$-11,478,195 |
|
AUDATEX NORTH AMERIC 6.75% 06/15/18
|
130,000 |
$139,425 |
|
AUD FORWARD AUUS041213S
|
-22,000,000 |
$-22,890,472 |
|
AUDIO VISUAL SERVICE L+6.75%, 10/11/18
|
2,743,125 |
$2,763,698 |
|
AUSDRILL FINANCE PTY 6.8750% 11/01/19
|
6,230,000 |
$6,370,175 |
|
AUSTRALIAN DOLLARS
|
11,000,129 |
$11,453,885 |
|
AUTOTRADER.COM INC L+4%, 12/15/16
|
6,546,400 |
$6,617,959 |
|
AVIATION CAPITAL GRO 4.625% 01/31/18
|
3,700,000 |
$3,817,212 |
|
AVIATION CAPITAL GRO 6.75% 04/06/21
|
12,763,000 |
$14,193,132 |
|
AVON PRODUCTS INC 5% 03/15/23
|
16,255,000 |
$16,678,768 |
|
AWAS AVIATION CAPITA L+4.75%, 06/25/18
|
4,174,568 |
$4,216,314 |
|
AXA SA 6.4630% 12/29/49
|
12,670,000 |
$12,574,975 |
|
AXA SA 8.6% 12/15/30
|
10,060,000 |
$12,899,747 |
|
AXCAN INTERMEDIATE H L+5.5%, 01/25/17
|
7,854,213 |
$7,932,755 |
|
BANCO CONTINENTAL SA 7.375% 10/07/40
|
6,400,000 |
$7,056,047 |
|
BANCO DE CREDITO DEL 6.8750% 09/16/26
|
10,210,000 |
$11,557,720 |
|
BANCO DE CREDITO DEL 9.75% 11/06/69
|
1,753,000 |
$2,147,425 |
|
BANCO DO BRASIL SA/C 6.25% 12/29/49
|
9,400,000 |
$9,259,000 |
|
BANCO DO ESTADO DO R 7.375% 02/02/22
|
3,650,000 |
$3,962,075 |
|
BANC OF AMERICA ALTE 5.25% 05/25/34
|
3,367,584 |
$3,423,867 |
|
BANC OF AMERICA ALTE 5.5% 01/25/20
|
2,972,761 |
$3,022,397 |
|
BANC OF AMERICA ALTE 5.5% 09/25/33
|
4,492,122 |
$4,572,356 |
|
BANC OF AMERICA ALTE 5.75% 04/25/33
|
4,555,440 |
$4,943,236 |
|
BANC OF AMERICA ALTE 5% 04/25/19
|
427,211 |
$439,083 |
|
BANC OF AMERICA ALTE 5% 07/25/19
|
4,694,710 |
$4,791,970 |
|
BANC OF AMERICA ALTE 6% 03/25/34
|
1,239,940 |
$1,279,026 |
|
BANC OF AMERICA ALTE 6% 04/25/34
|
1,626,958 |
$1,608,606 |
|
BANC OF AMERICA ALTE 6% 11/25/34
|
1,541,296 |
$1,508,772 |
|
BANC OF AMERICA FUND 0.3042% 09/26/46
|
1,484,897 |
$1,472,547 |
|
BANC OF AMERICA FUND 0.3318% 08/26/36
|
2,858,106 |
$2,797,171 |
|
BANC OF AMERICA FUND 5.5% 01/25/36
|
4,741,902 |
$4,724,343 |
|
BANC OF AMERICA FUND 5.75% 10/25/35
|
910,417 |
$914,602 |
|
BANC OF AMERICA LARG 0.9532% 08/15/29
|
3,889,056 |
$3,831,163 |
|
BANC OF AMERICA MORT 2.9979% 06/25/34
|
1,425,734 |
$1,424,589 |
|
BANC OF AMERICA MORT 3.1323% 09/25/33
|
3,430,036 |
$3,453,923 |
|
BANC OF AMERICA MORT 3.1361% 09/25/33
|
4,224,493 |
$4,231,489 |
|
BANC OF AMERICA MORT 3.1624% 10/25/33
|
6,847,100 |
$6,944,856 |
|
BANC OF AMERICA MORT 4.5% 08/25/19
|
762,381 |
$774,701 |
|
BANC OF AMERICA MORT 4.75% 10/25/20
|
377,940 |
$380,899 |
|
BANC OF AMERICA MORT 5.0707% 09/25/35
|
2,488,818 |
$2,493,572 |
|
BANC OF AMERICA MORT 5.75% 01/25/35
|
5,946,605 |
$6,095,669 |
|
BANCO GNB SUDAMERIS 7.5% 07/30/22
|
8,060,000 |
$8,904,885 |
|
BANCO INTERNACIONAL 5.75% 10/07/20
|
6,843,000 |
$7,448,606 |
|
BANK OF INDIA/LONDON 3.6249% 09/21/18
|
7,500,000 |
$7,528,079 |
|
BANQUE PSA FINANCE S 5.75% 04/04/21
|
10,260,000 |
$10,092,967 |
|
BASELL FINANCE CO BV 8.1% 03/15/27
|
4,385,000 |
$5,875,900 |
|
BAYLOR UNIVERSITY 4.313% 03/01/42
|
4,550,000 |
$4,717,122 |
|
BAYVIEW COMMERCIAL A 3.8900% 09/25/37
|
48,982,010 |
$4,530,836 |
|
BAYVIEW COMMERCIAL A 4.2766% 07/25/37
|
28,771,364 |
$1,504,742 |
|
BAYVIEW FINANCIAL MO 0.7037% 06/28/44
|
1,739,904 |
$1,240,727 |
|
BAYVIEW OPPORTUNITY 2.9814% 01/28/33
|
2,486,611 |
$2,492,330 |
|
BBVA BANCO CONTINENT 5% 08/26/22
|
50,000 |
$52,625 |
|
BBVA BANCOMER SA/TEX 6.5% 03/10/21
|
23,300,000 |
$26,445,500 |
|
BCAP LLC 2010-RR10 T 2.7297% 12/27/34
|
1,701,816 |
$1,708,845 |
|
BCAP LLC 2010-RR11-I 2.9824% 06/27/36
|
839,811 |
$840,854 |
|
BEACON CONTAINER FIN 3.72% 09/20/27
|
1,286,653 |
$1,341,061 |
|
BEAR STEARNS ALT-A T 0.7042% 03/25/35
|
793,469 |
$764,508 |
|
BEAR STEARNS ALT-A T 2.6594% 12/25/33
|
2,489,318 |
$2,507,929 |
|
BEAR STEARNS ALT-A T 4.7792% 10/25/33
|
2,040,440 |
$2,032,411 |
|
BEAR STEARNS ARM TRU 3.4846% 11/25/34
|
3,187,702 |
$3,198,260 |
|
BEAR STEARNS ARM TRU 4.9589% 02/25/35
|
1,416,510 |
$1,433,697 |
|
BEAR STEARNS ASSET B 0.3342% 10/25/36
|
1,028,698 |
$1,010,809 |
|
BEAR STEARNS ASSET B 0.4842% 02/25/36
|
1,267,198 |
$1,251,628 |
|
BEAR STEARNS ASSET B 0.6142% 12/25/35
|
2,200,000 |
$2,097,286 |
|
BEAR STEARNS ASSET B 0.6542% 09/25/35
|
189,642 |
$189,297 |
|
BEAR STEARNS ASSET B 1.0542% 12/25/33
|
1,618,377 |
$1,480,618 |
|
BEAR STEARNS ASSET B 1.2542% 10/25/34
|
4,450,000 |
$4,212,980 |
|
BEAR STEARNS COMMERC 7.4029% 10/15/36
|
3,707,316 |
$3,816,727 |
|
BEAR STERNS ARM TRUS 2.3415% 08/25/33
|
1,600,618 |
$1,590,526 |
|
BEAR STERNS ARM TRUS 2.9526% 08/25/33
|
508,693 |
$503,865 |
|
BERTIN SA / BERTIN F 10.25% 10/05/16
|
750,000 |
$855,000 |
|
BIOMED REALTY LP 4.25% 07/15/22
|
3,865,000 |
$4,039,315 |
|
BLACKSTONE HOLDINGS 4.75% 02/15/23
|
5,375,000 |
$5,931,759 |
|
BLUE DANUBE LTD 6.2969% 04/10/15
|
400,000 |
$417,880 |
|
BLUE FIN LTD 0% 05/28/13
|
750,000 |
$760,125 |
|
BLUE FIN LTD 0% 05/28/13
|
1,200,000 |
$1,211,520 |
|
BM&FBOVESPA SA 5.5% 07/16/20
|
6,180,000 |
$6,831,990 |
|
BNY CONVERGEX GROUP L+5.25%, 12/16/16
|
498,041 |
$497,210 |
|
BNY CONVERGEX GROUP L+5.25%, 12/16/16
|
1,100,168 |
$1,098,334 |
|
BOART LONGYEAR MANAG 7.0000% 04/01/21
|
2,950,000 |
$3,045,875 |
|
BOLIVIAN GOVERNMENT 4.875% 10/29/22
|
2,900,000 |
$2,882,600 |
|
BOWDOIN COLLEGE 4.693% 07/01/12
|
4,550,000 |
$4,164,610 |
|
BRASKEM FINANCE LTD 7.375% 10/29/49
|
2,690,000 |
$2,790,875 |
|
BRAZILIAN GOVERNMENT 10.25% 01/10/28
|
14,150,000 |
$8,411,562 |
|
BRAZIL MINAS SPE VIA 5.333% 02/15/28
|
17,900,000 |
$19,543,220 |
|
BRAZIL MINAS SPE VIA 5.333% 02/15/28
|
17,900,000 |
$19,543,220 |
|
BRAZOS HARBOR INDUST 5.9% 05/01/38
|
7,050,000 |
$8,008,518 |
|
BRF - BRASIL FOODS S 5.875% 06/06/22
|
8,010,000 |
$8,911,125 |
|
BRIGHT HORIZONS FAMI L+4.0004%, 01/14/20
|
1,110,000 |
$1,120,175 |
|
BRITISH POUND
|
625 |
$950 |
|
BROCADE COMMUNICATIO 4.625% 01/15/23
|
3,000,000 |
$2,902,500 |
|
BROOKFIELD RESIDENTI 6.5% 12/15/20
|
3,460,000 |
$3,702,200 |
|
BTA BANK JSC
|
4,633 |
$3,684 |
|
BUCKEYE PARTNERS LP 6.05% 01/15/18
|
1,770,000 |
$2,016,837 |
|
BUILDING MATERIALS C 6.75% 05/01/21
|
3,665,000 |
$4,004,013 |
|
BUMI CAPITAL PTE LTD 12% 11/10/16
|
3,650,000 |
$3,275,875 |
|
BUMI INVESTMENT PTE 10.75% 10/06/17
|
2,425,000 |
$2,049,125 |
|
BUMI RESOURCES TBK P L+11.2032%, 08/15/13
|
1,450,000 |
$1,421,000 |
|
BUNDESREPUBLIK DEUTS 4.25% 01/04/14
|
3,900,000 |
$5,158,497 |
|
BURGER KING CORP 9.875% 10/15/18
|
4,000,000 |
$4,595,000 |
|
BURGER KING CORP L+3.75%, 09/28/19
|
2,406,905 |
$2,442,749 |
|
BUTLER INDUSTRIAL DE 5.75% 09/01/28
|
950,000 |
$1,000,265 |
|
BWAY HOLDING CO L+4.5025%, 08/06/17
|
2,070,000 |
$2,097,169 |
|
CAELUS RE II LTD 0% 05/24/13
|
9,275,000 |
$9,333,433 |
|
CAELUS RE LTD 0% 03/07/16
|
2,300,000 |
$2,298,160 |
|
CAESARS ENTERTAINMEN L+5.4542%, 01/28/18
|
2,670,000 |
$2,480,430 |
|
CALIFORNIA REPUBLIC 3% 01/15/20
|
3,026,000 |
$3,024,042 |
|
CALPINE CORP L+4%, 03/01/18
|
5,483,100 |
$5,525,594 |
|
CALPINE CORP L+4%, 09/27/19
|
1,094,500 |
$1,104,647 |
|
CANADA HOUSING TRUST 3.35% 12/15/20
|
2,340,000 |
$2,520,469 |
|
CANADA HOUSING TRUST 3.75% 03/15/20
|
35,040,000 |
$38,572,093 |
|
CANADA HOUSING TRUST 3.8% 06/15/21
|
19,625,000 |
$21,805,169 |
|
CANADIAN DOLLARS
|
1,563,499 |
$1,538,045 |
|
CANADIAN GOVERNMENT 1.5% 03/01/17
|
13,610,000 |
$13,519,896 |
|
CANADIAN GOVERNMENT 2% 06/01/16
|
20,500,000 |
$20,704,486 |
|
CANADIAN GOVERNMENT 4.25% 06/01/18
|
7,550,000 |
$8,503,563 |
|
CANTOR FITZGERALD LP 7.875% 10/15/19
|
18,870,000 |
$19,618,233 |
|
CAPITAL AUTO RECEIVA 2.19% 09/20/21
|
3,165,000 |
$3,160,908 |
|
CAPITAL ONE BANK 8.8% 07/15/19
|
2,030,000 |
$2,764,296 |
|
CARESTREAM HEALTH IN L+5%, 02/08/17
|
4,059,470 |
$4,083,392 |
|
CARLYLE HOLDINGS FIN 3.875% 02/01/23
|
4,200,000 |
$4,302,014 |
|
CARLYLE HOLDINGS II 5.625% 03/30/43
|
12,660,000 |
$12,668,539 |
|
CARNOW AUTO RECEIVAB 3.2400% 03/15/16
|
1,100,000 |
$1,101,296 |
|
CARRINGTON MORTGAGE 0.3042% 06/25/37
|
446,962 |
$429,182 |
|
CARRINGTON MORTGAGE 0.3142% 07/25/36
|
1,562,550 |
$1,515,019 |
|
CARRINGTON MORTGAGE 0.3242% 02/25/37
|
106,431 |
$105,588 |
|
CARRINGTON MORTGAGE 0.6042% 09/25/35
|
294,046 |
$288,295 |
|
CARRINGTON MORTGAGE 0.9392% 02/25/35
|
2,874,841 |
$2,819,098 |
|
CARRIZO OIL & GAS IN 8.625% 10/15/18
|
5,605,000 |
$6,137,475 |
|
CATALENT PHARMA SOLU L+3.7037%, 09/15/16
|
974,160 |
$982,075 |
|
CATERPILLAR FINANCIA 7.0499% 10/01/18
|
200,000 |
$256,689 |
|
CATHOLIC HEALTH INIT 4.35% 11/01/42
|
11,400,000 |
$11,486,332 |
|
CCO HOLDINGS LLC / C 6.625% 01/31/22
|
6,150,000 |
$6,595,875 |
|
CCO HOLDINGS LLC / C 7.375% 06/01/20
|
3,775,000 |
$4,185,531 |
|
CDC MORTGAGE CAPITAL 1.5542% 08/25/33
|
1,260,106 |
$1,188,998 |
|
CDW LLC / CDW FINANC L+3.7032%, 10/10/14
|
1,165,471 |
$1,174,628 |
|
CEDAR FAIR LP L+3.25%, 02/20/20
|
720,000 |
$730,354 |
|
CEMEX ESPANA LUX 9.875% 04/30/19
|
5,098,000 |
$5,868,818 |
|
CEMEX SAB DE CV 5.2836% 09/30/15
|
4,700,000 |
$4,870,375 |
|
CEMEX SAB DE CV 9% 01/11/18
|
3,375,000 |
$3,737,813 |
|
CENGAGE LEARNING ACQ L+2.71%, 07/04/14
|
6,041,465 |
$4,678,359 |
|
CENTRAL AMERICAN BOT 6.75% 02/09/22
|
2,795,000 |
$3,043,056 |
|
CENTURYLINK INC 6.45% 06/15/21
|
4,250,000 |
$4,505,000 |
|
CENTURYLINK INC 7.6% 09/15/39
|
3,510,000 |
$3,404,700 |
|
CENTURYLINK INC 7.6499% 03/15/42
|
3,100,000 |
$2,995,375 |
|
CENVEO CORP L+7%, 12/15/16
|
1,788,974 |
$1,799,037 |
|
CEQUEL COMMUNICATION L+4%, 01/31/19
|
6,435,000 |
$6,503,874 |
|
CEVA GROUP PLC 11.5% 04/01/18
|
4,765,000 |
$4,359,975 |
|
CEVA GROUP PLC 11.625% 10/01/16
|
355,000 |
$369,200 |
|
CEVA GROUP PLC 8.375% 12/01/17
|
2,500,000 |
$2,575,000 |
|
CEVA GROUP PLC L+0.211%, 08/31/16
|
1,731,117 |
$1,691,085 |
|
CEVA GROUP PLC L+5.2985%, 08/31/16
|
913,509 |
$888,844 |
|
CEVA GROUP PLC L+5.2985%, 08/31/16
|
4,870,620 |
$4,757,987 |
|
CFG INVESTMENT SAC 9.75% 07/30/19
|
8,000,000 |
$7,520,000 |
|
CHAPARRAL ENERGY INC 7.625% 11/15/22
|
3,575,000 |
$3,905,688 |
|
CHARTER COMMUNICATIO L+3.46%, 09/06/16
|
1,479,780 |
$1,488,510 |
|
CHARTER COMMUNICATIO L+4%, 03/28/19
|
4,974,750 |
$5,035,691 |
|
CHASEFLEX TRUST SERI 5% 05/25/20
|
507,982 |
$503,221 |
|
CHASE MORTGAGE FINAN 5% 10/25/33
|
454,829 |
$471,205 |
|
CHEMTURA CORP L+5.5%, 08/11/16
|
3,890,000 |
$3,948,350 |
|
CHESAPEAKE ENERGY CO 2.25% 12/15/38
|
4,600,000 |
$4,082,500 |
|
CHESAPEAKE ENERGY CO 2.5% 05/15/37
|
1,435,000 |
$1,374,909 |
|
CHESAPEAKE ENERGY CO L+5.75%, 12/02/17
|
1,300,000 |
$1,342,483 |
|
CHESAPEAKE FUNDING L 0.6532% 05/07/24
|
3,200,000 |
$3,199,469 |
|
CHESAPEAKE FUNDING L 1.3532% 05/07/24
|
1,700,000 |
$1,700,000 |
|
CHL MORTGAGE PASS-TH 3.1474% 09/25/33
|
32,260 |
$30,543 |
|
CHL MORTGAGE PASS-TH 5.5% 03/25/34
|
1,779,967 |
$1,827,154 |
|
CHL MORTGAGE PASS-TH 5.5% 08/25/35
|
1,796,830 |
$1,837,462 |
|
CHRYSLER GROUP LLC / 8.25% 06/15/21
|
3,000,000 |
$3,348,750 |
|
CHRYSLER GROUP LLC / 8% 06/15/19
|
750,000 |
$822,188 |
|
CHRYSLER GROUP LLC / L+6%, 04/28/17
|
18,555,744 |
$18,945,080 |
|
CIE GENERALE DE GEOP 9.5% 05/15/16
|
95,000 |
$99,750 |
|
CINCINNATI BELL 8.375% 10/15/20
|
10,921,000 |
$11,357,840 |
|
CINCINNATI BELL INC 8.25% 10/15/17
|
5,703,000 |
$6,045,180 |
|
CINEDIGM DIGITAL FUN L+3.75%, 03/31/16
|
3,423,572 |
$3,444,969 |
|
CIRSA FUNDING LUXEMB 8.75% 05/15/18
|
3,750,000 |
$4,699,881 |
|
CITICORP MORTGAGE SE 5.5% 02/25/22
|
279,911 |
$285,317 |
|
CITICORP MORTGAGE SE 5% 02/25/36
|
8,196 |
$8,680 |
|
CITICORP MORTGAGE SE 6.25% 06/25/36
|
821,037 |
$823,305 |
|
CITICORP RESIDENTIAL 5.703% 11/25/36
|
11,998,018 |
$11,969,967 |
|
CITICORP RESIDENTIAL 5.775% 09/25/36
|
5,683,471 |
$5,782,483 |
|
CITICORP RESIDENTIAL 5.892% 03/25/37
|
7,000,000 |
$6,914,649 |
|
CITICORP RESIDENTIAL 5.939% 07/25/36
|
7,501,163 |
$7,481,855 |
|
CITIGROUP CAPITAL XI 7.875% 10/30/40
|
919,550 |
$26,289,935 |
|
CITIGROUP INC 5.95% 12/29/49
|
8,800,000 |
$9,130,000 |
|
CITIGROUP MORTGAGE L 0.6142% 07/25/35
|
429,600 |
$429,441 |
|
CITIGROUP MORTGAGE L 0.9542% 05/25/35
|
2,150,000 |
$1,908,041 |
|
CITIGROUP MORTGAGE L 2.6372% 09/25/35
|
2,355,392 |
$2,340,652 |
|
CITIGROUP MORTGAGE L 6.75% 08/25/34
|
97,612 |
$104,016 |
|
CITY CENTER TRUST 20 4.65% 07/15/28
|
4,500,000 |
$4,525,151 |
|
CITY OF CHARLESTON S 5% 01/01/35
|
1,440,000 |
$1,651,910 |
|
CITY OF CHARLESTON S 5% 01/01/41
|
9,570,000 |
$10,793,812 |
|
CITY OF CHARLOTTE NC 5.6% 07/01/27
|
150,000 |
$150,168 |
|
CITY OF CHARLOTTE NC 5% 07/01/38
|
4,175,000 |
$4,733,281 |
|
CITY OF HOUSTON TX A 6.75% 07/01/29
|
10,250,000 |
$10,294,178 |
|
CITY OF SAN FRANCISC 5% 11/01/37
|
13,855,000 |
$15,691,619 |
|
CKE RESTAURANT HOLDI 4.474% 03/20/43
|
13,250,000 |
$13,250,000 |
|
CNO FINANCIAL GROUP 6.375% 10/01/20
|
125,000 |
$132,969 |
|
CNO FINANCIAL GROUP L+5%, 09/04/18
|
4,969,982 |
$5,053,850 |
|
COBALT CMBS COMMERCI 5.174% 08/15/48
|
34,789 |
$34,872 |
|
COBALT INTERNATIONAL 2.625% 12/01/19
|
17,590,000 |
$19,645,831 |
|
COBANK ACB 6.25% 12/31/99
|
87,500 |
$9,343,364 |
|
COBANK ACB 7.875% 04/16/18
|
1,500,000 |
$1,903,280 |
|
CODERE FINANCE LUXEM 9.25% 02/15/19
|
11,915,000 |
$8,578,800 |
|
COLEMAN CABLE INC 9% 02/15/18
|
3,349,000 |
$3,625,293 |
|
COMBINE RE LTD 0% 01/07/15
|
1,400,000 |
$1,503,460 |
|
COMBINE RE LTD 0% 01/07/15
|
3,900,000 |
$4,003,350 |
|
COMM 2000-C1 MORTGAG 6.8499% 08/15/33
|
264,331 |
$262,551 |
|
COMM 2006-FL12 MORTG 0.3332% 12/15/20
|
3,100,000 |
$2,970,591 |
|
COMM 2007-FL14 MORTG 0.3832% 06/15/22
|
4,134,659 |
$4,073,871 |
|
COMM 2011-FL1 MORTGA 3.6387% 07/17/28
|
1,047,442 |
$1,063,021 |
|
COMM 2011-THL MORTGA 5.949% 06/09/28
|
450,000 |
$461,897 |
|
COMM 2012-CCRE2 MORT 3.147% 08/15/45
|
3,650,000 |
$3,786,700 |
|
COMM 2012-CCRE2 MORT 3.791% 08/15/45
|
1,900,000 |
$2,027,796 |
|
COMM 2012-CCRE2 MORT 4.393% 08/15/45
|
1,275,000 |
$1,389,515 |
|
COMM 2012-CCRE4 MORT 2.436% 10/15/45
|
4,047,000 |
$4,098,968 |
|
COMM 2012-CCRE4 MORT 3.251% 10/15/45
|
2,365,416 |
$2,402,589 |
|
COMM 2012-LC4 MORTGA 4.934% 12/10/44
|
1,550,000 |
$1,745,639 |
|
COMM 2013-LC6 MORTGA 2.941% 01/10/46
|
8,000,000 |
$8,087,936 |
|
COMMERCIAL METALS CO 7.35% 08/15/18
|
5,425,000 |
$6,021,750 |
|
COMMERCIAL MORTGAGE 0.3232% 02/15/22
|
3,269,647 |
$3,237,533 |
|
COMMERCIAL MORTGAGE 2.822% 11/15/45
|
2,575,000 |
$2,594,678 |
|
COMMERCIAL MORTGAGE 4.111% 07/05/35
|
119,927 |
$119,902 |
|
COMMERCIAL VEHIC 7.875% 04/15/19
|
1,125,000 |
$1,141,875 |
|
COMMONWEALTH EDISON 6.9500% 07/15/18
|
4,246,000 |
$5,221,578 |
|
COMMSCOPE INC L+3.75%, 01/14/18
|
3,482,390 |
$3,521,526 |
|
COMMUNITY HEALTH SYS L+3.78652%, 07/25/14
|
2,952,603 |
$2,988,126 |
|
COMPASS RE LTD 0% 01/08/15
|
900,000 |
$928,980 |
|
COMPASS RE LTD 0% 01/08/15
|
3,150,000 |
$3,263,715 |
|
CONCHO RESOURCES INC 6.5% 01/15/22
|
5,125,000 |
$5,586,250 |
|
CONFIE SEGUROS HOLDI L+6.5%, 10/11/13
|
1,695,750 |
$1,714,827 |
|
CONNECTICUT STATE HE 5% 07/01/40
|
9,610,000 |
$11,125,113 |
|
CONNECTICUT STATE HE 5% 07/01/42
|
5,100,000 |
$5,628,564 |
|
CONN FUNDING II LP 4% 04/15/16
|
1,427,965 |
$1,428,858 |
|
CONSECO FINANCIAL CO 6.24% 12/01/28
|
278,340 |
$288,777 |
|
CONTINENTAL AIRLINES 6.125% 04/29/18
|
100,000 |
$100,500 |
|
CONTINENTAL AIRLINES 6.795% 08/02/18
|
593,999 |
$620,729 |
|
CONTROLADORA MABE SA 7.875% 10/28/19
|
9,539,000 |
$11,303,715 |
|
CONVATEC INC L+5%, 12/01/16
|
4,255,812 |
$4,331,620 |
|
COOPERATIEVE CENTRAL 03/03/15
|
29,885,000 |
$14,718,763 |
|
COOPERATIEVE CENTRAL 6.8750% 03/19/20
|
5,150,000 |
$7,398,756 |
|
CORP FINANCIERA DE D 4.75% 02/08/22
|
3,705,000 |
$3,959,904 |
|
CORP GEO SAB DE CV 8.875% 03/27/22
|
2,150,000 |
$1,838,250 |
|
CORPGROUP BANKING SA 6.75% 03/15/23
|
8,500,000 |
$8,893,125 |
|
COUNTRYWIDE ASSET-BA 0.3142% 05/25/37
|
2,336,732 |
$2,330,053 |
|
COUNTRYWIDE ASSET-BA 0.3842% 06/25/36
|
4,008,978 |
$3,981,445 |
|
COUNTRYWIDE ASSET-BA 0.3942% 07/25/36
|
122,136 |
$118,562 |
|
COUNTRYWIDE ASSET-BA 0.4542% 04/25/36
|
1,557,969 |
$1,513,677 |
|
COUNTRYWIDE ASSET-BA 0.5742% 01/25/36
|
20,212 |
$20,137 |
|
COUNTRYWIDE ASSET-BA 4.456% 10/25/35
|
1,714,278 |
$1,720,980 |
|
COUNTRYWIDE ASSET-BA 5.069% 02/25/36
|
1,254,315 |
$1,270,620 |
|
COUNTRYWIDE ASSET-BA 5.6265% 10/25/46
|
720,869 |
$718,459 |
|
COUNTY OF KING WA SE 5.125% 01/01/41
|
3,000,000 |
$3,364,260 |
|
COUNTY OF RICHLAND S 5.95% 09/01/31
|
1,000,000 |
$1,003,880 |
|
COUNTY OF SWEETWATER 5.6% 12/01/35
|
3,285,000 |
$3,565,900 |
|
COURTLAND INDUSTRIAL 5% 08/01/27
|
3,085,000 |
$3,094,533 |
|
CREDIT ACCEPTANCE AU 2.21% 09/15/20
|
2,500,000 |
$2,523,783 |
|
CREDIT-BASED ASSET S 0.2942% 04/25/37
|
1,712,104 |
$1,230,106 |
|
CREDIT-BASED ASSET S 5.9733% 10/25/36
|
1,600,000 |
$1,557,142 |
|
CREDIT SUISSE FIRST 1.7041% 08/25/33
|
12,392 |
$11,838 |
|
CREDIT SUISSE FIRST 2.6906% 11/25/33
|
3,045,092 |
$2,995,037 |
|
CREDIT SUISSE FIRST 5% 08/25/20
|
1,188,612 |
$1,210,757 |
|
CREDIT SUISSE FIRST 6.006% 11/15/36
|
4,488,383 |
$4,224,327 |
|
CRICKET COMMUNICATIO 7.75% 05/15/16
|
155,000 |
$161,781 |
|
CROATIA GOVERNMENT I 5.5% 04/04/23
|
7,900,000 |
$7,865,085 |
|
CRONOS CONTAINERS PR 3.81% 09/18/27
|
3,325,000 |
$3,441,831 |
|
CROWN CASTLE INTERNA L+4%, 01/10/19
|
2,322,357 |
$2,352,548 |
|
CROWN CASTLE TOWERS 4.883% 08/15/20
|
6,850,000 |
$7,884,501 |
|
CROWN CASTLE TOWERS 6.113% 01/15/20
|
3,135,000 |
$3,835,350 |
|
CSMC MORTGAGE-BACKED 5% 04/25/37
|
931,376 |
$925,295 |
|
CSMC SERIES 2010-16 3.5630% 06/25/50
|
8,813,000 |
$8,656,428 |
|
CUBESMART LP 4.8% 07/15/22
|
3,205,000 |
$3,509,921 |
|
CUBIST PHARMACEU 2.5% 11/01/17
|
3,750,000 |
$6,396,094 |
|
CUMMINS INC 5.65% 03/01/98
|
14,150,000 |
$14,401,714 |
|
CUMMINS INC 6.75% 02/15/27
|
1,385,000 |
$1,730,116 |
|
CUSTOM BUILDING PROD L+6%, 12/12/19
|
4,574,684 |
$4,654,741 |
|
CVS PASS-THROUGH TRU 5.773% 01/10/33
|
5,772,630 |
$6,715,116 |
|
CVS PASS-THROUGH TRU 6.036% 12/10/28
|
1,083,247 |
$1,270,828 |
|
DAE AVIATION HOLDING L+0.05%, 10/18/18
|
3,234,738 |
$3,269,107 |
|
DAE AVIATION HOLDING L+0.05%, 10/18/18
|
7,135,485 |
$7,211,299 |
|
DANISH KRONER
|
1 |
$0 |
|
DAVITA HEALTHCARE PA L+4.5%, 10/20/16
|
2,248,250 |
$2,276,353 |
|
DAVITA HEALTHCARE PA L+4%, 08/01/19
|
7,032,375 |
$7,114,239 |
|
DBUBS 2011-LC1 MORTG 5.5571% 11/10/46
|
2,950,000 |
$3,409,976 |
|
DBUBS 2011-LC3 MORTG 5.4172% 08/10/44
|
6,767,000 |
$7,878,020 |
|
DCP MIDSTREAM LLC 9.75% 03/15/19
|
4,290,000 |
$5,649,823 |
|
DDR CORP 4.625% 07/15/22
|
3,695,000 |
$3,996,963 |
|
DDR CORP 4.75% 04/15/18
|
1,261,000 |
$1,394,082 |
|
DDR CORP 7.5% 04/01/17
|
6,440,000 |
$7,655,492 |
|
DEL CORONADO TRUST 2.153% 03/15/26
|
2,842,000 |
$2,842,000 |
|
DEL MONTE FOODS CO L+4%, 02/03/18
|
6,834,405 |
$6,902,038 |
|
DELPHI FINANCIAL GRO 7.875% 01/31/20
|
10,110,000 |
$12,456,733 |
|
DELTA AIR LINES 2010 4.95% 05/23/19
|
2,694,929 |
$2,950,947 |
|
DELTA AIR LINES 2010 6.375% 01/02/16
|
50,000 |
$52,125 |
|
DELTA AIR LINES INC
|
79,678 |
$1,315,484 |
|
DELTA AIR LINES INC L+5.25%, 09/28/18
|
9,425,000 |
$9,586,997 |
|
DENBURY RESOURCES IN 8.25% 02/15/20
|
2,253,000 |
$2,523,360 |
|
DESARROLLADORA HOMEX 9.5% 12/11/19
|
4,240,000 |
$3,625,200 |
|
DESARROLLADORA HOMEX 9.75% 03/25/20
|
7,705,000 |
$6,587,775 |
|
DEXUS DIVERSIFIED TR 5.6% 03/15/21
|
15,725,000 |
$17,583,648 |
|
DH SERVICES LUXEMBOU L+5.25%, 12/18/19
|
7,167,038 |
$7,240,199 |
|
DIGICEL LTD 7.0000% 02/15/20
|
2,600,000 |
$2,717,000 |
|
DIGICEL LTD 8.25% 09/01/17
|
6,600,000 |
$6,979,500 |
|
DIGITALGLOBE INC L+0.0275%, 01/25/20
|
6,088,000 |
$6,166,480 |
|
DIGITAL REALTY TRUST 3.6249% 10/01/22
|
6,300,000 |
$6,257,960 |
|
DIGITAL REALTY TRUST 4.5% 07/15/15
|
3,610,000 |
$3,835,690 |
|
DIGITAL REALTY TRUST 5.25% 03/15/21
|
3,125,000 |
$3,465,225 |
|
DIGITAL REALTY TRUST 5.875% 02/01/20
|
1,445,000 |
$1,646,193 |
|
DINEEQUITY INC L+3.75%, 10/19/17
|
4,543,325 |
$4,612,897 |
|
DOLPHIN ENERGY LTD 5.5% 12/15/21
|
3,230,000 |
$3,734,688 |
|
DOMINO'S PIZZA MASTE 5.216% 01/25/42
|
21,817,750 |
$24,484,708 |
|
DRUG ROYALTY II LP 1 4.304% 01/15/25
|
1,269,956 |
$1,269,956 |
|
DRUG ROYALTY II LP 1 4.474% 01/15/25
|
2,149,156 |
$2,157,323 |
|
DT AUTO OWNER TR 2.26% 10/16/17
|
4,150,000 |
$4,172,833 |
|
DTEK FINANCE PLC 7.875% 04/04/18
|
9,400,000 |
$9,246,756 |
|
DUBAI ELECTRICITY & 7.375% 10/21/20
|
5,720,000 |
$6,949,800 |
|
DUBAI ELECTRICITY & 8.5% 04/22/15
|
9,750,000 |
$10,907,813 |
|
DUNKIN' BRANDS INC L+3.75338%, 02/28/20
|
8,328,035 |
$8,437,340 |
|
DUPONT PERFORMANCE C L+4.75%, 02/01/20
|
5,750,000 |
$5,832,984 |
|
DYCOM INVESTMENT 7.1249% 01/15/21
|
100,000 |
$106,750 |
|
DYCOM INVESTMENTS IN 7.1249% 01/15/21
|
3,400,000 |
$3,638,000 |
|
DYNCORP INTERNATIONA L+6.25%, 07/07/16
|
1,874,668 |
$1,889,900 |
|
EAST LANE RE LTD 0% 03/13/15
|
2,650,000 |
$2,758,915 |
|
EAST LANE RE LTD 0% 03/14/14
|
1,000,000 |
$1,020,300 |
|
EAST LANE RE V LTD 0% 03/16/16
|
850,000 |
$918,765 |
|
EASTMAN CHEMICAL CO 4.8% 09/01/42
|
4,140,000 |
$4,298,558 |
|
EATON VANCE CORP 6.5% 10/02/17
|
100,000 |
$120,097 |
|
ELDORADO GOLD CORP 6.125% 12/15/20
|
2,400,000 |
$2,490,000 |
|
ELECTRICITE DE FRANC 5.25% 01/29/49
|
23,700,000 |
$23,544,528 |
|
ELLINGTON LOAN ACQUI 1.0042% 05/27/37
|
1,127,712 |
$1,115,549 |
|
ELLINGTON LOAN ACQUI 1.1042% 05/25/37
|
2,174,201 |
$2,141,209 |
|
ELLINGTON LOAN ACQUI 1.2042% 05/26/37
|
836,556 |
$839,385 |
|
EMBARCADERO REINSURA 0% 08/04/14
|
750,000 |
$762,675 |
|
EMBARCADERO REINSURA 0% 08/07/15
|
5,300,000 |
$5,462,180 |
|
EMERALD PLANTATION H
|
1,445,550 |
$758,914 |
|
EMERALD PLANTATION H 6% 01/15/20
|
1,562,757 |
$1,101,744 |
|
EMERGENCY MEDICAL SE L+4%, 04/05/18
|
1,994,921 |
$2,006,891 |
|
EMPRESAS ICA SAB DE 8.375% 07/24/17
|
3,400,000 |
$3,638,000 |
|
EMPRESAS ICA SAB DE 8.9% 02/04/21
|
8,825,000 |
$9,476,285 |
|
ENDO HEALTH SOLUTION L+4%, 04/14/18
|
540,625 |
$544,567 |
|
ENEL FINANCE INTERNA 5.125% 10/07/19
|
215,000 |
$228,104 |
|
ENTERCOM COMMUNICATI L+5.01206%, 11/07/18
|
1,702,175 |
$1,735,955 |
|
ENTERPRISE PRODUCTS 7.0000% 06/01/67
|
3,886,000 |
$4,196,880 |
|
ENTERPRISE PRODUCTS 8.375% 08/01/66
|
3,683,000 |
$4,235,450 |
|
EPE HOLDINGS LLC / E 8.125% 12/15/17
|
4,150,000 |
$4,357,500 |
|
EP ENERGY LLC / EP E 9.375% 05/01/20
|
9,850,000 |
$11,376,750 |
|
EP ENERGY LLC / EVER 6.8750% 05/01/19
|
40,000 |
$43,800 |
|
EP ENERGY LLC L+5%, 05/24/18
|
5,485,000 |
$5,556,009 |
|
EQUITY ONE MORTGAGE 4.205% 04/25/34
|
511,368 |
$508,338 |
|
ESSAR STEEL ALGOMA I 9.375% 03/15/15
|
5,660,000 |
$5,433,600 |
|
ESSAR STEEL ALGOMA I 9.875% 06/15/15
|
2,815,000 |
$2,287,188 |
|
ESSAR STEEL ALGOMA I L+8.75%, 09/12/14
|
572,125 |
$586,428 |
|
EUR/JPY FORWARD EUJP052213S
|
-13,964,206 |
$-17,910,477 |
|
EUR FORWARD EUUS050613S
|
-82,000,000 |
$-105,160,162 |
|
EUROCHEM MINERAL & C 5.125% 12/12/17
|
3,650,000 |
$3,704,750 |
|
EUROPEAN EURO
|
19,927,911 |
$25,550,570 |
|
EVERGLADES RE LTD 0% 03/28/16
|
600,000 |
$600,000 |
|
EXETER AUTOMOBILE RE 3.06% 07/16/18
|
3,000,000 |
$3,041,325 |
|
EXOPACK HOLDING CORP L+6.5%, 05/06/17
|
18,048,525 |
$18,251,571 |
|
EXPEDIA INC 5.95% 08/15/20
|
9,760,000 |
$10,852,271 |
|
EXPERT GLOBAL SOLUTI L+8%, 03/13/18
|
14,503,749 |
$14,648,787 |
|
EXPORT-IMPORT BANK O 5.875% 01/14/15
|
1,900,000 |
$2,057,172 |
|
EXPRO FINANCE LUXEMB 8.5% 12/15/16
|
1,710,000 |
$1,812,600 |
|
EXTERRAN HOLDINGS IN 7.2499% 12/01/18
|
7,400,000 |
$7,955,000 |
|
FAIRMOUNT MINERALS L L+5.25%, 03/01/17
|
5,969,875 |
$6,015,891 |
|
FANNIE MAE REMICS 3.5000% 01/25/29
|
3,401,649 |
$188,794 |
|
FANNIE MAE REMICS 4.5% 06/25/29
|
4,635,000 |
$5,152,572 |
|
FANNIE MAE REMICS 5% 09/25/39
|
1,258,415 |
$1,291,840 |
|
FEDERAL-MOGUL CORP L+2.1375%, 12/28/15
|
1,041,658 |
$976,409 |
|
FEDERAL-MOGUL CORP L+2.1375%, 12/29/14
|
2,041,649 |
$1,913,762 |
|
FERRELLGAS LP / FERR 6.5% 05/01/21
|
3,575,000 |
$3,691,188 |
|
FERREXPO FINANCE PLC 7.875% 04/07/16
|
8,725,000 |
$8,703,188 |
|
FHLMC POOL #A14289 6.5% 10/01/33
|
96,228 |
$104,577 |
|
FHLMC POOL #A22366 5% 05/01/34
|
135,288 |
$146,189 |
|
FHLMC POOL #A26100 6% 08/01/34
|
379,719 |
$420,271 |
|
FHLMC POOL #A30207 5% 12/01/34
|
795,901 |
$860,038 |
|
FHLMC POOL #A35363 5% 07/01/35
|
577,335 |
$623,137 |
|
FHLMC POOL #A35525 6% 06/01/35
|
385,738 |
$425,968 |
|
FHLMC POOL #A55379 6% 12/01/36
|
265,692 |
$290,828 |
|
FHLMC POOL #A66564 6% 10/01/37
|
49,873 |
$54,529 |
|
FHLMC POOL #A89784 5% 11/01/39
|
17,822,765 |
$19,515,186 |
|
FHLMC POOL #A94380 3.5000% 10/01/40
|
4,550,193 |
$4,790,796 |
|
FHLMC POOL #C01755 6% 01/01/34
|
141,116 |
$157,598 |
|
FHLMC POOL #C71082 6.5% 09/01/32
|
2,509 |
$2,893 |
|
FHLMC POOL #C76446 6% 01/01/33
|
118,602 |
$132,454 |
|
FHLMC POOL #C77285 6% 03/01/33
|
19,890 |
$22,213 |
|
FHLMC POOL #C77734 6% 03/01/33
|
37,218 |
$41,576 |
|
FHLMC POOL #E01157 6% 06/01/17
|
344,214 |
$367,902 |
|
FHLMC POOL #E85757 5.5% 10/01/16
|
14,869 |
$15,833 |
|
FHLMC POOL #G01890 4.5% 10/01/35
|
1,055,730 |
$1,131,402 |
|
FHLMC POOL #G03922 6% 12/01/37
|
722,680 |
$790,148 |
|
FHLMC POOL #G04815 5% 09/01/38
|
1,835,575 |
$1,974,314 |
|
FHLMC POOL #G04817 5% 09/01/38
|
924,178 |
$994,030 |
|
FHLMC POOL #G08020 5% 11/01/34
|
136,181 |
$147,155 |
|
FHLMC POOL #G12432 5% 12/01/21
|
899,849 |
$964,657 |
|
FHLMC POOL #G13081 5% 04/01/23
|
652,937 |
$699,147 |
|
FIDELITY NATIONAL FI 4.25% 08/15/18
|
4,840,000 |
$6,527,950 |
|
FIRST AMERICAN FINAN 4.3% 02/01/23
|
5,750,000 |
$5,984,157 |
|
FIRST DATA CORP 8.25% 01/15/21
|
1,640,000 |
$1,705,600 |
|
FIRST DATA CORP L+4.2042%, 03/24/18
|
1,528,214 |
$1,526,112 |
|
FIRST DATA CORP L+5.2042%, 03/24/17
|
115,933 |
$116,938 |
|
FIRST FRANKIN MORTGA 0.6542% 03/25/35
|
577,761 |
$575,288 |
|
FIRST FRANKIN MORTGA 0.7142% 09/25/35
|
2,579,191 |
$2,532,575 |
|
FIRST FRANKLIN MORTG 0.7442% 09/25/34
|
493,177 |
$490,974 |
|
FIRST HORIZON MORTGA 2.5751% 06/25/35
|
2,632,963 |
$2,535,728 |
|
FIRST HORIZON MORTGA 2.6607% 04/25/35
|
2,726,355 |
$2,702,952 |
|
FIRST HORIZON MORTGA 5.5% 10/25/35
|
703,942 |
$705,276 |
|
FIRST HORIZON MORTGA 5.7100% 10/25/34
|
1,439,222 |
$1,461,316 |
|
FIRST HORIZON MORTGA 6% 05/25/36
|
573,313 |
$573,819 |
|
FIRST INVESTORS AUTO 1.47% 05/15/18
|
5,017,676 |
$5,024,560 |
|
FIRST INVESTORS AUTO 2.53% 01/15/20
|
1,600,000 |
$1,597,630 |
|
FIXED INCOME TRUST S 0% 10/15/97
|
6,250,000 |
$3,692,176 |
|
FLEXTRONICS INTERNAT 4.625% 02/15/20
|
4,615,000 |
$4,661,150 |
|
FLEXTRONICS INTERNAT 5% 02/15/23
|
7,680,000 |
$7,660,800 |
|
FLEXTRONICS SEMICOND L+2.4537%, 10/01/14
|
832,427 |
$834,161 |
|
FLEXTRONICS SEMICOND L+2.4537%, 10/01/14
|
111,774 |
$112,123 |
|
FLEXTRONICS SEMICOND L+2.4537%, 10/01/14
|
130,403 |
$130,810 |
|
FLEXTRONICS SEMICOND L+2.4537%, 10/01/14
|
233,122 |
$233,608 |
|
FLOWSERVE CORP 3.5000% 09/15/22
|
1,755,000 |
$1,774,470 |
|
FNMA POOL #251698 7.0000% 05/01/28
|
2,303 |
$2,747 |
|
FNMA POOL #252256 7.0000% 02/01/29
|
695 |
$829 |
|
FNMA POOL #254139 6.5% 12/01/21
|
224,447 |
$249,583 |
|
FNMA POOL #254238 6% 03/01/32
|
3,428 |
$3,850 |
|
FNMA POOL #254478 6% 10/01/32
|
6,416 |
$7,221 |
|
FNMA POOL #254595 6% 01/01/33
|
26,035 |
$29,300 |
|
FNMA POOL #254634 5.5% 02/01/23
|
831,257 |
$906,685 |
|
FNMA POOL #254676 6% 03/01/33
|
15,270 |
$17,185 |
|
FNMA POOL #254814 4% 07/01/18
|
8,591 |
$9,216 |
|
FNMA POOL #254984 6% 12/01/33
|
209,083 |
$235,308 |
|
FNMA POOL #255070 6% 01/01/34
|
181,390 |
$204,141 |
|
FNMA POOL #255668 5.5% 03/01/25
|
1,406,552 |
$1,548,248 |
|
FNMA POOL #259573 6.5% 10/01/32
|
23,292 |
$27,489 |
|
FNMA POOL #492909 7.5% 01/01/28
|
1,531 |
$1,765 |
|
FNMA POOL #493947 6.5% 04/01/29
|
775 |
$910 |
|
FNMA POOL #545819 6.5% 08/01/32
|
5,700 |
$6,535 |
|
FNMA POOL #559576 7.0000% 12/01/30
|
284 |
$339 |
|
FNMA POOL #580982 6.5% 05/01/31
|
5,076 |
$5,984 |
|
FNMA POOL #582188 6.5% 06/01/31
|
370 |
$422 |
|
FNMA POOL #593989 6.5% 07/01/31
|
2,884 |
$3,394 |
|
FNMA POOL #596213 7.0000% 07/01/31
|
2,075 |
$2,473 |
|
FNMA POOL #625185 6.5% 02/01/32
|
2,161 |
$2,504 |
|
FNMA POOL #627256 6.5% 03/01/32
|
6,449 |
$7,612 |
|
FNMA POOL #643382 6% 07/01/17
|
88,795 |
$95,272 |
|
FNMA POOL #658715 5.5% 04/01/36
|
419,020 |
$457,565 |
|
FNMA POOL #665539 5.5% 02/01/33
|
6,994 |
$7,525 |
|
FNMA POOL #666818 6% 11/01/32
|
18,598 |
$20,876 |
|
FNMA POOL #668571 6% 12/01/32
|
164,192 |
$184,786 |
|
FNMA POOL #672884 6.5% 11/01/32
|
8,829 |
$9,626 |
|
FNMA POOL #684055 6% 03/01/33
|
25,232 |
$28,375 |
|
FNMA POOL #698469 5.5% 05/01/33
|
87,438 |
$96,274 |
|
FNMA POOL #705600 6% 05/01/33
|
229,859 |
$259,696 |
|
FNMA POOL #708545 5.5% 06/01/33
|
72,363 |
$79,676 |
|
FNMA POOL #721255 5.5% 07/01/33
|
176,402 |
$194,228 |
|
FNMA POOL #725424 5.5% 04/01/34
|
306,603 |
$337,586 |
|
FNMA POOL #745749 5.5% 03/01/21
|
1,004,251 |
$1,099,645 |
|
FNMA POOL #809999 4.5% 03/01/35
|
499,681 |
$538,756 |
|
FNMA POOL #831418 5.5% 03/01/36
|
175,202 |
$192,825 |
|
FNMA POOL #846586 5.5% 12/01/35
|
564,056 |
$618,763 |
|
FNMA POOL #889406 6% 04/01/38
|
1,108,686 |
$1,215,871 |
|
FNMA POOL #899044 5% 02/01/22
|
717,138 |
$774,362 |
|
FNMA POOL #899570 6% 06/01/37
|
757,560 |
$830,798 |
|
FNMA POOL #911415 5% 06/01/22
|
301,877 |
$326,908 |
|
FNMA POOL #915079 5% 04/01/22
|
36,954 |
$39,903 |
|
FNMA POOL #941632 5% 06/01/22
|
68,897 |
$74,394 |
|
FNMA POOL #960463 6% 12/01/37
|
1,010,718 |
$1,108,431 |
|
FNMA POOL #981756 6% 07/01/38
|
431,857 |
$473,608 |
|
FNMA POOL #990745 6.5% 09/01/38
|
9,628 |
$10,417 |
|
FNMA POOL #AB1149 5% 06/01/40
|
5,803,428 |
$6,374,688 |
|
FNMA POOL #AD7136 5% 07/01/40
|
5,194,214 |
$5,705,302 |
|
FNMA POOL #AE7714 3.5000% 11/01/40
|
7,014,481 |
$7,411,676 |
|
FNMA POOL #AH6223 4.5% 03/01/41
|
1,789,399 |
$1,931,563 |
|
FNMA POOL #AH7525 4.5% 03/01/41
|
2,280,934 |
$2,462,149 |
|
FNMA POOL #AH9873 4.5% 04/01/41
|
15,210 |
$16,409 |
|
FNMA POOL #AI9843 4.5% 09/01/41
|
1,873,050 |
$2,021,860 |
|
FNMA POOL #AJ3082 4% 11/01/41
|
4,204,902 |
$4,486,237 |
|
FNMA POOL #AJ3087 4% 11/01/41
|
27,549 |
$29,393 |
|
FNMA POOL #AJ3639 4.5% 12/01/41
|
50,815 |
$54,852 |
|
FNMA POOL #AJ7293 4% 01/01/42
|
2,239,350 |
$2,397,924 |
|
FNMA POOL #AJ7901 4.5% 12/01/41
|
5,871,904 |
$6,338,415 |
|
FNMA POOL #AJ8920 4% 12/01/41
|
2,436,863 |
$2,599,905 |
|
FNMA POOL #AJ9531 4% 12/01/41
|
11,849,801 |
$12,642,627 |
|
FNMA POOL #AJ9736 4.5% 01/01/42
|
6,094,706 |
$6,578,918 |
|
FNMA POOL #AK1083 4% 01/01/42
|
4,920,580 |
$5,249,797 |
|
FNMA POOL #AK6637 4% 05/01/42
|
142,274 |
$152,349 |
|
FNMA POOL #AK7568 4% 07/01/42
|
375,432 |
$402,018 |
|
FNMA POOL #AK9815 4% 04/01/42
|
3,765,430 |
$4,017,362 |
|
FNMA POOL #AK9816 4% 04/01/42
|
6,399,478 |
$6,852,642 |
|
FNMA POOL #AP7895 4% 09/01/37
|
897,509 |
$957,699 |
|
FNMA POOL #AQ0819 3.5000% 12/01/42
|
49,716 |
$52,920 |
|
FNMA POOL #AQ3279 3.5000% 11/01/42
|
1,043,685 |
$1,110,938 |
|
FNMA POOL #AQ3591 3.5000% 11/01/42
|
496,189 |
$528,162 |
|
FNMA POOL #AQ4747 3.5000% 11/01/42
|
1,141,491 |
$1,215,045 |
|
FNMA POOL #AQ9047 3.5000% 12/01/42
|
2,037,568 |
$2,168,864 |
|
FNMA POOL #AQ9090 4% 12/01/42
|
45,750 |
$49,533 |
|
FORD AUTO SECURITIZA 1.485% 12/15/14
|
1,976,669 |
$1,946,296 |
|
FORD AUTO SECURITIZA 2.431% 11/15/14
|
901,408 |
$901,186 |
|
FOREST CITY ENTE 7.625% 06/01/15
|
59,000 |
$59,000 |
|
FORETHOUGHT FINANCIA 8.625% 04/15/21
|
3,200,000 |
$3,851,702 |
|
FORTESCUE METALS GRO L+5.25%, 09/18/17
|
1,442,750 |
$1,461,558 |
|
FOUNDATION RE III LT 0% 02/03/14
|
4,675,000 |
$4,734,373 |
|
FOUNDATION RE III LT 0% 02/25/15
|
4,500,000 |
$4,693,500 |
|
FOX ACQUISITION SUB L+5.5%, 07/01/17
|
161,645 |
$164,811 |
|
FPL ENERGY WIND FUND 6.876% 06/27/17
|
1,133,595 |
$974,892 |
|
FREDDIE MAC REMICS 0.4531% 11/15/36
|
3,622,745 |
$3,622,916 |
|
FREDDIE MAC REMICS 5% 06/15/34
|
6,445,263 |
$6,662,855 |
|
FREEPORT-MCMORAN COP 3.875% 03/15/23
|
11,200,000 |
$11,232,402 |
|
FREMF MORTGAGE TRUST 3.3098% 03/25/45
|
1,000,000 |
$992,170 |
|
FREMF MORTGAGE TRUST 3.4895% 11/25/46
|
3,600,000 |
$3,620,776 |
|
FREMF MORTGAGE TRUST 3.4895% 11/25/46
|
2,750,000 |
$2,885,627 |
|
FREMF MORTGAGE TRUST 3.7587% 02/25/45
|
25,000 |
$25,419 |
|
FREMF MORTGAGE TRUST 3.8184% 06/25/47
|
2,435,000 |
$2,428,783 |
|
FREMF MORTGAGE TRUST 3.8184% 06/25/47
|
3,661,000 |
$3,844,606 |
|
FREMF MORTGAGE TRUST 3.8683% 05/25/45
|
6,500,000 |
$6,671,867 |
|
FREMF MORTGAGE TRUST 4.1632% 09/25/44
|
5,065,000 |
$5,231,178 |
|
FREMF MORTGAGE TRUST 4.2859% 07/25/48
|
4,100,000 |
$4,419,234 |
|
FREMF MORTGAGE TRUST 4.2859% 07/25/48
|
4,775,000 |
$4,955,681 |
|
FREMF MORTGAGE TRUST 4.3469% 01/25/46
|
3,953,000 |
$4,244,716 |
|
FREMF MORTGAGE TRUST 4.4204% 12/25/48
|
2,400,000 |
$2,589,646 |
|
FREMF MORTGAGE TRUST 4.5972% 11/25/49
|
5,600,000 |
$6,117,042 |
|
FREMF MORTGAGE TRUST 4.7701% 04/25/44
|
6,175,000 |
$6,797,675 |
|
FREMF MORTGAGE TRUST 4.8867% 07/25/44
|
5,450,000 |
$6,078,559 |
|
FREMF MORTGAGE TRUST 5.1587% 02/25/47
|
2,200,000 |
$2,485,122 |
|
FREMF MORTGAGE TRUST 5.1639% 09/25/43
|
1,980,000 |
$2,247,116 |
|
FREMF MORTGAGE TRUST 5.1639% 09/25/45
|
4,160,000 |
$4,705,110 |
|
FREMF MORTGAGE TRUST 5.4353% 04/25/20
|
3,900,000 |
$4,475,593 |
|
FRONTIER COMMUNICATI 8.5% 04/15/20
|
7,590,000 |
$8,595,675 |
|
FRONTIER COMMUNICATI 8.75% 04/15/22
|
10,505,000 |
$11,686,813 |
|
FTS INTERNATIONAL SE L+8.5%, 05/06/16
|
2,221,928 |
$2,117,313 |
|
GARDA WORLD SECURITY L+4.5%, 10/24/19
|
872,813 |
$885,087 |
|
GATX CORP 6% 02/15/18
|
6,865,000 |
$7,722,960 |
|
GAZPROM OAO VIA GAZ 8.146% 04/11/18
|
765,000 |
$924,694 |
|
GBP FORWARD GBUS051513S
|
-1,310,000 |
$-1,989,225 |
|
GCI INC 8.625% 11/15/19
|
1,500,000 |
$1,582,500 |
|
GE BUSINESS LOAN TRU 0.3732% 04/16/35
|
3,842,401 |
$3,528,062 |
|
GENERAL CABLE CORP 4.5% 11/15/29
|
13,776,000 |
$17,185,560 |
|
GENERAL ELECTRIC CAP 7.1249% 12/29/49
|
18,800,000 |
$21,865,622 |
|
GENTIVA HEALTH SERVI 11.5% 09/01/18
|
5,413,000 |
$5,561,858 |
|
GENTIVA HEALTH SERVI L+6.5%, 02/22/16
|
11,376,956 |
$11,476,504 |
|
GENWORTH FINANCIAL I 7.2000% 02/15/21
|
12,710,000 |
$14,807,150 |
|
GENWORTH FINANCIAL I 7.625% 09/24/21
|
10,430,000 |
$12,562,570 |
|
GETTY IMAGES INC L+4.75%, 09/17/19
|
6,209,438 |
$6,310,894 |
|
GLENN POOL OIL & GAS L+4.5%, 06/01/16
|
8,214,636 |
$8,255,710 |
|
GLOBAL SC FINANCE II 4.11% 07/19/27
|
3,733,333 |
$3,870,291 |
|
GMAC CAPITAL TRUST I 8.125% 02/15/40
|
465,150 |
$12,652,080 |
|
GMAC COMMERCIAL MORT 5.307% 04/10/40
|
1,975,000 |
$2,008,368 |
|
GMAC COMMERCIAL MORT 5.31% 05/10/36
|
3,950,000 |
$3,947,188 |
|
GMAC COMMERCIAL MORT 5.4657% 05/10/40
|
2,169,000 |
$2,135,161 |
|
GMACM MORTGAGE LOAN 5.1047% 05/25/35
|
4,052,753 |
$3,979,831 |
|
GNMA II POOL #2534 6.5% 01/20/28
|
516 |
$624 |
|
GNMA II POOL #2702 7.0000% 01/20/29
|
8,422 |
$10,293 |
|
GNMA II POOL #3238 6% 05/20/32
|
127,554 |
$145,129 |
|
GNMA II POOL #3460 6% 10/20/33
|
391,780 |
$460,798 |
|
GNMA II POOL #3530 5.5% 03/20/34
|
290,080 |
$321,788 |
|
GNMA II POOL #3650 4.5% 12/20/34
|
2,238,404 |
$2,470,429 |
|
GNMA II POOL #3663 4.5% 01/20/35
|
1,078,729 |
$1,190,546 |
|
GNMA II POOL #3689 4.5% 03/20/35
|
1,096,959 |
$1,210,666 |
|
GNMA II POOL #5175 4.5% 09/20/41
|
11,840,456 |
$13,097,512 |
|
GNMA II POOL #737972 5.5% 10/20/37
|
20,879 |
$22,909 |
|
GNMA POOL #402096 6.5% 05/15/32
|
32,195 |
$36,720 |
|
GNMA POOL #402108 6.5% 07/15/32
|
7,360 |
$8,353 |
|
GNMA POOL #434161 6% 01/15/14
|
29,972 |
$31,022 |
|
GNMA POOL #434415 6% 07/15/14
|
764 |
$790 |
|
GNMA POOL #458975 6.5% 01/15/29
|
12,958 |
$14,492 |
|
GNMA POOL #470282 6% 04/15/14
|
17,917 |
$18,545 |
|
GNMA POOL #470792 7.5% 08/15/29
|
143 |
$146 |
|
GNMA POOL #472289 6% 06/15/13
|
158 |
$160 |
|
GNMA POOL #476240 6% 12/15/13
|
2,718 |
$2,752 |
|
GNMA POOL #485857 6.5% 10/15/31
|
14,187 |
$16,775 |
|
GNMA POOL #486593 5.5% 01/15/35
|
354,032 |
$389,335 |
|
GNMA POOL #487201 7.0000% 05/15/29
|
1,293 |
$1,542 |
|
GNMA POOL #491468 7.0000% 05/15/29
|
607 |
$724 |
|
GNMA POOL #509728 7.0000% 08/15/29
|
11,546 |
$12,004 |
|
GNMA POOL #510835 5.5% 02/15/35
|
1,070,265 |
$1,176,990 |
|
GNMA POOL #512783 7.0000% 06/15/29
|
2,928 |
$3,493 |
|
GNMA POOL #514776 8% 12/15/29
|
1,782 |
$1,847 |
|
GNMA POOL #538285 6.5% 12/15/31
|
654 |
$770 |
|
GNMA POOL #542810 7.0000% 05/15/31
|
4,166 |
$4,956 |
|
GNMA POOL #550469 6% 05/15/16
|
3,839 |
$4,154 |
|
GNMA POOL #551861 6% 11/15/16
|
37,296 |
$40,358 |
|
GNMA POOL #552601 6% 06/15/17
|
275,810 |
$299,947 |
|
GNMA POOL #552704 6.5% 08/15/32
|
7,059 |
$8,331 |
|
GNMA POOL #553081 6% 02/15/33
|
171,840 |
$195,732 |
|
GNMA POOL #553125 6% 03/15/33
|
134,806 |
$154,075 |
|
GNMA POOL #553320 6% 06/15/33
|
129,520 |
$148,940 |
|
GNMA POOL #554229 6% 01/15/17
|
119,557 |
$130,019 |
|
GNMA POOL #564662 7.0000% 06/15/31
|
954 |
$1,135 |
|
GNMA POOL #566632 6.5% 10/15/31
|
6,293 |
$7,440 |
|
GNMA POOL #566719 6% 08/15/16
|
644 |
$697 |
|
GNMA POOL #568199 5% 11/15/16
|
91,404 |
$99,755 |
|
GNMA POOL #569234 6.5% 03/15/32
|
4,128 |
$4,892 |
|
GNMA POOL #569703 6.5% 02/15/32
|
8,066 |
$9,223 |
|
GNMA POOL #572189 5% 09/15/33
|
1,229,480 |
$1,349,585 |
|
GNMA POOL #572199 6% 10/15/33
|
287,905 |
$326,673 |
|
GNMA POOL #573288 6.5% 11/15/31
|
17,851 |
$21,107 |
|
GNMA POOL #573325 6.5% 11/15/31
|
49,249 |
$58,231 |
|
GNMA POOL #574567 5.5% 04/15/34
|
442,448 |
$487,591 |
|
GNMA POOL #575009 6.5% 06/15/32
|
4,268 |
$4,635 |
|
GNMA POOL #577663 6.5% 09/15/32
|
136,745 |
$155,173 |
|
GNMA POOL #577909 6.5% 06/15/32
|
7,114 |
$8,430 |
|
GNMA POOL #578246 6.5% 09/15/32
|
44,502 |
$52,733 |
|
GNMA POOL #579697 6.5% 07/15/32
|
11,943 |
$14,151 |
|
GNMA POOL #579949 5.5% 03/15/17
|
37,907 |
$40,880 |
|
GNMA POOL #582980 5.5% 10/15/19
|
69,606 |
$75,130 |
|
GNMA POOL #584265 6% 07/15/17
|
307,129 |
$334,006 |
|
GNMA POOL #584457 6% 06/15/17
|
100,773 |
$106,510 |
|
GNMA POOL #586772 6% 03/15/33
|
18,065 |
$20,498 |
|
GNMA POOL #587157 6% 07/15/17
|
248,103 |
$269,814 |
|
GNMA POOL #588035 6.5% 08/15/32
|
41,459 |
$46,927 |
|
GNMA POOL #591009 6.5% 08/15/32
|
6,565 |
$7,488 |
|
GNMA POOL #591202 4.5% 04/15/35
|
358,798 |
$393,231 |
|
GNMA POOL #592746 5.5% 04/15/33
|
9,092 |
$10,027 |
|
GNMA POOL #592769 6% 05/15/33
|
324,884 |
$368,631 |
|
GNMA POOL #594052 5.5% 07/15/33
|
182,448 |
$201,211 |
|
GNMA POOL #594118 6% 09/15/33
|
205,086 |
$233,728 |
|
GNMA POOL #595760 5.5% 06/15/35
|
321,154 |
$353,179 |
|
GNMA POOL #596902 6% 01/15/33
|
52,619 |
$59,704 |
|
GNMA POOL #598491 6.5% 10/15/32
|
17,208 |
$20,390 |
|
GNMA POOL #603869 6% 01/15/33
|
231,776 |
$262,986 |
|
GNMA POOL #603997 6% 02/15/33
|
178,193 |
$202,188 |
|
GNMA POOL #604344 6% 05/15/33
|
73,587 |
$84,105 |
|
GNMA POOL #604476 6% 07/15/33
|
258,238 |
$293,948 |
|
GNMA POOL #604946 5.5% 01/15/34
|
410,292 |
$456,690 |
|
GNMA POOL #605618 5.5% 07/15/34
|
686,579 |
$759,465 |
|
GNMA POOL #605706 5.5% 10/15/19
|
615,939 |
$664,823 |
|
GNMA POOL #605812 4.5% 12/15/34
|
64,950 |
$71,285 |
|
GNMA POOL #606650 6% 03/15/33
|
16,072 |
$18,236 |
|
GNMA POOL #606944 6% 11/15/33
|
462,803 |
$527,147 |
|
GNMA POOL #607814 6% 03/15/33
|
102,867 |
$117,168 |
|
GNMA POOL #608305 5% 10/15/18
|
273,973 |
$299,258 |
|
GNMA POOL #609409 6% 05/15/33
|
619,774 |
$705,942 |
|
GNMA POOL #612392 5.5% 12/15/18
|
2,066 |
$2,229 |
|
GNMA POOL #613880 6% 09/15/33
|
88,618 |
$100,551 |
|
GNMA POOL #615243 6% 06/15/33
|
382,533 |
$435,717 |
|
GNMA POOL #615383 6% 07/15/33
|
149,311 |
$169,417 |
|
GNMA POOL #616217 6% 01/15/34
|
105,553 |
$119,337 |
|
GNMA POOL #616694 5.5% 10/15/34
|
468,567 |
$515,732 |
|
GNMA POOL #621696 4.5% 09/15/33
|
473,528 |
$520,599 |
|
GNMA POOL #621697 4.5% 10/15/33
|
424,729 |
$466,949 |
|
GNMA POOL #621907 6% 11/15/18
|
3,237 |
$3,244 |
|
GNMA POOL #622137 5% 10/15/18
|
50,319 |
$54,995 |
|
GNMA POOL #631284 6.5% 07/15/35
|
30,474 |
$36,297 |
|
GNMA POOL #633570 5.5% 08/15/19
|
133,099 |
$144,453 |
|
GNMA POOL #633603 5.5% 09/15/19
|
309,643 |
$334,363 |
|
GNMA POOL #633723 5.5% 09/15/19
|
514,046 |
$556,932 |
|
GNMA POOL #633727 5.5% 09/15/19
|
149,424 |
$162,638 |
|
GNMA POOL #634365 6% 09/15/19
|
86,591 |
$91,995 |
|
GNMA POOL #637880 4.5% 04/15/35
|
163,011 |
$178,655 |
|
GNMA POOL #638331 5.5% 02/15/35
|
358,711 |
$394,481 |
|
GNMA POOL #650484 5.5% 12/15/35
|
415,351 |
$456,770 |
|
GNMA POOL #653647 5% 06/15/21
|
354,836 |
$388,581 |
|
GNMA POOL #663859 5.5% 03/15/37
|
369,932 |
$404,971 |
|
GNMA POOL #664403 6% 10/15/37
|
761,946 |
$857,880 |
|
GNMA POOL #665215 5.5% 03/15/37
|
521,277 |
$570,652 |
|
GNMA POOL #666994 5.5% 03/15/37
|
971,482 |
$1,063,499 |
|
GNMA POOL #687727 6% 07/15/38
|
1,829,278 |
$2,059,595 |
|
GNMA POOL #702385 5.75% 10/15/38
|
854,648 |
$935,599 |
|
GNMA POOL #702441 5.75% 10/15/38
|
175,005 |
$191,581 |
|
GNMA POOL #706952 5.125% 10/15/38
|
1,018,148 |
$1,107,427 |
|
GNMA POOL #770525 4.5% 08/15/41
|
12,798,571 |
$13,994,837 |
|
GNMA POOL #781035 6.5% 05/15/29
|
3,396 |
$3,857 |
|
GNMA POOL #781485 6% 08/15/32
|
332,737 |
$377,554 |
|
GNMA POOL #781661 6.5% 11/15/32
|
106,040 |
$121,274 |
|
GNMA POOL #782138 5.5% 02/15/37
|
36 |
$40 |
|
GOLAR LNG LTD 3.75% 03/07/17
|
1,700,000 |
$1,716,320 |
|
GOLAR LNG PARTNERS L 7.07% 10/12/17
|
32,000,000 |
$5,576,704 |
|
GOLDCORP INC 3.7000% 03/15/23
|
7,300,000 |
$7,330,784 |
|
GOLD FIELDS OROGEN H 4.875% 10/07/20
|
27,140,000 |
$26,665,050 |
|
GOLDMAN SACHS CAPITA 4% 06/01/43
|
25,900,000 |
$21,788,375 |
|
GOODMAN FUNDING PTY 6.375% 04/15/21
|
12,525,000 |
$14,496,397 |
|
GOODMAN FUNDING PTY 6% 03/22/22
|
9,250,000 |
$10,551,087 |
|
GOODYEAR TIRE & RUBB 5.875% 04/01/14
|
309,170 |
$13,451,987 |
|
GOODYEAR TIRE & RUBB L+4.75%, 03/27/19
|
9,925,000 |
$10,048,983 |
|
GOVERNMENT NATIONAL 1.0304% 02/16/53
|
49,818,654 |
$4,409,100 |
|
GOVERNMENT NATIONAL 1.0507% 03/16/53
|
35,443,460 |
$3,017,444 |
|
GOVERNMENT NATIONAL 1.0683% 09/16/52
|
54,271,608 |
$4,892,477 |
|
GOVERNMENT NATIONAL 1.0956% 08/16/52
|
54,680,329 |
$4,282,399 |
|
GOVERNMENT NATIONAL 1.1748% 03/16/51
|
46,911,221 |
$1,899,107 |
|
GOVERNMENT NATIONAL 1.2705% 04/16/51
|
18,659,534 |
$1,073,184 |
|
GOVERNMENT NATIONAL 1.2769% 10/16/52
|
27,402,340 |
$1,584,623 |
|
GOVERNMENT NATIONAL 1.6297% 10/16/43
|
56,876,728 |
$3,773,202 |
|
GOVERNMENT NATIONAL 3% 04/20/41
|
8,680,651 |
$9,100,378 |
|
GOVERNMENT NATIONAL 4.5% 09/20/39
|
9,820,000 |
$11,130,214 |
|
GOVERNMENT NATIONAL 4.973% 04/16/42
|
1,575,000 |
$1,778,427 |
|
GRAPHIC PACKAGING IN 7.875% 10/01/18
|
2,925,000 |
$3,224,813 |
|
GREENBRIER COS INC 3.5000% 04/01/18
|
4,925,000 |
$4,928,078 |
|
GRIFOLS INC L+4.25%, 06/04/17
|
11,336,990 |
$11,469,587 |
|
GRUPOSURA FINANCE 5.7% 05/18/21
|
4,710,000 |
$5,210,438 |
|
GSAA HOME EQUITY TRU 0.4542% 10/25/35
|
6,808,412 |
$6,669,908 |
|
GSAMP TRUST 2005-HE2 0.8492% 03/25/35
|
501,699 |
$491,261 |
|
GSAMP TRUST 2006-HE5 0.3042% 08/25/36
|
451,676 |
$447,613 |
|
GSAMP TRUST 2006-HE8 0.3342% 01/25/37
|
551,334 |
$522,097 |
|
GSAMP TRUST 2006-SEA 0.5042% 05/25/36
|
1,087,492 |
$1,070,697 |
|
GS MORTGAGE SECURITI 2.2017% 03/06/20
|
3,000,000 |
$3,013,230 |
|
GS MORTGAGE SECURITI 2.8022% 11/08/29
|
5,800,000 |
$5,829,824 |
|
GS MORTGAGE SECURITI 3.3769% 05/10/45
|
5,450,000 |
$5,787,508 |
|
GS MORTGAGE SECURITI 3.682% 02/10/46
|
4,500,000 |
$4,616,010 |
|
GS MORTGAGE SECURITI 4.209% 02/10/21
|
4,750,000 |
$4,792,275 |
|
GS MORTGAGE SECURITI 5.56% 11/10/39
|
4,000,000 |
$4,535,196 |
|
GSR MORTGAGE LOAN TR 2.8248% 04/25/35
|
10,360,095 |
$10,218,390 |
|
GSR MORTGAGE LOAN TR 2.9631% 01/25/35
|
1,402,237 |
$1,376,439 |
|
GSR MORTGAGE LOAN TR 5.25% 07/25/35
|
5,564,528 |
$5,472,992 |
|
GSR MORTGAGE LOAN TR 5.7317% 02/25/34
|
959,733 |
$935,759 |
|
GSR MORTGAGE LOAN TR 5% 07/25/35
|
623,072 |
$625,211 |
|
GTP ACQUISITION PART 7.628% 06/15/16
|
9,400,000 |
$10,445,618 |
|
GTP CELLULAR SITES L 3.721% 03/15/17
|
3,200,000 |
$3,309,811 |
|
GTP TOWERS ISSUER LL 4.436% 02/15/15
|
8,065,000 |
$8,430,369 |
|
GULF COAST WASTE DIS 5.2% 05/01/28
|
4,450,000 |
$4,795,276 |
|
HAMPTON ROADS SANITA 5% 04/01/38
|
2,540,000 |
$2,844,241 |
|
HANGER INC L+4%, 12/01/16
|
5,324,410 |
$5,377,654 |
|
HANOVER INSURANCE GR 6.375% 06/15/21
|
12,600,000 |
$14,550,682 |
|
HANOVER INSURANCE GR 7.5% 03/01/20
|
6,267,000 |
$7,377,249 |
|
HANOVER INSURANCE GR 7.625% 10/15/25
|
7,336,000 |
$8,567,502 |
|
HARBORVIEW MORTGAGE 4.4927% 04/19/34
|
455,617 |
$470,335 |
|
HARRIS COUNTY METROP 5% 11/01/41
|
6,500,000 |
$7,263,880 |
|
HCA HOLDINGS INC L+3.4537%, 05/01/18
|
424,231 |
$428,295 |
|
HCA INC 6.5% 02/15/20
|
4,000,000 |
$4,512,500 |
|
HCA INC L+3.5336%, 03/17/17
|
1,767,391 |
$1,785,056 |
|
HEALTHCARE REALTY TR 5.75% 01/15/21
|
3,370,000 |
$3,840,883 |
|
HEALTHCARE REALTY TR 6.5% 01/17/17
|
5,555,000 |
$6,393,416 |
|
HEALTH CARE REIT INC 3.75% 03/15/23
|
6,300,000 |
$6,340,370 |
|
HEALTH CARE REIT INC 5.25% 01/15/22
|
3,150,000 |
$3,553,666 |
|
HEALTH CARE REIT INC 6.125% 04/15/20
|
600,000 |
$709,367 |
|
HEALTH MANAGEMENT AS L+4.5%, 11/01/18
|
6,238,863 |
$6,298,444 |
|
HERCULES CAPITAL FUN 3.32% 12/16/17
|
2,506,874 |
$2,517,841 |
|
HERTZ CORP/THE L+3.75%, 03/11/18
|
1,246,875 |
$1,265,837 |
|
HEXION US FINANCE CO 8.875% 02/01/18
|
3,590,000 |
$3,715,650 |
|
HHI HOLDINGS LLC L+5%, 10/05/18
|
3,314,320 |
$3,368,178 |
|
HIGHWOODS REALTY LP 3.6249% 01/15/23
|
9,060,000 |
$8,953,436 |
|
HILCORP ENERGY I LP 7.625% 04/15/21
|
5,768,000 |
$6,344,800 |
|
HILLMAN GROUP INC/TH L+4.25%, 05/31/16
|
3,440,588 |
$3,476,422 |
|
HLSS SERVICER ADVANC 3.9599% 10/15/45
|
976,000 |
$1,012,112 |
|
HMH HOLDINGS DELAWAR L+7.25%, 11/21/13
|
2,307,563 |
$2,326,311 |
|
HOLCIM US FINANCE SA 6% 12/30/19
|
1,900,000 |
$2,219,578 |
|
HOLOGIC INC 2% 03/01/42
|
13,000,000 |
$13,617,500 |
|
HOLOGIC INC 2% 12/15/37
|
265,000 |
$265,994 |
|
HOLOGIC INC 2% 12/15/37
|
12,092,000 |
$14,601,090 |
|
HOLOGIC INC 6.25% 08/01/20
|
150,000 |
$159,563 |
|
HOME EQUITY ASSET TR 0.3142% 03/25/37
|
4,012,020 |
$3,888,205 |
|
HOME EQUITY ASSET TR 0.3742% 08/25/36
|
3,013,071 |
$2,953,638 |
|
HOME EQUITY ASSET TR 0.4842% 12/25/35
|
398,234 |
$395,259 |
|
HOME EQUITY ASSET TR 0.5842% 01/25/36
|
2,445,723 |
$2,357,503 |
|
HORIZON LINES IN
|
1,695,067 |
$2,373,094 |
|
HOSPITALITY PROPERTI 5% 08/15/22
|
13,180,000 |
$14,044,648 |
|
HOSPITALITY PROPERTI 7.875% 08/15/14
|
5,205,000 |
$5,494,367 |
|
HOUSTON HIGHER EDUCA 4.5% 11/15/37
|
8,850,000 |
$9,482,952 |
|
HOUSTON HIGHER EDUCA 5% 05/15/40
|
4,700,000 |
$5,299,250 |
|
HSBC BANK PLC 7.6499% 05/01/25
|
11,000,000 |
$14,931,125 |
|
HSBC HOME EQUITY LOA 0.3932% 07/20/36
|
3,373,610 |
$3,300,750 |
|
HUB INTERNATIONAL HO L+4.7037%, 06/13/17
|
2,761,748 |
$2,790,056 |
|
HUB INTERNATIONAL HO L+6.75%, 12/13/17
|
4,015,440 |
$4,064,914 |
|
HUB INTERNATIONAL LT 8.125% 10/15/18
|
650,000 |
$684,125 |
|
HUNTER DEFENSE TECHN L+3.54%, 08/22/14
|
2,235,485 |
$2,090,179 |
|
HUNTSMAN INTERNATION L+2.743%, 04/19/17
|
490,098 |
$494,285 |
|
HYUNDAI CAPITAL AMER 3.75% 04/06/16
|
1,240,000 |
$1,315,158 |
|
HYUNDAI CAPITAL AMER 4% 06/08/17
|
1,200,000 |
$1,291,517 |
|
HYUNDAI CAPITAL SERV 3.5000% 09/13/17
|
3,570,000 |
$3,798,966 |
|
HYUNDAI CAPITAL SERV 4.375% 07/27/16
|
2,550,000 |
$2,755,808 |
|
HYUNDAI MOTOR MANUFA 4.5% 04/15/15
|
1,390,000 |
$1,474,463 |
|
HYUNDAI STEEL CO 4.625% 04/21/16
|
5,200,000 |
$5,608,933 |
|
IASIS HEALTHCARE LLC L+4.5%, 05/03/18
|
6,726,015 |
$6,829,011 |
|
IBIS RE II LTD 0% 02/05/15
|
400,000 |
$403,960 |
|
IBIS RE II LTD 0% 02/05/15
|
3,200,000 |
$3,276,160 |
|
IBIS RE LTD 0% 05/03/13
|
975,000 |
$981,143 |
|
IBIS RE LTD 0% 05/03/13
|
4,750,000 |
$4,765,200 |
|
ICON BRANDS HOLDINGS 4.229% 01/25/43
|
6,076,000 |
$6,511,480 |
|
ILLINOIS FINANCE AUT 5% 10/01/51
|
4,600,000 |
$5,019,060 |
|
IMMUCOR INC L+5%, 08/19/18
|
8,190,846 |
$8,266,357 |
|
IMPAC CMB TRUST SERI 0.7242% 04/25/35
|
4,491,852 |
$4,227,071 |
|
IMPAC CMB TRUST SERI 0.8442% 09/25/34
|
2,004,534 |
$1,910,904 |
|
IMPAC CMB TRUST SERI 0.9242% 10/25/34
|
2,395,548 |
$2,288,094 |
|
IMPAC CMB TRUST SERI 0.9442% 11/25/34
|
9,622,898 |
$9,236,173 |
|
IMPAC CMB TRUST SERI 0.9642% 01/25/35
|
3,746,337 |
$3,492,354 |
|
IMPAC CMB TRUST SERI 1.0042% 10/25/34
|
1,293,838 |
$1,113,198 |
|
IMPAC SECURED ASSETS 0.4042% 12/25/36
|
6,524,199 |
$5,976,427 |
|
IMPAC SECURED ASSETS 0.5542% 05/25/36
|
1,279,233 |
$1,262,639 |
|
IMPAC SECURED ASSETS 0.5542% 08/25/36
|
3,048,894 |
$2,954,244 |
|
IMPAC SECURED ASSETS 1.0042% 11/25/34
|
62,101 |
$60,547 |
|
IMS HEALTH INC L+3.75%, 08/26/17
|
3,177,425 |
$3,215,818 |
|
INDALEX HOLDING CORP 11.5% 02/01/14
|
23,000 |
$173 |
|
INDEPENDENCIA INTERN 12% 12/30/16
|
1,038,898 |
$2,597 |
|
INDIANAPOLIS AIRPORT 5.1% 01/15/17
|
3,450,000 |
$3,908,609 |
|
INDONESIAN RUPIAH
|
105,397,463,339 |
$10,846,453 |
|
INDONESIA RECAPITALI 14.2499% 06/15/13
|
38,000,000,000 |
$3,997,212 |
|
INDONESIA RECAPITALI 14.2750% 12/15/13
|
21,100,000,000 |
$2,321,587 |
|
INDONESIA TREASURY B 6.125% 05/15/28
|
26,365,000,000 |
$2,657,940 |
|
INDONESIA TREASURY B 7.0000% 05/15/22
|
34,113,000,000 |
$3,870,662 |
|
INDONESIA TREASURY B 7.0000% 05/15/27
|
23,752,000,000 |
$2,614,494 |
|
INDONESIA TREASURY B 7.375% 09/15/16
|
14,050,000,000 |
$1,559,380 |
|
INDONESIA TREASURY B 8.25% 06/15/32
|
222,011,000,000 |
$27,046,490 |
|
INDONESIA TREASURY B 9% 09/15/13
|
9,400,000,000 |
$988,243 |
|
INEOS FINANCE PLC 9% 05/15/15
|
2,825,000 |
$2,973,313 |
|
INEOS GROUP HOLDINGS 7.875% 02/15/16
|
2,450,000 |
$3,164,827 |
|
INEOS US FINANCE LLC L+6.5%, 05/04/18
|
3,549,150 |
$3,610,153 |
|
INFOR US INC L+5.25%, 04/05/18
|
2,679,784 |
$2,729,472 |
|
INGERSOLL-RAND GLOBA 9.5% 04/15/14
|
3,020,000 |
$3,281,698 |
|
INR FORWARD INUS091613B
|
1,758,000,000 |
$31,325,802 |
|
INSTITUTO COSTARRICE 6.9500% 11/10/21
|
8,380,000 |
$9,540,630 |
|
INTEL CORP 2.95% 12/15/35
|
24,862,000 |
$26,384,798 |
|
INTEL CORP 3.25% 08/01/39
|
4,807,000 |
$5,786,426 |
|
INTELSAT JACKSON HOL 8.5% 11/01/19
|
100,000 |
$112,125 |
|
INTELSAT LUXEMBO 11.5% 02/04/17
|
4,109,461 |
$4,364,248 |
|
INTELSAT LUXEMBO 11.5% 02/04/17
|
7,100,000 |
$7,540,200 |
|
INTERACTIVE DATA COR L+3.75%, 02/11/18
|
6,498,770 |
$6,582,039 |
|
INTER-AMERICAN DEVEL 4.5% 02/04/16
|
92,300,000,000 |
$9,318,811 |
|
INTERCORP RETAIL TRU 8.875% 11/14/18
|
5,650,000 |
$6,433,938 |
|
INTERGEN NV 9% 06/30/17
|
8,445,000 |
$8,297,213 |
|
INTERNATIONAL BANK F 3.25% 04/14/14
|
167,500,000 |
$29,090,544 |
|
INTERNATIONAL BANK F 5.75% 10/21/19
|
50,000 |
$57,557 |
|
INTERNATIONAL FINANC 5% 12/21/15
|
37,250,000 |
$17,877,195 |
|
INTERNATIONAL GAME T 7.5% 06/15/19
|
120,000 |
$143,251 |
|
INTESA SANPAOLO SPA 2.6881% 02/24/14
|
7,915,000 |
$7,960,796 |
|
INTESA SANPAOLO SPA 3.6249% 08/12/15
|
11,625,000 |
$11,616,746 |
|
INTESA SANPAOLO SPA 6.5% 02/24/21
|
3,925,000 |
$4,044,359 |
|
INVENTIV HEALTH INC L+7.5%, 06/24/18
|
386,603 |
$384,187 |
|
INVENTIV HEALTH INC L+7.5%, 08/04/16
|
4,707,536 |
$4,672,230 |
|
INVERSIONES ALSACIA 8% 08/18/18
|
8,143,982 |
$7,736,783 |
|
INVERSIONES CMPC SA 4.5% 04/25/22
|
8,625,000 |
$8,792,687 |
|
IPIC GMTN LTD 5.5% 03/01/22
|
11,820,000 |
$13,711,200 |
|
IRELAND GOVERNMENT B 4.5% 04/18/20
|
9,090,000 |
$12,175,477 |
|
IRELAND GOVERNMENT B 5% 10/18/20
|
9,395,000 |
$12,937,357 |
|
IRONSHORE HOLDINGS U 8.5% 05/15/20
|
6,850,000 |
$7,842,181 |
|
IRSA INVERSIONES Y R 8.5% 02/02/17
|
50,000 |
$45,875 |
|
IRWIN WHOLE LOAN HOM 0.9042% 03/25/25
|
1,555,012 |
$1,342,781 |
|
ISRAEL ELECTRIC CORP 6.7% 02/10/17
|
4,150,000 |
$4,622,063 |
|
ISRAEL ELECTRIC CORP 7.2499% 01/15/19
|
2,725,000 |
$3,128,747 |
|
ISRAEL ELECTRIC CORP 9.375% 01/28/20
|
1,330,000 |
$1,669,150 |
|
ISS A/S L+2.75%, 03/26/18
|
16,000,000 |
$15,960,000 |
|
ITALY BUONI POLIENNA 4.75% 08/01/23
|
11,600,000 |
$15,017,207 |
|
JAMES RIVER COAL 3.125% 03/15/18
|
11,070,000 |
$2,214,000 |
|
JANUS CAPITAL GROUP 6.7% 06/15/17
|
4,500,000 |
$5,151,231 |
|
JA SOLAR HOLDINGS CO 4.5% 05/15/13
|
3,315,000 |
$3,190,688 |
|
JBS FINANCE II LTD 8.25% 01/29/18
|
7,913,000 |
$8,664,735 |
|
JBS USA LLC / JBS US 8.25% 02/01/20
|
4,650,000 |
$5,080,125 |
|
JEFFERIES GROUP LLC 5.125% 01/20/23
|
4,000,000 |
$4,235,104 |
|
JEFFERIES GROUP LLC 5.125% 04/13/18
|
7,160,000 |
$7,804,400 |
|
JEFFERIES GROUP LLC 6.8750% 04/15/21
|
11,890,000 |
$13,879,673 |
|
JEFFERIES GROUP LLC 8.5% 07/15/19
|
1,425,000 |
$1,773,997 |
|
JEFFERIES RESECURITI 2.8135% 05/26/37
|
1,314,092 |
$1,318,056 |
|
JG WENTWORTH XXII LL 3.82% 12/15/48
|
2,609,173 |
$2,821,907 |
|
JOBSOHIO BEVERAGE SY 3.9849% 01/01/29
|
17,600,000 |
$18,049,856 |
|
JOBSOHIO BEVERAGE SY 4.532% 01/01/35
|
4,480,000 |
$4,649,702 |
|
JOHNSTON RE LTD 0% 05/08/13
|
5,400,000 |
$5,425,380 |
|
JPMORGAN CHASE & CO 1% 12/20/17
|
40,000,000 |
$41,676,224 |
|
JPMORGAN CHASE & CO 10/04/17
|
7,900,000 |
$3,128,077 |
|
JPMORGAN CHASE & CO 7.9% 04/29/49
|
23,037,000 |
$26,465,574 |
|
JP MORGAN CHASE COMM 0.5632% 11/15/18
|
3,669,649 |
$3,106,593 |
|
JP MORGAN CHASE COMM 0.5782% 07/15/19
|
582,864 |
$569,596 |
|
JP MORGAN CHASE COMM 3.6159% 11/15/43
|
4,400,000 |
$4,787,803 |
|
JP MORGAN CHASE COMM 3.9767% 10/15/45
|
4,000,000 |
$4,155,168 |
|
JP MORGAN CHASE COMM 4.1712% 08/15/46
|
5,200,000 |
$5,813,782 |
|
JP MORGAN CHASE COMM 5.5266% 11/15/43
|
1,300,000 |
$1,504,766 |
|
JP MORGAN MORTGAGE A 0.3542% 05/25/36
|
1,168,136 |
$1,134,740 |
|
JP MORGAN MORTGAGE A 0.4442% 12/25/35
|
302,848 |
$301,801 |
|
JP MORGAN MORTGAGE A 5.453% 11/25/36
|
34,200 |
$34,125 |
|
JP MORGAN MORTGAGE T 2.5838% 07/25/35
|
2,058,078 |
$2,067,932 |
|
JP MORGAN MORTGAGE T 2.9046% 05/25/34
|
910,051 |
$920,582 |
|
JP MORGAN MORTGAGE T 5.2186% 10/25/35
|
2,124,496 |
$2,117,019 |
|
JP MORGAN MORTGAGE T 6% 09/25/34
|
3,697,083 |
$3,796,013 |
|
JPY FORWARD JPUS042213B
|
2,145,000,000 |
$22,784,190 |
|
JUNIPER GENERATION L 6.79% 12/31/14
|
424,050 |
$400,540 |
|
KABEL DEUTSCHLAND VE L+3.5%, 02/01/19
|
3,800,000 |
$3,824,088 |
|
KASIMA LLC L+5%, 03/25/17
|
4,218,900 |
$4,234,721 |
|
KB HOME 1.375% 02/01/19
|
7,375,000 |
$8,107,891 |
|
KB HOME 8% 03/15/20
|
1,500,000 |
$1,728,750 |
|
KES FORWARD KEUS051413B
|
158,837,723 |
$1,839,659 |
|
KGHM INTERNATIONAL L 7.75% 06/15/19
|
11,775,000 |
$12,363,750 |
|
KIBOU LTD 0% 02/16/15
|
2,850,000 |
$2,949,465 |
|
KINDER MORGAN ENERGY 4.15% 03/01/22
|
11,960,000 |
$12,825,964 |
|
KINDER MORGAN ENERGY 5.95% 02/15/18
|
5,225,000 |
$6,229,569 |
|
KINDRED HEALTHCARE I L+5.25%, 02/07/18
|
8,748,043 |
$8,840,991 |
|
KINETIC CONCEPTS INC L+5.5%, 05/04/18
|
4,774,653 |
$4,867,162 |
|
KIOWA POWER PARTNERS 5.737% 03/30/21
|
3,775,000 |
$3,989,020 |
|
KKR GROUP FINANCE CO 5.5% 02/01/43
|
16,725,000 |
$16,107,346 |
|
KLA-TENCOR CORP 6.9% 05/01/18
|
4,090,000 |
$4,903,117 |
|
KLOECKNER PENTAPLAST L+5.75%, 12/14/16
|
1,664,953 |
$1,695,130 |
|
KODIAK OIL & GAS COR 5.5% 01/15/21
|
1,900,000 |
$1,990,250 |
|
KODIAK OIL & GAS COR 8.125% 12/01/19
|
85,000 |
$96,050 |
|
KRONOS INC/MA L+4.5%, 10/02/19
|
750,000 |
$759,610 |
|
KRW FORWARD KRUS041213B
|
52,850,000,000 |
$47,459,300 |
|
LA HIPOTECARIA PANAM 3% 09/08/39
|
1,787,773 |
$1,868,223 |
|
LAM RESEARCH COR 1.25% 05/15/18
|
12,606,000 |
$13,449,026 |
|
LANDRY'S INC L+4.75%, 03/22/18
|
11,880,000 |
$11,988,904 |
|
LANGUAGE LINE SERVIC L+6.25%, 05/30/16
|
2,194,017 |
$2,183,962 |
|
LAS VEGAS SANDS CORP L+2.71%, 11/23/16
|
839,954 |
$842,229 |
|
LDK SOLAR CO LTD 10% 02/28/14
|
12,000,000 |
$993,823 |
|
LEAF RECEIVABLES FUN 2.67% 09/15/20
|
3,139,702 |
$3,193,736 |
|
LEAF RECEIVABLES FUN 4.9% 02/20/22
|
697,372 |
$697,372 |
|
LEAF RECEIVABLES FUN 5.5% 09/15/20
|
2,141,566 |
$1,903,424 |
|
LEAR CORP
|
547 |
$60,654 |
|
LEGG MASON INC
|
5,637 |
$181,230 |
|
LEHMAN ABS MANUFACTU 5.873% 04/15/40
|
1,215,949 |
$1,329,219 |
|
LEHMAN BROTHERS FLOA 0.9032% 06/15/22
|
2,293,728 |
$2,283,461 |
|
LEHMAN BROTHERS FLOA 1.1032% 06/15/22
|
4,785,000 |
$4,643,957 |
|
LEHMAN BROTHERS SMAL 0.4042% 09/25/36
|
2,220,622 |
$1,762,185 |
|
LEHMAN BROTHERS SMAL 0.4242% 04/25/31
|
822,298 |
$669,039 |
|
LEHMAN BROTHERS SMAL 0.4542% 02/25/30
|
3,111,989 |
$2,769,670 |
|
LEHMAN BROTHERS SMAL 0.4542% 09/25/30
|
1,520,331 |
$1,326,700 |
|
LEHMAN BROTHERS SMAL 1.0542% 10/25/37
|
382,361 |
$380,990 |
|
LEHMAN BROTHERS SMAL 1.1542% 10/25/37
|
1,815,289 |
$1,806,113 |
|
LEHMAN BROTHERS SMAL 5.41% 12/25/36
|
343,344 |
$347,663 |
|
LIBERTY MUTUAL G 7.3% 06/15/14
|
1,560,000 |
$1,659,491 |
|
LIBERTY MUTUAL GROUP 5% 06/01/21
|
6,970,000 |
$7,649,763 |
|
LIBERTY MUTUAL INSUR 7.697% 10/15/97
|
8,650,000 |
$9,467,961 |
|
LIBERTY TIRE RECYCLI 11% 10/01/16
|
6,050,000 |
$5,989,500 |
|
LINCOLN NATIONAL COR 6.05% 04/20/67
|
11,955,000 |
$12,014,775 |
|
LINCOLN NATIONAL COR 8.75% 07/01/19
|
2,600,000 |
$3,524,045 |
|
LINN ENERGY LLC / LI 8.625% 04/15/20
|
3,374,000 |
$3,719,835 |
|
LINN ENERGY LLC 6.25% 11/01/19
|
100,000 |
$102,250 |
|
LIVE NATION ENTERTAI 7.0000% 09/01/20
|
75,000 |
$80,625 |
|
LODESTONE RE LTD 0% 01/08/14
|
4,700,000 |
$4,745,120 |
|
LODESTONE RE LTD 0% 01/08/14
|
7,250,000 |
$7,313,075 |
|
LODESTONE RE LTD 0% 05/17/13
|
4,700,000 |
$4,716,920 |
|
LODESTONE RE LTD 0% 05/17/13
|
6,000,000 |
$6,034,800 |
|
LONG HAUL HOLDINGS L L+0%, 01/12/14
|
1,336,689 |
$975,783 |
|
LONG HAUL HOLDINGS L L+0%, 01/12/14
|
1,066,849 |
$778,800 |
|
LONGPOINT RE LTD 0% 06/12/15
|
2,500,000 |
$2,604,500 |
|
LORD & TAYLOR LLC L+5.75%, 12/02/18
|
1,337,353 |
$1,353,512 |
|
LOTTOMATICA GROUP SP 8.25% 03/31/66
|
7,630,000 |
$10,250,422 |
|
LOUISIANA LOCAL GOVE 6.75% 11/01/32
|
7,370,000 |
$8,319,182 |
|
LPL HOLDINGS INC L+4%, 03/06/19
|
643,500 |
$649,935 |
|
LSTAR COMMERCIAL MOR 5.4910% 06/25/43
|
4,920,000 |
$5,292,237 |
|
LYONDELLBASELL INDUS 5% 04/15/19
|
9,845,000 |
$11,124,850 |
|
MACK-CALI REALTY LP 4.5% 04/18/22
|
5,010,000 |
$5,338,190 |
|
MACK-CALI REALTY LP 7.75% 08/15/19
|
980,000 |
$1,234,624 |
|
MACQUARIE BANK LTD 6.625% 04/07/21
|
3,275,000 |
$3,659,616 |
|
MACQUARIE GROUP LTD 6.25% 01/14/21
|
7,750,000 |
$8,610,405 |
|
MACQUARIE GROUP LTD 6% 01/14/20
|
5,945,000 |
$6,522,260 |
|
MACQUARIE GROUP LTD 7.625% 08/13/19
|
5,460,000 |
$6,595,134 |
|
MADISON AVENUE MANUF 2.4542% 03/25/32
|
7,961,000 |
$8,005,359 |
|
MAGNESITA FINANCE LT 8.625% 04/29/49
|
4,200,000 |
$4,451,949 |
|
MALAYSIA GOVERNMENT 3.418% 08/15/22
|
51,000,000 |
$16,402,973 |
|
MALAYSIAN RINGGIT
|
871,590 |
$281,294 |
|
MARFRIG HOLDING EURO 8.375% 05/09/18
|
4,150,000 |
$3,745,375 |
|
MARFRIG HOLDING EURO 9.875% 07/24/17
|
9,500,000 |
$9,262,500 |
|
MARFRIG OVERSEAS LTD 9.5% 05/04/20
|
6,750,000 |
$6,378,750 |
|
MARK IV EUROPE L 8.875% 12/15/17
|
1,120,000 |
$1,547,299 |
|
MARRIOTT INTERNATION 3.25% 09/15/22
|
5,585,000 |
$5,607,614 |
|
MARYLAND HEALTH & HI 5% 07/01/41
|
3,700,000 |
$4,223,476 |
|
MASCO CORP 5.85% 03/15/17
|
3,438,000 |
$3,799,684 |
|
MASCO CORP 5.95% 03/15/22
|
6,875,000 |
$7,733,227 |
|
MASCO CORP 7.1249% 03/15/20
|
14,465,000 |
$16,886,701 |
|
MASHANTUCKET WES 8.5% 11/15/15
|
2,050,000 |
$143,500 |
|
MASSACHUSETTS DEVELO 5.25% 04/01/37
|
6,550,000 |
$7,329,974 |
|
MASSACHUSETTS DEVELO 5.375% 04/01/41
|
2,075,000 |
$2,317,028 |
|
MASSACHUSETTS DEVELO 5% 10/15/40
|
3,700,000 |
$4,269,319 |
|
MASSACHUSETTS HEALTH 5.5% 07/01/32
|
4,550,000 |
$6,319,040 |
|
MASSACHUSETTS HEALTH 5.5% 07/01/36
|
40,000 |
$47,216 |
|
MASSACHUSETTS HEALTH 5.5% 11/15/36
|
20,250,000 |
$24,164,123 |
|
MASSACHUSETTS HEALTH 6% 07/01/36
|
3,150,000 |
$3,803,814 |
|
MASSACHUSETTS INSTIT 5.6% 07/01/11
|
4,025,000 |
$5,368,569 |
|
MASTR ADJUSTABLE RAT 2.2889% 09/25/33
|
1,083,799 |
$1,066,504 |
|
MASTR ALTERNATIVE LO 5.5% 01/25/35
|
1,337,625 |
$1,367,251 |
|
MASTR ALTERNATIVE LO 5.5% 02/25/35
|
4,346,742 |
$4,339,713 |
|
MASTR ALTERNATIVE LO 5.5% 10/25/19
|
3,683,725 |
$3,788,144 |
|
MASTR ALTERNATIVE LO 6.0392% 01/25/35
|
1,730,570 |
$1,792,924 |
|
MASTR ALTERNATIVE LO 6.5% 06/25/33
|
1,200,461 |
$1,277,338 |
|
MASTR ALTERNATIVE LO 6% 07/25/34
|
8,383,929 |
$8,526,934 |
|
MASTR SEASONED SECUR 6.5991% 09/25/32
|
2,264,740 |
$2,374,166 |
|
MCC GEORGIA LLC L+4.5%, 10/20/17
|
3,890,000 |
$3,930,522 |
|
MCRON FINANCE SUB LL 8.375% 05/15/19
|
150,000 |
$165,750 |
|
MDC PARTNERS INC 11% 11/01/16
|
101,000 |
$112,110 |
|
MEDASSETS INC L+4%, 11/20/19
|
2,728,800 |
$2,756,088 |
|
MEGA ADVANCE INVESTM 5% 05/12/21
|
8,000,000 |
$9,076,632 |
|
MELLON FUNDING CORP 5.5% 11/15/18
|
2,885,000 |
$3,404,574 |
|
MENTOR GRAPHICS 4% 04/01/31
|
11,918,000 |
$13,996,201 |
|
MERRILL LYNCH & CO I 5% 02/03/14
|
932,000 |
$964,302 |
|
MERRILL LYNCH & CO I 7.75% 05/14/38
|
17,800,000 |
$23,723,520 |
|
MERRILL LYNCH FINANC 4.711% 03/12/49
|
495,003 |
$517,227 |
|
MERRILL LYNCH MORTGA 0.6642% 03/25/30
|
2,748,460 |
$2,740,305 |
|
MERRILL LYNCH MORTGA 0.6642% 04/25/29
|
3,071,641 |
$2,999,964 |
|
MERRILL LYNCH MORTGA 2.44% 10/25/35
|
1,524,786 |
$1,508,563 |
|
MERRILL LYNCH MORTGA 2.5275% 02/25/35
|
5,674,428 |
$5,755,561 |
|
MERRILL LYNCH MORTGA 5.236% 11/12/35
|
3,346,321 |
$3,395,562 |
|
MERRILL LYNCH MORTGA 5.334% 11/12/35
|
3,650,000 |
$3,727,037 |
|
METALDYNE CORP L+5%, 12/19/18
|
5,062,313 |
$5,150,903 |
|
METINVEST BV 10.25% 05/20/15
|
5,555,000 |
$5,872,746 |
|
METINVEST BV 8.75% 02/14/18
|
5,675,000 |
$5,805,525 |
|
METLIFE INC 10.75% 08/01/39
|
7,387,000 |
$11,468,318 |
|
METROPCS WIRELES 6.625% 11/15/20
|
4,915,000 |
$5,136,175 |
|
METROPCS WIRELES 7.875% 09/01/18
|
6,500,000 |
$7,101,250 |
|
METROPOLITAN LIFE IN 7.7% 11/01/15
|
1,000,000 |
$1,150,570 |
|
METROPOLITAN WATER R 5% 12/01/32
|
4,420,000 |
$5,079,685 |
|
MEXICAN BONOS 6.5% 06/09/22
|
271,870,000 |
$24,490,741 |
|
MEXICAN BONOS 7.5% 06/03/27
|
20,600,000 |
$2,019,660 |
|
MEXICAN PESO
|
102,674,033 |
$8,308,708 |
|
MEXICAN UDIBONOS 2% 06/09/22
|
271,871,600 |
$23,270,835 |
|
MEXICAN UDIBONOS 3.5000% 12/14/17
|
197,032,763 |
$17,737,939 |
|
MGM RESORTS INTERNAT 6.75% 10/01/20
|
75,000 |
$79,500 |
|
MHP SA 8.25% 04/02/20
|
10,800,000 |
$10,701,615 |
|
MICHAEL FOODS INC L+4.25%, 02/14/18
|
654,933 |
$665,985 |
|
MICROSEMI CORP L+3.75%, 02/02/18
|
4,161,583 |
$4,199,037 |
|
MID-STATE CAPITAL TR 5.25% 12/15/45
|
2,614,214 |
$2,698,719 |
|
MID-STATE CAPITAL TR 7.0000% 12/15/45
|
2,657,785 |
$2,769,244 |
|
MINERVA LUXEMBOURG S 12.25% 02/10/22
|
5,000,000 |
$6,225,000 |
|
MINERVA LUXEMBOURG S 7.75% 01/31/23
|
6,600,000 |
$7,078,500 |
|
MISSOURI STATE HEALT 5% 11/15/39
|
8,880,000 |
$10,496,160 |
|
MMM HOLDINGS INC L+0.0825%, 10/09/17
|
5,500,000 |
$5,541,250 |
|
MOHAWK INDUSTRIES IN 3.85% 02/01/23
|
3,450,000 |
$3,507,277 |
|
MONDELEZ INTERNATION 6.5% 02/09/40
|
3,305,000 |
$4,291,790 |
|
MONDI CONSUMER P 9.75% 07/15/17
|
3,425,000 |
$5,006,154 |
|
MONITRONICS INTERNAT 9.125% 04/01/20
|
2,375,000 |
$2,511,563 |
|
MONTPELIER RE HOLDIN 4.7% 10/15/22
|
11,560,000 |
$11,864,618 |
|
MORGAN STANLEY 4.875% 11/01/22
|
4,400,000 |
$4,664,493 |
|
MORGAN STANLEY 5.5% 01/26/20
|
6,060,000 |
$6,943,281 |
|
MORGAN STANLEY 5.5% 07/28/21
|
11,000,000 |
$12,610,488 |
|
MORGAN STANLEY 6.625% 04/01/18
|
7,725,000 |
$9,234,480 |
|
MORGAN STANLEY ABS C 0.2642% 12/25/36
|
569,208 |
$300,444 |
|
MORGAN STANLEY CAPIT 0.304% 10/15/20
|
2,983,095 |
$2,955,051 |
|
MORGAN STANLEY CAPIT 0.804% 12/15/20
|
2,350,000 |
$2,306,701 |
|
MORGAN STANLEY CAPIT 0.9039% 12/15/20
|
3,500,000 |
$3,414,863 |
|
MORGAN STANLEY CAPIT 5.406% 03/15/44
|
340,000 |
$377,858 |
|
MORGAN STANLEY CAPIT 5.569% 12/15/44
|
5,000,000 |
$5,584,595 |
|
MORGAN STANLEY RE-RE 5% 11/26/36
|
11,000,000 |
$11,135,080 |
|
MORTGAGEIT TRUST 200 0.5042% 08/25/35
|
1,378,601 |
$1,312,337 |
|
MORTGAGEIT TRUST 200 0.9842% 11/25/34
|
14,009,894 |
$13,529,033 |
|
MOTIVA ENTERPRISES L 5.75% 01/15/20
|
1,600,000 |
$1,920,904 |
|
MUELLER WATER PRODUC 7.375% 06/01/17
|
4,465,000 |
$4,593,369 |
|
MYR FORWARD MYUS050913B
|
50,300,000 |
$16,190,463 |
|
MYRIAD INTERNATIONAL 6.375% 07/28/17
|
6,600,000 |
$7,433,580 |
|
MYSTIC RE LTD 0% 03/12/15
|
3,100,000 |
$3,283,520 |
|
MYSTIC RE LTD 0% 03/12/15
|
1,850,000 |
$1,938,060 |
|
MYTHEN LTD 8.2157% 05/07/15
|
3,500,000 |
$3,732,750 |
|
MYTHEN LTD 8.7157% 05/07/15
|
250,000 |
$266,575 |
|
MYTHEN RE LTD SERIES 8.7102% 01/05/17
|
2,850,000 |
$2,877,075 |
|
NAKILAT INC 6.067% 12/31/33
|
1,965,000 |
$2,382,563 |
|
NAKILAT INC 6.267% 12/31/33
|
4,022,886 |
$4,836,977 |
|
NARA CABLE FUNDING I 8.5% 03/01/20
|
1,600,000 |
$2,148,883 |
|
NARA CABLE FUNDING L 8.875% 12/01/18
|
7,360,000 |
$9,884,863 |
|
NARA CABLE FUNDING L 8.875% 12/01/18
|
3,000,000 |
$3,142,500 |
|
NATIONAL JSC NAFTOGA 9.5% 09/30/14
|
4,700,000 |
$4,823,140 |
|
NATIONSTAR HOME EQUI 0.3542% 03/25/37
|
2,350,000 |
$2,198,719 |
|
NAVISTAR INTERNATION 8.25% 11/01/21
|
11,805,000 |
$12,026,344 |
|
NBTY INC L+3.5%, 10/01/17
|
4,651,714 |
$4,715,094 |
|
NEUBERGER BERMAN GRO 5.625% 03/15/20
|
4,350,000 |
$4,556,625 |
|
NEVADA POWER CO 6.5% 08/01/18
|
85,000 |
$105,769 |
|
NEWCASTLE INVESTMENT 4.5% 07/10/35
|
502,178 |
$511,789 |
|
NEWFIELD EXPLORATION 5.625% 07/01/24
|
6,125,000 |
$6,324,063 |
|
NEWHALL LAND DEVELOP
|
266,967 |
$400,451 |
|
NEW HAMPSHIRE HEALTH 6.5% 01/01/41
|
4,250,000 |
$4,918,610 |
|
NEW JERSEY ECONOMIC 02/15/18
|
19,893,000 |
$17,747,540 |
|
NEW JERSEY ECONOMIC 7.0000% 11/15/30
|
2,450,000 |
$2,458,967 |
|
NEW JERSEY TRANSPORT 5.5% 06/15/41
|
10,540,000 |
$12,138,602 |
|
NEW YORK CITY TRANSI 5% 11/01/33
|
1,400,000 |
$1,611,358 |
|
NEW YORK STATE DORMI 5% 07/01/35
|
675,000 |
$771,896 |
|
NEW YORK STATE DORMI 5% 07/01/37
|
3,730,000 |
$4,283,457 |
|
NEW YORK STATE DORMI 5% 07/01/38
|
11,700,000 |
$13,449,618 |
|
NEW YORK STATE DORMI 5% 07/01/40
|
8,050,000 |
$8,957,235 |
|
NEW YORK STATE DORMI 5% 07/01/40
|
6,100,000 |
$6,915,692 |
|
NEW YORK STATE DORMI 5% 10/01/41
|
15,040,000 |
$17,294,195 |
|
NEW YORK STATE ELECT 6.15% 12/15/17
|
3,405,000 |
$3,807,583 |
|
NGN FORWARD NGUS041813B
|
1,256,898,485 |
$7,887,038 |
|
NGN FORWARD NGUS043013B
|
1,571,576,515 |
$9,812,924 |
|
NGN FORWARD NGUS061913B
|
1,150,000,000 |
$7,054,100 |
|
NIGERIA GOVERNMENT B 16% 06/29/19
|
2,507,000,000 |
$19,320,740 |
|
NIGERIA TREASURY BIL 02/06/14
|
2,087,000,000 |
$12,058,924 |
|
NORANDA ALUMINUM 4.524% 05/15/15
|
1,006 |
$1,006 |
|
NORANDA ALUMINUM HOL L+5.75%, 02/17/19
|
1,069,200 |
$1,087,243 |
|
NORDEA BANK AB 4.25% 09/21/22
|
17,800,000 |
$18,205,413 |
|
NORTHGROUP PREFERRED 6.378% 01/29/49
|
13,825,000 |
$14,112,187 |
|
NORTHSTAR 2012-1 MOR 4.449% 08/25/29
|
1,301,000 |
$1,322,749 |
|
NORWAY GOVERNMENT BO 4.25% 05/19/17
|
24,080,000 |
$4,592,499 |
|
NORWAY GOVERNMENT BO 4.5% 05/22/19
|
91,980,000 |
$18,339,281 |
|
NORWAY GOVERNMENT BO 5% 05/15/15
|
12,010,000 |
$2,217,345 |
|
NORWAY GOVERNMENT BO 6.5% 05/15/13
|
25,000,000 |
$4,303,032 |
|
NORWEGIAN ENERGY CO 12.9% 11/20/14
|
15,000,000 |
$2,653,623 |
|
NORWEGIAN KRONE
|
11,278,769 |
$1,931,958 |
|
NOVASTAR MORTGAGE FU 0.5742% 01/25/36
|
3,900,000 |
$3,731,984 |
|
NOVATEK OAO VIA NOVA 4.422% 12/13/22
|
15,700,000 |
$15,562,625 |
|
NOVELIS INC/GA L+3.75%, 03/10/17
|
3,763,400 |
$3,819,264 |
|
NOVELLUS SYSTEMS INC 2.625% 05/15/41
|
17,680,000 |
$24,055,850 |
|
NRG ENERGY INC 7.625% 05/15/19
|
10,945,000 |
$11,820,600 |
|
NRG ENERGY INC L+3.25%, 07/01/18
|
4,760,213 |
$4,831,021 |
|
NSG HOLDINGS LLC / N L+4.75%, 11/15/19
|
4,114,688 |
$4,186,695 |
|
NSG HOLDINGS LLC 7.75% 12/15/25
|
2,879,000 |
$3,022,950 |
|
NUANCE COMMUNICATION 2.75% 11/01/31
|
9,565,000 |
$9,881,841 |
|
NUANCE COMMUNICATION L+3.21%, 03/31/16
|
4,028,803 |
$4,060,280 |
|
NUSTAR LOGISTICS LP 7.625% 01/15/43
|
280,950 |
$7,561,067 |
|
NUVASIVE INC 2.75% 07/01/17
|
20,755,000 |
$20,184,238 |
|
OFFSHORE GROUP I 11.5% 08/01/15
|
5,168,000 |
$5,633,120 |
|
OFFSHORE GROUP INVES 7.5% 11/01/19
|
4,500,000 |
$4,770,000 |
|
OI SA 5.75% 02/10/22
|
9,080,000 |
$9,488,600 |
|
OMNICARE INC 3.25% 12/15/35
|
2,080,000 |
$2,077,400 |
|
ON ASSIGNMENT INC L+5%, 03/20/19
|
5,131,393 |
$5,201,888 |
|
ONEBEACON US HOLDING 4.6% 11/09/22
|
12,255,000 |
$12,827,002 |
|
ONEX USI ACQUISITION 7.75% 01/15/21
|
100,000 |
$100,250 |
|
ON SEMICONDUCTOR COR 2.625% 12/15/26
|
1,255,000 |
$1,422,072 |
|
OPTEUM MORTGAGE ACCE 0.4542% 12/25/35
|
4,282,688 |
$4,184,649 |
|
OPTION ONE MORTGAGE 0.3242% 02/25/38
|
112,679 |
$112,330 |
|
OPTION ONE MORTGAGE 0.4642% 11/25/35
|
2,810,869 |
$2,762,135 |
|
OPTION ONE MORTGAGE 0.6042% 02/25/35
|
2,709,535 |
$2,668,033 |
|
OPTION ONE MORTGAGE 0.7842% 06/25/33
|
1,600,572 |
$1,466,884 |
|
ORIGEN MANUFACTURED 5.46% 06/15/36
|
1,608,923 |
$1,698,519 |
|
ORIGEN MANUFACTURED 5.46% 11/15/35
|
2,000,000 |
$2,102,362 |
|
ORIGEN MANUFACTURED 5.73% 11/15/35
|
837,996 |
$889,601 |
|
ORIGEN MANUFACTURED 5.91% 01/15/35
|
2,456,510 |
$2,641,490 |
|
ORMAT FUNDING CO 8.25% 12/30/20
|
3,888,520 |
$3,616,323 |
|
OXFORD FINANCE FUNDI 3.9% 03/15/17
|
2,092,287 |
$2,110,595 |
|
OZBURN-HESSEY LOGIST L+8.25%, 04/07/16
|
2,637,941 |
$2,651,131 |
|
PANOCHE ENERGY CENTE 6.885% 07/31/29
|
2,747,980 |
$2,989,321 |
|
PARISH OF ST JOHN TH 5.125% 06/01/37
|
8,470,000 |
$8,966,173 |
|
PARK-OHIO INDUSTRIES 8.125% 04/01/21
|
2,600,000 |
$2,827,500 |
|
PAR PHARMACEUTICAL C L+4.25%, 09/28/19
|
9,353,059 |
$9,468,962 |
|
PDL BIOPHARMA INC 3.75% 05/01/15
|
6,860,000 |
$8,214,850 |
|
PEERMONT GLOBAL PTY 7.75% 04/30/14
|
4,166,000 |
$5,235,142 |
|
PELICAN PRODUCTS INC L+7%, 08/15/18
|
5,873,137 |
$5,887,820 |
|
PELICAN RE LTD 0% 04/13/15
|
250,000 |
$262,725 |
|
PENN NATIONAL GAMING L+3.75%, 06/29/18
|
5,969,776 |
$6,026,960 |
|
PENNSYLVANIA STATE U 5% 03/01/40
|
5,000,000 |
$5,522,250 |
|
PERMANENT UNIVERSITY 5% 07/01/30
|
2,550,000 |
$3,101,948 |
|
PETROBAKKEN ENERGY L 8.625% 02/01/20
|
3,220,000 |
$3,284,400 |
|
PETROBRAS INTERNATIO 7.875% 03/15/19
|
100,000 |
$121,664 |
|
PHH MORTGAGE CAPITAL 6.6000% 12/25/27
|
2,933,243 |
$2,870,451 |
|
PHILIPPINE GOVERNMEN 5.875% 03/01/32
|
1,384,695,000 |
$43,401,934 |
|
PHILIPPINE GOVERNMEN 6.125% 10/24/37
|
110,150,000 |
$3,604,154 |
|
PHILIPPINE GOVERNMEN 7.625% 09/29/36
|
523,120,000 |
$20,088,115 |
|
PHILIPPINE GOVERNMEN 8% 07/19/31
|
1,800,000 |
$68,715 |
|
PHILIPPINE PESO
|
105,280,993 |
$2,577,258 |
|
PHOSAGRO OAO VIA PHO 4.204% 02/13/18
|
5,550,000 |
$5,529,188 |
|
PILOT TRAVEL CENTERS L+3.75%, 03/30/18
|
5,078,183 |
$5,135,922 |
|
PINNACLE ENTERTAINME L+4%, 03/05/19
|
4,266,900 |
$4,304,235 |
|
PINNACLE FOODS FINAN L+4.75%, 09/16/18
|
6,093,214 |
$6,157,412 |
|
PLAINS ALL AMERICAN 6.125% 01/15/17
|
5,100,000 |
$5,983,789 |
|
PLAINS EXPLORATION & 6.75% 02/01/22
|
165,000 |
$183,769 |
|
PLAINS EXPLORATION & 8.625% 10/15/19
|
4,060,000 |
$4,608,100 |
|
PLAINS EXPLORATION & L+4%, 09/04/19
|
3,200,000 |
$3,212,000 |
|
PLASTIPAK HOLDINGS I 10.625% 08/15/19
|
30,000 |
$34,350 |
|
PLATINUM UNDERWRITER 7.5% 06/01/17
|
12,025,000 |
$13,497,774 |
|
PNC BANK NA 6% 12/07/17
|
1,809,000 |
$2,153,265 |
|
PNC FINANCIAL SERVIC 6.75% 07/29/49
|
17,585,000 |
$20,112,615 |
|
PNC FINANCIAL SERVIC 8.25% 05/29/49
|
15,605,000 |
$15,700,144 |
|
POLAND GOVERNMENT BO 5.25% 04/25/13
|
16,500,000 |
$5,073,920 |
|
PORT AUTHORITY OF NE 4.458% 10/01/62
|
2,620,000 |
$2,617,380 |
|
PORT FREEPORT TX 5.95% 05/15/33
|
15,970,000 |
$18,303,536 |
|
POST HOLDINGS INC 7.375% 02/15/22
|
175,000 |
$191,406 |
|
PPL CAPITAL FUNDING 6.7% 03/30/67
|
2,125,000 |
$2,257,813 |
|
PQ CORP L+0.035%, 08/07/17
|
6,336,625 |
$6,411,872 |
|
PREFERRED SANDS HOLD L+7.5%, 12/15/16
|
16,632,000 |
$15,550,920 |
|
PRESTIGE AUTO RECEIV 3.9% 07/16/18
|
2,900,000 |
$2,996,996 |
|
PRIDE INTERNATIONAL 6.8750% 08/15/20
|
2,350,000 |
$2,946,169 |
|
PROGRESSIVE WASTE SO L+3.5%, 10/31/19
|
1,032,810 |
$1,048,625 |
|
PRO MACH INC L+5%, 07/16/17
|
2,137,011 |
$2,163,723 |
|
PROSPECT CAPITAL COR 5.875% 03/15/23
|
11,175,000 |
$11,196,165 |
|
PROTECTION ONE INC L+5.75%, 03/20/19
|
1,524,946 |
$1,538,925 |
|
PROTECTIVE LIFE CORP 7.375% 10/15/19
|
7,805,000 |
$9,580,583 |
|
PROVINCE OF SALTA AR 9.5% 03/16/22
|
4,900,000 |
$4,067,000 |
|
PROVINCIA DE NEUQUEN 7.875% 04/26/21
|
3,700,000 |
$3,108,000 |
|
PRUDENTIAL FINANCIAL 5.625% 06/15/43
|
11,240,000 |
$11,633,400 |
|
PRUDENTIAL FINANCIAL 5.875% 09/15/42
|
7,575,000 |
$8,067,375 |
|
PRUDENTIAL FINANCIAL 6.2% 01/15/15
|
775,000 |
$845,375 |
|
PRUDENTIAL FINANCIAL 8.875% 06/15/38
|
5,969,000 |
$7,334,349 |
|
PUBLIC SERVICE CO OF 7.95% 05/15/18
|
3,725,000 |
$4,632,406 |
|
PVH CORP L+0.025%, 12/19/19
|
3,210,000 |
$3,248,870 |
|
QEP RESOURCES INC 5.25% 05/01/23
|
75,000 |
$76,875 |
|
QTEL INTERNATIONAL F 3.375% 10/14/16
|
1,235,000 |
$1,301,073 |
|
QTEL INTERNATIONAL F 3.875% 01/31/28
|
3,200,000 |
$3,151,328 |
|
QTEL INTERNATIONAL F 6.5% 06/10/14
|
3,600,000 |
$3,826,440 |
|
QUEENSLAND TREASURY 5.75% 07/22/24
|
17,900,000 |
$20,379,647 |
|
QUEENSLAND TREASURY 6% 07/21/22
|
11,815,000 |
$13,717,289 |
|
QUEEN STREET II CAPI 0% 04/09/14
|
4,200,000 |
$4,244,520 |
|
QUEEN STREET IV CAPI 0% 04/09/15
|
2,750,000 |
$2,775,850 |
|
QUEEN STREET VII RE 0% 04/08/16
|
2,500,000 |
$2,514,250 |
|
QUEEN STREET VI RE L 0% 04/09/15
|
700,000 |
$730,660 |
|
QUEEN STREET V RE LT 0% 04/09/15
|
2,150,000 |
$2,206,115 |
|
QUESTAR PIPELINE CO 5.83% 02/01/18
|
5,090,000 |
$5,943,313 |
|
QUICKSILVER RESOURCE 7.1249% 04/01/16
|
2,220,000 |
$1,875,900 |
|
QWEST CORP 7.375% 06/01/51
|
572,600 |
$15,208,256 |
|
RAIN CII CARBON LLC 8% 12/01/18
|
3,875,000 |
$4,097,813 |
|
RALI SERIES 2002-QS1 5.5% 09/25/32
|
844,700 |
$864,031 |
|
RALI SERIES 2003-QS1 5.25% 06/25/33
|
918,772 |
$861,678 |
|
RALI SERIES 2003-QS1 5% 01/25/33
|
439,708 |
$448,371 |
|
RALI SERIES 2003-QS1 5% 07/25/18
|
932,778 |
$952,800 |
|
RALI SERIES 2004-QS1 5.5% 12/25/34
|
3,527,421 |
$3,475,593 |
|
RALI SERIES 2004-QS3 5% 03/25/19
|
840,848 |
$876,094 |
|
RALI SERIES 2004-QS4 0.7042% 03/25/34
|
2,727,099 |
$2,593,861 |
|
RALI SERIES 2004-QS5 0.8042% 04/25/34
|
1,388,583 |
$1,330,964 |
|
RALI SERIES 2004-QS5 5.75% 04/25/34
|
2,000,000 |
$2,000,210 |
|
RAMP SERIES 2004-SL1 0.7842% 10/25/31
|
1,599,799 |
$1,156,535 |
|
RAMP SERIES 2005-EFC 0.6742% 07/25/35
|
1,968,859 |
$1,930,833 |
|
RAMP SERIES 2006-NC1 0.3942% 01/25/36
|
1,570,755 |
$1,531,199 |
|
RAMP SERIES 2006-RZ3 0.3642% 08/25/36
|
1,073,629 |
$1,008,687 |
|
RANPAK CORP L+4.75%, 03/28/17
|
3,648,604 |
$3,657,725 |
|
RASC SERIES 2004-KS1 1.1442% 12/25/34
|
225,836 |
$224,211 |
|
RASC SERIES 2005-KS7 0.6442% 08/25/35
|
1,163,942 |
$1,134,270 |
|
RASC SERIES 2006-KS3 0.3742% 04/25/36
|
147,523 |
$143,307 |
|
RASC SERIES 2007-KS3 0.3842% 04/25/37
|
6,411,969 |
$6,268,578 |
|
RAYMOND JAMES FINANC 4.25% 04/15/16
|
9,000,000 |
$9,595,188 |
|
RCMC LLC 5.6234% 11/15/44
|
2,334,579 |
$2,334,273 |
|
REGIONALCARE HOSPITA L+0.0575%, 11/04/18
|
3,241,875 |
$3,298,608 |
|
REINSURANCE GROUP OF 6.45% 11/15/19
|
8,470,000 |
$10,203,081 |
|
REINSURANCE GROUP OF 6.75% 12/15/65
|
11,925,000 |
$12,044,250 |
|
RELIANCE HOLDINGS US 4.5% 10/19/20
|
3,125,000 |
$3,275,838 |
|
REMY INTERNATIONAL I L+4.25%, 02/28/20
|
4,823,204 |
$4,841,291 |
|
RESIDENTIAL ASSET SE 0.6042% 05/25/33
|
135,824 |
$122,816 |
|
RESIDENTIAL ASSET SE 0.6542% 10/25/34
|
2,907,171 |
$2,576,242 |
|
RESIDENTIAL ASSET SE 5.5% 02/25/35
|
1,826,064 |
$1,866,546 |
|
RESIDENTIAL ASSET SE 5.5% 07/25/35
|
5,698,640 |
$5,683,938 |
|
RESIDENTIAL FUNDING 0.4642% 01/25/29
|
17,133 |
$15,173 |
|
RESIDENTIAL REINSURA 0% 06/06/13
|
5,050,000 |
$5,098,480 |
|
RESIDENTIAL REINSURA 0% 06/06/13
|
2,950,000 |
$2,991,890 |
|
RESIDENTIAL REINSURA 0% 06/06/15
|
3,500,000 |
$3,672,550 |
|
RESIDENTIAL REINSURA 0% 06/06/16
|
4,500,000 |
$4,742,550 |
|
RESIDENTIAL REINSURA 0% 12/06/16
|
3,400,000 |
$3,438,760 |
|
RESIDENTIAL REINSURA 0% 12/06/16
|
7,100,000 |
$7,197,270 |
|
RESIDENTIAL REINSURA 6.6000% 06/06/13
|
6,100,000 |
$6,163,440 |
|
RESI FINANCE LP 1.6022% 09/10/35
|
6,471,326 |
$5,698,262 |
|
REVLON CONSUMER PROD L+4%, 11/19/17
|
2,738,789 |
$2,785,006 |
|
REYNOLDS & REYNOLDS L+3.75%, 03/09/18
|
1,082,360 |
$1,091,485 |
|
REYNOLDS GROUP HOLDI L+4.75%, 09/21/18
|
3,831,997 |
$3,892,213 |
|
REYNOLDS GROUP ISSUE 7.1249% 04/15/19
|
4,175,000 |
$4,482,906 |
|
REYNOLDS GROUP ISSUE 9.875% 08/15/19
|
5,895,000 |
$6,462,394 |
|
RFMSI SERIES 2005-S6 5.25% 08/25/35
|
71,759 |
$73,975 |
|
RICHLAND TOWERS FUND 7.8700% 03/15/16
|
3,250,000 |
$3,516,292 |
|
RIVERBED TECHNOLOGY L+4%, 10/29/19
|
14,626,518 |
$14,809,349 |
|
ROMANIA GOVERNMENT B 5.85% 04/26/23
|
60,200,000 |
$17,672,602 |
|
ROMANIA GOVERNMENT B 5.9% 07/26/17
|
29,000,000 |
$8,511,191 |
|
ROVI CORP L+4%, 03/30/19
|
7,374,075 |
$7,374,075 |
|
RPI FINANCE TRUST L+4%, 11/09/18
|
8,106,662 |
$8,167,462 |
|
RUB FORWARD RUUS041513B
|
533,000,000 |
$17,092,244 |
|
RURAL/METRO CORP L+5.75%, 03/28/18
|
1,768,500 |
$1,781,985 |
|
RUSSIAN FEDERAL BOND 7.5% 03/15/18
|
489,300,000 |
$16,566,850 |
|
RUSSIAN FEDERAL BOND 7.6% 07/20/22
|
25,000 |
$841 |
|
RUSSIAN FOREIGN BOND 4.5% 04/04/22
|
7,400,000 |
$8,062,300 |
|
RUSSIAN RUBLE
|
18,299,820 |
$588,135 |
|
S2 HOSPITALITY LLC 4.5% 04/15/25
|
1,563,842 |
$1,564,227 |
|
SABRA HEALTH CAR 8.125% 11/01/18
|
3,175,000 |
$3,448,844 |
|
SABRE INC L+5.2525%, 02/01/19
|
1,750,451 |
$1,775,605 |
|
SALIX PHARMACEUTICAL 1.5% 03/15/19
|
7,030,000 |
$7,456,194 |
|
SAMARCO MINERACAO SA 4.125% 11/01/22
|
7,600,000 |
$7,394,800 |
|
SAMSON INVESTMENT CO 9.75% 02/15/20
|
4,710,000 |
$5,004,375 |
|
SAMSON INVESTMENT CO L+6%, 09/10/16
|
700,000 |
$710,150 |
|
SANDISK CORP 1.5% 08/15/17
|
17,325,000 |
$22,327,594 |
|
SANDRIDGE ENERGY INC 7.5% 03/15/21
|
1,960,000 |
$2,038,400 |
|
SANTANDER DRIVE AUTO 2.7% 08/15/18
|
3,700,000 |
$3,861,609 |
|
SANTANDER DRIVE AUTO 3.7800% 11/15/17
|
2,420,000 |
$2,532,312 |
|
SANTANDER HOLDINGS U 3% 09/24/15
|
1,970,000 |
$2,019,930 |
|
SAPPI PAPIER HOLDING 6.625% 04/15/21
|
2,100,000 |
$2,168,250 |
|
SBP DPR FINANCE CO 3.0301% 03/15/17
|
3,284,211 |
$3,272,948 |
|
SCIENTIFIC GAMES INT 9.25% 06/15/19
|
4,274,000 |
$4,706,743 |
|
SCITOR CORP L+5%, 01/21/17
|
1,656,399 |
$1,656,399 |
|
SCOTIABANK PERU SA 4.5% 12/13/27
|
11,145,000 |
$10,743,780 |
|
SCOTTRADE FINANCIAL 6.125% 07/11/21
|
17,423,000 |
$18,126,610 |
|
SEAGATE HDD CAYMAN 7.75% 12/15/18
|
6,955,000 |
$7,624,419 |
|
SEALED AIR CORP 8.125% 09/15/19
|
675,000 |
$763,594 |
|
SEALED AIR CORP L+4%, 10/03/18
|
845,947 |
$859,958 |
|
SECTOR RE V LTD 03/01/18
|
5,600,000 |
$5,600,000 |
|
SECTOR RE V LTD 12/01/17
|
3,800,000 |
$4,026,860 |
|
SEK/EUR FORWARD SEEU040513S
|
-19,000,000 |
$-2,923,340 |
|
SEK FORWARD SEUS041213S
|
-48,000,000 |
$-7,372,704 |
|
SELECT MEDICAL CORP L+5.5008%, 06/01/18
|
372,188 |
$374,514 |
|
SELECT MEDICAL HOLDI L+5.50007%, 04/25/18
|
9,166,725 |
$9,258,337 |
|
SELMA INDUSTRIAL DEV 6.25% 11/01/33
|
3,700,000 |
$4,250,782 |
|
SEMPRA ENERGY 9.8% 02/15/19
|
50,000 |
$70,283 |
|
SEMTECH CORP L+4.25%, 02/21/17
|
2,059,438 |
$2,085,180 |
|
SENIOR HOUSING PROPE 6.75% 04/15/20
|
11,518,000 |
$13,139,124 |
|
SENSUS USA INC L+4.75254%, 04/13/17
|
1,457,626 |
$1,461,270 |
|
SEQUA AUTOMOTIVE GRO L+6.25%, 11/01/18
|
4,503,713 |
$4,553,442 |
|
SEQUA CORP L+0.04%, 05/29/17
|
6,832,875 |
$6,949,601 |
|
SEQUOIA MORTGAGE TRU 0.4032% 05/20/35
|
5,325,185 |
$4,809,046 |
|
SEQUOIA MORTGAGE TRU 0.4232% 03/20/35
|
2,041,177 |
$1,899,579 |
|
SEQUOIA MORTGAGE TRU 0.5432% 10/20/34
|
2,136,050 |
$2,102,992 |
|
SEQUOIA MORTGAGE TRU 0.5532% 09/20/34
|
1,222,041 |
$1,184,797 |
|
SEQUOIA MORTGAGE TRU 0.8231% 09/20/33
|
1,478,911 |
$1,459,781 |
|
SERVICE CORP INTERNA 8% 11/15/21
|
5,322,000 |
$6,366,443 |
|
SESI LLC 7.1249% 12/15/21
|
90,000 |
$100,688 |
|
SEVERSTAL COLUMBUS L 10.25% 02/15/18
|
4,738,000 |
$5,128,885 |
|
SHINGLE SPRINGS TRIB 9.375% 06/15/15
|
1,780,000 |
$1,773,325 |
|
SIERRA TIMESHARE 201 1.87% 08/20/29
|
2,587,808 |
$2,604,362 |
|
SINO-FOREST CORP 5% 08/01/13
|
5,015,000 |
$25,075 |
|
SI ORGANIZATION INC L+4.5%, 11/22/16
|
5,329,585 |
$5,342,909 |
|
SIRIUS INTERNATIONAL 6.375% 03/20/17
|
6,200,000 |
$6,975,223 |
|
SIRIUS INTERNATIONAL 7.506% 05/29/49
|
12,390,000 |
$13,113,700 |
|
SIX FLAGS ENTERTAINM L+4.0005%, 11/23/18
|
1,081,909 |
$1,092,627 |
|
SLM CORP 4% 07/25/14
|
4,559,000 |
$4,606,870 |
|
SMA ISSUER I LLC 3.5000% 08/20/25
|
3,103,684 |
$3,117,126 |
|
SOUNDVIEW HOME LOAN 0.3342% 08/25/37
|
1,296,067 |
$1,173,496 |
|
SOUNDVIEW HOME LOAN 0.3942% 02/25/36
|
1,926,750 |
$1,883,161 |
|
SOUTH CAROLINA STATE 5% 12/01/43
|
17,135,000 |
$18,839,761 |
|
SOUTHERN CALIFORNIA 6.25% 08/01/49
|
8,675,000 |
$9,544,929 |
|
SOUTHERN COPPER CORP 5.375% 04/16/20
|
1,645,000 |
$1,867,800 |
|
SOUTHERN UNION CO 3.3159% 11/01/66
|
4,234,000 |
$3,715,335 |
|
SOVEREIGN BANK/WILMI 8.75% 05/30/18
|
16,036,000 |
$19,382,793 |
|
SPECTRA ENERGY CAPIT 6.2% 04/15/18
|
3,690,000 |
$4,457,048 |
|
SPECTRA ENERGY CAPIT 6.75% 07/15/18
|
2,140,000 |
$2,519,544 |
|
SPECTRUM BRANDS HOLD L+4.5025%, 10/09/19
|
648,375 |
$657,358 |
|
SPECTRUM BRANDS HOLD L+5%, 11/06/19
|
492,854 |
$487,254 |
|
SPIRIT MASTER FUNDIN 5.74% 03/20/25
|
1,279,571 |
$1,315,359 |
|
SPRINGLEAF FINANCE C 6.9% 12/15/17
|
5,295,000 |
$5,321,475 |
|
SPRINGLEAF FINANCE C L+5.5%, 05/28/17
|
3,040,000 |
$3,065,174 |
|
SPRINGLEAF FUNDING T 2.58% 09/15/21
|
10,000,000 |
$9,999,271 |
|
SPRINGLEAF MORTGAGE 5.3% 12/25/59
|
1,100,000 |
$1,122,003 |
|
SRAM CORP L+4.75292%, 05/12/18
|
632,059 |
$633,639 |
|
STANDARD CHARTERED P 3.85% 04/27/15
|
6,900,000 |
$7,285,710 |
|
STANDARD CHARTERED P 3.95% 01/11/23
|
5,400,000 |
$5,378,071 |
|
STANLEY BLACK & DECK 4.75% 11/17/15
|
27,900 |
$3,531,861 |
|
STAR ENERGY GEOT 11.5% 02/12/15
|
4,001,786 |
$4,226,886 |
|
STAR ENERGY GEOTHERM 6.125% 03/27/20
|
8,750,000 |
$8,728,125 |
|
STATE OF CALIFORNIA 2.5% 06/20/13
|
2,000 |
$2,011 |
|
STATE OF FLORIDA 4% 06/01/27
|
7,850,000 |
$8,544,961 |
|
STATE OF MARYLAND 4% 03/15/25
|
2,950,000 |
$3,304,561 |
|
STATE OF WASHINGTON 3% 07/01/28
|
2,550,000 |
$2,465,646 |
|
STATE OF WASHINGTON 5% 08/01/39
|
5,600,000 |
$6,323,856 |
|
STATE OF WISCONSIN 5.75% 05/01/33
|
3,650,000 |
$4,352,735 |
|
STONE ENERGY CORP 8.625% 02/01/17
|
6,000,000 |
$6,480,000 |
|
STORE MASTER FUNDING 4.16% 03/20/43
|
1,100,000 |
$1,099,768 |
|
STRUCTURED ADJUSTABL 2.5083% 03/25/34
|
6,045,320 |
$5,961,223 |
|
STRUCTURED ADJUSTABL 2.5831% 01/25/35
|
3,174,058 |
$3,071,000 |
|
STRUCTURED ADJUSTABL 2.6464% 02/25/34
|
34,145 |
$33,671 |
|
STRUCTURED ADJUSTABL 3.0010% 03/25/34
|
1,353,101 |
$1,321,682 |
|
STRUCTURED ASSET INV 0.4042% 01/25/36
|
3,066,268 |
$2,993,104 |
|
STRUCTURED ASSET INV 0.6042% 05/25/35
|
45,983 |
$45,680 |
|
STRUCTURED ASSET MOR 0.9432% 12/19/33
|
1,339,136 |
$1,253,290 |
|
STRUCTURED ASSET SEC 0.3342% 03/25/37
|
1,300,000 |
$1,178,340 |
|
STRUCTURED ASSET SEC 0.8542% 10/25/37
|
5,888,587 |
$5,826,021 |
|
STRUCTURED ASSET SEC 2.5958% 07/25/33
|
1,971,226 |
$1,932,763 |
|
STRUCTURED ASSET SEC 2.7652% 10/25/33
|
5,381,307 |
$5,477,998 |
|
STRUCTURED ASSET SEC 2.7675% 06/25/33
|
3,947,933 |
$3,966,338 |
|
STRUCTURED ASSET SEC 6% 08/25/35
|
2,189,398 |
$2,131,621 |
|
SUCCESSOR X LTD 0% 01/27/15
|
3,150,000 |
$3,238,830 |
|
SUCCESSOR X LTD 0% 04/04/13
|
1,250,000 |
$1,250,875 |
|
SUCCESSOR X LTD 0% 11/10/15
|
725,000 |
$730,583 |
|
SUCCESSOR X LTD 12.9332% 01/07/14
|
4,600,000 |
$4,620,240 |
|
SUCCESSOR X LTD 13% 02/25/14
|
750,000 |
$753,450 |
|
SUCCESSOR X LTD 14.6832% 01/07/14
|
250,000 |
$249,625 |
|
SUCCESSOR X LTD 9.4114% 02/25/14
|
7,490,000 |
$7,526,701 |
|
SUMMIT MATERIALS LLC L+5%, 01/30/19
|
991,389 |
$999,754 |
|
SUNCOKE ENERGY INC L+4%, 07/21/18
|
637,128 |
$640,314 |
|
SUN HEALTHCARE GROUP L+8.75%, 10/18/16
|
0 |
$0 |
|
SUNOCO INC 9.625% 04/15/15
|
25,000 |
$29,038 |
|
SUNOCO LOGISTICS PAR 6.1% 02/15/42
|
10,390,000 |
$11,795,871 |
|
SUNPOWER CORP 4.75% 04/15/14
|
1,399,000 |
$1,399,000 |
|
SWEDEN GOVERNMENT BO 3.75% 08/12/17
|
40,200,000 |
$6,839,938 |
|
SWEDEN GOVERNMENT BO 4.5% 08/12/15
|
45,100,000 |
$7,486,362 |
|
SWEDEN GOVERNMENT BO 6.75% 05/05/14
|
159,095,000 |
$25,970,831 |
|
SWEDISH KRONE
|
4 |
$1 |
|
SWIFT TRANSPORTATION L+0.03%, 12/21/17
|
3,041,543 |
$3,089,067 |
|
SWIFT TRANSPORTATION L+3.0512%, 12/21/16
|
5,059,429 |
$5,110,023 |
|
SYNAGRO TECHNOLOGIES L+2.27985%, 04/02/14
|
634,901 |
$611,092 |
|
SYNCREON GLOBAL IREL 9.5% 05/01/18
|
50,000 |
$53,125 |
|
SYNIVERSE HOLDINGS I L+0.5%, 04/23/19
|
2,250,000 |
$2,255,625 |
|
SYNIVERSE HOLDINGS I L+5%, 04/10/19
|
1,538,375 |
$1,550,394 |
|
TAL ADVANTAGE I LLC 4.31% 05/20/26
|
3,662,750 |
$3,680,298 |
|
TAM CAPITAL 3 INC 8.375% 06/03/21
|
4,965,000 |
$5,523,563 |
|
TANK HOLDINGS CORP L+5.5%, 06/08/19
|
1,952,676 |
$1,958,778 |
|
TARGUS GROUP INTERNA L+11.0019%, 05/12/16
|
4,377,045 |
$4,398,930 |
|
TARRANT REGIONAL WAT 5% 03/01/52
|
7,300,000 |
$8,103,438 |
|
TASC INC L+4.5%, 04/25/15
|
3,511,120 |
$3,525,385 |
|
TD AMERITRADE HOLDIN 5.6% 12/01/19
|
45,000 |
$53,891 |
|
TELEFONICA EMISIONES 6.221% 07/03/17
|
11,154,000 |
$12,480,032 |
|
TELENET FINANCE III 6.625% 02/15/21
|
2,625,000 |
$3,508,683 |
|
TELESAT CANADA / 12.5% 11/01/17
|
4,215,000 |
$4,510,050 |
|
TELESAT CANADA L+5.5%, 03/28/19
|
15,835,338 |
$15,983,699 |
|
TEMPUR-PEDIC INTERNA L+5%, 09/27/19
|
7,432,625 |
$7,546,106 |
|
TENGIZCHEVOIL FINANC 6.124% 11/15/14
|
3,094,159 |
$3,186,984 |
|
TEREX CORP L+4.5%, 04/28/17
|
2,191,736 |
$2,225,160 |
|
TESORO CORP 5.375% 10/01/22
|
9,480,000 |
$9,882,900 |
|
TESORO CORP 9.75% 06/01/19
|
2,410,000 |
$2,717,275 |
|
TEXAS COMPETITIVE EL L+4.7326%, 10/10/17
|
4,931,173 |
$3,513,436 |
|
TEXAS INDUSTRIES INC 9.25% 08/15/20
|
1,680,000 |
$1,835,400 |
|
TEXAS MUNICIPAL GAS 5% 12/15/30
|
4,585,000 |
$4,893,662 |
|
TEXAS MUNICIPAL GAS 5% 12/15/31
|
9,165,000 |
$9,714,442 |
|
TEXTAINER MARINE CON 4.21% 04/15/27
|
4,269,167 |
$4,388,012 |
|
THOMAS & BETTS CORP 5.625% 11/15/21
|
3,100,000 |
$3,745,405 |
|
THORNBURG MORTGAGE S 1.8215% 03/25/44
|
4,567,280 |
$4,546,772 |
|
THORNBURG MORTGAGE S 4.1070% 03/25/44
|
5,541,717 |
$5,551,947 |
|
TIERS TRUST/UNITED S 7.697% 10/15/97
|
5,351,000 |
$3,511,664 |
|
TI GROUP AUTOMOTIVE L+4.25%, 03/27/19
|
7,629,601 |
$7,553,305 |
|
TI GROUP AUTOMOTIVE L+6.75%, 03/01/19
|
7,629,601 |
$7,691,592 |
|
TIMBERSTAR TRUST 5.668% 10/15/36
|
750,000 |
$856,280 |
|
TIMBERSTAR TRUST 7.5296% 10/15/36
|
6,646,000 |
$6,868,781 |
|
TIME WARNER CABLE IN 8.25% 04/01/19
|
1,100,000 |
$1,431,895 |
|
TIME WARNER CABLE IN 8.75% 02/14/19
|
640,000 |
$846,408 |
|
TITAN INTERNATIONAL 7.875% 10/01/17
|
990,000 |
$1,065,488 |
|
TNK-BP FINANCE SA 6.625% 03/20/17
|
1,395,000 |
$1,576,350 |
|
TNK-BP FINANCE SA 7.2499% 02/02/20
|
1,770,000 |
$2,124,000 |
|
TNK-BP FINANCE SA 7.5% 07/18/16
|
4,160,000 |
$4,766,528 |
|
TNK-BP FINANCE SA 7.875% 03/13/18
|
1,250,000 |
$1,500,000 |
|
TOMKINS LLC / TOMKIN L+0.0275%, 09/29/16
|
3,842,363 |
$3,890,393 |
|
TORCHMARK CORP 3.8% 09/15/22
|
2,600,000 |
$2,700,695 |
|
TOWERGATE FINANCE PL 8.5% 02/15/18
|
2,125,000 |
$3,372,796 |
|
TRANSCONTINENTAL GAS 4.45% 08/01/42
|
1,650,000 |
$1,633,891 |
|
TRANSNET SOC LTD 4% 07/26/22
|
2,050,000 |
$1,962,875 |
|
TRANSPORTADORA DE GA 7.875% 05/14/17
|
6,330,000 |
$5,586,225 |
|
TRAVELPORT LLC L+5.0336%, 08/23/15
|
320,221 |
$319,221 |
|
TRAVELPORT LLC L+5.056%, 08/23/15
|
1,532,537 |
$1,527,748 |
|
TRITON CONTAINER FIN 4.21% 05/14/27
|
4,963,750 |
$5,117,333 |
|
TRONOX INC L+4.25%, 01/24/17
|
1,759,018 |
$1,770,378 |
|
TRUVEN HEALTH ANALYT L+5.75%, 05/23/19
|
6,997,125 |
$7,119,575 |
|
TUFTS UNIVERSITY 5.017% 04/15/12
|
14,800,000 |
$16,063,239 |
|
TURKEY GOVERNMENT BO 10.5% 01/15/20
|
21,830,000 |
$14,517,149 |
|
TURKIYE GARANTI BANK 7.375% 03/07/18
|
14,400,000 |
$7,770,065 |
|
TURKIYE IS BANKASI 6% 10/24/22
|
5,100,000 |
$5,316,750 |
|
TWCC HOLDING CORP L+2.75%, 02/11/17
|
2,865,734 |
$2,909,316 |
|
TW TELECOM HOLDINGS L+3.75%, 12/30/16
|
1,835,106 |
$1,848,870 |
|
TYCO ELECTRONICS GRO 6.5500% 10/01/17
|
4,485,000 |
$5,363,315 |
|
UBS AG/STAMFORD CT 7.625% 08/17/22
|
22,275,000 |
$24,891,444 |
|
UCFC MANUFACTURED HO 6.995% 04/15/29
|
318,205 |
$318,055 |
|
UCI INTERNATIONAL IN L+5.5%, 07/04/17
|
2,038,196 |
$2,057,304 |
|
UKRAINE GOVERNMENT I 6.75% 11/14/17
|
1,825,000 |
$1,802,188 |
|
UKRAINE GOVERNMENT I 7.8% 11/28/22
|
9,300,000 |
$9,416,250 |
|
UKRAINE GOVERNMENT I 9.25% 07/24/17
|
16,400,000 |
$17,754,640 |
|
UNIFRAX I LLC / UNIF L+0.04%, 11/01/18
|
4,000,000 |
$5,154,243 |
|
UNITED AIR LINES INC L+3%, 03/12/19
|
1,000,000 |
$1,012,085 |
|
UNITED STATES TREASU 1% 09/30/16
|
15,000,000 |
$15,280,080 |
|
UNITED STATES TREASU 2.125% 08/15/21
|
12,000,000 |
$12,540,000 |
|
UNITED STATES TREASU 3.75% 08/15/41
|
2,500,000 |
$2,827,345 |
|
UNITED STATES TREASU 4.25% 05/15/39
|
12,355,000 |
$15,183,134 |
|
UNITED STATES TREASU 4.375% 02/15/38
|
5,085,000 |
$6,357,043 |
|
UNITED STATES TREASU 4.375% 11/15/39
|
23,290,000 |
$29,185,281 |
|
UNITED STATES TREASU 4.5% 08/15/39
|
19,890,000 |
$25,397,044 |
|
UNIVAR L+5%, 02/14/17
|
7,771,596 |
$7,858,335 |
|
UNIVERSAL HEALTH SER L+3.75%, 11/30/16
|
1,992,952 |
$2,013,712 |
|
UNIVERSITY OF SOUTHE 5.25% 10/01/11
|
2,800,000 |
$3,348,360 |
|
UNIVERSITY OF TEXAS 5% 08/15/43
|
2,210,000 |
$2,545,566 |
|
UNIVISION COMMUNICAT L+4.75%, 02/22/20
|
6,773,885 |
$6,822,149 |
|
UNUM GROUP 5.625% 09/15/20
|
3,400,000 |
$3,940,420 |
|
UNUM GROUP 5.75% 08/15/42
|
4,700,000 |
$5,139,361 |
|
URBI DESARROLLOS URB 9.5% 01/21/20
|
2,275,000 |
$1,387,750 |
|
URBI DESARROLLOS URB 9.75% 02/03/22
|
3,975,000 |
$2,464,500 |
|
US 10YR NOTE (CBT)JU
|
-6,818 |
$-899,869,469 |
|
US 2YR NOTE (CBT) JU
|
-789 |
$-173,937,516 |
|
US 5YR NOTE (CBT) JU
|
-1,146 |
$-142,166,672 |
|
US BANCORP 6.5% 12/31/99
|
234,750 |
$7,009,635 |
|
US BANCORP 6% 12/31/99
|
475,000 |
$13,224,000 |
|
USI INSURANCE SERVIC L+5.25%, 11/29/19
|
26,807,813 |
$27,087,069 |
|
US LONG BOND(CBT) JU
|
312 |
$45,074,250 |
|
US SILICA CO L+4.75%, 06/08/17
|
1,935,525 |
$1,947,225 |
|
US ULTRA BOND(CBT JU
|
1,118 |
$176,189,813 |
|
VALEANT PHARMACEUTIC L+2.75%, 12/11/19
|
2,493,750 |
$2,518,363 |
|
VALERO ENERGY CORP 9.375% 03/15/19
|
4,414,000 |
$6,021,932 |
|
VALIDUS HOLDINGS LTD 8.875% 01/26/40
|
7,880,000 |
$10,514,536 |
|
VALMONT INDUSTRIES I 6.625% 04/20/20
|
3,870,000 |
$4,582,556 |
|
VANGUARD HEALTH HOLD 7.75% 02/01/19
|
12,480,000 |
$13,353,600 |
|
VANGUARD NATURAL RES 7.875% 04/01/20
|
3,650,000 |
$3,914,625 |
|
VEDANTA RESOURCE 5.5% 07/13/16
|
11,900,000 |
$12,090,400 |
|
VEDANTA RESOURCES PL 8.25% 06/07/21
|
3,635,000 |
$4,143,900 |
|
VEDANTA RESOURCES PL 9.5% 07/18/18
|
4,040,000 |
$4,726,800 |
|
VENTAS REALTY LP / V 4.75% 06/01/21
|
8,130,000 |
$9,035,186 |
|
VERICREST OPPORTUNIT 2.4871% 02/26/52
|
2,202,989 |
$2,209,378 |
|
VERICREST OPPORTUNIT 6.4138% 02/26/52
|
2,250,000 |
$2,278,125 |
|
VERIFONE SYSTEMS INC L+4.25%, 11/14/18
|
664,060 |
$667,104 |
|
VERINT SYSTEMS INC L+4%, 09/06/19
|
9,352,038 |
$9,445,558 |
|
VERTAFORE INC L+5.25%, 07/31/16
|
5,961,226 |
$6,024,564 |
|
VERTRUE INC L+0.04%, 08/18/14
|
310,122 |
$103,116 |
|
VIASYSTEMS INC 7.875% 05/01/19
|
6,375,000 |
$6,661,875 |
|
VIMPELCOM HOLDINGS B 7.5043% 03/01/22
|
11,800,000 |
$13,131,040 |
|
VIMPELCOM HOLDINGS B 9% 02/13/18
|
430,000,000 |
$14,320,665 |
|
VIRGIN MEDIA INVESTM L+2.75%, 02/06/20
|
25,310,000 |
$25,215,088 |
|
VIRTUAL RADIOLOGIC C L+0.055%, 11/03/16
|
6,345,500 |
$4,441,850 |
|
VIRTUAL RADIOLOGIC C L+7.25%, 12/22/16
|
2,462,500 |
$1,740,163 |
|
VISHAY INTERTECHNOLO 2.25% 05/15/41
|
13,410,000 |
$12,303,675 |
|
VITA CAPITAL V LTD 2.896% 01/15/17
|
3,850,000 |
$3,935,085 |
|
VITA CAPITAL V LTD 3.596% 01/15/17
|
5,500,000 |
$5,569,850 |
|
VITALITY RE IV LTD 0% 01/09/16
|
2,200,000 |
$2,227,940 |
|
VITERRA INC 5.95% 08/01/20
|
12,880,000 |
$13,860,194 |
|
VOLCAN CIA MINERA SA 5.375% 02/02/22
|
3,360,000 |
$3,561,600 |
|
VOTO-VOTORANTIM OVER 6.625% 09/25/19
|
1,950,000 |
$2,242,500 |
|
VPI ESCROW CORP 6.375% 10/15/20
|
60,000 |
$63,225 |
|
VTB BANK OJSC VIA VT 6.9500% 10/17/22
|
15,600,000 |
$16,434,600 |
|
VTB BANK OJSC VIA VT 6% 04/12/17
|
7,800,000 |
$8,346,000 |
|
W&T OFFSHORE INC 8.5% 06/15/19
|
3,170,000 |
$3,447,375 |
|
WACHOVIA BANK NA 6% 11/15/17
|
2,195,000 |
$2,620,413 |
|
WACHOVIA CAPITAL TRU 5.5697% 03/29/49
|
660,000 |
$662,310 |
|
WACHOVIA COMMERCIAL 5.606% 04/15/35
|
3,600,000 |
$3,593,855 |
|
WALTER ENERGY INC L+5.75%, 02/03/18
|
3,035,847 |
$3,057,857 |
|
WAMU MORTGAGE PASS T 0.64% 10/25/44
|
466,990 |
$441,544 |
|
WAMU MORTGAGE PASS T 2.212% 02/27/34
|
906,340 |
$729,258 |
|
WAMU MORTGAGE PASS T 2.4345% 08/25/34
|
716,602 |
$708,116 |
|
WAMU MORTGAGE PASS T 2.4424% 01/25/35
|
16,507,075 |
$16,533,190 |
|
WAMU MORTGAGE PASS T 2.4707% 08/25/35
|
5,487,182 |
$5,380,670 |
|
WAMU MORTGAGE PASS T 4.7316% 12/25/36
|
2,494,505 |
$2,299,495 |
|
WARNER CHILCOTT CO L 7.75% 09/15/18
|
5,640,000 |
$6,027,750 |
|
WARNER CHILCOTT CORP L+4.25%, 03/03/18
|
862,185 |
$875,118 |
|
WARNER CHILCOTT CORP L+4.25%, 03/15/18
|
375,315 |
$380,945 |
|
WARNER CHILCOTT CORP L+4.25%, 03/17/18
|
305,515 |
$310,097 |
|
WASH MULTIFAMILY LAU L+5.25%, 01/22/19
|
2,359,087 |
$2,394,473 |
|
WASTE INDUSTRIES USA L+4.75%, 02/23/17
|
3,560,427 |
$3,613,833 |
|
WAUPACA FOUNDRY INC L+5.75%, 06/29/17
|
4,150,000 |
$4,212,250 |
|
WCA WASTE CORP L+5.5%, 03/01/18
|
3,732,300 |
$3,767,290 |
|
WC LUXCO SARL L+4.25%, 03/03/18
|
679,412 |
$689,603 |
|
WCP WIRELESS SITE FU 6.8290% 11/15/15
|
6,650,000 |
$7,153,797 |
|
WEA FINANCE LLC 7.1249% 04/15/18
|
5,720,000 |
$7,056,787 |
|
WEATHERFORD INTERNAT 5.95% 04/15/42
|
3,825,000 |
$3,942,473 |
|
WEATHERFORD INTERNAT 9.625% 03/01/19
|
4,170,000 |
$5,446,233 |
|
WEBMD HEALTH CORP 2.25% 03/31/16
|
5,145,000 |
$5,042,100 |
|
WEBMD HEALTH CORP 2.5% 01/31/18
|
2,430,000 |
$2,235,600 |
|
WELLPOINT INC 2.75% 10/15/42
|
25,045,000 |
$27,361,663 |
|
WELLPOINT INC 3.3000% 01/15/23
|
1,820,000 |
$1,844,279 |
|
WELLS FARGO & CO 7.5% 12/31/99
|
16,750 |
$21,586,563 |
|
WELLS FARGO COMMERCI 4.693% 10/15/45
|
1,775,000 |
$1,890,258 |
|
WELLS FARGO COMMERCI 5.5855% 11/15/43
|
4,800,000 |
$5,515,853 |
|
WELLS FARGO HOME EQU 0.5542% 11/25/35
|
10,953 |
$10,930 |
|
WELLS FARGO HOME EQU 0.5842% 12/25/35
|
1,504,028 |
$1,480,088 |
|
WELLS FARGO HOME EQU 0.6142% 11/25/35
|
1,483,000 |
$1,461,029 |
|
WELLS FARGO MORTGAGE 2.6268% 03/25/36
|
6,665,142 |
$6,606,815 |
|
WELLS FARGO MORTGAGE 2.6358% 06/25/35
|
3,992,978 |
$3,938,122 |
|
WELLS FARGO MORTGAGE 2.6544% 10/25/34
|
2,016,147 |
$2,070,914 |
|
WELLS FARGO MORTGAGE 4.4909% 11/25/33
|
940,622 |
$923,144 |
|
WELLS FARGO MORTGAGE 5.0017% 04/25/35
|
671,049 |
$684,048 |
|
WELLS FARGO MORTGAGE 5.25% 10/25/35
|
2,981,368 |
$3,151,116 |
|
WELLS FARGO MORTGAGE 5.5% 10/25/35
|
1,326,268 |
$1,360,702 |
|
WELLS FARGO MORTGAGE 5.75% 03/25/36
|
10,244,545 |
$10,248,397 |
|
WENDY'S INTERNATIONA L+4.75%, 04/03/19
|
6,338,150 |
$6,415,089 |
|
WESCO INTERNATIONAL L+4.5%, 12/04/19
|
18,425,000 |
$18,629,978 |
|
WEST CORP/OLD L+4.25%, 06/30/18
|
6,802,713 |
$6,921,760 |
|
WESTGATE RESORTS 201 3% 01/20/25
|
5,056,730 |
$5,099,399 |
|
WESTGATE RESORTS 201 4.5% 01/20/25
|
3,013,811 |
$3,032,105 |
|
WESTGATE RESORTS LLC 2.5% 03/20/25
|
2,172,356 |
$2,175,071 |
|
WEST PENN POWER CO 5.95% 12/15/17
|
4,170,000 |
$4,904,216 |
|
WFDB COMMERCIAL MORT 5.914% 07/05/24
|
4,850,000 |
$4,976,444 |
|
WFRBS COMMERCIAL MOR 5.2494% 06/15/44
|
2,000,000 |
$2,118,486 |
|
WFRBS COMMERCIAL MOR 5.392% 02/15/44
|
1,200,000 |
$1,352,335 |
|
WIDEOPENWEST LLC L+6.25%, 04/18/18
|
4,283,757 |
$4,343,729 |
|
WILLIAMS COS INC/THE 7.75% 06/15/31
|
8,880,000 |
$11,063,885 |
|
WILTON RE FINANCE LL 5.875% 03/30/33
|
6,215,000 |
$6,277,665 |
|
WINDSOR QUALITY FOOD L+5%, 01/11/17
|
894,000 |
$902,381 |
|
WINDSTREAM CORP 6.375% 08/01/23
|
1,615,000 |
$1,602,888 |
|
WINDSTREAM CORP 7.75% 10/15/20
|
5,000,000 |
$5,425,000 |
|
WINDSTREAM CORP 8.125% 09/01/18
|
1,990,000 |
$2,179,050 |
|
WIRECO WORLDGROUP IN 9.5% 05/15/17
|
3,600,000 |
$3,762,000 |
|
WIRECO WORLDGROUP IN L+6%, 04/13/17
|
980,075 |
$994,776 |
|
WMG ACQUISITION CORP L+5.25%, 10/25/18
|
1,234,375 |
$1,257,520 |
|
WORLDPAY L+5.25%, 08/06/17
|
2,270,659 |
$2,285,986 |
|
WPE INTERNATIONAL CO 10.375% 09/30/20
|
7,260,000 |
$6,751,800 |
|
WYLE SERVICES CORP L+5%, 03/31/17
|
1,550,595 |
$1,563,194 |
|
WYNN LAS VEGAS LLC / 5.375% 03/15/22
|
11,470,000 |
$12,029,163 |
|
XERIUM TECHNOLOGIES L+6.25%, 05/26/17
|
897,310 |
$904,040 |
|
XILINX INC 3.125% 03/15/37
|
10,750,000 |
$14,411,719 |
|
XL GROUP PLC 6.5% 12/29/49
|
21,835,000 |
$21,343,713 |
|
YANKEE CANDLE CO INC 9.75% 02/15/17
|
2,465,000 |
$2,557,462 |
|
YANKEE CANDLE CO INC L+5.25%, 03/02/19
|
5,984,147 |
$6,053,341 |
|
YAVAPAI COUNTY INDUS 4.9% 03/01/28
|
1,400,000 |
$1,493,268 |
|
YENI TURKISH LIRA
|
-14,324,652 |
$-7,914,610 |
|
|
2,800,000 |
$14,000 |
|
|
57,000 |
$5,700,000 |
The portfolio is actively managed, and current holdings may be different.
For fund descriptions, historical and current performance, standardized returns as of the most
recent quarter-end, risk disclosure or a prospectus, please click
here.
Please request a free information kit on any Pioneer fund by
ordering from this web site or by calling 1-800-225-6292. The kit includes a quarterly fact sheet and a prospectus.
You should consider a fund's investment objectives, risks, charges and expenses carefully before investing.
The prospectus contains this and other information about each fund and should be read carefully before you invest or
send money. To obtain a prospectus directly and for other information on any Pioneer fund please visit our
download literature page.
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