2013.03.31 Exhibit 99.1 Schedule D



Validus Holdings, Ltd. March 31, 2013 GAAP short-term investments portfolio in Schedule D format

1	2	3	4	5	6	7	CHANGE IN BOOK/ADJUSTED CARRYING VALUE							12	13	INTEREST
							8		9		10	11				14	15	16	17		18	19	20
			DATE			GAAP			CURRENT YEAR			TOTAL FX CHG		PAR	ACTUAL	ACCRUED	NON-ADMITTED ACCRUED	INTEREST	EFFECTIVE RATE		HOW	GROSS REC'D	PAID FOR
DESCRIPTION	*	CUSIP	ACQUIRED	NAME OF VENDOR	MATURITY DATE	BOOK VALUE	UGL		AMORTIZATION		IMPAIRMENTS	IN B/A. C.V.		VALUE	COST	INTEREST	INTEREST	RATE	OF INTEREST		PAID	DURING YEAR	ACCRUED INT
UNITED STATES TREASURY TBILL CASH		912796AN9	2/22/2013	NOMURA SECURITIES INTL. INC.	7/5/2013	14,995,407.77	—		1,836.10		—	—		15,000,000.00	14,993,571.67	—	—	0.116	0.118		MAT	—	—
UNITED STATES TREASURY GOVT BND		912828QE3	7/11/2012	CREDIT SUISSE FIRST BOSTON COR	4/30/2013	400,134.48	5.52		(723.40	)	—	—		400,000.00	401,345.09	1,049.72	—	0.625	0.205		AO	5,058.70	—
JOHANNESBURG CITY SENIOR LOCAL BND		S1782RAC6	11/30/2012	DIRECT	4/26/2013	394,968.42	(74.66	)	(3,204.94	)	—	(12,594.55	)	3,500,000.00	399,320.61	15,392.93	—	9.7	6.276		AO	—	—
GLAXOSK CAP INC CORP BND		377372AC1	6/22/2012	KEY BANK	5/15/2013	889,760.91	(70.32	)	(9,738.22	)	—	—		885,000.00	919,568.10	16,215.17	—	4.85	0.415		MN	—	—
RESIDENTIAL REINSURANCE 2010 L CORP BND		76114WAB8	6/28/2012	RBC DOMINION SECURITIES INC.	6/6/2013	6,004,246.25	39,313.75		(5,727.42	)	—	—		6,000,000.00	6,021,000.00	28,600.00	—	6.6	6.293		MJSD	99,039.34	—
LAND AND AGRICULTURAL DEVELOPM CASH CP		BRSH21RK5	1/3/2013	DIRECT	7/4/2013	1,036,051.72	—		13,371.62		—	(68,767.46	)	9,000,000.00	1,022,680.10	—	—	—	5.5		MAT	—	—
RES REINSURANCE CORP BND 144A		76114WAF9	6/26/2012	RBC DOMINION SECURITIES INC.	6/6/2013	1,000,000.00	6,720.00		—		—	—		1,000,000.00	1,000,000.00	4,513.89	—	6.25	6.25		MJSD	15,631.55	—
SPAREBNK 1 BOLIG LOCAL BND 144A		84650WAA4	11/14/2012	Various	10/25/2013	1,306,077.55	109.01		(2,661.05	)	—	—		1,300,000.00	1,310,010.00	7,041.67	—	1.25	0.422		AO	—	—
MTN HOLDINGS CD CASH		BRSGVK2F1	12/5/2012	DIRECT	9/4/2013	1,407,056.90	—		7,620.51		—	(59,483.34	)	35,785,000.00	1,397,472.90	22,228.45	—	5.297	7.774		MAT	—	—
BIDVESTCO CP CASH		BRSHBVLS8	2/4/2013	DIRECT	5/8/2013	669,687.81	—		5,170.68		—	(19,121.00	)	6,000,000.00	664,517.13	—	—	5.054	5.191		MAT	—	—
PICK N PAY STORES LTD CORP BND MTN		BRSHG9QN8	2/19/2013	DIRECT	5/23/2013	1,014,644.71	—		—		—	(33,659.47	)	9,000,000.00	1,014,644.71	1,012.22	—	1	1		MAT	—	—
BVT CPM 200613 CASH CD		BRSHJZDC5	2/19/2013	DIRECT	6/20/2013	668,689.83	—		3,803.94		—	(22,182.88	)	6,000,000.00	664,885.89	—	—	—	5.209		MAT	—	—
ABSA BANK LTD LOACL BND		BRSHKELX5	2/27/2013	DIRECT	1/7/2014	340,874.99	(2,002.00	)	(273.72	)	—	(11,636.89	)	3,000,000.00	341,148.71	4,062.09	—	5.519	4.63		JAJO	—	—
VODACOM GROUP LTD CORP BND		BRSHKEQB8	2/27/2013	DIRECT	5/28/2013	1,354,210.75	(660.95	)	—		—	(46,230.43	)	12,000,000.00	1,354,210.75	5,912.57	—	5.183	5.183		MAT	—	—
MACQUARIE SECURITIES SOUTH AFR CASH CD		BRSGDH6L1	3/4/2013	DIRECT	6/11/2013	—	—		—		—	—		—	—	—	—	5.085	5.227		MAT	17,643.47	—
MERCEDES BENZ SOUTH AFRICA PTY CORP BND		S50381128	3/27/2013	DIRECT	3/27/2014	753,607.90	9.61		—		—	9,380.62		7,000,000.00	753,607.90	471.88	—	5.575	5.614		MJSD	—	—
MERCEDES BENZ SOUTH AFRICA PTY SENIOR		S50381BW1	11/30/2012	DIRECT	5/26/2013	395,707.47	(2.37	)	(140.29	)	—	(14,029.42	)	3,500,000.00	395,859.74	—	—	—	(0.195	)	FMAN	840.71	—
TOYOTA FN SRV ZA UNSECURED LOCAL BND MTN		S87136115	2/7/2013	DIRECT	11/14/2013	—	—		1,123.33		—	—		—	—	—	—	5.751	5.903		FMAN	—	—
WESTERN AST INS CSH RES		52470G205	Multi			25,087,071.37	—		—		—	—		25,087,071.37	25,087,071.37	—	—					482.49
DREYFUS UNIVERSAL LIQUIDITY PL		B0A01CHL6	Multi			1,489,710.55	—		—		—	—		1,489,710.55	1,489,710.55	—	—					64.88
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	Multi			33,357,639.18	—		—		—	—		33,357,639.18	33,357,639.18	—	—					4,148.81
ML INST LIQ FUND - AGENCY		BRS263RF1	Multi			3,344,973.58	—		—		—	295.32		2,203,081.37	3,344,973.58	—	—					—



JPMORGAN LIQUIDITY FUNDS - US	BRS6A96T7	Multi	12,806,388.23	—		—		—	—		12,806,388.23	12,806,388.23	—	—	—
GOLDMAN SACHS USD LIQ RESERVE	BRSCL4F97	Multi	37,082,467.51	—		—		—	—		37,082,467.51	37,082,467.51	—	—	3.34
AFRICAN BANK	BRSGW8WQ0	Multi	900,461.28	(124.06	)	94.54		—	(28,713.43	)	8,000,000.00	900,333.13	—	—	13,437.76
CHINA CONSTRN BK	BRSGW8XS5	Multi	1,125,605.62	(141.10	)	107.52		—	(35,892.72	)	10,000,000.00	1,125,459.87	—	—	15,696.19
ABSA BANK LTD	BRSGW9KP3	Multi	112,588.17	(14.02	)	10.69		—	(3,590.15	)	1,000,000.00	112,573.68	—	—	1,560.81
ABSA BANK LTD	BRSGW9KS7	Multi	337,764.50	(42.06	)	32.05		—	(10,770.45	)	3,000,000.00	337,721.05	—	—	4,682.44
ABSA BANK LTD	BRSGW9L72	Multi	1,801,256.39	(91.72	)	70.47		—	(57,437.51	)	16,000,000.00	1,801,161.65	—	—	24,746.06
FIRSTRAND LTD	BRSGW9PH6	Multi	450,362.54	227.78		(144.82	)	—	(14,360.92	)	4,000,000.00	450,597.82	7,970.38	—	6,271.64
FIRSTRAND LTD	BRSGW9QE2	Multi	337,770.26	367.45		(5.15	)	—	(10,770.64	)	3,000,000.00	337,765.81	555.23	—	4,846.01
FIRSTRAND LTD	BRSGW9S34	Multi	1,913,834.07	(97.93	)	74.92		—	(61,027.32	)	17,000,000.00	1,913,732.91	—	—	26,413.27
INVESTEC BANK	BRSGW9SX8	Multi	337,769.86	(14.39	)	(4.72	)	—	(10,770.62	)	3,000,000.00	337,764.59	560.73	—	4,894.04
INVESTEC BANK	BRSGW9T41	Multi	462,579.94	1,233.49		(1,086.31	)	—	(24,665.55	)	4,000,000.00	463,892.64	5,162.69	—	8,017.43
NEDBANK LTD	BRSGW9TH2	Multi	2,251,569.49	(115.22	)	88.37		—	(71,796.85	)	20,000,000.00	2,251,450.48	—	—	31,074.43
STANDARD BK OF SOUTH AFRICA LT	BRSGW9U64	Multi	450,342.21	(12.87	)	9.81		—	(14,360.27	)	4,000,000.00	450,328.92	—	—	6,203.49
STANDARD BK OF SOUTH AFRICA LT	BRSGW9UE7	Multi	1,576,099.34	(80.25	)	63.09		—	(50,257.82	)	14,000,000.00	1,576,016.44	—	—	21,652.80
NEDBANK LTD	BRSGWAVF0	Multi	112,600.80	108.12		(73.60	)	—	(3,590.55	)	1,000,000.00	112,712.48	2,114.66	—	1,596.29
NAMPAK LTD	BRSGYQDQ9	Multi	342,244.65	(5,413.18	)	4,702.81		—	(18,944.89	)	3,000,000.00	336,514.27	—	—	—
ABSA BANK LTD	BRSH7SXF5	Multi	114,549.86	(178.56	)	(398.29	)	—	(5,224.66	)	1,000,000.00	114,948.15	—	—	1,547.47
STANDARD BK OF SOUTH AFRICA LT	BRSH7SXP3	Multi	114,284.07	(9.58	)	(38.59	)	—	(5,212.54	)	1,000,000.00	114,322.66	—	—	—
BARLOWS PLC	BRSHMSAH9	Multi	984,469.08	—		3,472.79		—	(12,790.81	)	9,000,000.00	980,996.29	—	—	—
MACQUARIE SECURITIES SOUTH AFR	BRSHR7A80	Multi	1,088,253.48	—		3,843.07		—	(9,240.32	)	10,000,000.00	1,084,410.41	—	—	—
TOYOTA FN SRV ZA	BRSHR7B97	Multi	107,730.58	—		273.46		—	127.41		1,000,000.00	107,457.12	—	—	—
DM AFB FRN 070314 J+90	BRSHR7D04	Multi	329,050.20	57.13		—		—	(2,055.12	)	3,000,000.00	329,050.20	1,340.92	—	—
DM STD FRS 081113 J+37.5	BRSHR7D20	Multi	545,649.97	173.36		(29.17	)	—	(261.68	)	5,000,000.00	545,679.14	4,229.50	—	(2,363.62	)
AFB FRN 130913 J+45	BRSHR7D38	Multi	108,869.61	54.39		—		—	128.75		1,000,000.00	108,869.61	316.69	—	—
DREYFUS UNIVERSAL USD LIQ FD	DRFUNI$20	Multi	60,921,077.90	—		—		—	—		60,921,077.90	60,921,077.90	—	—	935.56
GOLDMAN SACHS	GLDSCS$03	Multi	12,259,272.51	—		—		—	—		12,259,272.51	12,259,272.51	—	—	1,124.73



Validus Holdings, Ltd. March 31, 2013 GAAP fixed maturity portfolio in Schedule D format

1	2	Codes			6	7		9	10	CHANGE IN BOOK/ADJUSTED CARRYING VALUE						INTEREST					DATES
		3	4	5			8			11		12		13	14	15	16	17	18	19	20	21
			FOREIGN	BOND	NAIC		GAAP FAIR		GAAP			CURRENT YEAR			TOTAL FX CHG	INTEREST	EFFECTIVE	HOW	ACCRUED	GROSS REC'D
CUSIP	DESCRIPTION	*	CODE	CHAR	DESIG	ACTUAL COST	MARKET VALUE	PAR VALUE	BOOK VALUE	UGL		AMORTIZATION		IMPAIRMENTS	IN B/A. C.V.	RATE	RATE OF	PAID	INTEREST	DURING YEAR	ACQUIRED	MATURITY
03979GAL9	ARDEN REALTY LP SENIOR CORP BND					3,226,650.00	3,194,966.58	3,000,000.00	3,108,645.48	86,321.10		(15,634.48	)	—	—	5.25	3.007	MS	13,125.01	78,750.00	11/27/2012	3/1/2015
BRSC095F6	IPAYMENT INC. TERM LOAN					2,878,806.40	2,916,412.24	2,898,297.88	2,881,953.74	34,458.50		1,197.40		—	—	—	0.139	FMAN	—	42,242.52	9/19/2012	3/31/2017
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2					2,267,767.11	2,303,902.33	2,328,900.75	2,277,351.46	26,550.87		6,049.59		—	—	0.469	1.574	FMAN	1,153.18	3,046.22	8/8/2012	11/22/2024
02005EAC4	ALLYA_12-3 ABS 12-3					2,999,894.70	3,014,488.23	3,000,000.00	2,999,916.30	14,571.93		6.51		—	—	0.85	0.852	MON	1,133.33	6,375.00	5/22/2012	8/15/2016
06052YAC3	BAAT_12-1 ABS 12-1					6,999,750.10	7,024,920.22	7,000,000.00	6,999,819.96	25,100.26		22.98		—	—	0.78	0.782	MON	2,426.67	13,650.00	4/11/2012	6/15/2016
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1					4,998,468.00	5,044,150.15	5,000,000.00	4,998,889.34	45,260.81		110.53		—	—	1.03	1.041	MON	2,288.89	12,874.98	4/11/2012	12/15/2016
12591AAC1	CNH_12-B ABS 12-B					2,099,925.87	2,109,786.06	2,100,000.00	2,099,940.94	9,845.12		4.80		—	—	0.86	0.862	MON	802.67	4,515.00	6/12/2012	9/15/2017
14041NEK3	COMET_13-A1 ABS 13-A1					10,273,447.45	10,265,855.56	10,275,000.00	10,273,372.90	(7,517.34	)	(74.55	)	—	—	0.63	0.627	MON	2,877.00	7,911.75	1/23/2013	11/15/2018
14313LAC0	CARMX_13-1 ABS 13-1					4,799,854.56	4,793,423.96	4,800,000.00	4,799,857.43	(6,433.47	)	2.87		—	—	0.6	0.602	MON	1,280.00	2,480.00	2/6/2013	10/16/2017
161571FR0	CHAIT_12-8 ABS 12-8					5,000,828.50	4,992,377.85	5,000,000.00	5,000,741.42	(8,363.57	)	(85.96	)	—	—	0.54	0.535	MON	1,200.00	6,750.00	12/6/2012	10/16/2017
161571FV1	CHAIT_13-A2 ABS 13-A2					5,000,000.00	5,000,000.00	5,000,000.00	5,000,000.00	—		—		—	—	0.303	0.303	MON	715.89	714.71	2/19/2013	2/15/2017
254683AW5	DCENT_12-A4 ABS 12-A4					4,000,000.00	4,023,165.28	4,000,000.00	4,000,000.00	23,165.28		—		—	—	0.573	0.574	MON	1,082.71	5,625.71	6/5/2012	11/15/2019
254683BB0	DCENT_13 ABS 13					8,500,000.00	8,500,000.00	8,500,000.00	8,500,000.00	—		—		—	—	0.503	0.504	MON	2,019.79	3,557.26	2/6/2013	8/17/2020
28140DAA1	ELAB_12-1 ABS 12-1					4,424,836.92	4,435,912.29	4,424,836.92	4,424,836.92	11,075.37		—		—	—	0.654	0.655	MON	562.87	8,226.22	9/19/2012	6/25/2022
34529UAD6	FORDO_12-A ABS 12-A					2,339,403.30	2,368,342.90	2,340,000.00	2,339,590.64	28,752.26		39.81		—	—	1.15	1.16	MON	1,196.00	6,727.50	1/18/2012	6/15/2017
34529XAD0	FCALT_12-B ABS 12-B					8,011,562.50	8,004,320.08	8,000,000.00	8,010,300.32	(5,980.24	)	(1,262.18	)	—	—	0.57	0.467	MON	2,026.67	4,940.00	2/1/2013	9/15/2015
36162RAC2	GEEST_12-1A ABS 12-1A 144A					2,999,393.10	3,010,680.09	3,000,000.00	2,999,612.31	11,067.78		65.88		—	—	1.04	1.051	MON	866.67	7,800.00	5/22/2012	9/21/2015



39153VBJ2	GALC_13-1 ABS 13-1 144A		1,774,852.50	1,775,940.77	1,775,000.00	1,774,858.73	1,082.04		6.23		—	—		0.78	0.786	MON	615.33	1,230.67	2/5/2013	6/15/2016
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2		1,599,694.08	1,613,539.68	1,600,000.00	1,599,786.40	13,753.28		24.82		—	—		0.91	0.918	MON	647.10	3,639.99	4/18/2012	5/15/2018
43813UAC4	HAROT_12-1 ABS 12-1		2,749,835.00	2,759,972.82	2,750,000.00	2,749,896.59	10,076.23		13.98		—	—		0.77	0.773	MON	941.11	5,293.74	2/14/2012	1/15/2016
43814CAC3	HAROT_13-1 ABS 13-1		2,996,718.75	2,997,300.12	3,000,000.00	2,996,837.45	462.67		118.70		—	—		0.48	0.533	MON	400.00	680.00	2/27/2013	11/21/2016
44890JAB5	HART_13-A ABS 13-A		2,299,850.28	2,299,356.00	2,300,000.00	2,299,862.45	(506.45	)	12.17		—	—		0.4	0.404	MON	408.89	1,150.00	1/24/2013	12/15/2015
44890KAC0	HART_12-C ABS 12-C		2,199,722.58	2,199,692.00	2,200,000.00	2,199,772.43	(80.43	)	27.70		—	—		0.53	0.536	MON	518.22	2,915.01	10/10/2012	4/17/2017
44921SAC6	HALST_13-A ABS 13-A 144A		3,849,881.04	3,848,998.96	3,850,000.00	3,849,885.87	(886.91	)	4.83		—	—		0.51	0.512	MON	2,181.67	—	2/27/2013	9/15/2015
47787BAB1	JDOT_12-A ABS 12-A		212,119.14	212,217.43	212,121.98	212,119.96	97.47		1.08		—	—		0.59	0.591	MON	55.62	497.52	2/22/2012	6/16/2014
47787BAD7	JDOT_12-A ABS 12-A		3,999,112.40	4,034,119.88	4,000,000.00	3,999,356.91	34,762.97		62.10		—	—		0.99	0.998	MON	1,760.00	9,900.00	2/22/2012	6/15/2018
58768TAC0	MBALT_12-A ABS 12-A		1,999,889.60	2,006,199.96	2,000,000.00	1,999,940.21	6,259.75		12.39		—	—		0.88	0.884	MON	782.22	4,400.01	3/15/2012	11/17/2014
61205PAJ8	MHESA_12-1 ABS 12-1		938,115.18	942,805.76	938,115.18	938,115.18	4,690.58		—		—	—		0.803	0.805	MON	251.16	2,291.00	4/27/2012	9/20/2022
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		1,680,000.00	1,680,000.00	1,680,000.00	1,680,000.00	—		—		—	—		0.503	0.503	MON	399.21	352.59	2/20/2013	2/15/2018
65475UAC6	NAROT_12-A ABS 12-A		2,699,638.74	2,709,463.34	2,700,000.00	2,699,783.61	9,679.73		32.78		—	—		0.73	0.736	MON	876.00	4,927.50	2/15/2012	5/16/2016
73328WAB7	PILOT_12-1 ABS 12-1 144A		6,249,568.75	6,251,625.06	6,250,000.00	6,249,758.75	1,866.31		101.95		—	—		0.44	0.447	MON	763.89	6,875.01	10/10/2012	2/23/2015
73328WAC5	PILOT_12-1 ABS 12-1 144A		1,749,708.45	1,750,227.50	1,750,000.00	1,749,776.78	450.72		35.13		—	—		0.54	0.549	MON	262.50	2,362.50	10/10/2012	12/21/2015
78446JAB2	SLMA_11-2 ABS 11-2		6,575,000.00	6,658,151.66	6,575,000.00	6,575,000.00	83,151.66		—		—	—		1.404	1.408	MON	1,795.24	22,839.63	12/26/2012	10/25/2034
78446VAA7	SLMA_12-A ABS 12-A 144A		5,344,983.26	5,426,814.84	5,344,983.26	5,344,983.26	81,831.58		—		—	—		1.603	1.609	MON	4,046.51	21,846.64	2/2/2012	8/15/2025
78447EAB2	SLMA_12-5 ABS 12-5		5,291,230.62	5,292,580.05	5,300,000.00	5,293,311.55	(731.50	)	732.06		—	—		0.504	0.561	MON	519.61	6,618.13	7/10/2012	6/25/2019
78447RAC1	SLMA_13-A ABS 13-A 144A		2,425,000.00	2,424,975.78	2,425,000.00	2,425,000.00	(24.22	)	—		—	—		1.253	1.256	MON	2,025.19	—	2/27/2013	5/17/2027
80705WAA7	SCHOL_12-B ABS 12-B 144A		797,573.23	797,618.84	799,862.46	797,697.79	(78.95	)	98.22		—	—		0.604	0.667	MON	53.66	1,225.19	9/19/2012	10/28/2025
80705XAA5	SCHOL_13-A ABS 13-A 144A		2,597,612.94	2,597,211.00	2,610,000.00	2,597,637.00	(426.00	)	24.06		—	—		0.853	0.887	MON	742.57	—	3/12/2013	1/30/2045
89231NAC7	TAOT_12-B ABS 12-B		3,999,619.60	3,998,096.32	4,000,000.00	3,999,709.67	(1,613.35	)	43.89		—	—		0.46	0.465	MON	817.78	4,599.99	9/18/2012	7/15/2016
89236PAD5	TAOT_12-A ABS 12-A		749,928.68	756,097.53	750,000.00	749,946.81	6,150.72		4.77		—	—		0.99	0.995	MON	330.00	1,856.25	4/11/2012	8/15/2017
92867GAC7	VALET_12-1 ABS 12-1		3,919,954.53	3,938,619.92	3,920,000.00	3,919,958.98	18,660.94		1.03		—	—		0.85	0.852	MON	1,018.11	8,330.01	1/19/2012	8/22/2016
BRSFMMQE6	MOTOR_12X ABS 12X	O	1,272,457.03	1,219,424.68	800,000.00	1,272,263.69	(52,839.01	)	(156.88	)	—	(53,072.88	)	1.244	1.139	MON	289.78	3,710.60	12/28/2012	2/25/2020
620062AC3	MOTOR_12A ABS 12A 144A	F	740,000.00	742,289.56	740,000.00	740,000.00	2,289.56		—		—	—		1.286	1.289	MON	158.61	2,379.12	9/12/2012	2/25/2020
BRSG6Z2D1	TURBF_12-3 SENIOR ABS 12-3	D	1,099,858.78	1,052,583.54	692,126.85	1,099,858.78	(47,275.24	)	—		—	(48,898.76	)	1.094	1.096	MON	379.20	4,602.97	11/13/2012	11/20/2019
BRSGEJ3J4	E_CARAT_12 ABS CARAT	D	669,666.35	636,922.04	416,601.67	669,666.35	(32,744.31	)	—		—	(37,077.54	)	1.3	1.303	MON	311.04	2,326.57	12/10/2012	6/18/2020
G9141GAA6	TURBO FINANCE PLC TURBF_12-2 ABS 12-2	D	630,465.88	610,652.85	399,618.43	629,208.92	(18,556.07	)	(1,266.28	)	—	(19,522.28	)	1.894	1.269	MON	379.08	3,423.54	8/15/2012	2/20/2019
31331GVD8	FED FARM CR BKS AGENCY BND		2,284,046.00	2,290,905.92	2,290,000.00	2,289,969.53	936.39		391.81		—	—		2.2	2.27	AO	24,210.39	—	5/4/2009	4/8/2013
31331K2T6	FED FARM CR BKS AGENCY BND		1,800,000.00	1,804,592.83	1,800,000.00	1,800,000.00	4,592.83		—		—	—		0.39	0.35	MJSD	386.50	1,843.00	1/27/2012	6/13/2014
31331KEF3	FED FARM CR BKS AGENCY BND		1,999,640.00	1,999,999.54	2,000,000.00	1,999,991.50	8.04		47.78		—	—		0.173	0.177	MON	144.34	877.96	6/7/2011	4/17/2013
31331KHV5	FED FARM CR BKS AGENCY BND		998,457.50	1,000,616.67	1,000,000.00	999,001.68	1,614.99		80.43		—	—		0.273	0.289	MON	91.07	688.80	7/28/2011	4/20/2016
3133EA5A2	FED FARM CR BKS AGENCY BND		5,000,000.00	4,992,021.55	5,000,000.00	5,000,000.00	(7,978.45	)	—		—	—		0.87	0.87	AO	19,695.83	—	10/11/2012	10/18/2017



3133EA5D6	FED FARM CR BKS AGENCY BND		4,498,920.00	4,501,543.50	4,500,000.00	4,499,074.70	2,468.80		110.53		—	—	0.224	0.237	MON	252.23	2,540.62		11/23/2012	4/23/2015
3133EAK31	FED FARM CR BKS AGENCY BND		499,140.63	499,864.16	500,000.00	499,312.57	551.59		70.38		—	—	0.47	0.528	FA	267.64	1,175.00		8/22/2012	8/20/2015
3133EAQP6	FED FARM CR BKS AGENCY BND		2,000,380.00	1,999,380.04	2,000,000.00	2,000,242.07	(862.03	)	(53.42	)	—	—	0.32	0.309	MN	2,400.00	—		8/8/2012	5/16/2014
3133EAVE5	FED FARM CR BKS AGENCY BND		6,497,855.00	6,502,197.52	6,500,000.00	6,498,228.85	3,968.67		195.78		—	—	0.225	0.249	MON	405.70	3,669.78		10/10/2012	6/22/2015
3133EAX29	FED FARM CR BKS AGENCY BND		5,000,000.00	4,995,528.35	5,000,000.00	5,000,000.00	(4,471.65	)	—		—	—	0.98	0.98	MS	1,769.44	24,500.00		9/12/2012	9/18/2017
3133EAYZ5	FED FARM CR BKS AGENCY BND		2,524,312.44	2,525,753.03	2,525,000.00	2,524,492.25	1,260.78		63.61		—	—	0.228	0.282	MON	192.07	1,455.17		7/16/2012	3/20/2015
3133ECHV9	FED FARM CR BKS AGENCY BND		4,998,100.00	4,993,149.95	5,000,000.00	4,998,120.46	(4,970.51	)	20.46		—	—	0.35	0.367	JJ	777.78	(291.67	)	3/20/2013	7/30/2015
3134G2MJ8	FHLMC AGENCY BND		14,685,125.07	14,699,368.06	14,700,000.00	14,698,430.26	937.80		1,834.00		—	—	0.153	0.185	MON	938.35	5,718.02		6/9/2011	6/17/2013
45818WAE6	INTER-AMERICAN DEV BANK CORP BND	E	10,232,329.30	10,162,519.31	10,100,000.00	10,156,085.32	6,433.99		(12,180.99	)	—	—	0.739	0.359	FMAN	8,294.34	19,695.00		2/22/2012	5/20/2014
4581X0AF5	INTER-AMERICAN DEV BANK CORP BND EMTN	E	7,418,582.14	7,262,624.88	7,200,000.00	7,222,855.40	39,769.48		(20,944.66	)	—	—	3.5	2.314	JJ	58,100.00	126,000.00		11/12/2010	7/8/2013
45950KAT7	INTERNATIONAL FINANCE CO CORP BND	E	4,683,362.00	4,715,909.07	4,700,000.00	4,699,568.20	16,340.87		883.23		—	—	3.5	3.576	MN	62,144.45	—		12/14/2011	5/15/2013
45950KAZ3	INTERNATIONAL FINANCE CO CORP BND	E	8,216,320.00	8,230,960.08	8,000,000.00	8,054,652.87	176,307.21		(12,566.48	)	—	—	3	2.342	AO	106,000.00	—		12/11/2009	4/22/2014
45950VBV7	INTERNATIONAL FINANCE CO UNSECURED CORP	E	299,595.00	300,674.99	300,000.00	299,716.10	958.89		33.05		—	—	0.5	0.545	MN	566.67	—		4/26/2012	5/15/2015
45950VCJ3	INTERNATIONAL FINANCE CO SENIOR CORP BND	E	6,189,658.02	6,201,565.61	6,202,000.00	6,190,059.40	11,506.21		401.38		—	—	0.5	0.562	MN	3,359.42	—		2/14/2013	5/16/2016
62889KAA9	NATIONAL CREDIT UNION ADMINIST AGENCY		3,200,000.00	3,199,936.00	3,200,000.00	3,200,000.00	(64.00	)	—		—	—	0.222	0.205	MON	395.02	1,809.28		6/8/2011	6/12/2013
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED		1,646,955.00	1,673,295.02	1,500,000.00	1,570,495.09	102,799.93		(6,398.70	)	—	—	4.95	3.07	MN	28,050.00	—		11/27/2012	11/15/2015
742651DE9	PRIVATE EXPORT FUNDING CORPORA AGENCY		915,990.00	899,677.56	750,000.00	898,140.11	1,537.45		(8,062.93	)	—	—	5.45	0.914	MS	1,816.67	20,437.50		9/13/2012	9/15/2017
742651DF6	PRIVATE EXPORT FUNDING CORPORA AGENCY		7,321,566.00	7,007,700.70	7,000,000.00	7,008,544.87	(844.17	)	(54,931.31	)	—	—	3.55	0.37	AO	114,586.11	—		11/2/2011	4/15/2013
742651DH2	PRIVATE EXPORT FUNDING CORPORA AGENCY		4,868,226.00	4,794,902.00	4,600,000.00	4,779,763.10	15,138.90		(28,750.96	)	—	—	3.05	0.497	AO	64,693.88	—		6/26/2012	10/15/2014
912828JQ4	UNITED STATES TREASURY GOVT BND		10,331,674.13	10,151,200.00	10,000,000.00	10,142,905.99	8,294.01		(61,170.93	)	—	—	2.75	0.283	AO	115,469.61	—		6/22/2012	10/31/2013
912828KJ8	UNITED STATES TREASURY GOVT BND		1,021,350.61	1,015,679.93	1,000,000.00	1,014,884.63	795.30		(3,683.09	)	—	—	1.75	0.255	MS	47.82	8,750.00		10/23/2012	3/31/2014
912828KV1	UNITED STATES TREASURY GOVT BND		6,410,665.48	6,399,437.88	6,250,000.00	6,399,404.04	33.84		(12,781.74	)	—	—	2.25	0.194	MN	47,132.55	(33,100.95	)	2/27/2013	5/31/2014
912828LZ1	UNITED STATES TREASURY GOVT BND		3,412,500.00	3,351,985.26	3,250,000.00	3,316,427.27	35,557.99		(11,895.13	)	—	—	2.125	0.885	MN	23,147.32	5,078.98		10/14/2010	11/30/2014
912828MH0	UNITED STATES TREASURY GOVT BND		10,207,203.37	10,653,838.84	10,275,000.00	10,249,185.49	404,653.35		3,848.04		—	—	2.25	2.391	JJ	38,318.37	148,823.65		1/29/2010	1/31/2015
912828MR8	UNITED STATES TREASURY GOVT BND		10,521,517.88	10,405,400.10	10,000,000.00	10,373,707.34	31,692.76		(57,166.48	)	—	—	2.375	0.412	FA	20,652.17	209,944.75		6/27/2012	2/28/2015
912828NF3	UNITED STATES TREASURY GOVT BND		15,422,061.14	15,337,787.65	14,750,000.00	15,326,556.56	11,231.09		(65,613.46	)	—	—	2.125	0.312	MN	105,053.22	—		12/11/2012	5/31/2015
912828NZ9	UNITED STATES TREASURY GOVT BND		12,191,496.90	12,180,364.36	11,900,000.00	12,081,319.66	99,044.70		(17,894.80	)	—	—	1.25	0.633	MS	808.43	74,375.00		9/16/2011	9/30/2015
912828PE4	UNITED STATES TREASURY GOVT BND		2,979,986.28	2,969,281.00	2,900,000.00	2,954,762.48	14,518.52		(15,123.58	)	—	—	1.25	0.512	AO	15,220.99	64,682.32		1/18/2012	10/31/2015
912828PQ7	UNITED STATES TREASURY GOVT BND		10,123,517.88	10,067,200.00	10,000,000.00	10,053,908.23	13,291.77		(16,900.11	)	—	—	1	0.316	JJ	20,994.48	50,000.00		6/22/2012	1/15/2014
912828QE3	UNITED STATES TREASURY GOVT BND		299,872.10	300,105.00	300,000.00	299,994.84	110.16		16.02		—	—	0.625	0.647	AO	787.29	—		4/27/2011	4/30/2013
912828QF0	UNITED STATES TREASURY GOVT BND		20,986,718.75	20,989,398.20	20,000,000.00	20,941,486.17	47,912.03		(45,232.58	)	—	—	2	0.459	AO	167,955.80	(108,287.29	)	2/1/2013	4/30/2016
912828QH6	UNITED STATES TREASURY GOVT BND		10,155,111.63	10,095,300.00	10,000,000.00	10,085,472.40	9,827.60		(24,033.91	)	—	—	1.25	0.272	FA	15,538.67	62,500.00		7/12/2012	2/15/2014
912828QM5	UNITED STATES TREASURY GOVT BND		44,436,709.90	44,398,642.64	44,000,000.00	44,392,322.65	6,319.99		(44,387.25	)	—	—	1	0.204	MN	166,519.34	(110,607.73	)	2/14/2013	5/15/2014
912828QS2	UNITED STATES TREASURY GOVT BND		119,865,008.02	119,792,540.00	119,000,000.00	119,770,376.26	22,163.74		(94,631.76	)	—	—	0.75	0.212	JD	262,355.76	(129,951.92	)	2/5/2013	6/15/2014



912828QU7	UNITED STATES TREASURY GOVT BND	7,922,921.87	7,892,311.58	7,850,000.00	7,882,252.64	10,058.94		(6,187.51	)	—	—	0.625	0.306	JJ	10,300.42	24,531.25		8/9/2011	7/15/2014
912828QX1	UNITED STATES TREASURY GOVT BND	70,268,081.36	71,024,321.95	68,600,000.00	69,731,302.00	1,293,019.95		(82,468.76	)	—	—	1.5	0.996	JJ	170,552.49	514,500.00		8/16/2011	7/31/2016
912828RA0	UNITED STATES TREASURY GOVT BND	13,266,562.50	13,258,746.33	13,250,000.00	13,253,227.65	5,518.68		(4,807.78	)	—	—	0.375	0.277	JD	12,490.50	6,191.64		3/20/2012	6/30/2013
912828RB8	UNITED STATES TREASURY GOVT BND	201,063.17	200,801.99	200,000.00	200,488.78	313.21		(87.39	)	—	—	0.5	0.322	FA	124.31	500.00		8/10/2011	8/15/2014
912828RD4	UNITED STATES TREASURY GOVT BND	6,240,987.73	6,249,875.00	6,250,000.00	6,248,020.95	1,854.05		1,639.06		—	—	0.125	0.197	FA	679.35	6,411.35		9/6/2011	8/31/2013
912828RF9	UNITED STATES TREASURY GOVT BND	37,306,557.22	37,590,399.74	36,900,000.00	37,213,781.54	376,618.20		(23,285.27	)	—	—	1	0.745	FA	32,262.29	201,323.20		9/6/2012	8/31/2016
912828RG7	UNITED STATES TREASURY GOVT BND	4,189,842.19	4,202,141.79	4,200,000.00	4,195,033.42	7,108.37		969.70		—	—	0.25	0.332	MS	485.05	6,666.44		9/21/2011	9/15/2014
912828RJ1	UNITED STATES TREASURY GOVT BND	5,960,625.00	6,112,260.12	6,000,000.00	5,972,051.02	140,209.10		1,931.55		—	—	1	1.136	MS	163.93	30,000.00		10/11/2011	9/30/2016
912828RK8	UNITED STATES TREASURY SENIOR GOVT BND	9,981,674.13	10,000,399.00	10,000,000.00	9,992,835.64	7,563.36		3,557.32		—	—	0.125	0.269	MS	34.15	6,250.00		6/21/2012	9/30/2013
912828RL6	UNITED STATES TREASURY GOVT BND	11,646,710.74	11,648,603.88	11,600,000.00	11,643,296.46	5,307.42		(2,712.43	)	—	—	0.5	0.257	AO	26,769.23	(18,406.59	)	2/25/2013	10/15/2014
912828RM4	UNITED STATES TREASURY GOVT BND	80,949,925.63	81,382,946.40	79,900,000.00	80,865,860.46	517,085.94		(74,106.92	)	—	—	1	0.657	AO	335,491.72	(2,720.99	)	2/4/2013	10/31/2016
912828RQ5	UNITED STATES TREASURY GOVT BND	33,894,390.91	33,980,004.00	33,900,000.00	33,897,097.32	82,906.68		1,294.64		—	—	0.375	0.38	MN	48,110.85	24,913.68		12/13/2011	11/15/2014
912828RS1	UNITED STATES TREASURY GOVT BND	5,000,000.00	5,003,500.00	5,000,000.00	5,000,000.00	3,500.00		—		—	—	0.25	0.25	MN	4,189.56	3,262.36		12/2/2011	11/30/2013
912828RU6	UNITED STATES TREASURY GOVT BND	17,725,393.44	17,995,125.55	17,750,000.00	17,731,960.96	263,164.59		1,261.97		—	—	0.875	0.903	MN	52,055.29	11,472.36		12/19/2011	11/30/2016
912828RV4	UNITED STATES TREASURY GOVT BND	7,974,062.50	8,002,960.24	8,000,000.00	7,985,149.39	17,810.85		2,205.07		—	—	0.25	0.359	JD	5,879.12	370.88		12/19/2011	12/15/2014
912828RX0	UNITED STATES TREASURY GOVT BND	10,077,377.25	10,134,700.80	10,000,000.00	10,064,360.67	70,340.13		(4,626.02	)	—	—	0.875	0.7	JD	22,241.62	—		6/21/2012	12/31/2016
912828RZ5	UNITED STATES TREASURY GOVT BND	3,392,175.46	3,400,748.10	3,400,000.00	3,395,274.98	5,473.12		652.63		—	—	0.25	0.328	JJ	1,784.53	4,250.00		1/25/2012	1/15/2015
912828SC5	UNITED STATES TREASURY GOVT BND	17,274,081.05	17,427,555.66	17,200,000.00	17,265,931.94	161,623.72		(4,208.46	)	—	—	0.875	0.773	JJ	24,944.75	56,952.77		1/4/2013	1/31/2017
912828SE1	UNITED STATES TREASURY GOVT BND	50,787,123.99	50,997,451.54	51,000,000.00	50,866,256.41	131,195.13		18,844.86		—	—	0.25	0.39	FA	15,849.44	69,799.72		5/21/2012	2/15/2015
912828SK7	UNITED STATES TREASURY GOVT BND	10,315,557.95	10,324,925.69	10,300,000.00	10,312,701.25	12,224.44		(1,728.50	)	—	—	0.375	0.312	MS	1,784.31	20,949.24		11/26/2012	3/15/2015
912828SP6	UNITED STATES TREASURY GOVT BND	34,054,293.59	34,075,480.00	34,000,000.00	34,044,537.25	30,942.75		(5,123.54	)	—	—	0.375	0.31	AO	58,846.16	432.69		2/13/2013	4/15/2015
912828SS0	UNITED STATES TREASURY GOVT BOND	16,623,160.75	16,697,505.99	16,500,000.00	16,621,787.03	75,718.96		(1,373.72	)	—	—	0.875	0.691	AO	60,621.55	(53,841.51	)	3/13/2013	4/30/2017
912828TB6	UNITED STATES TREASURY GOVT BND	2,515,195.88	2,514,225.00	2,500,000.00	2,513,047.91	1,177.09		(753.49	)	—	—	0.75	0.625	JD	4,713.39	—		7/13/2012	6/30/2017
912828TD2	UNITED STATES TREASURY GOVT BND	36,219,498.17	36,269,871.00	36,300,000.00	36,231,737.09	38,133.91		6,531.76		—	—	0.25	0.332	JJ	19,052.49	37,502.08		3/11/2013	7/15/2015
912828TG5	UNITED STATES TREASURY GOVT BND	2,184,108.93	2,187,350.07	2,200,000.00	2,186,195.87	1,154.20		776.17		—	—	0.5	0.647	JJ	1,823.20	5,500.00		7/30/2012	7/31/2017
912828TL4	UNITED STATES TREASURY GOVT BND	2,999,531.25	3,001,529.85	3,000,000.00	2,999,656.00	1,873.85		60.16		—	—	0.25	0.258	FA	652.17	3,750.00		9/24/2012	8/31/2014
912828TM2	UNITED STATES TREASURY GOVT BND	1,993,053.58	1,997,940.06	2,000,000.00	1,993,441.86	4,498.20		363.82		—	—	0.625	0.701	FA	1,086.96	6,250.00		12/24/2012	8/31/2017
912828TP5	UNITED STATES TREASURY GOVT BND	4,244,189.46	4,243,880.13	4,250,000.00	4,244,215.02	(334.89	)	592.62		—	—	0.25	0.306	MS	490.83	4,565.96		3/27/2013	9/15/2015
912828TS9	UNITED STATES TREASURY GOVT BND	13,731,000.00	13,772,952.14	13,800,000.00	13,737,187.53	35,764.61		3,395.55		—	—	0.625	0.728	MS	235.65	43,125.00		10/18/2012	9/30/2017
912828UA6	UNITED STATES TREASURY GOVT BND	13,404,474.69	13,385,412.27	13,430,000.00	13,405,586.58	(20,174.31	)	1,173.79		—	—	0.625	0.665	MN	28,132.90	(2,237.98	)	1/4/2013	11/30/2017
912828UC2	UNITED STATES TREASURY GOVT BND	74,709,960.94	74,838,753.00	75,000,000.00	74,726,279.93	112,473.07		18,839.01		—	—	0.25	0.386	JD	55,116.76	(20,032.14	)	1/31/2013	12/15/2015
912828UE8	UNITED STATES TREASURY GOVT BND	62,884,388.61	63,109,487.14	63,020,000.00	62,887,677.15	221,809.99		6,545.87		—	—	0.75	0.795	JD	118,815.34	(41,742.26	)	3/22/2013	12/31/2017
912828UJ7	UNITED STATES TREASURY GOVT BND	10,196,812.50	10,266,095.49	10,200,000.00	10,196,882.86	69,212.63		83.54		—	—	0.875	0.881	JJ	14,792.82	(2,715.65	)	2/15/2013	1/31/2018
912828UK4	UNITED STATES TREASURY GOVT BND	65,984,062.35	66,014,521.98	66,000,000.00	65,985,125.57	29,396.41		1,125.44		—	—	0.25	0.262	JJ	27,348.07	(1,359.59	)	2/22/2013	1/31/2015



912828UR9	UNITED STATES TREASURY GOVT BND	43,953,831.26	44,247,034.99	44,255,000.00	43,957,192.46	289,842.53		3,453.24		—	—	0.75	0.89	FA	28,907.92	(10,687.80	)	3/27/2013	2/28/2018
36179MEL0	GNMA POOL # MA0139	4,864,064.77	4,865,346.31	4,590,770.45	4,853,917.13	11,429.18		(14,343.69	)	—	—	3	1.773	MON	11,476.93	35,344.44		6/19/2012	6/20/2027
36179MK82	GNMA POOL # MA0319	246,187.85	242,578.07	224,093.61	245,964.04	(3,385.97	)	(1,784.02	)	—	—	4	1.913	MON	746.98	2,362.07		10/4/2012	8/20/2042
36179MNJ5	GNMA POOL # MA0393	3,009,784.08	2,971,251.95	2,744,842.44	3,007,811.26	(36,559.31	)	(21,896.55	)	—	—	4	1.929	MON	9,149.47	29,009.59		10/18/2012	9/20/2042
36179MQN3	GNMA POOL # MA0461	2,092,410.19	2,054,846.34	1,965,858.08	2,091,355.75	(36,509.41	)	(2,068.75	)	—	—	3	2.098	MON	4,914.65	14,889.98		10/31/2012	10/20/2042
36201YER3	GNMA POOL # 606844	1,066,934.58	1,118,648.71	1,018,211.56	1,065,236.34	53,412.37		(3,822.56	)	—	—	5	3.705	MON	4,242.55	13,326.72		4/23/2010	9/15/2033
36202E5P0	GNMA POOL # 004454	12,543.67	12,714.71	11,790.20	12,460.77	253.94		(77.06	)	—	—	4.5	2.788	MON	44.21	140.92		10/7/2010	6/20/2024
36202EVU0	GNMA POOL # 004227	10,715.21	10,924.71	10,071.57	10,659.46	265.25		(662.75	)	—	—	4.5	2.482	MON	37.77	233.93		10/7/2010	7/20/2023
36202FAE6	GNMA POOL # 004505	39,206.30	39,674.23	36,851.27	38,950.17	724.06		(218.12	)	—	—	4.5	2.813	MON	138.19	437.59		10/7/2010	8/20/2024
36202FBR6	GNMA POOL # 004548	24,364.48	24,655.27	22,900.96	24,210.60	444.67		(183.31	)	—	—	4.5	2.797	MON	85.88	278.27		10/7/2010	10/20/2024
36202FD78	GNMA POOL # 004626	1,167,109.75	1,181,216.67	1,097,004.31	1,159,933.48	21,283.19		(6,531.00	)	—	—	4.5	2.836	MON	4,113.77	12,997.65		10/7/2010	2/20/2025
36202FET9	GNMA POOL # 004646	191,421.49	193,735.21	179,923.27	190,266.98	3,468.23		(843.84	)	—	—	4.5	2.824	MON	674.71	2,105.61		10/7/2010	3/20/2025
36202FF43	GNMA POOL # 004687	530,162.65	536,570.74	498,317.06	527,582.79	8,987.95		(2,242.28	)	—	—	4.5	2.832	MON	1,868.69	5,815.81		10/7/2010	5/20/2025
36202FFH4	GNMA POOL # 004668	706,096.11	714,630.72	663,682.63	701,928.29	12,702.43		(5,884.97	)	—	—	4.5	2.807	MON	2,488.81	8,095.17		10/7/2010	4/20/2025
36202FZV1	GNMA POOL # 005256	5,526,277.96	5,509,259.55	5,154,208.54	5,506,924.34	2,335.21		(29,634.53	)	—	—	3.5	1.904	MON	15,033.10	46,985.02		1/18/2012	12/20/2026
36202KME2	GNMA POOL # 008457	406,900.69	416,891.16	401,258.00	406,046.09	10,845.07		(373.10	)	—	—	1.75	1.365	MON	585.17	1,854.72		3/18/2009	7/20/2024
36204J4C7	GNMA POOL # 371719	240,882.77	259,824.98	226,713.20	238,293.61	21,531.37		(591.36	)	—	—	6.5	5.043	MON	1,228.03	3,757.21		9/11/2008	4/15/2024
36204SV60	GNMA POOL # 378737	243,251.96	269,350.94	228,943.00	240,811.83	28,539.11		(3,404.04	)	—	—	6.5	4.867	MON	1,240.11	4,638.42		9/11/2008	1/15/2024
36205BKY7	GNMA POOL # 385611	344,726.35	371,834.47	324,448.34	341,172.52	30,661.95		(2,245.42	)	—	—	6.5	4.975	MON	1,757.43	5,822.87		9/11/2008	4/15/2024
3620A2KC9	GNMA POOL # 716791	1,216,597.26	1,254,732.76	1,150,786.62	1,210,604.12	44,128.64		(4,197.76	)	—	—	5	2.843	MON	4,794.94	15,040.90		9/29/2009	4/15/2024
3620A32R4	GNMA POOL # 718184	75,919.41	76,959.00	71,338.16	75,551.79	1,407.21		(630.38	)	—	—	4.5	2.402	MON	267.52	871.29		10/7/2010	3/15/2025
3620A5FJ3	GNMA POOL # 719369	694,080.70	701,525.04	650,287.88	690,571.00	10,954.04		(7,228.00	)	—	—	4.5	2.319	MON	2,438.58	8,366.17		8/31/2010	4/15/2025
3620A6AC1	GNMA POOL # 720103	698,620.34	771,165.36	686,604.74	697,951.21	73,214.15		(663.46	)	—	—	4.5	4.237	MON	2,574.77	7,971.03		6/18/2009	6/15/2039
3620A6DZ7	GNMA POOL # 720220	1,293,139.17	1,342,403.77	1,231,194.68	1,286,318.48	56,085.29		(2,513.28	)	—	—	5	3.393	MON	5,129.98	15,610.92		7/29/2009	7/15/2024
3620A7R64	GNMA POOL # 721509	360,412.82	365,348.11	338,664.25	358,482.38	6,865.73		(2,155.41	)	—	—	4.5	2.588	MON	1,269.99	4,111.92		10/7/2010	2/15/2025
3620A7RQ0	GNMA POOL # 721495	439,380.82	445,397.41	412,867.00	436,909.51	8,487.90		(1,006.74	)	—	—	4.5	2.659	MON	1,548.25	4,697.25		10/7/2010	1/15/2025
3620A9MU2	GNMA POOL # 723171	40,632.51	41,174.48	38,180.60	40,423.99	750.49		(278.33	)	—	—	4.5	2.394	MON	143.18	455.87		10/7/2010	10/15/2024
3620A9QJ3	GNMA POOL # 723257	572,658.11	580,296.44	538,101.88	569,598.35	10,698.09		(4,005.11	)	—	—	4.5	2.454	MON	2,017.88	6,446.15		10/7/2010	9/15/2024
3620A9WS6	GNMA POOL # 723457	597,367.79	605,335.73	561,320.51	594,116.95	11,218.78		(3,412.46	)	—	—	4.5	2.57	MON	2,104.95	6,619.92		10/7/2010	12/15/2024
3620A9WW7	GNMA POOL # 723461	306,745.41	310,836.89	288,235.29	305,164.61	5,672.28		(2,087.62	)	—	—	4.5	2.457	MON	1,080.88	3,454.74		10/7/2010	12/15/2024
3620A9ZN4	GNMA POOL # 723549	781,985.57	792,693.60	734,797.78	777,758.18	14,935.42		(4,298.05	)	—	—	4.5	2.582	MON	2,755.49	8,714.41		10/7/2010	1/15/2025
3620ADCM2	GNMA POOL # 726476	8,093,437.21	8,285,326.42	7,682,883.13	8,051,563.44	233,762.98		(27,248.77	)	—	—	4.5	2.746	MON	28,810.81	89,544.44		12/8/2009	11/15/2024
3620AFY35	GNMA POOL # 728930	100,002.68	101,336.56	93,968.17	99,483.34	1,853.22		(566.45	)	—	—	4.5	2.474	MON	352.38	1,123.98		10/7/2010	12/15/2024
3620AKQR0	GNMA POOL # 732264	224,440.71	227,514.05	210,897.15	223,268.00	4,246.05		(1,742.16	)	—	—	4.5	2.587	MON	790.86	2,552.32		10/7/2010	4/15/2025



3620AKR57	GNMA POOL # 732308	45,990.29	46,620.06	43,215.08	45,808.09	811.97	(69.53	)	—	—	4.5	1.909	MON	162.06	491.04	10/7/2010	4/15/2025
3620AL5N0	GNMA POOL # 733553	495,055.68	501,834.67	465,182.26	492,653.33	9,181.34	(1,404.16	)	—	—	4.5	2.433	MON	1,744.43	5,371.04	10/7/2010	4/15/2025
3620AQ5X7	GNMA POOL # 737162	329,635.00	334,148.82	309,743.65	327,889.24	6,259.58	(717.08	)	—	—	4.5	2.614	MON	1,161.54	3,525.53	10/7/2010	4/15/2025
3620AQ6A6	GNMA POOL # 737165	1,101,324.31	1,116,405.16	1,034,866.48	1,095,812.40	20,592.76	(6,937.51	)	—	—	4.5	2.499	MON	3,880.75	12,406.50	10/7/2010	4/15/2025
3620AQG72	GNMA POOL # 736522	571,802.40	579,632.30	537,297.80	568,931.24	10,701.06	(1,589.01	)	—	—	4.5	2.506	MON	2,014.87	6,172.43	10/7/2010	4/15/2025
3620AQHC0	GNMA POOL # 736527	204,447.28	207,246.86	192,110.21	203,373.14	3,873.72	(2,404.92	)	—	—	4.5	2.598	MON	720.41	2,491.71	10/7/2010	4/15/2025
3620AQXC2	GNMA POOL # 736975	376,545.95	381,702.14	353,823.83	374,609.93	7,092.21	(1,440.50	)	—	—	4.5	2.505	MON	1,326.84	4,113.11	10/7/2010	2/15/2025
3620ASPY9	GNMA POOL # 738539	4,599,682.74	4,667,296.12	4,281,886.47	4,594,613.90	72,682.22	(31,685.57	)	—	—	4	2.193	MON	14,272.96	45,762.36	10/3/2011	7/15/2041
3620AWE48	GNMA POOL # 741855	204,258.58	207,055.57	191,932.89	203,197.01	3,858.56	(1,462.19	)	—	—	4.5	2.601	MON	719.75	2,345.69	10/7/2010	5/15/2025
3620AWE63	GNMA POOL # 741857	163,990.19	166,235.77	154,094.44	163,190.66	3,045.11	(1,284.86	)	—	—	4.5	2.47	MON	577.85	1,933.37	10/7/2010	5/15/2025
36210B4N2	GNMA POOL # 487829	325,652.36	339,312.05	314,639.97	324,287.34	15,024.71	(1,573.60	)	—	—	4.5	3.323	MON	1,179.90	3,848.39	3/26/2009	4/15/2024
36210B4Q5	GNMA POOL # 487831	121,396.00	125,201.30	114,829.22	120,836.48	4,364.82	(755.94	)	—	—	5	2.721	MON	478.46	1,532.97	9/29/2009	4/15/2024
36210B4R3	GNMA POOL # 487832	489,941.13	511,192.01	468,843.20	487,684.99	23,507.02	(600.62	)	—	—	5	3.257	MON	1,953.51	5,926.73	3/26/2009	4/15/2024
36210BZH1	GNMA POOL # 487744	605,746.80	624,734.58	572,979.54	602,787.24	21,947.34	(2,176.56	)	—	—	5	2.802	MON	2,387.41	7,408.78	9/29/2009	3/15/2024
36210BZJ7	GNMA POOL # 487745	370,600.23	382,217.08	350,552.98	368,754.60	13,462.48	(836.75	)	—	—	5	2.836	MON	1,460.64	4,435.14	9/29/2009	3/15/2024
36211V6Q8	GNMA POOL # 524779	219,650.14	229,348.78	210,348.78	218,557.97	10,790.81	(311.09	)	—	—	5	3.384	MON	876.45	2,664.94	3/26/2009	1/15/2024
36225BPY8	GNMA POOL # 781339	251,889.56	261,988.54	228,212.50	250,186.88	11,801.66	(878.32	)	—	—	8	5.531	MON	1,521.42	4,663.00	3/7/2008	9/15/2031
36225C6Y7	GNMA POOL # 080886	8,229,209.95	8,321,900.63	8,028,497.50	8,219,338.48	102,562.15	(7,062.55	)	—	—	1.75	1.338	MON	11,708.23	35,698.40	3/2/2011	4/20/2034
36225CD29	GNMA POOL # 080120	368,831.75	378,262.81	365,067.00	368,452.61	9,810.20	(109.85	)	—	—	1.625	1.341	MON	494.36	1,507.93	3/18/2009	10/20/2027
36225DAS3	GNMA POOL # 080916	288,772.40	302,052.03	290,177.95	288,884.02	13,168.01	52.14		—	—	1.75	1.816	MON	423.18	1,295.20	4/17/2008	5/20/2034
36225DJA3	GNMA POOL # 081156	749,432.01	783,127.32	747,330.20	749,216.80	33,910.52	(69.41	)	—	—	1.625	1.573	MON	1,012.01	3,087.84	3/18/2009	11/20/2034
36225DJZ8	GNMA POOL # 081179	739,805.86	746,170.65	737,731.00	739,593.17	6,577.48	(80.11	)	—	—	1.625	1.573	MON	999.01	3,060.80	3/18/2009	12/20/2034
36225DLE2	GNMA POOL # 081224	466,082.49	487,922.08	468,277.57	466,219.21	21,702.87	112.08		—	—	1.625	1.692	MON	634.13	1,960.38	3/18/2009	1/20/2035
36225EVZ2	GNMA POOL # 082431	2,385,384.52	2,494,234.17	2,355,935.33	2,382,196.60	112,037.57	(2,047.00	)	—	—	2	1.908	MON	3,926.56	14,371.63	10/28/2009	12/20/2039
36225EWE8	GNMA POOL # 082444	468,441.21	476,843.72	458,693.96	468,136.18	8,707.54	(975.47	)	—	—	3.75	3.243	MON	1,433.42	4,543.69	11/3/2009	12/20/2039
36241K6L7	GNMA POOL # 782675	50,139.17	50,807.94	47,113.59	49,888.66	919.28	(397.52	)	—	—	4.5	2.213	MON	176.68	568.09	10/7/2010	6/15/2024
36241KBP2	GNMA POOL # 781846	3,869,696.65	4,347,173.24	3,747,890.24	3,863,526.83	483,646.41	(7,878.01	)	—	—	6.5	5.711	MON	20,301.08	63,450.26	8/15/2008	9/15/2034
36241KEC8	GNMA POOL # 781931	2,615,003.12	2,929,913.42	2,532,690.69	2,611,044.88	318,868.54	(6,126.54	)	—	—	6.5	5.721	MON	13,718.74	42,988.76	8/15/2008	5/15/2035
36241KEH7	GNMA POOL # 781936	1,770,656.26	1,871,620.67	1,712,588.83	1,768,427.77	103,192.90	(6,889.60	)	—	—	4.5	3.722	MON	6,422.20	20,914.81	6/3/2010	6/15/2035
36241KGU6	GNMA POOL # 782011	149,083.58	159,674.25	145,892.10	148,957.88	10,716.37	(321.98	)	—	—	5	4.417	MON	607.88	1,936.76	7/14/2009	12/15/2035
36241KKB3	GNMA POOL # 782090	3,158,995.90	3,489,567.24	3,039,322.60	3,152,006.18	337,561.06	(6,719.00	)	—	—	6.5	5.597	MON	16,462.99	51,140.93	11/30/2007	5/15/2036
36241LHQ2	GNMA POOL # 782939	5,102,986.77	5,376,175.46	4,869,951.94	5,096,447.04	279,728.42	(22,504.72	)	—	—	5	3.796	MON	20,291.46	64,376.39	4/23/2010	9/15/2036
36241LN36	GNMA POOL # 783110	1,186,648.41	1,204,036.23	1,095,894.64	1,184,682.47	19,353.76	(8,209.69	)	—	—	5.5	3.222	MON	5,022.85	15,800.48	9/23/2010	4/15/2036
36290SJB8	GNMA POOL # 615958	6,119,335.03	6,415,938.15	5,839,887.29	6,108,881.11	307,057.04	(20,407.58	)	—	—	5	3.779	MON	24,332.86	76,163.20	4/23/2010	9/15/2033



36292DWW8	GNMA POOL # 646061	189,426.40	207,816.62	181,649.55	189,076.01	18,740.61		(671.13	)	—	—	6.5	5.246		MON	983.94	3,145.79	1/31/2008	11/15/2037
36295KAT0	GNMA POOL # 672418	101,036.51	110,845.51	96,888.48	100,852.29	9,993.22		(25.00	)	—	—	6.5	5.206		MON	524.81	1,578.88	1/31/2008	12/15/2037
36295P4L3	GNMA POOL # 676827	579,573.49	596,812.88	554,698.70	576,559.92	20,252.96		(880.14	)	—	—	5	3.233		MON	2,311.25	7,019.63	3/26/2009	5/15/2023
36295PZJ4	GNMA POOL # 676745	121,942.44	125,644.79	116,778.65	121,225.23	4,419.56		(1,195.96	)	—	—	5	3.447		MON	486.58	1,663.90	3/26/2009	3/15/2023
36295QJE1	GNMA POOL # 677161	970,583.50	995,063.74	924,846.94	965,555.42	29,508.32		(3,848.86	)	—	—	5	3.129		MON	3,853.53	12,171.48	4/27/2009	8/15/2023
36295TVQ4	GNMA POOL # 680223	93,734.42	102,834.48	89,886.15	93,564.02	9,270.46		(433.61	)	—	—	6.5	5.215		MON	486.88	1,599.61	1/31/2008	1/15/2038
36296A5Y6	GNMA POOL # 685863	87,288.15	89,289.08	82,020.86	86,739.36	2,549.72		(360.60	)	—	—	4.5	2.344		MON	307.58	959.71	10/7/2010	5/15/2023
36296DR67	GNMA POOL # 688209	60,228.21	61,733.51	57,377.28	59,915.74	1,817.77		(125.19	)	—	—	5	3.154		MON	239.07	728.94	7/29/2009	7/15/2023
36296E5H5	GNMA POOL # 689448	338,445.15	348,720.81	324,113.28	336,711.21	12,009.60		(575.76	)	—	—	5	3.302		MON	1,350.47	4,113.74	3/26/2009	7/15/2023
36296TPY3	GNMA POOL # 700739	453,763.37	469,391.56	429,757.39	450,950.51	18,441.05		(2,896.69	)	—	—	5.5	3.261		MON	1,969.72	6,342.44	6/3/2009	10/15/2023
36296U3C2	GNMA POOL # 701995	284,735.09	293,380.03	272,677.63	283,467.07	9,912.96		(7,716.45	)	—	—	5	3.182		MON	1,136.16	4,204.23	3/26/2009	1/15/2024
36296UC73	GNMA POOL # 701294	263,183.30	274,516.60	251,774.75	261,801.16	12,715.44		(514.82	)	—	—	5	3.4		MON	1,049.06	3,207.02	3/27/2009	1/15/2024
36296URS1	GNMA POOL # 701697	729,007.00	751,858.50	689,572.10	725,331.52	26,526.98		(4,008.93	)	—	—	5	2.833		MON	2,873.22	9,144.12	9/29/2009	2/15/2024
36296UUL2	GNMA POOL # 701787	247,542.64	260,421.26	238,847.12	246,502.70	13,918.56		(289.67	)	—	—	5	3.746		MON	995.20	3,020.63	6/11/2009	3/15/2024
36296UXG0	GNMA POOL # 701879	279,762.45	283,494.01	262,880.57	278,403.42	5,090.59		(2,843.24	)	—	—	4.5	2.109		MON	985.80	3,339.29	10/7/2010	5/15/2024
36296XHH0	GNMA POOL # 704132	99,022.46	100,777.30	93,665.94	98,496.91	2,280.39		(225.85	)	—	—	5	2.872		MON	390.27	1,185.07	9/29/2009	12/15/2023
36296XLY8	GNMA POOL # 704243	560,300.65	589,450.77	540,618.75	558,079.40	31,371.37		(636.91	)	—	—	5	3.63		MON	2,252.58	6,837.76	6/11/2009	1/15/2024
36296XWP5	GNMA POOL # 704554	1,921,201.14	2,022,372.83	1,854,832.90	1,914,092.78	108,280.05		(7,320.44	)	—	—	5	3.667		MON	7,728.47	24,707.45	6/11/2009	6/15/2024
36297A3K7	GNMA	421,666.72	440,285.38	403,810.71	419,752.74	20,532.64		(500.62	)	—	—	5	3.219		MON	1,682.54	5,104.45	3/26/2009	1/15/2024
36297AKC6	GNMA POOL # 705991	78,370.03	79,415.36	73,640.90	77,983.58	1,431.78		(169.85	)	—	—	4.5	2.011		MON	276.15	839.99	10/7/2010	1/15/2024
36297AKF9	GNMA POOL # 705994	529,829.55	546,437.63	501,168.96	527,330.32	19,107.31		(2,838.16	)	—	—	5	2.682		MON	2,088.20	6,620.82	9/29/2009	1/15/2024
36297CV22	GNMA POOL # 708133	71,405.00	72,357.43	67,096.17	71,046.22	1,311.21		(142.83	)	—	—	4.5	2.062		MON	251.61	764.33	10/7/2010	1/15/2024
36297DFF9	GNMA POOL # 708566	1,430,681.91	1,475,528.15	1,353,290.61	1,423,193.42	52,334.73		(6,542.35	)	—	—	5	2.949		MON	5,638.71	17,755.90	9/29/2009	4/15/2024
36297DP35	GNMA POOL # 708842	33,924.59	34,377.09	31,877.46	33,741.15	635.94		(869.23	)	—	—	4.5	2.368		MON	119.54	412.34	10/7/2010	5/15/2024
36297DTR8	GNMA POOL # 708960	586,536.85	612,435.32	561,699.19	583,520.32	28,915.00		(1,035.03	)	—	—	5	3.481		MON	2,340.41	7,107.74	3/26/2009	3/15/2024
36297G2R0	GNMA POOL # 711884	1,862,510.68	1,920,893.05	1,761,760.03	1,853,833.54	67,059.51		(19,261.83	)	—	—	5	2.741		MON	7,340.67	25,460.35	9/29/2009	4/15/2024
36297GCD0	GNMA POOL # 711168	759,243.91	769,640.53	713,428.43	755,549.67	14,090.86		(4,700.33	)	—	—	4.5	2.385		MON	2,675.36	8,462.78	10/7/2010	2/15/2025
36297JJ54	GNMA POOL # 713184	1,249,855.97	1,289,034.02	1,182,246.26	1,243,212.09	45,821.93		(9,747.86	)	—	—	5	2.975		MON	4,926.03	16,152.18	9/29/2009	4/15/2024
36297KZF1	GNMA POOL # 714542	431,229.11	453,527.40	415,955.72	429,390.06	24,137.34		(477.99	)	—	—	5	3.793		MON	1,733.15	5,257.51	6/11/2009	6/15/2024
383742TU7	GNMA CMO 08-17 EH	800,219.53	778,837.50	761,773.77	774,352.49	4,485.01		(5,608.86	)	—	—	5.25	0.943		MON	3,332.76	13,246.69	3/15/2011	1/16/2032
38374CQ53	GNMA CMO_03-86 VJ	229,574.34	218,152.30	218,252.48	219,084.02	(931.72	)	(5,286.71	)	—	—	5.5	0.603		MON	1,000.32	13,024.71	5/13/2011	6/20/2022
38374GRG9	GNMA CMO_04-38 VA	1,013,612.82	965,356.88	952,028.48	963,263.53	2,093.35		(3,574.40	)	—	—	5	(0.709	)	MON	3,966.79	12,784.93	1/7/2011	5/20/2015
38374H7F1	GNMA AGENCY CMO 04-69-FG	453,495.60	453,206.77	453,070.85	453,141.71	65.06		(115.81	)	—	—	0.503	0.43		MON	69.66	945.26	5/21/2010	10/20/2032
38374JUS3	GNMA CMO_04-82 MA	2,509,657.52	2,409,094.17	2,360,468.52	2,432,868.36	(23,774.19	)	(16,112.41	)	—	—	5	0.638		MON	9,835.28	35,913.73	3/9/2011	11/20/2032



38374VKJ7	GNMA CMO_09-45 BA		3,483,285.87	3,307,952.98	3,244,982.47	3,291,915.27	16,037.71		(14,082.09	)	—	—		5	0.294	MON	13,520.76	47,261.40		3/7/2011	12/20/2033
38375PXQ9	GNMA CMO 08-11 FB		1,736,402.97	1,701,871.10	1,730,097.64	1,736,362.92	(34,491.82	)	(912.76	)	—	—		0.803	0.684	MON	424.60	3,822.03		12/3/2012	2/20/2038
38376CUM9	GNMA CMO_09-79 PA		8,690,918.69	8,419,850.47	8,179,086.78	8,441,911.45	(22,060.98	)	10,049.16		—	—		4.5	0.077	MON	30,671.58	100,357.92		8/2/2011	9/20/2032
38376WSP1	GNMA_10-24 AGENCY CMO 10-24		328,337.24	328,251.62	326,196.58	328,302.83	(51.21	)	(258.80	)	—	—		0.723	0.48	MON	72.08	632.15		12/5/2012	12/20/2038
38376YC58	GNMA_10-47 AGENCY CMO 10-47		3,285,092.41	3,261,229.75	3,181,687.56	3,256,197.81	5,031.94		(5,392.22	)	—	—		3	0.956	MON	7,954.22	25,417.72		3/21/2012	11/16/2030
38376YG96	GNMA CMO_10-47 TA		253,908.38	250,900.62	247,715.49	251,558.46	(657.84	)	(938.21	)	—	—		3	1.202	MON	619.29	2,182.53		6/4/2012	11/16/2030
38377MC61	GNMA CMO_10-147 MG		1,146,269.85	1,153,712.31	1,083,943.12	1,143,173.56	10,538.75		(5,209.21	)	—	—		2	0.372	MON	1,806.57	5,702.02		7/24/2012	11/16/2025
38376GZ29	GNMA CMBS_11-096 AB		3,647,794.97	3,687,895.41	3,611,678.17	3,631,935.57	55,959.84		(2,990.53	)	—	—		2.161	1.617	MON	6,502.53	19,820.75		7/7/2011	11/16/2036
38374YGV9	GNMA_10-86 AGENCY CMO 10-86		2,170,008.09	2,141,074.66	2,057,489.16	2,150,821.10	(9,746.44	)	(97.82	)	—	—		3.5	0.864	MON	6,001.01	18,696.92		2/15/2012	1/20/2036
38376JSV7	GNMA AGENCY CMO 09-103		1,205,581.79	1,186,373.12	1,147,148.89	1,184,864.30	1,508.82		(1,367.41	)	—	—		4.5	0.657	MON	4,301.81	13,965.32		2/6/2012	12/20/2032
38377WZ56	GNMA_11-99 CMO_11-99		5,628,475.87	5,649,089.36	5,618,818.53	5,627,832.18	21,257.18		(604.93	)	—	—		0.603	0.567	MON	1,412.19	8,813.87		5/31/2012	7/16/2041
1107098W5	BRITISH COLUMBIA PROVINCE OF CORP BND	A	10,569,800.00	10,539,399.70	10,000,000.00	10,328,207.47	211,192.23		(36,233.55	)	—	—		2.85	1.335	JD	83,916.67	—		7/27/2011	6/15/2015
1107098Z8	BRITISH COLUMBIA PROVINCE OF CORP BND	A	3,499,335.00	3,665,305.00	3,500,000.00	3,499,575.69	165,729.31		32.53		—	—		2.1	2.104	MN	27,154.17	—		5/11/2011	5/18/2016
30216BCD2	EXPORT DEVELOPMENT CANADA CORP BND	A	5,212,650.00	5,202,550.15	5,000,000.00	5,202,435.36	114.79		(10,214.64	)	—	—		2.25	0.366	MN	38,437.50	(25,937.50	)	2/15/2013	5/28/2015
427028AA3	CANADA (GOVERNMENT OF) GOVT BND	A	2,550,398.50	2,568,487.45	2,550,000.00	2,550,464.64	18,022.81		(29.43	)	—	—		0.875	0.87	FA	2,913.02	11,156.25		8/8/2012	2/14/2017
4488148U0	HYDRO-QUEBEC SENIOR CORP BND	A	4,994,200.00	5,070,750.05	5,000,000.00	4,995,082.24	75,667.81		279.84		—	—		1.375	1.399	JD	19,479.17	—		6/12/2012	6/19/2017
6832348A9	ONTARIO PROVINCE CORP BND	A	3,925,674.04	3,919,012.65	3,750,000.00	3,801,350.46	117,662.19		(18,994.09	)	—	—		4.1	2.938	JD	44,843.75	39,633.33		2/19/2010	6/16/2014
6832348Y7	ONTARIO PROVINCE CORP BND	A	5,224,450.00	5,238,900.00	5,000,000.00	5,129,623.37	109,276.63		(14,265.72	)	—	—		2.7	1.502	JD	39,375.00	—		7/28/2011	6/16/2015
68323ABJ2	ONTARIO PROVINCE SENIOR CORP BND	A	4,898,971.00	4,947,186.85	4,900,000.00	4,899,260.79	47,926.06		84.47		—	—		0.95	0.957	MN	16,163.19	—		5/16/2012	5/26/2015
BRSDRTRZ3	EXPORT DEVELOPMENT CANADA(LT)G CORP BND	T	3,070,723.61	3,064,586.51	2,000,000.00	3,070,828.73	(6,242.22	)	24.87		—	(34,098.10	)	1	1.001	DEC	8,962.91	—		1/11/2012	12/8/2014
06425YAE9	BK OF ENGLAND EURO NOTE GOVT BND 144A	F	4,998,200.00	5,001,599.90	5,000,000.00	4,998,220.94	3,378.96		20.94		—	—		0.5	0.512	MS	833.33	—		3/11/2013	3/21/2016
20272BAK0	COMMONWEALTH BANK OF AUSTRALIA SENIOR	F	4,611,321.60	4,644,415.91	4,480,000.00	4,535,019.01	109,396.90		(9,182.52	)	—	—		2.9	2.041	MS	5,052.44	64,960.00		2/22/2011	9/17/2014
298785FB7	EUROPEAN INVESTMENT BANK CORP BND	F	15,739,300.00	15,661,348.35	15,000,000.00	15,649,124.63	12,223.72		(55,349.62	)	—	—		2.875	0.446	JJ	91,041.66	43,125.00		2/15/2013	1/15/2015
298785FV3	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F	10,154,000.00	10,146,600.30	10,000,000.00	10,152,619.44	(6,019.14	)	(1,380.56	)	—	—		1.125	0.372	AO	51,875.00	(50,000.00	)	3/20/2013	4/15/2015
298785GB6	EUROPEAN INVESTMENT BANK CORP BND	F	9,990,400.00	10,018,000.80	10,000,000.00	9,990,685.37	27,315.43		285.37		—	—		0.625	0.656	AO	6,076.39	—		2/19/2013	4/15/2016
30254WAB5	FMS WERTMANAGEMENT ANSTALT DES SENIOR	F	10,769,073.75	10,782,758.65	10,775,000.00	10,769,137.17	13,621.48		63.42		—	—		0.625	0.643	AO	2,244.79	—		3/13/2013	4/18/2016
459058CX9	INTL BANK FOR RECONSTRUCT CORP BND	F	14,987,700.00	15,013,498.35	15,000,000.00	14,988,200.94	25,297.41		500.94		—	—		0.5	0.526	AO	10,000.00	—		2/6/2013	4/15/2016
48245ACF6	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F	9,895,433.13	9,912,299.86	9,900,000.00	9,896,155.70	16,144.16		722.57		—	—		0.211	0.254	FA	3,655.58	—		1/23/2013	2/28/2014
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F	1,096,205.00	1,100,209.06	1,100,000.00	1,096,587.58	3,621.48		184.06		—	—		1	1.071	MS	152.78	5,500.00		9/19/2012	9/26/2017
500769AX2	KREDITANSTALT FUER WIDERAUFBAU CORP BND	F	6,356,400.60	6,345,720.54	6,000,000.00	6,112,539.11	233,181.43		(17,589.75	)	—	—		4.125	2.87	AO	114,125.00	—		8/31/2009	10/15/2014
500769EM2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F	5,216,400.00	5,225,299.45	5,000,000.00	5,208,975.76	16,323.69		(7,424.24	)	—	—		2	0.665	JD	33,333.33	(21,666.67	)	2/13/2013	6/1/2016
500769EP5	KREDITANSTALT FUER WIDERAUFBAU CORP BND	F	7,500,000.00	7,500,074.92	7,500,000.00	7,500,000.00	74.92		—		—	—		0.213	0.2	MON	621.83	4,089.70		6/8/2011	6/17/2013
500769FC3	KREDITANSTALT FUER WIDERAUFBAU SENIOR	F	4,984,150.00	5,025,450.15	5,000,000.00	4,989,062.77	36,387.38		1,299.15		—	—		0.625	0.732	AO	13,628.47	—		4/17/2012	4/24/2015
500769FP4	KREDITANSTALT FUER WIEDERAUFBA SENIOR	F	9,967,900.00	9,987,500.00	10,000,000.00	9,968,868.09	18,631.91		968.09		—	—		0.5	0.603	AO	4,861.11	—		2/20/2013	4/19/2016



515110BG8	LANDWIRTSCHAFTLICHE RENTENBANK SENIOR	F	2,993,280.00	2,997,269.91	3,000,000.00	2,994,010.07	3,259.84		326.42		—	—		0.875	0.921		MS	1,385.42	13,125.00		9/5/2012	9/12/2017
62944BAH7	BANK NEDERLANDSE GEMEENTEN UNSEC CORP	F	15,055,200.00	15,252,900.76	15,000,000.00	15,036,787.48	216,113.28		(4,552.88	)	—	—		1.375	1.249		MS	4,583.33	175,312.50		3/22/2013	3/23/2015
64127WAF0	NETWORK RAIL INFRASTRUCTURE FI CORP BND	F	4,988,500.00	5,045,049.65	5,000,000.00	4,993,047.63	52,002.02		947.18		—	—		0.876	0.954		JJ	8,395.00	21,900.00		1/11/2012	1/20/2015
71645WAT8	PETROBRAS INTERNATIONAL FINANC CORP BND	F	797,304.00	835,866.76	800,000.00	798,413.84	37,452.92		131.19		—	—		3.875	3.95		JJ	5,511.11	15,500.00		1/20/2011	1/27/2016
71645WAV3	PETROBRAS INTERNATIONAL FINANC CORP BND	F	1,790,982.00	1,836,087.89	1,800,000.00	1,794,342.33	41,745.56		732.25		—	—		2.875	3.051		FA	7,906.25	25,875.00		2/1/2012	2/6/2015
780099CC9	ROYAL BANK OF SCOTLAND PLC THE SENIOR	F	1,699,031.00	1,748,586.68	1,700,000.00	1,699,199.44	49,387.24		77.72		—	—		2.55	2.57		MS	1,565.42	21,675.00		9/11/2012	9/18/2015
85771PAD4	STATOIL ASA SENIOR CORP BND	F	2,995,140.00	3,090,434.43	3,000,000.00	2,996,415.28	94,019.15		236.12		—	—		1.8	1.834		MN	19,200.00	—		11/16/2011	11/23/2016
85771SAB2	STATOIL ASA CORP BND	F	6,477,797.25	6,432,753.78	6,225,000.00	6,293,078.04	139,675.74		(19,923.59	)	—	—		3.875	2.799		AO	111,228.64	29,207.81		4/6/2010	4/15/2014
87020DAF1	SWEDEN KINGDOM SENIOR GOVT BND 144A MTN	F	9,978,600.00	10,033,499.90	10,000,000.00	9,978,981.09	54,518.81		381.09		—	—		1	1.044		FA	9,444.44	—		2/20/2013	2/27/2018
BRS96AL33	BANK NEDERLANDSE GEMEENTEN CORP BND EMTN	D	2,949,500.73	3,004,096.79	1,950,000.00	2,936,611.62	67,485.17		(1,147.79	)	—	27,622.85		2.625	2.447		DEC	22,452.16	—		4/27/2010	12/10/2013
BRS9ND148	EUROPEAN INVESTMENT BANK CORP BND	D	2,615,296.23	2,744,789.41	1,700,000.00	2,589,900.23	154,889.18		(2,415.15	)	—	18,725.69		3	2.571		DEC	23,055.88	—		7/12/2010	12/7/2015
BRSDR1PS2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	3,183,652.29	3,137,070.63	2,000,000.00	3,180,434.26	(43,363.63	)	(804.52	)	—	(134,498.97	)	1.75	1.634		JAN	9,594.82	56,404.70		3/20/2012	1/22/2016
BRSF8V463	FMS WERTMANAGEMENT ANSTALT DES SENIOR	D	2,179,374.25	2,147,974.13	1,400,000.00	2,180,814.92	(32,840.79	)	527.08		—	(60,599.53	)	1	1.098		DEC	6,656.50	—		7/16/2012	12/1/2015
BRSHR53W9	NEDERLANDSE WATERSCHAPSBANK NV CORP BND	F	6,994,610.00	6,989,577.77	7,000,000.00	6,994,638.41	(5,060.64	)	28.41		—	—		0.75	0.776		MS	729.17	—		3/19/2013	3/29/2016
D2R6KTMR2	FMS WERTMANAGEMENT ANSTALT DES SENIOR	D	2,668,745.00	2,590,931.05	1,700,000.00	2,668,745.00	(77,813.95	)	—		—	(87,380.00	)	0.74	0.983		FMAN	2,433.23	5,129.12		7/26/2012	8/3/2015
D40859GT7	KREDITANSTALT FUER WIDERAUFBAU CORP BND	D	3,582,188.95	3,395,579.65	1,850,000.00	3,532,884.51	(137,304.86	)	(32,627.93	)	—	(157,068.96	)	5.625	0.923		AUG	90,397.01	—		11/13/2012	8/25/2017
D4085B7T2	KREDITANSTALT FUER WIDERAUFBAU CORP BND	D	3,496,559.00	3,354,166.77	2,000,000.00	3,411,215.99	(57,049.22	)	(15,425.75	)	—	(163,716.98	)	3.75	1.649		SEP	60,707.92	—		11/9/2011	9/7/2016
G3157R8G6	EUROPEAN BK RECONSTR AND DEVLP CORP BND	D	2,188,451.06	2,060,790.90	1,344,000.00	2,191,231.42	(130,440.52	)	367.89		—	(151,397.35	)	1.875	1.935		DEC	11,053.37	—		4/7/2011	12/10/2013
G5577Y5Y2	LLYODS TSB BANK PLC - LT GTD SENIOR	D	3,363,326.11	3,281,898.76	2,100,000.00	3,366,940.79	(85,042.03	)	974.02		—	(194,017.54	)	1.5	1.62		MAY	41,092.43	—		4/25/2012	5/2/2017
G6459FAE2	NETWORK RAIL INFRASTRUCTURE FI LOCAL BND	D	2,735,751.98	2,537,090.57	1,500,000.00	2,620,309.16	(83,218.59	)	(20,850.83	)	—	(125,758.41	)	4.875	1.207		NOV	35,913.88	—		11/9/2011	11/27/2015
G924502M9	UNITED KINGDOM GILT GOVT BND	D	1,424,341.36	1,428,849.30	780,000.00	1,423,700.33	5,148.97		(14,476.91	)	—	468.96		4.5	0.979		MS	3,621.95	83,369.71		3/21/2013	3/7/2019
G924504Y1	UNITED KINGDOM GILT GOVT BND	D	6,394,031.46	5,991,147.73	3,872,000.00	6,342,360.30	(351,212.57	)	(54,513.20	)	—	(354,138.94	)	2.25	0.261		MS	9,067.42	180,068.83		10/30/2012	3/7/2014
G924507Q5	UNITED KINGDOM GILT GOVT BND	D	15,284,313.95	14,296,054.91	9,000,000.00	15,051,974.81	(755,919.90	)	(79,406.70	)	—	(832,810.62	)	2.75	0.5		JJ	68,411.44	157,159.75		1/2/2013	1/22/2015
G92450K80	UNITED KINGDOM GILT SENIOR GOVT BND	D	12,038,076.29	12,163,340.26	6,630,000.00	12,009,016.45	154,323.81		(45,314.20	)	—	46,254.96		5	0.898		MS	34,442.82	83,110.45		3/21/2013	3/7/2018
G92450NU8	UNITED KINGDOM GILT GOVT BND	D	15,103,090.83	13,629,971.63	8,400,000.00	14,291,136.03	(661,164.40	)	(127,217.18	)	—	(835,683.50	)	5	1.122		MS	43,713.38	336,567.00		11/9/2011	9/7/2014
G92450YT9	UNITED KINGDOM GILT IBND GOVT 3 MO	D	3,272,733.62	3,331,660.31	1,452,000.00	3,255,686.73	75,973.58		(17,046.89	)	—	42,640.64		1.25	(2.373	)	MN	12,721.72	(10,279.85	)	3/8/2013	11/22/2017
G92451CZ7	UNITED KINGDOM GILT GOVT BND	D	3,902,677.90	3,739,281.82	2,350,000.00	3,852,302.62	(113,020.80	)	(9,041.75	)	—	(184,886.38	)	2	0.995		JJ	12,991.26	36,736.38		11/9/2011	1/22/2016
G92451GE0	UNITED KINGDOM GILT GOVT BND	D	7,884,787.26	7,645,699.44	4,800,000.00	7,833,661.88	(187,962.44	)	(19,737.39	)	—	(247,356.62	)	1.75	0.662		JJ	23,218.42	66,444.01		10/30/2012	1/22/2017
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D	22,644,343.37	21,687,552.16	14,055,000.00	22,631,908.39	(944,356.23	)	(8,327.89	)	—	(1,156,365.85	)	1	0.855		MS	14,628.39	87,061.29		2/4/2013	9/7/2017
419791YG7	HAWAII ST MUNI BND GO		2,007,940.00	2,092,680.00	2,000,000.00	2,003,070.06	89,609.94		(401.50	)	—	—		3	2.914		FA	10,000.00	30,000.00		2/10/2010	2/1/2015
4521518V8	ILLINOIS ST MUNI BND GO		2,300,000.00	2,416,425.91	2,300,000.00	2,300,000.00	116,425.91		—		—	—		4.421	4.421		JJ	25,420.75	50,841.50		12/28/2012	1/1/2015
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND		1,500,000.00	1,526,610.00	1,500,000.00	1,500,000.00	26,610.00		—		—	—		1.259	1.259		MN	6,872.04	—		10/26/2012	11/1/2017
76541VKB2	RICHMOND VA MUNITAX BND GO		1,500,000.00	1,510,035.00	1,500,000.00	1,500,000.00	10,035.00		—		—	—		1.207	1.207		JJ	3,822.17	9,907.46		6/14/2012	7/15/2016
76541VKC0	RICHMOND VA MUNITAX BND GO		5,000,000.00	5,042,650.00	5,000,000.00	5,000,000.00	42,650.00		—		—	—		1.507	1.507		JJ	15,907.22	41,233.20		6/14/2012	7/15/2017



796269UF3	SAN ANTONIO TEX INDPT SCH DIST MUNI BND	1,000,000.00	1,026,710.00	1,000,000.00	1,000,000.00	26,710.00		—		—	—	2.235	2.235	FA	2,855.83	11,175.00		12/15/2010	8/15/2014
167562MD6	CHICAGO IL MIDWAY ARPT MUNITAX BND REV	3,081,036.68	3,062,610.00	3,000,000.00	3,080,522.69	(17,912.69	)	(437.05	)	—	—	3.532	3.389	JJ	26,490.00	52,980.00		12/3/2012	1/1/2041
19648CAE1	COLORADO HOUSING & FINANCE AUT MUNITAX	5,030,400.00	5,090,800.00	5,000,000.00	5,024,562.74	66,237.26		(1,909.56	)	—	—	1.6	1.438	MN	30,222.22	—		6/21/2012	5/15/2016
313371PC4	FEDERAL HOME LOAN BANKS UNSEC AGENCY BND	2,524,200.00	2,525,250.05	2,500,000.00	2,516,593.67	8,656.38		(2,406.30	)	—	—	0.875	0.482	JD	6,623.26	—		6/18/2012	12/12/2014
313372VR2	FEDERAL HOME LOAN BANKS AGENCY BND	10,112,500.00	10,076,259.70	10,000,000.00	10,035,031.54	41,228.16		(11,563.11	)	—	—	1.2	0.729	JD	30,333.33	—		7/29/2011	12/30/2013
313373JR4	FEDERAL HOME LOAN BANKS AGENCY BND	3,153,589.70	3,141,664.06	3,100,000.00	3,121,840.73	19,823.33		(4,684.80	)	—	—	1.375	0.762	MN	14,563.54	176.46		7/18/2011	5/28/2014
313376GY5	FEDERAL HOME LOAN BANKS AGENCY BND	2,002,860.00	2,000,960.00	2,000,000.00	2,000,502.55	457.45		(494.78	)	—	—	0.33	0.23	MN	2,218.33	—		1/25/2012	7/1/2013
313382K85	FEDERAL HOME LOAN BANKS AGENCY BND	2,997,150.00	2,994,570.00	3,000,000.00	2,997,185.92	(2,615.92	)	35.92		—	—	0.45	0.482	MS	487.50	—		3/13/2013	3/18/2016
3133XSP93	FEDERAL HOME LOAN BANKS AGENCY BND	3,612,678.30	3,536,344.35	3,465,000.00	3,491,429.09	44,915.26		(9,261.09	)	—	—	3.125	2.022	JD	32,484.38	—		11/25/2009	12/13/2013
3133XWE70	FEDERAL HOME LOAN BANKS AGENCY BND	7,454,591.35	7,595,996.84	7,395,000.00	7,433,840.33	162,156.51		(7,983.45	)	—	—	2.5	2.052	JD	55,462.50	—		6/22/2012	6/13/2014
3133XWKV0	FEDERAL HOME LOAN BANKS AGENCY BND	1,809,325.00	1,786,382.41	1,750,000.00	1,783,024.08	3,358.33		(8,582.54	)	—	—	2.375	0.385	MS	1,962.67	20,781.25		6/27/2012	3/14/2014
3133XXYX9	FEDERAL HOME LOAN BANKS AGENCY BND	9,188,566.41	8,958,914.11	8,925,000.00	8,956,622.49	2,291.62		(35,136.10	)	—	—	1.875	0.281	JD	46,484.38	—		8/10/2011	6/21/2013
3134G2U42	FHLMC AGENCY BND	4,200,497.09	4,213,999.50	4,210,000.00	4,207,455.75	6,543.75		1,165.61		—	—	0.375	0.488	AO	7,279.80	—		10/18/2011	10/15/2013
3134G2UA8	FHLMC AGENCY BND	11,107,050.00	11,114,729.90	11,000,000.00	11,055,657.24	59,072.66		(9,818.33	)	—	—	1	0.634	FA	12,527.77	55,000.00		1/17/2012	8/20/2014
3134G2WG3	FHLMC AGENCY BND	1,704,960.60	1,711,662.09	1,700,000.00	1,702,387.86	9,274.23		(399.85	)	—	—	0.75	0.654	MS	318.75	6,375.00		8/24/2011	9/22/2014
3134G32F6	FHLMC UNSECURED AGENCY BND	2,000,000.00	2,000,060.12	2,000,000.00	2,000,000.00	60.12		—		—	—	0.52	0.516	JD	2,686.67	—		12/19/2012	12/28/2015
3134G36A3	FHLMC AGENCY BND	16,750,000.00	16,754,522.50	16,750,000.00	16,750,000.00	4,522.50		—		—	—	0.6	0.6	FA	8,654.17	—		2/26/2013	3/28/2016
3134G36F2	FREDDIE MAC GOLD AGENCY BND	2,130,000.00	2,131,575.99	2,130,000.00	2,130,000.00	1,575.99		—		—	—	0.42	0.42	MS	323.05	—		2/25/2013	9/18/2015
3134G3J76	FHLMC AGENCY BND	7,002,107.00	6,998,529.72	7,000,000.00	7,001,726.66	(3,196.94	)	(174.40	)	—	—	0.45	0.44	MS	2,362.50	16,100.00		9/14/2012	9/4/2015
3134G3LA6	FHLMC AGENCY BND	2,100,663.18	2,103,633.00	2,100,000.00	2,100,290.27	3,342.73		(78.43	)	—	—	0.375	0.36	FA	743.75	3,937.50		1/26/2012	2/27/2014
3134G3NL0	FHLMC AGENCY BND	5,991,600.00	6,012,135.48	6,000,000.00	5,994,662.79	17,472.69		687.25		—	—	0.5	0.547	FA	3,083.33	15,000.00		2/6/2012	2/24/2015
3134G3W55	FHLMC UNSECURED AGENCY BND	249,972.50	250,145.00	250,000.00	249,975.26	169.74		2.41		—	—	0.45	0.454	MN	453.13	—		12/18/2012	11/24/2015
31359MA45	FNMA AGENCY BND	10,962,357.43	10,952,600.10	10,000,000.00	10,398,202.36	554,397.74		(46,576.35	)	—	—	5	2.972	AO	230,555.56	—		11/27/2012	4/15/2015
31359MZC0	FNMA AGENCY BND	5,904,904.90	5,831,642.89	5,300,000.00	5,601,286.46	230,356.43		(28,465.81	)	—	—	4.375	2.065	AO	106,920.14	—		7/16/2010	10/15/2015
3135G0CL5	FNMA AGENCY BND	14,292,278.00	14,300,501.93	14,300,000.00	14,299,443.13	1,058.80		1,089.44		—	—	0.2	0.406	FMAN	3,417.82	8,076.32		12/14/2011	5/17/2013
3135G0RT2	FNMA UNSECURED AGENCY BND	9,955,500.00	10,008,900.50	10,000,000.00	9,959,030.58	49,869.92		2,097.42		—	—	0.875	0.964	JD	24,548.61	—		11/27/2012	12/20/2017
3135G0SB0	FNMA UNSECURED AGENCY BND	14,971,672.35	14,995,500.15	15,000,000.00	14,973,092.52	22,407.63		1,420.17		—	—	0.375	0.441	JD	15,625.00	(7,343.75	)	2/5/2013	12/21/2015
3135G0UM3	FNMA AGENCY BND	9,996,500.00	10,022,599.80	10,000,000.00	9,996,608.85	25,990.95		108.85		—	—	0.52	0.532	FA	5,055.56	—		2/5/2013	2/26/2016
3135G0US0	FNMA AGENCY BND	3,001,200.00	3,004,199.97	3,000,000.00	3,001,175.18	3,024.79		(24.82	)	—	—	0.55	0.506	FA	1,604.17	(1,329.17	)	3/22/2013	2/26/2016
3135G0VA8	FNMA AGENCY BND	6,742,305.00	6,761,137.57	6,750,000.00	6,742,619.56	18,518.01		314.56		—	—	0.5	0.537	MS	93.75	4,218.75		2/14/2013	3/30/2016
3135G0VB6	FNMA UNSECURED AGENCY BND	4,000,000.00	4,003,160.08	4,000,000.00	4,000,000.00	3,160.08		—		—	—	0.65	0.65	FA	2,238.89	—		2/13/2013	3/28/2016
3136FRX73	FANNIE MAE AGENCY BND	6,999,930.00	7,025,345.53	7,000,000.00	6,999,957.01	25,388.52		4.30		—	—	1	1	MS	4,277.78	35,000.00		8/31/2011	9/9/2015
3137EACH0	FHLMC AGENCY BND	8,563,258.24	8,387,519.52	8,000,000.00	8,322,114.24	65,405.28		(42,471.15	)	—	—	2.875	0.691	FA	33,222.22	115,000.00		11/2/2011	2/9/2015
3137EACV9	FHLMC AGENCY BND	5,068,250.00	5,053,450.00	5,000,000.00	5,031,750.07	21,699.93		(5,519.50	)	—	—	1	0.547	FA	4,722.22	25,000.00		8/9/2011	8/27/2014



3137EACX5	FHLMC AGENCY AGENCY BND	7,975,120.00	8,009,359.20	8,000,000.00	7,992,578.56	16,780.64	3,158.25		—	—	0.375	0.536	AO	12,583.33	—	11/17/2011	10/30/2013
3137EACY3	FHLMC AGENCY BND	17,056,310.00	17,132,939.66	17,000,000.00	17,035,118.57	97,821.09	(5,266.88	)	—	—	0.75	0.624	MN	44,625.00	—	4/4/2012	11/25/2014
3137EADP1	FHLMC UNSECURED AGENCY BND	14,877,000.00	14,976,450.30	15,000,000.00	14,880,616.85	95,833.45	3,616.85		—	—	0.875	1.041	MS	8,750.00	11,302.09	2/1/2013	3/7/2018
3137EADQ9	FHLMC AGENCY BND	5,276,683.38	5,284,651.49	5,277,000.00	5,276,690.19	7,961.30	6.81		—	—	0.5	0.502	MN	1,978.88	—	3/6/2013	5/13/2016
31398AU34	FNMA AGENCY BND	5,234,460.00	5,495,227.76	5,250,000.00	5,242,673.52	252,554.24	756.44		—	—	2.375	2.437	JJ	21,820.31	62,343.75	6/10/2010	7/28/2015
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND	4,100,000.00	4,161,992.00	4,100,000.00	4,100,000.00	61,992.00	—		—	—	1.56	1.56	JD	18,832.67	—	5/10/2012	6/15/2017
57583PEM7	MASSACHUSETTS ST MUNITAX BND REV	4,625,000.00	4,913,368.75	4,625,000.00	4,625,000.00	288,368.75	—		—	—	2.983	2.983	JD	40,622.66	—	12/15/2010	12/15/2015
83714RAX1	SOUTH CAROLINA STUDENT LN MUNI BND REV	1,252,602.61	1,266,667.22	1,266,654.55	1,262,769.14	3,898.08	2,093.55		—	—	0.387	1.13	MJSD	422.22	1,525.51	3/30/2011	12/3/2018
882117V27	TEXAS A & M UNIVERSITY MUNITAX BND REV	1,000,000.00	1,001,880.00	1,000,000.00	1,000,000.00	1,880.00	—		—	—	1.239	1.239	JJ	3,097.50	5,609.92	6/26/2012	7/1/2016
91412GFC4	UNIVERSITY CALIF REVS MUNI BND REV	1,300,000.00	1,302,470.00	1,300,000.00	1,300,000.00	2,470.00	—		—	—	0.887	0.887	JJ	2,843.26	5,893.62	7/20/2011	7/1/2013
914455KX7	UNIVERSITY MICH UNIV REVS MUNITAX BND	3,500,000.00	3,576,265.00	3,500,000.00	3,500,000.00	76,265.00	—		—	—	1.754	1.754	AO	30,695.00	—	10/28/2010	4/1/2015
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND	1,000,000.00	1,006,180.00	1,000,000.00	1,000,000.00	6,180.00	—		—	—	1.225	1.225	JD	4,083.33	—	6/28/2012	12/1/2016
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A	697,080.76	698,391.28	697,080.76	697,080.76	1,310.52	—		—	—	0.754	0.755	MON	43.78	1,346.94	3/5/2010	2/25/2048
3128JLHB8	FREDDIE MAC GOLD POOL # 1B1225	65,390.17	70,938.35	66,406.17	65,439.67	5,498.68	15.67		—	—	2.875	3.186	MON	159.10	480.37	4/2/2007	9/1/2033
3128JMW45	FREDDIE MAC GOLD POOL # 1B2566	74,922.00	78,901.80	75,510.98	74,945.00	3,956.80	78.05		—	—	2.976	3.079	MON	187.27	598.02	4/2/2007	11/1/2034
3128JMXM4	FREDDIE MAC GOLD POOL # 1B2583	1,530,100.07	1,598,759.81	1,547,087.11	1,530,968.84	67,790.97	296.23		—	—	2.955	3.133	MON	3,809.70	11,499.70	9/17/2008	10/1/2034
3128JMY68	FREDDIE MAC GOLD POOL # 1B2632	97,379.49	106,773.19	98,145.03	97,409.48	9,363.71	87.35		—	—	2.902	3.007	MON	237.35	784.15	4/3/2007	11/1/2034
3128JMZG5	FREDDIE MAC GOLD POOL # 1B2642	149,331.39	160,478.38	150,505.38	149,375.51	11,102.87	75.32		—	—	2.912	3.02	MON	365.23	1,121.70	4/2/2007	11/1/2034
3128JNAL9	FREDDIE MAC GOLD POOL # 1B2810	167,924.97	182,564.09	169,672.58	168,003.01	14,561.08	62.72		—	—	2.779	2.944	MON	392.93	1,225.25	4/2/2007	2/1/2035
3128JR6Z4	FREDDIE MAC GOLD POOL # 848088	7,813,999.05	7,927,934.31	7,436,370.86	7,800,003.06	127,931.25	(19,431.67	)	—	—	2.412	1.367	MON	14,947.11	45,794.78	3/8/2011	4/1/2035
3128JRJS6	FREDDIE MAC GOLD POOL # 847473	1,865,568.89	1,969,272.76	1,873,178.69	1,865,719.32	103,553.44	262.33		—	—	2.369	2.403	MON	3,697.97	11,342.89	9/26/2007	12/1/2035
3128JRKQ8	FREDDIE MAC GOLD POOL # 847503	887,391.09	967,166.38	908,615.80	888,508.57	78,657.81	1,450.29		—	—	2.773	3.259	MON	2,099.66	6,606.25	5/31/2006	12/1/2035
3128JRP26	FREDDIE MAC GOLD POOL # 847641	527,838.24	568,041.45	532,094.99	528,024.99	40,016.46	65.40		—	—	2.689	2.811	MON	1,192.34	3,603.62	2/22/2012	12/1/2033
3128JRPZ3	FREDDIE MAC GOLD POOL # 847640	337,406.74	365,256.76	339,255.68	337,460.18	27,796.58	76.25		—	—	2.748	2.803	MON	776.90	2,503.63	11/13/2006	5/1/2036
3128KW5Q2	FHLMC GOLD POOL # A66255	829,476.59	910,963.49	820,058.73	829,009.18	81,954.31	(4,353.99	)	—	—	6	5.692	MON	4,100.29	16,287.00	11/2/2007	9/1/2037
3128KWBZ5	FHLMC GOLD POOL # A65456	16,733.80	18,020.80	16,104.72	16,709.31	1,311.49	(84.66	)	—	—	6	4.932	MON	80.52	263.27	2/4/2009	9/1/2037
3128KWFX6	FHLMC GOLD POOL # A65582	40,448.21	43,559.07	38,927.60	40,388.60	3,170.47	(17.58	)	—	—	6	4.959	MON	194.64	587.54	2/4/2009	9/1/2037
3128KWFY4	FHLMC GOLD POOL # A65583	46,744.29	50,339.40	44,987.00	46,674.77	3,664.63	(266.54	)	—	—	6	4.981	MON	224.94	749.71	2/4/2009	9/1/2037
3128KWNV1	FHLMC GOLD POOL # A65804	1,435,435.89	1,581,773.36	1,419,137.99	1,434,652.06	147,121.30	(3,392.73	)	—	—	6	5.674	MON	7,095.69	25,397.72	11/2/2007	9/1/2037
3128KWNX7	FHLMC GOLD POOL # A65806	1,792,807.20	1,975,577.38	1,772,451.72	1,791,837.07	183,740.31	(2,247.78	)	—	—	6	5.675	MON	8,862.26	28,084.07	11/2/2007	9/1/2037
3128KWT29	FHLMC GOLD POOL # A65969	30,343.02	32,676.69	29,202.30	30,298.64	2,378.05	(108.54	)	—	—	6	4.945	MON	146.01	466.84	2/4/2009	9/1/2037
3128KWTK9	FHLMC GOLD POOL # A65954	46,072.91	49,616.36	44,340.84	46,005.20	3,611.16	(127.52	)	—	—	6	4.968	MON	221.70	704.33	2/4/2009	9/1/2037
3128KWTP8	FHLMC GOLD POOL # A65958	39,323.74	42,348.14	37,845.42	39,267.38	3,080.76	(94.77	)	—	—	6	4.912	MON	189.23	585.95	2/4/2009	9/1/2037
3128KWTZ6	FHLMC GOLD POOL # A65968	34,702.49	37,371.45	33,397.89	34,651.79	2,719.66	(51.16	)	—	—	6	4.935	MON	166.99	519.04	2/4/2009	9/1/2037



3128KYXE4	FHLMC GOLD POOL # A67877	26,465.68	28,501.17	25,470.75	26,424.86	2,076.31		(61.91	)	—	—	6	4.981	MON	127.35	397.66		2/4/2009	4/1/2037
3128M4HY2	FHLMC GOLD POOL # G02647	1,093,818.54	1,199,068.85	1,108,892.56	1,094,302.37	104,766.48		2,627.99		—	—	5.5	6.037	MON	5,082.42	17,113.91		4/9/2007	2/1/2037
3128M4ZG1	FHLMC GOLD POOL # G03143	4,508.72	4,855.45	4,339.19	4,502.02	353.43		(9.73	)	—	—	6	4.939	MON	21.70	67.52		2/4/2009	7/1/2037
3128M5HK9	FHLMC GOLD POOL # G03534	8,333,547.34	9,085,479.11	8,109,275.16	8,323,830.26	761,648.85		(21,114.61	)	—	—	6.5	5.712	MON	43,925.24	140,886.22		11/6/2007	10/1/2037
3128M6UB2	FHLMC GOLD POOL # G04778	106,063.51	114,220.83	102,076.16	105,908.62	8,312.21		(286.24	)	—	—	6	5.03	MON	510.38	1,602.96		2/4/2009	7/1/2038
3128M7AZ9	FHLMC GOLD POOL # G05124	292,393.57	314,881.49	281,401.34	291,976.48	22,905.01		(807.00	)	—	—	6	5.047	MON	1,407.01	4,429.42		2/4/2009	12/1/2038
3128MBBR7	FHLMC GOLD POOL # G12548	935,485.09	1,009,608.92	933,443.20	934,718.99	74,889.93		(277.83	)	—	—	5.5	5.402	MON	4,278.28	13,863.23		3/30/2007	1/1/2022
3128MCRQ0	FHLMC GOLD POOL # G13895	3,671,976.01	3,643,781.83	3,410,834.04	3,637,942.55	5,839.28		(33,329.78	)	—	—	5	2.138	MON	14,211.81	45,667.82		11/10/2011	11/1/2019
3128MDM91	FHLMC GOLD POOL # G14684	2,493,587.23	2,485,557.63	2,371,140.07	2,491,803.59	(6,245.96	)	(3,273.98	)	—	—	3	1.949	MON	5,927.85	2,400.00		2/13/2013	2/1/2023
3128MDNM1	FHLMC GOLD POOL # G14696	1,604,625.85	1,581,850.95	1,445,202.00	1,601,901.98	(20,051.03	)	(2,723.87	)	—	—	6	1.813	MON	7,226.01	(3,131.27	)	3/1/2013	3/1/2024
3128MJQ37	FHLMC GOLD POOL # G08473	1,047,225.60	1,065,409.42	1,011,964.94	1,046,439.48	18,969.94		(2,997.15	)	—	—	3.5	2.522	MON	2,951.56	9,359.70		2/3/2012	1/1/2042
3128MTB72	FHLMC GOLD POOL # H00962	157,184.27	169,636.17	154,161.28	157,060.92	12,575.25		(407.88	)	—	—	6.5	5.781	MON	835.04	2,690.58		10/31/2007	7/1/2037
3128MTEE4	FHLMC GOLD POOL # H01033	2,984,815.11	3,221,267.26	2,927,410.41	2,982,409.46	238,857.80		(13,614.58	)	—	—	6.5	5.839	MON	15,856.81	53,582.38		10/31/2007	7/1/2037
3128MTF29	FHLMC GOLD POOL # H01085	530,430.85	572,450.71	520,229.47	529,985.70	42,465.01		(1,917.57	)	—	—	6.5	5.898	MON	2,817.91	9,542.08		10/31/2007	7/1/2037
3128NCB37	FREDDIE MAC GOLD POOL # 1G0058	214,387.41	224,432.23	214,891.07	214,374.27	10,057.96		20.00		—	—	2.73	2.725	MON	488.88	1,541.44		9/17/2008	1/1/2035
3128NCD68	FREDDIE MAC GOLD POOL # 1G0125	1,886,825.07	2,051,237.21	1,927,175.30	1,889,763.66	161,473.55		3,577.35		—	—	2.668	3.026	MON	4,284.75	13,888.27		12/13/2005	3/1/2035
3128NCMS0	FREDDIE MAC GOLD POOL # 1G0369	296,088.74	306,531.57	294,615.67	295,937.26	10,594.31		(320.60	)	—	—	2.735	2.593	MON	671.48	2,447.47		8/27/2008	10/1/2035
3128PV4J6	FHLMC GOLD POOL # J16225	2,600,932.68	2,667,635.82	2,462,057.26	2,592,971.38	74,664.44		(8,597.72	)	—	—	4	2.373	MON	8,206.86	25,395.66		8/2/2011	8/1/2026
3128PVWH9	FHLMC GOLD POOL # J16048	7,796,300.88	7,996,243.70	7,380,021.56	7,771,746.58	224,497.12		(21,745.31	)	—	—	4	2.406	MON	24,600.08	75,718.02		8/2/2011	7/1/2026
3128QJ3B0	FREDDIE MAC GOLD POOL # 1G1694	1,435,922.29	1,535,179.05	1,457,500.12	1,436,853.38	98,325.67		2,077.12		—	—	2.75	3.005	MON	3,340.10	10,415.22		8/10/2007	4/1/2037
3128QJLG9	FREDDIE MAC GOLD POOL # 1G1227	238,779.69	247,220.14	234,097.76	238,458.95	8,761.19		(333.86	)	—	—	2.947	2.495	MON	574.91	1,796.49		1/4/2008	10/1/2036
3128QJRN8	FREDDIE MAC GOLD POOL # 1G1393	1,623,795.50	1,613,448.77	1,558,586.52	1,621,923.48	(8,474.71	)	(2,380.17	)	—	—	2.853	1.9	MON	3,705.54	11,462.00		3/9/2012	12/1/2036
312929CM2	FHLMC GOLD POOL # A82776	11,941.51	12,859.92	11,492.57	11,925.66	934.26		(52.05	)	—	—	6	4.914	MON	57.46	185.95		2/4/2009	1/1/2039
31292KJH1	FHLMC GOLD POOL # C02964	2,140.27	2,304.87	2,059.80	2,137.16	167.71		(4.87	)	—	—	6	4.895	MON	10.30	32.28		2/4/2009	7/1/2037
312930LH1	FHLMC GOLD POOL # A83928	21,989.36	23,680.56	21,162.70	21,956.26	1,724.30		(192.51	)	—	—	6	5.134	MON	105.81	369.74		2/4/2009	1/1/2039
312930LQ1	FHLMC GOLD POOL # A83935	52,303.06	56,325.67	50,336.78	52,224.15	4,101.52		(167.54	)	—	—	6	5.144	MON	251.68	795.85		2/4/2009	1/1/2039
312930RC6	FHLMC GOLD POOL # A84083	31,598.11	34,028.32	30,410.22	31,545.10	2,483.22		(20.21	)	—	—	6	5.237	MON	152.05	460.52		2/4/2009	1/1/2039
312930RV4	FHLMC GOLD POOL # A84100	13,010.00	14,010.62	12,520.92	12,990.93	1,019.69		(3.28	)	—	—	6	5.091	MON	62.60	188.31		2/4/2009	1/1/2039
312930TB6	FHLMC GOLD POOL # A84146	15,826.91	17,044.17	15,231.93	15,805.24	1,238.93		(54.63	)	—	—	6	4.994	MON	76.16	235.87		2/4/2009	1/1/2039
31295NXK9	FREDDIE MAC GOLD POOL # 789682	36,987.21	39,145.21	37,200.84	36,996.03	2,149.18		2.93		—	—	2.401	2.478	MON	74.43	224.85		8/10/2006	9/1/2032
31306YAL5	FHLMC GOLD POOL # J20911	2,220,420.79	2,241,851.78	2,110,760.21	2,218,707.59	23,144.19		(2,648.48	)	—	—	3	1.363	MON	5,276.90	2,128.77		2/13/2013	10/1/2022
3132GLQP2	FHLMC GOLD POOL # Q05262	4,262,732.86	4,334,055.27	4,119,204.33	4,259,560.63	74,494.64		(8,224.27	)	—	—	3.5	2.543	MON	12,014.35	37,442.99		2/3/2012	12/1/2041
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	1,299,637.65	1,442,451.59	1,281,614.94	1,296,953.04	145,498.55		(1,663.09	)	—	—	6	5.605	MON	6,408.07	19,984.86		2/6/2007	3/15/2029
31342A6F1	FREDDIE MAC GOLD POOL # 780870	345,493.62	372,228.89	350,861.81	345,790.62	26,438.27		277.58		—	—	2.408	2.709	MON	704.06	2,178.34		2/22/2012	9/1/2033



31342AZE2	FREDDIE MAC GOLD POOL # 780741	516,872.54	535,424.53	500,982.02	516,069.70	19,354.83		(560.78	)	—	—	2.375	1.554	MON	991.53	3,034.71		11/16/2009	7/1/2033
31349SJK0	FREDDIE MAC GOLD POOL # 781166	748,269.30	809,498.44	760,659.74	749,090.99	60,407.45		266.65		—	—	2.432	2.736	MON	1,541.60	4,557.76		1/9/2006	1/1/2034
31349UCW6	FREDDIE MAC GOLD POOL # 782785	154,615.16	163,894.87	155,830.68	154,668.53	9,226.34		52.27		—	—	2.279	2.399	MON	295.95	916.32		4/2/2007	10/1/2034
31349UEJ3	FREDDIE MAC GOLD POOL # 782837	289,183.66	305,709.91	291,457.03	289,286.99	16,422.92		175.66		—	—	2.379	2.491	MON	577.81	1,818.67		4/2/2007	11/1/2034
31349UJL3	FHLMC GOLD POOL # 782967	97,567.82	105,445.67	99,037.92	97,647.74	7,797.93		85.50		—	—	2.459	2.711	MON	202.95	617.56		9/30/2008	1/1/2035
31349ULB2	FREDDIE MAC GOLD POOL # 783022	287,500.48	306,770.97	290,067.57	287,625.16	19,145.81		172.58		—	—	2.4	2.531	MON	580.14	1,807.92		4/2/2007	2/1/2035
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86	1,506,615.24	1,506,691.92	1,488,934.15	1,501,229.34	5,462.58		(8,613.83	)	—	—	2	0.919	MON	2,481.56	9,888.23		9/6/2012	3/25/2041
31371NAC9	FANNIE MAE POOL # 256603	596,807.96	647,885.43	596,248.97	596,388.38	51,497.05		(87.55	)	—	—	5.5	5.387	MON	2,732.81	8,912.64		7/17/2008	2/1/2022
31371NE35	FANNIE MAE POOL # 256754	237,651.75	243,615.96	224,199.77	235,812.08	7,803.88		(1,353.69	)	—	—	5.5	3.235	MON	1,027.58	3,245.92		9/29/2009	6/1/2022
3137A63Z3	FHLMC_3792 AGENCY CMO 3792	4,562,473.02	4,541,852.33	4,531,320.18	4,560,987.90	(19,135.57	)	(2,962.05	)	—	—	0.603	0.424	MON	1,214.79	7,104.41		11/9/2012	11/15/2040
3137A7SR2	FHLMC CMO_3824 FA	5,268,145.39	5,259,537.24	5,267,733.84	5,268,135.02	(8,597.78	)	(29.37	)	—	—	0.353	0.349	MON	826.92	3,087.21		2/20/2013	3/15/2026
3137ACKA6	FHLMC_3876 AGENCY CMO 3876	870,025.92	864,673.92	835,433.74	866,133.98	(1,460.06	)	(4,994.77	)	—	—	2.75	0.868	MON	1,914.54	6,161.63		10/1/2012	6/15/2026
31385W2S7	FANNIE MAE POOL # 555285	2,708,083.42	2,721,970.84	2,457,704.76	2,699,141.19	22,829.65		(24,119.35	)	—	—	6	2.895	MON	12,288.52	39,180.65		1/5/2011	3/1/2033
31385XAZ0	FANNIE MAE POOL # 555424	3,254,338.30	3,284,543.49	2,989,702.88	3,247,476.35	37,067.14		(34,599.37	)	—	—	5.5	2.439	MON	13,702.80	44,661.50		1/25/2012	5/1/2033
31385XEW3	FANNIE MAE POOL # 555549	164,824.41	178,988.83	166,174.58	165,095.22	13,893.61		169.96		—	—	5	5.222	MON	692.40	2,247.02		12/14/2007	6/1/2018
31385XK48	FANNIE MAE POOL # 555715	99,153.03	106,087.58	100,038.35	99,203.07	6,884.51		41.02		—	—	2.363	2.551	MON	196.99	602.04		4/2/2007	7/1/2033
3138A9YZ1	FANNIE MAE POOL # AH7927	2,608,365.63	2,671,125.59	2,519,779.63	2,604,189.43	66,936.16		(13,044.61	)	—	—	3.5	2.066	MON	7,349.36	23,987.33		8/3/2011	8/1/2026
3138ATD31	FANNIE MAE POOL# AJ1921	648,070.61	655,013.08	607,314.14	647,532.22	7,480.86		(1,804.44	)	—	—	4.5	2.237	MON	2,277.43	7,050.39		9/20/2011	9/1/2041
3138E9KT6	FANNIE MAE POOL # AK4805	147,405.88	148,655.65	141,311.81	147,207.64	1,448.01		(129.03	)	—	—	3	1.533	MON	353.28	1,070.87		4/24/2012	3/1/2027
3138E9L40	FANNIE MAE POOL # AK4846	2,971,259.53	2,996,451.16	2,848,421.35	2,967,277.22	29,173.94		(6,345.45	)	—	—	3	1.576	MON	7,121.05	22,063.19		4/24/2012	5/1/2027
3138EBG33	FANNIE MAE POOL#AK6517	1,628,153.97	1,650,203.91	1,557,576.30	1,625,381.68	24,822.23		(3,166.79	)	—	—	3	1.881	MON	3,893.94	11,998.24		4/24/2012	3/1/2027
3138EGHT4	FANNIE MAE POOL # AL0241	5,327,286.42	5,362,837.68	4,992,259.04	5,326,024.50	36,813.18		(1,261.92	)	—	—	4	3.457	MON	16,640.87	(1,664.09	)	2/27/2013	4/1/2041
3138EH3F7	FANNIE MAE POOL # AL1697	3,779,945.92	3,776,665.07	3,544,564.67	3,779,945.92	(3,280.85	)	—		—	—	4	3.467	MON	3,938.41	(3,938.41	)	3/22/2013	10/1/2041
3138EJPG7	FANNIE MAE POOL # AL2222	989,418.15	982,211.53	933,688.60	987,770.41	(5,558.88	)	(2,178.88	)	—	—	3	1.508	MON	2,334.22	7,140.71		8/7/2012	8/1/2027
3138LURE7	FANNIE MAE POOL # AO4084	1,901,842.61	1,901,592.62	1,790,496.13	1,901,082.97	509.65		(14,000.23	)	—	—	3.5	1.733	MON	5,222.28	6,044.59		1/24/2013	5/1/2027
3138M8HY2	FANNIE MAE POOL # AP4746	2,637,389.16	2,648,561.37	2,499,894.94	2,636,769.97	11,791.40		(619.19	)	—	—	3	2.202	MON	6,249.74	(3,541.52	)	3/13/2013	8/1/2027
3138M8YB3	FANNIE MAE POOL # AP5205	6,617,440.15	6,622,720.63	6,380,177.30	6,611,806.91	10,913.72		(16,436.05	)	—	—	2.5	1.352	MON	13,292.04	41,657.76		9/6/2012	9/1/2027
3138MCU77	FANNIE MAE POOL # AP8705	1,184,238.28	1,188,119.63	1,125,000.00	1,184,143.56	3,976.07		(94.72	)	—	—	3.5	3.102	MON	3,281.25	(1,968.75	)	3/14/2013	3/1/2043
3138MRLL3	FANNIE MAE POOL # AQ9330	3,132,381.35	3,134,969.71	2,968,422.39	3,131,985.45	2,984.26		(1,532.77	)	—	—	3.5	2.135	MON	8,657.90	871.79		2/25/2013	1/1/2043
31393RDQ0	FHLMC CMO_2613 BV	865,420.04	843,003.63	825,745.55	840,909.44	2,094.19		(11,015.94	)	—	—	5	1.114	MON	3,440.61	14,654.61		2/24/2011	7/15/2032
31394BPP3	FNMA AGENCY CMO_04-88 HA	17,961.53	18,368.05	17,369.88	17,584.80	783.25		(63.08	)	—	—	6.5	5.194	MON	94.09	314.19		1/14/2008	7/25/2034
31394DA42	FNMA CMO_05-48 AR	138,286.44	150,236.26	137,299.60	137,827.46	12,408.80		(76.18	)	—	—	5.5	5.252	MON	629.29	1,998.57		12/20/2007	2/25/2035
31394EZX9	FNMA CMO_05-65 WL	4,023,733.79	4,030,933.27	3,865,490.28	4,004,276.03	26,657.24		(43,611.45	)	—	—	5.5	1.666	MON	17,716.84	60,363.99		11/16/2012	7/25/2034
31395CQZ7	FHLMC_2825 AGENCY CMO 2825	797,255.79	785,544.52	773,917.34	788,237.11	(2,692.59	)	(10,803.15	)	—	—	5.5	2.122	MON	3,547.12	14,369.01		6/25/2012	9/15/2032



31395EC47	FHLMC CMO_2839 TS	1,767,103.13	1,760,848.39	1,644,773.13	1,764,225.54	(3,377.15	)	(2,877.59	)	—	—	5	1.572		MON	6,853.22	(2,512.85	)	3/7/2013	8/15/2019
31396CLF5	FHLMC AGENCY CMO_3054 DW	51,471.83	54,010.23	51,665.58	51,516.51	2,493.72		42.66		—	—	5.5	5.652		MON	236.80	830.97		6/17/2008	5/15/2034
31396L5J5	FNMA CMO_06-129 FA	685,746.82	682,864.26	686,175.68	685,904.80	(3,040.54	)	85.37		—	—	0.404	0.436		MON	46.23	796.20		3/23/2011	1/25/2037
31396UWM8	FHLMC AGENCY CMO 3184 FA	951,139.51	951,885.77	952,180.95	951,684.74	201.03		157.61		—	—	0.353	0.413		MON	149.47	992.91		4/23/2010	2/15/2033
31397G7M6	FHLMC CMO_R011 AB	226,807.68	226,188.07	224,910.00	224,690.46	1,497.61		(208.74	)	—	—	5.5	4.803		MON	1,030.84	6,361.23		9/4/2008	12/15/2020
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	394,465.54	394,485.21	394,434.72	394,460.11	25.10		(4.24	)	—	—	0.353	0.35		MON	61.92	373.30		7/22/2011	10/15/2020
31397JRY2	FHLMC_3345 AGENCY CMO 3345	3,106,988.40	3,107,947.52	3,106,503.00	3,106,983.42	964.10		(46.31	)	—	—	0.403	0.389		MON	556.68	375.68		2/28/2013	11/15/2036
31397MTX5	FNMA CMO_08-81 KA	1,364,433.18	1,422,707.76	1,369,139.58	1,364,515.15	58,192.61		877.89		—	—	5	5.057		MON	5,704.75	19,244.55		7/29/2008	10/25/2022
31397Y5H0	FHLMC CMO_3484 DA	1,281,125.92	1,269,189.77	1,231,481.80	1,251,577.79	17,611.98		(6,137.01	)	—	—	5	2.893		MON	5,131.18	17,753.17		6/1/2009	9/15/2022
31398T6X4	FNMA CMO 10-113 FA	2,556,862.46	2,577,687.70	2,562,869.19	2,557,655.84	20,031.86		572.92		—	—	0.604	0.676		MON	258.08	4,236.46		8/10/2011	10/25/2040
31398TX22	FNMA_10-87 AGENCY CMO_10-103 MA	3,012,024.57	2,945,086.28	2,864,332.44	2,911,014.51	34,071.77		(27,036.90	)	—	—	4	(0.032	)	MON	9,547.77	43,283.19		9/7/2011	3/25/2030
31400EGH7	FANNIE MAE POOL # 685200	154,086.89	167,328.53	155,349.07	154,347.22	12,981.31		146.70		—	—	5	5.227		MON	647.29	2,083.88		12/14/2007	3/1/2018
31400PG58	FANNIE MAE POOL # 693320	60,132.34	64,165.87	60,660.76	60,168.13	3,997.74		8.73		—	—	2.392	2.573		MON	120.92	359.22		8/10/2006	1/1/2033
31400QJ87	FANNIE MAE POOL # 694287	10,058.95	10,871.22	10,148.77	10,064.32	806.90		1.74		—	—	2.403	2.586		MON	20.32	68.82		4/2/2007	3/1/2033
31400SA33	FANNIE MAE POOL # 695826	77,968.80	84,669.16	78,607.49	78,096.74	6,572.42		51.25		—	—	5	5.23		MON	327.53	1,024.93		12/14/2007	4/1/2018
31401A3C9	FANNIE MAE POOL # 702895	163,733.07	177,803.73	165,074.32	164,015.49	13,788.24		136.74		—	—	5	5.219		MON	687.81	2,186.67		12/14/2007	4/1/2018
31401DVW8	FANNIE MAE POOL # 705429	135,177.28	143,868.36	136,753.16	135,282.51	8,585.85		23.95		—	—	2.341	2.601		MON	266.78	803.68		8/10/2006	4/1/2033
31401MKS9	FANNIE MAE POOL # 712305	1,079,884.84	1,083,666.12	1,013,976.37	1,078,470.47	5,195.65		(3,624.49	)	—	—	2.925	1.28		MON	2,471.57	7,628.04		2/23/2012	5/1/2033
31402DQB9	FANNIE MAE POOL # 725950	243,286.36	264,507.89	245,511.30	243,642.88	20,865.01		256.55		—	—	5	5.25		MON	1,022.96	3,292.61		7/17/2008	11/1/2019
31402HD32	FANNIE MAE POOL # 729222	1,305,494.97	1,376,482.61	1,319,926.46	1,306,521.63	69,960.98		1,903.15		—	—	2.33	2.526		MON	2,562.86	8,278.18		9/17/2008	7/1/2035
31402RB81	FANNIE MAE POOL # 735463	101,047.46	108,954.31	101,883.25	101,106.44	7,847.87		14.91		—	—	2.539	2.679		MON	215.57	706.07		9/28/2006	3/1/2035
31402RF87	FANNIE MAE POOL # 735591	6,114,095.93	6,387,451.80	5,891,357.76	6,106,296.25	281,155.55		(30,615.79	)	—	—	5	3.486		MON	24,547.32	80,361.54		4/30/2010	6/1/2035
31402YSV7	FANNIE MAE POOL # 742232	12,277.98	13,378.25	12,468.75	12,288.26	1,089.99		3.04		—	—	2.75	3.12		MON	28.57	93.43		4/2/2007	9/1/2033
31403C2L4	FANNIE MAE POOL # 745179	560,006.39	608,131.35	564,593.73	560,804.43	47,326.92		557.02		—	—	5	5.218		MON	2,352.48	7,571.32		12/14/2007	4/1/2019
31403DCE7	FANNIE MAE POOL # 745369	413,779.16	449,447.30	417,168.61	414,341.92	35,105.38		330.81		—	—	5	5.203		MON	1,738.20	5,525.23		12/14/2007	12/1/2019
31403DCZ0	FANNIE MAE POOL # 745388	1,023,578.50	1,111,541.15	1,031,963.18	1,025,167.85	86,373.30		1,005.32		—	—	5	5.217		MON	4,299.85	13,873.23		12/14/2007	11/1/2018
31403H3P3	FANNIE MAE POOL # 749706	693,546.84	751,373.51	702,270.36	694,095.75	57,277.76		135.67		—	—	2.844	3.112		MON	1,664.38	5,021.78		5/15/2006	11/1/2033
31403KDB6	FANNIE MAE POOL # 750798	5,184.61	5,475.13	5,265.16	5,189.00	286.13		1.11		—	—	2.55	2.914		MON	11.19	33.75		4/2/2007	12/1/2033
31403VBR9	FANNIE MAE POOL # 758848	209,007.12	226,968.46	210,719.23	209,306.72	17,661.74		189.44		—	—	5	5.227		MON	878.00	2,788.21		12/14/2007	1/1/2019
31404CLB4	FANNIE MAE POOL # 764522	26,054.55	28,309.87	26,582.04	26,086.74	2,223.13		78.45		—	—	2.397	2.821		MON	53.10	167.73		9/30/2008	6/1/2034
31404LRF9	FANNIE MAE POOL # 771886	82,724.18	87,912.31	84,107.37	82,805.89	5,106.42		190.11		—	—	2.58	2.994		MON	180.83	622.09		8/10/2006	2/1/2034
31404NBP0	FANNIE MAE POOL # 773246	113,878.75	121,620.51	114,831.84	113,933.45	7,687.06		40.01		—	—	2.506	2.656		MON	239.81	750.83		4/2/2007	2/1/2035
31404VGA0	FANNIE MAE POOL # 779693	591,817.93	637,300.20	597,418.71	592,220.99	45,079.21		120.84		—	—	2.632	2.798		MON	1,310.34	3,953.78		2/24/2006	7/1/2034
31405PAG5	FANNIE MAE POOL # 794807	150,512.55	160,194.92	150,102.79	150,467.07	9,727.85		(27.44	)	—	—	2.575	2.495		MON	322.09	1,004.97		6/30/2007	10/1/2034



31405UMM8	FANNIE MAE POOL # 799664	56,500.90	61,026.34	56,945.08	56,526.19	4,500.15	7.18		—	—	2.622	2.762	MON	124.42	375.56	4/2/2007	10/1/2034
31405UR84	FANNIE MAE POOL # 799811	203,260.25	214,982.89	202,729.11	203,198.67	11,784.22	(12.88	)	—	—	2.339	2.267	MON	395.15	1,192.35	6/30/2007	11/1/2034
31405UTZ2	FANNIE MAE POOL # 799868	14,434.31	15,457.06	14,547.75	14,440.32	1,016.74	1.97		—	—	2.529	2.678	MON	30.66	92.66	4/2/2007	11/1/2034
31406BB90	FANNIE MAE POOL # 804764	176,660.70	191,039.71	178,049.49	176,737.76	14,301.95	42.34		—	—	2.491	2.634	MON	369.60	1,123.05	4/2/2007	1/1/2035
31406BEZ9	FANNIE MAE POOL # 804852	153,405.11	165,723.11	154,611.09	153,471.28	12,251.83	66.05		—	—	2.519	2.663	MON	324.55	1,000.69	4/2/2007	12/1/2034
31406BJF8	FANNIE MAE POOL # 804962	169,857.09	183,133.32	171,192.39	169,930.19	13,203.13	31.28		—	—	2.469	2.614	MON	352.23	1,082.86	4/2/2007	1/1/2035
31406BQQ6	FANNIE MAE POOL # 805163	235,219.48	254,082.09	237,188.17	235,330.70	18,751.39	65.66		—	—	2.449	2.603	MON	484.06	1,521.22	4/2/2007	1/1/2035
31406DG67	FANNIE MAE POOL # 806721	349,409.02	373,745.30	352,155.85	349,551.01	24,194.29	175.58		—	—	2.777	2.924	MON	814.95	2,567.66	4/2/2007	11/1/2034
31406GLK3	FANNIE MAE POOL # 809530	51,832.35	56,275.49	52,199.42	51,858.68	4,416.81	78.90		—	—	2.471	2.584	MON	107.49	377.96	9/28/2006	2/1/2035
31406MYP5	FANNIE MAE POOL # 814418	152,223.26	160,658.96	153,582.48	152,300.66	8,358.30	131.43		—	—	2.259	2.427	MON	289.12	1,004.93	4/2/2007	3/1/2035
31406PKU2	FANNIE MAE POOL # 815807	267,957.26	286,548.70	270,514.38	268,152.05	18,396.65	219.44		—	—	2.381	2.543	MON	536.75	1,779.80	9/28/2006	2/1/2035
31406TLC3	FANNIE MAE POOL # 819423	349,864.83	375,304.93	352,988.80	350,044.00	25,260.93	205.96		—	—	2.688	2.847	MON	790.69	2,670.86	4/2/2007	4/1/2035
31406TTE1	FANNIE MAE POOL # 819649	2,680,599.95	2,767,247.30	2,591,516.56	2,676,055.18	91,192.12	(2,508.51	)	—	—	2.39	1.669	MON	5,161.44	16,688.04	12/4/2009	3/1/2035
31406VHE9	FANNIE MAE POOL # 821129	183,864.26	196,790.64	185,505.97	183,958.94	12,831.70	132.19		—	—	2.676	2.834	MON	413.68	1,357.66	4/2/2007	5/1/2035
31407D5R2	FANNIE MAE POOL # 828056	675,741.82	709,268.90	664,420.51	674,948.63	34,320.27	(1,334.60	)	—	—	2.749	2.393	MON	1,522.07	4,907.65	2/20/2009	6/1/2035
31407E6W8	FANNIE MAE POOL # 828985	375,291.83	403,831.51	388,212.02	376,254.03	27,577.48	937.15		—	—	2.243	2.909	MON	725.63	2,286.55	3/16/2006	8/1/2035
31407GC22	FANNIE MAE POOL # 829989	1,121,074.41	1,201,180.30	1,131,728.57	1,121,660.02	79,520.28	190.13		—	—	2.732	2.927	MON	2,576.57	7,978.58	1/20/2006	4/1/2035
31408C6D3	FANNIE MAE POOL # 847868	1,307,303.40	1,399,696.30	1,321,342.65	1,308,222.59	91,473.71	864.87		—	—	2.569	2.76	MON	2,828.77	8,944.89	5/12/2006	11/1/2035
31409UBQ7	FANNIE MAE POOL # 878547	1,004,875.72	1,094,952.46	1,012,987.54	1,005,331.20	89,621.26	131.64		—	—	2.612	2.757	MON	2,204.94	7,217.23	5/4/2006	3/1/2036
31410FU60	FANNIE MAE POOL # 888105	440,869.44	478,756.18	444,480.85	441,392.12	37,364.06	461.80		—	—	5	5.207	MON	1,852.00	5,998.64	12/14/2007	8/1/2020
31410GC35	FANNIE MAE POOL # 888490	212,148.86	221,625.15	212,629.45	212,158.98	9,466.17	73.73		—	—	2.362	2.388	MON	418.53	1,439.30	6/18/2007	5/1/2035
31410GC50	FANNIE MAE POOL # 888492	106,642.99	110,709.87	106,440.37	106,618.42	4,091.45	(22.84	)	—	—	2.355	2.279	MON	208.89	663.66	6/18/2007	5/1/2033
31410GD83	FANNIE MAE POOL # 888527	29,074.73	31,928.16	29,622.40	29,107.90	2,820.26	43.18		—	—	2.456	2.862	MON	60.63	188.68	6/18/2007	4/1/2034
31410GDC4	FANNIE MAE POOL # 888499	913,090.17	966,542.10	918,220.39	913,343.69	53,198.41	260.01		—	—	2.35	2.457	MON	1,798.18	5,591.60	2/22/2012	8/1/2033
31410GDF7	FANNIE MAE POOL # 888502	116,862.96	126,373.97	118,381.97	116,965.01	9,408.96	64.71		—	—	1.962	2.23	MON	193.55	622.80	6/18/2007	6/1/2033
31410GDL4	FANNIE MAE POOL # 888507	465,546.30	494,660.52	473,695.69	466,056.09	28,604.43	677.75		—	—	2.388	2.731	MON	942.65	2,955.30	6/18/2007	2/1/2035
31410GDM2	FANNIE MAE POOL # 888508	578,126.44	621,449.65	586,209.26	578,598.12	42,851.53	583.67		—	—	2.535	2.832	MON	1,238.37	4,125.76	6/18/2007	3/1/2034
31410GDQ3	FANNIE MAE POOL # 888511	86,222.05	93,011.90	87,005.21	86,263.57	6,748.33	34.05		—	—	2.649	2.837	MON	192.06	590.87	6/18/2007	12/1/2033
31410GDS9	FANNIE MAE POOL # 888513	126,753.94	134,888.05	127,417.69	126,783.34	8,104.71	45.45		—	—	2.475	2.574	MON	262.80	821.42	6/18/2007	2/1/2034
31410GDX8	FANNIE MAE POOL # 888518	98,900.26	105,275.09	99,218.03	98,911.02	6,364.07	23.99		—	—	2.548	2.592	MON	210.67	692.75	6/18/2007	4/1/2035
31410GDY6	FANNIE MAE POOL # 888519	58,872.41	64,155.06	59,883.37	58,937.72	5,217.34	43.91		—	—	2.534	2.86	MON	126.45	387.67	6/18/2007	1/1/2035
31410GDZ3	FANNIE MAE POOL # 888520	778,099.27	830,342.88	783,058.63	778,361.01	51,981.87	415.38		—	—	2.613	2.732	MON	1,705.11	5,277.03	6/18/2007	7/1/2033
31410GFD0	FANNIE MAE POOL # 888564	7,396,374.74	7,730,533.15	7,176,591.63	7,356,998.25	373,534.90	(27,765.80	)	—	—	5	3.831	MON	29,902.47	96,185.51	2/26/2009	10/1/2021
31410GPR8	FANNIE MAE POOL # 888832	3,963,788.56	4,238,721.86	3,811,907.84	3,957,644.53	281,077.33	(18,243.91	)	—	—	6.5	5.199	MON	20,647.83	67,016.60	1/25/2008	11/1/2037



31411DA33	FANNIE MAE POOL # 904626	836,626.92	855,806.69	832,658.78	836,262.93	19,543.76		(772.13	)	—	—	2.73	2.612		MON	1,894.30	6,261.88		12/13/2006	12/1/2036
31411GUY6	FANNIE MAE POOL # 907899	1,696,117.68	1,762,147.33	1,682,187.07	1,695,054.99	67,092.34		(208.21	)	—	—	2.404	2.209		MON	3,369.98	10,113.67		12/14/2006	1/1/2037
31411KCZ4	FANNIE MAE POOL # 910088	3,453,613.70	3,788,498.91	3,421,536.80	3,452,372.42	336,126.49		(5,596.16	)	—	—	6	5.624		MON	17,107.68	56,273.24		3/29/2007	3/1/2037
31411LEA5	FANNIE MAE POOL # 911029	260,330.36	266,863.71	245,594.68	258,254.53	8,609.18		(2,754.64	)	—	—	5.5	3.332		MON	1,125.64	3,994.98		9/29/2009	7/1/2022
31411WPJ0	FANNIE MAE POOL # 916725	1,226,059.35	1,222,906.91	1,158,709.36	1,224,700.20	(1,793.29	)	(4,309.98	)	—	—	2.444	1.312		MON	2,359.90	7,369.85		2/14/2012	10/1/2036
31412LMG2	FANNIE MAE POOL # 928359	268,092.77	274,820.93	252,917.71	266,056.11	8,764.82		(1,564.56	)	—	—	5.5	3.156		MON	1,159.21	3,622.23		9/29/2009	5/1/2022
31412LQN3	FANNIE MAE POOL # 928461	339,686.19	348,211.09	320,458.67	337,158.56	11,052.53		(2,944.66	)	—	—	5.5	3.142		MON	1,468.77	4,847.89		9/29/2009	6/1/2022
31412LVF4	FANNIE MAE POOL # 928614	2,052,965.79	2,099,227.36	1,931,918.98	2,038,439.52	60,787.84		(18,847.26	)	—	—	5.5	3.004		MON	8,854.63	29,175.47		10/21/2009	8/1/2022
31412SRH0	FANNIE MAE POOL # 933488	723,087.57	741,578.29	688,859.85	718,872.17	22,706.12		(5,628.18	)	—	—	5	3.146		MON	2,870.25	9,503.07		9/29/2009	3/1/2023
31414ARA2	FANNIE MAE POOL # 960481	1,267,125.21	1,299,887.19	1,207,145.18	1,259,794.24	40,092.95		(4,976.88	)	—	—	5	3.052		MON	5,029.77	15,728.19		9/29/2009	12/1/2022
31414CRJ9	FANNIE MAE POOL # 962289	1,664,986.04	1,707,562.90	1,586,173.07	1,655,344.54	52,218.36		(9,748.81	)	—	—	5	3.134		MON	6,609.05	21,120.01		9/29/2009	3/1/2023
31414GD22	FANNIE MAE POOL # 965521	191,336.65	196,138.52	180,506.28	189,986.62	6,151.90		(1,476.30	)	—	—	5.5	3.22		MON	827.32	2,609.38		9/29/2009	12/1/2022
31414NB45	FANNIE MAE POOL # 970859	1,833,261.02	1,877,346.48	1,743,886.82	1,824,447.44	52,899.04		(9,927.57	)	—	—	5	3.005		MON	7,266.20	23,248.80		10/21/2009	12/1/2023
31414RB79	FANNIE MAE POOL # 973562	1,384,874.76	1,408,424.43	1,306,485.62	1,375,395.70	33,028.73		(6,806.86	)	—	—	5.5	3.248		MON	5,988.06	18,905.61		9/29/2009	3/1/2023
31415MDG7	FANNIE MAE POOL # 984003	2,242,711.49	2,538,815.58	2,310,213.02	2,244,618.27	294,197.31		2,136.77		—	—	5.5	6.405		MON	10,588.48	32,144.40		7/25/2008	6/1/2038
31415MFS9	FANNIE MAE POOL # 984077	999,147.53	1,024,697.63	951,852.37	993,421.76	31,275.87		(7,463.92	)	—	—	5	3.19		MON	3,966.05	13,181.58		9/29/2009	6/1/2023
31416B4M7	FANNIE MAE POOL # 995528	2,294,461.22	2,378,022.34	2,208,535.38	2,280,417.69	97,604.65		(10,174.88	)	—	—	5	3.521		MON	9,202.23	29,310.34		3/20/2009	12/1/2021
31416B4N5	FANNIE MAE POOL # 995529	3,923,156.16	4,105,737.22	3,778,510.05	3,902,496.03	203,241.19		(20,288.08	)	—	—	5.5	4.012		MON	17,318.17	56,445.79		2/27/2009	11/1/2022
31416B4P0	FANNIE MAE POOL # 995530	1,998,268.39	2,082,720.26	1,916,229.82	1,984,974.99	97,745.27		(8,946.42	)	—	—	5.5	3.863		MON	8,782.72	27,855.07		3/20/2009	12/1/2021
31416B7J1	FANNIE MAE POOL # 995597	218,679.29	224,167.38	206,301.24	217,402.43	6,764.95		(1,687.83	)	—	—	5.5	3.254		MON	945.55	3,077.29		9/29/2009	3/1/2024
31416BLV8	FANNIE MAE POOL # 995040	848,306.67	868,706.38	806,950.46	843,771.55	24,934.83		(8,230.72	)	—	—	5	3.041		MON	3,362.29	11,423.75		10/21/2009	6/1/2023
31416BSE9	FANNIE MAE POOL # 995217	1,824,779.20	1,868,969.83	1,720,012.97	1,813,992.31	54,977.52		(13,616.75	)	—	—	5.5	3.171		MON	7,883.40	25,590.13		10/21/2009	12/1/2023
31416BSX7	FANNIE MAE POOL # 995234	3,014,872.25	3,024,315.40	2,807,797.20	2,986,663.63	37,651.77		(27,551.57	)	—	—	5	2.064		MON	11,699.16	37,708.19		11/10/2011	7/1/2019
31416CME3	FANNIE MAE POOL # 995957	3,911,826.74	4,002,178.79	3,717,665.82	3,894,130.11	108,048.68		(26,353.05	)	—	—	5	3.014		MON	15,490.27	50,469.16		9/28/2009	6/1/2024
31416MZC1	FANNIE MAE POOL # AA4338	2,698,318.75	2,696,995.09	2,507,876.85	2,697,628.98	(633.89	)	(689.77	)	—	—	4.5	2.348		MON	9,404.53	(7,837.12	)	3/21/2013	4/1/2039
31416TL49	FANNIE MAE POOL # AA9346	9,246,295.96	10,043,540.58	9,147,874.89	9,242,495.04	801,045.54		(8,666.44	)	—	—	4.5	4.16		MON	34,304.53	108,952.45		2/2/2010	8/1/2039
31417BZA8	FANNIE MAE POOL # AB5236	82,523.62	83,011.90	78,910.97	82,418.71	593.19		(355.31	)	—	—	3	1.41		MON	197.28	629.71		6/6/2012	5/1/2027
31417FQC5	FANNIE MAE POOL # AB8550	2,574,586.48	2,582,574.06	2,487,992.67	2,574,202.07	8,371.99		(384.41	)	—	—	2.5	2.009		MON	5,183.32	(2,937.21	)	3/13/2013	3/1/2028
31418AMK1	FANNIE MAE POOL # MA1261	991,696.32	1,006,211.18	942,719.11	990,894.26	15,316.92		(1,428.39	)	—	—	3	1.111		MON	2,356.80	954.78		2/13/2013	11/1/2022
31419ALC9	FANNIE MAE POOL # AE0322	2,175,838.07	2,161,793.60	2,006,536.55	2,174,048.43	(12,254.83	)	(1,789.64	)	—	—	5	2.883		MON	8,360.57	(3,622.91	)	2/26/2013	5/1/2021
31419BBT1	FANNIE MAE POOL # AE0949	4,305,558.02	4,325,583.55	4,061,248.54	4,300,951.87	24,631.68		(24,854.72	)	—	—	4	1.959		MON	13,537.50	43,420.25		5/2/2012	2/1/2041
31419ESP5	FANNIE MAE POOL # AE4125	—	—	—	—	—		(16,203.79	)	—	—	4	—		MON	7,797.74	42,692.89		11/5/2010	10/1/2040
38374C3K5	GOVERNMENT NATIONAL MORTGAGE A CMO_03-85	150,988.30	142,887.79	142,536.34	143,129.32	(241.53	)	(1,891.06	)	—	—	4.5	(0.248	)	MON	534.51	3,222.91		4/26/2011	7/20/2024
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1	420,378.47	425,293.25	420,416.42	420,391.17	4,902.08		2.97		—	—	1.84	1.85		MON	580.18	2,069.22		9/7/2011	10/7/2020



62888YAA0	NGN_11-R1 CMO_11-R1 IA		3,506,763.19	3,515,733.62	3,505,322.81	3,506,404.02	9,329.60		(202.64	)	—	—		0.653	0.643	MON	1,653.65	5,968.96		6/10/2011	1/8/2020
62889FAA0	NGN_11-R4 CMO_11R4-1A		3,339,131.74	3,346,444.44	3,339,131.74	3,339,131.74	7,312.70		—		—	—		0.583	0.584	MON	1,406.45	5,192.68		6/10/2011	3/6/2020
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A		2,224,386.28	2,235,508.21	2,224,386.28	2,224,386.28	11,121.93		—		—	—		0.583	0.584	MON	936.61	3,719.21		6/10/2011	5/7/2020
10620NAC2	BRHEA_05-2 ABS_05--2 A10		4,224,000.00	4,378,017.60	4,400,000.00	4,302,464.25	75,553.35		11,245.96		—	—		0.404	1.471	MJSD	345.73	4,677.44		2/22/2012	12/26/2019
10620NCG1	BRHEA_05-2 ABS 11-1 A2		3,748,794.81	3,843,927.92	3,800,000.00	3,767,054.07	76,873.85		2,239.85		—	—		1.088	1.338	FMAN	4,019.93	10,676.58		3/10/2011	2/25/2030
3136A4ZN2	FNMA_12-M2 AGENCY CMO 12-25		392,137.74	381,974.56	380,024.47	381,931.46	43.10		(9,357.08	)	—	—		6.5	1.578	MON	2,058.46	12,966.54		2/16/2012	6/25/2030
31398WV35	FHLMC_3629 AGENCY CMO 3654		147,944.46	147,567.03	137,863.21	145,723.01	1,844.02		(1,079.35	)	—	—		5	1.305	MON	574.43	1,874.39		2/1/2012	11/15/2028
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		1,985,255.95	1,990,973.48	1,985,255.95	1,985,255.95	5,717.53		—		—	—		0.553	0.554	MON	640.64	2,881.50		6/10/2011	12/7/2020
00037BAA0	ABB FINANCE USA INC SENIOR CORP BND		2,879,700.00	2,934,766.27	2,900,000.00	2,883,215.80	51,550.47		978.39		—	—		1.625	1.772	MN	18,719.10	—		5/3/2012	5/8/2017
00101JAA4	ADT CORP SENIOR CORP BND 144A		13,894,602.57	13,860,691.12	13,863,000.00	13,892,397.27	(31,706.15	)	(1,607.42	)	—	—		2.25	2.198	JJ	65,849.25	79,123.13		2/21/2013	7/15/2017
00206RAT9	AT&T INC CORP BND	O	1,230,939.99	1,243,705.15	700,000.00	1,194,447.85	49,257.30		(5,635.24	)	—	(35,088.35	)	5.875	3.407	APR	53,816.83	—		11/9/2011	4/28/2017
00206RAV4	AT&T INC CORP BND		5,989,142.50	5,970,063.66	5,750,000.00	5,910,877.60	59,186.06		(16,419.20	)	—	—		2.5	1.3	FA	18,368.06	71,875.00		1/19/2012	8/15/2015
00206RAW2	AT&T INC CORP BND		6,694,297.50	6,967,453.28	6,625,000.00	6,669,721.58	297,731.70		(3,402.49	)	—	—		2.95	2.723	MN	73,831.95	—		2/22/2012	5/15/2016
00206RBB7	AT&T INC SENIOR CORP BND		11,577,962.75	11,596,107.94	11,575,000.00	11,579,629.00	16,478.94		(469.82	)	—	—		0.875	0.853	FA	13,504.16	43,446.19		1/8/2013	2/13/2015
00206RBL5	AT&T INC SENIOR CORP BND		4,548,544.00	4,538,469.85	4,550,000.00	4,548,690.73	(10,220.88	)	204.76		—	—		0.8	0.811	JD	11,122.22	9,006.67		12/6/2012	12/1/2015
00206RBR2	AT&T INC CORP BND		2,498,375.00	2,496,030.63	2,500,000.00	2,498,446.00	(2,415.37	)	142.00		—	—		0.9	0.922	FA	3,062.50	3,250.00		2/7/2013	2/12/2016
00206RBS0	AT&T INC SENIOR CORP BND		8,000,000.00	8,033,040.16	8,000,000.00	8,000,000.00	33,040.16		—		—	—		0.677	0.677	FMAN	7,221.33	—		2/7/2013	2/12/2016
00287YAB5	ABBVIE INC SENIOR CORP BND 144A		10,902,166.75	11,048,896.49	10,925,000.00	10,903,909.64	144,986.85		1,089.31		—	—		1.75	1.794	MN	75,943.93	—		11/5/2012	11/6/2017
00287YAE9	ABBVIE INC SENIOR CORP BND 144A		5,000,000.00	5,072,299.95	5,000,000.00	5,000,000.00	72,299.95		—		—	—		1.056	1.072	FMAN	7,916.25	13,396.88		11/5/2012	11/6/2015
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND		1,544,936.30	1,539,940.55	1,490,000.00	1,544,067.05	(4,126.50	)	(869.25	)	—	—		2	0.893	FA	4,883.89	(3,311.11	)	3/7/2013	8/2/2016
009158AS5	AIR PRODUCTS AND CHEMICALS INC SENIOR		1,997,920.00	1,997,028.50	2,000,000.00	1,998,144.67	(1,116.17	)	104.41		—	—		1.2	1.221	AO	13,200.00	—		9/6/2012	10/15/2017
009363AN2	AIRGAS INC SENIOR CORP BND		3,993,320.00	3,997,474.68	4,000,000.00	3,993,482.95	3,991.73		162.95		—	—		1.65	1.685	FA	8,616.67	—		2/11/2013	2/15/2018
009363AP7	AIRGAS INC SENIOR CORP BND		1,648,201.50	1,641,598.18	1,650,000.00	1,648,231.35	(6,633.17	)	29.85		—	—		2.375	2.392	FA	5,116.15	—		2/11/2013	2/15/2020
010392ER5	ALABAMA POWER COMPANY CORP BND		562,380.00	559,876.42	500,000.00	560,475.40	(598.98	)	(1,904.60	)	—	—		5.2	0.809	JJ	5,488.89	(3,105.56	)	2/25/2013	1/15/2016
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND		8,314,843.50	8,304,837.94	8,325,000.00	8,316,386.47	(11,548.53	)	967.50		—	—		0.55	0.591	AO	20,985.94	4,641.39		11/8/2012	10/15/2015
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP		1,696,481.00	1,711,924.46	1,700,000.00	1,696,517.57	15,406.89		36.57		—	—		1.35	1.393	MS	1,211.25	—		3/7/2013	3/15/2018
021441AD2	ALTERA CORPORATION SENIOR CORP BND		2,920,524.75	2,983,127.09	2,925,000.00	2,921,300.43	61,826.66		214.63		—	—		1.75	1.782	MN	19,337.49	—		11/8/2012	5/15/2017
02209SAC7	ALTRIA GROUP INC CORP BND		2,111,598.00	1,885,986.00	1,800,000.00	1,873,366.43	12,619.57		(49,448.26	)	—	—		8.5	1.725	MN	59,925.00	71,825.00		3/22/2011	11/10/2013
02209SAK9	ALTRIA GROUP INC CORP BND		2,107,745.10	2,096,492.22	1,945,000.00	2,099,643.63	(3,151.41	)	(8,101.47	)	—	—		4.125	0.83	MS	4,457.30	5,802.50		2/14/2013	9/11/2015
023135AK2	AMAZON.COM INC SENIOR CORP BND		5,684,496.00	5,688,572.36	5,700,000.00	5,686,238.66	2,333.70		2,430.93		—	—		0.65	0.742	MN	12,555.84	12,101.74		11/26/2012	11/27/2015
02666QL43	AMERICAN HONDA FINANCE CORPORA UNSECURED		7,459,377.25	7,510,527.78	7,475,000.00	7,462,286.96	48,240.82		1,306.43		—	—		1	1.073	FA	10,381.95	31,145.83		9/4/2012	8/11/2015
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR		999,430.00	1,008,741.00	1,000,000.00	999,442.36	9,298.64		55.10		—	—		1.6	1.612	FA	1,716.67	6,450.00		2/12/2013	2/16/2018
035229CY7	ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP		5,556,350.00	5,379,976.65	5,000,000.00	5,238,302.34	141,674.31		(32,337.87	)	—	—		5	2.267	JJ	52,777.78	125,000.00		9/23/2010	1/15/2015
03523TAM0	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		519,436.80	509,203.68	480,000.00	507,335.96	1,867.72		(3,755.68	)	—	—		4.125	0.91	JJ	4,180.00	9,900.00		6/7/2012	1/15/2015



03523TAT5	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		5,807,754.00	5,718,474.02	5,400,000.00	5,731,821.60	(13,347.58	)	(39,958.93	)	—	—	3.625	0.588	AO	90,262.50	—		10/9/2012	4/15/2015
03523TBC1	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		3,500,000.00	3,510,675.00	3,500,000.00	3,500,000.00	10,675.00		—		—	—	0.851	0.854	JAJO	5,209.31	7,637.36		1/24/2011	1/27/2014
03523TBK3	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		4,231,344.70	4,228,270.98	4,210,000.00	4,228,374.41	(103.43	)	(2,970.29	)	—	—	0.665	0.329	JAJO	5,988.14	(77.77	)	1/10/2013	7/14/2014
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR		20,262,224.00	20,403,170.73	20,225,000.00	20,262,157.17	141,013.56		(1,672.81	)	—	—	1.375	1.33	JJ	58,708.69	114,441.07		2/11/2013	7/15/2017
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND		2,747,631.25	2,704,558.65	2,275,000.00	2,705,101.17	(542.52	)	(20,673.28	)	—	—	5.45	1.478	MS	5,510.56	61,993.75		9/25/2012	3/15/2018
05252EAB9	AUSTRALIA & NEW ZEALAND BANKIN LOCAL	E	9,480,810.00	9,579,324.91	9,500,000.00	9,484,255.22	95,069.69		1,543.32		—	—	1	1.067	AO	52,777.77	—		9/4/2012	10/6/2015
05253JAB7	AUSTRALIA & NEW ZEALAND BANKIN SENIOR	E	8,890,299.00	8,918,520.19	8,900,000.00	8,890,722.78	27,797.41		627.14		—	—	0.9	0.937	FA	10,902.50	5,375.00		2/6/2013	2/12/2016
06051GDX4	BANK OF AMERICA CORP CORP BND		2,290,332.00	2,539,771.52	2,200,000.00	2,275,808.39	263,963.13		(3,246.81	)	—	—	5.65	4.876	MN	51,791.67	—		2/3/2012	5/1/2018
06051GEG0	BANK OF AMERICA CORP CORP BND		8,495,370.00	8,465,159.28	8,000,000.00	8,467,107.94	(1,948.66	)	(27,037.72	)	—	—	3.625	1.597	MS	11,277.78	71,493.06		2/8/2013	3/17/2016
06051GEQ8	BANK OF AMERICA CORP CORP BND		7,577,808.00	8,186,028.93	7,600,000.00	7,582,021.67	604,007.26		1,029.36		—	—	3.875	3.94	MS	7,362.51	147,250.00		3/19/2012	3/22/2017
06051GES4	BANK OF AMERICA CORP SENIOR CORP BND MTN		8,988,050.00	8,966,647.53	9,000,000.00	8,988,793.68	(22,146.15	)	743.68		—	—	1.25	1.296	JJ	25,000.00	(9,722.22	)	3/18/2013	1/11/2016
06051GET2	BANK OF AMERICA CORP SENIOR CORP BND MTN		6,446,761.00	6,419,659.33	6,450,000.00	6,446,761.00	(27,101.67	)	—		—	—	2	2.011	JJ	28,666.66	(26,166.66	)	3/26/2013	1/11/2018
06406HBN8	BANK OF NEW YORK MELLON CORP/T CORP BND		2,107,880.00	2,088,956.90	2,000,000.00	2,067,981.19	20,975.71		(9,317.33	)	—	—	3.1	1.175	JJ	13,088.89	31,000.00		3/1/2012	1/15/2015
06406HBQ1	BANK OF NEW YORK MELLON CORP/T CORP BND		2,996,130.00	3,148,259.34	3,000,000.00	2,998,216.12	150,043.22		192.62		—	—	2.95	2.978	JD	25,320.84	—		6/11/2010	6/18/2015
06406HCA5	BANK OF NEW YORK MELLON CORP BND MTN		1,497,285.00	1,569,196.37	1,500,000.00	1,497,949.82	71,246.55		127.73		—	—	2.4	2.438	JJ	7,400.00	18,000.00		11/17/2011	1/17/2017
06406HCC1	BANK OF NEW YORK MELLON CORP/T CORP BND		6,993,630.00	7,073,136.00	7,000,000.00	6,995,957.10	77,178.90		520.26		—	—	1.2	1.231	FA	9,566.67	42,000.00		2/13/2012	2/20/2015
06406HCD9	BANK OF NEW YORK MELLON CORP/T SENIOR		7,646,625.50	7,641,022.88	7,650,000.00	7,647,288.51	(6,265.63	)	344.81		—	—	0.7	0.714	AO	23,205.00	(5,874.17	)	2/13/2013	10/23/2015
06406HCE7	BANK OF NEW YORK MELLON CORP/T SENIOR		2,995,710.00	2,999,443.14	3,000,000.00	2,996,055.74	3,387.40		213.37		—	—	1.3	1.328	JJ	16,900.00	—		10/18/2012	1/25/2018
06406HCF4	BANK OF NEW YORK MELLON CORP/T SENIOR		9,682,015.50	9,682,546.02	9,675,000.00	9,681,827.68	718.34		(187.82	)	—	—	0.532	0.512	JAJO	9,722.30	4,261.18		3/1/2013	10/23/2015
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR		8,594,926.00	8,598,438.41	8,600,000.00	8,595,044.54	3,393.87		118.54		—	—	0.7	0.72	MS	4,180.56	—		3/4/2013	3/4/2016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR		16,000,000.00	16,023,199.52	16,000,000.00	16,000,000.00	23,199.52		—		—	—	0.723	0.723	MJSD	8,355.82	—		3/4/2013	3/6/2018
06417FBG4	BANK OF NOVA SCOTIA (HOUSTON B SENIOR		5,000,000.00	5,005,765.00	5,000,000.00	5,000,000.00	5,765.00		—		—	—	0.721	0.848	MJSD	2,101.75	9,368.75		9/14/2012	9/11/2015
071813AZ2	BAXTER INTERNATIONAL INC. CORP BND		4,010,640.00	4,126,131.60	4,000,000.00	4,002,104.67	124,026.93		(554.97	)	—	—	4	3.941	MS	13,333.34	80,000.00		2/23/2009	3/1/2014
07385TAJ5	BEAR STEARNS CO INC CORP BND		325,959.90	323,661.19	300,000.00	308,889.80	14,771.39		(1,316.18	)	—	—	5.7	3.797	MN	6,460.00	—		10/29/2009	11/15/2014
073928S46	BEAR STEARNS CO INC CORP BND MTN		3,683,076.60	3,696,429.93	3,730,000.00	3,685,757.02	10,672.91		2,680.42		—	—	0.679	1.029	FMAN	2,744.13	3,125.38		1/4/2013	11/21/2016
075887BB4	BECTON DICKINSON AND COMPANY CORP BND		1,249,587.50	1,276,110.75	1,250,000.00	1,249,699.23	26,411.52		20.05		—	—	1.75	1.757	MN	8,689.24	—		11/8/2012	11/8/2016
079860AG7	BELLSOUTH CORPORATION CORP BND		1,257,904.09	1,224,327.47	1,149,000.00	1,193,764.31	30,563.16		(7,479.91	)	—	—	5.2	2.452	MS	2,655.47	29,874.00		7/6/2011	9/15/2014
097014AK0	BOEING CAPITAL CORPORATION CORP BND		348,762.80	348,654.21	334,000.00	348,295.47	358.74		(467.33	)	—	—	3.25	0.51	AO	4,643.53	(4,100.78	)	3/8/2013	10/27/2014
10138MAD7	BOTTLING GROUP LLC CORP BND		1,530,340.01	1,612,173.11	1,500,000.00	1,513,320.04	98,853.07		(1,431.71	)	—	—	4.125	3.702	JD	18,218.75	—		2/19/2010	6/15/2015
10138MAH8	BOTTLING GROUP LLC CORP BND		9,826,255.00	9,009,561.66	8,500,000.00	8,766,655.78	242,905.88		(67,668.81	)	—	—	6.95	3.574	MS	26,255.56	295,375.00		2/5/2009	3/15/2014
110122AL2	BRISTOL MYERS SQUIBB CO CORP BND		6,916,260.00	6,617,780.00	6,500,000.00	6,537,888.38	79,891.62		(24,646.57	)	—	—	5.25	3.67	FA	43,604.17	170,625.00		3/5/2009	8/15/2013
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND		1,295,697.00	1,288,303.35	1,300,000.00	1,295,945.57	(7,642.22	)	205.76		—	—	1	1.067	JJ	3,936.11	—		12/10/2012	1/15/2018
126650AV2	CVS CAREMARK CORP CORP BND		1,772,741.60	1,741,539.44	1,640,000.00	1,737,089.94	4,449.50		(16,433.82	)	—	—	4.875	0.772	MS	3,553.33	39,975.00		9/13/2012	9/15/2014
126650BE9	CVS CAREMARK CORP CORP BND		2,334,389.12	2,320,933.13	1,988,000.00	2,322,018.68	(1,085.55	)	(12,370.44	)	—	—	6.125	1.046	FA	15,558.86	338.24		2/11/2013	8/15/2016



126650BT6	CVS CAREMARK CORP CORP BND		2,381,040.00	2,362,473.38	2,250,000.00	2,368,210.63	(5,737.25	)	(12,829.37	)	—	—	3.25	0.759	MN	27,015.62	(9,953.12	)	1/2/2013	5/18/2015
14170TAF8	CAREFUSION CORP CORP BND		6,453,470.60	6,179,581.73	5,860,000.00	6,087,244.06	92,337.67		(41,368.72	)	—	—	5.125	2.165	FA	50,054.17	150,162.50		9/12/2011	8/1/2014
149123BY6	CATERPILLAR INC SENIOR CORP BND		7,198,488.00	7,256,468.59	7,200,000.00	7,198,868.97	57,599.62		123.72		—	—	0.95	0.957	JD	18,050.00	—		6/21/2012	6/26/2015
14912L4U2	CATERPILLAR FINANCIAL SERVICES CORP BND		4,219,068.00	4,210,406.08	4,200,000.00	4,207,049.72	3,356.36		(1,737.04	)	—	—	0.598	0.37	JAJO	6,209.24	7,055.21		7/12/2011	4/1/2014
14912L5J6	CATERPILLAR FINANCIAL SERVICES SENIOR		8,235,950.00	8,249,628.60	8,240,000.00	8,236,267.40	13,361.20		251.82		—	—	1.25	1.26	MN	41,486.11	(14,598.61	)	2/22/2013	11/6/2017
14912L5M9	CATERPILLAR FINANCIAL SERVICES SENIOR		7,000,000.00	7,006,089.86	7,000,000.00	7,000,000.00	6,089.86		—		—	—	0.527	0.527	FMAN	3,276.62	—		2/25/2013	2/26/2016
14912L5N7	CATERPILLAR FINANCIAL SERVICES SENIOR		2,896,404.00	2,895,322.07	2,900,000.00	2,896,508.12	(1,186.05	)	104.12		—	—	0.7	0.742	FA	1,748.06	—		2/25/2013	2/26/2016
17275RAG7	CISCO SYSTEMS INC CORP BND		3,989,840.00	4,162,321.48	4,000,000.00	3,996,530.34	165,791.14		515.97		—	—	2.9	2.955	MN	43,177.78	—		11/9/2009	11/17/2014
17275RAJ1	CISCO SYSTEMS INC CORP BND		509,680.00	506,075.94	500,000.00	503,710.28	2,365.66		(961.35	)	—	—	1.625	0.84	MS	383.68	4,062.50		9/12/2011	3/14/2014
17275RAL6	CISCO SYSTEMS INC CORP BND		8,300,000.00	8,322,908.75	8,300,000.00	8,300,000.00	22,908.75		—		—	—	0.531	0.559	MJSD	2,204.07	11,609.63		3/9/2011	3/14/2014
172967FD8	CITIGROUP INC CORP BND		7,263,772.50	7,346,095.57	6,850,000.00	7,067,411.22	278,684.35		(24,424.18	)	—	—	4.75	3.198	MN	119,304.17	—		5/24/2011	5/19/2015
172967FH9	CITIGROUP INC CORP BND		5,734,954.68	5,933,824.81	5,486,000.00	5,677,484.39	256,340.42		(16,731.03	)	—	—	4.587	3.229	JD	74,094.83	—		5/16/2012	12/15/2015
172967FS5	CITIGROUP INC CORP BND		4,326,000.00	4,305,080.88	4,000,000.00	4,323,325.67	(18,244.79	)	(2,674.33	)	—	—	3.953	1.365	JD	46,557.56	(42,604.56	)	3/19/2013	6/15/2016
172967GG0	CITIGROUP INC SENIOR CORP BND		1,993,720.00	1,996,916.96	2,000,000.00	1,993,924.00	2,992.96		204.00		—	—	1.25	1.361	JJ	5,625.00	(3,194.44	)	2/21/2013	1/15/2016
172967GP0	CITIGROUP INC SENIOR CORP BND		9,988,200.00	10,004,020.70	10,000,000.00	9,988,237.95	15,782.75		37.95		—	—	1.3	1.34	AO	1,444.44	—		3/22/2013	4/1/2016
191216AL4	COCA-COLA COMPANY (THE) CORP BND		5,101,681.25	5,277,657.50	5,125,000.00	5,120,246.04	157,411.46		1,299.24		—	—	3.625	3.724	MS	8,256.95	160,557.30		2/22/2012	3/15/2014
191216AP5	COCA-COLA COMPANY (THE) CORP BND		997,700.00	1,022,159.12	1,000,000.00	998,772.16	23,386.96		113.90		—	—	1.5	1.548	MN	5,666.67	—		11/4/2010	11/15/2015
191216AU4	COCA-COLA COMPANY (THE) CORP BND		4,956,450.37	5,065,440.80	4,900,000.00	4,941,350.94	124,089.86		(12,025.58	)	—	—	1.8	1.649	MS	7,350.00	84,100.00		12/14/2011	9/1/2016
191216AX8	COCA-COLA COMPANY (THE) SENIOR CORP BND		3,372,274.05	3,381,543.89	3,365,000.00	3,372,693.34	8,850.55		(174.37	)	—	—	0.75	0.631	MS	1,261.88	7,755.94		2/27/2013	3/13/2015
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND		4,989,200.00	5,003,923.05	5,000,000.00	4,989,338.47	14,584.58		241.04		—	—	1.15	1.194	AO	4,152.78	3,194.44		2/28/2013	4/1/2018
191219BV5	COCA-COLA ENTERPRISES INC CORP BND		2,263,968.00	2,241,829.32	2,100,000.00	2,240,820.22	1,009.10		(18,091.10	)	—	—	4.25	0.719	MS	7,437.50	44,625.00		12/4/2012	3/1/2015
19416QDW7	COLGATE-PALMOLIVE CO CORP BND MTN		4,433,134.50	4,461,039.43	4,450,000.00	4,440,898.16	20,141.27		1,386.16		—	—	0.6	0.727	MN	10,086.66	—		11/3/2011	11/15/2014
20030NAB7	COMCAST CORPORATION CORP BND		5,868,400.00	5,513,034.45	5,000,000.00	5,372,029.85	141,004.60		(50,499.58	)	—	—	6.5	2.235	JJ	68,611.12	162,500.00		9/24/2010	1/15/2015
20030NAJ0	COMCAST CORPORATION CORP BND		4,575,020.00	4,504,553.84	4,000,000.00	4,519,622.38	(15,068.54	)	(33,066.88	)	—	—	5.85	0.832	MN	88,400.00	(33,475.00	)	2/25/2013	11/15/2015
202795HH6	COMMONWEALTH EDISON COMPANY SECURED CORP		3,126,706.50	3,071,535.35	2,850,000.00	3,050,812.63	20,722.72		(24,004.64	)	—	—	4.7	1.191	AO	61,765.83	—		6/14/2012	4/15/2015
20825CAT1	CONOCOPHILLIPS CORP BND		3,546,840.50	3,801,181.07	3,550,000.00	3,549,032.73	252,148.34		128.49		—	—	4.6	4.616	JJ	34,474.45	81,650.00		5/18/2009	1/15/2015
20826FAB2	CONOCOPHILLIPS CO SENIOR CORP BND		4,865,113.35	4,861,838.80	4,885,000.00	4,865,820.32	(3,981.52	)	1,103.12		—	—	1.05	1.136	JD	16,242.63	10,580.21		2/14/2013	12/15/2017
209111EW9	CONSOLIDATED EDISON CO OF NEW CORP BND		436,497.60	419,726.47	400,000.00	408,731.28	10,995.19		(2,106.21	)	—	—	5.55	3.313	AO	11,100.00	—		10/29/2009	4/1/2014
209615CA9	CONSOLIDATED NATURAL GAS CO CORP BND		1,532,005.97	1,535,001.99	1,433,000.00	1,528,165.12	6,836.87		(3,840.85	)	—	—	5	0.97	JD	23,883.33	(19,106.67	)	3/4/2013	12/1/2014
22160KAE5	COSTCO WHSLE CORP SENIOR CORP BND		4,574,085.00	4,585,718.45	4,575,000.00	4,574,141.63	11,576.82		46.92		—	—	1.125	1.129	JD	16,298.44	—		12/28/2012	12/15/2017
224044BM8	COX COMMUNICATIONS INC CORP BND		2,439,669.57	2,403,418.28	2,223,000.00	2,392,179.30	11,238.98		(24,318.19	)	—	—	5.45	0.942	JD	35,672.98	—		11/21/2012	12/15/2014
22546QAE7	CREDIT SUISSE FIRST BOSTON CORP BND	E	1,996,820.00	2,105,895.70	2,000,000.00	1,998,676.74	107,218.96		159.33		—	—	3.5	3.535	MS	1,555.56	35,000.00		3/18/2010	3/23/2015
22546QAH0	CREDIT SUISSE NEW YORK NY CORP BND	E	1,997,580.00	2,026,440.00	2,000,000.00	1,999,349.73	27,090.27		203.10		—	—	2.2	2.242	JJ	9,411.11	22,000.00		1/11/2011	1/14/2014
23311VAC1	DCP MIDSTREAM OPERATING LP SENIOR CORP		2,956,525.25	3,007,234.01	2,975,000.00	2,957,719.95	49,514.06		864.03		—	—	2.5	2.633	JD	25,618.06	—		11/19/2012	12/1/2017



233851AM6	DAIMLER FINANCE NORTH AMERICA SENIOR	2,000,000.00	2,007,619.94	2,000,000.00	2,000,000.00	7,619.94		—		—	—	1.085	1.249	JAJO	4,882.50	5,776.83		4/2/2012	4/10/2014
233851AN4	DAIMLER FINANCE NORTH AMERICA SENIOR	7,062,140.00	7,077,402.57	7,000,000.00	7,059,594.82	17,807.75		(2,821.58	)	—	—	1.65	1.223	AO	54,862.50	(30,937.50	)	2/20/2013	4/10/2015
233851AQ7	DAIMLER FINANCE NORTH AMERICA SENIOR	5,989,080.00	6,021,120.78	6,000,000.00	5,991,466.42	29,654.36		890.48		—	—	1.3	1.362	JJ	13,216.66	39,000.00		7/25/2012	7/31/2015
233851AU8	DAIMLER FINANCE NORTH AMERICA SENIOR	9,814,268.90	9,911,359.66	9,830,000.00	9,815,159.69	96,199.97		890.79		—	—	1.875	1.908	JJ	40,958.34	(5,156.25	)	2/11/2013	1/11/2018
235851AJ1	DANAHER CORPORATION CORP BND	1,400,000.00	1,400,601.99	1,400,000.00	1,400,000.00	601.99		—		—	—	0.532	0.496	MJSD	227.62	1,960.00		6/20/2011	6/21/2013
235851AL6	DANAHER CORPORATION CORP BND	3,993,600.00	4,189,970.09	4,000,000.00	3,995,784.58	194,185.51		310.85		—	—	2.3	2.334	JD	25,044.45	—		6/20/2011	6/23/2016
24422ERD3	JOHN DEERE CAPITAL CORP CORP BND MTN	1,900,780.90	1,901,197.08	1,900,000.00	1,900,112.13	1,084.95		(96.06	)	—	—	0.454	0.328	JAJO	1,821.04	2,380.44		7/7/2011	7/15/2013
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND	10,272,020.25	10,372,556.50	10,275,000.00	10,272,671.08	99,885.42		141.60		—	—	1.4	1.406	MS	6,393.33	71,925.00		2/22/2012	3/15/2017
24422ERU5	JOHN DEERE CAPITAL CORP CORP BND	5,000,000.00	5,007,450.10	5,000,000.00	5,000,000.00	7,450.10		—		—	—	0.451	0.699	JAJO	4,134.17	5,944.86		6/26/2012	4/25/2014
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP	634,326.90	634,008.88	635,000.00	634,368.68	(359.80	)	41.78		—	—	0.75	0.786	JJ	899.59	—		1/17/2013	1/22/2016
24422ESB6	JOHN DEERE CAPITAL CORP CORP BND MTN	4,988,450.00	5,023,043.80	5,000,000.00	4,988,577.44	34,466.36		127.44		—	—	1.3	1.348	MS	3,611.11	—		3/6/2013	3/12/2018
24702RAP6	DELL INC CORP BND	3,767,192.00	3,700,000.00	3,700,000.00	3,742,686.18	(42,686.18	)	(4,131.61	)	—	—	3.1	2.697	AO	57,350.00	28,713.76		3/22/2013	4/1/2016
25459HAV7	DIRECTV HOLDINGS LL/DIR TV FIN CORP BND	5,665,268.75	5,796,125.12	5,525,000.00	5,642,781.91	153,343.21		(5,013.83	)	—	—	3.125	2.348	FA	22,061.63	53,168.41		2/21/2013	2/15/2016
25459HAY1	DIRECTV HOLDINGS LLC/DIRECTV F SENIOR	12,368,532.75	12,469,491.50	11,745,000.00	12,288,113.10	181,378.40		(45,020.09	)	—	—	3.5	1.853	MS	34,256.25	205,537.50		10/16/2012	3/1/2016
25459HBE4	DIRECTV HOLDINGS LLC/DIRECTV F SENIOR	2,996,986.10	3,081,885.00	3,000,000.00	2,997,557.93	84,327.07		145.21		—	—	2.4	2.422	MS	3,200.00	36,000.00		5/15/2012	3/15/2017
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP	11,496,881.75	11,546,788.36	11,575,000.00	11,501,580.34	45,208.02		4,192.59		—	—	1.1	1.24	JD	42,795.35	2,752.91		2/11/2013	12/1/2017
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND	1,423,418.25	1,499,017.98	1,425,000.00	1,424,093.23	74,924.75		77.32		—	—	2.9	2.924	JJ	8,724.17	20,662.50		1/6/2011	1/15/2016
263534BQ1	EI DU PONT DE NEMOURS & CO CORP BND	2,202,898.00	2,194,782.09	1,900,000.00	2,192,993.97	1,788.12		(9,904.03	)	—	—	5.25	1.003	JD	29,370.83	(16,347.92	)	2/11/2013	12/15/2016
263534BU2	EI DU PONT DE NEMOURS & CO CORP BND	5,332,122.00	5,344,366.25	5,275,000.00	5,280,610.63	63,755.62		(4,793.26	)	—	—	5	4.628	JJ	55,680.55	131,875.00		12/21/2009	7/15/2013
263534CH0	EI DU PONT DE NEMOURS & CO CORP BND	11,692,469.20	11,708,621.27	11,660,000.00	11,675,301.51	33,319.76		(3,840.94	)	—	—	0.704	0.627	MJSD	1,596.35	21,043.06		6/25/2012	3/25/2014
264399EM4	DUKE ENERGY CORP CORP BND	5,868,267.80	5,682,058.89	5,095,000.00	5,639,094.89	42,964.00		(53,037.87	)	—	—	5.3	0.966	AO	135,017.50	—		3/1/2012	10/1/2015
26441CAE5	DUKE ENERGY CORP CORP BND	1,052,000.00	1,049,956.59	1,000,000.00	1,049,228.46	728.13		(2,771.54	)	—	—	3.35	0.862	AO	16,750.00	(12,934.72	)	2/14/2013	4/1/2015
26442EAB6	DUKE ENERGY OHIO INC CORP BND	774,868.25	777,704.75	775,000.00	774,991.96	2,712.79		34.07		—	—	2.1	2.105	JD	4,792.08	12,372.50		12/14/2009	6/15/2013
26882PAS1	ERAC USA FINANCE COMPANY CORP BND 144A	1,640,475.00	1,640,384.45	1,500,000.00	1,562,363.24	78,021.21		(7,137.67	)	—	—	5.6	3.512	MN	35,000.00	—		5/27/2010	5/1/2015
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND	822,228.00	854,747.89	825,000.00	822,660.57	32,087.32		131.57		—	—	2.4	2.472	JD	6,600.00	—		5/29/2012	6/1/2017
278058DG4	EATON CORPORATION CORP BND	2,655,050.00	2,626,672.93	2,500,000.00	2,620,444.16	6,228.77		(30,829.29	)	—	—	5.95	0.935	MS	4,545.14	74,375.00		12/18/2012	3/20/2014
278642AB9	EBAY INC. CORP BND	5,854,861.76	5,950,903.34	5,808,000.00	5,859,647.10	91,256.24		(73.27	)	—	—	1.625	1.265	AO	43,519.67	(14,715.28	)	3/26/2013	10/15/2015
278642AG8	EBAY INC. SENIOR CORP BND	6,367,171.65	6,348,929.40	6,300,000.00	6,361,307.56	(12,378.16	)	(3,464.05	)	—	—	1.35	1.117	JJ	17,955.00	40,398.76		11/8/2012	7/15/2017
285661AD6	HP ENTERPRISE SERVICES LLC CORP BND	4,501,240.00	4,067,880.00	4,000,000.00	4,053,593.21	14,286.79		(39,182.29	)	—	—	6	1.985	FA	40,000.00	120,000.00		4/30/2010	8/1/2013
293791AN9	ENTERPRISE PROD OPER LP CORP BND	1,193,423.00	1,183,301.80	1,100,000.00	1,181,203.73	2,098.07		(12,219.27	)	—	—	5.6	0.765	AO	28,404.44	(14,031.12	)	1/2/2013	10/15/2014
293791AR0	ENTERPRISE PROD OPER LP CORP BND	4,324,320.00	4,311,206.68	4,000,000.00	4,319,821.56	(8,614.88	)	(4,498.44	)	—	—	5	0.784	MS	16,666.66	(11,666.66	)	3/19/2013	3/1/2015
29379VAX1	ENTERPRISE PROD OPER LP SENIOR CORP BND	5,475,819.75	5,525,377.01	5,475,000.00	5,475,649.27	49,727.74		(66.85	)	—	—	1.25	1.245	FA	9,125.01	34,218.75		8/6/2012	8/13/2015
30219GAD0	ARISTOTLE HOLDING INC SENIOR CORP BND	4,067,024.68	4,295,053.44	4,100,000.00	4,068,688.44	226,365.00		1,663.76		—	—	2.65	1.732	FA	13,883.06	9,355.97		1/14/2013	2/15/2017
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND	349,184.50	353,410.92	350,000.00	349,267.16	4,143.76		39.22		—	—	2	2.049	AO	3,694.44	—		9/18/2012	10/1/2017



302570BC9	NEXTERA ENERGY CAPITAL HOLDING CORP BND	7,402,175.00	7,120,602.43	6,050,000.00	6,714,116.97	406,485.46		(57,745.80	)	—	—	7.875	3.581	JD	140,284.38	—		2/17/2010	12/15/2015
337738AH1	FISERV INC CORP BND	1,578,345.00	1,574,840.48	1,500,000.00	1,575,461.14	(620.66	)	(2,883.86	)	—	—	3.125	1.08	AO	23,437.50	(18,880.21	)	2/21/2013	10/1/2015
337738AK4	FISERV INC CORP BND	527,600.00	526,032.22	500,000.00	527,150.11	(1,117.89	)	(449.89	)	—	—	3.125	1.386	JD	4,600.69	(3,776.04	)	3/7/2013	6/15/2016
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND	4,772,675.81	4,762,790.40	4,771,000.00	4,772,938.61	(10,148.21	)	171.31		—	—	0.65	0.634	MN	11,284.74	(4,777.50	)	3/21/2013	11/15/2015
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND	2,834,467.50	2,856,298.30	2,850,000.00	2,836,038.90	20,259.40		747.81		—	—	1.375	1.489	MS	1,741.67	18,614.07		11/8/2012	9/15/2017
35671DAW5	FREEPORT-MCMORAN COPPER & GOLD SENIOR	3,345,980.00	3,389,844.90	3,350,000.00	3,346,861.99	42,982.91		189.20		—	—	2.15	2.175	MS	6,002.09	36,012.50		2/8/2012	3/1/2017
35671DBE4	FREEPORT-MCMORAN COPPER & GOLD SENIOR	4,919,508.00	4,936,281.51	4,920,000.00	4,919,513.80	16,767.71		5.80		—	—	2.375	2.377	MS	7,790.00	—		2/28/2013	3/15/2018
361448AP8	GATX CORP SENIOR CORP BND	1,974,772.80	1,991,826.80	1,980,000.00	1,974,801.42	17,025.38		28.62		—	—	2.375	2.426	JJ	1,567.50	—		3/14/2013	7/30/2018
369550AQ1	GENERAL DYNAMICS CORP CORP BND	1,149,579.40	1,139,156.86	1,090,000.00	1,142,671.90	(3,515.04	)	(3,918.39	)	—	—	2.25	0.76	JJ	5,177.50	12,262.50		10/18/2012	7/15/2016
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND	12,377,310.88	12,365,832.47	12,463,000.00	12,382,830.41	(16,997.94	)	3,605.61		—	—	1	1.143	MN	50,198.20	(4,932.69	)	2/21/2013	11/15/2017
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND	2,774,250.75	2,783,561.57	2,775,000.00	2,774,368.86	9,192.71		111.47		—	—	0.85	0.859	AO	11,269.58	30,261.18		12/28/2012	10/9/2015
36962G3T9	GENERAL ELECTRIC CAP CORP CORP BND	104,630.90	100,353.00	100,000.00	100,115.17	237.83		(345.50	)	—	—	4.8	3.387	MN	2,000.00	—		10/29/2009	5/1/2013
36962G4D3	GENERAL ELECTRIC CAP CORP CORP BND MTN	261,337.50	303,466.28	250,000.00	258,044.40	45,421.88		(261.45	)	—	—	6	5.395	FA	2,250.00	7,500.00		10/29/2009	8/7/2019
36962G4T8	GENERAL ELECTRIC CAP CORP CORP BND	7,243,470.00	7,802,700.85	7,550,000.00	7,378,972.84	423,728.01		15,597.50		—	—	2.25	3.162	MN	67,006.26	—		2/22/2012	11/9/2015
36962G5M2	GENERAL ELECTRIC CAP CORP CORP BND MTN	1,648,284.00	1,691,576.43	1,650,000.00	1,648,972.45	42,603.98		141.08		—	—	2.15	2.186	JJ	8,080.41	17,737.50		12/28/2012	1/9/2015
36962G6K5	GENERAL ELECTRIC CAP CORP SENIOR CORP	10,011,950.00	9,998,281.90	10,000,000.00	10,012,059.07	(13,777.17	)	(35.20	)	—	—	1.6	1.573	MN	58,222.22	(21,333.33	)	2/21/2013	11/20/2017
36962G6M1	GENERAL ELECTRIC CAP CORP SECURED CORP	1,265,636.06	1,265,821.99	1,258,000.00	1,265,302.07	519.92		(333.99	)	—	—	1	0.782	JD	3,808.94	(2,201.50	)	2/12/2013	12/11/2015
36962G6N9	GENERAL ELECTRIC CAP CORP SECURED CORP	2,000,000.00	2,016,660.00	2,000,000.00	2,000,000.00	16,660.00		—		—	—	0.881	0.899	MJSD	1,326.78	4,501.91		12/5/2012	12/11/2015
36962G6R0	GENERAL ELECTRIC CAP CORP SENIOR CORP	13,762,637.93	13,764,609.37	13,767,000.00	13,763,522.52	1,086.85		2,435.42		—	—	1	1.009	JJ	31,740.58	7,972.22		2/11/2013	1/8/2016
370334BQ6	GENERAL MILLS INC SENIOR CORP BND	5,806,100.00	5,809,958.60	5,800,000.00	5,805,918.52	4,040.08		(181.48	)	—	—	0.601	0.565	JAJO	5,804.83	(545.87	)	2/26/2013	1/29/2016
373334JM4	GEORGIA POWER COMPANY CORP BND	13,105,434.50	12,015,693.50	11,650,000.00	11,897,235.03	118,458.47		(104,420.65	)	—	—	6	2.311	MN	291,250.00	—		4/9/2010	11/1/2013
373334JV4	GEORGIA POWER COMPANY CORP BND	3,399,082.00	3,612,894.30	3,400,000.00	3,399,419.66	213,474.64		44.84		—	—	3	3.006	AO	47,033.33	—		4/12/2011	4/15/2016
373334KB6	GEORGIA POWER COMPANY SENIOR CORP BND	1,670,000.00	1,670,795.35	1,670,000.00	1,670,000.00	795.35		—		—	—	0.6	0.6	MJSD	473.25	—		3/12/2013	3/15/2016
377372AC1	GLAXOSK CAP INC CORP BND	2,574,349.50	2,488,117.77	2,475,000.00	2,478,171.70	9,946.07		(6,487.59	)	—	—	4.85	3.776	MN	45,347.50	—		6/5/2009	5/15/2013
377372AD9	GLAXOSK CAP INC CORP BND	4,834,520.00	4,838,775.64	4,000,000.00	4,819,405.14	19,370.50		(15,114.86	)	—	—	5.65	1.483	MN	85,377.78	(62,777.78	)	2/20/2013	5/15/2018
377372AG2	GLAXOSK CAP INC SENIOR CORP BND	9,088,170.00	9,106,324.14	9,100,000.00	9,088,318.63	18,005.51		148.63		—	—	0.7	0.744	MS	2,300.28	—		3/13/2013	3/18/2016
38141EA33	GOLDMAN SACHS GROUP INC/THE CORP BND	5,133,795.50	5,116,219.36	4,850,000.00	4,993,819.06	122,400.30		(32,306.64	)	—	—	6	3.191	MN	121,250.00	—		6/14/2012	5/1/2014
38141EA74	GOLDMAN SACHS GROUP INC/THE CORP BND	2,262,884.00	2,336,408.80	2,212,000.00	2,248,886.91	87,521.89		(3,803.12	)	—	—	3.7	2.949	FA	13,640.67	40,922.00		10/17/2012	8/1/2015
38141EB32	GOLDMAN SACHS GROUP INC/THE SENIOR CORP	2,017,500.00	2,015,728.46	2,000,000.00	2,016,904.37	(1,175.91	)	(595.63	)	—	—	1.6	1.274	MN	11,377.78	(8,266.67	)	2/21/2013	11/23/2015
38141EB40	GOLDMAN SACHS GROUP INC/THE SENIOR CORP	5,032,650.00	5,024,499.90	5,000,000.00	5,030,573.64	(6,073.74	)	(2,076.36	)	—	—	1.289	0.941	FMAN	6,982.62	351.82		2/13/2013	11/21/2014
38141GEA8	GOLDMAN SACHS GROUP INC/THE CORP BND	4,431,536.00	4,620,776.37	4,325,000.00	4,378,348.26	242,428.11		(11,795.03	)	—	—	5.125	4.4	JJ	46,794.09	187,347.23		1/19/2012	1/15/2015
38141GEE0	GOLDMAN SACHS GROUP INC/THE CORP BND	5,550,450.00	5,522,838.20	5,000,000.00	5,533,279.76	(10,441.56	)	(17,170.24	)	—	—	5.35	1.438	JJ	56,472.22	(31,208.33	)	2/22/2013	1/15/2016
38141GGT5	GOLDMAN SACHS GROUP INC/THE SENIOR CORP	1,374,023.75	1,433,036.45	1,375,000.00	1,374,310.45	58,726.00		78.90		—	—	3.3	3.325	MN	18,654.17	—		4/30/2012	5/3/2015
38141GRC0	GOLDMAN SACHS GROUP INC/THE SENIOR CORP	6,290,635.00	6,327,061.19	6,250,000.00	6,290,684.31	36,376.88		49.31		—	—	2.375	2.231	JJ	28,846.35	(14,052.08	)	3/28/2013	1/22/2018



38143USB8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP	6,006,460.00	6,029,279.46	6,000,000.00	6,001,799.62	27,479.84		(1,218.07	)	—	—	1.296	1.269	FMAN	11,443.58	40,205.96		7/12/2011	2/7/2014
38143USC6	GOLDMAN SACHS GROUP INC/THE CORP BND	3,717,253.50	3,742,695.75	3,525,000.00	3,687,998.13	54,697.62		(13,689.19	)	—	—	3.625	1.951	FA	19,167.19	63,890.63		9/14/2012	2/7/2016
40414LAB5	HCP CORP BND	2,982,845.25	3,021,529.00	2,975,000.00	2,977,239.93	44,289.07		(653.61	)	—	—	2.7	2.608	FA	13,387.50	40,162.50		1/20/2011	2/1/2014
40428HPG1	HSBC USA INC SENIOR CORP BND	7,670,812.00	7,817,538.07	7,600,000.00	7,645,664.43	171,873.64		(5,904.99	)	—	—	2.375	2.046	FA	24,066.67	90,250.00		3/2/2012	2/13/2015
40428HPH9	HSBC BANK USA INC SENIOR CORP BND	6,072,582.60	6,081,891.29	6,090,000.00	6,073,502.93	8,388.36		826.28		—	—	1.625	1.684	JJ	27,764.48	—		12/13/2012	1/16/2018
41283LAA3	HARLEY-DAVIDSON FINANCIAL CORP BND 144A	5,354,250.00	5,537,875.19	5,250,000.00	5,322,082.55	215,792.64		(5,752.26	)	—	—	3.875	3.381	MS	9,041.67	101,718.75		10/27/2011	3/15/2016
423074AJ2	HEINZ H. J. COMPANY CORP BND	3,203,550.00	3,036,780.00	3,000,000.00	3,040,843.94	(4,063.94	)	(34,903.18	)	—	—	5.35	0.641	JJ	33,883.33	80,250.00		1/31/2012	7/15/2013
423074AN3	HEINZ H. J. COMPANY SENIOR CORP BND	399,388.00	404,000.00	400,000.00	399,516.50	4,483.50		29.55		—	—	1.5	1.532	MS	500.00	3,000.00		2/28/2012	3/1/2017
427866AS7	HERSHEY COMPANY THE CORP BND	3,117,718.75	3,179,161.56	3,125,000.00	3,119,684.81	59,476.75		357.84		—	—	1.5	1.549	MN	19,531.25	—		3/22/2013	11/1/2016
428236AT0	HEWLETT-PACKARD CO CORP BND	6,576,217.00	6,256,690.96	5,975,000.00	6,093,975.79	162,715.17		(31,384.82	)	—	—	6.125	3.889	MS	30,497.40	182,984.38		10/26/2009	3/1/2014
428236AV5	HEWLETT-PACKARD CO CORP BND	8,728,518.65	8,416,119.78	8,079,000.00	8,265,344.15	150,775.63		(38,687.97	)	—	—	4.75	2.733	JD	126,851.53	—		4/9/2010	6/2/2014
428236BJ1	HEWLETT-PACKARD CO CORP BND	8,105,000.00	8,060,746.86	8,105,000.00	8,105,000.00	(44,253.14	)	—		—	—	0.687	0.654	FMAN	4,946.57	14,396.52		5/25/2011	5/30/2014
428236BW2	HEWLETT-PACKARD CO UNSEC CORP BND	1,874,718.75	1,890,450.38	1,875,000.00	1,874,771.72	15,678.66		272.30		—	—	2.6	2.603	MS	2,166.67	44,597.22		3/7/2012	9/15/2017
438516AY2	HONEYWELL INTERNATIONAL INC CORP BND	1,061,080.00	1,029,590.00	1,000,000.00	1,019,321.54	10,268.46		(5,402.78	)	—	—	3.875	1.642	FA	4,951.38	19,375.00		10/20/2011	2/15/2014
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A	1,991,020.00	2,155,328.68	2,000,000.00	1,992,987.74	162,340.94		379.12		—	—	4	4.092	JD	25,111.11	—		12/1/2011	6/8/2017
458140AH3	INTEL CORP CORP BND	1,797,246.00	1,862,055.59	1,800,000.00	1,798,060.51	63,995.08		131.69		—	—	1.95	1.982	AO	17,550.00	—		9/14/2011	10/1/2016
458140AL4	INTEL CORP SENIOR CORP BND	4,994,700.00	5,008,222.95	5,000,000.00	4,995,013.15	13,209.80		255.96		—	—	1.35	1.372	JD	20,625.00	—		12/4/2012	12/15/2017
459200GN5	INTERNATIONAL BUSINESS MACHINE CORP BND	1,250,026.50	1,161,641.25	1,125,000.00	1,141,411.68	20,229.57		(7,407.47	)	—	—	6.5	3.737	AO	33,718.75	—		6/11/2009	10/15/2013
459200GT2	INTERNATIONAL BUSINESS MACHINE CORP BND	3,291,708.00	3,307,821.00	3,300,000.00	3,299,020.15	8,800.85		693.95		—	—	1	1.086	FA	5,133.33	16,500.00		9/15/2010	8/5/2013
459200GX3	INTERNATIONAL BUSINESS MACHINE CORP BND	2,598,825.00	2,594,814.68	2,500,000.00	2,596,612.63	(1,797.95	)	(2,212.37	)	—	—	1.95	0.764	JJ	9,343.75	(5,687.50	)	2/27/2013	7/22/2016
459200HB0	INTERNATIONAL BUSINESS MACHINE CORP BND	5,122,023.50	5,157,914.06	5,150,000.00	5,131,191.41	26,722.65		2,491.18		—	—	0.55	0.749	FA	4,327.43	14,162.50		5/1/2012	2/6/2015
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND	3,260,491.75	3,305,353.55	3,275,000.00	3,263,741.90	41,611.65		702.83		—	—	1.25	1.342	FA	6,254.33	20,468.75		2/22/2012	2/6/2017
459200HD6	INTERNATIONAL BUSINESS MACHINE SENIOR	4,542,447.00	4,574,206.96	4,550,000.00	4,544,667.93	29,539.03		853.09		—	—	0.75	0.806	MN	13,270.83	7,250.00		5/8/2012	5/11/2015
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR	6,126,810.10	6,177,061.79	6,155,000.00	6,127,595.77	49,466.02		1,486.27		—	—	1.25	1.345	FA	11,139.93	10,096.88		2/5/2013	2/8/2018
46623EJF7	JPMORGAN CHASE & CO CORP BND MTN	775,000.00	779,642.25	775,000.00	775,000.00	4,642.25		—		—	—	1.102	1.103	JAJO	1,589.49	17,078.83		1/14/2011	1/24/2014
46623EJP5	JPMORGAN CHASE & CO SENIOR CORP BND MTN	6,995,100.00	7,119,651.36	7,000,000.00	6,996,751.50	122,899.86		515.81		—	—	1.875	1.899	MS	4,010.41	90,609.39		3/14/2012	3/20/2015
46623EJS9	JPMORGAN CHASE & CO SENIOR CORP BND MTN	5,431,411.80	5,428,566.38	5,400,000.00	5,431,278.83	(2,712.45	)	(132.97	)	—	—	0.964	0.737	JAJO	10,989.60	(10,411.20	)	3/25/2013	10/15/2015
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND	12,135,298.50	12,173,785.21	12,150,000.00	12,135,752.10	38,033.11		453.60		—	—	1.125	1.166	FA	13,289.07	—		2/21/2013	2/26/2016
46623EJV2	JPMORGAN CHASE & CO SENIOR CORP BND MTN	8,000,000.00	8,004,639.92	8,000,000.00	8,000,000.00	4,639.92		—		—	—	0.908	0.908	FMAN	6,861.20	—		2/21/2013	2/26/2016
46625HCE8	JPMORGAN CHASE & CO CORP BND	182,024.50	187,438.94	175,000.00	177,692.80	9,746.14		(332.79	)	—	—	4.75	3.908	MS	692.71	4,156.25		10/29/2009	3/1/2015
46625HHB9	JPMORGAN CHASE & CO CORP BND	7,647,350.00	7,525,950.75	7,500,000.00	7,504,325.63	21,625.12		(12,976.94	)	—	—	4.75	4.045	MN	148,437.50	—		2/22/2012	5/1/2013
46625HHP8	JPMORGAN CHASE & CO CORP BND	10,689,530.00	11,015,508.74	10,500,000.00	10,619,190.07	396,318.67		(16,137.13	)	—	—	3.7	3.043	JJ	76,620.83	194,250.00		8/30/2012	1/20/2015
46625HHX1	JPMORGAN CHASE & CO CORP BND	7,486,460.00	7,438,379.62	7,000,000.00	7,471,283.91	(32,904.29	)	(16,724.46	)	—	—	3.45	1.097	MS	20,125.00	74,941.67		3/8/2013	3/1/2016
46625HJA9	JPMORGAN CHASE & CO CORP BND	6,650,970.00	6,696,047.52	6,325,000.00	6,629,872.32	66,175.20		(15,480.78	)	—	—	3.15	1.624	JJ	47,595.63	9,493.75		1/29/2013	7/5/2016



46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND		14,920,000.00	15,018,024.10	14,920,000.00	14,920,000.00	98,024.10		—		—	—	1.201	1.201	JAJO	32,851.35	—		1/17/2013	1/25/2018
46625HJG6	JPMORGAN CHASE & CO CORP BND		4,996,650.00	5,022,127.15	5,000,000.00	4,996,767.25	25,359.90		117.25		—	—	1.8	1.814	JJ	16,500.00	—		1/17/2013	1/25/2018
478160AW4	JOHNSON & JOHNSON CORP BND		122,861.25	133,954.03	125,000.00	123,358.07	10,595.96		48.39		—	—	2.95	3.15	MS	307.29	1,843.75		8/12/2010	9/1/2020
478160AY0	JOHNSON & JOHNSON SENIOR CORP BND		526,270.00	523,835.53	500,000.00	521,934.03	1,901.50		(1,725.75	)	—	—	2.15	0.726	MN	4,061.11	—		8/13/2012	5/15/2016
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND		6,987,470.00	7,131,506.90	7,000,000.00	6,988,929.56	142,577.34		592.68		—	—	2	2.038	FA	17,888.89	68,055.55		8/13/2012	8/15/2017
487836BG2	KELLOGG COMPANY SENIOR CORP BND		2,646,899.50	2,671,084.83	2,650,000.00	2,647,792.14	23,292.69		255.21		—	—	1.125	1.165	MN	11,262.50	—		5/14/2012	5/15/2015
487836BK3	KELLOGG COMPANY SENIOR CORP BND		1,200,000.00	1,201,367.77	1,200,000.00	1,200,000.00	1,367.77		—		—	—	0.522	0.522	FMAN	800.55	—		2/11/2013	2/13/2015
494550BG0	KINDER MORGAN ENERGY PARTNERS CORP BND		1,149,793.00	1,228,786.57	1,150,000.00	1,149,873.07	78,913.50		10.18		—	—	3.5	3.504	MS	3,354.17	20,125.00		2/23/2011	3/1/2016
50076QAK2	KRAFT FOODS GROUP INC SENIOR CORP BND		1,394,895.50	1,392,936.98	1,370,000.00	1,393,956.20	(1,019.22	)	(939.30	)	—	—	1.625	0.812	JD	7,235.31	(5,302.92	)	2/26/2013	6/4/2015
50076QAY2	KRAFT FOODS GROUP INC CORP BND		3,718,985.96	3,863,214.78	3,725,000.00	3,719,277.40	143,937.38		291.44		—	—	2.25	1.396	JD	27,006.25	(9,545.32	)	1/16/2013	6/5/2017
565849AJ5	MARATHON OIL CORP SENIOR CORP BND		999,880.00	998,819.20	1,000,000.00	999,896.76	(1,077.56	)	9.94		—	—	0.9	0.904	MN	3,800.00	—		10/24/2012	11/1/2015
581557AY1	MCKESSON CORP SENIOR CORP BND		1,005,660.00	1,003,263.32	1,000,000.00	1,005,480.49	(2,217.17	)	(179.51	)	—	—	0.95	0.743	JD	3,087.50	(2,216.67	)	2/25/2013	12/4/2015
585055AU0	MEDTRONIC INC CORP BND		526,905.00	521,573.26	500,000.00	526,090.63	(4,517.37	)	(814.37	)	—	—	2.625	0.833	MS	583.33	619.79		2/25/2013	3/15/2016
585055BA3	MEDTRONIC INC SENIOR CORP BND		3,444,825.00	3,453,534.18	3,450,000.00	3,444,836.60	8,697.58		11.60		—	—	1.375	1.406	AO	658.85	—		3/19/2013	4/1/2018
589331AK3	MERCK & CO INC CORP BND		8,701,862.50	8,648,305.70	8,000,000.00	8,278,163.88	370,141.82		(34,772.93	)	—	—	4.75	2.871	MS	31,666.67	190,000.00		2/17/2010	3/1/2015
594918AB0	MICROSOFT CORP CORP BND		2,254,225.19	2,206,606.34	2,141,000.00	2,202,009.09	4,597.25		(12,878.27	)	—	—	2.95	0.499	JD	21,053.17	—		3/26/2012	6/1/2014
594918AG9	MICROSOFT CORP CORP BND		995,610.00	1,028,574.45	1,000,000.00	997,772.30	30,802.15		217.41		—	—	1.625	1.717	MS	270.83	8,125.00		9/22/2010	9/25/2015
595620AD7	MIDAMERICAN ENERGY HOLDINGS CO CORP BND		14,515,750.75	14,074,713.19	13,255,000.00	13,713,562.72	361,150.47		(73,950.24	)	—	—	4.65	2.29	AO	308,178.75	—		11/8/2012	10/1/2014
6174467N3	MORGAN STANLEY CORP BND		2,400,983.75	2,504,134.47	2,375,000.00	2,388,243.86	115,890.61		(1,361.79	)	—	—	4	3.745	JJ	17,680.56	47,500.00		10/15/2010	7/24/2015
617446B99	MORGAN STANLEY CORP BND		469,255.00	498,849.99	500,000.00	494,122.38	4,727.61		1,854.87		—	—	0.605	2.096	JAJO	689.03	832.15		10/22/2009	1/9/2014
61746BDG8	MORGAN STANLEY SENIOR CORP BND		8,733,462.50	8,810,249.70	8,750,000.00	8,733,983.51	76,266.19		498.52		—	—	1.75	1.815	FA	15,312.50	1,458.34		2/20/2013	2/25/2016
61746BDH6	MORGAN STANLEY SENIOR CORP BND		1,550,000.00	1,556,603.16	1,550,000.00	1,550,000.00	6,603.16		—		—	—	1.538	1.538	FMAN	2,317.83	—		2/20/2013	2/25/2016
61746SBQ1	MORGAN STANLEY CORP BND		2,851,710.00	2,950,230.09	3,000,000.00	2,919,307.12	30,922.97		7,663.55		—	—	0.784	1.841	JAJO	4,965.33	6,288.58		1/5/2011	10/15/2015
61747WAE9	MORGAN STANLEY CORP BND		6,716,242.50	6,730,068.56	6,675,000.00	6,686,652.88	43,415.68		(3,491.88	)	—	—	1.902	1.69	JAJO	23,628.39	32,679.50		2/11/2011	1/24/2014
61747YCF0	MORGAN STANLEY CORP BND		2,928,431.00	2,844,951.96	2,700,000.00	2,779,124.22	65,827.74		(17,242.13	)	—	—	6	3.302	MN	62,100.00	—		1/6/2011	5/13/2014
61747YCJ2	MORGAN STANLEY CORP BND		7,641,849.00	7,726,801.40	6,700,000.00	7,618,500.65	108,300.75		(23,348.35	)	—	—	5.625	3.259	MS	8,375.00	61,062.50		2/11/2013	9/23/2019
61747YDC6	MORGAN STANLEY CORP BND		10,800,000.00	10,805,832.11	10,800,000.00	10,800,000.00	5,832.11		—		—	—	1.281	1.3	JAJO	23,817.30	35,693.69		1/5/2012	4/29/2013
61747YDD4	MORGAN STANLEY CORP BND		2,127,340.00	2,118,833.00	2,000,000.00	2,125,089.28	(6,256.28	)	(2,250.72	)	—	—	3.8	1.704	AO	32,088.89	(27,866.67	)	3/6/2013	4/29/2016
61747YDT9	MORGAN STANLEY SENIOR CORP BND		5,481,600.00	5,512,047.95	5,000,000.00	5,468,311.81	43,736.14		(15,417.77	)	—	—	4.75	2.271	MS	5,937.50	92,008.16		2/13/2013	3/22/2017
63254AAC2	NATIONAL AUSTRALIA BANK LIMITE SENIOR	E	3,297,888.00	3,353,094.76	3,300,000.00	3,298,334.75	54,760.01		171.18		—	—	1.6	1.622	FA	7,920.00	26,400.00		7/26/2012	8/7/2015
63254AAF5	NATIONAL AUSTRALIA BANK LIMITE SENIOR	E	4,326,340.75	4,318,276.18	4,325,000.00	4,326,323.75	(8,047.57	)	(17.00	)	—	—	0.9	0.889	JJ	7,460.63	(6,055.00	)	3/13/2013	1/20/2016
637071AL5	NATIONAL OILWELL VARCO INC SENIOR CORP		1,488,554.70	1,495,799.85	1,490,000.00	1,488,656.46	7,143.39		70.86		—	—	1.35	1.37	JD	7,319.63	—		11/15/2012	12/1/2017
637432MP7	NATIONAL RURAL UTILITIES COOP CORP BND		2,462,145.40	2,488,629.58	2,470,000.00	2,465,153.03	23,476.55		644.09		—	—	1	1.108	FA	4,048.06	12,350.00		1/26/2012	2/2/2015
63946BAB6	NBCUNIVERSAL MEDIA LLC CORP BND		577,289.62	574,660.10	542,000.00	567,591.22	7,068.88		(2,994.00	)	—	—	3.65	1.34	AO	8,297.87	—		6/7/2012	4/30/2015



63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP	6,254,687.50	6,230,124.94	6,250,000.00	6,254,670.43	(24,545.49	)	(17.07	)	—	—	0.965	0.95	JAJO	2,183.55		(1,172.87	)	3/20/2013	4/15/2018
654740AD1	NISSAN MOTOR ACCEPTANCE CORP UNSECURED	—	—	—	—	—		40.21		—	—	1.8	—	MS	(115.50	)	1,617.00		3/11/2013	3/15/2018
665859AJ3	NORTHERN TRUST CORPORATION CORP BND	6,612,205.00	6,621,290.00	6,500,000.00	6,510,580.90	110,709.10		(6,872.31	)	—	—	5.5	5.056	FA	45,680.56		178,750.00		3/23/2009	8/15/2013
66989HAA6	NOVARTIS CAPITAL CORP CORP BND	1,623,326.25	1,675,765.00	1,625,000.00	1,624,686.82	51,078.18		87.83		—	—	4.125	4.148	FA	9,496.09		33,515.63		2/4/2009	2/10/2014
66989HAC2	NOVARTIS CAPITAL CORP CORP BND	10,233,100.00	10,484,481.00	10,000,000.00	10,231,267.18	253,213.82		(14,534.37	)	—	—	2.9	1.743	AO	126,472.22		(43,500.00	)	2/7/2013	4/24/2015
68389XAD7	ORACLE CORPORATION CORP BND	3,148,866.00	3,154,882.50	3,150,000.00	3,149,990.59	4,891.91		60.50		—	—	4.95	4.958	AO	71,898.75		—		4/2/2008	4/15/2013
68389XAF2	ORACLE CORPORATION CORP BND	5,306,790.00	5,210,144.05	5,000,000.00	5,205,616.01	4,528.04		(40,056.74	)	—	—	3.75	0.499	JJ	43,229.17		93,750.00		9/25/2012	7/8/2014
68389XAN5	ORACLE CORPORATION SENIOR CORP BND	9,319,634.30	9,346,691.92	9,340,000.00	9,320,856.09	25,835.83		830.14		—	—	1.2	1.247	AO	48,568.00		(8,048.33	)	2/7/2013	10/15/2017
69349LAH1	PNC BANK NATIONAL ASSOCIATION SENIOR	6,438,647.60	6,456,844.84	6,440,000.00	6,438,725.26	18,119.58		77.66		—	—	0.8	0.807	JJ	9,016.00		—		1/23/2013	1/28/2016
69349LAJ7	PNC BANK NATIONAL ASSOCIATION SENIOR	5,655,000.00	5,658,274.99	5,655,000.00	5,655,000.00	3,274.99		—		—	—	0.611	0.611	JAJO	6,041.66		—		1/23/2013	1/28/2016
69362BAS1	PSE&G POWER LLC CORP BND	1,099,885.31	1,127,938.00	1,000,000.00	1,059,988.80	67,949.20		(4,027.19	)	—	—	5.32	3.462	MS	2,364.44		26,600.00		9/15/2010	9/15/2016
69371RK70	PACCAR FINANCIAL CORP UNSECURED CORP BND	1,500,000.00	1,502,671.31	1,500,000.00	1,500,000.00	2,671.31		—		—	—	0.534	0.718	MJSD	600.86		2,106.00		6/5/2012	6/5/2014
69371RL20	PACCAR FINANCIAL CORP SENIOR CORP BND	2,906,042.40	2,909,482.49	2,910,000.00	2,906,229.90	3,252.59		187.50		—	—	0.8	0.846	FA	3,427.33		—		2/5/2013	2/8/2016
69371RL38	PACCAR FINANCIAL CORP SENIOR CORP BND	3,700,000.00	3,704,280.83	3,700,000.00	3,700,000.00	4,280.83		—		—	—	0.563	0.563	FMAN	3,008.92		—		2/5/2013	2/8/2016
694308GD3	PACIFIC GAS AND ELECTRIC CO CORP BND	2,108,259.00	1,972,896.73	1,900,000.00	1,957,783.70	15,113.03		(15,464.83	)	—	—	4.8	1.444	MS	7,600.00		45,600.00		10/19/2010	3/1/2014
709599AG9	PENSKE TRUCK LEASING CO SENIOR CORP BND	824,678.25	837,878.23	825,000.00	824,791.49	13,086.74		39.77		—	—	2.5	2.52	JJ	4,583.33		10,197.92		7/10/2012	7/11/2014
709599AJ3	PENSKE TRUCK LEASING COMPANY L SENIOR	8,529,435.00	8,730,808.41	8,500,000.00	8,529,626.33	201,182.08		(554.30	)	—	—	2.5	2.376	MS	9,444.45		83,645.84		2/21/2013	3/15/2016
709599AL8	PENSKE TRUCK LEASING COMPANY L SENIOR	4,762,867.50	4,848,686.29	4,750,000.00	4,762,544.56	86,141.73		(322.94	)	—	—	2.875	2.821	JJ	28,071.19		(2,795.14	)	1/29/2013	7/17/2018
713448BK3	PEPSICO INC CORP BND	5,388,552.00	5,560,475.64	5,400,000.00	5,397,738.52	162,737.12		596.82		—	—	3.75	3.797	MS	16,875.01		101,250.00		2/25/2009	3/1/2014
713448BQ0	PEPSICO INC CORP BND	3,998,240.00	4,011,759.60	4,000,000.00	3,999,664.11	12,095.49		146.17		—	—	0.875	0.89	AO	15,166.67		—		10/19/2010	10/25/2013
713448BX5	PEPSICO INC SENIOR CORP BND	999,560.00	1,003,708.04	1,000,000.00	999,716.29	3,991.75		134.18		—	—	0.75	0.765	MS	541.67		15,760.83		2/29/2012	3/5/2015
713448CE6	PEPSICO INC SENIOR CORP BND	4,798,320.00	4,796,382.20	4,800,000.00	4,798,368.59	(1,986.39	)	48.59		—	—	0.7	0.712	FA	2,893.33		—		2/25/2013	2/26/2016
713448CF3	PEPSICO INC SENIOR CORP BND	9,505,000.00	9,510,607.76	9,505,000.00	9,505,000.00	5,607.76		—		—	—	0.497	0.497	FMAN	4,195.71		—		2/25/2013	2/26/2016
717081DA8	PFIZER INC CORP BND	555,530.00	545,319.45	500,000.00	522,413.89	22,905.56		(2,746.23	)	—	—	5.35	2.971	MS	1,188.89		13,375.00		2/17/2010	3/15/2015
718172AB5	PHILIP MORRIS INTERNATIONAL IN CORP BND	6,108,095.00	6,158,443.12	6,125,000.00	6,124,532.10	33,911.02		935.77		—	—	4.875	4.938	MN	111,972.66		—		5/13/2008	5/16/2013
718172AG4	PHILIP MORRIS INTERNATIONAL IN CORP BND	11,795,398.50	11,281,454.03	10,625,000.00	11,151,363.76	130,090.27		(76,452.00	)	—	—	6.875	1.646	MS	28,407.12		203,719.63		3/4/2013	3/17/2014
718172AX7	PHILIP MORRIS INTERNATIONAL IN SENIOR	3,845,000.00	3,847,961.07	3,845,000.00	3,845,000.00	2,961.07		—		—	—	0.337	0.337	FMAN	1,008.12		—		2/26/2013	2/26/2015
718546AE4	PHILLIPS 66 SENIOR CORP BND	3,273,920.30	3,349,668.46	3,275,000.00	3,274,039.40	75,629.06		138.63		—	—	1.95	0.894	MS	4,612.29		8,822.38		1/24/2013	3/5/2015
718546AJ3	PHILLIPS 66 CORP BND	3,249,608.74	3,448,734.22	3,250,000.00	3,249,681.50	199,052.72		(2,726.93	)	—	—	2.95	1.542	MN	39,947.92		(15,221.18	)	1/24/2013	5/1/2017
74005PBE3	PRAXAIR INC SENIOR CORP BND	16,139,987.00	16,147,097.04	16,150,000.00	16,140,343.14	6,753.90		356.14		—	—	0.75	0.771	FA	13,458.33		—		2/13/2013	2/21/2016
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND	6,215,538.00	6,220,994.46	6,225,000.00	6,216,042.92	4,951.54		453.96		—	—	1.25	1.281	JJ	21,830.73		—		12/17/2012	1/15/2018
742718DV8	PROCTER & GAMBLE COMPANY CORP BND	1,026,420.00	1,024,738.69	1,000,000.00	1,025,922.23	(1,183.54	)	327.79		—	—	1.45	0.671	FA	1,852.78		34,276.39		3/5/2013	8/15/2016
742718DX4	PROCTER & GAMBLE COMPANY CORP BND	1,960,000.00	1,959,353.26	1,960,000.00	1,960,000.00	(646.74	)	—		—	—	0.216	0.451	FMAN	633.57		1,165.82		2/1/2012	2/6/2014
74456QAW6	PUBLIC SERVICE ELECTRIC AND GA CORP BND	549,021.00	573,218.32	550,000.00	549,569.74	23,648.58		49.70		—	—	2.7	2.739	MN	6,187.50		—		5/17/2010	5/1/2015



74456QAY2	PUBLIC SERVICE ELECTRIC AND GA CORP BND	7,818,200.25	7,855,291.21	7,825,000.00	7,821,804.21	33,487.00		568.85		—	—	0.85	0.88	FA	8,498.82	33,256.25		9/12/2011	8/15/2014
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND	748,942.50	749,878.29	750,000.00	749,088.49	789.80		86.44		—	—	1.05	1.098	AO	3,303.13	—		10/24/2012	10/30/2015
78355HJR1	RYDER SYSTEM INC. CORP BND MTN	1,871,662.50	1,975,043.96	1,875,000.00	1,872,624.09	102,419.87		130.57		—	—	3.5	3.533	JD	21,875.00	—		5/17/2011	6/1/2017
78355HJU4	RYDER SYSTEM INC SENIOR CORP BND MTN	4,994,450.00	5,020,669.15	5,000,000.00	4,994,531.36	26,137.79		81.36		—	—	2.35	2.37	FA	11,423.61	—		2/19/2013	2/26/2019
78387GAP8	AT&T INC CORP BND	1,061,005.47	1,064,414.98	1,000,000.00	1,024,030.43	40,384.55		(3,971.39	)	—	—	5.1	3.392	MS	2,266.67	25,500.00		11/12/2010	9/15/2014
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND	7,122,493.25	7,143,656.31	7,145,000.00	7,123,692.69	19,963.62		1,044.12		—	—	1.5	1.564	FA	30,961.67	—		12/10/2012	2/1/2018
857477AJ2	STATE STREET CORPORATION CORP BND	5,000,000.00	5,011,694.90	5,000,000.00	5,000,000.00	11,694.90		—		—	—	0.631	0.66	MJSD	2,191.32	8,256.25		3/2/2011	3/7/2014
863667AD3	STRYKER CORP SENIOR CORP BND	4,978,250.00	4,987,050.25	5,000,000.00	4,978,316.15	8,734.10		66.15		—	—	1.3	1.39	AO	1,083.33	—		3/20/2013	4/1/2018
871829AP2	SYSCO CORP CORP BND	1,241,487.50	1,250,099.28	1,250,000.00	1,243,744.96	6,354.32		1,254.80		—	—	0.55	0.78	JD	2,081.60	2,397.85		6/6/2012	6/12/2015
87612EAX4	TARGET CORPORATION CORP BOND	2,004,676.00	2,004,040.06	2,000,000.00	2,004,389.17	(349.11	)	(286.83	)	—	—	0.473	0.306	JAJO	1,918.28	(1,103.67	)	2/26/2013	7/18/2014
882508AS3	TEXAS INSTRUMENTS INC CORP BND	4,225,000.00	4,227,027.88	4,225,000.00	4,225,000.00	2,027.88		—		—	—	0.47	0.58	FMAN	2,482.71	5,290.63		2/22/2012	5/15/2013
882508AT1	TEXAS INSTRUMENTS INC SENIOR CORP BND	5,028,998.00	5,027,019.33	5,050,000.00	5,033,274.30	(6,254.97	)	1,696.65		—	—	0.45	0.593	FA	3,661.25	10,079.38		1/28/2013	8/3/2015
883556BA9	THERMO FISHER SCIENTIFIC CORP BND	648,869.00	673,004.75	650,000.00	649,221.97	23,782.78		54.54		—	—	2.25	2.287	FA	1,868.75	7,312.50		8/9/2011	8/15/2016
88579YAD3	3M CO CORP BND	5,032,167.00	5,193,712.22	5,075,000.00	5,044,740.28	148,971.94		2,087.95		—	—	1.375	1.551	MS	387.67	34,890.63		9/26/2011	9/29/2016
88732JAV0	TIME WARNER CABLE INC CORP BND	9,960,678.00	9,843,966.24	9,400,000.00	9,733,846.19	110,120.05		(44,330.28	)	—	—	3.5	1.529	FA	54,833.34	164,500.00		9/25/2012	2/1/2015
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN	3,481,835.00	3,623,873.86	3,500,000.00	3,487,250.91	136,622.95		878.46		—	—	2	2.11	MS	3,111.11	35,000.00		9/8/2011	9/15/2016
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND	7,530,550.00	7,665,004.95	7,500,000.00	7,532,298.74	132,706.21		(398.91	)	—	—	1.75	1.641	MN	47,031.25	(10,572.92	)	2/13/2013	5/22/2017
89233P6S0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND	4,991,950.00	4,999,185.20	5,000,000.00	4,992,129.35	7,055.85		179.35		—	—	1.25	1.286	AO	30,555.56	(24,479.17	)	2/21/2013	10/5/2017
89233P7H3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND	2,595,000.00	2,595,025.92	2,595,000.00	2,595,000.00	25.92		—		—	—	0.472	0.472	JAJO	2,313.59	—		1/17/2013	1/23/2015
900212AG6	TURLOCK CORPORATION SENIOR CORP BND 144A	1,173,719.25	1,177,400.80	1,175,000.00	1,173,808.14	3,592.66		60.60		—	—	1.5	1.523	MN	6,413.55	—		11/14/2012	11/2/2017
904764AL1	UNILEVER CAPITAL CORP SENIOR CORP BND	845,520.00	843,846.80	800,000.00	844,347.73	(500.93	)	(1,172.27	)	—	—	2.75	0.784	FA	3,116.67	(1,466.67	)	2/27/2013	2/10/2016
904764AN7	UNILEVER CAPITAL CORP SENIOR CORP BND	2,988,090.00	2,993,315.52	3,000,000.00	2,990,709.47	2,606.05		980.06		—	—	0.45	0.584	JJ	2,287.50	6,675.00		7/30/2012	7/30/2015
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND	8,102,912.00	8,146,627.91	8,200,000.00	8,115,436.10	31,191.81		4,699.22		—	—	0.85	1.094	FA	11,423.06	34,850.00		12/28/2012	8/2/2017
911312AL0	UNITED PARCEL SERVICE INC CORP BND	12,414,426.00	12,203,234.80	11,800,000.00	11,961,720.76	241,514.04		(39,253.09	)	—	—	3.875	2.478	AO	228,625.01	—		12/14/2011	4/1/2014
91159HGX2	US BANCORP CORP BND	999,020.00	1,037,968.90	1,000,000.00	999,529.81	38,439.09		48.60		—	—	2.45	2.471	JJ	4,355.56	12,250.00		7/22/2010	7/27/2015
91159HGY0	US BANCORP CORP BND	4,044,775.50	4,065,268.50	4,050,000.00	4,049,205.30	16,063.20		436.69		—	—	1.375	1.419	MS	2,784.38	27,843.75		9/8/2010	9/13/2013
913017BU2	UNITED TECH CORP SENIOR CORP BND	9,706,645.10	10,009,743.11	9,715,000.00	9,707,989.51	301,753.60		400.19		—	—	1.8	1.818	JD	57,318.50	—		11/8/2012	6/1/2017
913017BX6	UNITED TECH CORP SENIOR CORP BND	7,227,281.74	7,246,252.76	7,176,000.00	7,216,349.60	29,903.16		(4,572.93	)	—	—	0.787	0.691	MJSD	4,863.76	14,217.25		10/1/2012	6/1/2015
913017BY4	UNITED TECH CORP SENIOR CORP BND	7,046,562.00	7,106,011.50	7,000,000.00	7,044,755.05	61,256.45		(2,237.64	)	—	—	1.2	0.901	JD	28,000.00	(7,800.00	)	2/13/2013	6/1/2015
91913YAQ3	VALERO ENERGY CORPORATION CORP BND	1,531,485.00	1,598,056.88	1,500,000.00	1,513,071.40	84,985.48		(1,691.35	)	—	—	4.5	4.003	FA	11,250.00	33,750.00		5/20/2010	2/1/2015
92343VAC8	VERIZON COMMUNICATIONS INC CORP BND	2,261,852.00	2,250,544.74	2,000,000.00	2,258,463.77	(7,919.03	)	(3,388.23	)	—	—	5.55	0.973	FA	14,183.33	(10,175.00	)	3/13/2013	2/15/2016
92343VAZ7	VERIZON FLORIDA LLC CORP BND FRN	7,198,746.98	7,219,705.67	7,181,000.00	7,192,185.84	27,519.83		(2,783.34	)	—	—	0.894	0.815	MJSD	712.99	16,516.30		10/10/2012	3/28/2014
92343VBA1	VERIZON FLORIDA LLC CORP BND	2,233,397.61	2,200,151.57	2,169,000.00	2,198,953.97	1,197.60		(7,493.46	)	—	—	1.95	0.548	MS	352.46	21,147.75		2/7/2012	3/28/2014
92343VBF0	VERIZON FLORIDA LLC SENIOR CORP BND	5,638,022.00	5,559,208.69	5,650,000.00	5,638,957.94	(79,749.25	)	1,026.47		—	—	1.1	1.144	MN	24,860.00	20,319.44		3/22/2013	11/1/2017



92343VBK9	VERIZON FLORIDA LLC SENIOR CORP BND 144A	12,000,000.00	11,995,319.88	12,000,000.00	12,000,000.00	(4,680.12	)	—		—	—	0.481	0.481	MJSD	4,009.17	—		3/4/2013	3/6/2015
92344GAW6	VERIZON FLORIDA LLC CORP BND	6,784,125.00	6,856,370.94	6,250,000.00	6,497,290.58	359,080.36		(23,864.11	)	—	—	4.9	3.21	MS	13,611.11	153,125.00		2/17/2010	9/15/2015
92344SAJ9	CELLCO PARTNERSHIP/VERIZON WIR CORP BND	6,369,194.90	5,755,633.71	5,529,000.00	5,680,687.96	74,945.75		(60,013.77	)	—	—	7.375	2.885	MN	154,044.09	—		11/8/2012	11/15/2013
92344SAP5	CELLCO PARTNERSHIP/VERIZON WIR CORP BND	15,246,234.80	15,631,983.50	15,050,000.00	15,103,781.55	528,201.95		(15,872.99	)	—	—	5.55	5.104	FA	139,212.50	417,637.50		2/22/2012	2/1/2014
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR	6,003,420.00	6,007,182.78	6,000,000.00	6,003,594.98	3,587.80		174.98		—	—	1.2	1.186	JJ	16,600.00	(5,600.00	)	2/27/2013	1/15/2018
92976WBA3	WACHOVIA CORPORATION CORP BND MTN	527,500.00	508,750.00	500,000.00	501,884.78	6,865.22		(1,372.11	)	—	—	5.7	4.556	FA	4,750.00	14,250.00		1/31/2008	8/1/2013
92976WBJ4	WACHOVIA CORPORATION CORP BND MTN	427,674.40	401,616.00	400,000.00	400,688.25	927.75		(2,064.78	)	—	—	5.5	3.389	MN	9,166.67	—		10/29/2009	5/1/2013
931142BY8	WAL-MART STORES INC CORP BND	4,448,840.00	4,353,143.32	4,000,000.00	4,363,121.53	(9,978.21	)	(39,902.61	)	—	—	4.5	0.443	JJ	45,000.00	90,000.00		9/13/2012	7/1/2015
931142CR2	WAL-MART STORES INC CORP BND	993,090.00	1,046,257.40	1,000,000.00	997,110.96	49,146.44		343.96		—	—	2.875	3.025	AO	14,375.00	—		3/24/2010	4/1/2015
931142CT8	WAL-MART STORES INC CORP BND	4,188,920.00	4,160,865.16	4,000,000.00	4,135,914.70	24,950.46		(14,737.90	)	—	—	2.25	0.738	JJ	20,750.00	45,000.00		5/3/2012	7/8/2015
931142CX9	WAL-MART STORES INC CORP BND	1,665,938.25	1,715,657.14	1,675,000.00	1,670,259.16	45,397.98		446.19		—	—	1.5	1.613	AO	10,887.50	—		10/18/2010	10/25/2015
931142DC4	WAL-MART STORES INC CORP BND	1,664,281.50	1,647,879.82	1,550,000.00	1,649,907.94	(2,028.12	)	(8,034.91	)	—	—	2.8	0.654	AO	20,012.22	—		10/17/2012	4/15/2016
931422AD1	WALGREEN CO CORP BND	4,357,893.75	4,436,862.50	4,375,000.00	4,373,732.44	63,130.06		922.16		—	—	4.875	4.963	FA	35,546.88	106,640.63		7/14/2008	8/1/2013
949746NA5	WELLS FARGO & COMPANY CORP BND	253,705.26	256,020.84	257,000.00	254,264.87	1,755.97		258.51		—	—	0.501	1.061	JAJO	225.10	333.43		9/13/2012	10/28/2015
94974BEU0	WELLS FARGO & COMPANY CORP BND	5,656,604.00	5,866,865.15	5,550,000.00	5,611,338.68	255,526.47		(7,251.14	)	—	—	3.625	3.057	AO	92,769.80	—		1/5/2012	4/15/2015
94974BEZ9	WELLS FARGO & COMPANY SENIOR CORP BND	2,992,320.00	3,164,946.45	3,000,000.00	2,994,224.06	170,722.39		366.31		—	—	2.625	2.68	JD	23,187.50	—		12/5/2011	12/15/2016
94974BFA3	WELLS FARGO & COMPANY CORP BND	8,853,380.00	8,898,393.77	8,800,000.00	8,841,219.58	57,174.19		(5,383.50	)	—	—	1.25	0.996	FA	14,666.67	55,000.00		10/2/2012	2/13/2015
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND	22,597,445.87	22,878,695.66	22,526,000.00	22,597,353.06	281,342.60		(3,159.45	)	—	—	1.5	1.356	JJ	84,472.50	124,369.33		2/13/2013	7/1/2015
94974BFF2	WELLS FARGO & COMPANY SENIOR CORP BND	2,231,519.40	2,228,753.98	2,200,000.00	2,229,850.37	(1,096.39	)	(1,669.03	)	—	—	1.205	0.627	MJSD	441.69	3,006.66		2/11/2013	6/26/2015
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND	3,992,800.00	3,993,749.40	4,000,000.00	3,993,159.74	589.66		341.27		—	—	1.5	1.537	JJ	15,833.33	—		12/18/2012	1/16/2018
959802AQ2	WESTERN UNION CO/THE SENIOR CORP BND	2,041,237.20	2,050,207.51	2,045,000.00	2,041,611.53	8,595.98		300.80		—	—	2.375	2.439	JD	14,975.36	—		12/5/2012	12/10/2015
959802AR0	WESTERN UNION CO/THE SENIOR CORP BND	4,975,300.00	5,037,384.80	5,000,000.00	4,976,720.78	60,664.02		1,141.70		—	—	2.875	2.982	JD	44,322.92	—		12/5/2012	12/10/2017
983024AE0	WYETH CORP BND	4,571,377.50	4,322,930.50	4,150,000.00	4,314,270.32	8,660.18		(67,765.11	)	—	—	5.5	0.746	FA	38,041.66	325,569.45		3/26/2012	2/1/2014
984121CF8	XEROX CORPORATION SENIOR CORP BND	1,298,375.00	1,339,041.46	1,300,000.00	1,298,695.54	40,345.92		103.72		—	—	2.95	2.977	MS	1,704.44	34,939.06		3/8/2012	3/15/2017
98978VAD5	ZOETIS INC SENIOR CORP BND 144A	5,025,650.00	5,026,997.40	5,000,000.00	5,024,817.39	2,180.01		(819.21	)	—	—	1.15	0.972	FA	10,062.50	(2,484.32	)	2/20/2013	2/1/2016
98978VAF0	ZOETIS INC SENIOR CORP BND 144A	4,687,326.70	4,722,721.80	4,690,000.00	4,687,413.06	35,308.74		86.36		—	—	1.875	1.887	FA	15,389.07	—		1/16/2013	2/1/2018
BRS1D0A10	SUNGARD DATA SYST INC. TERM LOAN	875,281.01	901,731.29	895,485.28	887,803.68	13,927.61		8,259.69		—	—	—	0.933	FMAN	—	14,991.59		9/30/2011	00/00/0000
BRS29NQV0	HELIX ENERGY SOLUTIONS TERM LOAN	—	—	—	—	—		547.16		—	—	—	—	JAJO	—	6,822.86		00/00/0000	00/00/0000
BRS38FMB4	UNITED AIR LINES INC. TERM LOAN	—	—	—	—	—		3,190.94		—	—	—	—	FMAN	—	7,960.92		00/00/0000	00/00/0000
BRS3FZ588	MITCHELL INTERNATIONAL INC SENIOR	2,686,309.61	2,695,268.45	2,686,309.61	2,686,309.61	8,958.84		—		—	—	—	—	MJSD	—	5,704.01		2/5/2013	3/28/2016
BRS448NT2	COMMUNITY HLTH SYST INC TERM LOAN	—	—	—	—	—		1,283.98		—	—	—	—	JAJO	—	592.00		00/00/0000	00/00/0000
BRS4QJJM4	DOLLAR GENERAL CORP LN1 TERM LOAN	2,000,000.00	2,011,590.00	2,000,000.00	2,000,000.00	11,590.00		—		—	—	—	—	JAJO	—	14,286.88		6/21/2011	00/00/0000
BRS4QJKV2	FREESCALE SEMICONDUCTOR INC. TERM LOAN	—	—	—	—	—		45,430.79		—	—	—	—	MJSD	—	49,787.63		00/00/0000	00/00/0000
BRS5BXCY7	ALLISON TRANSMISSION INC LN1 TERM LOAN	—	—	—	—	—		851.77		—	—	—	—	FMAN	—	1,772.05		00/00/0000	00/00/0000



BRS5NEVC3	SEQUA CORP TERM LOAN		—	—	—	—	—	—		—	—		—	—	MJSD	—	7,560.00	00/00/0000	00/00/0000
BRS8ABJG2	CABLEVISION SYSTEMS CORPORATIO TERM LOAN		4,849,488.63	4,903,321.58	4,869,091.86	4,855,359.34	47,962.24	1,087.50		—	—		—	0.092	FMAN	—	25,319.37	12/2/2011	00/00/0000
BRS8CFLV5	SUNGARD DATA SYST INC. TERM LOAN		—	—	—	—	—	12,363.16		—	—		—	—	FMAN	—	3,859.92	00/00/0000	00/00/0000
BRS8R3U20	HUNTSMAN INTL LLC TERM LOAN		5,825,816.32	5,910,200.82	5,877,551.02	5,844,880.35	65,320.47	2,471.17		—	—		—	0.169	FMAN	—	42,273.24	5/13/2011	00/00/0000
BRS9LY573	CINEMARK USA INC TERM LOAN		—	—	—	—	—	—		—	—		—	—	JAJO	—	5,037.01	00/00/0000	00/00/0000
BRS9NN9D8	CHARTER COMMUNICATIONS HOLDING TERM LOAN		1,024,625.72	1,090,512.19	1,082,125.72	1,042,570.16	47,942.03	2,467.63		—	—		—	1.07	MJSD	—	23,192.52	8/15/2011	00/00/0000
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		216,407.28	217,727.60	215,973.89	216,276.51	1,451.09	(22.49	)	—	—		—	0.587	JAJO	—	3,660.52	11/1/2011	00/00/0000
BRS9PGR33	ARAMARK CORPORATION LOAN TERM		3,184,500.77	3,310,692.40	3,284,026.11	3,211,771.38	98,921.02	5,271.15		—	—		—	0.652	JAJO	—	27,906.37	8/19/2011	00/00/0000
BRS9SHAY8	HCA-THE HEALTHCARE CO LN1 TERM LOAN		3,651,562.50	3,787,500.00	3,750,000.00	3,666,288.30	121,211.70	5,559.04		—	—		—	0.557	FMAN	—	60,376.29	6/28/2012	3/31/2017
BRS9U2FN7	CABLEVISION SYSTEMS CORPORATIO TERM LOAN		1,370,278.45	1,482,737.08	1,473,417.71	1,405,391.68	77,345.40	5,648.96		—	—		—	1.563	FMAN	—	27,154.44	8/11/2011	3/29/2016
BRS9W7N54	MCC IOWA LLC TERM LOAN		1,935,250.60	1,967,755.05	1,949,874.70	1,939,766.07	27,988.98	571.96		—	—		—	0.112	MJSD	—	21,259.42	12/17/2010	00/00/0000
BRS9XUH75	LIVE NATION ENTERTAINMENT INC TERM LOAN		538,124.92	546,237.36	540,829.07	538,504.84	7,732.52	165.88		—	—		—	0.118	FMAN	—	5,896.64	8/29/2012	11/3/2016
BRS9YEPB2	UPC FINANCING PARTNERSHIP TERM LOAN		1,992,500.00	2,014,750.00	2,000,000.00	1,994,577.04	20,172.96	283.48		—	—		—	0.056	JAJO	—	18,130.20	5/27/2011	00/00/0000
BRSABN7U2	DEAN FOODS CO. SENIOR SECURED TERM LOAN		—	—	—	—	—	4,820.03		—	—		—	—	MJSD	—	3,429.93	00/00/0000	00/00/0000
BRSAGFDE3	CHEMTURA CORPORATION SECURED TERM LOAN		—	—	—	—	—	—		—	—		—	—	FMAN	—	1,173.33	00/00/0000	00/00/0000
BRSAHW6G8	LAS VEGAS SANDS LLC TERM LOAN		—	—	—	—	—	75.90		—	—		—	—	FMAN	—	670.49	00/00/0000	00/00/0000
BRSAHW876	LAS VEGAS SANDS LLC TERM LOAN		—	—	—	—	—	432.00		—	—		—	—	FMAN	—	3,756.06	00/00/0000	00/00/0000
BRSAUE236	DAVITA HEALTHCARE PARTNERS INC TERM LOAN		4,934,493.68	5,008,586.26	4,949,367.08	4,937,137.01	71,449.25	874.61		—	—		—	0.069	JAJO	—	53,962.03	6/15/2012	10/20/2016
BRSAWQ120	UNIVISION COMMUN INC. TERM LOAN		2,711,140.62	2,861,444.49	2,843,671.54	2,738,638.60	122,805.89	54,123.53		—	—		—	0.923	MJSD	—	44,692.55	11/15/2012	3/31/2017
BRSAZTC86	COMMUNITY HLTH SYST INC TERM LOAN		7,730,573.15	7,891,786.45	7,799,171.29	7,751,757.51	140,028.94	3,030.44		—	—		—	0.157	JAJO	—	74,232.78	8/9/2012	1/25/2017
BRSB5UM91	TW TELECOM INC TERM LOAN		974,026.00	979,017.88	974,026.00	974,026.00	4,991.88	—		—	—		—	—	MJSD	—	8,174.60	1/18/2011	00/00/0000
BRSB98L97	CENVEO CORP TERM LOAN		401,713.63	407,222.85	405,196.87	402,670.07	4,552.78	173.56		—	—		—	0.166	MJSD	—	7,109.05	11/1/2011	12/21/2016
BRSB9FG89	ADVANTAGE SALES & MARKETING IN TERM LOAN		3,646,892.69	3,757,681.56	3,710,136.17	3,660,439.70	97,241.86	2,598.00		—	—		—	0.281	MJSD	—	63,533.91	6/15/2012	12/18/2017
BRSB9YU33	AMC ENTERTAINMENT INC. TERM LOAN		564,942.19	608,308.64	602,604.98	574,999.87	33,308.77	1,845.74		—	—		—	1.247	JAJO	—	6,205.93	9/6/2011	00/00/0000
BRSBAXKS9	REMY INTERNATIONAL INC TERM LOAN		1,101,819.26	1,145,164.30	1,130,563.08	1,110,160.59	35,003.71	1,404.76		—	—		—	0.484	MJSD	—	19,094.58	9/29/2011	00/00/0000
BRSBBKBD9	UCI INTERNATIONAL TL B TERM LOAN		165,786.27	167,081.89	165,786.27	165,786.27	1,295.62	—		—	—		—	—	JAJO	—	2,214.40	1/20/2011	00/00/0000
BRSBDPXK6	JPMORGAN CHASE & CO CORP BND EMTN	O	497,549.09	499,101.27	300,000.00	492,830.01	6,271.26	(868.90	)	—	(23,652.75	)	4.25	3.407	JJ	3,385.29	9,864.36	11/9/2011	1/25/2017
BRSBGXH81	DEL MONTE FOODS CO TERM LOAN		4,169,905.51	4,253,906.97	4,208,851.22	4,177,970.57	75,936.40	1,502.62		—	—		—	0.145	MJSD	1,241.20	62,766.08	7/27/2012	3/8/2018
BRSBH14P6	HOUGHTON INTERNATIONAL INC LN1 TERM LOAN		987,525.00	1,014,647.03	997,500.00	988,238.76	26,408.27	738.76		—	—		—	0.325	JAJO	—	11,850.74	12/13/2012	1/29/2016
BRSBH1FB5	TWCC HOLDING CORP TERM LOAN		4,719,865.33	4,863,939.13	4,791,208.59	4,738,270.67	125,668.46	3,321.82		—	—		—	0.281	FMAN	—	26,018.93	6/1/2012	2/13/2017
BRSBH8VK2	VERTAFORE INC TERM LOAN		2,934,676.36	2,978,934.40	2,942,157.43	2,936,268.11	42,666.29	435.57		—	—		—	0.059	FMAN	—	53,588.40	3/13/2012	7/29/2016
BRSBHFX32	AXCAN INTER HLDG TERM LOAN		4,388,002.06	4,494,887.05	4,448,181.15	4,399,009.34	95,877.71	3,321.27		—	—		—	0.283	FMAN	—	59,274.94	5/18/2012	2/10/2017
BRSBHPM99	TRANSUNION CORP TERM LOAN		2,816,050.74	2,949,578.24	2,904,800.74	2,837,304.36	112,273.88	3,365.75		—	—		—	0.476	MJSD	—	35,978.93	8/29/2011	2/12/2018
BRSBK2348	GYMBOREE CORP TERM LOAN		2,306,473.92	2,372,454.12	2,441,776.14	2,334,565.34	37,888.78	5,200.99		—	—		—	0.896	FMAN	—	30,861.34	8/24/2012	2/23/2018



BRSBK71J6	SEAWORLD PARKS & ENTERTAINMENT LN1 TERM		1,443,869.30	1,453,492.69	1,443,869.30	1,443,869.30	9,623.39		—		—	—	—	—		MJSD	—	13,993.68	8/15/2012	8/17/2017
BRSBK9AU7	TRANSDIGM GROUP INC TERM LOAN		4,719,773.34	4,845,309.71	4,828,410.27	4,750,117.98	95,191.73		4,894.93		—	—	—	0.414		FMAN	—	40,553.52	2/25/2013	2/14/2017
BRSBLLNC5	REGAL CINEMAS CORP		4,803,614.72	4,855,582.75	4,807,079.32	4,803,303.62	52,279.13		168.35		—	—	—	0.018		FMAN	—	37,711.09	7/24/2012	8/23/2017
BRSBLUUU7	MICHAEL FOODS INC. TERM LOAN		2,048,198.32	2,063,426.56	2,030,432.04	2,042,949.03	20,477.53		(811.26	)	—	—	—	(0.124	)	MJSD	—	21,041.37	3/2/2011	00/00/0000
BRSBLZKK9	NBTY INC TERM LOAN		1,897,464.06	1,981,801.47	1,954,371.86	1,912,195.92	69,605.55		2,268.18		—	—	—	0.477		FMAN	—	38,001.68	8/17/2011	00/00/0000
BRSBMD3R1	PETCO ANIMAL SUPPLIES INC. TERM LOAN		4,871,947.60	5,011,859.73	4,936,868.69	4,888,191.84	123,667.89		2,534.47		—	—	—	0.207		FMAN	—	50,240.45	8/15/2011	00/00/0000
BRSBNH1C6	DINEEQUITY INC		2,968,544.82	3,022,696.67	2,972,535.14	2,961,870.93	60,825.74		(5,675.56	)	—	—	—	(0.223	)	JAJO	—	27,831.95	6/12/2012	10/19/2017
BRSBNJXW3	UNIVR INC TERM LOAN		8,821,176.46	8,995,830.07	8,892,411.33	8,824,001.44	171,828.63		2,078.89		—	—	—	0.179		MJSD	—	24,906.38	2/19/2013	6/30/2017
BRSBNUWH2	HDTFS TERM LOAN		7,865,676.00	8,007,176.22	7,985,575.23	7,890,251.93	116,924.29		4,750.89		—	—	—	0.238		MJSD	—	72,553.90	9/17/2012	3/9/2018
BRSBPZM15	NOVELIS INC/GA TERM LOAN		6,419,767.72	6,677,701.40	6,576,975.02	6,455,264.80	222,436.60		6,957.49		—	—	—	0.466		MJSD	—	58,016.80	3/5/2013	3/10/2017
BRSBQ1JW5	CALPINE CORP SECURED TERM LOAN		4,829,849.04	4,981,459.19	4,909,849.04	4,847,318.35	134,140.84		3,037.57		—	—	—	0.25		MJSD	—	69,897.49	5/18/2012	3/30/2018
BRSBQFU50	IMS HEALTH INCORPORATED TERM LOAN		10,187,290.45	10,328,873.69	10,205,136.41	10,189,702.63	139,171.06		875.51		—	—	—	0.034		FMAN	—	115,257.67	10/16/2012	8/25/2017
BRSBR4P35	JO-ANN STORES TERM LOAN		2,076,162.81	2,123,348.33	2,097,134.15	2,082,226.92	41,121.41		927.73		—	—	—	0.142		MJSD	—	17,066.71	3/15/2011	3/16/2018
BRSBRMCQ8	WARNER CHILCOTT CORP TERM LOAN		2,514,632.27	2,578,301.56	2,533,173.08	2,517,070.73	61,230.83		14,751.01		—	—	—	0.127		MJSD	—	29,897.64	8/15/2012	3/15/2018
BRSBRMD53	WARNER CHILCOTT CORP TERM LOAN	E	890,896.20	913,619.66	897,628.41	891,699.85	21,919.81		10,029.74		—	—	—	0.132		MJSD	—	11,276.22	8/15/2012	3/15/2018
BRSBRMD95	WARNER CHILCOTT CORP TERM LOAN	E	1,956,582.20	2,031,731.81	1,996,170.04	1,964,124.16	67,607.65		1,565.64		—	—	—	0.32		MJSD	—	20,554.64	8/20/2012	3/15/2018
BRSBRMFR3	METROPCS WIRELESS INC TERM LOAN		6,998,954.32	7,154,267.19	7,116,160.15	7,026,139.87	128,127.32		4,444.81		—	—	—	0.25		FMAN	—	69,409.66	3/8/2012	3/19/2018
BRSBT2DD8	FIRST DATA CORP TERM LOAN		5,610,000.00	5,989,890.00	6,000,000.00	5,687,527.02	302,362.98		13,419.98		—	—	—	1.016		MJSD	—	38,778.84	1/30/2013	3/23/2018
BRSBT4DY8	SERENA SOFTWARE TERM LOAN		2,983,750.00	3,018,750.00	3,000,000.00	2,989,957.77	28,792.23		839.90		—	—	—	0.112		MJSD	—	32,247.78	6/2/2011	00/00/0000
BRSBUXKY4	KINDRED HEALTHCARE INC. TERM LOAN		2,485,508.94	2,512,727.17	2,490,413.07	2,486,777.86	25,949.31		488.01		—	—	—	0.028		MJSD	—	56,883.04	5/19/2011	00/00/0000
BRSBW6C87	AMERISTAR CASINOS INC. TERM LOAN		1,836,183.94	1,904,085.67	1,884,645.55	1,847,559.15	56,526.52		1,788.03		—	—	—	0.388		JAJO	—	31,005.74	8/15/2011	00/00/0000
BRSBWG6S8	DELTA AIR LINES INC TERM LOAN		5,343,613.02	5,505,819.93	5,422,449.76	5,366,389.30	139,430.63		3,389.08		—	—	—	0.253		JAJO	—	99,411.59	2/29/2012	4/20/2017
BRSBXUEK4	HUBBARD RADIO TERM LOAN		1,263,091.97	1,330,984.13	1,314,552.23	1,275,902.39	55,081.74		2,292.28		—	—	—	0.72		JAJO	—	16,678.37	9/30/2011	00/00/0000
BRSBYALT0	EMERGENCY MEDICAL SVCS CORP TERM LOAN		5,673,351.21	5,774,901.21	5,701,860.38	5,678,667.24	96,233.97		1,163.49		—	—	—	0.078		FMAN	—	55,230.57	6/25/2012	5/25/2018
BRSBZBVS8	RANPAK CORP TERM LOAN		2,561,496.47	2,551,371.29	2,549,242.67	2,557,658.16	(6,286.87	)	(490.19	)	—	—	—	(0.08	)	JAJO	—	29,337.83	5/19/2011	00/00/0000
BRSBZZDX4	GOLDEN LIVING LN1 TERM LOAN		4,866,957.92	4,905,903.83	5,060,058.51	4,910,569.48	(4,665.65	)	7,027.34		—	—	—	0.568		FMAN	—	61,302.84	10/4/2011	00/00/0000
BRSC0XRZ5	NORTEK INC TERM LOAN		585,210.28	591,986.71	585,942.71	585,426.30	6,560.41		31.26		—	—	—	0.021		JAJO	—	7,690.50	7/8/2011	4/26/2017
BRSC103Q2	KAR AUCTION SERVICES INC TERM LOAN		2,211,411.14	2,254,639.23	2,222,523.76	2,214,822.13	39,817.10		703.55		—	—	—	0.083		FMAN	—	61,854.80	5/16/2011	00/00/0000
BRSC10473	AEROFLEX INCORPORATED TERM LOAN		2,448,691.25	2,490,487.09	2,458,222.91	2,448,996.04	41,491.05		602.85		—	—	—	0.072		FMAN	—	62,536.59	7/20/2012	5/9/2018
BRSC106K2	DELPHI CORP LN1 TERM LOAN		—	—	—	—	—		1,475.95		—	—	—	—		MJSD	—	4,357.45	00/00/0000	00/00/0000
BRSC106T3	HCA-THE HEALTHCARE CO Term loan		3,927,500.00	4,040,500.00	4,000,000.00	3,941,758.68	98,741.32		2,787.93		—	—	—	0.283		FMAN	—	22,662.25	1/10/2012	00/00/0000
BRSC2UZX5	SENSATA TECHNOLOGIES FINANCE C TERM LOAN		5,943,208.37	6,085,146.42	6,005,661.49	5,955,236.68	129,909.74		2,385.26		—	—	—	0.161		FMAN	—	58,697.72	7/23/2012	5/14/2018
BRSC3CCP6	MANITOWOC CO INC TERM LOAN		90,070.58	91,767.89	90,523.20	90,200.79	1,567.10		42.22		—	—	—	0.076		FMAN	—	1,283.26	5/9/2011	11/13/2017
BRSC3G4F8	NEIMAN MARCUS GROUP INC. THE TERM LOAN		6,977,500.00	7,073,220.00	7,000,000.00	6,981,374.59	91,845.41		894.38		—	—	—	0.051		FMAN	—	73,337.08	11/30/2012	5/16/2018



BRSC4H8Q7	EPICOR SOFTWARE CORP TERM LOAN	6,538,569.51	6,696,091.76	6,605,269.30	6,552,850.42	143,241.34	2,708.81		—	—	—	0.153	FMAN	—	78,082.34		8/6/2012	5/16/2018
BRSC4TTL9	SENSUS METERING TERM LOAN	—	—	—	—	—	51.50		—	—	—	—	FMAN	—	3,994.07		00/00/0000	00/00/0000
BRSC529Z8	DUNKIN BRANDS INC SENIOR SECURED TERM	—	—	—	—	—	(133.02	)	—	—	—	—	FMAN	—	65,498.81		00/00/0000	00/00/0000
BRSC6D3K2	QUINTILES TRANSNATIONAL CORP. TERM LOAN	2,397,715.24	2,561,634.33	2,524,548.71	2,427,111.85	134,522.48	7,452.96		—	—	—	0.745	MJSD	—	30,645.77		12/14/2012	6/8/2018
BRSC8PGF0	ENDO HEALTH SOLUTIONS INC TERM LOAN	259,500.02	260,743.03	259,500.02	259,500.02	1,243.01	—		—	—	—	—	MJSD	—	6,945.37		6/7/2011	00/00/0000
BRSC9PVC9	PENN NTL GAMING INC TERM LOAN	4,258,440.22	4,301,769.85	4,258,440.22	4,258,440.22	43,329.63	—		—	—	—	—	JAJO	—	15,682.55		10/22/2012	7/16/2018
BRSC9TBB5	NRG ENERGY INC TERM LOAN	7,171,456.97	7,400,569.73	7,291,560.89	7,197,993.56	202,576.17	4,369.62		—	—	—	0.241	MJSD	—	76,037.24		7/24/2012	7/1/2018
BRSCAHX41	CALPINE CORP TERM LOAN	3,998,038.12	4,087,002.03	4,028,250.00	4,005,753.99	81,248.04	1,164.98		—	—	—	0.11	JAJO	—	41,618.99		6/10/2011	4/2/2018
BRSCAXFG9	US SILICA CO TERM LOAN	486,346.71	490,512.96	487,565.63	486,708.82	3,804.14	52.70		—	—	—	0.041	MJSD	—	5,675.58		6/8/2011	6/8/2017
BRSCB27N0	WARNACO GROUP INC. THE TERM LOAN	—	—	—	—	—	8,296.60		—	—	—	—	MJSD	—	25,369.05		00/00/0000	00/00/0000
BRSCC0RV3	DUCOMMUN INC TERM LOAN	355,644.48	365,972.54	359,236.85	356,681.97	9,290.57	277.51		—	—	—	0.166	MJSD	—	5,005.71		6/17/2011	6/30/2017
BRSCDKB78	SBA SENIOR FINANCE II LLC TERM LOAN	2,646,118.12	2,685,909.38	2,652,750.00	2,647,755.65	38,153.73	247.66		—	—	—	0.035	MJSD	—	24,932.81		6/27/2011	6/30/2018
BRSCDQTK7	ASHLAND INC. TERM LOAN	—	—	—	—	—	1,713.52		—	—	—	—	MJSD	—	12,002.72		00/00/0000	00/00/0000
BRSCDUPD8	TEAM HLTH INC. TERM LOAN	3,812,591.26	3,870,067.51	3,831,750.01	3,817,307.97	52,759.54	715.86		—	—	—	0.071	MJSD	—	34,813.59		6/28/2011	6/29/2018
BRSCE52V7	ALERE INC	4,469,362.58	4,543,877.85	4,498,087.32	4,475,939.23	67,938.62	1,302.81		—	—	—	0.115	MJSD	—	53,633.44		6/26/2012	6/30/2017
BRSCEALQ6	MERCURY PAYMENT SYSTEMS TERM LOAN	4,702,408.74	4,805,777.64	4,734,756.30	4,711,771.74	94,005.90	1,448.62		—	—	—	0.113	JAJO	—	60,338.92		10/23/2012	6/30/2017
BRSCFRW37	PRO MACH INC TL B TERM LOAN	—	—	—	—	—	191.24		—	—	—	—	JAJO	—	10,537.54		00/00/0000	00/00/0000
BRSCFYSD5	CONSOLIDATED COMMUNICATIONS IN SENIOR	997,474.75	1,004,332.39	997,474.75	997,474.75	6,857.64	—		—	—	—	—	JAJO	—	6,548.88		1/8/2013	12/29/2017
BRSCHJ8S5	CUMULUS MED INC. TERM LOAN	—	—	—	—	—	—		—	—	—	—	MJSD	—	10,729.26		00/00/0000	00/00/0000
BRSCJS5P2	CAPSUGEL HEALTHCARE LTD TERM LOAN	1,888,000.01	1,922,814.73	1,888,000.01	1,888,000.01	34,814.72	—		—	—	—	—	FMAN	—	21,803.86		8/13/2012	8/1/2018
BRSCJU296	NUANCE COMMUNICATIONS INC TERM LOAN	966,078.74	982,833.01	975,013.40	968,935.31	13,897.70	514.34		—	—	—	0.206	MJSD	—	7,867.71		11/1/2011	00/00/0000
BRSCL92L3	OM GROUP INC. TERM LOAN	502,202.25	512,347.75	507,275.00	503,590.34	8,757.41	214.40		—	—	—	0.165	FMAN	—	514,432.47		7/28/2011	00/00/0000
BRSD1YF59	MICROSEMI CORPORATION TERM LOAN	3,622,599.93	3,706,243.39	3,665,918.29	3,629,188.01	77,055.38	1,605.16		—	—	—	0.144	JAJO	—	36,466.41		7/25/2012	2/19/2020
BRSD4PTL5	KINETIC CONCEPTS INC / KCI USA TERM LOAN	—	—	—	—	—	4,249.42		—	—	—	—	FMAN	—	25,866.27		00/00/0000	00/00/0000
BRSD7SFZ0	CB RICHARD ELLIS SERV INC. TERM NOTES	500,000.00	500,312.50	500,000.00	500,000.00	312.50	8,977.17		—	—	—	—	MJSD	—	20,825.28		3/26/2013	9/4/2019
BRSD9CAS4	HEALTH MGMT ASSOC INC TERM LOAN	5,831,269.99	5,936,654.90	5,872,643.09	5,836,967.99	99,686.91	2,695.57		—	—	—	0.107	FMAN	—	73,246.52		6/11/2012	11/16/2018
BRSDALFV0	ENTERCOM RADIO LLC TERM LOAN	1,035,944.20	1,078,063.79	1,057,085.92	1,039,950.56	38,113.23	1,586.48		—	—	—	0.286	FMAN	—	13,870.16		11/17/2011	00/00/0000
BRSDCHKT6	B&G FOODS INC TERM LOAN	—	—	—	—	—	(2.60	)	—	—	—	—	FMAN	—	(1,687.50	)	00/00/0000	00/00/0000
BRSDFK6A3	NOVELIS INC/GA TERM LOAN	—	—	—	—	—	537.14		—	—	—	—	MJSD	—	4,669.78		00/00/0000	00/00/0000
BRSDKUDY5	SIX FLAGS THEME PARKS INC TERM LOAN	4,712,686.96	4,800,320.84	4,726,888.63	4,714,229.36	86,091.48	626.15		—	—	—	0.046	MJSD	—	47,841.51		7/25/2012	12/20/2018
BRSDPAC33	ALERE INC SENIOR SEC TERM NOTES	981,315.79	1,002,584.65	992,481.19	982,945.58	19,639.07	537.24		—	—	—	0.222	MJSD	—	12,047.62		6/26/2012	7/14/2017
BRSDTEYU7	CROWN CASTLE OPERATING CO TERM LOAN	—	—	—	—	—	1,260.93		—	—	—	—	JAJO	—	20,097.00		00/00/0000	00/00/0000
BRSDU55R3	PRESTIGE BRANDS HOLDINGS INC TERM LOAN	464,890.16	479,861.01	471,969.68	466,041.47	13,819.54	561.04		—	—	—	0.214	MJSD	—	5,479.28		1/27/2012	1/31/2019
BRSDVRW37	GENESYS TELECOMMUNICATIONS LAB TERM LOAN	—	—	—	—	—	260.20		—	—	—	—	JAJO	—	31,388.84		00/00/0000	00/00/0000



BRSDWEX75	GRIFOLS INC SECURED TERM LOAN	5,174,181.98	5,257,451.58	5,199,271.73	5,177,914.43	79,537.15	1,356.58	—	—	—	0.097	JAJO	—	53,648.91	8/6/2012	6/1/2017
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN	7,930,022.56	8,109,483.16	8,021,487.44	7,943,364.82	166,118.34	3,432.80	—	—	—	0.164	MJSD	—	77,762.39	10/31/2012	2/14/2019
BRSE0V753	AMC ENTERTAINMENT INC. TERM LOAN	7,087,099.13	7,197,318.96	7,132,237.30	7,095,067.71	102,251.25	2,018.81	—	—	—	0.105	MJSD	—	82,079.41	6/12/2012	2/22/2018
BRSE47ZL6	JARDEN CORP SENIOR SECUREDTERM LOAN	—	—	—	—	—	1,701.73	—	—	—	—	MJSD	—	15,713.63	00/00/0000	00/00/0000
BRSE4J2V4	CATALENT PHARMA SOLUTIONS INC SENIOR	5,932,567.01	6,050,751.74	5,987,138.39	5,942,836.91	107,914.83	2,567.28	—	—	—	0.164	MJSD	—	71,483.87	4/24/2012	9/15/2017
BRSE58QX7	NORANDA ALUMINUM ACQUISITION TERM LOAN	1,965,150.00	2,015,481.60	1,980,000.00	1,967,392.82	48,088.78	557.68	—	—	—	0.107	MJSD	—	27,983.55	2/24/2012	2/24/2019
BRSE76GJ1	WEIGHT WATCHERS INTL INC SECURED TERM	2,528,818.87	2,570,161.23	2,554,362.50	2,531,946.17	38,215.06	1,171.81	—	—	—	0.146	MJSD	—	—	5/29/2012	3/15/2019
BRSE9A2P1	YANKEE CANDLE CO INC SECURED TERM LOAN	1,847,430.42	1,882,093.06	1,866,091.33	1,850,013.88	32,079.18	657.18	—	—	—	0.142	JAJO	—	23,689.18	3/14/2012	4/2/2019
BRSE9BMN2	FIFTH THIRD PROCESSING SOLUTIO SENIOR	805,630.17	814,488.07	809,678.58	806,204.10	8,283.97	151.86	—	—	—	0.071	MJSD	—	7,356.25	3/7/2012	3/27/2019
BRSE9BNJ0	PINNACLE ENTERTAINMENT INC. SENIOR SEC	490,050.00	499,021.88	495,000.00	490,754.10	8,267.78	183.52	—	—	—	0.142	MJSD	—	4,797.08	3/8/2012	3/19/2019
BRSE9BR07	DJO FINANCE LLC/DJO FINANCE CO SECURED	540,000.00	548,607.60	540,000.00	540,000.00	8,607.60	—	—	—	—	—	MJSD	—	—	3/19/2013	9/15/2017
BRSE9C0N4	PROTECTION ONE INC. SENIOR SECURED TERM	1,315,066.76	1,341,118.73	1,328,248.01	1,316,927.30	24,191.43	722.33	—	—	—	0.141	MJSD	—	23,363.50	3/15/2013	3/21/2019
BRSE9K3Z6	WCA WASTE SECURED TERM LOAN	308,731.50	314,578.69	311,850.00	309,254.53	5,324.16	134.88	—	—	—	0.166	MJSD	—	4,401.99	3/9/2012	3/23/2018
BRSEARBD9	AVIS BUDGET CAR RENTAL LLC TERM NOTES	2,382,752.98	2,438,663.43	2,406,821.19	2,386,190.01	52,473.42	850.28	—	—	—	0.143	MJSD	—	22,435.80	3/13/2012	00/00/0000
BRSEBGYC9	MONITRON INTL SENIOR SECURED TERM NOTES	3,293,352.22	3,373,798.29	3,319,850.72	3,297,760.30	76,037.99	1,166.83	—	—	—	0.133	MJSD	—	42,717.27	11/5/2012	3/16/2018
BRSEC7EU0	PINACLE FOOD FIN SENIOR SEC TERM NOTES	2,217,681.37	2,257,855.95	2,229,981.19	2,219,415.35	38,440.60	518.00	—	—	—	0.084	MJSD	—	26,860.70	8/15/2012	10/17/2018
BRSECN1K1	ENNIS-FLINT SENIOR SEC TERM NOTES	2,733,443.25	2,772,229.06	2,751,592.12	2,736,182.56	36,046.50	848.06	—	—	—	0.111	MJSD	—	41,665.45	8/6/2012	3/30/2018
BRSEDF0S1	LPL HOLDINGS INC TL SENIOR SECURED TERM	1,388,920.50	1,414,046.70	1,395,900.00	1,389,916.60	24,130.10	262.13	—	—	—	0.071	MJSD	—	13,527.78	3/23/2012	3/22/2019
BRSEDXCH3	PETROLOGISTICS LP SENIOR SEC TERM LOAN	—	—	—	—	—	—	—	—	—	—	MJSD	—	9,649.31	00/00/0000	00/00/0000
BRSEF3569	ALERE INC SENIOR SEC TERM NOTES	840,101.62	857,226.12	848,587.50	841,653.97	15,572.15	400.59	—	—	—	0.19	MJSD	—	13,150.06	3/27/2012	6/30/2017
BRSEFGMT1	CHARTER COM OPER SECURED TERM LOAN	2,570,980.50	2,612,051.59	2,583,900.00	2,572,725.97	39,325.62	478.31	—	—	—	0.07	MJSD	—	25,040.78	4/4/2012	5/15/2019
BRSEGDRJ4	AMN HEALTHCARE SENIOR SECURED TERM NOTE	2,180,728.44	2,219,276.67	2,202,756.00	2,184,165.16	35,111.51	910.25	—	—	—	0.167	MJSD	—	30,609.13	4/3/2012	4/5/2018
BRSEGRYL0	WENDYS INTERNATIONAL INC. SENIOR SEC	1,452,548.97	1,476,080.10	1,457,662.53	1,453,038.12	23,041.98	512.01	—	—	—	0.051	FMAN	—	30,983.68	7/16/2012	5/15/2019
BRSEHTXV4	FREEDOM GROUP INC SENIOR SEC TERM NOTES	3,862,660.34	3,906,750.72	3,882,485.19	3,865,237.01	41,513.71	788.01	—	—	—	0.072	MJSD	—	51,734.63	7/27/2012	4/19/2019
BRSEJG0V6	AXCAN INTER HLDG SENIOR SEC TERM LOAN	1,552,320.00	1,600,632.00	1,584,000.00	1,558,261.13	42,370.87	1,696.60	—	—	—	0.418	MJSD	—	21,107.17	4/11/2012	2/10/2017
BRSEKC100	PINACLE FOOD FIN SENIOR SECURED TERM	4,888,181.76	4,962,830.33	4,913,693.40	4,891,305.43	71,524.90	1,682.66	—	—	—	—	MJSD	—	46,201.44	10/4/2012	10/2/2016
BRSEL02X2	BAUSCH & LOMB INCORPORATED SENIOR	6,288,480.00	6,420,601.60	6,352,000.00	6,295,581.72	125,019.88	2,407.15	—	—	—	0.144	FMAN	—	80,794.00	5/10/2012	5/17/2019
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES	2,908,422.00	2,963,505.75	2,937,800.00	2,912,277.40	51,228.35	1,120.73	—	—	—	0.143	JAJO	—	37,698.89	4/20/2012	4/10/2019
BRSEQ0HG8	ARCH COAL INC. SENIOR SECURED TERM NOTES	265,937.78	273,762.80	268,624.02	266,105.38	7,657.42	305.91	—	—	—	0.182	MJSD	—	9,465.84	11/16/2012	5/14/2018
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN	2,534,464.00	2,577,982.91	2,547,200.00	2,536,330.21	41,652.70	545.81	—	—	—	0.083	MJSD	—	35,413.16	4/30/2012	5/10/2018
BRSETKJX2	TAMINCO GLOBAL CHEMICAL CORPOR TERM	330,006.26	333,228.77	330,006.26	330,006.26	3,222.51	—	—	—	—	—	FMAN	—	3,609.30	5/11/2012	2/15/2019
BRSEVCW87	RPI FINANCE TRUST SENIOR SEC TERM NOTES	681,599.57	699,764.02	691,979.25	682,932.37	16,831.65	418.86	—	—	—	0.231	FMAN	—	6,706.13	5/24/2012	11/9/2018
BRSEW6RB8	GENERAC POWER SYSTEMS INC SENIOR SEC	—	—	—	—	—	—	—	—	—	—	MJSD	—	6,553.02	00/00/0000	00/00/0000
BRSEXWQA3	APPLIED SYSTEMS INC SENIOR SECURED TERM	490,050.00	496,237.50	495,000.00	490,908.74	5,328.76	280.91	—	—	—	0.221	MJSD	—	6,595.99	5/30/2012	12/10/2016



BRSEY9A02	RGIS SERVICES LLC SENIOR SECURED TERM		272,519.67	275,426.10	273,545.47	272,623.99	2,802.11	66.36		—	—	—	0.094		MJSD	—	3,022.75	9/18/2012	10/18/2016
BRSEYJRF9	RGIS SERVICES LLC TERM NOTES		2,492,725.09	2,552,525.34	2,517,904.15	2,496,267.81	56,257.53	1,223.89		—	—	—	0.187		MJSD	—	33,551.66	8/17/2012	10/18/2017
BRSEYKM87	VWR FUNDING INC TERM NOTES		2,939,460.16	3,006,266.08	2,969,151.68	2,943,950.72	62,315.36	1,659.99		—	—	—	0.21		MJSD	—	33,484.77	5/18/2012	4/3/2017
BRSF33TK2	US RENAL CARE INC SENIOR SECURED TERM		977,612.50	1,009,868.75	992,500.00	979,134.19	30,734.56	557.99		—	—	—	0.214		FMAN	—	15,028.64	7/2/2012	7/3/2019
BRSF5Z2P7	WIRECO WORLDGROUP INC TERM NOTES		3,078,281.25	3,152,128.91	3,109,375.00	3,082,927.29	69,201.62	1,743.99		—	—	—	0.217		MJSD	—	45,199.22	6/28/2012	2/15/2017
BRSF6FJZ0	CERIDIAN CORP SENIOR SECURED TERM NOTES		—	—	—	—	—	(178.05	)	—	—	—	—		MJSD	—	14,304.11	00/00/0000	00/00/0000
BRSF89UY2	HOLOGIC INC. SENIOR SECURED TERM NOTES		1,398,721.50	1,434,240.55	1,412,850.00	1,400,018.63	34,221.92	1,515.79		—	—	—	0.142		MJSD	—	38,854.38	7/19/2012	8/1/2019
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN	E	404,568.50	420,394.15	412,825.00	405,843.95	14,550.20	457.74		—	—	—	0.452		MJSD	—	—	7/16/2012	12/21/2016
BRSFBH0G2	BIOMET INC SENIOR SECURED TERM LOAN		9,107,410.49	9,251,941.97	9,132,714.38	9,106,686.62	145,255.35	(21.23	)	—	—	—	(0.001	)	MJSD	—	85,996.45	12/14/2012	7/25/2017
BRSFC7S57	PANTRY INC TERM LOAN		—	—	—	—	—	150.07		—	—	—	—		JAJO	—	6,013.93	00/00/0000	00/00/0000
BRSFD0DY4	WINDSTREAM CORP SENIOR SEC TERM NOTES		3,832,042.50	3,931,249.82	3,870,750.00	3,835,206.20	96,043.62	1,468.86		—	—	—	0.144		FMAN	—	39,247.00	8/3/2012	8/2/2019
BRSFD9W24	LEVEL 3 COMMUNICATIONS INC SENIOR SEC		960,300.00	984,913.75	970,000.00	961,187.11	23,726.64	341.30		—	—	—	0.142		MJSD	—	12,662.83	8/2/2012	8/1/2019
BRSFDBBL0	PILOT TRAVEL CENTERS LLC SENIOR SEC TERM		602,397.88	615,201.49	606,950.00	602,816.92	12,384.57	170.63		—	—	—	0.106		MJSD	—	6,249.55	8/2/2012	8/7/2019
BRSFGBWM2	SABRE INC SENIOR SECURED TERM LOAN		—	—	—	—	—	18,609.25		—	—	—	—		MJSD	—	40,038.55	00/00/0000	00/00/0000
BRSFH6DM3	ALLISON TRANSMISSION INC TERM LOAN		5,781,431.84	5,918,638.87	5,825,202.62	5,784,929.64	133,709.23	1,678.60		—	—	—	0.107		MJSD	—	63,463.44	9/25/2012	8/23/2019
BRSFHNFP7	CPM HOLDINGS INC TERM LOAN		1,393,845.75	1,426,411.06	1,407,925.00	1,395,386.82	31,024.24	724.30		—	—	—	0.2		FMAN	—	22,317.58	8/16/2012	8/29/2017
BRSFHP193	MCC IOWA LLC TERM LOAN		2,910,375.00	3,016,088.78	2,985,000.00	2,915,945.27	100,143.51	2,650.50		—	—	—	0.339		FMAN	—	28,927.50	8/15/2012	1/20/2020
BRSFJDVK0	PINACLE FOOD FIN TERM LOAN		3,033,899.01	3,096,563.92	3,056,825.19	3,035,896.53	60,667.39	1,413.64		—	—	—	0.122		FMAN	—	55,255.94	8/17/2012	10/17/2018
BRSFKYGX1	WARNER CHILCOTT CO LLC SENIOR SECURED		1,082,703.40	1,122,352.77	1,102,708.03	1,084,879.20	37,473.57	898.76		—	—	—	0.325		FMAN	—	11,354.26	8/20/2012	3/15/2018
BRSFMJM98	SERVICEMASTER CO SENIOR SECURED TERM		745,307.80	754,684.31	746,240.60	745,307.80	9,376.51	—		—	—	—	0.033		FMAN	—	—	11/20/2012	1/31/2017
BRSFMRGY2	PHARMACEUTICAL RSRCE INC SENIOR SECURED		3,171,836.11	3,224,672.25	3,186,513.75	3,172,861.80	51,810.45	592.22		—	—	—	0.065		MJSD	—	50,189.82	2/22/2013	9/30/2019
BRSFNCAU8	IMMUCOR INC. SENIOR SECURED TERM NOTES		2,859,272.80	2,999,548.84	2,955,205.97	2,863,448.27	136,100.57	4,415.90		—	—	—	0.578		MJSD	—	68,510.41	12/31/2012	8/19/2018
BRSFPRNH8	GETTY IMAGES INC. SENIOR SECURED TERM		4,340,421.87	4,430,068.95	4,364,062.50	4,339,785.93	90,283.02	(941.87	)	—	—	—	(0.107	)	JAJO	—	49,561.63	1/3/2013	10/18/2019
BRSFQ43Z0	FIRST DATA CORP SENIOR SEC TERM NOTES		3,490,000.00	3,532,095.00	3,500,000.00	3,490,511.42	41,583.58	422.31		—	—	—	0.048		MJSD	—	20,334.78	1/30/2013	9/24/2018
BRSFQ6PR9	FOXCO ACQSTN SUB SENIOR SECURED TERM		—	—	—	—	—	148.74		—	—	—	—		MJSD	—	7,384.71	00/00/0000	00/00/0000
BRSFRQMG1	REYNOLDS GROUP HOLDINGS INC SENIOR		1,969,835.57	2,001,283.99	1,969,835.57	1,969,835.57	31,448.42	—		—	—	—	—		MJSD	—	40,694.57	9/21/2012	9/28/2018
BRSFSRG42	AOT BEDDING SUPER HOLDINGS LLC SENIOR		3,495,625.00	3,553,812.50	3,500,000.00	3,495,871.75	57,940.75	170.77		—	—	—	0.018		MJSD	—	36,369.11	10/4/2012	10/1/2019
BRSFTQM53	ADS WASTE ESCROW SENIOR SECURED TERM		—	—	—	—	—	97,031.78		—	—	—	—		JAJO	—	174,583.33	00/00/0000	00/00/0000
BRSFTR0V8	INFOR US INC SENIOR SECURED TERM NOTES		797,248.49	818,750.65	804,668.94	797,930.26	20,820.39	347.72		—	—	—	0.166		JAJO	—	10,234.89	9/27/2012	4/5/2018
BRSFUKYH5	ACOSTA INC SENIOR SECURED TERM LOAN		5,816,697.03	5,933,941.41	5,840,838.45	5,818,971.26	114,970.15	1,089.07		—	—	—	0.075		MJSD	—	73,821.73	9/25/2012	3/2/2018
BRSFUUMM5	SBA SENIOR FINANCE II LLC SENIOR SECURED		965,156.06	981,285.54	967,575.00	965,319.99	15,965.55	91.64		—	—	—	0.036		MJSD	—	8,790.63	9/21/2012	9/20/2019
BRSFV16D6	ADVANCE PIERRE FOODS SENIOR SECURED TERM		990,018.75	1,013,460.00	997,500.00	990,715.85	22,744.15	407.73		—	—	—	0.157		JAJO	—	12,808.53	10/2/2012	7/10/2017
BRSFW2S64	CALPINE CORP SENIOR SECURED TERM LOAN		1,485,037.50	1,515,044.21	1,492,500.00	1,485,522.54	29,521.67	281.19		—	—	—	0.071		MJSD	—	30,382.19	9/28/2012	10/9/2019
BRSFW2WH5	BURGER KING CORP SENIOR SECURED TERM		2,173,602.38	2,209,785.50	2,179,050.00	2,173,972.55	35,812.95	205.75		—	—	—	0.035		MJSD	—	19,797.26	9/26/2012	9/27/2019



BRSFWACE6	LEAP WIRELESS INTL INC SENIOR SECURED	2,354,809.25	2,379,228.72	2,364,075.00	2,354,752.38	24,476.34	(71.15	)	—	—	—	(0.022	)	JAJO	—	26,955.56	11/15/2012	10/10/2019
BRSFWC4C5	PEP BOYS - MANNY MOE & JACK TH SENIOR	1,801,834.12	1,847,220.38	1,815,450.00	1,802,778.14	44,442.24	599.64		—	—	—	0.126		MJSD	—	21,991.67	9/27/2012	9/28/2018
BRSFWQSC8	TRANSTAR HOLDING COMPANY SENIOR SECURED	1,093,405.50	1,118,255.63	1,104,450.00	1,094,213.45	24,042.18	481.41		—	—	—	0.166		MJSD	—	14,716.86	10/2/2012	10/9/2018
BRSFX7D35	CDR DB SUB INC SENIOR SECURED TERM LOAN	—	—	—	—	—	307.61		—	—	—	—		JAJO	4,787.27	24,400.23	11/13/2012	10/11/2019
BRSFXMS69	LESLIES POOLMART INC. SENIOR SECURED	4,952,919.00	5,055,520.63	4,976,200.00	4,954,360.27	101,160.36	865.53		—	—	—	0.066		JAJO	—	62,416.60	10/10/2012	10/16/2019
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR	4,565,555.52	4,642,122.19	4,593,727.27	4,568,126.86	73,995.33	1,287.43		—	—	—	0.112		JAJO	—	44,287.74	10/2/2012	3/2/2018
BRSFZ6L02	REXNORD CORP SENIOR SECURED TERM NOTES	1,328,237.94	1,345,996.48	1,328,237.94	1,328,237.94	17,758.54	—		—	—	—	—		MJSD	—	5,183.21	10/17/2012	3/30/2018
BRSFZCHP9	GRAY TELEVISION INC. SENIOR SEC TERM	1,534,630.63	1,563,225.66	1,542,342.34	1,535,031.37	28,194.29	275.48		—	—	—	0.072		JAJO	—	10,515.62	10/11/2012	10/11/2019
BRSG092B9	ROYALTY PHARMA FINANCE TRUST SENIOR	4,965,517.03	5,047,770.82	4,965,517.03	4,965,517.03	82,253.79	—		—	—	—	—		JAJO	—	42,106.87	10/11/2012	5/9/2018
BRSG12397	OSI RESTAURANT PARTNERS INC SENIOR	1,486,485.00	1,524,608.09	1,501,500.00	1,487,269.36	37,338.73	909.63		—	—	—	0.143		JAJO	—	18,047.75	10/23/2012	10/28/2019
BRSG12QG6	WARNER MUSIC GROUP CORP SECURED TERM	1,119,380.62	1,150,299.27	1,130,687.50	1,120,127.47	30,171.80	603.16		—	—	—	0.166		FMAN	—	17,115.37	10/25/2012	11/1/2018
BRSG13DW3	TRIMAS CO LLC SENIOR SECURED TERM LOAN	803,935.12	807,964.88	805,950.00	804,062.23	3,902.65	75.87		—	—	—	0.035		JAJO	—	5,233.58	10/10/2012	10/15/2019
BRSG13FM3	FIRST AMERICAN PAYMENT SYSTEMS SENIOR	1,876,297.50	1,914,211.98	1,895,250.00	1,877,690.09	36,521.89	824.28		—	—	—	0.166		JAJO	—	35,809.72	10/11/2012	10/12/2018
BRSG1PVM6	DELTA AIR LINES INC SENIOR SECURED TERM	2,727,450.00	2,804,934.38	2,755,000.00	2,728,947.04	75,987.34	1,151.32		—	—	—	0.169		JAJO	—	19,686.77	10/16/2012	10/18/2018
BRSG20AV3	PILOT TRAVEL CENTERS LLC SENIOR SECURED	1,569,718.73	1,660,695.57	1,639,383.58	1,575,813.20	84,882.37	3,083.13		—	—	—	(0.056	)	JAJO	—	14,894.24	10/4/2012	3/30/2018
BRSG3S869	SNL FINANCIAL LC SENIOR SECURED TERM	4,011,476.25	4,061,750.92	4,039,875.00	4,013,015.82	48,735.10	1,284.19		—	—	—	0.118		JAJO	—	68,818.75	10/31/2012	10/23/2018
BRSG45CM8	CONSOLIDATED CONTAINER CO LP TERM NOTE	2,276,391.26	2,331,697.08	2,298,450.00	2,277,828.88	53,868.20	862.61		—	—	—	(0.132	)	MJSD	—	21,393.51	10/17/2012	7/3/2019
BRSG4MWC1	TALLGRASS ENERGY PARTNERS LP SENIOR	3,446,462.25	3,555,269.50	3,481,275.00	3,448,559.80	106,709.70	1,526.83		—	—	—	0.167		JAJO	—	52,931.67	10/25/2012	10/25/2018
BRSG4MWN7	BWAY HOLDING SENIOR SECURED TERM LOAN	3,620,426.22	3,683,827.57	3,632,966.05	3,621,432.61	62,394.96	695.91		—	—	—	0.072		JAJO	—	22,955.69	1/15/2013	8/6/2017
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	2,089,753.83	2,122,050.00	2,100,000.00	2,090,385.07	31,664.93	368.93		—	—	—	(0.059	)	JAJO	—	26,833.33	10/29/2012	8/28/2019
BRSG7ST70	CHG HEALTHCARE SERVICES INC SENIOR SEC	4,318,799.44	4,427,183.86	4,362,423.68	4,320,913.20	106,270.66	1,993.38		—	—	—	0.142		FMAN	—	55,034.66	11/13/2012	11/19/2019
BRSG7WBK1	SMART & FINAL STORES LLC TERM LOAN	886,665.28	901,926.13	887,775.00	886,712.87	15,213.26	260.89		—	—	—	0.018		FMAN	—	24,974.43	11/29/2012	11/5/2019
BRSG82NP2	CONSOLIDATED COMMUNICATIONS IN SENIOR	2,962,575.00	3,035,891.25	2,992,500.00	2,963,759.75	72,131.50	1,259.75		—	—	—	0.166		FMAN	—	37,953.61	11/29/2012	12/31/2018
BRSG8SYA6	BASS PRO GROUP LLC SENIOR SECURED TERM	4,188,976.31	4,250,792.58	4,199,475.00	4,189,427.55	61,365.03	398.64		—	—	—	0.036		FMAN	—	49,116.67	11/16/2012	11/20/2019
BRSG8U0V2	WESCO DISTRIBUTION INC SENIOR SECURED	1,234,406.25	1,263,757.69	1,246,875.00	1,234,837.17	28,920.52	462.17		—	—	—	0.143		MJSD	—	11,723.18	12/4/2012	12/12/2019
BRSG8UAX7	FLEETPRIDE INC SENIOR SECURED TERM LOAN	3,499,713.25	3,571,351.74	3,521,175.00	3,500,675.01	70,676.73	845.08		—	—	—	0.087		FMAN	—	44,786.88	12/5/2012	11/19/2019
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN	1,787,420.25	1,841,584.50	1,805,475.00	1,788,199.95	53,384.55	824.95		—	—	—	0.181		FMAN	—	28,168.12	11/19/2012	7/2/2018
BRSGBCQJ7	NEXSTAR BROADCASTING INC SENIOR SECURED	1,363,718.57	1,397,133.10	1,370,571.43	1,363,937.07	33,196.03	218.50		—	—	—	0.072		FMAN	—	8,908.71	11/19/2012	11/19/2019
BRSGC58P7	UPC FINANCING PARTNERSHIP SENIOR SECURED	1,496,250.00	1,525,312.50	1,500,000.00	1,496,387.50	28,925.00	113.53		—	—	—	0.03		MJSD	—	5,500.00	11/20/2012	1/29/2021
BRSGC5B08	NATIONAL CNEMDIA SENIOR SECURED TERM	1,488,750.00	1,514,062.50	1,500,000.00	1,489,273.34	24,789.16	395.52		—	—	—	0.106		FMAN	—	12,555.41	11/20/2012	11/26/2019
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN	1,175,154.75	1,207,797.94	1,187,025.00	1,175,556.99	32,240.95	413.23		—	—	—	0.143		MJSD	469.86	12,940.67	12/7/2012	12/11/2019
BRSGCQN17	SEQUA CORP SENIOR SECURED TERM LOAN	2,858,436.00	2,925,113.69	2,872,800.00	2,859,202.26	65,911.43	802.26		—	—	—	0.111		MJSD	—	68.25	12/18/2012	6/19/2017
BRSGD3QG1	GWF ENERGY HOLDINGS LLC SENIOR SECURED	—	—	—	—	—	74,522.17		—	—	—	—		FMAN	—	42,289.53	00/00/0000	00/00/0000
BRSGECMG4	NPC INTL INC. SENIOR SECURED TERM LOAN	500,000.00	505,832.50	500,000.00	500,000.00	5,832.50	—		—	—	—	—		FMAN	—	4,724.44	11/21/2012	12/28/2018



BRSGF63V4	CINEMARK USA INC SENIOR SECURED TERM	2,669,858.62	2,714,025.33	2,683,275.00	2,670,357.83	43,667.50		506.44	—	—	—	0.071	MJSD	—	14,038.50	12/13/2012	12/18/2019
BRSGF9UP1	SUNGARD DATA SYST INC. SENIOR SECURED	917,700.00	931,268.19	917,700.00	917,700.00	13,568.19		—	—	—	—	—	MJSD	—	6,080.89	12/14/2012	1/31/2020
BRSGFBZT3	ALLIANCE LAUNDRY SYST LLC SENIOR SECURED	791,969.62	803,510.89	795,949.37	792,167.41	11,343.48		183.39	—	—	—	0.082	MJSD	—	18,222.22	12/7/2012	12/10/2018
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED	1,057,025.81	1,081,326.78	1,062,337.50	1,057,201.18	24,125.60		188.68	—	—	—	0.071	MJSD	—	10,058.33	12/13/2012	12/20/2019
BRSGV1XL6	MISSION BROADCASTING INC. SENIOR SEC	576,531.43	590,657.90	579,428.57	576,623.29	14,034.61		91.86	—	—	—	0.072	MJSD	—	5,504.57	11/19/2012	12/3/2019
BRSGV88K1	MEDASSETS INC SENIOR SECURED TERM LOAN	344,108.31	350,592.77	345,837.50	344,177.99	6,414.78		156.19	—	—	—	0.071	MJSD	—	4,015.00	12/11/2012	12/13/2019
BRSGVDRB9	METALDYNE LLC SENIOR SECURED TERM LOAN	1,736,896.87	1,763,081.25	1,745,625.00	1,737,229.91	25,851.34		354.91	—	—	—	0.083	MJSD	—	39,083.34	12/4/2012	12/18/2018
BRSGVPQQ0	REDPRAIRIE CORP SENIOR SECURED TERM LOAN	2,321,681.25	2,420,151.33	2,369,062.50	2,323,473.52	96,677.81		4,612.19	—	—	—	0.335	MJSD	—	64,804.69	12/14/2012	12/21/2018
BRSGW0678	B&G FOODS INC SENIOR SECURED TERM LOAN	660,912.00	676,977.54	666,562.50	661,149.09	15,828.45		251.40	—	—	—	0.142	MJSD	—	2,464.71	12/31/2012	11/30/2018
BRSGWZFG1	SAGE PRODUCTS INC SENIOR SECURED TERM	1,173,150.00	1,194,628.13	1,185,000.00	1,173,559.37	21,068.76		409.37	—	—	—	0.143	MJSD	—	22,786.56	12/13/2012	12/13/2019
BRSGXX576	TRIBUNE COMPANY SENIOR SECURED TERM LOAN	1,283,782.50	1,311,494.05	1,296,750.00	1,284,153.68	27,340.37		403.68	—	—	—	0.143	MJSD	—	9,966.66	12/17/2012	12/31/2019
BRSGZA7E7	TRANSFIRST HOLDINGS INC SENIOR SECURED	1,886,172.75	1,939,166.58	1,905,225.00	1,887,050.30	52,116.28		1,941.27	—	—	—	0.199	MJSD	—	43,340.28	12/20/2012	12/27/2017
BRSGZV4B0	CUMULUS MED INC. SENIOR SECURED TERM	6,115,638.55	6,209,911.12	6,115,638.55	6,115,638.55	94,272.57		—	—	—	—	—	MJSD	—	42,917.04	12/18/2012	9/17/2018
BRSH02032	CONSOLIDATED PRECISION PRODUCT SENIOR	—	—	—	—	—		14,750.00	—	—	—	—	MJSD	—	18,990.62	00/00/0000	00/00/0000
BRSH04L43	MGM RESORTS INTERNATIONAL SENIOR SECURED	1,485,028.12	1,501,486.88	1,496,250.00	1,485,404.44	16,082.44		404.44	—	—	—	0.152	MJSD	412.59	9,762.89	1/4/2013	12/20/2017
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN	2,723,175.00	2,755,948.41	2,723,175.00	2,723,175.00	32,773.41		—	—	—	—	—	JAJO	—	10,888.72	1/10/2013	1/23/2020
BRSH4GA51	AMERIFORGE GROUP INC SENIOR SECURED TERM	764,234.62	779,918.72	768,075.00	764,324.60	15,594.12		99.60	—	—	—	0.072	JAJO	—	6,058.62	1/22/2013	12/19/2019
BRSH4X0F3	DIGITALGLOBE INC SENIOR SECURED TERM	510,000.00	517,729.05	510,000.00	510,000.00	7,729.05		—	—	—	—	—	JAJO	—	—	1/25/2013	1/31/2020
BRSH4XBW4	ALCATEL-LUCENT USA INC SENIOR SECURED	—	—	—	—	—		32.12	—	—	—	—	MJSD	—	1,639.31	00/00/0000	00/00/0000
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM	6,565,000.00	6,642,499.83	6,565,000.00	6,565,000.00	77,499.83		—	—	—	—	—	JAJO	—	—	1/24/2013	1/28/2020
BRSH62EH0	BRIGHT HORIZONS FAMILY SOLUTIO SENIOR	2,547,814.50	2,600,250.58	2,573,550.00	2,548,288.02	51,962.56		538.02	—	—	—	0.142	JAJO	—	6,327.34	1/24/2013	1/30/2020
BRSH62SH5	APEX TOOL GROUP LLC SENIOR SECURED TERM	1,741,250.00	1,776,250.00	1,750,000.00	1,741,336.55	34,913.45		86.55	—	—	—	0.072	JAJO	—	—	1/25/2013	1/31/2020
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM	444,386.25	453,644.30	448,875.00	444,452.12	9,192.18		77.12	—	—	—	0.167	FMAN	—	2,100.00	2/7/2013	2/7/2019
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED	1,029,825.00	1,037,913.53	1,035,000.00	1,029,922.01	7,991.52		97.01	—	—	—	0.072	MJSD	—	—	1/31/2013	12/20/2019
BRSHA8HD8	VWR FUNDING INC SENIOR SECURED TERM	763,087.50	772,149.16	763,087.50	763,087.50	9,061.66		—	—	—	—	—	MJSD	—	2,501.20	1/29/2013	4/3/2017
BRSHB1YS0	RITE AID CORP SENIOR SECURED TERM LOAN	2,500,000.00	2,533,150.00	2,500,000.00	2,500,000.00	33,150.00		—	—	—	—	—	MJSD	—	555.56	2/7/2013	2/21/2020
BRSHB29T4	ADS WASTE HOLDINGS INC SENIOR SECURED	9,975,000.00	10,100,734.87	9,975,000.00	9,975,000.00	125,734.87		—	—	—	—	—	MJSD	—	33,055.56	2/5/2013	10/9/2019
BRSHB4QM6	GENESYS TELECOM HOLDINGS US IN SENIOR	2,325,559.82	2,377,146.15	2,357,987.50	2,325,696.31	51,449.84		136.49	—	—	—	0.199	MJSD	—	—	3/28/2013	1/31/2020
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR	8,553,600.00	8,685,921.60	8,640,000.00	8,553,973.10	131,948.50		373.10	—	—	—	0.143	FMAN	—	—	2/13/2013	2/28/2020
BRSHBGWY6	LMI AEROSPACE SENIOR SECURED TERM LOAN	—	—	—	—	—		148.53	—	—	—	—	MJSD	—	2,889.04	00/00/0000	00/00/0000
BRSHBHRL8	LIFEPOINT HOSPITALS INC. SECURED TERM	626,853.94	634,709.25	628,425.00	626,884.10	7,825.15		34.10	—	—	—	0.056	MJSD	—	618.19	2/4/2013	7/31/2017
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM	13,000,000.00	12,994,085.00	13,000,000.00	13,000,000.00	(5,915.00	)	—	—	—	—	—	JAJO	—	—	2/4/2013	2/10/2020
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR	1,180,000.00	1,190,637.70	1,180,000.00	1,180,000.00	10,637.70		—	—	—	—	—	MJSD	—	—	2/6/2013	2/7/2020
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES	5,771,000.00	5,886,449.00	5,800,000.00	5,771,437.33	115,011.67		437.33	—	—	—	0.083	FMAN	—	24,529.17	2/15/2013	2/19/2019



BRSHD81B6	DUNKIN BRANDS INC SENIOR SECURED TERM		4,975,052.77	5,033,900.98	4,969,815.21	4,974,956.86	58,944.12		(95.91	)	—	—		—	(0.015	)	MJSD	—		—	2/14/2013	2/14/2020
BRSHDAGH2	SERVICEMASTER CO SENIOR SEC TERM NOTES		11,855,237.63	12,122,160.10	11,974,987.50	11,855,237.63	266,922.47		531.48		—	—		—	0.258		MJSD	(362.63	)	362.63	2/15/2013	1/31/2017
BRSHE90B4	ARAMARK CORPORATION SENIOR SECURED TERM		6,089,400.00	6,187,870.80	6,120,000.00	6,089,582.01	98,288.79		182.01		—	—		—	0.077		FMAN	—		6,800.00	2/22/2013	8/22/2019
BRSHE9NJ2	CENTAUR ACQUISITION LLC SENIOR SECURED		2,544,554.46	2,611,762.50	2,570,000.00	2,544,554.46	67,208.04		—		—	—		—	0.168		MJSD	—		—	2/15/2013	2/20/2019
BRSHGCFR4	REALOGY GROUP LLC SENIOR SECURED TERM		1,301,850.00	1,335,277.30	1,315,000.00	1,301,947.78	33,329.52		97.78		—	—		—	0.142		FMAN	—		—	3/1/2013	2/28/2020
BRSHH3U39	IASIS HELTHCARE CORP SENIOR SECURED TERM		7,203,425.81	7,423,209.59	7,312,750.50	7,205,255.08	217,954.51		1,897.13		—	—		—	0.286		FMAN	—		32,989.85	2/28/2013	5/3/2018
BRSHHLHN0	CRICKET COMMUNICATIONS INC. SENIOR		6,004,625.00	6,094,618.75	6,050,000.00	6,004,625.00	89,993.75		—		—	—		—	0.109		MJSD	—		—	3/1/2013	3/1/2020
BRSHHYQ77	UNIVISION COMMUN INC. SENIOR SECURED		1,990,000.00	2,013,250.00	2,000,000.00	1,990,093.96	23,156.04		93.96		—	—		—	0.071		FMAN	—		5,277.78	2/22/2013	2/28/2020
BRSHJ8GU2	SUNGARD DATA SYST INC. SENIOR SECURED		6,937,612.50	7,037,590.63	6,955,000.00	6,937,646.74	99,943.89		34.24		—	—		—	0.035		JAJO	—		—	3/7/2013	3/8/2020
BRSHJV7B3	CEDAR FAIR L.P. SENIOR SECURED TERM		1,446,375.00	1,470,851.00	1,450,000.00	1,446,404.80	24,446.20		82.91		—	—		—	0.035		MJSD	—		3,506.84	3/1/2013	3/6/2020
BRSHKFUT1	TOTAL SAFETY US INC SENIOR SECURED TERM		756,200.00	767,919.20	760,000.00	756,200.00	11,719.20		—		—	—		—	0.072		MJSD	—		—	3/13/2013	3/13/2020
BRSHKR2U3	NIELSEN FINANCE LLC/NIELSON FI SENIOR		1,959,823.68	1,983,253.37	1,959,823.68	1,959,823.68	23,429.69		—		—	—		—	—		FMAN	—		—	2/25/2013	5/1/2016
BRSHKZ9A2	VEYANCE TECHNOLOGIES INC SENIOR SECURED		4,925,000.00	5,018,300.00	5,000,000.00	4,925,769.35	92,530.65		769.35		—	—		—	0.331		MJSD	—		—	3/6/2013	9/15/2017
BRSHLHVQ1	STAR WEST GENERATION LLC SENIOR SECURED		4,865,550.00	4,958,264.40	4,890,000.00	4,865,617.08	92,647.32		67.08		—	—		—	0.071		MJSD	—		—	3/8/2013	3/13/2020
BRSHMA6X8	SALEM COMMUNS CORP SENIOR SECURED TERM		850,725.00	868,179.83	855,000.00	850,725.00	17,454.83		—		—	—		—	0.072		JAJO	—		—	3/13/2013	3/15/2020
BRSHN4W46	RUBY WESTERN PIPELINE HOLDINGS SENIOR		696,500.00	709,625.00	700,000.00	696,500.00	13,125.00		—		—	—		—	0.072		MJSD	—		—	3/22/2013	3/27/2020
BRSHNYK01	EAGLE SPINCO INC SENIOR SECURED TERM		300,000.00	303,000.00	300,000.00	300,000.00	3,000.00		—		—	—		—	—		MJSD	—		—	3/13/2013	1/28/2017
BRSHQ3628	DUFF & PHELPS LLC SENIOR SECURED TERM		299,250.00	303,939.00	300,000.00	299,250.00	4,689.00		—		—	—		—	0.036		MJSD	—		—	3/14/2013	3/14/2020
BRSHQJZB1	TWIN RIVER MANAGEMENT GROUP IN SENIOR		732,600.00	748,787.50	740,000.00	732,600.00	16,187.50		—		—	—		—	0.206		MJSD	—		—	3/22/2013	3/22/2018
BRSHRW9X2	MEDTRONIC INC CORP BND		4,992,500.00	5,005,122.00	5,000,000.00	4,992,524.24	12,597.76		24.24		—	—		0.029	0.059		MS	20.47		—	3/19/2013	4/1/2018
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		890,000.00	890,000.00	890,000.00	890,000.00	—		—		—	—		—	—		MJSD	—		—	3/27/2013	3/27/2020
BRSHTPNN1	HEINZ H. J. COMPANY SENIOR SEC TERM		2,159,587.50	2,159,587.50	2,165,000.00	2,159,587.50	—		—		—	—		—	0.036		MJSD	—		—	3/27/2013	3/27/2020
BRSHUA3L8	UAL_12-2A SENIOR SECURED TERM LOAN		4,720,000.00	4,777,041.20	4,720,000.00	4,720,000.00	57,041.20		—		—	—		—	—		MJSD	—		—	3/22/2013	4/1/2019
C9413PAJ2	VALEANT PHARMACEUTICALS INTERN SENIOR		1,942,054.54	2,016,310.52	1,990,012.50	1,945,746.37	70,564.15		1,952.22		—	—		—	(0.164	)	JAJO	—		33,211.56	10/2/2012	2/13/2019
P8588FAD4	SEVEN SEAS CRUISES S DE RL SENIOR		2,656,375.00	2,696,220.63	2,656,375.00	2,656,375.00	39,845.63		—		—	—		—	—		JAJO	—		—	1/25/2013	12/21/2018
U75000AU0	ROCHE HOLDINGS INC SENIOR CORP BND	O	742,348.77	868,375.30	525,000.00	745,643.71	122,731.59		212.68		—	49,651.96		5.5	5.634		MAR	3,388.61		45,784.20	2/25/2009	3/4/2015
U89233TU1	TOYOTA MOTOR CREDIT CORP CORP BOND	O	890,072.82	936,440.95	550,000.00	890,355.74	46,085.21		53.71		—	(56,249.76	)	4	3.99		DEC	9,945.67		—	12/4/2011	12/7/2017
06366QGN1	BANK OF MONTREAL CORP BND	A	2,500,000.00	2,511,249.73	2,500,000.00	2,500,000.00	11,249.73		—		—	—		0.771	0.743		JAJO	3,317.43		21,061.07	4/26/2011	4/29/2014
06366QW86	BANK OF MONTREAL CORP BND MTN	A	2,993,850.00	3,131,845.32	3,000,000.00	2,995,281.81	136,563.51		295.16		—	—		2.5	2.544		JJ	16,666.67		37,500.00	1/6/2012	1/11/2017
06366RHA6	BANK OF MONTREAL SENIOR CORP BND MTN	A	2,995,380.00	2,999,513.85	3,000,000.00	2,995,878.73	3,635.12		221.94		—	—		1.4	1.432		MS	2,333.33		21,000.00	9/4/2012	9/11/2017
063679ZT4	BANK OF MONTREAL CORP BND 144A	A	2,196,150.00	2,291,410.13	2,200,000.00	2,197,016.39	94,393.74		185.12		—	—		1.95	1.987		JJ	7,269.17		21,450.00	1/23/2012	1/30/2017
064159AL0	BANK OF NOVA SCOTIA CORP BND	A	1,696,035.00	1,685,097.88	1,650,000.00	1,684,927.30	170.58		(4,838.86	)	—	—		1.85	0.653		JJ	6,698.54		15,262.50	8/30/2012	1/12/2015
064159AM8	BANK OF NOVA SCOTIA CORP BND	A	1,497,000.00	1,571,561.73	1,500,000.00	1,497,696.19	73,865.54		142.48		—	—		2.55	2.593		JJ	8,393.75		19,125.00	1/5/2012	1/12/2017
064159BW5	BANK OF NOVA SCOTIA SENIOR CORP BND	A	6,000,000.00	5,996,460.12	6,000,000.00	6,000,000.00	(3,539.88	)	—		—	—		0.687	0.687		MJSD	1,946.78		—	3/8/2013	3/15/2016



06415CAA7	BANK OF NOVA SCOTIA CORP BND 144A	A	1,140,524.00	1,151,205.07	1,100,000.00	1,132,613.65	18,591.42		(2,359.42	)	—	—	2.15	1.242		FA	3,810.28	11,825.00		5/24/2012	8/3/2016
06415CAD1	BANK OF NOVA SCOTIA SECURED CORP BND	A	4,200,824.80	4,249,392.14	4,200,000.00	4,200,584.36	48,807.78		(72.91	)	—	—	1.05	1.043		MS	1,347.51	22,050.00		4/12/2012	3/20/2015
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND	A	2,197,580.00	2,273,303.85	2,200,000.00	2,198,059.92	75,243.93		116.53		—	—	1.75	1.773		MS	962.50	19,250.00		3/15/2012	3/22/2017
067901AF5	BARRICK GOLD CORP CORP BND	A	2,747,701.82	2,894,137.92	2,750,000.00	2,748,476.28	145,661.64		114.11		—	—	2.9	2.137		MN	26,804.86	—		9/8/2011	5/30/2016
12800UAK6	LA CAISSE CENTRALE DESJARDINS CORP BND	A	397,592.00	422,312.01	400,000.00	398,509.01	23,803.00		118.70		—	—	2.55	2.681		MS	198.33	5,100.00		4/18/2011	3/24/2016
12800UAL4	LA CAISSE CENTRALE DESJARDINS SECURED	A	2,699,352.00	2,771,658.19	2,700,000.00	2,699,486.46	72,171.73		31.24		—	—	1.6	1.605		MS	3,000.00	21,600.00		2/28/2012	3/6/2017
136069EH0	CANADIAN IMPERIAL BANK OF COMM CORP BND	A	2,234,372.73	2,241,580.16	2,200,000.00	2,222,140.52	19,439.64		(3,198.79	)	—	—	1.5	0.901		JD	9,991.67	8,500.00		4/16/2012	12/12/2014
136069ET4	CANADIAN IMPERIAL BANK OF COMM SENIOR	A	3,024,092.50	3,025,274.88	3,025,000.00	3,024,242.04	1,032.84		109.80		—	—	0.9	0.91		AO	13,612.50	7,850.00		9/24/2012	10/1/2015
136069FA4	CANADIAN IMPERIAL BANK OF COMM SENIOR	A	3,996,760.00	4,008,533.92	4,000,000.00	3,996,877.49	11,656.43		117.49		—	—	1.55	1.567		JJ	11,711.11	—		1/17/2013	1/23/2018
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	8,414,868.00	8,515,046.19	8,350,000.00	8,420,087.00	94,959.19		(967.41	)	—	—	1.45	1.209		JD	35,649.85	(13,154.72	)	2/21/2013	12/15/2016
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND	A	11,657,163.00	11,663,018.77	11,670,000.00	11,658,157.76	4,861.01		617.44		—	—	1.45	1.473		MN	67,686.00	—		11/2/2012	11/7/2017
73755LAG2	POTASH CORP OF SASKATCHEWAN IN CORP BND	A	1,776,592.85	1,765,855.91	1,655,000.00	1,773,345.37	(7,489.46	)	(3,247.48	)	—	—	3.75	0.85		MS	31,031.25	(26,893.75	)	3/1/2013	9/30/2015
78008K5X7	ROYAL BANK OF CANADA CORP BND	A	4,502,835.00	4,513,005.05	4,500,000.00	4,501,055.86	11,949.19		(248.82	)	—	—	0.603	0.553		JAJO	5,577.75	20,161.81		6/20/2011	4/17/2014
78008SD86	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A	4,996,900.00	5,007,777.80	5,000,000.00	4,996,966.66	10,811.14		66.66		—	—	0.85	0.871		MS	2,715.28	—		3/5/2013	3/8/2016
78008SE28	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A	13,250,000.00	13,257,551.44	13,250,000.00	13,250,000.00	7,551.44		—		—	—	0.65	0.65		MJSD	5,738.13	—		3/5/2013	3/8/2016
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A	4,094,875.00	4,118,203.71	4,100,000.00	4,095,085.16	23,118.55		210.16		—	—	1.5	1.526		JJ	13,154.17	—		1/7/2013	1/16/2018
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A	1,594,560.00	1,638,144.16	1,600,000.00	1,595,669.29	42,474.87		262.64		—	—	1.5	1.571		MS	1,200.00	12,000.00		3/5/2012	3/13/2017
89114QAC2	TORONTO-DOMINION BANK/THE CORP BND	A	2,300,000.00	2,306,026.02	2,300,000.00	2,300,000.00	6,026.02		—		—	—	0.605	0.549		JAJO	2,976.26	3,722.34		7/7/2011	7/14/2014
89114QAE8	TORONTO-DOMINION BANK/THE CORP BND	A	7,853,225.00	7,830,337.13	7,500,000.00	7,843,691.67	(13,354.54	)	(9,533.33	)	—	—	2.375	1.057		AO	80,156.25	(62,013.89	)	2/22/2013	10/19/2016
89153UAD3	TOTAL CAPITAL CANADA LTD SENIOR CORP BND	A	2,000,000.00	2,008,860.16	2,000,000.00	2,000,000.00	8,860.16		—		—	—	0.683	0.683		JAJO	2,797.20	—		1/10/2013	1/15/2016
893526DH3	TRANSCANADA PIPELINES LTD COUP CORP BND	A	3,673,161.75	3,876,033.49	3,675,000.00	3,674,165.52	201,867.97		91.48		—	—	3.4	3.411		JD	41,650.00	—		5/27/2010	6/1/2015
893526DL4	TRANSCANADA PIPELINES LTD COUP SENIOR	A	2,914,148.25	2,932,156.74	2,925,000.00	2,918,023.58	14,133.16		889.19		—	—	0.875	1.001		MS	2,061.72	12,796.89		2/28/2012	3/2/2015
98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP	A	4,128,053.20	4,177,182.54	4,135,000.00	4,128,623.30	48,559.24		324.74		—	—	2.45	2.486		AO	43,899.92	—		10/18/2012	10/25/2017
BRSBRN2H7	MEG ENERGY CORP TERM LOAN	A	7,182,270.41	7,252,306.88	7,164,541.25	7,163,659.54	88,647.34		43.97		—	—	—	(0.32	)	MJSD	—	67,886.23		5/29/2012	3/15/2018
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR	A	7,897,824.98	8,026,809.56	7,937,512.54	7,903,342.15	123,467.41		1,492.65		—	—	—	0.071		MJSD	—	81,730.22		3/26/2012	3/28/2019
BRSFXW3C1	PROGRESSIVE WASTE SOLUTIONS LT SENIOR	A	585,582.37	597,170.43	588,525.00	585,748.74	11,421.69		111.20		—	—	—	0.071		JAJO	—	4,990.42		10/22/2012	10/24/2019
BRSFZGGS5	GARDA WORLD SEC SENIOR SECURED TERM LOAN	A	1,181,089.87	1,204,088.48	1,187,025.00	1,181,378.82	22,709.66		223.49		—	—	—	0.071		FMAN	—	7,288.75		10/24/2012	11/13/2019
BRSG101A0	CUNNINGHAM LINDSEY GROUP INC SENIOR	A	—	—	—	—	—		—		—	—	—	—		MJSD	—	1,477.78		00/00/0000	00/00/0000
BRSHG9DW2	SAXON ENERGY SERVICES INC SENIOR SECURED	A	1,432,800.00	1,450,800.00	1,440,000.00	1,432,912.12	17,887.88		112.12		—	—	—	0.083		MJSD	—	6,539.72		2/13/2013	2/13/2019
C8843QAB9	TERVITA CORP SENIOR SECURED TERM LOAN	A	1,524,600.00	1,561,660.10	1,540,000.00	1,524,762.16	36,897.94		162.16		—	—	—	0.192		MJSD	—	—		2/11/2013	5/15/2018
00182EAR0	ANZ NATIONAL INTERNATIONAL LTD SENIOR	F	9,996,500.00	9,999,630.70	10,000,000.00	9,996,515.61	3,115.09		15.61		—	—	1.125	1.137		MS	1,250.00	—		3/20/2013	3/24/2016
00448MAA9	ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND	F	176,911.50	184,711.89	177,000.00	176,970.35	7,741.54		4.50		—	—	3.2	3.211		MN	2,328.53	—		10/26/2009	11/3/2014
034863AA8	ANGLO AMERICAN CAPITAL PLC CORP BND 144A	F	5,570,775.00	4,874,206.36	4,500,000.00	4,823,771.24	50,435.12		(77,288.76	)	—	—	9.375	2.197		AO	202,734.37	—		10/19/2010	4/8/2014
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP	F	4,989,050.00	5,118,991.85	5,000,000.00	4,991,120.40	127,871.45		516.15		—	—	2.625	2.672		AO	64,895.83	—		3/26/2012	4/3/2017



05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F	4,292,819.00	4,558,606.60	4,300,000.00	4,294,825.62	263,780.98		341.33		—	—	2.875	2.911	AO	57,004.86	—		10/6/2011	10/15/2016
055451AB4	BHP BILLITON FINANCE LTD CORP BND	F	1,742,200.00	1,738,833.52	1,550,000.00	1,736,980.95	1,852.57		(5,219.05	)	—	—	5.25	0.736	JD	23,960.42	(17,857.29	)	2/27/2013	12/15/2015
055451AG3	BHP BILLITON FINANCE (USA) LTD CORP BND	F	2,583,704.25	2,442,105.69	2,325,000.00	2,393,033.19	49,072.50		(24,285.80	)	—	—	5.5	2.518	AO	63,937.50	42,461.52		4/16/2010	4/1/2014
055451AM0	BHP BILLITON FINANCE (USA) LTD SENIOR	F	5,656,200.00	5,664,125.45	5,650,000.00	5,655,008.18	9,117.27		(1,191.82	)	—	—	0.56	0.581	FMAN	3,604.08	6,581.43		1/9/2013	2/18/2014
055451AN8	BHP BILLITON FINANCE (USA) LTD SENIOR	F	4,989,550.00	5,046,542.75	5,000,000.00	4,993,341.66	53,201.09		852.51		—	—	1	1.071	FA	5,138.89	25,000.00		2/21/2012	2/24/2015
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR	F	6,706,708.00	6,850,583.72	6,725,000.00	6,710,601.06	139,982.66		877.34		—	—	1.625	1.682	FA	11,231.69	54,640.63		2/21/2012	2/24/2017
05565QBF4	BP CAPITAL MARKETS PLC CORP BND	F	2,258,382.50	2,108,958.00	2,050,000.00	2,083,579.31	25,378.69		(13,784.44	)	—	—	5.25	2.478	MN	43,050.00	—		12/21/2009	11/7/2013
05565QBH0	BP CAPITAL MARKETS PLC CORP BND	F	3,182,550.00	3,178,788.99	3,000,000.00	3,110,288.78	68,500.21		(13,766.45	)	—	—	3.875	1.935	MS	6,781.25	58,125.00		12/6/2011	3/10/2015
05565QBN7	BP CAPITAL MARKETS PLC CORP BND	F	2,991,480.00	3,166,456.38	3,000,000.00	2,995,571.72	170,884.66		417.57		—	—	3.125	3.187	AO	46,875.00	—		9/28/2010	10/1/2015
05565QBS6	BP CAPITAL MARKETS PLC CORP BND	F	1,490,000.00	1,498,090.69	1,490,000.00	1,490,000.00	8,090.69		—		—	—	0.881	0.91	MJSD	765.39	3,387.89		3/8/2011	3/11/2014
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F	4,773,490.00	4,934,891.66	4,750,000.00	4,767,104.98	167,786.68		(1,139.60	)	—	—	2.248	2.143	MN	44,491.67	—		11/1/2011	11/1/2016
05565QBX5	BP CAPITAL MARKETS PLC CORP BND	F	1,699,898.00	1,730,410.95	1,700,000.00	1,699,942.07	30,468.88		21.44		—	—	1.7	1.702	JD	9,312.23	17,741.38		12/1/2011	12/5/2014
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	8,000,000.00	8,178,827.52	8,000,000.00	8,000,000.00	178,827.52		—		—	—	1.846	1.846	MN	59,892.45	—		5/2/2012	5/5/2017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	4,995,900.00	5,000,266.25	5,000,000.00	4,996,220.49	4,045.76		197.56		—	—	1.375	1.392	MN	27,690.97	—		11/1/2012	11/6/2017
06739FFZ9	BARCLAYS BANK PLC LOCAL BND	F	528,417.00	527,409.25	500,000.00	508,204.06	19,205.19		(1,556.98	)	—	—	5.2	3.869	JJ	5,850.00	13,000.00		10/21/2009	7/10/2014
06739FGF2	BARCLAYS BANK PLC CORP BND	F	5,638,250.00	5,616,353.60	5,000,000.00	5,620,931.18	(4,577.58	)	(17,318.82	)	—	—	5	1.329	MS	6,250.00	18,055.56		2/21/2013	9/22/2016
06741CAB0	BARCLAYS PLC SENIOR LOCAL BND 144A	F	1,393,294.00	1,460,689.99	1,400,000.00	1,394,434.60	66,255.39		319.90		—	—	2.25	2.352	MN	12,337.50	—		5/2/2012	5/10/2017
10778XAA4	BRFKREDIT AS CORP BND 144A	F	5,094,390.00	5,102,311.52	5,100,000.00	5,099,926.20	2,385.32		474.45		—	—	2.05	2.088	AO	48,209.17	—		4/8/2010	4/15/2013
20271RAA8	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	F	2,149,183.00	2,195,986.87	2,150,000.00	2,149,461.82	46,525.05		66.64		—	—	1.95	1.963	MS	1,746.88	20,962.50		3/5/2012	3/16/2015
2027A0FP9	COMMONWEALTH BANK AUSTRALIA CORP BND	F	10,729,116.00	10,799,752.29	10,725,000.00	10,726,491.00	73,261.29		(381.66	)	—	—	1.01	0.995	MJSD	4,212.96	40,471.67		7/12/2011	3/17/2014
22546QAA5	CREDIT SUISSE GROUP CORP BND	F	2,186,460.00	2,101,259.00	2,000,000.00	2,053,462.98	47,796.02		(12,025.90	)	—	—	5.5	2.972	MN	45,833.33	—		5/19/2010	5/1/2014
22546QAG2	CREDIT SUISSE NEW YORK NY CORP BND	F	5,800,000.00	5,837,062.00	5,800,000.00	5,800,000.00	37,062.00		—		—	—	1.265	1.284	JAJO	15,693.03	19,063.11		12/28/2012	1/14/2014
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F	9,444,640.00	9,518,919.98	9,400,000.00	9,441,377.74	77,542.24		(2,454.06	)	—	—	1.5	1.389	MN	54,833.33	—		9/25/2012	5/11/2017
25600WAA8	DNB BOLIGKREDITT AS CORP BND 144A	F	9,671,647.51	9,943,007.81	9,600,000.00	9,643,525.54	299,482.27		(4,167.70	)	—	—	2.1	1.915	AO	93,519.99	—		11/14/2012	10/14/2015
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F	8,395,963.00	8,711,679.84	8,200,000.00	8,356,577.25	355,102.59		(21,281.04	)	—	—	2.9	2.234	MS	1,321.11	246,274.44		6/12/2012	3/29/2016
268317AA2	ELECTRICITE DE FRANCE CORP BND 144A	F	9,449,250.00	8,937,939.92	8,600,000.00	8,780,307.57	157,632.35		(53,704.88	)	—	—	5.5	2.893	JJ	85,402.78	236,500.00		1/6/2010	1/26/2014
273323AA3	EAST LANE RE LTD CORP BND	F	5,000,000.00	5,106,600.00	5,000,000.00	5,000,000.00	106,600.00		—		—	—	5.75	5.912	MJSD	13,576.39	70,297.83		3/1/2011	3/14/2016
273323AB1	EAST LANE RE IV LTD CORP BND 144A	F	2,000,000.00	2,071,820.00	2,000,000.00	2,000,000.00	71,820.00		—		—	—	6.65	6.704	MJSD	6,280.56	32,519.13		3/1/2011	3/13/2017
29079DAB2	EMBARCADERO REINSURANCE LTD CORP BND	F	6,500,000.00	6,729,255.00	6,500,000.00	6,500,000.00	229,255.00		—		—	—	5	—	JAJO	55,205.48	81,930.00		7/26/2012	2/7/2017
29268BAD3	ENEL FINANCE INTERNATIONAL NV CORP BND	F	1,241,598.75	1,255,506.11	1,225,000.00	1,230,883.06	24,623.05		(926.32	)	—	—	3.875	3.547	AO	22,943.23	—		3/30/2010	10/7/2014
35177PAS6	FRANCE TELECOM CORP BND	F	2,247,594.04	2,207,306.58	2,116,000.00	2,157,265.40	50,041.18		(7,923.30	)	—	—	4.375	2.801	JJ	21,343.68	46,287.50		4/14/2010	7/8/2014
35177PAU1	FRANCE TELECOM CORP BND	F	996,600.00	1,024,881.21	1,000,000.00	998,283.29	26,597.92		167.89		—	—	2.125	2.197	MS	885.42	10,625.00		9/7/2010	9/16/2015
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F	6,277,383.00	6,399,854.44	6,300,000.00	6,281,305.08	118,549.36		1,094.52		—	—	1.5	1.575	MN	37,537.49	—		5/2/2012	5/8/2017
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F	6,478,039.23	6,479,210.92	6,500,000.00	6,478,874.63	336.29		640.78		—	—	1.4	1.475	AO	43,225.00	(15,166.67	)	2/14/2013	10/1/2017



423012AC7	HEINEKEN N.V. SENIOR CORP BND 144A	F	1,993,785.13	1,990,751.47	1,995,000.00	1,993,975.94	(3,224.47	)	99.26		—	—	0.8	0.821	AO	7,581.00	—		10/3/2012	10/1/2015
44328MAB0	HSBC BANK PLC CORP BND 144A	F	9,329,572.40	9,487,366.68	8,980,000.00	9,283,341.93	204,024.75		(29,086.95	)	—	—	3.5	1.94	JD	81,194.17	(5,638.89	)	2/21/2013	6/28/2015
44920UAC2	HYUNDAI CAP SVC CORP BND 144A	F	2,982,210.00	3,241,757.37	3,000,000.00	2,988,739.60	253,017.77		775.95		—	—	4.375	4.498	JJ	23,333.33	65,625.00		1/20/2011	7/27/2016
449786AN2	ING BANK NV CORP BND 144A	F	2,375,000.00	2,402,431.23	2,375,000.00	2,375,000.00	27,431.23		—		—	—	1.681	1.652	MJSD	2,328.33	10,260.00		6/1/2011	6/9/2014
449786AR3	ING BANK NV CORP BND 144A	F	3,714,234.75	3,784,268.29	3,725,000.00	3,716,049.61	68,218.68		868.60		—	—	2	2.1	MS	1,241.67	37,250.00		9/18/2012	9/25/2015
449786AW2	ING BANK NV SENIOR CORP BND 144A	F	8,120,000.00	8,115,290.48	8,120,000.00	8,120,000.00	(4,709.52	)	—		—	—	1.231	1.231	MJSD	6,942.03	—		2/28/2013	3/7/2016
449786AX0	ING BANK NV SENIOR CORP BND 144A	F	748,440.00	746,969.32	750,000.00	748,474.69	(1,505.37	)	34.69		—	—	1.375	1.446	MS	687.50	—		2/28/2013	3/7/2016
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR	F	3,041,246.50	3,071,405.53	3,050,000.00	3,042,523.38	28,882.15		420.21		—	—	1.625	1.685	JD	12,665.98	—		6/26/2012	6/29/2017
541502AB6	LOMA REINSURANCE LTD CORP BND 144A	F	4,000,000.00	4,108,520.00	4,000,000.00	4,000,000.00	108,520.00		—		—	—	18	18.421	MJSD	62,000.00	176,000.43		12/22/2011	1/9/2014
55607EAA8	MACQUARIE GROUP LTD -GTD CORP BND GOVT	F	4,678,890.29	4,615,024.64	4,500,000.00	4,534,796.69	80,227.95		(11,965.71	)	—	—	4.1	2.992	JD	53,300.00	—		2/19/2010	12/17/2013
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F	5,996,040.00	6,535,654.92	6,000,000.00	5,996,833.49	538,821.43		180.31		—	—	5	5.015	FA	32,500.00	150,000.00		2/14/2012	2/22/2017
612098AC7	MONTANA RE LTD SENIOR CORP BND 144A	F	10,002,000.00	9,840,000.00	10,000,000.00	10,001,842.19	(161,842.19	)	(329.76	)	—	—	12.181	12.481	MJSD	84,590.97	305,262.50		11/30/2012	1/8/2014
612098AD5	MONTANA RE LTD CORP BND 144A	F	9,004,500.00	9,024,300.00	9,000,000.00	9,003,921.82	20,378.18		(787.50	)	—	—	16.681	17.115	MJSD	104,256.88	375,986.25		11/30/2012	1/8/2014
63253WAA9	NATIONAL AUSTRALIA BANK SECURED LOCAL	F	3,993,960.00	4,149,320.08	4,000,000.00	3,994,863.50	154,456.58		288.18		—	—	2	2.032	JD	22,444.44	—		6/12/2012	6/20/2017
6325C0CA7	NATIONAL AUSTRALIA BANK SENIOR CORP BND	F	4,600,000.00	4,632,936.14	4,600,000.00	4,600,000.00	32,936.14		—		—	—	1.025	1.01	JAJO	10,477.77	12,558.00		4/6/2011	4/11/2014
654624AE5	NTT CORP SENIOR CORP BND	F	4,459,748.50	4,467,824.83	4,450,000.00	4,458,465.36	9,359.47		(475.18	)	—	—	1.4	1.354	JJ	12,633.05	31,150.00		7/23/2012	7/18/2017
65557CAG8	NORDEA BANK AB CORP BND 144A	F	3,075,000.00	3,094,649.25	3,075,000.00	3,075,000.00	19,649.25		—		—	—	1.205	1.203	JAJO	7,925.38	9,655.50		1/11/2011	1/14/2014
65557FAC0	NORDEA BANK AB SENIOR CORP BND 144A	F	3,118,343.75	3,201,213.13	3,125,000.00	3,120,583.36	80,629.77		541.69		—	—	2.25	2.324	MS	2,148.44	35,156.25		3/14/2012	3/20/2015
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F	3,397,355.00	3,427,094.64	3,250,000.00	3,361,574.30	65,520.34		(8,589.22	)	—	—	3.9	2.731	MN	52,812.50	—		3/9/2012	5/1/2016
709629AA7	PENTAIR FINANCE SA UNSECURED CORP BND	F	4,533,599.25	4,537,244.96	4,525,000.00	4,533,629.26	3,615.70		(4.35	)	—	—	1.35	1.277	JD	21,210.94	(7,068.75	)	3/19/2013	12/1/2015
74977EPY3	RABOBANK NEDERLAND NV SENIOR CORP BND	F	10,025,000.00	10,019,085.46	10,025,000.00	10,025,000.00	(5,914.54	)	—		—	—	0.76	0.761	MJSD	2,539.99	—		3/12/2013	3/18/2016
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND	F	4,989,050.00	4,996,736.55	5,000,000.00	4,989,124.37	7,612.18		74.37		—	—	1.7	1.746	MS	2,833.33	—		3/12/2013	3/19/2018
74977RBQ6	RABOBANK NEDERLAND NV CORP BND 144A	F	5,051,420.50	5,033,121.60	4,850,000.00	4,904,538.35	128,583.25		(11,895.21	)	—	—	4.2	3.166	MN	78,085.00	—		1/8/2010	5/13/2014
74977RCE2	RABOBANK NEDERLAND NV CORP BND 144A	F	1,598,896.00	1,670,885.99	1,600,000.00	1,599,550.07	71,335.92		55.28		—	—	3.2	3.215	MS	2,844.44	25,600.00		3/4/2010	3/11/2015
76112NAB0	RESIDENTIAL REINSURANCE 2012 L	F	4,000,000.00	4,204,680.00	4,000,000.00	4,000,000.00	204,680.00		—		—	—	8	8.071	MJSD	23,111.11	80,009.68		5/18/2012	6/6/2016
76112NAC8	RESIDENTIAL REINSURANCE 2012 L UNSECURED	F	5,000,000.00	4,980,300.00	5,000,000.00	5,000,000.00	(19,700.00	)	—		—	—	22	22	MJSD	79,444.44	275,012.10		5/18/2012	6/6/2018
767201AF3	RIO TINTO FINANCE USA LIMITED CORP BND	F	4,576,294.00	4,024,732.10	3,700,000.00	3,977,352.56	47,379.54		(62,839.65	)	—	—	8.95	1.92	MN	137,979.17	—		10/28/2010	5/1/2014
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	F	1,298,947.00	1,333,122.08	1,300,000.00	1,299,443.17	33,678.91		52.10		—	—	1.875	1.892	MN	10,088.54	—		10/28/2010	11/2/2015
767201AM8	RIO TINTO FINANCE LTD CORP BND	F	4,651,892.50	4,823,118.95	4,625,000.00	4,657,003.71	166,115.24		(427.05	)	—	—	2.5	2.265	MN	42,074.65	(6,666.67	)	2/21/2013	5/20/2016
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	4,019,848.00	4,119,038.37	4,025,000.00	4,020,864.55	98,173.82		247.01		—	—	2	2.027	MS	2,012.50	40,250.00		3/19/2012	3/22/2017
78572MAD7	SABMILLER PLC CORP BND 144A	F	6,725,979.00	6,658,719.54	5,700,000.00	6,507,281.05	151,438.49		(59,957.59	)	—	—	6.5	1.971	JJ	92,625.00	185,250.00		10/4/2012	7/1/2016
80105NAC9	SANOFI CORP BND	F	7,240,920.00	7,239,205.64	7,220,000.00	7,227,655.44	11,550.20		(1,905.66	)	—	—	0.594	0.478	MJSD	476.20	15,762.47		7/7/2011	3/28/2014
806854AA3	SCHLUMBERGER INVESTMENT SA CORP BND 144A	F	1,503,915.00	1,546,366.30	1,500,000.00	1,504,572.08	41,794.22		86.28		—	—	1.95	1.857	MS	1,381.25	12,534.17		3/22/2013	9/14/2016
806854AC9	SCHLUMBERGER INVESTMENT SA SENIOR CORP	F	5,922,669.00	5,917,124.34	5,875,000.00	5,910,879.95	6,244.39		(4,638.51	)	—	—	0.83	0.546	MJSD	2,709.36	8,909.77		2/26/2013	9/12/2014



80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F	1,622,156.25	1,675,230.16	1,625,000.00	1,623,007.46	52,222.70		137.72		—	—	1.95	1.987	MS	1,496.35	15,843.75		9/7/2011	9/14/2016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND	F	1,368,739.60	1,367,477.87	1,370,000.00	1,368,902.98	(1,425.11	)	139.58		—	—	1.25	1.269	FA	2,854.17	38,957.29		7/24/2012	8/1/2017
822582AF9	SHELL INTERNATIONAL FINANCE BV CORP BND	F	4,487,580.50	4,398,464.03	4,250,000.00	4,309,213.95	89,250.08		(14,880.95	)	—	—	4	2.537	MS	4,722.23	85,000.00		3/2/2010	3/21/2014
822582AQ5	SHELL INTERNATIONAL FINANCE BV CORP BND	F	6,148,980.00	6,333,975.66	6,000,000.00	6,100,286.93	233,688.73		(11,744.30	)	—	—	3.1	2.321	JD	48,050.00	16,231.94		2/14/2012	6/28/2015
830505AP8	SKANDINAVISKA ENSKILDA BANKEN SENIOR	F	4,971,250.00	4,996,740.35	5,000,000.00	4,971,444.72	25,295.63		194.72		—	—	1.75	1.871	MS	2,916.67	—		3/13/2013	3/19/2018
84650WAA4	SPAREBNK 1 BOLIG LOCAL BND 144A	F	3,711,358.00	3,717,607.89	3,700,000.00	3,706,360.93	11,246.96		(2,774.02	)	—	—	1.25	0.945	AO	20,041.66	—		9/11/2012	10/25/2013
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F	7,999,374.10	8,218,470.42	7,800,000.00	7,982,186.85	236,283.57		(21,266.23	)	—	—	2.625	1.85	MN	70,525.00	48,212.50		12/6/2012	5/27/2016
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F	5,486,580.00	5,751,514.89	5,500,000.00	5,488,927.88	262,587.01		613.16		—	—	2.3	2.35	JD	31,976.38	—		3/29/2012	6/30/2017
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F	5,854,157.00	5,850,794.00	5,900,000.00	5,856,471.34	(5,677.34	)	1,531.55		—	—	1.75	1.869	MN	38,718.75	—		11/7/2012	11/15/2019
85235XAA3	STADSHYPOTEK AB CORP BND 144A	F	7,868,143.26	7,844,663.81	7,800,000.00	7,812,653.91	32,009.90		(6,324.36	)	—	—	1.45	1.12	MS	314.17	56,550.00		6/9/2011	9/30/2013
86959LAA1	SVENSKA HANDELSBANKEN AB CORP BND 144A	F	5,525,874.00	5,646,024.00	5,400,000.00	5,433,939.43	212,084.57		(7,907.44	)	—	—	4.875	4.328	JD	81,168.75	14,218.75		8/31/2009	6/10/2014
87020LAB2	SWEDBANK HYPOTEK AB CORP BND 144A	F	8,200,000.00	8,163,485.89	8,200,000.00	8,200,000.00	(36,514.11	)	—		—	—	0.734	0.758	MJSD	668.39	15,554.92		3/21/2011	3/28/2014
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F	5,711,170.95	5,711,170.89	5,715,000.00	5,711,170.95	(0.06	)	—		—	—	1.625	1.639	AO	—	—		3/27/2013	4/3/2018
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED	F	8,819,922.50	8,858,169.34	8,750,000.00	8,814,578.77	43,590.57		(2,133.15	)	—	—	1.625	1.432	MS	5,529.52	54,392.36		3/19/2013	3/17/2017
87938WAL7	TELEFONICA EMISIONES SAU CORP BND	F	2,574,999.99	2,575,000.00	2,500,000.00	2,561,936.27	13,063.73		(7,174.26	)	—	—	3.729	2.494	AO	39,879.58	—		10/16/2012	4/27/2015
88165FAC6	TEVA PHARMAC FIN CORP BND	F	2,501,975.00	2,615,047.65	2,500,000.00	2,501,454.03	113,593.62		(95.66	)	—	—	2.4	2.383	MN	23,500.00	—		11/8/2011	11/10/2016
88166CAA6	TEVA PHARMACEUTICAL FINANCE II CORP BND	F	8,674,806.79	8,908,840.15	8,500,000.00	8,672,271.78	236,568.37		(5,485.01	)	—	—	3	2.044	JD	75,083.33	(23,333.33	)	2/28/2013	6/15/2015
88166DAB2	TEVA PHARMACEUTICAL FINANCE II CORP BND	F	2,450,000.00	2,456,205.26	2,450,000.00	2,450,000.00	6,205.26		—		—	—	0.782	0.809	MJSD	585.49	4,961.25		3/16/2011	3/21/2014
89152UAE2	TOTAL CAPITAL S.A. CORP BND	F	3,495,859.00	3,485,853.76	3,350,000.00	3,486,315.43	(461.67	)	(10,414.52	)	—	—	2.3	0.901	MS	3,424.44	32,560.97		1/11/2013	3/15/2016
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F	3,310,503.00	3,376,139.83	3,325,000.00	3,313,648.81	62,491.02		697.65		—	—	1.5	1.591	FA	6,095.84	24,937.50		2/14/2012	2/17/2017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F	5,739,247.50	5,836,845.75	5,750,000.00	5,740,824.90	96,020.85		593.50		—	—	1.55	1.589	JD	23,023.96	3,487.50		6/21/2012	6/28/2017
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR	F	2,173,434.00	2,177,645.24	2,175,000.00	2,173,670.79	3,974.45		140.68		—	—	0.75	0.772	JJ	2,990.63	12,375.00		9/18/2012	1/25/2016
902674MY3	UBS AG LONDON BRANCH CORP BND 144A	F	4,975,000.00	5,118,149.95	5,000,000.00	4,984,706.79	133,443.16		2,049.70		—	—	1.875	2.048	JJ	17,708.33	46,875.00		1/19/2012	1/23/2015
90349CAB0	UBS AG LONDON BRANCH SENIOR CORP BND	F	1,994,860.00	1,997,440.04	2,000,000.00	1,994,887.68	2,552.36		27.68		—	—	0.75	0.837	MS	208.33	—		3/21/2013	3/24/2016
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F	8,042,072.97	7,981,991.57	8,067,000.00	8,044,572.28	(62,580.71	)	1,202.46		—	—	1.25	1.314	MS	1,400.52	50,418.75		9/19/2012	9/26/2017
92857WBA7	VODAFONE GROUP PLC SENIOR CORP BND	F	4,035,475.20	4,028,965.47	4,040,000.00	4,035,644.04	(6,678.57	)	352.52		—	—	0.9	0.938	FA	4,242.00	4,770.00		2/11/2013	2/19/2016
92857WBB5	VODAFONE GROUP PLC SENIOR CORP BND	F	9,120,000.00	9,111,062.40	9,120,000.00	9,120,000.00	(8,937.60	)	—		—	—	0.678	0.678	FMAN	7,043.20	—		2/11/2013	2/19/2016
92857WBE9	VODAFONE GROUP PLC SENIOR CORP BND	F	4,977,000.00	4,980,377.60	5,000,000.00	4,977,502.55	2,875.05		502.55		—	—	1.5	1.596	FA	8,750.00	—		2/11/2013	2/19/2018
928670AE8	VOLKSWAGEN INTERNATIONAL FIN N CORP BND	F	8,105,061.80	8,092,523.92	8,080,000.00	8,088,971.19	3,552.73		(2,206.05	)	—	—	0.918	0.784	JAJO	18,543.60	20,034.59		7/12/2011	4/1/2014
928670AP3	VOLKSWAGEN INTERNATIONAL FIN N SENIOR	F	2,077,535.70	2,094,877.96	2,085,000.00	2,078,059.86	16,818.10		357.38		—	—	1.6	1.675	MN	12,139.33	—		11/13/2012	11/20/2017
928670AR9	VOLKSWAGEN INTERNATIONAL FIN N SENIOR	F	5,000,000.00	5,019,649.90	5,000,000.00	5,000,000.00	19,649.90		—		—	—	0.889	0.912	FMAN	4,939.44	11,646.94		11/13/2012	11/20/2014
950840AC2	WESFARMERS LTD SENIOR CORP BND 144A	F	2,185,000.00	2,207,866.88	2,185,000.00	2,185,000.00	22,866.88		—		—	—	1.874	1.874	MS	1,251.16	—		3/13/2013	3/20/2018
961214BN2	WESTPAC BANKING CORP CORP BND	F	2,367,157.50	2,362,105.01	2,250,000.00	2,364,517.97	(2,412.96	)	(2,639.53	)	—	—	3	0.8	FA	10,687.50	(7,125.00	)	3/7/2013	8/4/2015
961214BX0	WESTPAC BANKING CORP SENIOR CORP BND	F	4,000,000.00	4,038,160.40	4,000,000.00	4,000,000.00	38,160.40		—		—	—	1.044	1.131	MJSD	696.07	10,462.22		9/18/2012	9/25/2015



961214BY8	WESTPAC BANKING CORP SENIOR CORP BND	F	4,539,773.25	4,546,698.06	4,545,000.00	4,540,139.74	6,558.32		366.49		—	—		0.95	0.989		JJ	9,235.19	—	1/7/2013	1/12/2016
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN	F	6,997,970.00	7,037,382.45	7,000,000.00	6,998,052.42	39,330.03		82.42		—	—		1.6	1.606		JJ	23,955.55	—	1/7/2013	1/12/2018
96122WAC4	WESTPAC BANKING CORP LOCAL BND 144A	F	2,000,000.00	2,026,546.88	2,000,000.00	2,000,000.00	26,546.88		—		—	—		1.103	1.255		JAJO	4,534.56	5,728.28	7/10/2012	7/17/2015
9612E0CD7	WESTPAC BANKING CORP CORP BND 144A	F	2,702,241.00	2,719,035.06	2,700,000.00	2,700,831.86	18,203.20		(204.70	)	—	—		1.014	0.945		MJSD	228.06	6,792.53	7/12/2011	3/31/2014
9612EAAB1	WESTPAC SECURITIES NZ LTD CORP BND GOVT	F	3,130,512.81	3,225,798.19	3,100,000.00	3,111,343.17	114,455.02		(2,069.42	)	—	—		3.45	3.166		JJ	18,716.25	53,475.00	11/12/2010	7/28/2014
9612EMAH2	WESTPAC BANKING CORP - GTD CORP BND GOVT	F	3,031,440.00	3,108,240.06	3,000,000.00	3,010,820.70	97,419.36		(2,827.21	)	—	—		2.9	2.643		MS	5,075.00	82,166.67	4/28/2010	9/10/2014
BRSBN61P1	TOMKINS PLC TERM LOAN	R	2,478,724.61	2,585,327.00	2,553,396.78	2,501,392.10	83,934.90		3,790.37		—	—		—	0.581		JAJO	—	35,951.16	8/17/2011	00/00/0000
BRSESZBW0	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D	1,535,202.78	1,477,204.86	950,000.00	1,534,062.63	(56,857.77	)	(836.07	)	—	(83,225.58	)	2	1.767		AO	12,006.74	—	10/30/2012	10/23/2015
BRSFVFMJ4	INTELSAT JACKSON SENIOR SECURED TERM	F	2,683,275.00	2,726,542.81	2,683,275.00	2,683,275.00	43,267.81		—		—	—		—	—		JAJO	—	30,596.23	9/26/2012	4/2/2018
BRSG6SMY9	TOMKINS PLC SENIOR SECURED TERM NOTES	R	2,488,563.00	2,554,547.63	2,513,700.00	2,489,915.05	64,632.58		1,101.75		—	—		—	0.167		FMAN	—	27,650.00	11/5/2012	11/9/2018
BRSGCL7G3	SILVER II BORROWER SCA TERM LOAN	R	—	—	—	—	—		25,509.93		—	—		—	—		MJSD	—	44,103.75	00/00/0000	00/00/0000
BRSGE3X31	DAIMLERCHRYSLER AG CORP BND	D	1,603,903.55	1,531,954.03	1,000,000.00	1,604,482.60	(72,528.57	)	465.31		—	(90,907.22	)	1.375	1.492		DEC	6,021.82	—	12/3/2012	12/10/2015
BRSH3M7X2	US COATINGS ACQUISITION INC / SENIOR	F	1,712,700.00	1,755,863.50	1,730,000.00	1,713,017.81	42,845.69		317.81		—	—		—	0.142		JAJO	—	9,815.35	1/17/2013	2/3/2020
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED	R	2,558,587.50	2,583,469.76	2,558,587.50	2,558,587.50	24,882.26		—		—	—		—	—		FMAN	—	7,980.00	2/1/2013	12/13/2019
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM	F	9,474,747.47	9,354,767.80	9,380,000.00	9,474,747.47	(119,979.67	)	—		—	—		—	(0.145	)	FMAN	—	—	2/15/2013	2/14/2020
BRSHG9BV6	FIRTH RIXSON LTD SENIOR SECURED TERM	F	498,750.00	503,946.98	498,750.00	498,750.00	5,196.98		—		—	—		—	—		MJSD	—	1,239.58	2/12/2013	6/30/2017
BRSHLFWA9	TRONOX PIGMENTS (NETHERLANDS) SENIOR	F	1,771,100.00	1,808,364.30	1,780,000.00	1,771,100.00	37,264.30		—		—	—		—	0.072		MS	—	—	3/13/2013	3/15/2020
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM	F	1,084,550.00	1,104,987.50	1,090,000.00	1,084,550.00	20,437.50		—		—	—		—	0.078		MJSD	—	—	3/12/2013	9/12/2019
BRSHRTUA5	ISS GLOBAL A/S SENIOR SECURED TERM LOAN	F	1,775,550.00	1,790,235.00	1,780,000.00	1,775,550.00	14,685.00		—		—	—		—	0.051		MJSD	—	—	3/26/2013	3/24/2018
D4085DTN7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	1,685,172.12	1,599,591.57	1,000,000.00	1,662,948.41	(63,356.84	)	(6,261.98	)	—	(85,108.27	)	2.75	1.108		SEP	22,225.12	—	10/30/2012	9/7/2015
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F	2,841,307.50	2,849,544.03	2,850,000.00	2,841,360.31	8,183.72		52.81		—	—		1.125	1.225		MAR	534.38	—	3/20/2013	3/29/2016
G089B6CD0	BARCLAYS BANK PLC - GTD SENIOR CORP BND	D	2,994,579.49	2,977,287.90	1,900,000.00	2,997,847.13	(20,559.23	)	812.40		—	(125,962.35	)	1.5	1.612		APR	41,037.63	—	3/28/2012	4/4/2017
G0R53VAJ0	HEATHROW FUNDING LTD SECURED CORP BND	D	781,905.31	786,974.22	500,000.00	782,448.24	4,525.98		166.64		—	(24,701.80	)	3	3.093		JD	6,740.63	—	5/29/2012	6/8/2015
G2551TAP3	COVENTRY BLDG SOC LOCAL BND EMTN	D	1,220,911.03	1,165,643.34	750,000.00	1,218,126.29	(52,482.95	)	(785.91	)	—	(73,603.14	)	2.11	2.333		FMAN	3,124.21	6,303.05	5/10/2012	2/10/2015
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D	911,019.43	939,297.91	550,000.00	912,103.13	27,194.78		86.86		—	(78,228.12	)	5.375	5.107		NOV	16,512.78	—	11/6/2009	11/11/2016
G2937LAB6	EDWARDS (CAYMAN ISLANDS II) LT SENIOR	F	2,534,400.00	2,572,800.00	2,560,000.00	2,534,400.00	38,400.00		—		—	—		—	0.145		MJSD	—	—	3/22/2013	3/22/2020
G6459EAB1	NETWORK RAIL INFRA FIN CORP BND GOVT	D	4,366,114.51	4,313,790.78	2,800,000.00	4,367,930.20	(54,139.42	)	278.56		—	(118,925.68	)	1.25	1.281		JAN	9,594.82	55,996.57	1/4/2012	1/22/2015
G92087EB0	UNILEVER PLC LOCAL BND EMTN	D	1,267,394.98	1,219,641.29	700,000.00	1,231,831.90	(12,190.61	)	(6,421.71	)	—	(59,120.21	)	4.75	2.143		JUN	38,768.71	—	11/9/2011	6/16/2017
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D	1,390,156.29	1,390,832.54	800,000.00	1,376,921.48	13,911.06		(3,710.70	)	—	(83,198.06	)	4.75	3.298		APR	52,340.69	—	5/10/2012	4/12/2018
N7277KAG6	RABOBANK NEDERLAND NV CORP BND MTN	D	569,164.74	566,544.01	350,000.00	570,649.09	(4,105.08	)	110.03		—	(40,256.66	)	4	4.047		SEP	11,180.35	—	9/3/2009	9/10/2015
Q3930AAB4	FMG RESOURCES (AUGUST 2006) PT SENIOR	F	7,789,276.71	7,976,140.67	7,867,956.27	7,794,717.10	181,423.57		4,913.13		—	—		—	0.203		JAJO	—	112,763.01	10/12/2012	10/18/2017
Q6775DAB9	NINE ENTERTAINMENT GROUP LIMIT SENIRO	F	1,553,056.25	1,562,775.00	1,555,000.00	1,553,064.01	9,710.99		7.76		—	—		—	0.018		MJSD	—	—	1/31/2013	1/31/2020
S3373C197	GROWTHPOINT PROPERTIES LTD LOCAL BOND	D	987,968.74	981,123.76	9,000,000.00	987,968.74	(6,844.98	)	—		—	(6,983.50	)	5.271	5.271		JAJO	8,524.93	—	1/28/2013	4/30/2015
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	D	1,434,666.69	1,389,384.92	915,000.00	1,434,752.30	(45,367.38	)	85.61		—	(47,330.16	)	0.961	1.011		FMAN	1,590.39	—	2/7/2013	2/15/2016



W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D	1,566,300.00	1,518,870.38	1,000,000.00	1,566,300.00	(47,429.62	)	—		—	(47,850.00	)	0.97	0.97	FMAN	1,758.68	—	2/11/2013	2/15/2016
05948XYC9	BOAMS WHOLE CMO 03-J-2A1		42,916.78	43,559.30	43,539.23	42,962.51	596.79		42.87		—	—		3.187	3.514	MON	115.62	363.72	11/30/2007	11/25/2033
07384M3D2	BSARM CMO 04-9 22A1		942,855.10	964,299.52	961,116.30	944,199.40	20,100.12		937.56		—	—		3.485	3.864	MON	2,791.00	8,677.63	8/13/2007	11/25/2034
07387AAW5	BSARM CMO_05-3 2A1		1,172,422.12	1,077,439.28	1,194,444.69	1,174,064.93	(96,625.65	)	611.03		—	—		2.973	3.275	MON	2,958.83	9,039.24	8/10/2007	6/25/2035
12668AZL2	CWALT CMO_05-64CB 1A		335,625.51	300,357.45	342,147.71	335,375.47	(35,018.02	)	(4,107.33	)	—	—		5.5	5.857	MON	1,568.18	4,874.70	1/2/2008	00/00/0000
161630BD9	CHASE CMO_07-A1 11M1		2,938,603.29	2,459,580.79	2,910,746.50	2,935,953.33	(476,372.54	)	(40,843.36	)	—	—		2.799	2.609	MON	6,789.61	21,682.36	1/18/2008	3/25/2037
362341RT8	GSAA WHOLE CMO 05-AR6 1A1		152,968.10	156,037.28	154,488.84	153,187.18	2,850.10		77.53		—	—		2.675	2.967	MON	344.39	1,064.28	11/21/2007	9/25/2035
466247E74	JPMMT CMO_06-A1 2A2		85,898.04	76,017.23	85,830.97	85,866.26	(9,849.03	)	(1.76	)	—	—		2.851	2.821	MON	203.93	622.88	2/6/2008	2/25/2036
61746REV9	MSAC ABS 04-H1		941,018.20	920,591.92	939,550.16	940,476.67	(19,884.75	)	(12.40	)	—	—		0.944	0.932	MON	172.50	2,195.25	1/25/2013	1/25/2034
62888UAA8	NGN_10-R2 CMBS_10-R2 1A		3,428,463.52	3,441,320.26	3,428,463.52	3,428,463.52	12,856.74		—		—	—		0.573	0.574	MON	1,419.31	5,184.91	6/10/2011	11/6/2017
62888VAA6	NCUA GUARANTEED NOTES NGN_10-R CMO_10-R1		1,136,019.23	1,142,415.02	1,136,019.23	1,136,019.23	6,395.79		—		—	—		0.653	0.654	MON	515.31	1,938.79	6/10/2011	10/7/2020
62889EAA3	NGN_11-R3 NGN_11-R3 1A		8,333,371.22	8,353,853.33	8,322,643.42	8,332,218.21	21,635.12		(811.44	)	—	—		0.6	0.57	MON	2,923.60	13,165.13	6/15/2012	3/11/2020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2,997,463.86	3,004,028.31	2,997,463.86	2,997,463.86	6,564.45		(6.94	)	—	—		0.583	0.584	MON	1,262.53	4,718.37	6/10/2011	4/6/2020
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		806,661.67	837,207.50	798,427.86	805,712.98	31,494.52		(168.45	)	—	—		6.5	6.278	MON	4,324.82	13,109.69	10/3/2007	2/25/2035
76111XYJ6	RES FUND MTG SEC I CMO_05-SA4 2A2		986,920.75	941,850.68	1,022,715.80	991,443.28	(49,592.60	)	(407.87	)	—	—		3.194	3.991	MON	2,722.00	8,361.60	8/16/2007	9/25/2035
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		3,070,324.50	2,967,322.91	3,101,827.45	3,072,190.17	(104,867.26	)	916.46		—	—		2.463	2.659	MON	6,366.76	19,458.81	1/10/2008	10/25/2035
93934FEN8	WMALT_05-5 CMO 05-9-2A2		3,716,822.54	3,618,268.45	4,056,559.41	3,747,288.04	(129,019.59	)	(22,206.72	)	—	—		5.5	7.498	MON	18,592.56	56,430.28	12/17/2007	11/25/2035
949781AA6	WFMBS CMO 05-AR1 1A1		2,133,770.22	2,164,199.16	2,185,920.65	2,139,386.24	24,812.92		2,094.30		—	—		2.611	3.047	MON	4,756.07	14,646.65	12/5/2006	2/25/2035
949781AC2	WFMBS CMO 05-AR1 2A1		531,583.04	536,658.45	544,864.10	532,514.27	4,144.18		1,386.74		—	—		2.61	3.263	MON	1,185.08	3,840.50	5/27/2008	2/25/2035
949797AA2	WFMBS WHOLE CMO 07-15 A1		218,683.76	217,308.61	217,308.61	218,549.64	(1,241.03	)	(74.39	)	—	—		6	5.792	MON	1,086.54	3,382.08	1/17/2008	11/25/2037
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1		173,302.03	177,297.27	174,831.79	173,460.48	3,836.79		71.79		—	—		2.624	2.809	MON	382.27	1,182.30	1/14/2008	12/25/2034
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		1,613,916.97	1,687,793.31	1,660,555.22	1,620,134.19	67,659.12		1,269.15		—	—		2.728	3.384	MON	3,774.88	11,453.07	7/19/2006	4/25/2035
94982BAG5	WFMBS CMO 05-AR8 3A2		596,607.14	605,857.12	606,944.16	598,434.53	7,422.59		340.77		—	—		2.703	3.074	MON	1,367.27	4,198.48	12/15/2005	6/25/2035
B7A0BY1D7	SWAN_06-1E ABS 06-1E	F	2,589,026.53	2,601,346.05	2,627,885.06	2,595,678.56	5,667.49		6,166.78		—	—		0.372	1.611	FMAN	1,303.43	2,752.24	11/30/2012	5/12/2037
BRS9WB7G9	ARKEL_10-1 ABS_10-1 5A	D	918,390.00	1,023,029.57	600,000.00	918,390.00	104,639.57		—		—	(7,320.00	)	4.681	4.677	FA	4,952.72	22,014.51	4/30/2010	5/17/2060
G4122UAV3	GMFM_11-1X ABS 11-1X	F	4,861,024.61	4,851,313.27	4,760,464.56	4,843,974.87	7,338.40		(14,755.68	)	—	—		1.839	0.128	FMAN	9,727.74	23,785.83	11/30/2012	11/20/2056
G7014VBF9	PERMM 2010-1 ABS_10-1 3A	D	2,003,000.00	2,131,157.68	1,250,000.00	2,003,000.00	128,157.68		—		—	(104,937.50	)	4.805	4.791	JJ	18,005.56	46,688.08	1/29/2010	7/15/2042
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B		6,432,904.60	6,417,143.79	6,432,904.60	6,432,904.60	(15,760.81	)	—		—	—		0.503	0.504	MON	1,528.60	8,595.30	10/16/2012	1/15/2021
00432CAY7	AGSL_03-1 ABS_03-1 A2		1,271,080.35	1,282,094.77	1,281,492.47	1,278,054.02	4,040.75		1,426.12		—	—		0.544	1.093	MJSD	135.58	2,047.28	3/31/2011	12/27/2016
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1		360,500.00	332,400.00	400,000.00	371,594.89	(39,194.89	)	706.36		—	—		1.704	2.889	MON	186.74	1,553.42	3/29/2010	12/26/2035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1		311,937.50	290,850.00	350,000.00	312,668.27	(21,818.27	)	76.24		—	—		1.702	12.847	APR	195.85	1,373.06	3/29/2010	12/26/2035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1		435,625.00	416,750.00	500,000.00	450,873.61	(34,123.61	)	980.80		—	—		1.704	3.074	MON	94.67	2,616.83	3/29/2010	12/27/2032
02005ACC0	AMOT_10-3 ABS 12-1		2,499,806.75	2,527,675.05	2,500,000.00	2,499,840.21	27,834.84		7.60		—	—		1.44	1.446	MON	1,600.00	9,000.00	2/15/2012	2/15/2017
02005MAE2	ALLYA _10-3 ABS _10-3 A4		799,714.32	806,896.00	800,000.00	799,935.16	6,960.84		21.50		—	—		1.55	1.566	MON	551.11	3,099.99	8/12/2010	8/17/2015



02005RAB7	ALLYA_10-5 ABS 10-5 A3	1,023,931.79	1,026,625.34	1,025,026.32	1,024,899.31	1,726.03		225.45		—	—	1.11	1.167	MON	505.68	4,084.36	12/6/2010	1/15/2015
02005TAD9	ALLYA _11-1 ABS_11-1 A4	5,999,457.60	6,107,662.80	6,000,000.00	5,999,667.72	107,995.08		24.14		—	—	2.23	2.242	MON	5,946.67	33,450.00	2/4/2011	3/15/2016
02005YAE6	ALLYA_12-1 ABS_12-1 A3	1,085,864.06	1,084,823.80	1,080,000.00	1,085,376.57	(552.77	)	(487.49	)	—	—	0.93	0.45	MON	446.40	502.20	2/22/2013	2/15/2016
02582JCU2	AMERICAN EXPRESS CREDIT ACCOUN ABS 04-2	5,007,812.50	5,006,750.10	5,000,000.00	5,003,072.15	3,677.95		(674.73	)	—	—	0.373	0.319	MON	881.17	4,587.69	7/1/2011	12/15/2016
02582JFV7	AMXCA ABS_09-2 A	13,104,761.72	12,883,503.37	12,675,000.00	12,867,661.96	15,841.41		(34,518.19	)	—	—	1.453	0.358	MON	8,698.00	45,091.77	7/18/2011	3/15/2017
02587UAB6	AMXCA_12-5 ABS 12-5	1,149,890.64	1,149,692.21	1,150,000.00	1,149,905.32	(213.11	)	10.50		—	—	0.59	0.594	MON	301.56	1,696.26	11/1/2012	5/15/2018
03064RAB3	AMCAR_11-4 ABS_11-4 A2	755,374.24	756,032.36	755,420.46	755,407.13	625.23		12.22		—	—	0.92	0.926	MON	444.02	2,678.69	9/8/2011	3/9/2015
03064TAB9	AMCAR_11-5 ABS_11-5-A2	959,414.16	961,826.26	959,456.38	959,437.71	2,388.55		7.62		—	—	1.19	1.195	MON	729.45	3,724.63	10/26/2011	8/8/2015
05522RAB4	BACCT ABS_06 A7 A7	4,980,664.06	4,998,053.75	5,000,000.00	4,991,851.56	6,202.19		1,556.29		—	—	0.243	0.369	MON	574.22	2,998.80	6/17/2011	12/15/2016
06423RAV8	BOIT ABS_03-A4 A4	10,121,222.10	10,113,235.00	10,110,000.00	10,112,993.55	241.45		(6,121.01	)	—	—	0.453	0.211	MON	2,163.65	11,253.36	11/30/2012	1/15/2016
10620NAH1	BRHEA_05-3A ABS 05-3 A14	1,122,961.85	1,137,817.14	1,139,765.00	1,127,964.18	9,852.96		3,058.69		—	—	0.394	0.755	MJSD	87.34	1,429.84	5/26/2011	9/25/2023
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3	6,454,998.71	6,460,293.17	6,455,000.00	6,454,995.88	5,297.29		(2.83	)	—	—	0.69	0.691	MON	1,979.54	2,969.30	2/13/2013	6/15/2018
12624FAC1	CNH_12-C ABS_12-C A3	8,539,300.58	8,543,757.51	8,540,000.00	8,539,424.25	4,333.26		79.27		—	—	0.57	0.574	MON	2,163.47	12,169.53	9/19/2012	12/15/2017
126802BS5	CABMT_10-IA ABS_11-2A A2	18,603,606.06	18,598,646.85	18,445,000.00	18,599,041.98	(395.13	)	(4,564.08	)	—	—	0.803	0.545	MON	6,995.98	13,019.86	3/7/2013	6/17/2019
14041NBN0	CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4	15,030,315.45	15,023,700.75	15,000,000.00	15,023,405.53	295.22		(5,140.36	)	—	—	0.423	0.286	MON	2,997.67	15,596.38	11/30/2012	3/15/2017
14041NCK5	CAPITAL ONE MULTI-ASSET EXECUT ABS_05-A9	5,826,577.15	5,870,490.82	5,875,000.00	5,846,393.70	24,097.12		2,759.77		—	—	0.293	0.484	MON	813.43	4,241.63	6/17/2011	8/15/2018
14041NDB4	CAPITAL ONE MULTI-ASSET EXECUT ABS	5,248,035.16	5,285,607.69	5,300,000.00	5,265,816.47	19,791.22		2,476.70		—	—	0.293	0.484	MON	733.81	3,826.49	6/17/2011	6/17/2019
161571FH2	CHASE ISSUANCE TRUST ABS_12-A2 A2	7,000,000.00	7,017,381.42	7,000,000.00	7,000,000.00	17,381.42		—		—	—	0.473	0.474	MON	1,564.19	8,133.86	5/29/2012	5/15/2019
161571FL3	CHAIT_12-A5 ABS_12-A5 A5	4,999,816.00	5,004,681.80	5,000,000.00	4,999,819.58	4,862.22		1.64		—	—	0.59	0.591	MON	1,311.11	7,374.99	9/6/2012	8/15/2017
165182BA3	CF_09-2A ABS 12-1A 144A	3,200,000.00	3,213,568.13	3,200,000.00	3,200,000.00	13,568.13		—		—	—	0.953	0.955	MON	2,118.22	7,655.05	5/10/2012	11/7/2023
17305ECH6	CCCIT ABS_04-A8 A8	2,116,867.19	2,036,275.92	1,900,000.00	2,024,302.75	11,973.17		(18,213.73	)	—	—	4.9	0.99	JD	28,705.83	—	12/14/2011	12/12/2016
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8	2,588,682.81	2,607,323.58	2,620,000.00	2,598,059.68	9,263.90		1,392.73		—	—	0.344	0.555	JAJO	1,902.70	2,545.99	7/6/2011	12/17/2018
17305EEH4	CCCIT ABS 08-A5 A5	1,608,339.84	1,504,530.03	1,500,000.00	1,508,835.64	(4,305.61	)	(11,168.40	)	—	—	4.85	0.711	AO	32,131.25	—	8/16/2011	4/22/2015
17308BAM0	CITIBANK OMNI MASTER TRUST COM ABS	5,790,595.70	5,771,016.94	5,575,000.00	5,771,442.78	(425.84	)	(19,152.92	)	—	—	2.953	0.414	MON	7,774.71	14,627.62	2/6/2013	8/15/2018
17308BAN8	COMNI_09-A13 ABS_09-A17 A17 144A	950,033.20	930,230.07	870,000.00	926,894.65	3,335.42		(8,701.03	)	—	—	4.9	0.832	MN	16,104.67	—	7/26/2012	11/15/2018
254683AC9	DCENT_07-A1 ABS 07-A1 A1	5,448,691.41	5,388,333.89	4,500,000.00	5,259,470.80	128,863.09		(40,923.34	)	—	—	5.65	1.719	MON	11,300.00	63,562.50	1/26/2012	3/16/2020
254683AQ8	DCENT ABS_11-2A A	1,400,000.00	1,400,336.03	1,400,000.00	1,400,000.00	336.03		—		—	—	0.413	0.414	MON	273.17	1,421.44	5/26/2011	11/16/2015
254683AT2	DCENT ABS 12-A1	4,998,866.00	5,023,211.30	5,000,000.00	4,999,250.66	23,960.64		84.02		—	—	0.81	0.818	MON	1,800.00	10,125.00	2/1/2012	8/15/2017
254683AV7	DCENT_12-A3 ABS 12-A3	434,956.76	437,854.26	435,000.00	434,968.46	2,885.80		3.66		—	—	0.86	0.865	MON	166.27	935.25	6/5/2012	11/15/2017
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2	11,553,284.09	11,561,008.83	11,555,000.00	11,553,371.99	7,636.84		87.90		—	—	0.69	0.7	MON	3,543.53	7,087.07	2/6/2013	8/15/2018
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A	624,068.54	633,002.71	624,068.54	624,068.54	8,934.17		—		—	—	1.151	1.152	JAJO	1,316.89	1,996.56	2/23/2010	7/25/2023
34529MAD4	FORDO_10-B ABS_10-B A4	2,989,785.55	2,992,307.59	2,965,000.00	2,987,740.68	4,566.91		(2,044.87	)	—	—	1.58	0.656	MON	2,082.09	1,431.44	2/27/2013	9/15/2015
34529QAC7	FORDL_11-A ABS_11-A A3	2,522,785.10	2,526,247.82	2,522,867.10	2,522,831.13	3,416.69		20.14		—	—	1.03	1.034	MON	1,154.91	8,939.78	6/29/2011	7/15/2014
34529WAC4	FORDO_12-B ABS_12-B A3	2,502,148.44	2,507,147.80	2,500,000.00	2,501,343.83	5,803.97		(241.78	)	—	—	0.72	0.678	MON	800.00	4,500.00	6/22/2012	12/15/2016



34530BAB9	FORDO_2013-A ABS_2013-A A2		4,864,608.37	4,863,880.91	4,865,000.00	4,864,622.08	(741.17	)	13.71		—	—	0.38	0.386	MON	821.65	975.70	2/20/2013	11/15/2015
34530CAC5	FORD CREDIT AUTO LEASE TRUST F ABS_13-A		1,154,886.58	1,154,630.42	1,155,000.00	1,154,888.60	(258.18	)	2.02		—	—	0.6	0.607	MON	211.75	—	3/12/2013	3/15/2016
36156HAV0	GCOE_06-1 ABS 06-1		1,617,980.19	1,763,311.76	1,802,763.44	1,660,367.18	102,944.58		6,035.65		—	—	0.418	2.637	FMAN	732.80	2,051.01	2/22/2012	5/25/2025
36830HAC6	GE EQUIPMENT SMALL TICKET LLC ABS 11-1		1,117,991.75	1,122,441.60	1,118,159.02	1,118,104.78	4,336.82		28.07		—	—	1.45	1.46	MON	450.37	5,101.42	2/1/2011	1/21/2018
41283KAC1	HDMOT_10-1 ABS 10-1 A3		184,847.00	185,021.37	184,873.10	184,867.67	153.70		0.16		—	—	1.16	1.169	MON	95.31	974.98	11/17/2010	2/15/2015
429827AB4	HEF_10-401 ABS 04-1 A2 144A		164,000.00	184,515.24	200,000.00	175,132.95	9,382.29		(22,809.58	)	—	—	0.07	2.488	MON	4.67	114.28	9/10/2009	1/1/2044
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		164,000.00	184,515.24	200,000.00	171,910.39	12,604.85		1,232.06		—	—	0.07	1.413	MON	8.94	197.27	9/10/2009	1/1/2044
429827AF5	HEF_10-401 ABS 04-1 A6 144A		164,000.00	184,515.24	200,000.00	175,129.69	9,385.55		5,062.51		—	—	0.084	1.986	MON	6.07	158.87	9/10/2009	1/1/2044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		164,224.00	184,515.24	200,000.00	170,895.87	13,619.37		1,012.05		—	—	0.64	1.892	MON	17.52	152.58	9/10/2009	1/1/2044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		164,196.00	184,515.24	200,000.00	171,622.87	12,892.37		1,523.16		—	—	0.07	2.02	MON	11.89	157.41	9/10/2009	1/1/2044
429827AN8	HEF_04-1 ABS 04-1 A13 144A		164,000.00	184,515.24	200,000.00	171,449.54	13,065.70		2,654.12		—	—	0.042	1.769	MON	2.53	120.28	9/10/2009	1/1/2044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A		246,000.00	276,772.86	300,000.00	251,059.13	25,713.73		1,387.36		—	—	1.622	2.402	MON	11.50	297.52	9/10/2009	1/1/2044
43813BAC6	HAROT_2010-3 ABS_10-3 A3		146,977.65	146,801.47	146,736.91	146,757.12	44.35		(103.12	)	—	—	0.7	0.559	MON	28.53	539.37	8/18/2011	4/21/2014
43813TAD5	HAROT_11-1 ABS_11-1 A4		2,199,414.14	2,225,828.24	2,200,000.00	2,199,830.20	25,998.04		50.44		—	—	1.8	1.816	MON	1,760.00	9,900.00	2/17/2011	4/17/2017
44890FAC1	HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A		3,499,626.55	3,511,130.04	3,500,000.00	3,499,753.15	11,376.89		40.67		—	—	0.92	0.926	MON	1,431.11	8,049.99	6/13/2012	8/17/2015
44890GAD7	HART_12-A ABS 12-A		4,259,591.04	4,290,842.36	4,260,000.00	4,259,712.39	31,129.97		28.40		—	—	0.95	0.955	MON	1,798.67	10,117.50	2/28/2012	12/15/2016
44890HAC7	HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B		4,999,148.00	5,012,894.45	5,000,000.00	4,999,413.52	13,480.93		142.72		—	—	0.62	0.629	MON	1,377.78	12,830.54	7/10/2012	9/15/2016
44923WAD3	HART ABS 10-A 4		1,399,976.62	1,427,705.94	1,400,000.00	1,399,955.10	27,750.84		(3.99	)	—	—	2.45	2.462	MON	1,524.44	35,678.12	5/5/2010	12/15/2016
44923YAC1	HART_10-B ABS 10-B A3		1,310,870.13	1,314,198.17	1,311,103.96	1,311,067.71	3,130.46		31.39		—	—	0.97	0.979	MON	565.23	4,018.35	8/19/2010	4/15/2015
44923YAD9	HART_10-B ABS_10-B A4		7,549,294.08	7,673,669.00	7,550,000.00	7,549,756.39	123,912.61		44.82		—	—	1.63	1.638	MON	5,469.56	30,766.26	8/19/2010	3/15/2017
479403AB3	JOHNSTON RE LTD CORP BND 144A	E	1,500,000.00	1,506,930.00	1,500,000.00	1,500,000.00	6,930.00		—		—	—	6.5	6.551	MJSD	6,500.00	23,839.44	4/30/2010	5/8/2013
587682AC9	MBART_10-A ABS 10-A-A3		95,714.29	95,928.01	95,732.71	95,731.07	196.94		3.16		—	—	1.42	1.433	MON	60.42	523.07	4/13/2010	8/15/2014
62888XAC8	NCUA_10-C1 CMBS_10-C1 A-PT		4,484,039.30	4,733,004.66	4,492,946.53	4,487,251.56	245,753.10		142.96		—	—	2.65	2.729	MON	1,322.93	29,981.95	9/7/2011	10/29/2020
71722TAF1	PHEAA_04-1 ABS_04-1-A2		452,730.00	460,000.00	500,000.00	465,146.41	(5,146.41	)	1,028.76		—	—	1.745	2.741	MON	29.92	1,948.04	3/9/2010	4/25/2044
71722TAG9	PHEAA_04-1 ABS_04-1-A3		1,177,098.00	1,183,000.00	1,300,000.00	1,203,855.34	(20,855.34	)	3,005.06		—	—	1.704	2.609	MON	667.59	4,985.67	3/9/2010	4/25/2044
784423AD7	SLCLT_04-1 ABS 04-1 A4		65,873.48	65,872.75	65,868.14	65,870.09	2.66		(10.56	)	—	—	0.4	0.376	FMAN	32.94	223.37	11/30/2012	8/15/2019
78442GHX7	SLMA ABS 03-10A A1B 144A		249,968.75	250,000.00	250,000.00	249,993.44	6.56		0.81		—	—	1.693	1.701	MON	58.78	1,146.03	11/7/2011	12/15/2016
78442GHY5	SLMA ABS 03-10A-A1C		799,975.69	800,000.00	800,000.00	799,986.61	13.39		19.17		—	—	1.693	1.694	****	677.20	4,106.75	11/7/2011	12/15/2016
78442GHZ2	SLMA ABS 03-10A A1D 144A		1,297,046.87	1,300,000.00	1,300,000.00	1,299,437.11	562.89		175.76		—	—	1.693	1.756	MON	1,528.40	4,467.92	11/7/2011	12/15/2016
78442GJA5	SLM STUDENT LOAN TR 2003-10A 03-10A A1E		799,906.25	800,000.00	800,000.00	799,981.07	18.93		3.41		—	—	1.693	1.702	MON	677.21	2,710.04	11/7/2011	12/15/2016
78442GJB3	SLMA ABS 03-10A A1F 144A		625,000.00	625,000.00	625,000.00	625,000.00	—		—		—	—	1.699	1.702	MON	324.46	2,470.90	11/7/2011	12/15/2016
78442GJC1	SLMA ABS_03-10A AIG 144A		400,000.00	400,000.00	400,000.00	400,000.00	—		—		—	—	1.693	1.696	MON	75.25	2,585.73	11/7/2011	12/15/2016
78442GJD9	SLM STUDENT LOAN TR 2003-10A ABS_03-10A		250,000.00	250,000.00	250,000.00	250,000.00	—		—		—	—	1.6	1.604	MON	277.78	901.23	11/7/2011	12/15/2016
78442GMK9	SLMA ABS_04-7 A5		2,361,997.40	2,373,114.91	2,376,105.52	2,366,379.18	6,735.73		1,262.80		—	—	0.471	0.657	JAJO	2,051.77	3,155.20	5/13/2011	1/27/2020



78442GQP4	SLMA ABS_05-8 A3		3,741,725.00	3,793,626.30	3,810,000.00	3,772,237.06	21,389.24		4,207.18		—	—		0.411	0.863	JAJO	2,870.85	4,140.53		6/13/2011	10/25/2024
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06		229,892.99	229,744.81	230,256.12	229,935.08	(190.27	)	49.63		—	—		0.381	0.469	JAJO	160.83	249.27		11/30/2012	7/25/2019
784442AC9	SLMA ABS 08_2 A3		1,484,824.22	1,504,199.99	1,500,000.00	1,486,984.32	17,215.67		532.77		—	—		1.051	1.206	JAJO	2,890.25	4,083.46		3/27/2012	4/25/2023
78444YAB1	SLM STUDENT LOAN TRUST SLMA_08 ABS 08-5		1,531,553.18	1,513,966.65	1,508,160.20	1,512,900.96	1,065.69		(3,291.11	)	—	—		1.401	0.418	JAJO	3,873.71	6,662.94		11/30/2012	10/25/2016
78444YAC9	SLMA ABS 08-5 A3		13,936,144.69	13,896,874.71	13,691,000.00	13,809,965.47	86,909.24		(20,808.93	)	—	—		1.601	0.964	JAJO	40,185.37	56,514.55		11/29/2011	1/25/2018
78444YAD7	SLMA ABS 08-5 A4		2,457,718.75	2,459,600.10	2,350,000.00	2,430,056.62	29,543.48		(3,008.74	)	—	—		2.001	1.442	JAJO	8,620.98	12,102.70		1/11/2011	7/25/2023
78445XAA4	SLMA_10-1 ABS 10-1A		4,074,668.03	4,079,277.74	4,065,410.83	4,074,624.46	4,653.28		(353.76	)	—	—		0.604	0.557	MON	477.61	4,307.38		2/15/2013	3/25/2025
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		9,161,935.78	9,241,492.51	9,179,730.73	9,164,745.16	76,747.35		823.90		—	—		0.804	0.838	MON	1,435.45	18,658.38		5/18/2011	11/25/2027
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A		718,675.98	724,446.96	718,675.98	718,675.98	5,770.98		—		—	—		1.303	1.307	MON	442.27	2,431.80		4/4/2012	1/18/2022
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		999,897.30	1,070,743.00	1,000,000.00	999,908.56	70,834.44		2.73		—	—		3.48	3.507	MON	1,546.67	8,700.00		4/4/2012	10/15/2030
78447AAA2	SLMA_12-3 ABS_12-3 A		1,766,356.68	1,783,337.26	1,766,356.68	1,766,356.68	16,980.58		—		—	—		0.854	0.856	MON	293.38	3,817.36		4/24/2012	12/26/2025
78447CAA8	SLM_12-D ABS 12-D 144A		772,116.50	779,227.68	772,116.50	772,116.50	7,111.18		—		—	—		1.253	1.254	MON	456.93	2,496.24		7/23/2012	6/15/2023
78447FAA1	SLMA_12-E ABS 12-E 144A		2,488,907.19	2,500,729.45	2,488,907.19	2,488,907.19	11,822.26		—		—	—		0.953	0.955	MON	1,120.32	6,058.84		10/11/2012	10/16/2023
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		816,500.00	815,911.98	800,000.00	816,479.57	(567.59	)	(20.43	)	—	—		2.09	1.956	MON	743.11	(325.11	)	3/19/2013	6/15/2045
78447KAB8	SLMA_12-7 ABS 12-7		4,497,041.25	4,505,535.05	4,500,000.00	4,497,231.86	8,303.19		101.36		—	—		0.484	0.503	MON	423.68	5,396.67		11/2/2012	9/25/2019
78447RAB3	SLMA_13-A ABS 13-A 144A		459,870.23	459,884.99	460,000.00	459,872.87	12.12		2.64		—	—		1.77	1.786	MON	542.80	—		2/27/2013	5/17/2027
80283DAC5	SDART_13-2 ABS_13-2 A3		1,204,793.10	1,204,397.46	1,205,000.00	1,204,797.18	(399.72	)	4.08		—	—		0.7	0.708	MON	421.75	—		3/6/2013	9/15/2017
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2,193,915.34	2,245,785.26	2,238,086.20	2,196,974.68	48,810.58		1,651.90		—	—		1.201	1.357	JAJO	4,701.94	7,075.27		3/22/2011	10/28/2043
89235UAD5	TOYOTA AUTO RECEIVABLES OWNER TAOT		3,599,430.48	3,614,760.14	3,600,000.00	3,599,903.81	14,856.33		47.89		—	—		1.09	1.098	MON	1,744.00	9,810.00		9/22/2010	12/15/2014
89235YAC9	TAOT_10-B ABS_10-B A3		114,995.84	115,043.96	115,005.78	115,005.58	38.38		4.16		—	—		1.04	1.047	MON	53.16	1,138.80		7/14/2010	2/18/2014
92867DAD2	VALET_11-1 ABS_11-1 A4		2,062,187.50	2,042,640.08	2,000,000.00	2,029,747.37	12,892.71		(5,329.23	)	—	—		1.98	0.913	MON	1,210.00	9,900.00		9/15/2011	9/20/2017
92867KAC8	VWALT_12-A ABS_12-A A3		2,899,427.83	2,912,585.94	2,900,000.00	2,899,655.89	12,930.05		73.58		—	—		0.87	0.882	MON	770.92	6,307.50		6/13/2012	7/20/2015
92867MAB6	VALET_13-1 ABS_13-1 A2		6,799,555.28	6,795,172.07	6,800,000.00	6,799,568.84	(4,396.77	)	13.56		—	—		0.37	0.374	MON	768.78	1,607.44		2/21/2013	1/20/2016
92867MAC4	VALET_13-1 ABS 13-1		5,689,676.24	5,686,415.07	5,690,000.00	5,689,681.51	(3,266.44	)	5.27		—	—		0.56	0.563	MON	973.62	2,035.76		2/21/2013	8/21/2017
981464BD1	WORLD FINANCIAL NETWORK CREDIT ABS_06-A		12,301,269.53	12,499,625.00	12,500,000.00	12,496,405.44	3,219.56		23,070.76		—	—		0.333	1.075	MON	1,966.81	10,246.98		2/16/2011	2/15/2017
981464DG2	WFNMT_12-C ABS 12-C		3,188,784.29	3,284,861.03	3,190,000.00	3,188,910.40	95,950.63		45.47		—	—		2.23	2.247	MON	3,161.65	17,784.24		7/13/2012	8/15/2022
98158KAD1	WORLD OMNI AUTO RECEIVABLES TR ABS 11-A		4,599,795.30	4,679,580.14	4,600,000.00	4,599,833.36	79,746.78		4.23		—	—		1.91	1.918	MON	3,904.89	21,965.01		3/2/2011	4/15/2016
98158PAC2	WOART_11-B ABS_11-B A3		2,499,995.26	2,510,750.00	2,500,000.00	2,499,975.72	10,774.28		(5.77	)	—	—		0.96	0.961	MON	1,066.66	11,506.67		11/2/2011	8/15/2016
125094A$8	CDP FINANCIAL INC CORP BND 144A	A	12,675,681.00	12,583,878.15	12,100,000.00	12,581,459.33	2,418.82		(72,183.81	)	—	—		3	0.572	MN	127,050.00	—		12/4/2012	11/25/2014
380881BX9	GCCT_13-1 ABS_13-1A A 144A	A	1,100,000.00	1,100,000.00	1,100,000.00	1,100,000.00	—		—		—	—		0.452	0.452	MON	441.66	—		2/21/2013	2/15/2018
04013JAA3	ARES_11-16A ABS 2011-16A A 144A	F	10,012,600.00	10,063,000.00	10,000,000.00	10,011,311.19	51,688.81		(970.13	)	—	—		1.89	1.854	FMAN	21,526.14	48,836.67		11/30/2012	5/17/2021
70659PAB7	PENAR_11-1-A1 ABS_11-1 A1 144A	F	3,200,000.00	3,200,672.00	3,200,000.00	3,200,000.00	672.00		—		—	—		0.853	0.855	MON	1,061.76	6,845.99		6/2/2011	5/18/2015
BRSFARX00	LCM-10X ABS LCM-10X-A	F	5,011,570.00	5,012,500.00	5,000,000.00	5,010,681.02	1,818.98		(670.34	)	—	—		1.784	1.729	JAJO	18,831.11	23,258.75		11/30/2012	4/15/2022
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1	D	833,161.50	875,723.72	510,000.00	833,161.50	42,562.22		—		—	(58,752.00	)	5.063	5.059	AO	16,486.29	—		10/27/2009	1/21/2055



Validus Holdings, Ltd. March 31, 2013 GAAP other investments portfolio in Schedule D format

1	2	3	4	5	6	7	8		9	10	11	12	13	14

		FOREIGN	DATE	ACTUAL	GAAP FAIR	GAAP					CAP	FX	INVESTMENT	ADDITIONAL
DESCRIPTION	*	CODE	ACQUIRED	COST	MARKET VALUE	BOOK VALUE	UGL		AMORTIZATION	IMPAIRMENTS	INTEREST	UGL	INCOME	INCOME
AIG SELECT HEDGE LTD CI-1-B			9/4/2009	3,271,128.52	3,543,820.19	3,271,128.52	272,691.67		—	—	—	—	—	—
AIG SELECT HEDGE LTD SHARE			9/4/2009	17.30	17.36	17.30	0.06		—	—	—	—	—	—
BUFFETS RESTAURANTS HOLDINGS I			7/18/2012	920,570.56	455,728.00	920,570.56	(464,842.56	)	—	—	—	—	—	—
CAIRN SPECIAL OPPORTUNITIES CR OPEN END			11/30/2012	6,539,611.89	6,798,605.07	6,539,611.89	258,993.18		—	—	—	—	—	—
GOLDENTREE DISTRESSED DEBT FUN OPEN END			11/30/2012	14,896,731.00	15,678,740.83	14,896,731.00	782,009.83		—	—	—	—	—	—
LEAPFROG INVESTMENTS FINANCIAL OPEN END			11/30/2012	2,885,345.36	2,632,226.00	2,885,345.36	(253,119.36	)	—	—	—	—	—	—
MARATHON ASSET MANAGEMENT LEGA OPEN END			11/30/2012	7,438,525.17	8,639,537.16	7,438,525.17	1,201,011.99		—	—	—	—	—	—
PORT ADVISORS PRIVATE EQUITY I OPEN END			11/30/2012	6,317,062.61	6,498,227.00	6,317,062.61	181,164.39		—	—	—	—	—	—
SVG DIAMOND HOLDINGS II LTD OPEN END FU			11/30/2012	3,765,757.24	3,794,515.50	3,765,757.24	28,758.26		—	—	—	—	—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	125,000,000.00	149,488,583.14	125,000,000.00	24,488,583.14		—	—	—	—	—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	125,000,000.00	109,325,330.42	125,000,000.00	(15,674,669.58	)	—	—	—	—	—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000.00	73,614,558.72	125,000,000.00	(51,385,441.28	)	—	—	—	—	—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	125,000,000.00	143,223,417.68	125,000,000.00	18,223,417.68		—	—	—	—	—	—
GUARDIAN GROWTH EQUITY			9/4/2009	6,181,301.52	9,064,533.43	6,181,301.52	2,883,231.91		—	—	—	—	—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	28,620.03	17,203.14	11,416.89		—	—	—	—	—	—
Total				552,233,254.31	532,786,460.53	552,233,254.31	(19,446,793.78	)



Z918CTYG7	BUMP_12-5 ABS_12-5 A2	D	1,162,491.74	1,111,320.70	725,899.49	1,162,491.74	(51,171.04	)	—	—	(60,249.66	)	1.894	1.901	MON	688.61	5,835.59	4/2/2012	6/20/2022
TOTAL				5,676,551,920.57	5,525,533,188.81	5,616,693,409.76	59,858,510.81



RESILIENT PROPERTY INCOME FUND	S6917M183	Multi	1,356,192.72	(1,750.20	)	—	—	(48,212.40	)	12,000,000.00	1,356,192.72	7,677.06	—	—
TOYOTA FN SRV ZA	S87137AF2	Multi	1,244,446.97	467.27		766.76	—	(45,904.34	)	11,000,000.00	1,243,680.21	8,343.91	—	2,149.90
BONY CASH RESERVE	S875996$0	Multi	86,607,117.00	—		—	—	—		86,607,117.00	86,607,117.00	—	—	2,201.27
BONY CASH RESERVE	S99992562	Multi	44,266,547.01	—		—	—	—		44,266,547.01	44,266,547.01	—	—	—
GOLDMAN SACHS USD LIQ RESERVE	S99992802	Multi	30,713.84	—		—	—	—		30,713.84	30,713.84	—	—	0.39
BLACKROCK INTL $ RESERVE	S99993578	Multi	13,911.12	—		—	—	—		13,911.12	13,911.12	—	—	3,083.71
			368,404,362.92	37,951.44		22,286.84	—	(823,624.90	)	600,494,997.59	368,414,365.35	144,772.36