Validus Holdings, Ltd. September 30, 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
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2					2,015,988.96	2,033,570.23	2,070,335.25	2,025,586.18	7,984.05		—	—	—	0.442	1.194	FMAN	1,017	8,283.04	8/8/2012	11/22/2024
02005EAC4	ALLYA_12-3 ABS 12-3					2,999,894.70	3,007,539.84	3,000,000.00	2,999,930.35	7,609.49		—	—	—	0.85	0.852	MON	1,133.33	19,125.00	5/22/2012	8/15/2016
03979GAL9	ARDEN REALTY LP SENIOR CORP BND					3,226,650.00	3,135,850.08	3,000,000.00	3,076,721.08	59,129.00		47,558.88	—	—	5.25	3.007	MS	13,125.01	157,500.00	11/27/2012	3/1/2015
06052YAC3	BAAT_12-1 ABS 12-1					6,922,180.96	6,936,272.73	6,922,428.08	6,922,271.79	14,000.94		—	—	—	0.78	0.782	MON	2,399.78	40,950.00	4/11/2012	6/15/2016
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1					4,998,468.00	5,028,300.1	5,000,000.00	4,999,108.21	29,191.89		—	—	—	1.03	1.041	MON	2,288.89	38,624.94	4/11/2012	12/15/2016
12591AAC1	CNH_12-B ABS 12-B					2,099,925.87	2,105,838	2,100,000.00	2,099,945.99	5,892.01		—	—	—	0.86	0.862	MON	802.67	13,545.00	6/12/2012	9/15/2017
14041NEK3	COMET_13-A1 ABS 13-A1					10,273,447.45	10,224,778.88	10,275,000.00	10,273,795.41	(49,016.53	)	—	—	—	0.63	0.636	MON	2,877	40,278.03	1/23/2013	11/15/2018
14313LAC0	CARMX_13-1 ABS 13-1					4,799,854.56	4,780,109.23	4,800,000.00	4,799,880.35	(19,771.12	)	—	—	—	0.6	0.602	MON	1,280	16,880.00	2/6/2013	10/16/2017
161571FR0	CHAIT_12-8 ABS 12-8					5,000,828.50	4,986,850	5,000,000.00	5,000,596.16	(13,746.16	)	231.22	—	—	0.54	0.535	MON	1,200	20,250.00	12/6/2012	10/16/2017
161571FW9	CHAIT_13-A3 ABS 13-A3					3,405,000.00	3,386,456.84	3,405,000.00	3,405,000	(18,543.16	)	—	—	—	0.462	0.463	MON	655.89	6,712.19	4/12/2013	4/15/2020
254683BB0	DCENT_13 ABS 13					8,500,000.00	8,444,270	8,500,000.00	8,500,000	(55,730.00	)	—	—	—	0.482	0.483	MON	1,708.14	25,169.43	2/6/2013	8/17/2020
28140DAA1	ELAB_12-1 ABS 12-1					3,206,931.54	3,205,462.77	3,206,931.54	3,206,931.54	(1,468.77	)	—	—	—	0.629	0.63	MON	336.11	20,692.28	9/19/2012	6/25/2022
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS					2,599,593.36	2,601,690.05	2,600,000.00	2,599,604.74	2,085.31		—	—	—	1.06	1.067	MON	842.11	2,832.56	8/7/2013	3/20/2019
29372EAZ1	ENTERPRISE FLEET FINANCING LLC					299,978.79	301,416	300,000.00	299,979.21	1,436.79		—	—	—	1.51	1.517	MON	138.42	465.58	8/7/2013	3/20/2019
34529PAD7	FORD CREDIT AUTO OWNER TRUST F ABS 11-A					503,730.47	503,240	500,000.00	503,253.1	(13.10	)	477.37	—	—	1.65	0.773	MON	366.67	1,214.58	7/17/2013	5/15/2016
34529UAD6	FORDO_12-A ABS 12-A					2,339,403.30	2,359,351.17	2,340,000.00	2,339,665.19	19,685.98		—	—	—	1.15	1.16	MON	1,196	20,182.50	1/18/2012	6/15/2017
34529XAD0	FCALT_12-B ABS 12-B					8,011,562.50	8,008,239.76	8,000,000.00	8,006,163.49	2,076.27		5,399.01	—	—	0.57	0.467	MON	2,026.67	27,740.00	2/1/2013	9/15/2015
34530DAB5	FORDO_13-C ABS 13-C A2					474,998.20	475,394.25	475,000.00	474,998.04	396.21		0.16	—	—	0.55	0.55	MON	116.11	326.56	7/23/2013	4/15/2016
34530DAC3	FORDO_13-C ABS 13-C A3					3,564,398.94	3,569,932.21	3,565,000.00	3,564,420.17	5,512.04		—	—	—	0.82	0.829	MON	1,299.24	3,654.12	7/23/2013	12/15/2017
36162RAC2	GEEST_12-1A ABS 12-1A 144A					2,999,393.10	3,007,470.03	3,000,000.00	2,999,736.51	7,733.52		—	—	—	1.04	1.051	MON	866.67	23,400.00	5/22/2012	9/21/2015
39153VBJ2	GALC_13-1 ABS 13-1 144A					1,774,852.50	1,774,183.54	1,775,000.00	1,774,894.54	(711.00	)	—	—	—	0.78	0.785	MON	615.33	8,153.17	2/5/2013	6/15/2016
43812XAB1	HAROT_13-3 ABS 13-3 A2					474,992.92	475,446.51	475,000.00	474,993.36	453.15		—	—	—	0.54	0.541	MON	114	363.38	7/17/2013	1/15/2016
43814CAC3	HAROT_13-1 ABS 13-1					2,996,718.75	2,994,697.5	3,000,000.00	2,997,577.55	(2,880.05	)	—	—	—	0.48	0.531	MON	400	7,880.00	2/27/2013	11/21/2016
44890JAB5	HART_13-A ABS 13-A					2,131,908.06	2,131,833.6	2,132,046.85	2,131,976.01	(142.41	)	—	—	—	0.4	0.405	MON	379.03	5,749.96	1/24/2013	12/15/2015
44890KAC0	HART_12-C ABS 12-C					2,199,722.58	2,196,578.45	2,200,000.00	2,199,824.5	(3,246.05	)	—	—	—	0.53	0.536	MON	518.22	8,745.03	10/10/2012	4/17/2017
44921SAC6	HALST_13-A ABS 13-A 144A					3,758,645.51	3,758,235.42	3,758,761.65	3,758,690.29	(454.87	)	—	—	—	0.51	0.513	MON	851.99	10,308.38	2/27/2013	9/15/2015
47787BAD7	JDOT_12-A ABS 12-A					3,999,112.40	4,022,439.88	4,000,000.00	3,999,472.77	22,967.11		—	—	—	0.99	0.998	MON	1,760	29,700.00	2/22/2012	6/15/2018
58768TAC0	MBALT_12-A ABS 12-A					1,658,970.14	1,660,621.27	1,659,061.72	1,659,007.07	1,614.20		—	—	—	0.88	0.883	MON	648.88	13,117.65	3/15/2012	11/17/2014

58768WAC3	MBART_13-1 ABS 13-1		2,604,904.14	2,606,948.7	2,605,000.00	2,604,909.16	2,039.54		—	—	—	0.78	0.782	MON	903.07	2,539.88		7/23/2013	8/15/2017
61205PAJ8	MHESA_12-1 ABS 12-1		508,031.42	509,606.32	508,031.42	508,031.42	1,574.90		—	—	—	0.78	0.781	MON	121.08	5,424.26		4/27/2012	9/20/2022
620062AC3	MOTOR_12A ABS 12A 144A	F	740,000.00	739,862.36	740,000.00	740,000	(137.64	)	—	—	—	1.286	1.289	MON	158.61	7,137.36		9/12/2012	2/25/2020
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		1,680,000.00	1,677,177.62	1,680,000.00	1,680,000	(2,822.38	)	—	—	—	0.482	0.483	MON	337.61	4,624.17		2/20/2013	2/15/2018
65475UAC6	NAROT_12-A ABS 12-A		2,699,638.74	2,704,455	2,700,000.00	2,699,847.05	4,607.95		—	—	—	0.73	0.736	MON	876	14,782.50		2/15/2012	5/16/2016
73328WAB7	PILOT_12-1 ABS 12-1 144A		107,099.48	107,082.23	107,106.87	107,104.73	(22.50	)	—	—	—	0.44	0.447	MON	13.09	12,216.96		10/10/2012	2/23/2015
73328WAC5	PILOT_12-1 ABS 12-1 144A		1,749,708.45	1,748,005.04	1,750,000.00	1,749,857.65	(1,852.61	)	—	—	—	0.54	0.55	MON	262.5	7,087.50		10/10/2012	12/21/2015
784423AF2	SLCLT_04-1 ABS 04-1		983,750.00	976,858	1,000,000.00	984,797.51	(7,939.51	)	—	—	—	0.424	0.724	FMAN	553.82	1,015.23		5/20/2013	5/15/2023
78446JAB2	SLMA_11-2 ABS 11-2		6,575,000.00	6,574,998.49	6,575,000.00	6,575,000	(1.51	)	—	—	—	1.379	1.383	MON	1,510.99	69,692.99		12/26/2012	10/25/2034
78446VAA7	SLMA_12-A ABS 12-A 144A		4,678,296.87	4,714,460.24	4,678,296.87	4,678,296.87	36,163.37		—	—	—	1.582	1.587	MON	3,084.37	63,353.72		2/2/2012	8/15/2025
78447EAB2	SLMA_12-5 ABS 12-5		5,291,230.62	5,293,401.29	5,300,000.00	5,294,656.59	(1,255.30	)	—	—	—	0.479	0.533	MON	422.98	20,005.85		7/10/2012	6/25/2019
78448AAA1	SLMA_13-4 ABS 13-4		744,382.61	744,382.61	744,382.61	744,382.61	—		—	—	—	0.729	0.73	MON	90.42	637.64		8/6/2013	6/25/2027
80283JAC2	SDART_13-A ABS 13-A A3 144A		3,499,742.40	3,498,250	3,500,000.00	3,499,752.02	(1,502.02	)	—	—	—	1.02	1.025	MON	1,586.67	2,578.33		8/15/2013	1/16/2018
80705WAA7	SCHOL_12-B ABS 12-B 144A		636,627.65	632,988.46	638,454.91	637,014.93	(4,026.47	)	—	—	—	0.579	0.7	MON	10.27	3,561.19		9/19/2012	10/28/2025
80705XAA5	SCHOL_13-A ABS 13-A 144A		2,518,445.38	2,507,933.87	2,530,454.92	2,518,816.07	(10,882.20	)	—	—	—	0.829	0.887	MON	58.28	11,727.89		3/12/2013	1/30/2045
89231NAC7	TAOT_12-B ABS 12-B		3,999,619.60	3,995,402.84	4,000,000.00	3,999,776.88	(4,374.04	)	—	—	—	0.46	0.464	MON	817.78	13,799.97		9/18/2012	7/15/2016
89236PAD5	TAOT_12-A ABS 12-A		749,928.68	753,457.49	750,000.00	749,955.75	3,501.74		—	—	—	0.99	0.995	MON	330	5,568.75		4/11/2012	8/15/2017
BRSFMMQE6	MOTOR_12X ABS 12X	O	1,145,285.31	1,168,531.17	720,046.51	1,142,793.64	25,737.53		2,936.63	—	25,134.17	1.24	0.973	MON	239.59	11,396.00		12/28/2012	2/25/2020
BRSG6Z2D1	TURBF_12-3 SENIOR ABS 12-3	D	715,500.40	730,218.34	450,255.11	715,500.4	14,717.94		—	—	13,642.73	1.091	1.093	MON	242.58	9,558.15		11/13/2012	11/20/2019
BRSGEJ3J4	E_CARAT_12 ABS CARAT	D	494,726.49	501,488.52	307,771.00	494,726.49	6,762.03		—	—	3,677.87	1.3	1.303	MON	237.21	6,014.40		12/10/2012	6/18/2020
G9141GAA6	TURBO FINANCE PLC TURBF_12-2 ABS 12-2	D	335,184.54	345,488.29	212,455.47	334,081.88	11,406.41		3,096.35	—	11,156.18	1.891	1.311	MON	198.4	8,094.51		8/15/2012	2/20/2019
458182DT6	INTER-AMERICAN DEV BANK CORP BND	E	7,150,000.00	7,150,000	7,150,000.00	7,150,000	—		—	—	—	0.286	0.286	MJSD	1,080.76	—		9/5/2013	9/12/2018
45818WAR7	INTER-AMERICAN DEV BANK SENIOR CORP BND	E	4,997,748.00	5,002,450.2	5,000,000.00	4,997,810.37	4,639.83		—	—	—	0.179	0.207	MON	24.86	676.56		9/4/2013	7/29/2015
45905UNJ9	INTL BANK FOR RECONSTRUCTION A SENIOR	E	399,904.00	399,552	400,000.00	399,909.19	(357.19	)	—	—	—	0.375	0.387	FA	162.5	—		8/9/2013	8/24/2015
45950KAZ3	INTERNATIONAL FINANCE CO CORP BND	E	8,216,320.00	8,123,840	8,000,000.00	8,028,961.19	94,878.81		38,258.16	—	—	3	2.342	AO	106,000	120,000.00		12/11/2009	4/22/2014
45950VBV7	INTERNATIONAL FINANCE CO UNSECURED CORP	E	299,595.00	300,683.99	300,000.00	299,782.62	901.37		—	—	—	0.5	0.545	MN	566.67	750.00		4/26/2012	5/15/2015
45950VCJ3	INTERNATIONAL FINANCE CO SENIOR CORP BND	E	2,652,710.58	2,652,311.96	2,658,000.00	2,653,701.65	(1,389.69	)	—	—	—	0.5	0.562	MN	8,084.75	5,020.67		2/14/2013	5/16/2016
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED		1,646,955.00	1,637,744.98	1,500,000.00	1,557,496.29	80,248.69		19,397.5	—	—	4.95	3.07	MN	28,050	37,125.00		11/27/2012	11/15/2015
742651DE9	PRIVATE EXPORT FUNDING CORPORA AGENCY		915,990.00	876,255	750,000.00	881,872.77	(5,617.77	)	24,330.27	—	—	5.45	0.914	MS	1,816.67	40,875.00		9/13/2012	9/15/2017
742651DH2	PRIVATE EXPORT FUNDING CORPORA AGENCY		4,868,226.00	4,736,620	4,600,000.00	4,721,464.4	15,155.60		87,049.66	—	—	3.05	0.497	AO	64,693.88	70,150.00		6/26/2012	10/15/2014
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND		4,979,185.72	4,994,044.58	5,003,000.00	4,979,231.67	14,812.91		—	—	—	1.75	1.849	AO	972.81	—		9/24/2013	10/15/2018
912828DC1	UNITED STATES TREASURY GOVT BND		8,128,365.81	8,105,725	7,750,000.00	8,101,878.37	3,846.63		26,755.93	—	—	4.25	0.198	MN	124,410.67	(96,237.10	)	9/16/2013	11/15/2014
912828MH0	UNITED STATES TREASURY GOVT BND		1,027,776.79	1,027,480	1,000,000.00	1,027,441.13	38.87		335.66	—	—	2.25	0.186	JJ	3,790.76	229,061.51		9/24/2013	1/31/2015
912828NF3	UNITED STATES TREASURY GOVT BND		9,674,659.90	9,536,657.41	9,250,000.00	9,527,465.34	9,192.07		166,953.7	—	—	2.125	0.316	MN	66,057.89	158,716.88		12/11/2012	5/31/2015

912828NZ9	UNITED STATES TREASURY GOVT BND	8,063,827.25	8,045,676.16	7,900,000.00	8,013,026.5	32,649.66		41,823.09	—	—	1.25	0.529	MS	272.79	122,520.49		8/28/2013	9/30/2015
912828PE4	UNITED STATES TREASURY GOVT BND	2,979,986.28	2,953,940.03	2,900,000.00	2,944,235.9	9,704.13		25,650.16	—	—	1.25	0.512	AO	15,169.84	82,807.32		1/18/2012	10/31/2015
912828QF0	UNITED STATES TREASURY GOVT BND	8,394,687.50	8,309,359.76	8,000,000.00	8,315,993.9	(6,634.14	)	134,735.72	—	—	2	0.459	AO	66,956.52	110,565.96		2/1/2013	4/30/2016
912828QH6	UNITED STATES TREASURY GOVT BND	10,155,111.63	10,044,100	10,000,000.00	10,036,358.09	7,741.91		73,148.22	—	—	1.25	0.272	FA	15,964.67	125,000.00		7/12/2012	2/15/2014
912828QM5	UNITED STATES TREASURY GOVT BND	34,943,412.78	34,795,839.46	34,600,000.00	34,771,256.08	24,583.38		201,540.42	—	—	1	0.204	MN	130,690.21	123,019.99		2/14/2013	5/15/2014
912828QS2	UNITED STATES TREASURY GOVT BND	119,865,008.02	119,548,578.1	119,000,000.00	119,450,502.58	98,075.52		424,105.29	—	—	0.75	0.212	JD	263,360.66	328,651.77		2/5/2013	6/15/2014
912828QX1	UNITED STATES TREASURY GOVT BND	70,268,081.36	70,331,470.86	68,600,000.00	69,563,080.78	768,390.08		250,689.98	—	—	1.5	0.996	JJ	173,364.12	1,029,000.00		8/16/2011	7/31/2016
912828RE2	UNITED STATES TREASURY GOVT BND	32,869,453.13	33,223,740.33	33,000,000.00	32,869,904.34	353,835.99		267.17	—	—	1.5	1.585	FA	38,932.59	(24,406.08	)	9/18/2013	8/31/2018
912828RF9	UNITED STATES TREASURY GOVT BND	62,690,761.02	62,708,348.64	62,050,000.00	62,541,138.98	167,209.66		80,384.38	—	—	1	0.725	FA	53,136.75	402,650.26		8/29/2013	8/31/2016
912828RG7	UNITED STATES TREASURY GOVT BND	7,696,807.04	7,709,933	7,700,000.00	7,700,598.59	9,334.41		637.66	—	—	0.25	0.242	MS	850.83	13,013.59		7/9/2013	9/15/2014
912828RL6	UNITED STATES TREASURY GOVT BND	1,601,755.36	1,606,064.16	1,600,000.00	1,600,613.61	5,450.55		5,347.6	—	—	0.5	0.463	AO	3,693.99	12,925.01		10/20/2011	10/15/2014
912828RM4	UNITED STATES TREASURY GOVT BND	86,604,691.82	86,499,586.14	85,700,000.00	86,417,581.19	82,004.95		203,719.95	—	—	1	0.724	AO	358,635.86	377,156.73		9/6/2013	10/31/2016
912828RQ5	UNITED STATES TREASURY GOVT BND	23,917,513.66	23,959,750	23,900,000.00	23,911,242.66	48,507.34		5,102.71	—	—	0.375	0.333	MN	33,852.92	87,915.72		7/9/2013	11/15/2014
912828RU6	UNITED STATES TREASURY GOVT BND	34,011,523.59	34,102,437.2	33,950,000.00	34,009,437.42	92,999.78		13,834.26	—	—	0.875	0.818	MN	99,832.49	66,795.83		9/16/2013	11/30/2016
912828RX0	UNITED STATES TREASURY GOVT BND	10,077,377.25	10,034,300.2	10,000,000.00	10,055,811.26	(21,511.06	)	13,175.43	—	—	0.875	0.701	JD	22,112.77	43,750.00		6/21/2012	12/31/2016
912828RZ5	UNITED STATES TREASURY GOVT BND	11,392,319.45	11,410,830	11,400,000.00	11,396,561.69	14,268.31		351.8	—	—	0.25	0.273	JJ	6,040.76	10,682.32		7/9/2013	1/15/2015
912828SC5	UNITED STATES TREASURY GOVT BND	17,274,081.05	17,240,592	17,200,000.00	17,257,384.68	(16,792.68	)	12,755.72	—	—	0.875	0.773	JJ	25,355.97	132,202.77		1/4/2013	1/31/2017
912828SE1	UNITED STATES TREASURY GOVT BND	50,787,123.99	51,038,760	51,000,000.00	50,902,057.04	136,702.96		—	—	—	0.25	0.39	FA	16,283.96	133,549.72		5/21/2012	2/15/2015
912828SJ0	UNITED STATES TREASURY GOVT BND	3,003,642.86	3,004,080.27	3,000,000.00	3,003,639.97	440.30		2.89	—	—	0.875	0.839	FA	2,247.93	(2,175.41	)	9/27/2013	2/28/2017
912828SK7	UNITED STATES TREASURY GOVT BND	6,010,176.35	6,014,399.4	6,000,000.00	6,006,299.44	8,099.96		4,391.62	—	—	0.375	0.303	MS	994.47	35,485.58		11/26/2012	3/15/2015
912828SM3	UNITED STATES TREASURY GOVT BND	16,373,318.45	16,426,026.85	16,350,000.00	16,371,337.06	54,689.79		3,213.93	—	—	1	0.962	MS	449.18	45,801.91		6/21/2013	3/31/2017
912828SP6	UNITED STATES TREASURY GOVT BND	12,818,925.69	12,827,777.28	12,800,000.00	12,812,089.49	15,687.79		11,583.09	—	—	0.375	0.313	AO	22,163.94	75,584.33		2/13/2013	4/15/2015
912828SS0	UNITED STATES TREASURY GOVT BOND	16,623,160.75	16,488,120.17	16,500,000.00	16,607,097.88	(118,977.71	)	16,062.87	—	—	0.875	0.691	AO	60,417.8	18,345.99		3/13/2013	4/30/2017
912828SU5	UNITED STATES TREASURY GOVT BND	5,143,177.41	5,149,587.85	5,150,000.00	5,144,236.76	5,351.09		—	—	—	0.25	0.319	MN	4,863.11	468.74		6/12/2013	5/15/2015
912828TB6	UNITED STATES TREASURY GOVT BND	2,515,195.88	2,480,349.92	2,500,000.00	2,511,526.14	(31,176.22	)	2,275.26	—	—	0.75	0.625	JD	4,738.45	9,375.00		7/13/2012	6/30/2017
912828TD2	UNITED STATES TREASURY GOVT BND	15,969,116.10	15,988,480.16	16,000,000.00	15,979,222.13	9,258.03		—	—	—	0.25	0.323	JJ	8,478.26	75,612.05		3/11/2013	7/15/2015
912828TF7	UNITED STATES TREASURY GOVT BND	7,695,514.08	7,701,539.23	7,700,000.00	7,696,706.18	4,833.05		—	—	—	0.125	0.177	JJ	1,621.6	1,434.40		6/12/2013	7/31/2014
912828TG5	UNITED STATES TREASURY GOVT BND	7,100,922.56	7,064,784.14	7,200,000.00	7,110,657.96	(45,873.82	)	—	—	—	0.5	0.829	JJ	6,065.22	14,453.04		6/10/2013	7/31/2017
912828TM2	UNITED STATES TREASURY GOVT BND	1,993,053.58	1,969,100.04	2,000,000.00	1,994,172.85	(25,072.81	)	—	—	—	0.625	0.701	FA	1,070.44	12,500.00		12/24/2012	8/31/2017
912828TP5	UNITED STATES TREASURY GOVT BND	4,244,189.46	4,244,007.54	4,250,000.00	4,245,385.84	(1,378.30	)	—	—	—	0.25	0.306	MS	469.61	9,878.46		3/27/2013	9/15/2015
912828TQ3	UNITED STATES TREASURY GOVT BND	2,001,412.95	2,002,580	2,000,000.00	2,000,953.76	1,626.24		459.19	—	—	0.25	0.202	MS	13.74	2,390.71		4/5/2013	9/30/2014
912828TS9	UNITED STATES TREASURY GOVT BND	13,731,000.00	13,565,676.28	13,800,000.00	13,744,070.16	(178,393.88	)	—	—	—	0.625	0.728	MS	236.95	86,250.00		10/18/2012	9/30/2017
912828TU4	UNITED STATES TREASURY GOVT BND	500,333.71	500,565	500,000.00	500,261.04	303.96		72.67	—	—	0.25	0.202	AO	523.1	(146.06	)	6/11/2013	10/31/2014
912828UA6	UNITED STATES TREASURY GOVT BND	17,401,662.19	17,075,997.05	17,430,000.00	17,405,597.42	(329,600.37	)	582.58	—	—	0.625	0.659	MN	36,610.15	41,310.44		5/3/2013	11/30/2017

912828UC2	UNITED STATES TREASURY GOVT BND	75,208,618.31	75,288,600.76	75,500,000.00	75,274,567.45	14,033.31		—	—	—	0.25	0.386		JD	55,693.3	76,958.16		9/24/2013	12/15/2015
912828UE8	UNITED STATES TREASURY GOVT BND	29,963,815.92	29,494,500.6	30,000,000.00	29,968,065.68	(473,565.08	)	—	—	—	0.75	0.776		JD	56,861.41	166,747.60		3/22/2013	12/31/2017
912828UK4	UNITED STATES TREASURY GOVT BND	29,992,968.60	30,028,500	30,000,000.00	29,995,308.56	33,191.44		—	—	—	0.25	0.262		JJ	12,635.87	74,531.08		1/31/2013	1/31/2015
912828UP3	UNITED STATES TREASURY GOVT BND	9,993,783.50	10,006,699	10,000,000.00	9,994,350.03	12,348.97		—	—	—	0.25	0.296		FA	2,140.88	1,834.23		8/28/2013	2/28/2015
912828UR9	UNITED STATES TREASURY GOVT BND	13,998,730.47	13,827,024.42	14,100,000.00	14,009,813.64	(182,789.22	)	17.32	—	—	0.75	0.898		FA	9,055.94	100,035.64		3/8/2013	2/28/2018
912828US7	UNITED STATES TREASURY GOVT BND	7,488,515.63	7,486,500	7,500,000.00	7,489,751.39	(3,251.39	)	444.5	—	—	0.375	0.431		MS	1,243.1	9,920.17		6/4/2013	3/15/2016
912828UW8	UNITED STATES TREASURY GOVT BND	7,948,856.39	7,923,933.16	7,970,000.00	7,951,917.04	(27,983.88	)	—	—	—	0.25	0.34		AO	9,200.34	(370.77	)	4/25/2013	4/15/2016
912828UX6	UNITED STATES TREASURY GOVT IBND TIPS	5,406,918.56	5,205,070.48	5,000,000.00	5,425,708.21	(220,637.73	)	—	—	—	0.125	(1.443	)	AO	2,916.35	1,987.60		5/3/2013	4/15/2018
912828UY4	UNITED STATES TREASURY GOVT BND	1,995,866.08	1,996,340.02	2,000,000.00	1,996,657.08	(317.06	)	—	—	—	0.125	0.231		AO	1,046.2	(108.70	)	5/16/2013	4/30/2015
912828UZ1	UNITED STATES TREASURY GOVT BND	37,490,094.87	36,939,420	38,000,000.00	37,525,943.61	(586,523.61	)	—	—	—	0.625	0.903		AO	99,388.59	(13,417.12	)	5/29/2013	4/30/2018
912828VC1	UNITED STATES TREASURY GOVT BND	24,313,957.61	24,336,095.25	24,500,000.00	24,326,531.29	9,563.96		—	—	—	0.25	0.522		MN	23,135.19	(5,195.66	)	9/10/2013	5/15/2016
912828VE7	UNITED STATES TREASURY GOVT BND	18,443,725.28	18,427,854.38	18,666,600.00	18,455,293.39	(27,439.01	)	—	—	—	1	1.25		MN	62,732.03	(5,945.81	)	6/25/2013	5/31/2018
912828VK3	UNITED STATES TREASURY GOVT BND	26,132,164.06	26,271,526.78	26,200,000.00	26,134,902.48	136,624.30		—	—	—	1.375	1.428		JD	91,041.44	(15,547.21	)	7/11/2013	6/30/2018
912828VL1	UNITED STATES TREASURY GOVT BND	1,401,531.25	1,401,876.04	1,400,000.00	1,401,454.12	421.92		370.04	—	—	0.625	0.587		JJ	1,854.62	10,281.93		8/6/2013	7/15/2016
912828VQ0	UNITED STATES TREASURY GOVT BND	38,557,253.91	38,993,247.39	38,920,000.00	38,563,905.73	429,341.66		—	—	—	1.375	1.572		JJ	90,161.14	(38,149.90	)	8/28/2013	7/31/2018
36179MEL0	GNMA POOL # MA0139	4,403,395.52	4,300,462.66	4,155,984.55	4,391,199.12	(90,736.46	)	42,275.8	—	—	3	1.509		MON	10,389.96	101,307.76		6/19/2012	6/20/2027
36179MK82	GNMA POOL # MA0319	213,546.98	206,162.3	194,382.10	213,272.13	(7,109.83	)	4,764.42	—	—	4	2.108		MON	647.94	6,567.45		10/4/2012	8/20/2042
36179MNJ5	GNMA POOL # MA0393	2,636,586.00	2,550,216.22	2,404,495.77	2,633,869.53	(83,653.31	)	55,491.61	—	—	4	2.08		MON	8,014.98	80,963.22		10/18/2012	9/20/2042
36179MQN3	GNMA POOL # MA0461	2,014,566.26	1,875,074.18	1,892,722.28	2,012,656.02	(137,581.84	)	7,632.68	—	—	3	2.115		MON	4,731.81	43,907.87		10/31/2012	10/20/2042
36201YER3	GNMA POOL # 606844	953,789.19	999,496.18	910,233.10	951,248.21	48,247.97		9,832.23	—	—	5	4.023		MON	3,792.64	37,619.54		4/23/2010	9/15/2033
36202E5P0	GNMA POOL # 004454	9,973.19	10,013.43	9,374.12	9,913.87	99.56		207.88	—	—	4.5	2.169		MON	35.15	383.98		10/7/2010	6/20/2024
36202EVU0	GNMA POOL # 004227	10,308.22	9,850.16	9,689.03	10,255.01	(404.85	)	684.66	—	—	4.5	2.127		MON	36.33	456.98		10/7/2010	7/20/2023
36202FAE6	GNMA POOL # 004505	33,250.98	33,201.59	31,253.67	33,055.77	145.82		514.92	—	—	4.5	2.2		MON	117.2	1,205.37		10/7/2010	8/20/2024
36202FBR6	GNMA POOL # 004548	20,673.84	20,643.12	19,432.00	20,548.99	94.13		375.96	—	—	4.5	2.324		MON	72.87	761.30		10/7/2010	10/20/2024
36202FD78	GNMA POOL # 004626	978,069.48	977,088.37	919,319.22	972,496.4	4,591.97		16,282.99	—	—	4.5	2.308		MON	3,447.45	36,057.07		10/7/2010	2/20/2025
36202FET9	GNMA POOL # 004646	160,341.90	160,181.07	150,710.56	159,469.38	711.69		2,428.73	—	—	4.5	2.231		MON	565.16	5,898.43		10/7/2010	3/20/2025
36202FF43	GNMA POOL # 004687	444,694.20	444,248.1	417,982.48	442,958.22	1,289.88		6,532.27	—	—	4.5	2.282		MON	1,567.43	16,287.26		10/7/2010	5/20/2025
36202FFH4	GNMA POOL # 004668	599,465.79	598,864.45	563,457.33	596,199.05	2,665.40		11,388.91	—	—	4.5	2.263		MON	2,112.96	22,082.10		10/7/2010	4/20/2025
36202FZV1	GNMA POOL # 005256	4,397,835.51	4,325,745.25	4,101,741.09	4,380,891.98	(55,146.73	)	103,199.44	—	—	3.5	1.461		MON	11,963.41	127,798.21		1/18/2012	12/20/2026
36202KME2	GNMA POOL # 008457	375,741.39	384,595.2	370,530.80	374,802.75	9,792.45		889.24	—	—	1.75	1.379		MON	540.36	5,248.75		3/18/2009	7/20/2024
36204J4C7	GNMA POOL # 371719	223,009.62	235,298.03	209,891.42	220,268	15,030.03		1,795.19	—	—	6.5	5.063		MON	1,136.91	10,871.82		9/11/2008	4/15/2024
36204SV60	GNMA POOL # 378737	193,878.98	213,959.01	182,474.32	191,442.33	22,516.68		6,304.86	—	—	6.5	5.042		MON	988.4	11,340.85		9/11/2008	1/15/2024
36205BKY7	GNMA POOL # 385611	328,669.37	346,779.88	309,335.88	324,739.28	22,040.60		3,566.2	—	—	6.5	5.017		MON	1,675.57	16,162.27		9/11/2008	4/15/2024
3620A2KC9	GNMA POOL # 716791	1,083,881.34	1,100,211.81	1,025,249.84	1,077,098.06	23,113.75		12,167.04	—	—	5	2.971		MON	4,271.87	42,274.50		9/29/2009	4/15/2024

3620A32R4	GNMA POOL # 718184	53,815.77	54,024.43	50,568.34	53,453.18	571.25		1,959.17	—	—	4.5	2.68	MON	189.63	2,335.39	10/7/2010	3/15/2025
3620A5FJ3	GNMA POOL # 719369	668,999.75	669,627.26	626,789.41	665,280.92	4,346.34		9,019.61	—	—	4.5	2.102	MON	2,350.46	22,776.54	8/31/2010	4/15/2025
3620A6AC1	GNMA POOL # 720103	617,848.31	662,177.5	607,221.92	617,169.92	45,007.58		2,168.52	—	—	4.5	4.239	MON	2,277.09	22,776.56	6/18/2009	6/15/2039
3620A6DZ7	GNMA POOL # 720220	1,117,469.04	1,141,730.37	1,063,939.57	1,110,020.32	31,710.05		11,556.33	—	—	5	3.5	MON	4,433.08	43,884.49	7/29/2009	7/15/2024
3620A7R64	GNMA POOL # 721509	316,316.25	317,542.66	297,228.61	314,314.91	3,227.75		4,887.24	—	—	4.5	2.534	MON	1,114.61	11,303.23	10/7/2010	2/15/2025
3620A7RQ0	GNMA POOL # 721495	422,643.70	424,282.34	397,139.86	419,842.65	4,439.69		2,346.46	—	—	4.5	2.601	MON	1,489.27	13,833.28	10/7/2010	1/15/2025
3620A9MU2	GNMA POOL # 723171	33,488.83	33,614.09	31,467.99	33,254.52	359.57		735.19	—	—	4.5	2.632	MON	118	1,247.83	10/7/2010	10/15/2024
3620A9QJ3	GNMA POOL # 723257	476,364.37	478,146.15	447,618.85	472,968.31	5,177.84		10,152.12	—	—	4.5	2.644	MON	1,678.57	17,532.16	10/7/2010	9/15/2024
3620A9WS6	GNMA POOL # 723457	498,554.51	500,419.3	468,469.97	495,362.36	5,056.94		9,316.51	—	—	4.5	2.507	MON	1,756.76	18,222.63	10/7/2010	12/15/2024
3620A9WW7	GNMA POOL # 723461	262,613.92	263,596.18	246,766.85	261,024.88	2,571.30		4,758.91	—	—	4.5	2.389	MON	925.38	9,513.61	10/7/2010	12/15/2024
3620A9ZN4	GNMA POOL # 723549	683,236.47	685,885.48	642,007.55	678,852.17	7,033.31		10,413.83	—	—	4.5	2.537	MON	2,407.53	24,580.40	10/7/2010	1/15/2025
3620ADCM2	GNMA POOL # 726476	6,418,529.22	6,508,472	6,092,937.84	6,373,970.73	134,501.27		114,896.19	—	—	4.5	2.978	MON	22,848.52	245,831.49	12/8/2009	11/15/2024
3620AFY35	GNMA POOL # 728930	86,427.45	86,750.73	81,212.12	85,908.62	842.11		1,385.12	—	—	4.5	2.371	MON	304.55	3,149.44	10/7/2010	12/15/2024
3620AKQR0	GNMA POOL # 732264	166,658.99	167,305.14	156,602.18	165,705.37	1,599.77		5,009.82	—	—	4.5	2.377	MON	587.26	6,952.64	10/7/2010	4/15/2025
3620AKR57	GNMA POOL # 732308	44,580.96	44,753.81	41,890.79	44,328.84	424.97		224.49	—	—	4.5	2.351	MON	157.09	1,451.03	10/7/2010	4/15/2025
3620AL5N0	GNMA POOL # 733553	413,837.31	415,441.82	388,864.90	411,494.08	3,947.74		6,246.05	—	—	4.5	2.353	MON	1,458.24	14,983.66	10/7/2010	4/15/2025
3620AQ5X7	GNMA POOL # 737162	282,269.03	283,363.44	265,235.92	280,570.17	2,793.27		3,528.42	—	—	4.5	2.484	MON	994.63	10,040.50	10/7/2010	4/15/2025
3620AQ6A6	GNMA POOL # 737165	955,935.70	959,642	898,251.13	950,456.29	9,185.71		15,678.27	—	—	4.5	2.38	MON	3,368.44	34,189.45	10/7/2010	4/15/2025
3620AQG72	GNMA POOL # 736522	464,210.67	466,010.47	436,198.53	461,575.79	4,434.68		7,845.19	—	—	4.5	2.359	MON	1,635.74	17,381.24	10/7/2010	4/15/2025
3620AQHC0	GNMA POOL # 736527	187,062.27	187,787.54	175,774.27	185,920.81	1,866.73		3,521.31	—	—	4.5	2.512	MON	659.15	6,718.86	10/7/2010	4/15/2025
3620AQXC2	GNMA POOL # 736975	326,142.68	327,407.17	306,462.06	324,207.34	3,199.83		4,481.32	—	—	4.5	2.401	MON	1,149.23	11,612.73	10/7/2010	2/15/2025
3620ASPY9	GNMA POOL # 738539	4,018,043.43	3,951,157.24	3,740,433.13	4,010,985.27	(59,828.03	)	73,860.86	—	—	4	2.742	MON	12,468.11	125,756.29	10/3/2011	7/15/2041
3620AWE48	GNMA POOL # 741855	168,974.66	169,629.81	158,778.14	167,965.56	1,664.25		3,538.89	—	—	4.5	2.493	MON	595.42	6,265.35	10/7/2010	5/15/2025
3620AWE63	GNMA POOL # 741857	158,147.28	158,760.44	148,604.11	157,280.28	1,480.16		1,704.91	—	—	4.5	2.309	MON	557.27	5,347.37	10/7/2010	5/15/2025
36210B4N2	GNMA POOL # 487829	301,688.39	311,365.54	291,486.37	300,164.86	11,200.68		2,542.48	—	—	4.5	3.381	MON	1,093.07	10,799.30	3/26/2009	4/15/2024
36210B4Q5	GNMA POOL # 487831	102,944.53	104,495.57	97,375.86	102,304.51	2,191.06		1,834.55	—	—	5	2.959	MON	405.73	4,077.90	9/29/2009	4/15/2024
36210B4R3	GNMA POOL # 487832	386,097.08	396,485.05	369,470.89	383,897.04	12,588.01		5,016.26	—	—	5	3.39	MON	1,539.46	16,801.59	3/26/2009	4/15/2024
36210BZH1	GNMA POOL # 487744	501,755.23	509,315.03	474,613.29	499,012.25	10,302.78		7,585.3	—	—	5	2.697	MON	1,977.56	21,108.54	9/29/2009	3/15/2024
36210BZJ7	GNMA POOL # 487745	321,764.84	326,612.77	304,359.29	319,935.98	6,676.79		3,461.68	—	—	5	2.77	MON	1,268.16	12,468.62	9/29/2009	3/15/2024
36211V6Q8	GNMA POOL # 524779	210,696.82	216,527.5	201,774.59	209,526.87	7,000.63		768	—	—	5	3.336	MON	840.73	7,835.49	3/26/2009	1/15/2024
36225BPY8	GNMA POOL # 781339	232,934.03	241,943.93	211,038.75	230,906.33	11,037.60		2,985.12	—	—	8	5.821	MON	1,406.93	13,548.22	3/7/2008	9/15/2031
36225C6Y7	GNMA POOL # 080886	7,596,508.10	7,634,333.21	7,411,227.40	7,584,699.27	49,633.94		24,431.66	—	—	1.625	1.228	MON	10,036.04	102,010.42	3/2/2011	4/20/2034
36225CD29	GNMA POOL # 080120	349,699.74	358,523.86	346,130.28	349,269.93	9,253.93		355.81	—	—	1.625	1.353	MON	468.72	4,426.46	3/18/2009	10/20/2027
36225DAS3	GNMA POOL # 080916	266,281.04	279,153.73	267,577.12	266,399.22	12,754.51		—	—	—	1.625	1.691	MON	362.34	3,695.74	4/17/2008	5/20/2034

36225DJA3	GNMA POOL # 081156	695,675.07	719,599.93	693,724.02	695,413.38	24,186.55	266.65	—	—	1.625	1.58	MON	939.41	9,004.72	3/18/2009	11/20/2034
36225DJZ8	GNMA POOL # 081179	687,645.48	693,492.94	685,716.91	687,394.36	6,098.58	264.83	—	—	1.625	1.579	MON	928.58	8,860.43	3/18/2009	12/20/2034
36225DLE2	GNMA POOL # 081224	415,144.83	434,376.32	417,100.00	415,305.73	19,070.59	—	—	—	1.625	1.684	MON	564.82	5,631.30	3/18/2009	1/20/2035
36225EVZ2	GNMA POOL # 082431	2,209,575.66	2,286,900.77	2,182,296.96	2,206,168.5	80,732.27	4,436.73	—	—	2	1.908	MON	3,637.16	37,265.42	10/28/2009	12/20/2039
36225EWE8	GNMA POOL # 082444	391,005.81	394,429.77	382,869.82	390,675.56	3,754.21	2,611.95	—	—	3.75	3.302	MON	1,196.47	12,281.55	11/3/2009	12/20/2039
36241K6L7	GNMA POOL # 782675	39,215.07	39,361.73	36,848.68	39,002.97	358.76	1,018.3	—	—	4.5	1.925	MON	138.18	1,533.97	10/7/2010	6/15/2024
36241KBP2	GNMA POOL # 781846	3,391,760.84	3,800,470.86	3,284,998.40	3,384,350.93	416,119.93	24,162.07	—	—	6.5	5.844	MON	17,793.74	178,765.07	8/15/2008	9/15/2034
36241KEC8	GNMA POOL # 781931	2,297,511.10	2,566,966.29	2,225,192.35	2,292,758.18	274,208.11	16,914.9	—	—	6.5	5.851	MON	12,053.12	121,185.59	8/15/2008	5/15/2035
36241KEH7	GNMA POOL # 781936	1,376,080.13	1,430,423.86	1,330,952.54	1,373,668.67	56,755.19	20,012.41	—	—	4.5	3.838	MON	4,991.07	55,142.84	6/3/2010	6/15/2035
36241KGU6	GNMA POOL # 782011	124,733.26	133,543.79	122,063.07	124,578.24	8,965.55	935.04	—	—	5	4.554	MON	508.6	5,315.99	7/14/2009	12/15/2035
36241KKB3	GNMA POOL # 782090	2,674,774.78	2,900,679.68	2,573,445.40	2,667,308.25	233,371.43	25,539.73	—	—	6.5	5.738	MON	13,939.49	143,221.41	11/30/2007	5/15/2036
36241LHQ2	GNMA POOL # 782939	4,283,996.54	4,497,196.05	4,088,362.01	4,274,466.29	222,729.76	62,895.54	—	—	5	4.117	MON	17,034.84	177,790.13	4/23/2010	9/15/2036
36241LN36	GNMA POOL # 783110	984,707.70	999,039.71	909,398.16	982,053.02	16,986.69	24,342.66	—	—	5.5	3.668	MON	4,168.07	43,806.30	9/23/2010	4/15/2036
36290SJB8	GNMA POOL # 615958	4,999,841.74	5,239,441.64	4,771,517.18	4,985,297.17	254,144.47	75,621.41	—	—	5	4.092	MON	19,881.32	211,495.59	4/23/2010	9/15/2033
36292DWW8	GNMA POOL # 646061	152,571.06	166,880.27	146,307.30	152,235.5	14,644.77	2,169.39	—	—	6.5	5.461	MON	792.5	8,377.84	1/31/2008	11/15/2037
36295KAT0	GNMA POOL # 672418	100,027.65	109,408.96	95,921.04	99,811.49	9,597.47	98.36	—	—	6.5	5.442	MON	519.57	4,714.99	1/31/2008	12/15/2037
36295P4L3	GNMA POOL # 676827	499,907.08	509,040.5	478,451.50	497,290.09	11,750.41	3,902.77	—	—	5	2.962	MON	1,993.55	19,970.84	3/26/2009	5/15/2023
36295PZJ4	GNMA POOL # 676745	116,607.02	118,808.54	111,669.16	115,873.06	2,935.48	1,438.64	—	—	5	3.323	MON	465.29	4,530.40	3/26/2009	3/15/2023
36295QJE1	GNMA POOL # 677161	708,042.78	717,812.27	674,677.87	704,226.9	13,585.37	15,008.31	—	—	5	2.932	MON	2,811.16	31,918.73	4/27/2009	8/15/2023
36295TVQ4	GNMA POOL # 680223	76,276.73	83,430.5	73,145.20	76,115.66	7,314.84	1,141.02	—	—	6.5	5.412	MON	396.2	4,314.61	1/31/2008	1/15/2038
36296A5Y6	GNMA POOL # 685863	73,120.64	74,084.45	68,708.28	72,515.13	1,569.32	1,272.25	—	—	4.5	2.514	MON	257.66	2,684.35	10/7/2010	5/15/2023
36296DR67	GNMA POOL # 688209	26,312.28	26,669.38	25,066.78	26,102.81	566.57	1,627.62	—	—	5	3.556	MON	104.44	1,759.86	7/29/2009	7/15/2023
36296E5H5	GNMA POOL # 689448	276,550.58	281,771.79	264,839.71	274,997.74	6,774.05	3,015.66	—	—	5	3.213	MON	1,103.5	11,686.85	3/26/2009	7/15/2023
36296TPY3	GNMA POOL # 700739	409,630.03	417,753.21	387,958.89	406,895.44	10,857.77	5,153.26	—	—	5.5	3.095	MON	1,778.14	17,776.62	6/3/2009	10/15/2023
36296U3C2	GNMA POOL # 701995	162,232.96	165,295.88	155,363.01	161,197.7	4,098.18	12,671.2	—	—	5	3.561	MON	647.35	10,016.15	3/26/2009	1/15/2024
36296UC73	GNMA POOL # 701294	246,920.07	253,487.66	236,216.50	245,584.95	7,902.71	1,172.78	—	—	5	3.206	MON	984.24	9,337.20	3/27/2009	1/15/2024
36296URS1	GNMA POOL # 701697	518,328.85	526,138.36	490,290.38	515,469.71	10,668.65	14,589.02	—	—	5	2.686	MON	2,042.88	24,942.59	9/29/2009	2/15/2024
36296UUL2	GNMA POOL # 701787	238,692.69	247,147.21	230,308.05	237,587.67	9,559.54	665.63	—	—	5	3.685	MON	959.62	8,903.33	6/11/2009	3/15/2024
36296UXG0	GNMA POOL # 701879	182,332.25	183,014.22	171,329.66	181,195.91	1,818.31	8,499.84	—	—	4.5	2.251	MON	642.49	8,709.96	10/7/2010	5/15/2024
36296XHH0	GNMA POOL # 704132	95,190.13	95,797.53	90,040.91	94,641.14	1,156.39	456.59	—	—	5	2.714	MON	375.17	3,487.73	9/29/2009	12/15/2023
36296XLY8	GNMA POOL # 704243	425,584.96	440,659.2	410,635.27	423,801.45	16,857.75	4,931.38	—	—	5	3.498	MON	1,710.98	20,145.96	6/11/2009	1/15/2024
36296XWP5	GNMA POOL # 704554	1,681,798.25	1,742,418.4	1,623,700.24	1,674,593.38	67,825.02	15,687.18	—	—	5	3.675	MON	6,765.42	66,976.27	6/11/2009	6/15/2024
36297A3K7	GNMA	407,155.14	418,422.49	389,913.64	405,402.37	13,020.12	953.92	—	—	5	2.799	MON	1,624.64	15,055.72	3/26/2009	1/15/2024
36297AKC6	GNMA POOL # 705991	68,624.07	68,880.75	64,483.05	68,148.62	732.13	846.96	—	—	4.5	2.369	MON	241.81	2,445.13	10/7/2010	1/15/2024

36297AKF9	GNMA POOL # 705994		453,539.26	460,372.61	429,005.52	451,354.53	9,018.08		6,650.51	—	—	5	2.38	MON	1,787.52	18,487.57		9/29/2009	1/15/2024
36297CV22	GNMA POOL # 708133		58,296.71	58,514.75	54,778.87	57,910.59	604.16		961.16	—	—	4.5	2.267	MON	205.42	2,064.00		10/7/2010	1/15/2024
36297DFF9	GNMA POOL # 708566		1,349,898.48	1,370,236.98	1,276,877.08	1,342,162.64	28,074.34		11,159.6	—	—	5	2.813	MON	5,320.32	50,938.66		9/29/2009	4/15/2024
36297DP35	GNMA POOL # 708842		32,766.83	32,889.39	30,789.56	32,563.77	325.62		958.71	—	—	4.5	2.237	MON	115.46	1,119.43		10/7/2010	5/15/2024
36297DTR8	GNMA POOL # 708960		511,572.14	525,729.04	489,908.95	508,750.63	16,978.41		4,014.48	—	—	5	3.369	MON	2,041.29	20,503.63		3/26/2009	3/15/2024
36297G2R0	GNMA POOL # 711884		1,559,913.33	1,583,416.05	1,475,531.38	1,551,335.43	32,080.62		35,531.29	—	—	5	2.736	MON	6,148.05	67,508.79		9/29/2009	4/15/2024
36297GCD0	GNMA POOL # 711168		566,354.37	568,550.21	532,178.53	563,212.2	5,338.01		15,787.9	—	—	4.5	2.25	MON	1,995.67	22,917.53		10/7/2010	2/15/2025
36297JJ54	GNMA POOL # 713184		1,202,612.39	1,220,731.75	1,137,558.26	1,195,260.43	25,471.32		13,011.52	—	—	5	2.929	MON	4,739.83	45,248.30		9/29/2009	4/15/2024
36297KZF1	GNMA POOL # 714542		369,156.97	382,117.31	356,082.08	367,374.06	14,743.25		2,620.35	—	—	5	3.771	MON	1,483.68	14,931.00		6/11/2009	6/15/2024
383742TU7	GNMA CMO 08-17 EH		101,672.29	97,019.36	96,787.55	97,254.58	(235.22	)	17,720.55	—	—	5.25	0.948	MON	423.45	25,124.70		3/15/2011	1/16/2032
38374JUS3	GNMA CMO_04-82 MA		1,167,025.50	1,110,383.29	1,097,650.55	1,118,379.68	(7,996.39	)	67,783.12	—	—	5	0.517	MON	4,573.54	80,351.90		3/9/2011	11/20/2032
38374VKJ7	GNMA CMO_09-45 BA		698,948.43	654,767.58	651,131.01	654,131.11	636.47		58,014.79	—	—	5	0.249	MON	2,713.04	97,672.86		3/7/2011	12/20/2033
38375PXQ9	GNMA CMO 08-11 FB		1,373,090.17	1,345,726.06	1,368,104.14	1,373,019	(27,292.94	)	2,263.18	—	—	0.78	0.684	MON	326.06	10,057.51		12/3/2012	2/20/2038
38376CUM9	GNMA CMO_09-79 PA		6,154,023.76	5,917,204.63	5,791,596.49	5,924,409.51	(7,204.88	)	119,962.49	—	—	4.5	0.254	MON	21,718.49	263,864.68		8/2/2011	9/20/2032
38376WSP1	GNMA_10-24 AGENCY CMO 10-24		266,359.21	265,786.96	264,622.62	266,287	(500.04	)	700.67	—	—	0.7	0.509	MON	56.6	1,695.55		12/5/2012	12/20/2038
38376YC58	GNMA_10-47 AGENCY CMO 10-47		2,639,363.39	2,621,725.03	2,556,284.16	2,609,856.72	11,868.31		26,329.91	—	—	3	1.21	MON	6,390.71	68,917.65		3/21/2012	11/16/2030
38376YG96	GNMA CMO_10-47 TA		133,644.63	131,514.53	130,385.00	131,883.2	(368.67	)	3,282.98	—	—	3	1.501	MON	325.96	5,109.62		6/4/2012	11/16/2030
38377JEA7	GNMA AGENCY CMO 10-109 CH		666,965.39	668,954.92	648,424.50	666,944.93	2,009.99		20.46	—	—	3	1.816	MON	1,621.06	(1,567.03	)	9/26/2013	12/20/2037
38377MC61	GNMA CMO_10-147 MG		983,606.75	987,136.57	930,124.58	979,891.59	7,244.98		14,672.64	—	—	2	0.31	MON	1,550.21	15,900.94		7/24/2012	11/16/2025
38376GZ29	GNMA CMBS_11-096 AB		2,293,693.75	2,284,850.53	2,270,983.90	2,279,846.43	5,004.10		14,385.4	—	—	2.161	1.56	MON	4,088.72	52,209.07		7/7/2011	11/16/2036
38374YGV9	GNMA_10-86 AGENCY CMO 10-86		1,924,664.43	1,888,737.38	1,824,867.03	1,900,251.01	(11,513.63	)	18,045.78	—	—	3.5	1.017	MON	5,322.53	52,996.09		2/15/2012	1/20/2036
38376JSV7	GNMA AGENCY CMO 09-103		900,584.22	881,326.85	856,934.13	878,481.58	2,845.27		17,535.37	—	—	4.5	0.793	MON	3,213.5	37,172.37		2/6/2012	12/20/2032
38377WZ56	GNMA_11-99 CMO_11-99		5,139,846.86	5,153,527.48	5,131,027.92	5,139,216.88	14,310.60		1,429.62	—	—	0.582	0.553	MON	1,244.92	24,929.85		5/31/2012	7/16/2041
045167CH4	ASIAN DEVELOPMENT BANK SENIOR CORP BND	F	750,000.00	750,000	750,000.00	750,000	—		—	—	—	0.179	0.195	MON	3.73	366.56		6/26/2013	5/29/2015
1107098W5	PROVINCE OF BRITISH COLUMBIA CORP BND	A	17,125,425.00	16,936,075	16,250,000.00	16,763,718.76	172,356.24		156,347.26	—	—	2.85	0.974	JD	136,364.59	144,479.17		6/6/2013	6/15/2015
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	A	5,465,645.00	5,608,817.84	5,400,000.00	5,464,223.91	144,593.93		1,727.64	—	—	2.1	1.632	MN	41,895	24,890.83		8/30/2013	5/18/2016
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F	6,015,749.76	5,982,947.42	6,037,000.00	6,018,497.66	(35,550.24	)	—	—	—	1.125	1.245	MN	26,789.2	935.12		5/2/2013	5/9/2016
20272BAK0	COMMONWEALTH BANK OF AUSTRALIA SENIOR	F	4,132,320.00	4,099,880	4,000,000.00	4,036,620.05	63,259.95		27,938.72	—	—	2.9	1.934	MS	4,511.11	129,146.67		2/22/2011	9/17/2014
268317AA2	ELECTRICITE DE FRANCE SA CORP BND 144A	F	9,449,250.00	8,725,866.07	8,600,000.00	8,670,263.46	55,602.61		163,748.99	—	—	5.5	2.893	JJ	85,402.78	473,000.00		1/6/2010	1/26/2014
298785FB7	EUROPEAN INVESTMENT BANK CORP BND	F	15,739,300.00	15,479,100	15,000,000.00	15,467,305.49	11,794.51		237,168.76	—	—	2.875	0.446	JJ	91,041.66	258,750.00		2/15/2013	1/15/2015
298785FV3	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F	10,154,000.00	10,119,500	10,000,000.00	10,115,356.32	4,143.68		38,643.68	—	—	1.125	0.372	AO	51,875	6,250.00		3/20/2013	4/15/2015
298785GC4	EUROPEAN INVESTMENT BANK CORP BND	F	4,970,000.00	4,856,399.9	5,000,000.00	4,972,584.82	(116,184.92	)	—	—	—	1	1.12	JD	14,722.22	8,194.44		4/9/2013	6/15/2018
30216BCD2	EXPORT DEVELOPMENT CANADA CORP BND	A	5,212,650.00	5,159,850.3	5,000,000.00	5,155,494.08	4,356.22		57,155.92	—	—	2.25	0.366	MN	38,437.5	30,312.50		2/15/2013	5/28/2015
30254WAB5	FMS WERTMANAGEMENT LT GTD SENIOR CORP	F	1,499,175.00	1,498,965	1,500,000.00	1,499,316.05	(351.05	)	—	—	—	0.625	0.643	AO	4,244.79	16,374.58		3/13/2013	4/18/2016

427028AA3	CANADA GOVERNMENT GOVT BND	A	2,550,398.50	2,551,045.32	2,550,000.00	2,550,404.53	640.79		304.49	—	—	0.875	0.87	FA	2,913.02	22,312.50		8/8/2012	2/14/2017
4488148U0	HYDRO-QUEBEC SENIOR CORP BND	A	4,994,200.00	5,011,500.15	5,000,000.00	4,995,651.74	15,848.41		—	—	—	1.375	1.399	JD	19,479.17	34,375.00		6/12/2012	6/19/2017
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F	1,096,205.00	1,083,389.98	1,100,000.00	1,096,958.21	(13,568.23	)	—	—	—	1	1.071	MS	152.78	11,000.00		9/19/2012	9/26/2017
500769AX2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F	6,356,400.60	6,234,360	6,000,000.00	6,076,482.43	157,877.57		53,646.43	—	—	4.125	2.87	AO	114,125	123,750.00		8/31/2009	10/15/2014
500769EM2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F	5,216,400.00	5,178,799.45	5,000,000.00	5,176,119.86	2,679.59		40,280.14	—	—	2	0.665	JD	33,333.33	28,333.33		2/13/2013	6/1/2016
500769FC3	KREDITANSTALT FUER WIEDERAUFBA SENIOR	F	4,984,150.00	5,023,849.5	5,000,000.00	4,991,700.17	32,149.33		—	—	—	0.625	0.732	AO	13,628.47	15,625.00		4/17/2012	4/24/2015
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR	F	9,842,382.00	9,783,674.7	9,900,000.00	9,846,754.33	(63,079.63	)	—	—	—	0.875	1.015	MS	6,256.25	22,137.50		5/29/2013	9/5/2017
500769FP4	KREDITANSTALT FUER WIEDERAUFBA SENIOR	F	14,965,200.00	14,974,500.3	15,000,000.00	14,971,679.09	2,821.21		—	—	—	0.5	0.575	AO	33,750	8,333.34		4/2/2013	4/19/2016
500769FV1	KREDITANSTALT FUER WIEDERAUFBA SENIOR	F	5,701,367.00	5,709,291.57	5,700,000.00	5,701,252.39	8,039.18		155.62	—	—	0.5	0.489	MS	79.16	5,095.84		7/23/2013	9/30/2015
515110BG8	LANDWIRTSCHAFTLICHE RENTENBANK SENIOR	F	2,993,280.00	2,962,289.88	3,000,000.00	2,994,669.15	(32,379.27	)	—	—	—	0.875	0.921	MS	1,385.42	26,250.00		9/5/2012	9/12/2017
563469TU9	MANITOBA PROVINCE OF CORP BND	A	10,161,200.00	10,063,311.8	10,000,000.00	10,148,496.87	(85,185.07	)	12,703.13	—	—	1.3	0.869	AO	64,277.78	(24,555.56	)	6/6/2013	4/3/2017
62944BAH7	BANK NEDERLANDSE GEMEENTEN UNSEC CORP	F	15,055,200.00	15,208,799.7	15,000,000.00	15,027,605.51	181,194.19		13,734.85	—	—	1.375	1.249	MS	4,583.33	206,250.00		3/22/2013	3/23/2015
62944BAN4	BANK NEDERLANDSE GEMEENTEN SENIOR CORP	F	6,980,890.00	7,025,830.21	7,000,000.00	6,981,219.28	44,610.93		—	—	—	1.125	1.218	MS	4,156.25	—		9/4/2013	9/12/2016
64127WAF0	NETWORK RAIL INFRA FIN CORP BND GOVT	F	4,988,500.00	5,031,150	5,000,000.00	4,994,971.99	36,178.01		—	—	—	0.876	0.954	JJ	8,395	43,800.00		1/11/2012	1/20/2015
6832348Y7	ONTARIO PROVINCE OF CORP BND	A	5,224,450.00	5,189,499.65	5,000,000.00	5,100,582.41	88,917.24		43,306.68	—	—	2.7	1.502	JD	39,375	67,500.00		7/28/2011	6/16/2015
68323AAQ7	ONTARIO PROVINCE OF SENIOR CORP BND	A	1,965,569.00	1,973,625.15	1,900,000.00	1,963,855.17	9,769.98		1,713.83	—	—	2.3	0.992	MN	17,115.83	(13,959.72	)	8/30/2013	5/10/2016
68323ABJ2	ONTARIO PROVINCE OF SENIOR CORP BND	A	12,974,331.00	13,009,390.97	12,900,000.00	12,963,075.59	46,315.38		11,715.54	—	—	0.95	0.652	MN	42,552.08	20,108.33		6/6/2013	5/26/2015
68323ABM5	ONTARIO PROVINCE OF SENIOR CORP BND	A	3,981,200.00	3,941,480.12	4,000,000.00	3,982,580.95	(41,100.83	)	—	—	—	1.1	1.21	AO	19,066.67	(4,644.44	)	5/29/2013	10/25/2017
71645WAT8	PETROBRAS INTL FINANCE CORP BND	F	797,304.00	827,848.02	800,000.00	798,683.64	29,164.38		—	—	—	3.875	3.95	JJ	5,511.11	31,000.00		1/20/2011	1/27/2016
71645WAV3	PETROBRAS INTL FINANCE CORP BND	F	1,790,982.00	1,826,186.4	1,800,000.00	1,795,849.38	30,337.02		—	—	—	2.875	3.051	FA	7,906.25	51,750.00		2/1/2012	2/6/2015
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP	F	4,669,544.00	4,426,025.77	4,700,000.00	4,671,367.69	(245,341.92	)	—	—	—	3	3.125	JJ	51,308.33	71,666.67		5/13/2013	1/15/2019
745235R60	PUERTO RICO PUB BLDGS AUTH REV MUNI BND	R	984,620.00	904,250	1,000,000.00	984,854.25	(80,604.25	)	—	—	—	5	5.45	JJ	12,500	(9,444.44	)	9/4/2013	7/1/2017
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F	6,102,240.00	6,134,051.04	6,000,000.00	6,090,526.12	43,524.92		13,466.77	—	—	1.8	1.305	MN	38,400	32,550.00		4/11/2013	11/23/2016
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F	8,980,380.00	8,733,812.22	9,000,000.00	8,981,822.73	(248,010.51	)	—	—	—	1.15	1.195	MN	39,099.99	—		5/8/2013	5/15/2018
85771SAB2	STATOILHYDRO ASA CORP BND	F	3,355,967.25	3,281,331.08	3,225,000.00	3,243,403.71	37,927.37		40,382.22	—	—	3.875	2.799	AO	57,624.47	158,858.86		4/6/2010	4/15/2014
87020DAF1	SWEDEN KINGDOM SENIOR GOVT BND 144A MTN	F	9,978,600.00	9,852,100.4	10,000,000.00	9,981,089.88	(128,989.48	)	—	—	—	1	1.044	FA	9,444.44	50,000.00		2/20/2013	2/27/2018
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F	2,695,518.00	2,716,389.05	2,700,000.00	2,695,633.71	20,755.34		—	—	—	1	1.053	MN	2,325	—		8/22/2013	11/15/2016
BRS9ND148	EUROPEAN INVESTMENT BANK CORP BND	D	2,615,296.23	2,880,189.15	1,700,000.00	2,584,989.4	295,199.75		7,325.98	—	191,788.7	3	2.571	DEC	68,151.59	—		7/12/2010	12/7/2015
BRSDR1PS2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	3,183,652.29	3,296,985.04	2,000,000.00	3,178,780.67	118,204.37		2,458.11	—	67,966.36	1.75	1.634	JAN	39,920.77	56,404.70		3/20/2012	1/22/2016
BRSF8V463	FMS WERTMANAGEMENT LT GTD SENIOR CORP	D	2,179,374.25	2,275,616.51	1,400,000.00	2,181,886.66	93,729.85		—	—	80,396.7	1	1.098	DEC	19,077.95	—		7/16/2012	12/1/2015
BRSHR53W9	NEDERLANDSE WATERSCHAPSBANK NV CORP BND	F	6,994,610.00	6,991,925.15	7,000,000.00	6,995,522.54	(3,597.39	)	—	—	—	0.75	0.776	MS	291.67	26,687.50		3/19/2013	3/29/2016
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F	4,986,800.00	5,021,202.9	5,000,000.00	4,986,943.43	34,259.47		—	—	—	1.25	1.34	MS	2,083.33	—		9/10/2013	9/19/2016
D2R6KTMR2	FMS WERTMANAGEMENT LT GTD SENIOR LOCAL	D	2,668,745.00	2,760,486.28	1,700,000.00	2,668,745	91,741.28		—	—	84,235	0.743	0.983	FMAN	2,923.58	14,772.97		7/26/2012	8/3/2015
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	1,936,318.35	1,881,243.38	1,000,000.00	1,873,759.61	7,483.77		85,025.96	—	35,727.72	5.625	0.923	AUG	9,446.92	155,657.32		11/13/2012	8/25/2017

D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	3,496,559.00	3,489,465.95	2,000,000.00	3,379,782.18	109,683.77		46,859.56	—	51,703.25		3.75	1.649	SEP	8,264.72	120,202.50		11/9/2011	9/7/2016
D4085DTN7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	1,685,172.12	1,681,418.97	1,000,000.00	1,650,198.32	31,220.65		19,012.07	—	19,649.89		2.75	1.109	SEP	3,030.41	44,135.30		10/30/2012	9/7/2015
G3157R8G6	EUROPEAN BK RECONSTR AND DEVLP CORP BND	D	2,188,451.06	2,181,785.78	1,344,000.00	2,191,979.46	(10,193.68	)	—	—	(15,789.94	)	1.875	1.935	DEC	33,225.89	—		4/7/2011	12/10/2013
G5577Y5Y2	LLOYDS TSB BANK PLC - LT GTD SENIOR	D	2,642,613.37	2,693,727.03	1,650,000.00	2,647,030.59	46,696.44		—	—	13,306.61		1.5	1.62	MAY	17,394.35	50,279.19		4/25/2012	5/2/2017
G6459FAE2	NETWORK RAIL INFRA FIN LOCAL BND EMTN	D	2,735,751.98	2,641,234.76	1,500,000.00	2,577,912.48	63,322.28		63,247.51	—	39,436.41		4.875	1.207	NOV	100,950.16	—		11/9/2011	11/27/2015
G92450QY7	UNITED KINGDOM GILT GOVT BND	D	29,656,617.84	30,165,535.44	17,200,000.00	29,621,571.65	543,963.79		110,691.31	—	491,855.82		4.75	0.527	MS	89,099.07	35,868.92		9/23/2013	9/7/2015
G92450YY8	UNITED KINGDOM GILT GOVT BND	D	30,400,208.75	30,637,882.03	17,300,000.00	30,373,696.31	264,185.72		73,577.22	—	248,662.48		4	0.785	MS	74,898.86	20,594.69		9/19/2013	9/7/2016
G92451CZ7	UNITED KINGDOM GILT GOVT BND	D	4,948,751.78	5,011,233.3	3,000,000.00	4,947,624.53	63,608.77		41,678.58	—	49,838.85		2	0.744	JJ	18,933.27	90,347.79		9/23/2013	1/22/2016
G92451GE0	UNITED KINGDOM GILT GOVT BND	D	3,606,007.54	3,654,597.14	2,200,000.00	3,585,994.44	68,602.70		50,472.89	—	88,215.45		1.75	0.789	JJ	12,607.74	131,399.71		8/30/2013	1/22/2017
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D	19,169,327.78	19,701,620.41	12,320,000.00	19,172,039.2	529,581.21		942.79	—	518,979.16		1.25	1.532	JJ	49,376.73	(6,222.59	)	9/19/2013	7/22/2018
125094A$8	CDP FINANCIAL INC CORP BND 144A	A	12,675,681.00	12,433,597	12,100,000.00	12,436,047.84	(2,450.84	)	217,595.3	—	—		3	0.572	MN	127,050	181,500.00		12/4/2012	11/25/2014
419791YG7	HAWAII ST MUNI BND GO		2,007,940.00	2,060,520	2,000,000.00	2,002,245.58	58,274.42		1,225.98	—	—		3	2.914	FA	10,000	60,000.00		2/10/2010	2/1/2015
4521518V8	ILLINOIS ST MUNI BND GO		2,300,000.00	2,372,059	2,300,000.00	2,300,000	72,059.00		—	—	—		4.421	4.421	JJ	25,420.75	101,683.00		12/28/2012	1/1/2015
57583PEM7	MASSACHUSETTS ST MUNITAX BND REV		4,625,000.00	4,816,521.25	4,625,000.00	4,625,000	191,521.25		—	—	—		2.983	2.983	JD	40,622.66	68,981.88		12/15/2010	12/15/2015
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND		1,500,000.00	1,485,075	1,500,000.00	1,500,000	(14,925.00	)	—	—	—		1.259	1.259	MN	7,868.75	8,445.79		10/26/2012	11/1/2017
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO		2,250,000.00	2,220,862.5	2,250,000.00	2,250,000	(29,137.50	)	—	—	—		1.418	1.418	FA	8,330.75	—		6/5/2013	2/1/2017
76541VKB2	RICHMOND VA MUNITAX BND GO		1,500,000.00	1,511,835	1,500,000.00	1,500,000	11,835.00		—	—	—		1.207	1.207	JJ	3,822.17	18,959.96		6/14/2012	7/15/2016
76541VKC0	RICHMOND VA MUNITAX BND GO		5,000,000.00	4,915,650	5,000,000.00	5,000,000	(84,350.00	)	—	—	—		1.507	1.507	JJ	15,907.22	78,908.20		6/14/2012	7/15/2017
796269UF3	SAN ANTONIO TEX INDPT SCH DIST MUNI BND		1,000,000.00	1,015,820	1,000,000.00	1,000,000	15,820.00		—	—	—		2.235	2.235	FA	2,855.83	22,350.00		12/15/2010	8/15/2014
167562MD6	CHICAGO IL MIDWAY ARPT MUNITAX BND REV		3,081,036.68	3,109,440	3,000,000.00	3,079,633.87	29,806.13		1,325.87	—	—		3.532	3.389	JJ	26,490	105,960.00		12/3/2012	1/1/2041
19648CAE1	COLORADO HOUSING & FINANCE AUT MUNITAX		5,030,400.00	5,030,300	5,000,000.00	5,020,707.16	9,592.84		5,765.14	—	—		1.6	1.438	MN	30,222.22	40,000.00		6/21/2012	5/15/2016
31331K2T6	FED FARM CR BKS AGENCY BND		1,800,000.00	1,803,441.31	1,800,000.00	1,800,000	3,441.31		—	—	—		0.34	0.35	MJSD	308.5	5,225.00		1/27/2012	6/13/2014
31331KHV5	FED FARM CR BKS AGENCY BND		1,348,758.50	1,351,743.67	1,350,000.00	1,349,438.31	2,305.36		27.67	—	—		0.25	0.274	MON	103.13	2,252.66		6/27/2013	4/20/2016
313371PC4	FHLB UNSEC AGENCY BND		2,524,200.00	2,519,775	2,500,000.00	2,511,709.99	8,065.01		7,289.98	—	—		0.875	0.482	JD	6,623.26	10,937.50		6/18/2012	12/12/2014
313372VR2	FHLB AGENCY BND		10,112,500.00	10,026,711.7	10,000,000.00	10,011,541.85	15,169.85		35,052.8	—	—		1.2	0.729	JD	30,333.33	60,000.00		7/29/2011	12/30/2013
313382K85	FHLB AGENCY BND		2,997,150.00	2,989,709.94	3,000,000.00	2,997,656.13	(7,946.19	)	—	—	—		0.45	0.482	MS	487.5	6,750.00		3/13/2013	3/18/2016
313383QF1	FHLB AGENCY BND		3,000,090.00	3,000,259.11	3,000,000.00	3,000,073.38	185.73		16.62	—	—		0.19	0.187	JJ	1,045	—		7/17/2013	7/25/2014
313383V81	FHLB AGENCY BND		1,499,940.00	1,500,914.96	1,500,000.00	1,499,943.99	970.97		—	—	—		0.375	0.377	FA	515.63	296.88		8/8/2013	8/28/2015
3133EA5A2	FED FARM CR BKS AGENCY BND		5,000,000.00	4,901,152.3	5,000,000.00	5,000,000	(98,847.70	)	—	—	—		0.87	0.87	AO	19,695.83	21,750.00		10/11/2012	10/18/2017
3133EA5D6	FED FARM CR BKS AGENCY BND		4,498,920.00	4,504,104	4,500,000.00	4,499,299.45	4,804.55		—	—	—		0.199	0.237	MON	199.25	7,474.00		11/23/2012	4/23/2015
3133EAK31	FED FARM CR BKS AGENCY BND		499,140.63	500,027.12	500,000.00	499,456.75	570.37		—	—	—		0.47	0.528	FA	267.64	2,350.00		8/22/2012	8/20/2015
3133EAVE5	FED FARM CR BKS AGENCY BND		6,497,855.00	6,505,672.22	6,500,000.00	6,498,627.37	7,044.85		—	—	—		0.199	0.249	MON	323.78	10,798.01		10/10/2012	6/22/2015
3133EAYZ5	FED FARM CR BKS AGENCY BND		2,524,312.44	2,526,688.01	2,525,000.00	2,524,621.41	2,066.60		—	—	—		0.205	0.282	MON	158.16	4,289.53		7/16/2012	3/20/2015
3133ECUQ5	FED FARM CR BKS AGENCY BND		1,499,805.00	1,500,001.23	1,500,000.00	1,499,820.76	180.47		—	—	—		0.191	0.207	MON	95.25	510.97		7/15/2013	1/19/2016

3133XSP93	FHLB AGENCY BND	2,048,748.30	1,977,084.75	1,965,000.00	1,969,279.48	7,805.27		26,577.66	—	—	3.125	2.022	JD	18,421.88	63,776.05		11/25/2009	12/13/2013
3133XWE70	FHLB AGENCY BND	7,454,591.35	7,518,052.8	7,395,000.00	7,417,645.34	100,407.46		25,425.7	—	—	2.5	2.056	JD	55,462.5	92,437.50		6/22/2012	6/13/2014
3133XWKV0	FHLB AGENCY BND	1,809,325.00	1,768,217.5	1,750,000.00	1,765,744.97	2,472.53		25,861.65	—	—	2.375	0.385	MS	1,962.67	41,562.50		6/27/2012	3/14/2014
3134G2U42	FHLMC AGENCY BND	4,200,497.09	4,210,547.73	4,210,000.00	4,209,819.22	728.51		—	—	—	0.375	0.488	AO	7,279.8	7,893.75		10/18/2011	10/15/2013
3134G2UA8	FHLMC AGENCY BND	11,107,050.00	11,082,608.9	11,000,000.00	11,035,537.54	47,071.36		29,938.03	—	—	1	0.634	FA	12,527.77	110,000.00		1/17/2012	8/20/2014
3134G32F6	FHLMC UNSECURED AGENCY BND	2,000,000.00	1,994,920.04	2,000,000.00	2,000,000	(5,079.96	)	—	—	—	0.52	0.516	JD	2,686.67	5,200.00		12/19/2012	12/28/2015
3134G36A3	FHLMC AGENCY BND	6,750,000.00	6,734,947.5	6,750,000.00	6,750,000	(15,052.50	)	—	—	—	0.6	0.6	FA	3,712.5	34,416.67		2/26/2013	3/28/2016
3134G36F2	FHLMC AGENCY BND	2,130,000.00	2,128,615.46	2,130,000.00	2,130,000	(1,384.54	)	—	—	—	0.42	0.42	MS	323.05	4,473.00		2/25/2013	9/18/2015
3134G3J76	FHLMC AGENCY BND	7,002,107.00	6,992,860.21	7,000,000.00	7,001,373.04	(8,512.83	)	528.02	—	—	0.45	0.44	MS	2,362.5	31,850.00		9/14/2012	9/4/2015
3134G3LA6	FHLMC AGENCY BND	2,100,663.18	2,102,583	2,100,000.00	2,100,129.43	2,453.57		239.27	—	—	0.375	0.36	FA	743.75	7,875.00		1/26/2012	2/27/2014
3134G3NL0	FHLMC AGENCY BND	4,993,000.00	5,005,173.3	5,000,000.00	4,996,726.93	8,446.37		—	—	—	0.5	0.547	FA	2,569.44	28,458.33		2/6/2012	2/24/2015
3134G3W55	FHLMC UNSECURED AGENCY BND	249,972.50	249,692.5	250,000.00	249,979.96	(287.46	)	—	—	—	0.45	0.454	MN	396.88	618.75		12/18/2012	11/24/2015
3134G42Q0	FHLMC UNSECURED AGENCY BND	247,725.00	247,637.5	250,000.00	247,727.04	(89.54	)	—	—	—	0.6	0.901	AO	650	(645.83	)	9/27/2013	10/25/2016
3134G4AC2	FHLMC AGENCY BND MTN	999,600.00	996,600.04	1,000,000.00	999,634.66	(3,034.62	)	—	—	—	0.7	0.714	JD	1,827.78	—		6/3/2013	6/27/2016
3134G4ET1	FHLMC AGENCY BND MTN	4,996,750.00	4,995,700.05	5,000,000.00	4,996,890.79	(1,190.74	)	—	—	—	0.85	0.872	FA	6,256.95	(708.34	)	8/13/2013	8/8/2016
3134G4FL7	FHLMC AGENCY BND	499,750.00	499,550.02	500,000.00	499,761.5	(211.48	)	—	—	—	0.51	0.535	FA	233.75	—		8/26/2013	8/28/2015
31359MA45	FNMA AGENCY BND	5,481,178.71	5,361,850.35	5,000,000.00	5,151,341.21	210,509.14		100,570.6	—	—	5	2.972	AO	115,277.78	256,944.44		11/27/2012	4/15/2015
31359MZC0	FNMA AGENCY BND	5,904,904.90	5,727,710.37	5,300,000.00	5,543,149.3	184,561.07		86,602.97	—	—	4.375	2.065	AO	106,920.14	115,937.50		7/16/2010	10/15/2015
3135G0RT2	FNMA UNSECURED AGENCY BND	4,977,750.00	4,910,200.1	5,000,000.00	4,981,646.87	(71,446.77	)	—	—	—	0.875	0.964	JD	12,274.31	42,656.25		11/27/2012	12/20/2017
3135G0SB0	FNMA UNSECURED AGENCY BND	14,971,672.35	14,974,650.15	15,000,000.00	14,978,045.52	(3,395.37	)	—	—	—	0.375	0.441	JD	15,625	20,781.25		2/5/2013	12/21/2015
3135G0UM3	FNMA AGENCY BND	2,499,125.00	2,492,250.05	2,500,000.00	2,499,298.29	(7,048.24	)	—	—	—	0.52	0.532	FA	1,263.89	13,252.77		2/5/2013	2/26/2016
3135G0US0	FNMA AGENCY BND	3,001,200.00	2,993,009.94	3,000,000.00	3,000,526.07	(7,516.13	)	673.93	—	—	0.55	0.506	FA	1,604.17	6,920.83		3/22/2013	2/26/2016
3135G0VA8	FNMA AGENCY BND	6,742,305.00	6,741,629.93	6,750,000.00	6,743,837.09	(2,207.16	)	—	—	—	0.5	0.537	MS	93.75	21,093.75		2/14/2013	3/30/2016
3135G0VB6	FNMA UNSECURED AGENCY BND	5,997,600.00	5,985,000	6,000,000.00	5,997,612.42	(12,612.42	)	—	—	—	0.65	0.666	FA	3,575	11,952.78		9/26/2013	3/28/2016
3135G0WJ8	FNMA AGENCY BND	1,995,720.00	1,945,099.94	2,000,000.00	1,996,096.32	(50,996.38	)	—	—	—	0.875	0.918	MN	6,319.45	1,750.00		4/11/2013	5/21/2018
3135G0WW9	FNMA AGENCY BND	2,999,970.00	2,982,420.03	3,000,000.00	2,999,973.62	(17,553.59	)	—	—	—	0.52	0.52	MN	5,676.67	—		5/16/2013	5/20/2016
3135G0XP3	FNMA UNSEC AGENCY BND	1,743,962.50	1,737,557.52	1,750,000.00	1,744,674.99	(7,117.47	)	—	—	—	0.375	0.486	JJ	1,567.71	875.00		5/15/2013	7/5/2016
3135G0YG2	FNMA UNSECURED AGENCY BND	349,790.00	349,900.34	350,000.00	349,801.95	98.39		—	—	—	0.189	0.216	MON	11.02	106.29		7/30/2013	7/25/2016
3135G0YM9	FNMA AGENCY BND	5,989,620.00	6,072,540	6,000,000.00	5,989,794.73	82,745.27		—	—	—	1.875	1.911	MS	4,062.5	7,812.50		8/21/2013	9/18/2018
3135G0YN7	FNMA AGENCY BND	1,000,000.00	1,001,500.02	1,000,000.00	1,000,000	1,500.02		—	—	—	1.05	1.047	FA	1,020.83	—		8/20/2013	8/26/2016
3136G1W47	FNMA AGENCY BND	1,250,000.00	1,252,249.55	1,250,000.00	1,250,000	2,249.55		—	—	—	1.35	1.345	AO	—	—		9/18/2013	4/10/2017
3137EACH0	FHLMC AGENCY BND	8,563,258.24	8,285,840	8,000,000.00	8,235,338.45	50,501.55		129,246.94	—	—	2.875	0.691	FA	33,222.22	230,000.00		11/2/2011	2/9/2015
3137EACY3	FHLMC AGENCY BND	5,000,300.00	5,031,399.5	5,000,000.00	5,000,116.79	31,282.71		5,550.33	—	—	0.75	0.748	MN	13,125	51,250.00		11/28/2011	11/25/2014
3137EADP1	FHLMC UNSECURED AGENCY BND	14,877,000.00	14,659,049.55	15,000,000.00	14,892,404.53	(233,354.98	)	—	—	—	0.875	1.041	MS	8,750	76,927.09		2/1/2013	3/7/2018

3137EADQ9	FHLMC AGENCY BND	5,276,683.38	5,263,860.22	5,277,000.00	5,276,736.2	(12,875.98	)	—	—	—	0.5	0.502	MN	10,114.25	4,837.25	3/6/2013	5/13/2016
31398AU34	FNMA AGENCY BND	5,234,460.00	5,448,030.58	5,250,000.00	5,244,222.35	203,808.23		—	—	—	2.375	2.437	JJ	21,820.31	124,687.50	6/10/2010	7/28/2015
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND	4,100,000.00	4,056,335	4,100,000.00	4,100,000	(43,665.00	)	—	—	—	1.56	1.56	JD	18,832.67	31,980.00	5/10/2012	6/15/2017
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX	5,050,000.00	4,880,067.6	5,050,000.00	5,050,000	(169,932.40	)	—	—	—	1.758	1.758	JD	38,470.9	—	4/17/2013	12/15/2018
83714RAX1	SOUTH CAROLINA STUDENT LN MUNI BND REV	703,435.99	709,584.52	711,327.27	710,449.46	(864.94	)	—	—	—	0.361	1.13	MJSD	199.84	3,729.33	3/30/2011	12/3/2018
882117V27	TEXAS A & M UNIVERSITY MUNITAX BND REV	1,000,000.00	1,008,650	1,000,000.00	1,000,000	8,650.00		—	—	—	1.239	1.239	JJ	3,097.5	11,804.92	6/26/2012	7/1/2016
914455KX7	UNIVERSITY MICH UNIV REVS MUNITAX BND	3,500,000.00	3,532,445	3,500,000.00	3,500,000	32,445.00		—	—	—	1.754	1.754	AO	30,695	30,695.00	10/28/2010	4/1/2015
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND	1,000,000.00	1,009,500	1,000,000.00	1,000,000	9,500.00		—	—	—	1.225	1.225	JD	4,083.33	6,125.00	6/28/2012	12/1/2016
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A	561,988.00	562,960.24	561,988.00	561,988	972.24		—	—	—	0.73	0.731	MON	11.4	3,804.31	3/5/2010	2/25/2048
3128JLHB8	FHLMC POOL # 1B1225	51,141.32	53,715.82	51,935.92	51,179.94	2,535.88		11.11	—	—	2.651	3	MON	114.74	1,344.58	4/2/2007	9/1/2033
3128JMW45	FHLMC POOL # 1B2566	68,291.29	72,576.31	68,828.14	68,318.55	4,257.76		3.22	—	—	2.979	3.071	MON	170.87	1,672.83	4/2/2007	11/1/2034
3128JMXM4	FHLMC POOL # 1B2583	1,341,877.48	1,430,447.78	1,356,774.90	1,342,921.43	87,526.35		22.94	—	—	2.941	3.089	MON	3,325.23	33,049.12	9/17/2008	10/1/2034
3128JMY68	FHLMC POOL # 1B2632	86,909.60	95,299.62	87,592.83	86,943.62	8,356.00		4.66	—	—	2.891	2.987	MON	211.03	2,162.39	4/3/2007	11/1/2034
3128JMZG5	FHLMC POOL # 1B2642	130,666.62	137,745.42	131,693.86	130,719.78	7,025.64		6.72	—	—	2.883	2.976	MON	316.39	3,223.15	4/2/2007	11/1/2034
3128JNAL9	FHLMC POOL # 1B2810	154,278.31	165,712.69	155,883.89	154,366.8	11,345.89		13.53	—	—	2.78	2.931	MON	361.13	3,503.15	4/2/2007	2/1/2035
3128JR6Z4	FHLMC POOL # 848088	6,950,348.35	6,993,114.73	6,614,457.92	6,933,614.17	59,500.56		63,907.62	—	—	2.412	1.442	MON	13,295.06	131,139.89	3/8/2011	4/1/2035
3128JRJS6	FHLMC POOL # 847473	1,639,613.41	1,736,024.96	1,646,301.53	1,639,767.36	96,257.60		—	—	—	2.369	2.402	MON	3,250.07	32,394.62	9/26/2007	12/1/2035
3128JRKQ8	FHLMC POOL # 847503	781,720.24	851,781.29	800,417.50	782,819.48	68,961.81		250.84	—	—	2.576	3.061	MON	1,718.23	18,314.47	5/31/2006	12/1/2035
3128JRP26	FHLMC POOL # 847641	475,032.71	500,688.56	478,863.61	475,261.06	25,427.50		—	—	—	2.694	2.799	MON	1,075.05	10,540.05	2/22/2012	12/1/2033
3128JRPZ3	FHLMC POOL # 847640	302,942.55	328,115.67	304,602.62	302,998.04	25,117.63		5.04	—	—	2.631	2.688	MON	667.84	6,843.98	11/13/2006	5/1/2036
3128KW5Q2	FHLMC GOLD POOL # A66255	635,966.74	689,622.35	628,745.99	635,645.44	53,976.91		6,416.06	—	—	6	5.471	MON	3,143.73	38,015.34	11/2/2007	9/1/2037
3128KWBZ5	FHLMC GOLD POOL # A65456	15,605.11	16,717	15,018.46	15,581.47	1,135.53		137.13	—	—	6	4.8	MON	75.09	730.89	2/4/2009	9/1/2037
3128KWFX6	FHLMC GOLD POOL # A65582	31,316.25	33,547.58	30,138.95	31,269.44	2,278.14		372.09	—	—	6	4.784	MON	150.69	1,627.81	2/4/2009	9/1/2037
3128KWFY4	FHLMC GOLD POOL # A65583	33,666.94	36,065.77	32,401.28	33,616.5	2,449.27		768.47	—	—	6	4.801	MON	162.01	1,926.66	2/4/2009	9/1/2037
3128KWNV1	FHLMC GOLD POOL # A65804	846,194.51	926,138.46	836,586.84	845,757.07	80,381.39		9,736.57	—	—	6	5.548	MON	4,182.93	61,026.58	11/2/2007	9/1/2037
3128KWNX7	FHLMC GOLD POOL # A65806	1,162,762.38	1,272,613.97	1,149,560.40	1,162,179.58	110,434.39		9,018.37	—	—	6	5.475	MON	5,747.8	71,437.43	11/2/2007	9/1/2037
3128KWT29	FHLMC GOLD POOL # A65969	24,954.39	26,732.42	24,016.25	24,917.45	1,814.97		322.56	—	—	6	4.756	MON	120.08	1,244.28	2/4/2009	9/1/2037
3128KWTK9	FHLMC GOLD POOL # A65954	41,076.11	44,002.83	39,531.89	41,016.5	2,986.33		335.42	—	—	6	4.715	MON	197.66	1,964.22	2/4/2009	9/1/2037
3128KWTP8	FHLMC GOLD POOL # A65958	30,605.25	32,785.93	29,454.69	30,561.66	2,224.27		434.09	—	—	6	4.611	MON	147.27	1,603.35	2/4/2009	9/1/2037
3128KWTZ6	FHLMC GOLD POOL # A65968	28,272.84	30,287.3	27,209.94	28,231.01	2,056.29		305.45	—	—	6	4.742	MON	136.05	1,433.68	2/4/2009	9/1/2037
3128KYXE4	FHLMC GOLD POOL # A67877	24,633.32	26,388.49	23,707.27	24,594.77	1,793.72		144.3	—	—	6	4.824	MON	118.54	1,130.12	2/4/2009	4/1/2037
3128M4HY2	FHLMC GOLD POOL # G02647	762,175.12	834,746.74	772,678.72	762,545.81	72,200.93		—	—	—	5.5	6.279	MON	3,541.44	43,536.68	4/9/2007	2/1/2037
3128M4ZG1	FHLMC GOLD POOL # G03143	3,916.29	4,195.3	3,769.03	3,910.35	284.95		34.02	—	—	6	4.776	MON	18.85	191.60	2/4/2009	7/1/2037
3128M5HK9	FHLMC GOLD POOL # G03534	6,612,894.36	7,191,740.32	6,434,928.33	6,605,575.83	586,164.49		65,022.21	—	—	6.5	5.437	MON	34,855.85	382,679.01	11/6/2007	10/1/2037

3128M6UB2	FHLMC GOLD POOL # G04778	89,748.08	96,152.7	86,374.09	89,614.23	6,538.47		937.19	—	—	6	4.896	MON	431.87	4,452.21	2/4/2009	7/1/2038
3128M7AZ9	FHLMC GOLD POOL # G05124	243,624.24	261,009.81	234,465.44	243,272.44	17,737.37		2,734.62	—	—	6	4.897	MON	1,172.33	12,280.84	2/4/2009	12/1/2038
3128MBBR7	FHLMC GOLD POOL # G12548	736,250.07	794,908.47	734,643.04	735,574.73	59,333.74		621.93	—	—	5.5	5.404	MON	3,367.11	37,083.25	3/30/2007	1/1/2022
3128MBU70	FHLMC GOLD POOL # G13106	965,031.28	955,636.67	899,796.07	963,379.98	(7,743.31	)	5,658.75	—	—	5	2.053	MON	3,749.15	5,052.34	7/17/2013	10/1/2020
3128MCRQ0	FHLMC GOLD POOL # G13895	2,912,247.91	2,865,848.74	2,705,135.94	2,874,910.63	(9,061.89	)	90,663.6	—	—	5	2.177	MON	11,271.4	123,210.80	11/10/2011	11/1/2019
3128MDM91	FHLMC GOLD POOL # G14684	2,310,501.10	2,272,472.21	2,197,044.36	2,304,534.34	(32,062.13	)	16,447.52	—	—	3	1.608	MON	5,492.61	37,082.27	2/13/2013	2/1/2023
3128MDNM1	FHLMC GOLD POOL # G14696	1,267,217.27	1,249,477.02	1,141,315.85	1,262,588.28	(13,111.26	)	38,151.42	—	—	6	1.923	MON	5,706.58	36,401.86	3/1/2013	3/1/2024
3128MTB72	FHLMC GOLD POOL # H00962	156,381.66	168,415.45	153,374.10	156,255.28	12,160.17		426.34	—	—	6.5	5.617	MON	830.78	7,690.20	10/31/2007	7/1/2037
3128MTEE4	FHLMC GOLD POOL # H01033	2,854,899.96	3,074,588.36	2,799,993.83	2,852,469.89	222,118.47		16,137.57	—	—	6.5	5.807	MON	15,166.64	145,282.59	10/31/2007	7/1/2037
3128MTF29	FHLMC GOLD POOL # H01085	109,294.97	117,705.36	107,192.98	109,198.01	8,507.35		9,668.77	—	—	6.5	5.87	MON	580.63	23,887.17	10/31/2007	7/1/2037
3128NCB37	FHLMC POOL # 1G0058	182,555.31	193,176.4	182,984.18	182,536.65	10,639.75		8.84	—	—	2.734	2.735	MON	416.9	4,264.49	9/17/2008	1/1/2035
3128NCD68	FHLMC POOL # 1G0125	1,714,578.92	1,849,205.92	1,751,245.62	1,718,874.93	130,330.99		—	—	—	2.636	2.895	MON	3,846.9	38,535.13	12/13/2005	3/1/2035
3128NCMS0	FHLMC POOL # 1G0369	250,306.91	261,709.7	249,061.61	250,096.91	11,612.79		606.89	—	—	2.736	2.638	MON	567.86	6,053.62	8/27/2008	10/1/2035
3128PV4J6	FHLMC GOLD POOL # J16225	2,333,027.40	2,355,683.71	2,208,456.64	2,322,369.04	33,314.67		25,599.44	—	—	4	2.621	MON	7,361.52	72,018.51	8/2/2011	8/1/2026
3128PVWH9	FHLMC GOLD POOL # J16048	7,177,750.98	7,247,455	6,794,498.80	7,143,211.95	104,243.05		64,757.18	—	—	4	2.679	MON	22,648.33	217,309.35	8/2/2011	7/1/2026
3128QJ3B0	FHLMC POOL # 1G1694	1,282,929.77	1,373,813.1	1,302,208.56	1,284,385.26	89,427.84		—	—	—	2.407	2.594	MON	2,612.01	28,171.30	8/10/2007	4/1/2037
3128QJLG9	FHLMC POOL # 1G1227	200,892.17	207,670.95	196,953.14	200,407.05	7,263.90		1,241.14	—	—	2.931	2.635	MON	481.06	4,848.77	1/4/2008	10/1/2036
3128QJRN8	FHLMC POOL # 1G1393	1,321,152.30	1,328,585.23	1,268,097.00	1,318,520.05	10,065.18		15,294.08	—	—	2.855	2.217	MON	3,017.01	31,632.28	3/9/2012	12/1/2036
312929CM2	FHLMC GOLD POOL # A82776	10,498.13	11,247.28	10,103.45	10,483.71	763.57		113.14	—	—	6	4.76	MON	50.52	504.13	2/4/2009	1/1/2039
31292KJH1	FHLMC GOLD POOL # C02964	1,947.43	2,086.18	1,874.21	1,944.52	141.66		13.31	—	—	6	4.73	MON	9.37	91.85	2/4/2009	7/1/2037
312930LH1	FHLMC GOLD POOL # A83928	18,889.83	20,237.85	18,179.69	18,861.67	1,376.18		315.93	—	—	6	4.98	MON	90.9	986.70	2/4/2009	1/1/2039
312930LQ1	FHLMC GOLD POOL # A83935	46,555.20	49,877.48	44,805.00	46,483.95	3,393.53		400.49	—	—	6	5.03	MON	224.03	2,212.77	2/4/2009	1/1/2039
312930RC6	FHLMC GOLD POOL # A84083	25,468.84	27,295.36	24,511.37	25,425.88	1,869.48		252.9	—	—	6	5.135	MON	122.56	1,343.89	2/4/2009	1/1/2039
312930RV4	FHLMC GOLD POOL # A84100	12,908.58	13,829.78	12,423.31	12,890.05	939.73		12.96	—	—	6	4.891	MON	62.12	562.71	2/4/2009	1/1/2039
312930TB6	FHLMC GOLD POOL # A84146	12,775.84	13,692.09	12,295.56	12,758.41	933.68		173.69	—	—	6	4.76	MON	61.48	673.18	2/4/2009	1/1/2039
31295NXK9	FHLMC POOL # 789682	29,623.19	30,728.21	29,794.28	29,631.56	1,096.65		1.25	—	—	2.384	2.457	MON	59.19	654.26	8/10/2006	9/1/2032
31300L3D5	FHLMC POOL # 848896	2,390,691.28	2,415,183.09	2,272,790.28	2,389,802.73	25,380.36		20,862.39	—	—	2.97	1.694	MON	5,625.16	25,920.03	4/22/2013	5/1/2042
31306YAL5	FHLMC GOLD POOL # J20911	2,098,110.73	2,076,097.85	1,994,490.72	2,092,529.52	(16,431.67	)	12,557.06	—	—	3	1.53	MON	4,986.23	33,070.82	2/13/2013	10/1/2022
3132GLQP2	FHLMC GOLD POOL # Q05262	3,885,350.08	3,814,236.57	3,754,528.23	3,881,889.2	(67,652.63	)	21,219.6	—	—	3.5	2.898	MON	10,950.71	106,427.59	2/3/2012	12/1/2041
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	1,138,175.69	1,248,949.63	1,122,392.07	1,135,922.84	113,026.79		3,470.42	—	—	6	5.538	MON	5,611.96	56,030.80	2/6/2007	3/15/2029
31342A6F1	FHLMC POOL # 780870	303,019.08	324,434.96	307,727.30	303,280.05	21,154.91		—	—	—	2.407	2.73	MON	617.25	6,155.97	2/22/2012	9/1/2033
31342AZE2	FHLMC POOL # 780741	464,496.78	477,229.47	450,216.48	463,725.03	13,504.44		2,139.91	—	—	2.375	1.496	MON	891.05	8,748.01	11/16/2009	7/1/2033
31349SJK0	FHLMC POOL # 781166	638,422.16	676,343.52	648,993.66	639,261.12	37,082.40		—	—	—	2.44	2.722	MON	1,319.62	13,604.09	1/9/2006	1/1/2034
31349UCW6	FHLMC POOL # 782785	144,813.79	154,763.14	145,952.26	144,879.55	9,883.59		9.67	—	—	2.277	2.382	MON	276.94	2,649.12	4/2/2007	10/1/2034

31349UEJ3	FHLMC POOL # 782837	253,382.79	269,935.9	255,374.71	253,493.71	16,442.19		16.2	—	—	2.377	2.481	MON	505.85	5,085.29		4/2/2007	11/1/2034
31349UJL3	FHLMC POOL # 782967	82,215.93	87,377.09	83,454.72	82,295.58	5,081.51		—	—	—	2.456	2.692	MON	170.8	1,771.53		9/30/2008	1/1/2035
31349ULB2	FHLMC POOL # 783022	261,199.11	280,917.65	263,531.36	261,336.41	19,581.24		19.38	—	—	2.398	2.52	MON	526.62	5,128.21		4/2/2007	2/1/2035
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86	1,075,904.01	1,072,788.95	1,063,277.60	1,069,831.16	2,957.79		14,355.46	—	—	2	0.943	MON	1,772.13	22,859.73		9/6/2012	3/25/2041
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF	1,976,415.60	1,972,013.15	1,977,960.88	1,976,427.68	(4,414.53	)	—	—	—	0.429	0.442	MON	141.38	941.17		8/13/2013	2/25/2043
31371NAC9	FNMA POOL # 256603	475,583.36	513,936.97	475,137.90	475,200.16	38,736.81		164.7	—	—	5.5	5.388	MON	2,177.71	23,625.02		7/17/2008	2/1/2022
31371NE35	FNMA POOL # 256754	187,863.56	191,702.1	177,229.77	186,142.16	5,559.94		4,053.61	—	—	5.5	3.256	MON	812.3	8,781.34		9/29/2009	6/1/2022
3137A2H95	FREDDIE MAC FHLMC_3766 CMO_37-66 FA	81,842.18	82,672.62	81,765.53	81,835.75	836.87		31.97	—	—	0.532	0.464	MON	19.34	126.83		6/18/2013	6/15/2028
3137A63Z3	FHLMC_3792 AGENCY CMO 3792	4,057,581.40	4,041,441.75	4,029,876.00	4,054,986.97	(13,545.22	)	7,518.8	—	—	0.582	0.403	MON	1,042.93	19,960.55		11/9/2012	11/15/2040
3137A7SR2	FHLMC CMO_3824 FA	4,113,139.28	4,096,239.2	4,112,817.96	4,113,103.95	(16,864.75	)	144.56	—	—	0.332	0.328	MON	607.42	11,310.41		2/20/2013	3/15/2026
3137ACKA6	FHLMC_3876 AGENCY CMO 3876	690,609.12	684,503.98	663,150.53	685,275.29	(771.31	)	13,570.25	—	—	2.75	0.906	MON	1,519.72	16,605.34		10/1/2012	6/15/2026
31385W2S7	FNMA POOL # 555285	2,195,794.72	2,202,812.3	1,992,780.24	2,188,036.22	14,776.08		70,299.8	—	—	6	2.2	MON	9,963.91	106,964.81		1/5/2011	3/1/2033
31385XAZ0	FNMA POOL # 555424	2,481,106.07	2,503,018.91	2,279,348.14	2,474,820.48	28,198.43		96,900.5	—	—	5.5	1.842	MON	10,447.01	118,125.75		1/25/2012	5/1/2033
31385XEW3	FNMA POOL # 555549	131,619.98	140,955.43	132,698.18	131,868.47	9,086.96		—	—	—	5	5.218	MON	552.91	6,040.22		12/14/2007	6/1/2018
31385XK48	FNMA POOL # 555715	81,606.09	85,439.6	82,334.74	81,658.15	3,781.45		10.21	—	—	2.352	2.521	MON	161.38	1,728.99		4/2/2007	7/1/2033
3138A9YZ1	FNMA POOL # AH7927	2,247,738.85	2,293,089.9	2,171,400.55	2,241,506.48	51,583.42		27,348.48	—	—	3.5	2.538	MON	6,333.25	65,159.38		8/3/2011	8/1/2026
3138ATD31	FNMA POOL# AJ1921	547,702.79	549,032.66	513,258.35	547,065.8	1,966.86		8,215.07	—	—	4.5	2.916	MON	1,924.72	19,732.83		9/20/2011	9/1/2041
3138AUYX9	FNMA POOL # AJ3425	660,982.34	655,518.47	634,606.50	660,876.84	(5,358.37	)	105.5	—	—	3.58	2.627	MON	1,893.24	(1,451.49	)	9/16/2013	11/1/2041
3138E9KT6	FNMA POOL # AK4805	137,490.52	136,556.68	131,806.37	137,141.73	(585.05	)	689.5	—	—	3	1.988	MON	329.52	3,111.37		4/24/2012	3/1/2027
3138E9L40	FNMA POOL # AK4846	2,693,413.84	2,675,120.02	2,582,062.39	2,686,645.5	(11,525.48	)	20,618.21	—	—	3	2.002	MON	6,455.16	63,077.43		4/24/2012	5/1/2027
3138EBG33	FNMA POOL#AK6517	1,518,094.04	1,505,206.7	1,452,287.29	1,513,757.09	(8,550.39	)	9,502.37	—	—	3	2.022	MON	3,630.72	34,686.76		4/24/2012	3/1/2027
3138EGHT4	FNMA POOL # AL0241	4,680,601.85	4,601,251.29	4,386,243.77	4,675,585.75	(74,334.46	)	46,167.81	—	—	4	2.837	MON	14,620.82	91,744.69		2/27/2013	4/1/2041
3138EGUE2	FN 10/1 12M LIBOR ARM AGENCY CMO 0580	1,175,300.55	1,167,563.91	1,124,689.52	1,175,055.56	(7,491.65	)	244.99	—	—	3.828	2.601	MON	3,587.76	(2,750.61	)	9/16/2013	8/1/2041
3138EH3F7	FNMA POOL # AL1697	3,232,674.82	3,179,554.8	3,031,372.72	3,229,803.55	(50,248.75	)	30,082.98	—	—	4	2.553	MON	10,104.58	50,385.02		3/22/2013	10/1/2041
3138EJPG7	FNMA POOL # AL2222	915,066.90	894,646.71	863,525.23	912,269.16	(17,622.45	)	7,516.76	—	—	3	1.743	MON	2,158.81	20,700.14		8/7/2012	8/1/2027
3138LURE7	FNMA POOL # AO4084	1,705,490.42	1,698,095.19	1,605,639.71	1,702,495.07	(4,399.88	)	27,731.71	—	—	3.5	2.083	MON	4,683.12	36,042.88		1/24/2013	5/1/2027
3138M5GL7	FNMA POOL # AP2002	853,287.32	844,715.33	799,800.66	851,298.05	(6,582.72	)	6,810.22	—	—	3.5	1.369	MON	2,332.75	8,657.41		5/13/2013	8/1/2022
3138M8HY2	FNMA POOL # AP4746	2,459,397.34	2,416,127.5	2,331,182.32	2,455,593.07	(39,465.57	)	13,083.47	—	—	3	1.819	MON	5,827.96	32,907.05		3/13/2013	8/1/2027
3138M8YB3	FNMA POOL # AP5205	6,084,789.58	5,907,587.71	5,866,624.47	6,073,989.13	(166,401.42	)	40,701	—	—	2.5	1.696	MON	12,222.13	118,750.85		9/6/2012	9/1/2027
3138MBWZ5	FNMA POOL # AP7863	912,672.56	903,503.98	855,463.44	910,559.57	(7,055.59	)	5,592.23	—	—	3.5	1.399	MON	2,495.1	9,078.86		5/13/2013	9/1/2022
3138MRLL3	FNMA POOL # AQ9330	2,924,210.66	2,823,682.35	2,771,148.03	2,923,084.44	(99,402.09	)	13,159.42	—	—	3.5	2.531	MON	8,082.52	51,486.39		2/25/2013	1/1/2043
3138W4AB7	FNMA POOL # AR6301	25,617.21	25,039.16	24,163.62	25,585.11	(545.95	)	61.94	—	—	3	1.692	MON	60.41	213.91		4/29/2013	3/1/2028
3138WPLC6	FNMA POOL # AT2122	33,754.90	32,993.21	31,839.54	33,712.29	(719.08	)	100.26	—	—	3	1.721	MON	79.6	283.24		4/29/2013	3/1/2028
31394BPP3	FNMA AGENCY CMO_04-88 HA	12,777.41	13,009.1	12,356.52	12,476.52	532.58		158	—	—	6.5	5.194	MON	66.93	807.73		1/14/2008	7/25/2034

31394DA42	FNMA CMO_05-48 AR	116,282.50	125,067.93	115,452.68	115,849.52	9,218.41		207.2	—	—	5.5	5.252	MON	529.16	5,516.89	12/20/2007	2/25/2035
31394EZX9	FNMA CMO_05-65 WL	2,430,541.16	2,459,547.13	2,334,953.98	2,396,651.74	62,895.39		120,699.44	—	—	5.5	0.672	MON	10,701.87	148,513.78	11/16/2012	7/25/2034
31395CQZ7	FHLMC_2825 AGENCY CMO 2825	80,062.64	77,863.49	77,718.93	80,121.29	(2,257.80	)	23,467.82	—	—	5.5	4.515	MON	356.21	27,087.69	6/25/2012	9/15/2032
31395EC47	FHLMC CMO_2839 TS	1,398,865.59	1,385,192.99	1,302,027.30	1,390,057.49	(4,864.50	)	34,299.81	—	—	5	1.508	MON	5,425.11	34,852.71	3/7/2013	8/15/2019
31396CLF5	FHLMC AGENCY CMO_3054 DW	27,734.54	28,670.85	27,838.94	27,766.72	904.13		—	—	—	5.5	5.671	MON	127.6	1,963.96	6/17/2008	5/15/2034
31396L5J5	FNMA CMO_06-129 FA	449,654.83	448,339.66	449,936.03	449,786.94	(1,447.28	)	—	—	—	0.379	0.41	MON	28.41	1,943.60	3/23/2011	1/25/2037
31396UWM8	FHLMC AGENCY CMO 3184 FA	501,138.93	501,216.06	501,687.65	501,540.56	(324.50	)	—	—	—	0.332	0.402	MON	74.09	2,275.67	4/23/2010	2/15/2033
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	322,532.68	322,067.58	322,507.48	322,526.7	(459.12	)	10.41	—	—	0.332	0.329	MON	47.63	1,001.11	7/22/2011	10/15/2020
31397JRY2	FHLMC_3345 AGENCY CMO 3345	1,832,491.68	1,831,751	1,832,205.39	1,832,420.77	(669.77	)	311.35	—	—	0.382	0.357	MON	311.31	5,420.20	2/28/2013	11/15/2036
31397MTX5	FNMA CMO_08-81 KA	897,661.73	927,991.93	900,758.07	897,724.42	30,267.51		—	—	—	5	5.057	MON	3,753.16	48,396.48	7/29/2008	10/25/2022
31397Y5H0	FHLMC CMO_3484 DA	784,128.47	771,864.67	753,743.18	763,074.32	8,790.35		16,901.86	—	—	5	2.974	MON	3,140.59	43,204.94	6/1/2009	9/15/2022
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142	1,153,432.23	1,147,211.17	1,150,555.84	1,153,508.62	(6,297.45	)	336.08	—	—	0.649	0.519	MON	124.43	775.64	8/15/2013	12/25/2040
31398T6X4	FNMA CMO 10-113 FA	3,127,856.24	3,138,432.74	3,130,212.80	3,128,526.91	9,905.83		133.77	—	—	0.579	0.599	MON	301.98	11,432.16	9/3/2013	10/25/2040
31398TX22	FNMA AGENCY CMO_10-103 MA	482,670.07	460,029.07	459,002.74	463,863.14	(3,834.07	)	68,858.57	—	—	4	0.629	MON	1,530.01	81,254.92	9/7/2011	3/25/2030
31400EGH7	FNMA POOL # 685200	121,599.99	130,224.7	122,596.06	121,838.05	8,386.65		—	—	—	5	5.222	MON	510.81	5,602.81	12/14/2007	3/1/2018
31400PG58	FNMA POOL # 693320	59,020.42	63,066.63	59,539.06	59,063.96	4,002.67		6.58	—	—	2.392	2.554	MON	118.68	1,079.14	8/10/2006	1/1/2033
31400QJ87	FNMA POOL # 694287	9,837.24	10,639.31	9,925.07	9,843.74	795.57		0.97	—	—	2.403	2.57	MON	19.87	189.63	4/2/2007	3/1/2033
31400SA33	FNMA POOL # 695826	61,191.21	65,531.33	61,692.46	61,307.93	4,223.40		—	—	—	5	5.224	MON	257.05	2,784.96	12/14/2007	4/1/2018
31401A3C9	FNMA POOL # 702895	126,724.89	135,713.13	127,762.97	126,969.06	8,744.07		—	—	—	5	5.221	MON	532.35	5,862.22	12/14/2007	4/1/2018
31401DVW8	FNMA POOL # 705429	117,299.85	125,063.39	118,667.32	117,405.15	7,658.24		19.8	—	—	2.341	2.587	MON	231.5	2,330.48	8/10/2006	4/1/2033
31401MKS9	FNMA POOL # 712305	970,631.83	965,437.11	911,391.37	968,704.58	(3,267.47	)	10,805.38	—	—	2.55	1.071	MON	1,936.71	20,448.54	2/23/2012	5/1/2033
31402DQB9	FNMA POOL # 725950	194,604.90	208,649.38	196,384.62	194,939.27	13,710.11		—	—	—	5	5.243	MON	818.27	8,902.45	7/17/2008	11/1/2019
31402HD32	FNMA POOL # 729222	1,138,056.29	1,214,149.02	1,150,636.84	1,139,129.21	75,019.81		—	—	—	2.33	2.511	MON	2,234.16	22,613.13	9/17/2008	7/1/2035
31402RB81	FNMA POOL # 735463	99,186.62	105,925.62	100,007.02	99,260.92	6,664.70		6.85	—	—	2.529	2.649	MON	210.76	1,987.13	9/28/2006	3/1/2035
31402RF87	FNMA POOL # 735591	4,649,000.84	4,861,723.09	4,479,636.48	4,642,558.16	219,164.93		82,632.6	—	—	5	3.313	MON	18,665.15	211,647.55	4/30/2010	6/1/2035
31402YSV7	FNMA POOL # 742232	9,918.68	10,800.27	10,072.79	9,926.82	873.45		2.5	—	—	2.625	3.037	MON	22.03	253.27	4/2/2007	9/1/2033
31403C2L4	FNMA POOL # 745179	438,035.81	469,104.43	441,624.03	438,759.06	30,345.37		—	—	—	5	5.213	MON	1,840.1	20,362.13	12/14/2007	4/1/2019
31403DCE7	FNMA POOL # 745369	337,594.83	361,616.65	340,360.22	338,119.63	23,497.02		—	—	—	5	5.201	MON	1,418.18	15,114.51	12/14/2007	12/1/2019
31403DCZ0	FNMA POOL # 745388	819,452.43	877,573.78	826,165.01	820,915.57	56,658.21		—	—	—	5	5.213	MON	3,442.35	37,487.28	12/14/2007	11/1/2018
31403H3P3	FNMA POOL # 749706	522,645.00	560,520.73	529,218.90	523,361.78	37,158.95		100.94	—	—	2.573	2.761	MON	1,134.73	14,548.76	5/15/2006	11/1/2033
31403KDB6	FNMA POOL # 750798	5,095.86	5,379.38	5,175.04	5,104.13	275.25		1.08	—	—	2.324	2.559	MON	10.02	95.59	4/2/2007	12/1/2033
31403VBR9	FNMA POOL # 758848	180,887.13	193,716.96	182,368.91	181,192.64	12,524.32		—	—	—	5	5.218	MON	759.86	7,707.92	12/14/2007	1/1/2019
31404CLB4	FNMA POOL # 764522	19,611.04	20,699.1	20,008.08	19,638.61	1,060.49		—	—	—	2.397	2.808	MON	39.97	446.24	9/30/2008	6/1/2034
31404LRF9	FNMA POOL # 771886	71,715.64	76,080.78	72,914.76	71,840.1	4,240.68		22.8	—	—	2.602	2.87	MON	158.1	1,684.26	8/10/2006	2/1/2034

31404NBP0	FNMA POOL # 773246	101,887.09	107,890.24	102,739.81	101,949.42	5,940.82	8.46	—	—	2.507	2.641	MON	214.64	2,129.33	4/2/2007	2/1/2035
31404VGA0	FNMA POOL # 779693	539,334.42	571,890.5	544,438.51	539,844.89	32,045.61	—	—	—	2.395	2.535	MON	1,086.61	11,312.24	2/24/2006	7/1/2034
31405PAG5	FNMA POOL # 794807	126,298.98	134,359.91	125,955.13	126,224.78	8,135.13	122.07	—	—	2.11	2.068	MON	221.47	2,878.45	6/30/2007	10/1/2034
31405UMM8	FNMA POOL # 799664	51,700.01	55,227.36	52,106.45	51,735.28	3,492.08	3.98	—	—	2.43	2.542	MON	105.52	1,075.57	4/2/2007	10/1/2034
31405UR84	FNMA POOL # 799811	151,288.93	157,489.57	150,893.60	151,197.25	6,292.32	178.79	—	—	2.358	2.319	MON	296.51	3,176.86	6/30/2007	11/1/2034
31405UTZ2	FNMA POOL # 799868	12,391.36	13,204.49	12,488.75	12,398.83	805.66	1.13	—	—	2.466	2.588	MON	25.66	258.76	4/2/2007	11/1/2034
31406BB90	FNMA POOL # 804764	159,863.48	169,776.29	161,120.22	159,959.94	9,816.35	13.56	—	—	2.487	2.607	MON	333.92	3,266.74	4/2/2007	1/1/2035
31406BEZ9	FNMA POOL # 804852	143,576.84	153,487.13	144,705.56	143,662.49	9,824.64	11.92	—	—	2.506	2.628	MON	302.19	2,903.04	4/2/2007	12/1/2034
31406BJF8	FNMA POOL # 804962	158,457.42	170,863.33	159,703.12	158,552.11	12,311.22	12.12	—	—	2.464	2.585	MON	327.92	3,131.85	4/2/2007	1/1/2035
31406BQQ6	FNMA POOL # 805163	207,259.75	220,078.49	208,994.44	207,395.99	12,682.50	16.27	—	—	2.463	2.591	MON	428.96	4,256.57	4/2/2007	1/1/2035
31406DG67	FNMA POOL # 806721	300,924.70	316,534.46	303,290.38	301,150.49	15,383.97	27.22	—	—	2.724	2.825	MON	688.47	7,179.37	4/2/2007	11/1/2034
31406GLK3	FNMA POOL # 809530	50,743.06	55,113.25	51,102.42	50,776.46	4,336.79	2.83	—	—	2.472	2.568	MON	105.27	1,016.85	9/28/2006	2/1/2035
31406MYP5	FNMA POOL # 814418	125,130.21	133,281.94	126,247.51	125,244.68	8,037.26	14.21	—	—	2.259	2.373	MON	237.66	2,659.22	4/2/2007	3/1/2035
31406PKU2	FNMA POOL # 815807	261,818.93	279,417.26	264,317.48	262,126.34	17,290.92	21.84	—	—	2.381	2.493	MON	524.45	4,975.39	9/28/2006	2/1/2035
31406TLC3	FNMA POOL # 819423	313,761.48	336,279.05	316,563.09	313,973.77	22,305.28	27.78	—	—	2.685	2.824	MON	708.31	7,155.29	4/2/2007	4/1/2035
31406TTE1	FNMA POOL # 819649	2,589,077.44	2,632,517.61	2,503,035.58	2,581,102.72	51,414.89	8,979.99	—	—	2.39	1.911	MON	4,985.21	47,347.77	12/4/2009	3/1/2035
31406VHE9	FNMA POOL # 821129	172,257.19	184,179.43	173,795.26	172,363.63	11,815.80	14.94	—	—	2.473	2.623	MON	358.16	3,619.31	4/2/2007	5/1/2035
31407D5R2	FNMA POOL # 828056	577,012.96	600,328.65	567,345.74	576,099.82	24,228.83	3,108.64	—	—	2.502	2.205	MON	1,182.91	13,005.92	2/20/2009	6/1/2035
31407E6W8	FNMA POOL # 828985	295,374.28	316,588.59	305,543.15	296,200.44	20,388.15	147.9	—	—	2.243	2.907	MON	571.11	6,194.09	3/16/2006	8/1/2035
31407GC22	FNMA POOL # 829989	837,622.97	875,480.19	845,583.34	838,377.6	37,102.59	—	—	—	2.605	2.743	MON	1,835.62	21,081.26	1/20/2006	4/1/2035
31408C6D3	FNMA POOL # 847868	1,305,835.66	1,394,936.43	1,319,859.15	1,307,551.32	87,385.11	139.41	—	—	2.25	2.376	MON	2,474.74	25,743.05	5/12/2006	11/1/2035
31409UBQ7	FNMA POOL # 878547	926,037.85	1,009,568.63	933,513.26	926,742.08	82,826.55	72.06	—	—	2.612	2.716	MON	2,031.95	19,806.07	5/4/2006	3/1/2036
31410FU60	FNMA POOL # 888105	348,842.27	373,584.64	351,699.83	349,319.94	24,264.70	—	—	—	5	5.203	MON	1,465.41	16,090.15	12/14/2007	8/1/2020
31410GC35	FNMA POOL # 888490	200,360.27	211,574.31	200,814.16	200,379.95	11,194.36	0.82	—	—	2.261	2.281	MON	378.37	3,797.37	6/18/2007	5/1/2035
31410GC50	FNMA POOL # 888492	92,838.73	97,677.24	92,662.35	92,800.12	4,877.12	69.22	—	—	2.353	2.308	MON	181.7	1,837.31	6/18/2007	5/1/2033
31410GD83	FNMA POOL # 888527	24,176.69	26,566.3	24,632.10	24,206.93	2,359.37	6.8	—	—	2.442	2.85	MON	50.13	528.50	6/18/2007	4/1/2034
31410GDC4	FNMA POOL # 888499	756,833.92	789,733.21	761,086.21	757,100.36	32,632.85	—	—	—	2.349	2.446	MON	1,489.83	15,692.76	2/22/2012	8/1/2033
31410GDF7	FNMA POOL # 888502	103,348.93	111,808.65	104,692.29	103,498.72	8,309.93	17.62	—	—	1.829	2.02	MON	159.57	1,683.84	6/18/2007	6/1/2033
31410GDL4	FNMA POOL # 888507	403,288.97	428,318.01	410,348.54	404,025.39	24,292.62	94.55	—	—	2.388	2.631	MON	816.59	8,294.93	6/18/2007	2/1/2035
31410GDM2	FNMA POOL # 888508	523,151.18	561,501.33	530,465.40	523,662.87	37,838.46	96.51	—	—	2.535	2.812	MON	1,120.61	11,249.26	6/18/2007	3/1/2034
31410GDQ3	FNMA POOL # 888511	74,515.50	79,399.15	75,192.33	74,556.93	4,842.22	8.94	—	—	2.641	2.823	MON	165.49	1,668.25	6/18/2007	12/1/2033
31410GDS9	FNMA POOL # 888513	113,004.12	120,152.04	113,595.87	113,034.34	7,117.70	6.81	—	—	2.475	2.57	MON	234.29	2,326.99	6/18/2007	2/1/2034
31410GDX8	FNMA POOL # 888518	92,430.90	98,012.13	92,727.88	92,448.13	5,564.00	1.13	—	—	2.551	2.585	MON	197.12	1,947.56	6/18/2007	4/1/2035
31410GDY6	FNMA POOL # 888519	56,416.06	61,502.42	57,384.84	56,497.07	5,005.35	10.63	—	—	2.527	2.813	MON	120.84	1,133.76	6/18/2007	1/1/2035

31410GDZ3	FNMA POOL # 888520	752,885.86	802,382.16	757,684.52	753,250.81	49,131.35		47.25	—	—	2.33	2.431	MON	1,471.17	14,875.63	6/18/2007	7/1/2033
31410GFD0	FNMA POOL # 888564	5,878,698.24	6,060,130.3	5,704,012.86	5,839,790.48	220,339.82		72,394.8	—	—	5	3.923	MON	23,766.72	259,102.23	2/26/2009	10/1/2021
31410GPR8	FNMA POOL # 888832	2,953,817.61	3,148,972.09	2,840,636.00	2,949,241.29	199,730.80		55,375.31	—	—	6.5	4.646	MON	15,386.79	177,723.31	1/25/2008	11/1/2037
31411DA33	FNMA POOL # 904626	667,088.34	693,601.74	663,924.32	666,604.48	26,997.26		1,696.12	—	—	2.73	2.653	MON	1,510.43	16,521.31	12/13/2006	12/1/2036
31411GUY6	FNMA POOL # 907899	1,591,051.02	1,652,415.45	1,577,983.35	1,589,350.72	63,064.73		1,708.76	—	—	2.4	2.271	MON	3,155.97	30,215.32	12/14/2006	1/1/2037
31411KCZ4	FNMA POOL # 910088	2,605,836.69	2,834,732.49	2,581,633.89	2,605,110.89	229,621.60		13,067.34	—	—	6	5.473	MON	12,908.17	149,730.36	3/29/2007	3/1/2037
31411LEA5	FNMA POOL # 911029	190,045.08	193,928.19	179,287.81	188,289.41	5,638.78		6,412.89	—	—	5.5	3.306	MON	821.74	10,140.15	9/29/2009	7/1/2022
31411WPJ0	FNMA POOL # 916725	1,104,180.67	1,101,942.37	1,043,525.73	1,102,398.62	(456.25	)	12,242.34	—	—	2.435	1.354	MON	2,117.49	21,031.90	2/14/2012	10/1/2036
31412LMG2	FNMA POOL # 928359	186,403.23	190,211.94	175,852.11	184,787.73	5,424.21		5,767.34	—	—	5.5	3.089	MON	805.99	9,779.70	9/29/2009	5/1/2022
31412LQN3	FNMA POOL # 928461	266,499.96	271,945.25	251,415.06	264,178.25	7,767.00		6,881.36	—	—	5.5	3.137	MON	1,152.32	12,914.24	9/29/2009	6/1/2022
31412LVF4	FNMA POOL # 928614	1,611,528.06	1,640,345.22	1,516,509.27	1,597,263.28	43,081.94		44,613.79	—	—	5.5	3.13	MON	6,950.67	78,824.86	10/21/2009	8/1/2022
31412SRH0	FNMA POOL # 933488	570,167.46	576,844.44	543,178.30	566,241.87	10,602.57		12,576.93	—	—	5	3.163	MON	2,263.24	25,284.32	9/29/2009	3/1/2023
31414ARA2	FNMA POOL # 960481	1,015,435.64	1,027,209.59	967,369.47	1,008,562.87	18,646.72		16,432.54	—	—	5	3.05	MON	4,030.71	42,960.21	9/29/2009	12/1/2022
31414CRJ9	FNMA POOL # 962289	1,237,876.56	1,252,372.76	1,179,281.04	1,229,477.33	22,895.43		28,723.99	—	—	5	3.136	MON	4,913.67	57,084.57	9/29/2009	3/1/2023
31414GD22	FNMA POOL # 965521	157,595.85	160,815.95	148,675.34	156,349.1	4,466.85		3,282.88	—	—	5.5	3.118	MON	681.43	7,202.62	9/29/2009	12/1/2022
31414NB45	FNMA POOL # 970859	1,532,194.90	1,547,833.71	1,457,498.12	1,523,405.07	24,428.64		24,581.24	—	—	5	3.026	MON	6,072.91	63,491.98	10/21/2009	12/1/2023
31414RB79	FNMA POOL # 973562	1,056,158.42	1,069,323.05	996,375.87	1,047,786	21,537.05		24,306.81	—	—	5.5	3.224	MON	4,566.72	51,809.46	9/29/2009	3/1/2023
31415MDG7	FNMA POOL # 984003	1,672,009.43	1,885,588.66	1,722,333.86	1,673,456.95	212,131.71		—	—	—	5.5	6.673	MON	7,894.03	85,778.78	7/25/2008	6/1/2038
31415MFS9	FNMA POOL # 984077	773,755.61	782,816.7	737,129.49	768,361.06	14,455.64		17,801.74	—	—	5	3.26	MON	3,071.37	34,518.15	9/29/2009	6/1/2023
31416B4M7	FNMA POOL # 995528	1,695,036.06	1,733,203.88	1,631,558.24	1,682,383.59	50,820.29		31,231.84	—	—	5	3.592	MON	6,798.16	76,944.39	3/20/2009	12/1/2021
31416B4N5	FNMA POOL # 995529	3,094,597.47	3,223,883.5	2,980,500.18	3,076,072.65	147,810.85		48,701.59	—	—	5.5	3.992	MON	13,660.63	149,855.76	2/27/2009	11/1/2022
31416B4P0	FNMA POOL # 995530	1,624,605.92	1,685,497.13	1,557,907.99	1,611,960.72	73,536.41		23,638.86	—	—	5.5	3.875	MON	7,140.41	76,179.10	3/20/2009	12/1/2021
31416B7J1	FNMA POOL # 995597	172,350.41	175,871.99	162,594.74	171,193.95	4,678.04		4,189.81	—	—	5.5	3.219	MON	745.23	8,217.19	9/29/2009	3/1/2024
31416BLV8	FNMA POOL # 995040	632,448.59	638,903.88	601,615.79	628,273.15	10,630.73		18,394.45	—	—	5	3.12	MON	2,506.73	29,256.07	10/21/2009	6/1/2023
31416BSE9	FNMA POOL # 995217	1,419,538.09	1,447,300.24	1,338,038.00	1,409,873.1	37,427.14		35,760.99	—	—	5.5	3.133	MON	6,132.68	68,220.94	10/21/2009	12/1/2023
31416BSX7	FNMA POOL # 995234	2,405,355.82	2,379,539.94	2,240,145.12	2,374,010.34	5,529.60		72,552.78	—	—	5	2.124	MON	9,333.94	101,656.28	11/10/2011	7/1/2019
31416CME3	FNMA POOL # 995957	3,011,853.94	3,039,771.53	2,862,362.58	2,995,229.97	44,541.56		69,949.95	—	—	5	3.065	MON	11,926.51	133,859.15	9/28/2009	6/1/2024
31416MZC1	FNMA POOL # AA4338	2,226,888.00	2,209,032.18	2,069,718.72	2,225,600.39	(16,568.21	)	34,560.23	—	—	4.5	2.938	MON	7,761.45	44,553.81	3/21/2013	4/1/2039
31416TL49	FNMA POOL # AA9346	7,869,084.40	8,358,260.52	7,785,322.88	7,864,604.11	493,656.41		24,005.36	—	—	4.5	4.271	MON	29,194.96	300,961.63	2/2/2010	8/1/2039
31417F2Y3	FNMA POOL # AB8890	28,212.13	27,575.52	26,611.29	28,176.73	(601.21	)	103.11	—	—	3	1.724	MON	66.53	237.90	4/29/2013	4/1/2028
31417FQC5	FNMA POOL # AB8550	2,469,460.39	2,403,111.15	2,386,402.40	2,466,998.17	(63,887.02	)	5,998.04	—	—	2.5	1.805	MON	4,971.67	27,617.79	3/13/2013	3/1/2028
31417FX94	FNMA POOL # AB8803	24,671.27	24,114.56	23,271.35	24,640.35	(525.79	)	115.76	—	—	3	1.693	MON	58.18	207.31	4/29/2013	3/1/2028
31418AMK1	FNMA POOL # MA1261	906,737.17	898,640.68	861,955.85	904,548.35	(5,907.67	)	7,011.04	—	—	3	1.325	MON	2,154.89	14,538.49	2/13/2013	11/1/2022
31419ALC9	FNMA POOL # AE0322	1,743,177.86	1,707,936.97	1,607,541.55	1,735,429.12	(27,492.15	)	41,413.95	—	—	5	1.859	MON	6,698.09	42,141.81	2/26/2013	5/1/2021

31419ATN7	FNMA POOL # AE0556		661,685.76	662,969.09	634,520.35	661,559.3	1,409.79		126.46	—	—	4.071	2.934	MON	2,152.61	(1,650.33	)	9/16/2013	10/1/2040
31419BBT1	FNMA POOL # AE0949		3,687,065.79	3,647,414.09	3,477,851.31	3,682,744.96	(35,330.87	)	59,781.3	—	—	4	2.727	MON	11,592.84	119,152.60		5/2/2012	2/1/2041
31419EKM0	FNMA POOL # AE3899		491,226.57	489,611.59	469,511.66	491,127.09	(1,515.50	)	99.48	—	—	4.045	2.837	MON	1,582.64	(1,213.36	)	9/16/2013	11/1/2040
62888VAA6	NCUA GUARANTEED NOTES AGENCY CMO_10-R1		1,037,913.27	1,043,860.51	1,037,913.27	1,037,913.27	5,947.24		—	—	—	0.632	0.633	MON	455.31	5,544.96		6/10/2011	10/7/2020
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1		326,066.37	326,708.85	326,095.79	326,077.08	631.77		—	—	—	1.84	1.85	MON	383.35	5,575.31		9/7/2011	10/7/2020
62888YAA0	NGN_11-R1 CMO_11-R1 IA		3,249,388.11	3,235,061.24	3,248,053.45	3,249,040.88	(13,979.64	)	296.57	—	—	0.632	0.619	MON	1,434.39	16,928.21		6/10/2011	1/8/2020
62889FAA0	NGN_11-R4 CMO_11R4-1A		2,906,176.38	2,913,412.76	2,906,176.38	2,906,176.38	7,236.38		1,053.94	—	—	0.562	0.562	MON	1,133.61	15,153.00		6/10/2011	00/00/0000
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A		1,424,358.05	1,426,138.5	1,424,358.05	1,424,358.05	1,780.45		1,255.42	—	—	0.566	0.567	MON	559.79	9,658.18		6/10/2011	00/00/0000
10620NAC2	BRAZOS HIGHER EDUCATION AUTHOR ABS_05--2		4,224,000.00	4,366,749.2	4,400,000.00	4,325,443.58	41,305.62		—	—	—	0.371	1.437	MJSD	271.77	13,637.58		2/22/2012	12/26/2019
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1		3,748,794.81	3,827,854.08	3,800,000.00	3,768,014.69	59,839.39		—	—	—	1.062	1.275	FMAN	4,035.98	31,434.37		3/10/2011	2/25/2030
31398WV35	FHLMC AGENCY CMO 3654		111,087.60	110,972.87	103,517.86	109,177.92	1,794.95		3,279.09	—	—	5	1.717	MON	431.32	4,954.74		2/1/2012	11/15/2028
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		1,723,812.73	1,725,639.97	1,723,812.73	1,723,812.73	1,827.24		—	—	—	0.535	0.536	MON	563.62	7,919.07		6/10/2011	12/7/2020
00101JAE6	ADT CORP SENIOR CORP BND		5,399,557.21	5,157,161.89	5,400,000.00	5,399,674.29	(242,512.40	)	569.76	—	—	2.25	1.94	JJ	25,650	43,819.50		4/30/2013	7/15/2017
00182EAR0	ANZ NATIONAL INTERNATIONAL LTD SENIOR	F	9,996,500.00	9,963,401	10,000,000.00	9,997,087.36	(33,686.36	)	—	—	—	1.125	1.137	MS	2,187.5	55,312.50		3/20/2013	3/24/2016
00206RAV4	AT&T INC CORP BND		5,989,142.50	5,922,951.43	5,750,000.00	5,877,195.27	45,756.16		50,101.53	—	—	2.5	1.3	FA	18,368.06	143,750.00		1/19/2012	8/15/2015
00206RAW2	AT&T INC CORP BND		6,694,297.50	6,922,412.34	6,625,000.00	6,662,818.48	259,593.86		10,305.59	—	—	2.95	2.723	MN	73,831.95	97,718.75		2/22/2012	5/15/2016
00206RBB7	AT&T INC SENIOR CORP BND		11,577,962.75	11,598,329.42	11,575,000.00	11,578,386.1	19,943.32		3,551.41	—	—	0.875	0.853	FA	13,504.16	94,086.82		1/8/2013	2/13/2015
00206RBL5	AT&T INC SENIOR CORP BND		4,548,544.00	4,532,822.61	4,550,000.00	4,548,933.86	(16,111.25	)	—	—	—	0.8	0.811	JD	12,133.33	26,195.56		12/6/2012	12/1/2015
00206RBM3	AT&T INC SENIOR CORP BND		2,868,210.00	2,929,541.7	3,000,000.00	2,869,684.32	59,857.38		—	—	—	1.4	2.504	JD	14,000	(11,900.00	)	9/10/2013	12/1/2017
00206RBR2	AT&T INC CORP BND		3,499,335.00	3,481,644.7	3,500,000.00	3,499,531.41	(17,886.71	)	144.41	—	—	0.9	0.906	FA	4,287.5	17,150.00		4/23/2013	2/12/2016
00206RBS0	AT&T INC SENIOR CORP BND		8,000,000.00	7,984,480	8,000,000.00	8,000,000	(15,520.00	)	—	—	—	0.65	0.677	FMAN	7,218.89	26,888.69		2/7/2013	2/12/2016
00287YAJ8	ABBVIE INC SENIOR CORP BND		3,992,851.97	3,970,184.64	4,000,000.00	3,993,107.89	(22,923.25	)	—	—	—	1.75	1.906	MN	28,194.45	(18,083.34	)	8/9/2013	11/6/2017
00448MAA9	ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND	F	176,911.50	182,426.82	177,000.00	176,979.5	5,447.32		—	—	—	3.2	3.211	MN	2,328.53	2,832.00		10/26/2009	11/3/2014
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND		1,544,936.30	1,522,067.2	1,490,000.00	1,536,102.66	(14,035.46	)	8,833.64	—	—	2	0.893	FA	4,883.89	11,588.89		3/7/2013	8/2/2016
010392ER5	ALABAMA POWER COMPANY CORP BND		562,380.00	545,333.25	500,000.00	549,665.58	(4,332.33	)	12,714.42	—	—	5.2	0.809	JJ	5,488.89	9,894.44		2/25/2013	1/15/2016
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND		8,314,843.50	8,273,546.76	8,325,000.00	8,318,073.64	(44,526.88	)	—	—	—	0.55	0.591	AO	21,113.12	27,407.95		11/8/2012	10/15/2015
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP		1,696,481.00	1,657,383.53	1,700,000.00	1,696,858.02	(39,474.49	)	—	—	—	1.35	1.393	MS	1,020	11,666.25		3/7/2013	3/15/2018
021441AD2	ALTERA CORPORATION SENIOR CORP BND		2,920,524.75	2,900,564.23	2,925,000.00	2,921,734.36	(21,170.13	)	—	—	—	1.75	1.782	MN	19,337.49	25,593.75		11/8/2012	5/15/2017
02209SAC7	ALTRIA GROUP INC CORP BND		410,588.50	352,852.47	350,000.00	352,555.35	297.12		104,909.01	—	—	8.5	1.725	MN	11,652.08	190,435.42		3/22/2011	11/10/2013
02209SAK9	ALTRIA GROUP INC CORP BND		2,463,555.60	2,418,989.46	2,278,000.00	2,421,451.05	(2,461.59	)	42,104.55	—	—	4.125	0.853	MS	5,220.43	48,818.01		6/20/2013	9/11/2015
023135AK2	AMAZON.COM INC SENIOR CORP BND		5,684,496.00	5,690,693.67	5,700,000.00	5,688,808.98	1,884.69		—	—	—	0.65	0.742	MN	12,761.67	30,420.91		11/26/2012	11/27/2015
02364WBF1	AMERICA MOVIL SA DE CV SENIOR CORP BND	F	5,000,000.00	5,007,382.45	5,000,000.00	5,000,000	7,382.45		—	—	—	1.256	1.256	MJSD	3,314.18	—		9/5/2013	9/12/2016
0258M0DG1	AMERICAN EXPRESS CREDIT CORPOR SENIOR		4,998,850.00	5,021,436.7	5,000,000.00	4,998,915.59	22,521.11		—	—	—	1.3	1.308	JJ	11,194.44	—		7/24/2013	7/29/2016
02666QL43	AMERICAN HONDA FINANCE CORPORA UNSECURED		5,812,825.75	5,846,853.07	5,825,000.00	5,817,180.8	29,672.27		—	—	—	1	1.073	FA	8,090.28	63,845.83		9/4/2012	8/11/2015

02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR		5,000,000.00	5,011,349.85	5,000,000.00	5,000,000	11,349.85		—	—	—	0.637	0.648	FMAN	3,097.01	8,096.88		5/22/2013	5/26/2016
034863AA8	ANGLO AMERICAN CAPITAL PLC CORP BND 144A	F	5,570,775.00	4,680,099.09	4,500,000.00	4,665,792.03	14,307.06		235,267.97	—	—	9.375	2.197	AO	202,734.37	210,937.51		10/19/2010	4/8/2014
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP	F	4,989,050.00	4,947,901.15	5,000,000.00	4,992,178.02	(44,276.87	)	—	—	—	2.625	2.672	AO	64,895.83	65,625.00		3/26/2012	4/3/2017
035229CY7	ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP		5,556,350.00	5,283,570	5,000,000.00	5,172,413	111,157.00		98,227.21	—	—	5	2.267	JJ	52,777.78	250,000.00		9/23/2010	1/15/2015
03523TAM0	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		3,816,888.30	3,795,146.85	3,630,000.00	3,794,717.14	429.71		13,826	—	—	4.125	0.586	JJ	31,611.25	(4,743.75	)	9/18/2013	1/15/2015
03523TAT5	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		6,070,199.00	5,904,600.87	5,650,000.00	5,911,426.39	(6,825.52	)	122,799.14	—	—	3.625	0.599	AO	94,441.32	96,037.33		6/26/2013	4/15/2015
03523TBK3	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		4,231,344.70	4,218,546.43	4,210,000.00	4,221,212.71	(2,666.28	)	10,131.99	—	—	0.628	0.329	JAJO	5,802.77	13,701.34		1/10/2013	7/14/2014
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR		15,348,076.00	15,282,704.08	15,325,000.00	15,345,921.37	(63,217.29	)	9,658.03	—	—	1.375	1.338	JJ	44,485.07	245,131.01		2/11/2013	7/15/2017
037833AG5	APPLE INC SENIOR CORP BND		15,260,000.00	15,198,197.15	15,260,000.00	15,260,000	(61,802.85	)	—	—	—	0.516	0.523	FMAN	12,457.76	20,399.72		4/30/2013	5/3/2018
037833AJ9	APPLE INC CORP BND		19,846,495.20	19,186,867.9	19,920,000.00	19,852,382.78	(665,514.88	)	—	—	—	1	1.076	MN	81,893.33	25,378.89		4/30/2013	5/3/2018
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND		2,747,631.25	2,614,251.19	2,275,000.00	2,663,267.18	(49,015.99	)	62,507.27	—	—	5.45	1.478	MS	5,510.56	123,987.50		9/25/2012	3/15/2018
05252EAB9	AUST & NZ BANK GROUP LOCAL BND 144A	F	6,387,072.00	6,435,456.06	6,400,000.00	6,391,480.22	43,975.84		—	—	—	1	1.067	AO	31,111.11	59,694.45		9/4/2012	10/6/2015
05253JAB7	AUSTRALIA & NEW ZEALAND BANKIN SENIOR	E	8,890,299.00	8,884,350.69	8,900,000.00	8,892,333.27	(7,982.58	)	—	—	—	0.9	0.937	FA	10,902.5	45,425.00		2/6/2013	2/12/2016
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR	E	774,550.50	752,247.91	775,000.00	774,583.35	(22,335.44	)	—	—	—	1.45	1.462	MN	4,245.28	—		5/9/2013	5/15/2018
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F	4,292,819.00	4,488,650.55	4,300,000.00	4,295,525.42	193,125.13		—	—	—	2.875	2.911	AO	57,004.86	61,812.50		10/6/2011	10/15/2016
055451AB4	BHP BILLITON FINANCE LTD CORP BND	F	1,742,200.00	1,697,022.35	1,550,000.00	1,702,731.28	(5,708.93	)	39,468.72	—	—	5.25	0.736	JD	23,960.42	22,830.21		2/27/2013	12/15/2015
055451AG3	BHP BILLITON FINANCE LTD CORP BND	F	2,583,704.25	2,383,520.25	2,325,000.00	2,359,229.42	24,290.83		58,089.57	—	—	5.5	2.518	AO	63,937.5	106,399.02		4/16/2010	4/1/2014
055451AM0	BHP BILLITON FINANCE LTD SENIOR CORP BND	F	5,656,200.00	5,657,288.39	5,650,000.00	5,652,171.97	5,116.42		4,028.03	—	—	0.533	0.582	FMAN	3,598.37	22,263.43		1/9/2013	2/18/2014
055451AN8	BHP BILLITON FINANCE LTD SENIOR CORP BND	F	4,989,550.00	5,032,914.5	5,000,000.00	4,995,093.78	37,820.72		—	—	—	1	1.071	FA	5,138.89	50,000.00		2/21/2012	2/24/2015
055451AP3	BHP BILLITON FINANCE LTD SENIOR CORP BND	F	6,706,708.00	6,761,623.41	6,725,000.00	6,712,408.61	49,214.80		—	—	—	1.625	1.682	FA	11,231.69	109,281.26		2/21/2012	2/24/2017
055451AT5	BHP BILLITON FINANCE LTD SENIOR CORP BND	F	1,497,810.00	1,504,263.27	1,500,000.00	1,497,811.15	6,452.12		—	—	—	2.05	2.081	MS	85.42	—		9/25/2013	9/30/2018
05565QBF4	BP CAPITAL MARKETS PLC CORP BND	F	2,258,382.50	2,059,368.5	2,050,000.00	2,055,643.61	3,724.89		41,720.14	—	—	5.25	2.478	MN	43,050	53,812.50		12/21/2009	11/7/2013
05565QBN7	BP CAPITAL MARKETS PLC CORP BND	F	2,991,480.00	3,134,059.98	3,000,000.00	2,996,429.6	137,630.38		—	—	—	3.125	3.187	AO	46,875	46,875.00		9/28/2010	10/1/2015
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F	4,773,490.00	4,884,865.04	4,750,000.00	4,764,799.55	120,065.49		3,445.03	—	—	2.248	2.143	MN	44,491.67	53,390.00		11/1/2011	11/1/2016
05565QBX5	BP CAPITAL MARKETS PLC CORP BND	F	1,699,898.00	1,724,396.7	1,700,000.00	1,699,959.19	24,437.51		—	—	—	1.7	1.702	JD	9,312.23	32,191.38		12/1/2011	12/5/2014
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	5,700,000.00	5,744,780.46	5,700,000.00	5,700,000	44,780.46		102.38	—	—	1.846	1.846	MN	42,673.37	78,701.13		5/2/2012	5/5/2017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	7,920,810.00	7,856,917.12	8,000,000.00	7,923,212.89	(66,295.77	)	—	—	—	1.375	1.617	MN	44,305.55	21,770.83		8/21/2013	11/6/2017
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	9,224,192.50	8,964,802.71	9,250,000.00	9,226,147.95	(261,345.24	)	—	—	—	1.375	1.433	MN	49,815.1	3,420.31		5/7/2013	5/10/2018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	3,500,000.00	3,495,252.04	3,500,000.00	3,500,000	(4,747.96	)	—	—	—	0.775	0.785	FMAN	3,765.9	7,174.94		5/7/2013	5/10/2018
05565QCG1	BP CAPITAL MARKETS PLC SENIOR CORP BND	F	5,000,000.00	5,016,691.6	5,000,000.00	5,000,000	16,691.60		—	—	—	2.241	2.241	MS	1,556.25	—		9/23/2013	9/26/2018
06051GEG0	BANK OF AMERICA CORP CORP BND		8,495,370.00	8,414,118.08	8,000,000.00	8,390,039.56	24,078.52		104,106.1	—	—	3.625	1.597	MS	11,277.78	216,493.06		2/8/2013	3/17/2016
06051GEQ8	BANK OF AMERICA CORP CORP BND		11,570,293.00	12,011,728.81	11,300,000.00	11,542,545.72	469,183.09		34,063.51	—	—	3.875	3.204	MS	10,946.89	359,018.75		4/5/2013	3/22/2017
06051GET2	BANK OF AMERICA CORP SENIOR CORP BND MTN		6,344,180.00	6,389,603.87	6,500,000.00	6,350,148.39	39,455.48		—	—	—	2	2.573	JJ	28,888.89	26,627.79		8/13/2013	1/11/2018
06366QGN1	BANK OF MONTREAL CORP BND	A	2,500,000.00	2,506,674.78	2,500,000.00	2,500,000	6,674.78		—	—	—	0.734	0.743	JAJO	3,261.33	30,588.48		4/26/2011	4/29/2014

06366QW86	BANK OF MONTREAL CORP BND MTN	A	2,993,850.00	3,088,764.96	3,000,000.00	2,995,882.84	92,882.12		—	—	—	2.5	2.544	JJ	16,666.67	75,000.00		1/6/2012	1/11/2017
063679ZT4	BANK OF MONTREAL CORP BND 144A	A	2,196,150.00	2,257,794.15	2,200,000.00	2,197,395.14	60,399.01		—	—	—	1.95	1.987	JJ	7,269.17	42,900.00		1/23/2012	1/30/2017
06406HBN8	BANK OF NEW YORK MELLON CORP/T CORP BND		2,107,880.00	2,062,086	2,000,000.00	2,049,056.01	13,029.99		28,242.51	—	—	3.1	1.175	JJ	13,088.89	62,000.00		3/1/2012	1/15/2015
06406HCA5	BANK OF NEW YORK MELLON CORP/T CORP BND		1,497,285.00	1,545,061.68	1,500,000.00	1,498,210.39	46,851.29		—	—	—	2.4	2.438	JJ	7,400	36,000.00		11/17/2011	1/17/2017
06406HCC1	BANK OF NEW YORK MELLON CORP/T CORP BND		7,498,680.00	7,555,726.5	7,500,000.00	7,501,445.88	54,280.62		629.84	—	—	1.2	1.183	FA	10,250	84,433.33		7/19/2013	2/20/2015
06406HCD9	BANK OF NEW YORK MELLON CORP/T SENIOR		7,646,625.50	7,638,064.39	7,650,000.00	7,647,803.41	(9,739.02	)	416.81	—	—	0.7	0.714	AO	23,502.5	20,603.33		2/13/2013	10/23/2015
06406HCF4	BANK OF NEW YORK MELLON CORP/T SENIOR		9,682,015.50	9,681,288.94	9,675,000.00	9,680,497.74	791.20		1,517.76	—	—	0.495	0.512	JAJO	9,306.54	29,506.24		3/1/2013	10/23/2015
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR		3,597,876.00	3,576,298.64	3,600,000.00	3,598,276	(21,977.36	)	—	—	—	0.7	0.72	MS	1,890	26,362.78		3/4/2013	3/4/2016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR		16,000,000.00	15,993,919.68	16,000,000.00	16,000,000	(6,080.32	)	—	—	—	0.699	0.723	MJSD	7,766.67	58,759.37		3/4/2013	3/6/2018
064159AL0	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A	1,696,035.00	1,672,520.85	1,650,000.00	1,675,129.1	(2,608.25	)	14,637.06	—	—	1.85	0.653	JJ	6,698.54	30,525.00		8/30/2012	1/12/2015
064159AM8	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A	1,497,000.00	1,548,268.67	1,500,000.00	1,497,989.23	50,279.44		—	—	—	2.55	2.593	JJ	8,393.75	38,250.00		1/5/2012	1/12/2017
064159BW5	BANK OF NOVA SCOTIA TORONTO BR SENIOR	A	6,000,000.00	6,007,679.88	6,000,000.00	6,000,000	7,679.88		—	—	—	0.654	0.68	MJSD	1,636	20,865.86		3/8/2013	3/15/2016
064159CQ7	BANK OF NOVA SCOTIA TORONTO BR SENIOR	A	1,148,953.50	1,157,856.16	1,150,000.00	1,149,024.29	8,831.87		—	—	—	1.375	1.406	JJ	3,250.35	—		7/10/2013	7/15/2016
06415CAA7	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A	1,140,524.00	1,138,609.95	1,100,000.00	1,127,792.39	10,817.56		7,180.68	—	—	2.15	1.242	FA	3,810.28	23,650.00		5/24/2012	8/3/2016
06415CAD1	BANK OF NOVA SCOTIA TORONTO BR SECURED	A	4,200,824.80	4,233,978.25	4,200,000.00	4,200,437.42	33,540.83		656.52	—	—	1.05	1.043	MS	1,347.51	44,100.00		4/12/2012	3/20/2015
06415CAE9	BANK OF NOVA SCOTIA TORONTO BR SECURED	A	2,197,580.00	2,240,897.87	2,200,000.00	2,198,295.58	42,602.29		—	—	—	1.75	1.773	MS	962.5	38,500.00		3/15/2012	3/22/2017
06417FBG4	BANK OF NOVA SCOTIA (HOUSTON B SENIOR		5,000,000.00	5,017,630	5,000,000.00	5,000,000	17,630.00		—	—	—	0.696	0.848	MJSD	1,933.06	27,714.45		9/14/2012	9/11/2015
06739FFZ9	BARCLAYS BANK PLC LOCAL BND	F	528,417.00	517,350	500,000.00	505,023.17	12,326.83		4,737.87	—	—	5.2	3.869	JJ	5,850	26,000.00		10/21/2009	7/10/2014
06739FGF2	BARCLAYS BANK PLC CORP BND	F	5,638,250.00	5,518,787	5,000,000.00	5,533,688.74	(14,901.74	)	104,561.26	—	—	5	1.329	MS	6,250	143,055.56		2/21/2013	9/22/2016
06741CAB0	BARCLAYS BANK PLC SENIOR LOCAL BND 144A	F	1,393,294.00	1,448,034	1,400,000.00	1,395,082.63	52,951.37		—	—	—	2.25	2.352	MN	12,337.5	15,750.00		5/2/2012	5/10/2017
067901AN8	BARRICK GOLD CORP SENIOR CORP BND	A	9,608,010.73	9,535,528.45	10,035,000.00	9,609,655.35	(74,126.90	)	—	—	—	2.5	3.713	MN	103,834.38	(98,956.25	)	9/24/2013	5/1/2018
071813AZ2	BAXTER INTERNATIONAL INC. CORP BND		4,010,640.00	4,056,560	4,000,000.00	4,000,967.15	55,592.85		1,692.49	—	—	4	3.941	MS	13,333.34	160,000.00		2/23/2009	3/1/2014
071813BH1	BAXTER INTERNATIONAL INC. SENIOR CORP		499,135.00	499,010.55	500,000.00	499,159.27	(148.72	)	—	—	—	0.95	1.014	JD	1,451.39	11,680.52		8/28/2013	6/1/2016
071813BJ7	BAXTER INTERNATIONAL INC. SENIOR CORP		1,999,800.00	1,996,395.12	2,000,000.00	1,999,812.57	(3,417.45	)	—	—	—	1.85	1.852	JD	11,305.56	172.67		6/4/2013	6/15/2018
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		999,640.00	1,007,864.84	1,000,000.00	999,644.14	8,220.70		—	—	—	1.45	1.462	AO	886.11	—		9/4/2013	10/3/2016
07385TAJ5	BEAR STEARNS CO INC CORP BND		325,959.90	316,643.4	300,000.00	306,208.75	10,434.65		3,997.23	—	—	5.7	3.797	MN	6,460	8,550.00		10/29/2009	11/15/2014
073928S46	BEAR STEARNS CO INC CORP BND MTN		3,683,076.60	3,694,415.73	3,730,000.00	3,691,751.16	2,664.57		—	—	—	0.653	1.029	FMAN	2,774.41	15,713.20		1/4/2013	11/21/2016
075887BB4	BECTON DICKINSON CORP BND		1,249,587.50	1,258,472.35	1,250,000.00	1,249,739.77	8,732.58		—	—	—	1.75	1.757	MN	8,689.24	10,937.50		11/8/2012	11/8/2016
079860AG7	BELLSOUTH CORPORATION CORP BND		539,195.00	521,996.5	500,000.00	508,220.65	13,775.85		13,158.7	—	—	5.2	3.436	MS	1,155.56	46,717.52		10/29/2009	9/15/2014
097014AK0	BOEING CAPITAL CORPORATION CORP BND		348,762.80	343,895.08	334,000.00	343,760.65	134.43		5,002.15	—	—	3.25	0.51	AO	4,643.53	1,326.72		3/8/2013	10/27/2014
097023BE4	BOEING CO SENIOR CORP BND		3,758,162.00	3,650,784.38	3,800,000.00	3,761,490.83	(110,706.45	)	—	—	—	0.95	1.176	MN	14,841.12	—		4/30/2013	5/15/2018
10138MAD7	BOTTLING GROUP LLC CORP BND		1,530,340.01	1,587,769.76	1,500,000.00	1,510,386.64	77,383.12		4,365.11	—	—	4.125	3.702	JD	18,218.75	30,937.50		2/19/2010	6/15/2015
10138MAH8	BOTTLING GROUP LLC CORP BND		9,826,255.00	8,744,120	8,500,000.00	8,628,502.02	115,617.98		205,822.57	—	—	6.95	3.574	MS	26,255.56	590,750.00		2/5/2009	3/15/2014
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND		1,295,697.00	1,257,777.87	1,300,000.00	1,296,364.17	(38,586.30	)	—	—	—	1	1.067	JJ	2,744.44	7,691.67		12/10/2012	1/15/2018

126650BE9	CVS CAREMARK CORP CORP BND		2,334,389.12	2,246,971.78	1,988,000.00	2,272,946.51	(25,974.73	)	61,442.61	—	—	6.125	1.046	FA	15,558.86	61,220.74	2/11/2013	8/15/2016
126650BT6	CVS CAREMARK CORP CORP BND		2,381,040.00	2,330,675.71	2,250,000.00	2,340,631.91	(9,956.20	)	40,408.09	—	—	3.25	0.759	MN	27,015.62	26,609.38	1/2/2013	5/18/2015
12800UAK6	LA CAISSE CENTRALE DESJARDINS CORP BND	A	397,592.00	417,004.03	400,000.00	398,749.97	18,254.06		—	—	—	2.55	2.681	MS	198.33	10,200.00	4/18/2011	3/24/2016
12800UAL4	LA CAISSE CENTRALE DESJARDINS SECURED	A	2,699,352.00	2,734,182.16	2,700,000.00	2,699,549.84	34,632.32		—	—	—	1.6	1.605	MS	3,000	43,200.00	2/28/2012	3/6/2017
136069EH0	CANADIAN IMPERIAL BANK OF COMM CORP BND	A	2,234,372.73	2,229,281.87	2,200,000.00	2,215,640.16	13,641.71		9,699.15	—	—	1.5	0.901	JD	9,991.67	25,000.00	4/16/2012	12/12/2014
136069ET4	CANADIAN IMPERIAL BANK OF COMM SENIOR	A	3,024,092.50	3,029,406.22	3,025,000.00	3,024,392.26	5,013.96		—	—	—	0.9	0.91	AO	13,612.5	21,462.50	9/24/2012	10/1/2015
136069FU0	CANADIAN IMPERIAL BANK OF COMM SENIOR	A	4,996,900.00	5,030,824.65	5,000,000.00	4,997,107.02	33,717.63		—	—	—	1.35	1.371	JJ	13,687.5	—	7/15/2013	7/18/2016
136069FV8	CANADIAN IMPERIAL BANK OF COMM SENIOR	A	2,575,000.00	2,587,849.27	2,575,000.00	2,575,000	12,849.27		—	—	—	0.786	0.786	JAJO	4,105.17	—	7/15/2013	7/18/2016
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	8,414,868.00	8,400,868.79	8,350,000.00	8,410,388.19	(9,519.40	)	14,812.26	—	—	1.45	1.21	JD	35,649.85	47,382.78	2/21/2013	12/15/2016
14170TAF8	CAREFUSION CORP CORP BND		6,453,470.60	6,066,154.8	5,860,000.00	6,002,509.82	63,644.98		126,102.96	—	—	5.125	2.166	FA	50,054.17	300,325.00	9/12/2011	8/1/2014
149123BY6	CATERPILLAR INC SENIOR CORP BND		2,199,538.00	2,210,366.55	2,200,000.00	2,199,731.25	10,635.30		—	—	—	0.95	0.957	JD	5,515.28	25,755.56	6/21/2012	6/26/2015
14912L4U2	CATERPILLAR INC CORP BND GMTN		4,219,068.00	4,205,721.04	4,200,000.00	4,203,517.7	2,203.34		5,269.06	—	—	0.564	0.37	JAJO	6,053.6	19,357.01	7/12/2011	4/1/2014
14912L5J6	CATERPILLAR INC SENIOR CORP BND		5,240,000.00	5,138,871.56	5,240,000.00	5,240,000	(101,128.44	)	—	—	—	1.25	1.25	MN	26,381.94	34,401.39	2/22/2013	11/6/2017
14912L5M9	CATERPILLAR INC SENIOR CORP BND MTN		5,000,000.00	5,002,700.05	5,000,000.00	5,000,000	2,700.05		—	—	—	0.502	0.527	FMAN	2,440.76	18,492.77	2/25/2013	2/26/2016
14912L5N7	CATERPILLAR INC SENIOR CORP BND MTN		2,896,404.00	2,884,503.71	2,900,000.00	2,897,199.3	(12,695.59	)	—	—	—	0.7	0.741	FA	1,973.61	10,037.22	2/25/2013	2/26/2016
14912L5S6	CATERPILLAR INC SENIOR CORP BND MTN		1,669,749.50	1,683,194.17	1,670,000.00	1,669,755.17	13,439.00		—	—	—	1.35	1.355	MS	1,565.63	—	9/3/2013	9/6/2016
166764AC4	CHEVRON CORP SENIOR CORP BND		4,200,000.00	4,207,195.69	4,200,000.00	4,200,000	7,195.69		—	—	—	0.889	0.889	JD	10,060.51	—	6/17/2013	6/24/2016
166764AE0	CHEVRON CORP SENIOR CORP BND		3,500,000.00	3,480,711.19	3,500,000.00	3,500,000	(19,288.81	)	—	—	—	1.718	1.718	JD	16,201.69	1,789.58	6/17/2013	6/24/2018
17275RAG7	CISCO SYSTEMS INC CORP BND		3,989,840.00	4,113,484	4,000,000.00	3,997,578.09	115,905.91		—	—	—	2.9	2.955	MN	43,177.78	58,000.00	11/9/2009	11/17/2014
17275RAJ1	CISCO SYSTEMS INC CORP BND		509,680.00	502,915.05	500,000.00	501,770.86	1,144.19		2,900.77	—	—	1.625	0.84	MS	383.68	8,125.00	9/12/2011	3/14/2014
17275RAL6	CISCO SYSTEMS INC CORP BND		3,300,000.00	3,304,917.07	3,300,000.00	3,300,000	4,917.07		—	—	—	0.504	0.559	MJSD	693.55	27,162.23	3/9/2011	3/14/2014
172967FD8	CITIGROUP INC CORP BND		4,838,485.05	4,823,024.55	4,553,000.00	4,670,466.49	152,558.06		72,842.64	—	—	4.75	3.116	MN	79,298.09	198,147.44	5/24/2011	5/19/2015
172967FH9	CITIGROUP INC CORP BND		5,734,954.68	5,879,649.96	5,486,000.00	5,643,251.96	236,398.00		50,963.46	—	—	4.587	3.229	JD	74,094.83	125,821.41	5/16/2012	12/15/2015
172967FS5	CITIGROUP INC CORP BND		4,326,000.00	4,261,841.72	4,000,000.00	4,273,943.52	(12,101.80	)	52,056.48	—	—	3.953	1.365	JD	46,557.56	36,455.44	3/19/2013	6/15/2016
172967GG0	CITIGROUP INC SENIOR CORP BND		1,993,720.00	1,998,851.02	2,000,000.00	1,995,009.5	3,841.52		—	—	—	1.25	1.361	JJ	5,277.78	9,652.78	2/21/2013	1/15/2016
172967GW5	CITIGROUP INC SENIOR CORP BND		5,997,180.00	6,028,742.04	6,000,000.00	5,997,350.01	31,392.03		—	—	—	1.7	1.716	JJ	18,700	10,388.89	7/18/2013	7/25/2016
191216AL4	COCA-COLA COMPANY (THE) CORP BND		5,101,681.25	5,199,210	5,125,000.00	5,122,708.25	76,501.75		—	—	—	3.625	3.724	MS	8,256.95	253,447.93	2/22/2012	3/15/2014
191216AP5	COCA-COLA COMPANY (THE) CORP BND		997,700.00	1,019,451.29	1,000,000.00	999,002.22	20,449.07		—	—	—	1.5	1.548	MN	5,666.67	7,500.00	11/4/2010	11/15/2015
191216AU4	COCA-COLA COMPANY (THE) CORP BND		4,956,450.37	5,030,182.82	4,900,000.00	4,935,448.78	94,734.04		17,927.74	—	—	1.8	1.649	MS	7,350	128,200.00	12/14/2011	9/1/2016
19416QDW7	COLGATE-PALMOLIVE CO CORP BND MTN		4,433,134.50	4,461,129.45	4,450,000.00	4,443,689.43	17,440.02		—	—	—	0.6	0.727	MN	10,086.66	13,350.00	11/3/2011	11/15/2014
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN		1,890,937.00	1,829,981.12	1,900,000.00	1,891,669.25	(61,688.13	)	—	—	—	0.9	0.998	MN	7,077.51	—	4/29/2013	5/1/2018
20030NAB7	COMCAST CORP CORP BND		5,868,400.00	5,372,970	5,000,000.00	5,269,144.93	103,825.07		153,384.5	—	—	6.5	2.235	JJ	68,611.12	325,000.00	9/24/2010	1/15/2015
20030NAJ0	COMCAST CORP CORP BND		4,575,020.00	4,421,820.68	4,000,000.00	4,421,344.32	476.36		131,344.94	—	—	5.85	0.832	MN	88,400	83,525.00	2/25/2013	11/15/2015
20271RAA8	COMMONWEALTH BANK OF AUSTRALIA SENIOR	E	2,149,183.00	2,192,823.33	2,150,000.00	2,149,596.85	43,226.48		—	—	—	1.95	1.963	MS	1,746.88	41,925.00	3/5/2012	3/16/2015

20271RAD2	COMMONWEALTH BANK OF AUSTRALIA CORP BND	E	4,994,850.00	5,067,876.45	5,000,000.00	4,994,879.56	72,996.89		—	—	—	2.5	2.522	MS	3,819.44	—	9/16/2013	9/20/2018
202795HH6	COMMONWEALTH EDISON SECURED CORP BND		3,126,706.50	3,003,587.58	2,850,000.00	3,001,982.56	1,605.02		72,834.71	—	—	4.7	1.191	AO	61,765.83	66,975.00	6/14/2012	4/15/2015
2027A0GJ2	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	F	3,545,535.00	3,539,969.93	3,500,000.00	3,536,895.53	3,074.40		8,639.47	—	—	1.052	0.548	MJSD	1,329.42	16,315.77	4/10/2013	9/18/2015
20825CAT1	CONOCOPHILLIPS CORP BND		3,546,840.50	3,733,126.75	3,550,000.00	3,549,296.3	183,830.45		—	—	—	4.6	4.616	JJ	34,474.45	163,300.00	5/18/2009	1/15/2015
20826FAB2	CONOCOPHILLIPS CO SENIOR CORP BND		6,868,313.35	6,706,817.92	6,885,000.00	6,870,696.76	(163,878.84	)	329.33	—	—	1.05	1.1	JD	21,286.12	41,157.96	4/5/2013	12/15/2017
209111EW9	CONSOLIDATED EDISON INC CORP BND		436,497.60	409,860	400,000.00	404,401.5	5,458.50		6,435.99	—	—	5.55	3.313	AO	11,100	11,100.00	10/29/2009	4/1/2014
209615CA9	CONSOLIDATED NATURAL GAS CO CORP BND		1,532,005.97	1,504,002.28	1,433,000.00	1,499,820.4	4,181.88		32,185.57	—	—	5	0.97	JD	23,883.33	16,718.33	3/4/2013	12/1/2014
216871AC7	COOPER US INC CORP BND		2,372,660.00	2,299,452.52	2,000,000.00	2,334,702.94	(35,250.42	)	37,957.06	—	—	6.1	1.494	JJ	30,500	23,044.44	4/18/2013	7/1/2017
22160KAE5	COSTCO WHSLE CORP SENIOR CORP BND		4,574,085.00	4,507,156.18	4,575,000.00	4,574,233.28	(67,077.10	)	—	—	—	1.125	1.129	JD	15,154.69	26,878.14	12/28/2012	12/15/2017
224044BM8	COX COMMUNICATIONS INC CORP BND		2,439,669.57	2,344,627	2,223,000.00	2,342,756.13	1,870.87		73,741.36	—	—	5.45	0.942	JD	35,672.98	60,576.75	11/21/2012	12/15/2014
22546QAE7	CREDIT SUISSE NEW YORK NY CORP BND	E	1,996,820.00	2,079,880.06	2,000,000.00	1,999,001.52	80,878.54		—	—	—	3.5	3.535	MS	1,555.56	70,000.00	3/18/2010	3/23/2015
22546QAG2	CREDIT SUISSE NEW YORK NY CORP BND	E	5,800,000.00	5,814,673.89	5,800,000.00	5,800,000	14,673.89		—	—	—	1.228	1.284	JAJO	15,433.12	55,745.23	12/28/2012	1/14/2014
23311VAC1	DCP MIDSTREAM PARTNERS LP SENIOR CORP		2,956,525.25	2,947,013.82	2,975,000.00	2,959,478.49	(12,464.67	)	—	—	—	2.5	2.633	JD	24,791.67	38,013.89	11/19/2012	12/1/2017
233851AN4	DAIMLERCHRYSLER NA HLDG SENIOR CORP BND		1,998,840.00	2,020,340.88	2,000,000.00	1,999,403.3	20,937.58		9,889.82	—	—	1.65	1.67	AO	15,675	44,229.17	4/2/2012	4/10/2015
233851AQ7	DAIMLERCHRYSLER NA HLDG SENIOR CORP BND		5,989,080.00	6,025,316.64	6,000,000.00	5,993,281.84	32,034.80		—	—	—	1.3	1.362	JJ	13,216.66	78,000.00	7/25/2012	7/31/2015
233851AU8	DAIMLERCHRYSLER NA HLDG SENIOR CORP BND		6,858,192.10	6,784,784.38	6,870,000.00	6,859,967.12	(75,182.74	)	1,296.33	—	—	1.875	1.911	JJ	28,625	81,604.16	2/11/2013	1/11/2018
233851AY0	DAIMLERCHRYSLER NA HLDG SENIOR CORP BND		3,450,000.00	3,457,762.43	3,450,000.00	3,450,000	7,762.43		—	—	—	0.945	0.945	FMAN	5,524.32	—	7/24/2013	8/1/2016
233851AZ7	DAIMLERCHRYSLER NA HLDG SENIOR CORP BND		11,987,400.00	11,994,840.96	12,000,000.00	11,988,083.38	6,757.58		—	—	—	1.45	1.486	FA	29,000	—	7/24/2013	8/1/2016
235851AL6	DANAHER CORPORATION CORP BND		3,993,600.00	4,120,386.03	4,000,000.00	3,996,418.78	123,967.25		—	—	—	2.3	2.334	JD	25,044.45	46,000.00	6/20/2011	6/23/2016
BRSXXXXXX	HUBBARD RADIO, LLC TERM LOAN		2,007,500.00	2,007,500	2,000,000.00	2,007,500	—		—	—	—				—	—	8/28/2013	4/29/2019
BRSXXXXXX	BMC SOFTWARE FINANCE TERM LOAN		1,251,562.50	1,251,562.5	1,250,000.00	1,251,562.5	—		—	—	—				—	—	8/19/2013	8/31/2020
BRSXXXXXX	BIOMET INC TERM LOAN		7,853,490.65	7,853,490.65	7,807,737.31	7,853,490.65	—		—	—	—				—	—	9/12/2013	7/25/2017
BRSXXXXXX	SABRE HOLDINGS TERM LOAN		1,813,175.00	1,813,175	1,820,000.00	1,813,175	—		—	—	—				—	—	9/19/2013	2/11/2019
BRSXXXXXX	HUBBARD RADIO, LLC TERM LOAN		100,375.00	100,375	100,000.00	100,375	—		—	—	—				—	—	8/12/2013	4/29/2019
BRSXXXXXX	QUIKRETE TERM LOAN		1,837,789.20	1,837,789.2	1,835,000.00	1,837,789.2	—		—	—	—				—	—	9/19/2013	9/30/2020
BRSXXXXXX	US AIR TERM LOAN		1,245,093.75	1,245,093.75	1,250,000.00	1,245,093.75	—		—	—	—				—	—	8/15/2013	5/23/2019
BRSXXXXXX	AFFINIA GROUP INC. TERM LOAN		701,304.84	701,304.84	698,250.00	701,304.84	—		—	—	—				—	—	6/5/2013	4/25/2020
BRSXXXXXX	MINIMAX VIKING GROUP TERM LOAN		2,296,436.43	2,296,436.43	2,285,000.00	2,296,436.43	—		—	—	—				—	—	8/8/2013	8/8/2020
BRSXXXXXX	PEABODY ENERGY CORP. TERM LOAN		2,200,108.80	2,200,108.8	2,220,000.00	2,200,108.8	—		—	—	—				—	—	9/20/2013	9/20/2020
BRSXXXXXX	NORTHERN START HOLDINGS II (NSG)		525,733.88	525,733.88	521,173.61	525,733.88	—		—	—	—				—	—	9/23/2013	12/11/2019
BRSXXXXXX	JARDEN CORPORATION		4,063,593.10	4,063,593.1	4,060,000.00	4,063,593.1	—		—	—	—				—	—	9/18/2013	9/30/2020
BRSXXXXXX	NINE ENTERTAINMENT		1,000,000.00	1,000,000	1,000,000.00	1,000,000	—		—	—	—				—	—	9/11/2013	2/5/2020
BRSXXXXXX	FIELDWOOD ENERGY		1,096,144.28	1,096,144.28	1,095,000.00	1,096,144.28	—		—	—	—				—	—	9/25/2013	9/25/2018
BRSXXXXXX	NATIONAL CINEMEDIA TERM LOAN		248,571.25	248,571.25	250,000.00	248,571.25	—		—	—	—				—	—	9/13/2013	11/26/2019

BRSXXXXXX	BELDEN INC. TERM LOAN		1,118,484.38	1,118,484.38	1,115,000.00	1,118,484.38	—		—	—	—				—	—		9/25/2013	9/27/2020
BRSXXXXXX	DELL INC. TERM LOAN		1,085,856.46	1,085,856.46	1,117,381.46	1,085,856.46	—		—	—	—				—	—		9/24/2013	4/30/2020
BRSXXXXXX	PINNACLE FOODS TERM LOAN		991,250.00	991,250	1,000,000.00	991,250	—		—	—	—				—	—		9/10/2013	4/29/2020
BRSXXXXXX	MISSION BROADCASTING TERM LOAN		816,310.63	816,310.63	812,500.00	816,310.63	—		—	—	—				—	—		9/24/2013	10/1/2020
BRSXXXXXX	NEXSTAR BROADCASTING TERM LOAN		163,262.13	163,262.13	162,500.00	163,262.13	—		—	—	—				—	—		9/24/2013	10/1/2020
BRSXXXXXX	PINNACLE FOODS TERM LOAN		1,980,523.81	1,980,523.81	1,994,987.47	1,980,523.81	—		—	—	—				—	—		9/13/2013	4/29/2020
BRSXXXXXX	PINNACLE FOODS TERM LOAN		1,485,392.86	1,485,392.86	1,496,240.60	1,485,392.86	—		—	—	—				—	—		8/26/2013	4/29/2020
BRSXXXXXX	HILTON WORLDWIDE FINANCE		9,843,326.35	9,843,326.35	9,845,000.00	9,843,326.35	—		—	—	—				—	—		9/23/2013	10/25/2018
BRSXXXXXX	ACTIVISION BLIZZARD TERM LOAN		2,039,649.15	2,039,649.15	2,055,000.00	2,039,649.15	—		—	—	—				—	—		9/12/2013	10/11/2020
24422ERK7	JOHN DEERE CAPITAL CORP CORP BND MTN		505,585.00	504,797.85	500,000.00	504,815.29	(17.44	)	769.71	—	—	1.25	0.423	JD	2,065.97	(902.78	)	7/19/2013	12/2/2014
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND		10,272,020.25	10,278,447.67	10,275,000.00	10,272,957.37	5,490.30		—	—	—	1.4	1.406	MS	6,393.33	143,850.00		2/22/2012	3/15/2017
24422ERU5	JOHN DEERE CAPITAL CORP CORP BND		5,000,000.00	5,004,850	5,000,000.00	5,000,000	4,850.00		—	—	—	0.416	0.699	JAJO	3,927.94	16,961.47		6/26/2012	4/25/2014
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP		634,326.90	631,740.46	635,000.00	634,480.53	(2,740.07	)	—	—	—	0.75	0.786	JJ	912.82	2,368.02		1/17/2013	1/22/2016
24422ESB6	JOHN DEERE CAPITAL CORP CORP BND MTN		4,988,450.00	4,906,237.4	5,000,000.00	4,989,694.88	(83,457.48	)	—	—	—	1.3	1.348	MS	3,430.56	32,680.56		3/6/2013	3/12/2018
2515A0Q30	DEUTSCHE BK LDN CORP BND	F	2,076,360.00	2,056,180	2,000,000.00	2,056,215.9	(35.90	)	20,144.1	—	—	3.875	0.667	FA	9,256.94	15,284.72		6/4/2013	8/18/2014
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F	9,444,640.00	9,386,807.75	9,400,000.00	9,436,434.22	(49,626.47	)	10,866.82	—	—	1.5	1.389	MN	54,833.33	70,500.00		9/25/2012	5/11/2017
25243YAS8	DIAGEO CAPITAL PLC SENIOR CORP BND	F	6,987,120.00	6,946,563.26	7,000,000.00	6,988,922.66	(42,359.40	)	—	—	—	0.625	0.687	AO	18,472.22	—		4/24/2013	4/29/2016
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F	2,485,750.00	2,411,156.08	2,500,000.00	2,486,923.6	(75,767.52	)	—	—	—	1.125	1.243	AO	11,875	—		4/24/2013	4/29/2018
25459HAV7	DIRECTV HOLDINGS LLC CORP BND		5,665,268.75	5,703,918.4	5,525,000.00	5,622,581.17	81,337.23		25,350	—	—	3.125	2.351	FA	22,061.63	139,496.54		2/21/2013	2/15/2016
25459HAY1	DIRECTV HOLDINGS LLC SENIOR CORP BND		9,374,202.75	9,110,707.86	8,745,000.00	9,199,557.61	(88,849.75	)	137,307.21	—	—	3.5	1.308	MS	25,506.25	385,408.33		10/16/2012	3/1/2016
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND		2,996,986.10	3,000,975.96	3,000,000.00	2,997,852.9	3,123.06		—	—	—	2.4	2.422	MS	3,200	72,000.00		5/15/2012	3/15/2017
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP		11,496,881.75	11,370,182.93	11,575,000.00	11,509,267	(139,084.07	)	—	—	—	1.1	1.24	JD	42,441.67	66,769.08		2/11/2013	12/1/2017
25600WAA8	DNB BOLIGKREDITT AS CORP BND 144A	F	9,671,647.51	9,869,950.96	9,600,000.00	9,635,054.47	234,896.49		15,298.71	—	—	2.1	1.915	AO	93,519.99	100,800.00		11/14/2012	10/14/2015
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F	8,395,963.00	8,589,745.26	8,200,000.00	8,331,135.8	258,609.46		47,372.57	—	—	2.9	2.235	MS	1,321.11	365,174.44		6/12/2012	3/29/2016
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND		1,423,418.25	1,477,045.9	1,425,000.00	1,424,251.07	52,794.83		—	—	—	2.9	2.924	JJ	8,724.17	41,325.00		1/6/2011	1/15/2016
263534BQ1	EI DU PONT DE NEMOURS & CO CORP BND		2,202,898.00	2,142,818.23	1,900,000.00	2,153,854.25	(11,036.02	)	49,043.75	—	—	5.25	1.003	JD	29,370.83	33,527.08		2/11/2013	12/15/2016
263534CH0	EI DU PONT DE NEMOURS & CO CORP BND		4,140,000.00	4,148,900.83	4,140,000.00	4,140,000	8,900.83		6,714.23	—	—	0.671	0.728	MJSD	462.71	46,766.78		3/22/2011	3/25/2014
263901AE0	DUKE ENERGY INDIANA INC SECURED CORP BND		585,000.00	585,981.09	585,000.00	585,000	981.09		—	—	—	0.619	0.619	JAJO	804.83	—		7/8/2013	7/11/2016
264399EM4	DUKE ENERGY CORP CORP BND		5,868,267.80	5,540,868.08	5,095,000.00	5,531,322.34	9,545.74		160,810.42	—	—	5.3	0.966	AO	135,017.5	135,017.50		3/1/2012	10/1/2015
26441CAE5	DUKE ENERGY CORP CORP BND		1,052,000.00	1,036,324.01	1,000,000.00	1,037,000.62	(676.61	)	14,999.38	—	—	3.35	0.862	AO	16,750	3,815.28		2/14/2013	4/1/2015
268648AP7	EMC CORP SENIOR CORP BND		1,998,860.00	1,989,782.86	2,000,000.00	1,998,928.6	(9,145.74	)	—	—	—	1.875	1.887	JD	11,979.16	11,375.42		6/3/2013	6/1/2018
273323AA3	EAST LANE RE LTD CORP BND	F	5,000,000.00	5,075,200	5,000,000.00	5,000,000	75,200.00		—	—	—	5.758	5.912	MJSD	11,994.79	218,040.89		3/1/2011	3/14/2016
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND		822,228.00	834,555.24	825,000.00	822,929.29	11,625.95		—	—	—	2.4	2.472	JD	6,600	9,900.00		5/29/2012	6/1/2017
278642AB9	EBAY INC. CORP BND		6,110,519.26	6,174,160.51	6,058,000.00	6,104,734.2	69,426.31		12,651.47	—	—	1.625	1.238	AO	45,392.93	31,346.25		7/22/2013	10/15/2015

278642AG8	EBAY INC. SENIOR CORP BND		6,367,171.65	6,267,595.38	6,300,000.00	6,354,267.72	(86,672.34	)	10,669.95	—	—	1.35	1.117	JJ	17,955	82,923.76		11/8/2012	7/15/2017
29079DAB2	EMBARCADERO REINSURANCE LTD CORP BND	F	6,500,000.00	6,752,005	6,500,000.00	6,500,000	252,005.00		—	—	—	5.02	—	FMAN	54,535.36	243,123.84		7/26/2012	2/7/2017
29268BAD3	ENEL FINANCE INTERNATIONAL NV CORP BND	F	1,241,598.75	1,256,421.25	1,225,000.00	1,228,977.39	27,443.86		2,831.99	—	—	3.875	3.547	AO	22,943.23	23,734.38		3/30/2010	10/7/2014
293791AN9	ENTERPRISE PRODUCTS OPERATING CORP BND		1,193,423.00	1,154,791	1,100,000.00	1,154,889.97	(98.97	)	38,533.03	—	—	5.6	0.765	AO	28,404.44	16,768.88		1/2/2013	10/15/2014
293791AR0	ENTERPRISE PRODUCTS OPERATING CORP BND		4,324,320.00	4,228,770.16	4,000,000.00	4,237,182.58	(8,412.42	)	87,137.42	—	—	5	0.784	MS	16,666.66	88,333.34		3/19/2013	3/1/2015
29379VAX1	ENTERPRISE PRODUCTS OPERATING SENIOR		3,651,896.50	3,671,796.92	3,650,000.00	3,651,187.18	20,609.74		821.03	—	—	1.25	1.232	FA	6,083.34	63,368.06		8/6/2012	8/13/2015
30219GAD0	ARISTOTLE HOLDING INC SENIOR CORP BND		4,067,024.68	4,228,454.4	4,100,000.00	4,072,564.2	155,890.20		—	—	—	2.65	1.732	FA	13,883.06	63,680.97		1/14/2013	2/15/2017
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND		349,184.50	346,141.97	350,000.00	349,345.31	(3,203.34	)	—	—	—	2	2.049	AO	3,500	3,694.44		9/18/2012	10/1/2017
302570BC9	NEXTERA ENERGY CAPITAL HOLDING CORP BND		7,402,175.00	6,882,540.14	6,050,000.00	6,595,845.23	286,694.91		176,017.54	—	—	7.875	3.581	JD	140,284.38	238,218.75		2/17/2010	12/15/2015
337738AH1	FISERV INC CORP BND		1,578,345.00	1,559,122.82	1,500,000.00	1,560,531.03	(1,408.21	)	17,813.97	—	—	3.125	1.08	AO	23,437.5	4,557.29		2/21/2013	10/1/2015
337738AK4	FISERV INC CORP BND		789,567.50	783,704.8	750,000.00	784,372.12	(667.32	)	5,195.38	—	—	3.125	1.392	JD	6,901.04	2,864.58		8/6/2013	6/15/2016
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND		4,772,675.81	4,735,376.56	4,771,000.00	4,772,574.44	(37,197.88	)	783.94	—	—	0.65	0.634	MN	11,715.46	10,297.54		3/21/2013	11/15/2015
35177PAS6	FRANCE TELECOM SA CORP BND	F	4,334,534.04	4,226,185.32	4,116,000.00	4,194,848.41	31,336.91		57,280.29	—	—	4.375	1.852	JJ	41,517.29	114,206.94		4/4/2013	7/8/2014
35177PAU1	FRANCE TELECOM SA CORP BND	F	996,600.00	1,014,801.18	1,000,000.00	998,623.9	16,177.28		—	—	—	2.125	2.197	MS	885.42	21,250.00		9/7/2010	9/16/2015
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND		2,834,467.50	2,794,309.21	2,850,000.00	2,837,554.58	(43,245.37	)	—	—	—	1.375	1.489	MS	1,741.67	38,207.82		11/8/2012	9/15/2017
35671DAW5	FREEPORT-MCMORAN COPPER & GOLD SENIOR		3,345,980.00	3,325,923.15	3,350,000.00	3,347,247.01	(21,323.86	)	—	—	—	2.15	2.175	MS	6,002.09	72,025.00		2/8/2012	3/1/2017
35671DBE4	FREEPORT-MCMORAN COPPER & GOLD SENIOR		3,769,623.00	3,640,252.96	3,770,000.00	3,769,674.18	(129,421.22	)	—	—	—	2.375	2.377	MS	3,979.44	52,296.84		2/28/2013	3/15/2018
369550AQ1	GENERAL DYNAMICS CORP CORP BND		1,149,579.40	1,128,127.38	1,090,000.00	1,134,719.13	(6,591.75	)	11,871.16	—	—	2.25	0.76	JJ	5,177.5	24,525.00		10/18/2012	7/15/2016
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND		14,315,410.88	14,010,870.13	14,463,000.00	14,332,217.79	(321,347.66	)	—	—	—	1	1.225	MN	54,638.01	56,998.06		7/15/2013	11/15/2017
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND		2,774,250.75	2,780,757.6	2,775,000.00	2,774,492.96	6,264.64		—	—	—	0.85	0.859	AO	11,269.58	42,054.93		12/28/2012	10/9/2015
36962G4D3	GENERAL ELECTRIC CAP CORP CORP BND MTN		261,337.50	290,830.1	250,000.00	257,501.75	33,328.35		804.1	—	—	6	5.395	FA	2,250	15,000.00		10/29/2009	8/7/2019
36962G4T8	GENERAL ELECTRIC CAP CORP CORP BND		7,243,470.00	7,733,939.08	7,550,000.00	7,410,668.96	323,270.12		—	—	—	2.25	3.162	MN	67,006.26	84,937.50		2/22/2012	11/9/2015
36962G5M2	GENERAL ELECTRIC CAP CORP CORP BND MTN		1,648,284.00	1,682,858.1	1,650,000.00	1,649,259.26	33,598.84		—	—	—	2.15	2.186	JJ	8,080.41	35,475.00		12/28/2012	1/9/2015
36962G6K5	GENERAL ELECTRIC CAP CORP SENIOR CORP		5,018,400.00	4,948,447.8	5,000,000.00	5,016,181.13	(67,733.33	)	2,218.87	—	—	1.6	1.519	MN	29,111.11	65,111.11		2/21/2013	11/20/2017
36962G6M1	GENERAL ELECTRIC CAP CORP SECURED CORP		1,265,636.06	1,258,639.03	1,258,000.00	1,263,952.27	(5,313.24	)	1,683.79	—	—	1	0.782	JD	3,843.89	4,053.56		2/12/2013	12/11/2015
36962G6N9	GENERAL ELECTRIC CAP CORP SECURED CORP		2,000,000.00	2,017,220	2,000,000.00	2,000,000	17,220.00		—	—	—	0.856	0.911	MJSD	951	13,475.74		12/5/2012	12/11/2015
36962G6P4	GENERAL ELECTRIC CAP CORP SECURED CORP		3,505,705.00	3,422,045.2	3,500,000.00	3,505,474.55	(83,429.35	)	230.45	—	—	2.1	2.073	JD	22,458.33	(1,633.33	)	6/14/2013	12/11/2019
36962G6R0	GENERAL ELECTRIC CAP CORP SENIOR CORP		10,273,872.93	10,268,041.79	10,267,000.00	10,272,667.52	(4,625.73	)	3,729.9	—	—	1	0.975	JJ	23,671.14	73,696.11		2/11/2013	1/8/2016
36962G6Z2	GENERAL ELECTRIC CAP CORP CORP BND MTN		3,308,940.80	3,331,137.53	3,310,000.00	3,309,017.06	22,120.47		—	—	—	1.5	1.511	JJ	10,895.42	—		7/9/2013	7/12/2016
36962G7A6	GENERAL ELECTRIC CAP CORP CORP BND MTN		320,000.00	321,142.43	320,000.00	320,000	1,142.43		—	—	—	0.919	0.919	JAJO	661.75	—		7/9/2013	7/12/2016
370334BQ6	GENERAL MILLS INC SENIOR CORP BND		50,000.00	50,035.62	50,000.00	50,000	35.62		522.79	—	—	0.564	0.601	JAJO	50.12	10,982.59		1/28/2013	1/29/2016
373334JM4	GEORGIA POWER COMPANY CORP BND		13,105,434.50	11,699,279.5	11,650,000.00	11,685,789.53	13,489.97		315,866.15	—	—	6	2.311	MN	291,250	349,500.00		4/9/2010	11/1/2013
373334JV4	GEORGIA POWER COMPANY CORP BND		3,399,082.00	3,547,761.69	3,400,000.00	3,399,511.62	148,250.07		—	—	—	3	3.006	AO	47,033.33	51,000.00		4/12/2011	4/15/2016
373334KB6	GEORGIA POWER COMPANY SENIOR CORP BND		1,555,600.23	1,553,737.87	1,555,000.00	1,555,371.26	(1,633.39	)	228.97	—	—	0.574	0.541	MJSD	372.17	7,074.48		6/18/2013	3/15/2016

377372AD9	GLAXOSK CAP INC CORP BND		4,834,520.00	4,649,119.88	4,000,000.00	4,741,928.54	(92,808.66	)	92,591.46	—	—	5.65	1.483	MN	85,377.78	50,222.22		2/20/2013	5/15/2018
377372AG2	GLAXOSK CAP INC SENIOR CORP BND		4,594,020.00	4,591,557.16	4,600,000.00	4,595,078.62	(3,521.46	)	—	—	—	0.7	0.744	MS	1,162.78	23,275.00		3/13/2013	3/18/2016
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F	6,277,383.00	6,315,413.07	6,300,000.00	6,283,515.36	31,897.71		—	—	—	1.5	1.575	MN	37,537.49	47,250.00		5/2/2012	5/8/2017
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND	R	7,740,681.63	7,513,598.41	8,083,000.00	7,752,679.11	(239,080.70	)	—	—	—	2.5	3.331	JJ	42,660.28	54,271.46		7/23/2013	1/15/2019
38141EA33	GOLDMAN SACHS GROUP INC CORP BND		819,037.50	773,100	750,000.00	759,630.03	13,469.97		49,505.16	—	—	6	3.755	MN	18,750	144,816.67		10/29/2009	5/1/2014
38141EA74	GOLDMAN SACHS GROUP INC CORP BND		2,262,884.00	2,308,809.42	2,212,000.00	2,241,086.54	67,722.88		11,603.49	—	—	3.7	2.953	FA	13,640.67	81,844.00		10/17/2012	8/1/2015
38141EB32	GOLDMAN SACHS GROUP INC SENIOR CORP BND		2,017,500.00	2,013,636.62	2,000,000.00	2,013,744.91	(108.29	)	3,755.09	—	—	1.6	1.274	MN	11,377.78	7,733.33		2/21/2013	11/23/2015
38141GDZ4	GOLDMAN SACHS GROUP INC CORP BND		2,494,525.00	2,496,974.95	2,500,000.00	2,495,207.84	1,767.11		—	—	—	0.769	0.918	JAJO	4,326.19	2,189.79		7/23/2013	1/12/2015
38141GEA8	GOLDMAN SACHS GROUP INC CORP BND		4,431,536.00	4,548,459.78	4,325,000.00	4,363,776.2	184,683.58		26,367.09	—	—	5.125	4.4	JJ	46,794.09	298,175.36		1/19/2012	1/15/2015
38141GEE0	GOLDMAN SACHS GROUP INC CORP BND		5,550,450.00	5,434,337.25	5,000,000.00	5,438,645.53	(4,308.28	)	111,804.47	—	—	5.35	1.438	JJ	56,472.22	102,541.67		2/22/2013	1/15/2016
38141GFG4	GOLDMAN SACHS GROUP INC CORP BND		3,062,317.50	3,111,398.24	2,750,000.00	3,058,651.71	52,746.53		3,665.79	—	—	5.95	3.137	JJ	33,179.51	(24,089.24	)	9/6/2013	1/18/2018
38141GGT5	GOLDMAN SACHS GROUP INC SENIOR CORP BND		1,631,678.75	1,679,151.34	1,625,000.00	1,631,072.85	48,078.49		1,053.02	—	—	3.3	3.055	MN	22,045.84	21,427.08		6/26/2013	5/3/2015
38141GRC0	GOLDMAN SACHS GROUP INC SENIOR CORP BND		9,283,045.00	9,187,936.29	9,250,000.00	9,277,111.25	(89,174.96	)	13,633.42	—	—	2.375	2.3	JJ	42,106.77	106,875.01		6/25/2013	1/22/2018
38141GVK7	GOLDMAN SACHS GROUP INC SENIOR CORP BND		5,350,000.00	5,361,930.88	5,350,000.00	5,350,000	11,930.88		—	—	—	1.465	1.476	JAJO	13,716.07	19,955.44		4/25/2013	4/30/2018
38259PAC6	GOOGLE CORP BND		2,065,620.00	2,072,877.8	2,000,000.00	2,063,786.52	9,091.28		1,833.48	—	—	2.125	0.897	MN	15,583.34	(12,277.78	)	8/28/2013	5/19/2016
40414LAB5	HCP CORP BND		2,982,845.25	2,994,427.06	2,975,000.00	2,975,899.11	18,527.95		1,994.43	—	—	2.7	2.608	FA	13,387.5	80,325.00		1/20/2011	2/1/2014
40428HPG1	HSBC BANK USA INC SENIOR CORP BND		1,596,592.00	1,633,595.2	1,600,000.00	1,598,417.04	35,178.16		9,102.66	—	—	2.375	2.449	FA	5,066.67	144,875.00		2/8/2012	2/13/2015
40428HPH9	HSBC BANK USA INC SENIOR CORP BND		6,072,582.60	5,949,732.32	6,090,000.00	6,075,201.12	(125,468.80	)	—	—	—	1.625	1.684	JJ	20,617.19	56,628.54		12/13/2012	1/16/2018
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND		938,383.20	953,410.96	940,000.00	938,389.08	15,021.88		—	—	—	2.625	2.662	MS	477.14	—		9/17/2013	9/24/2018
40428HPK2	HSBC BANK USA INC SENIOR CORP BND		6,250,000.00	6,274,550.32	6,250,000.00	6,250,000	24,550.32		—	—	—	1.13	1.13	MJSD	1,354.69	—		9/17/2013	9/24/2018
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		499,645.00	499,079.9	500,000.00	499,655.37	(575.47	)	—	—	—	2	2.015	FA	1,555.56	—		7/29/2013	8/1/2018
41283LAA3	HARLEY-DAVIDSON FINANCIAL CORP BND 144A		2,329,200.00	2,338,202.54	2,250,000.00	2,295,784.81	42,417.73		17,070.55	—	—	3.875	3.009	MS	3,875	197,302.08		10/27/2011	3/15/2016
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F	3,495,559.23	3,436,889.61	3,500,000.00	3,496,399.43	(59,509.82	)	457.93	—	—	1.4	1.426	AO	24,500	30,858.33		10/3/2012	10/1/2017
423012AC7	HEINEKEN N.V. SENIOR CORP BND 144A	F	1,993,785.13	1,992,772.92	1,995,000.00	1,994,178.63	(1,405.71	)	350.01	—	—	0.8	0.821	AO	7,980	7,581.00		10/3/2012	10/1/2015
427866AS7	HERSHEY COMPANY THE CORP BND		1,321,912.75	1,327,969.2	1,325,000.00	1,323,052.6	4,916.60		—	—	—	1.5	1.549	MN	8,281.25	21,187.50		11/8/2011	11/1/2016
428236AT0	HEWLETT-PACKARD CO CORP BND		6,576,217.00	6,106,509.75	5,975,000.00	6,029,664.86	76,844.89		95,695.75	—	—	6.125	3.889	MS	30,497.4	365,968.76		10/26/2009	3/1/2014
428236AV5	HEWLETT-PACKARD CO CORP BND		6,563,408.65	6,235,534.25	6,079,000.00	6,159,826.4	75,707.85		109,553.68	—	—	4.75	2.73	JD	95,448.75	203,487.36		4/9/2010	6/2/2014
428236BJ1	HEWLETT-PACKARD CO CORP BND		5,205,000.00	5,205,051.99	5,205,000.00	5,205,000	51.99		—	—	—	0.661	0.654	FMAN	3,055.91	43,462.01		5/25/2011	5/30/2014
428236BW2	HEWLETT-PACKARD CO UNSEC CORP BND		1,874,718.75	1,896,853.35	1,875,000.00	1,874,795.96	22,057.39		—	—	—	2.6	2.603	MS	2,166.67	68,972.22		3/7/2012	9/15/2017
437076BB7	HOME DEPOT INC SENIOR CORP BND		1,972,215.25	2,000,507.66	1,975,000.00	1,972,245.94	28,261.72		—	—	—	2.25	2.28	MS	2,592.19	625.00		9/3/2013	9/10/2018
44328MAL8	HSBC BANK PLC CORP BND 144A	F	4,685,175.00	4,719,033.05	4,500,000.00	4,668,898.12	50,134.93		16,276.88	—	—	3.1	1.645	MN	49,212.5	(12,787.50	)	6/24/2013	5/24/2016
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F	10,549,697.50	10,402,475.29	10,750,000.00	10,551,649.96	(149,174.67	)	—	—	—	1.5	1.916	MN	60,916.67	(26,041.67	)	9/17/2013	5/15/2018
44920UAC2	HYUNDAI CAP SVC CORP BND 144A	F	2,982,210.00	3,202,377.36	3,000,000.00	2,990,338.18	212,039.18		—	—	—	4.375	4.498	JJ	23,333.33	131,250.00		1/20/2011	7/27/2016
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A		1,991,020.00	2,109,296.26	2,000,000.00	1,993,765.83	115,530.43		—	—	—	4	4.092	JD	25,111.11	40,000.00		12/1/2011	6/8/2017

449786AN2	INT'L NEDERLAND BANK NV CORP BND 144A	F	2,375,000.00	2,394,736.1	2,375,000.00	2,375,000	19,736.10		—	—	—	1.658	1.652	MJSD	2,406.55	30,400.00	6/1/2011	6/9/2014
449786AR3	INT'L NEDERLAND BANK NV CORP BND 144A	F	3,714,234.75	3,781,288.21	3,725,000.00	3,717,807.63	63,480.58		—	—	—	2	2.1	MS	1,241.67	74,500.00	9/18/2012	9/25/2015
449786AW2	INT'L NEDERLAND BANK NV SENIOR CORP BND	F	8,120,000.00	8,178,869.84	8,120,000.00	8,120,000	58,869.84		—	—	—	1.208	1.233	MJSD	5,994.86	51,562.00	2/28/2013	3/7/2016
449786AX0	INT'L NEDERLAND BANK NV SENIOR CORP BND	F	748,440.00	748,205.68	750,000.00	748,729.44	(523.76	)	—	—	—	1.375	1.446	MS	687.5	5,156.25	2/28/2013	3/7/2016
458140AH3	INTEL CORP CORP BND		1,797,246.00	1,851,745.34	1,800,000.00	1,798,329.45	53,415.89		—	—	—	1.95	1.982	AO	17,550	17,550.00	9/14/2011	10/1/2016
459200GN5	INTERNATIONAL BUSINESS MACHINE CORP BND		1,250,026.50	1,127,295	1,125,000.00	1,126,167.39	1,127.61		22,651.76	—	—	6.5	3.737	AO	33,718.75	36,562.50	6/11/2009	10/15/2013
459200GX3	INTERNATIONAL BUSINESS MACHINE CORP BND		2,598,825.00	2,577,882.38	2,500,000.00	2,582,172.61	(4,290.23	)	16,652.39	—	—	1.95	0.764	JJ	9,343.75	18,687.50	2/27/2013	7/22/2016
459200HB0	INTERNATIONAL BUSINESS MACHINE CORP BND		4,127,963.50	4,158,553.15	4,150,000.00	4,139,169.04	19,384.11		—	—	—	0.55	0.745	FA	3,487.15	26,904.17	5/1/2012	2/6/2015
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND		3,260,491.75	3,233,551.27	3,275,000.00	3,265,179.87	(31,628.60	)	—	—	—	1.25	1.342	FA	6,254.33	40,937.50	2/22/2012	2/6/2017
459200HD6	INTERNATIONAL BUSINESS MACHINE SENIOR		4,542,447.00	4,569,951.02	4,550,000.00	4,545,920.78	24,030.24		—	—	—	0.75	0.806	MN	13,270.83	24,312.50	5/8/2012	5/11/2015
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR		1,149,710.10	1,136,146.56	1,155,000.00	1,150,374.9	(14,228.34	)	—	—	—	1.25	1.345	FA	2,125.52	38,669.80	2/5/2013	2/8/2018
459200HN4	INTERNATIONAL BUSINESS MACHINE SENIOR		650,000.00	650,006.49	650,000.00	650,000	6.49		—	—	—	0.296	0.296	FMAN	326.01	—	7/29/2013	7/29/2015
46623EJB6	JPMORGAN CHASE & CO SENIOR CORP BND		913,842.00	910,066.3	900,000.00	912,109.33	(2,043.03	)	1,732.67	—	—	1.375	0.738	MJSD	275.04	3,354.89	6/14/2013	9/22/2015
46623EJF7	JPMORGAN CHASE & CO CORP BND MTN		775,000.00	776,867.73	775,000.00	775,000	1,867.73		—	—	—	1.065	1.103	JAJO	1,581.52	21,320.11	1/14/2011	1/24/2014
46623EJP5	JPMORGAN CHASE & CO SENIOR CORP BND MTN		6,995,100.00	7,091,538.52	7,000,000.00	6,997,562.1	93,976.42		—	—	—	1.875	1.899	MS	4,010.41	156,234.40	3/14/2012	3/20/2015
46623EJS9	JPMORGAN CHASE & CO SENIOR CORP BND MTN		5,431,411.80	5,417,604.22	5,400,000.00	5,425,150.15	(7,545.93	)	6,261.65	—	—	0.928	0.737	JAJO	10,858.77	15,394.22	3/25/2013	10/15/2015
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND		7,141,348.50	7,124,624.36	7,150,000.00	7,143,049.2	(18,424.84	)	—	—	—	1.125	1.166	FA	7,820.32	48,031.25	2/21/2013	2/26/2016
46623EJV2	JPMORGAN CHASE & CO SENIOR CORP BND MTN		3,000,000.00	3,005,159.91	3,000,000.00	3,000,000	5,159.91		—	—	—	0.882	0.908	FMAN	2,572.79	23,241.06	2/21/2013	2/26/2016
46625HCE8	JPMORGAN CHASE & CO CORP BND		182,024.50	184,267.09	175,000.00	177,010.79	7,256.30		1,014.8	—	—	4.75	3.908	MS	692.71	8,312.50	10/29/2009	3/1/2015
46625HGY0	JPMORGAN CHASE & CO CORP BND		5,050,445.00	4,881,074.68	4,250,000.00	4,990,475.62	(109,400.94	)	59,969.38	—	—	6	1.763	JJ	53,833.33	38,250.00	5/16/2013	1/15/2018
46625HHP8	JPMORGAN CHASE & CO CORP BND		10,689,530.00	10,883,113.5	10,500,000.00	10,586,352.29	296,761.21		48,974.91	—	—	3.7	3.047	JJ	76,620.83	388,500.00	8/30/2012	1/20/2015
46625HHX1	JPMORGAN CHASE & CO CORP BND		7,486,460.00	7,361,083.8	7,000,000.00	7,391,809.08	(30,725.28	)	96,199.29	—	—	3.45	1.097	MS	20,125	195,691.67	3/8/2013	3/1/2016
46625HJA9	JPMORGAN CHASE & CO CORP BND		8,464,007.00	8,409,452.71	8,025,000.00	8,390,107.14	19,345.57		88,945.77	—	—	3.15	1.46	JJ	60,388.13	139,501.25	4/11/2013	7/5/2016
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND		14,920,000.00	15,014,742.3	14,920,000.00	14,920,000	94,742.30		—	—	—	1.166	1.201	JAJO	32,857.66	89,134.41	1/17/2013	1/25/2018
46625HJL5	JPMORGAN CHASE & CO SENIOR CORP BND		2,760,520.70	2,676,479.38	2,765,000.00	2,760,846.64	(84,367.26	)	—	—	—	1.625	1.659	MN	16,974.03	9,886.77	5/8/2013	5/15/2018
478160AW4	JOHNSON & JOHNSON CORP BND		122,861.25	127,210.6	125,000.00	123,456.95	3,753.65		—	—	—	2.95	3.15	MS	307.29	3,687.50	8/12/2010	9/1/2020
478160AY0	JOHNSON & JOHNSON SENIOR CORP BND		526,270.00	517,805.33	500,000.00	518,458.93	(653.60	)	5,200.85	—	—	2.15	0.726	MN	4,061.11	5,375.00	8/13/2012	5/15/2016
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND		5,073,790.00	5,039,077.4	5,000,000.00	5,066,385.36	(27,307.96	)	8,171.47	—	—	2	1.643	FA	12,777.78	135,388.89	4/8/2013	8/15/2017
487836BK3	KELLOGG COMPANY SENIOR CORP BND		1,200,000.00	1,202,504.76	1,200,000.00	1,200,000	2,504.76		—	—	—	0.495	0.522	FMAN	808.01	3,080.46	2/11/2013	2/13/2015
50076QAK2	KRAFT FOODS GROUP INC SENIOR CORP BND		1,394,895.50	1,389,304.71	1,370,000.00	1,388,480.96	823.75		6,414.54	—	—	1.625	0.812	JD	7,235.31	5,828.33	2/26/2013	6/4/2015
50076QAY2	KRAFT FOODS GROUP INC CORP BND		3,718,985.96	3,799,044.73	3,725,000.00	3,719,953.52	79,091.21		—	—	—	2.25	1.396	JD	27,006.25	32,360.93	1/16/2013	6/5/2017
502413BA4	L-3 COMMUNICATIONS CORP CORP BND		3,430,392.00	3,393,226.45	3,225,000.00	3,426,911.21	(33,684.76	)	3,480.79	—	—	4.95	3.932	FA	20,398.13	3,568.12	8/8/2013	2/15/2021
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR	F	3,041,246.50	3,037,315.72	3,050,000.00	3,043,379.1	(6,063.38	)	—	—	—	1.625	1.685	JD	12,665.98	24,781.26	6/26/2012	6/29/2017
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A	F	4,976,700.00	4,810,895.55	5,000,000.00	4,978,347.69	(167,452.14	)	—	—	—	2.5	2.6	MN	46,875	—	5/7/2013	5/16/2018

541502AB6	LOMA REINSURANCE LTD CORP BND 144A	F	4,000,000.00	4,094,360	4,000,000.00	4,000,000	94,360.00		—	—	—	18.02	18.421	MJSD	56,062.22	548,001.12	12/22/2011	1/9/2014
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F	5,996,040.00	6,527,575.38	6,000,000.00	5,997,209.57	530,365.81		—	—	—	5	5.015	FA	32,500	300,000.00	2/14/2012	2/22/2017
565849AJ5	MARATHON OIL CORP SENIOR CORP BND		999,880.00	999,454.8	1,000,000.00	999,916.52	(461.72	)	—	—	—	0.9	0.904	MN	3,750	4,550.00	10/24/2012	11/1/2015
581557AY1	MCKESSON CORP SENIOR CORP BND		1,005,660.00	1,000,504.15	1,000,000.00	1,004,460.34	(3,956.19	)	1,199.66	—	—	0.95	0.743	JD	3,087.5	2,533.33	2/25/2013	12/4/2015
585055AR7	MEDTRONIC INC CORP BND		519,695.00	516,798.25	500,000.00	517,475.93	(677.68	)	2,219.07	—	—	3	0.585	MS	666.67	2,125.00	7/23/2013	3/15/2015
585055AU0	MEDTRONIC INC CORP BND		526,905.00	513,810.81	500,000.00	521,736.49	(7,925.68	)	5,168.51	—	—	2.625	0.833	MS	583.33	7,182.29	2/25/2013	3/15/2016
585055BA3	MEDTRONIC INC SENIOR CORP BND		3,444,825.00	3,378,094.64	3,450,000.00	3,445,340.96	(67,246.32	)	—	—	—	1.375	1.406	AO	24,377.6	10,312.50	3/19/2013	4/1/2018
589331AK3	MERCK & CO INC CORP BND		8,701,862.50	8,476,233.54	8,000,000.00	8,207,200.14	269,033.40		105,736.67	—	—	4.75	2.871	MS	31,666.67	380,000.00	2/17/2010	3/1/2015
589331AP2	MERCK & CO INC CORP BND		323,034.00	317,827.49	300,000.00	318,391.24	(563.75	)	4,642.76	—	—	4	0.47	JD	3,033.33	2,266.67	4/17/2013	6/30/2015
58933YAD7	MERCK & CO INC SENIOR CORP BND		2,319,373.60	2,311,243.53	2,320,000.00	2,319,448.99	(8,205.46	)	—	—	—	0.7	0.709	MN	5,909.56	—	5/15/2013	5/18/2016
58933YAE5	MERCK & CO INC SENIOR CORP BND		751,375.50	752,077.45	750,000.00	751,244.2	833.25		131.3	—	—	0.453	0.402	FMAN	415.43	560.79	6/18/2013	5/18/2016
58933YAG0	MERCK & CO INC SENIOR CORP BND		5,691,821.45	5,568,831.58	5,705,000.00	5,692,752.35	(123,920.77	)	—	—	—	1.3	1.348	MN	26,987.83	30,983.33	5/15/2013	5/18/2018
594918AB0	MICROSOFT CORP CORP BND		2,254,225.19	2,179,152.62	2,141,000.00	2,175,875.37	3,277.25		39,011.99	—	—	2.95	0.499	JD	21,053.17	31,579.75	3/26/2012	6/1/2014
594918AS3	MICROSOFT CORP SENIOR CORP BND		12,022,421.10	11,717,443.17	12,030,000.00	12,023,032.69	(305,589.52	)	—	—	—	1	1.013	MN	49,790.84	—	4/25/2013	5/1/2018
595620AD7	MIDAMERICAN ENERGY CO CORP BND		7,830,728.00	7,503,127.21	7,200,000.00	7,351,064.32	152,062.89		170,030.61	—	—	4.65	2.512	AO	167,400	348,848.17	11/8/2012	10/1/2014
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		839,529.60	855,319.28	840,000.00	839,532.19	15,787.09		—	—	—	2.4	2.411	MS	672	—	9/12/2013	3/15/2019
612098AC7	MONTANA RE LTD SENIOR CORP BND 144A	F	10,002,000.00	10,156,000	10,000,000.00	10,001,387.25	154,612.75		784.7	—	—	12.158	12.481	MJSD	74,299.5	934,445.70	11/30/2012	1/8/2014
612098AD5	MONTANA RE LTD CORP BND 144A	F	9,004,500.00	9,209,700	9,000,000.00	9,002,634.91	207,065.09		2,074.41	—	—	16.658	17.115	MJSD	91,619.55	1,151,501.13	11/30/2012	1/8/2014
6174467N3	MORGAN STANLEY CORP BND		2,400,983.75	2,477,487.64	2,375,000.00	2,385,452.2	92,035.44		4,809.09	—	—	4	3.746	JJ	17,680.56	95,000.00	10/15/2010	7/24/2015
6174467U7	MORGAN STANLEY SENIOR CORP BND		9,911,660.00	9,746,032.7	10,000,000.00	9,915,758.51	(169,725.81	)	—	—	—	2.125	2.318	AO	92,083.34	1,601.13	7/8/2013	4/25/2018
61746BDG8	MORGAN STANLEY SENIOR CORP BND		5,724,632.50	5,766,772.87	5,750,000.00	5,727,727.03	39,045.84		22.49	—	—	1.75	1.916	FA	10,062.5	64,652.78	6/26/2013	2/25/2016
61746BDH6	MORGAN STANLEY SENIOR CORP BND		854,845.00	857,471.48	850,000.00	854,114.88	3,356.60		730.12	—	—	1.512	1.336	FMAN	1,320.99	11,182.49	4/22/2013	2/25/2016
61747WAE9	MORGAN STANLEY CORP BND		750,000.00	752,782.52	750,000.00	750,000	2,782.52		4,423.62	—	—	1.865	1.903	JAJO	2,680.51	68,282.62	1/20/2011	1/24/2014
61747YCF0	MORGAN STANLEY CORP BND		2,928,431.00	2,784,969	2,700,000.00	2,744,067.13	40,901.87		52,299.22	—	—	6	3.302	MN	62,100	81,000.00	1/6/2011	5/13/2014
61747YCJ2	MORGAN STANLEY CORP BND		7,641,849.00	7,446,654.97	6,700,000.00	7,554,532.48	(107,877.51	)	87,316.52	—	—	5.625	3.259	MS	8,375	249,500.00	2/11/2013	9/23/2019
61747YDD4	MORGAN STANLEY CORP BND		2,127,340.00	2,098,983.76	2,000,000.00	2,105,217.11	(6,233.35	)	22,122.89	—	—	3.8	1.704	AO	32,088.89	10,133.33	3/6/2013	4/29/2016
61747YDT9	MORGAN STANLEY SENIOR CORP BND		2,192,640.00	2,163,436.88	2,000,000.00	2,164,768.07	(1,331.19	)	41,851.76	—	—	4.75	2.271	MS	2,375	151,383.16	2/13/2013	3/22/2017
628530AL1	MYLAN INC/PA CORP BND 144A		6,704,500.00	6,555,000	5,750,000.00	6,593,916.33	(38,916.33	)	110,583.67	—	—	7.875	1.685	JJ	95,593.75	51,570.31	5/30/2013	7/15/2020
63253WAA9	NATIONAL AUSTRALIA BANK LTD SECURED	F	3,993,960.00	4,078,879.68	4,000,000.00	3,995,450.99	83,428.69		—	—	—	2	2.032	JD	22,444.44	40,000.00	6/12/2012	6/20/2017
63254AAC2	NATIONAL AUSTRALIA BANK LIMITE SENIOR	E	3,297,888.00	3,349,813.96	3,300,000.00	3,298,685.44	51,128.52		—	—	—	1.6	1.622	FA	7,920	52,800.00	7/26/2012	8/7/2015
63254AAF5	NATIONAL AUSTRALIA BANK LIMITE SENIOR	E	4,326,340.75	4,317,587.52	4,325,000.00	4,326,096.6	(8,509.08	)	244.15	—	—	0.9	0.889	JJ	7,676.88	13,191.25	3/13/2013	1/20/2016
63254AAH1	NATIONAL AUSTRALIA BANK LIMITE SENIOR	E	320,000.00	321,158.4	320,000.00	320,000	1,158.40		—	—	—	0.816	0.816	JAJO	493.35	—	7/18/2013	7/25/2016
6325C0CA7	NATIONAL AUSTRALIA BANK LTD SENIOR CORP	F	4,600,000.00	4,616,376.14	4,600,000.00	4,600,000	16,376.14		—	—	—	0.989	1.01	JAJO	10,363.57	35,926.00	4/6/2011	4/11/2014
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND	A	11,657,163.00	11,445,627.21	11,670,000.00	11,659,404.07	(213,776.86	)	—	—	—	1.45	1.473	MN	67,686	84,607.50	11/2/2012	11/7/2017

637432MP7	NATIONAL RURAL UTILITIES COOP CORP BND		2,462,145.40	2,485,550.38	2,470,000.00	2,466,468.19	19,082.19		—	—	—	1	1.108	FA	4,048.06	24,700.00		1/26/2012	2/2/2015
63743HEG3	NATIONAL RURAL UTILITIES COOP SENIOR		6,000,000.00	6,008,104.02	6,000,000.00	6,000,000	8,104.02		—	—	—	0.509	0.523	FMAN	2,801.7	8,015.50		5/21/2013	5/27/2016
63946BAB6	NBCUNIVERSAL MEDIA LLC CORP BND		577,289.62	566,854.71	542,000.00	561,497.29	5,357.42		9,087.93	—	—	3.65	1.34	AO	8,297.87	9,891.50		6/7/2012	4/30/2015
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP		6,254,687.50	6,279,687.38	6,250,000.00	6,254,221.02	25,466.36		466.48	—	—	0.953	0.95	JAJO	12,906.56	18,596.24		3/20/2013	4/15/2018
654624AE5	NTT CORP SENIOR CORP BND	F	4,459,748.50	4,394,611.3	4,450,000.00	4,457,498.67	(62,887.37	)	1,936.3	—	—	1.4	1.354	JJ	12,633.05	62,300.00		7/23/2012	7/18/2017
65557CAG8	NORDEA BANK AB CORP BND 144A	F	3,075,000.00	3,082,718	3,075,000.00	3,075,000	7,718.00		—	—	—	1.168	1.203	JAJO	7,782.46	28,197.75		1/11/2011	1/14/2014
65557FAG1	NORDEA BANK AB SENIOR CORP BND 144A	F	7,971,170.00	7,785,050.08	8,000,000.00	7,972,991.5	(187,941.42	)	—	—	—	1.625	1.701	MN	49,111.11	(2,572.92	)	5/30/2013	5/15/2018
65557HAE2	NORDEA BANK AB SENIOR CORP BND	F	4,989,850.00	4,941,286.6	5,000,000.00	4,991,114.63	(49,828.03	)	—	—	—	0.875	0.944	MN	16,527.78	—		5/7/2013	5/13/2016
66989HAC2	NOVARTIS CAPITAL CORP CORP BND		11,921,457.96	12,047,942.58	11,619,000.00	11,856,092.03	191,850.55		81,606.15	—	—	2.9	1.565	AO	146,948.07	89,892.67		7/18/2013	4/24/2015
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		2,663,267.75	2,719,344.47	2,665,000.00	2,663,282.66	56,061.81		—	—	—	3.2	3.214	MS	4,500.89	—		9/9/2013	9/15/2018
68389XAN5	ORACLE CORP SENIOR CORP BND		11,418,449.30	11,369,177.01	11,590,000.00	11,422,425.72	(53,248.71	)	—	—	—	1.2	1.568	AO	64,131.33	22,503.34		9/10/2013	10/15/2017
68389XAQ8	ORACLE CORP SENIOR CORP BND		2,516,213.00	2,535,598.03	2,525,000.00	2,516,527.11	19,070.92		—	—	—	2.375	2.443	JJ	12,493.49	—		7/9/2013	1/15/2019
68389XAR6	ORACLE CORP SENIOR CORP BND		3,350,000.00	3,372,612.33	3,350,000.00	3,350,000	22,612.33		—	—	—	0.851	0.851	JAJO	6,095.12	—		7/9/2013	1/15/2019
693304AQ0	PECO ENERGY CO SECURED CORP BND		2,156,889.60	2,171,254.01	2,160,000.00	2,156,910.15	14,343.86		—	—	—	1.2	1.248	AO	576	—		9/16/2013	10/15/2016
69349LAH1	PNC BANK NA SENIOR CORP BND		6,438,647.60	6,414,091.04	6,440,000.00	6,438,949.87	(24,858.83	)	—	—	—	0.8	0.807	JJ	9,016	25,760.00		1/23/2013	1/28/2016
69349LAJ7	PNC BANK NA SENIOR CORP BND		5,655,000.00	5,656,377.85	5,655,000.00	5,655,000	1,377.85		—	—	—	0.574	0.611	JAJO	5,768.6	17,096.93		1/23/2013	1/28/2016
69349LAL2	PNC BANK NA SENIOR CORP BND		4,849,392.00	4,840,202.85	4,850,000.00	4,849,422.77	(9,219.92	)	—	—	—	0.584	0.596	JAJO	5,033.65	4,529.77		8/7/2013	4/29/2016
69349LAN8	PNC BANK NA SENIOR CORP BND		4,695,676.00	4,710,015.19	4,700,000.00	4,695,802.41	14,212.78		—	—	—	1.3	1.33	AO	6,449.45	—		8/20/2013	10/3/2016
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F	3,397,355.00	3,347,011.79	3,250,000.00	3,344,151.46	2,860.33		26,012.06	—	—	3.9	2.731	MN	52,812.5	63,375.00		3/9/2012	5/1/2016
69362BAS1	PSEG POWER LLC CORP BND		1,099,885.31	1,100,703.74	1,000,000.00	1,051,770.91	48,932.83		12,245.08	—	—	5.32	3.462	MS	2,364.44	53,200.00		9/15/2010	9/15/2016
69371RK70	PACCAR FINANCIAL CORP UNSECURED CORP BND		1,500,000.00	1,501,556.49	1,500,000.00	1,500,000	1,556.49		—	—	—	0.51	0.718	MJSD	551.96	6,154.19		6/5/2012	6/5/2014
69371RL20	PACCAR FINANCIAL CORP SENIOR CORP BND		2,906,042.40	2,891,428.41	2,910,000.00	2,906,887.41	(15,459.00	)	—	—	—	0.8	0.846	FA	3,427.33	11,640.00		2/5/2013	2/8/2016
69371RL38	PACCAR FINANCIAL CORP SENIOR CORP BND		4,218,031.08	4,222,068.56	4,218,000.00	4,218,028.71	4,039.85		2.37	—	—	0.536	0.561	FMAN	3,393.8	10,455.54		7/11/2013	2/8/2016
69371RL46	PACCAR FINANCIAL CORP CORP BND MTN		6,144,426.00	6,098,338.83	6,150,000.00	6,144,962.75	(46,623.92	)	—	—	—	0.75	0.782	MN	17,296.88	(293.75	)	8/15/2013	5/16/2016
69371RL61	PACCAR FINANCIAL CORP SENIOR CORP BND		4,945,198.50	4,961,821.34	4,950,000.00	4,945,395.63	16,425.71		—	—	—	1.15	1.183	FA	7,115.62	—		8/13/2013	8/16/2016
709599AG9	PENSKE TRUCK LEASING CO SENIOR CORP BND		824,678.25	835,336.88	825,000.00	824,872.55	10,464.33		—	—	—	2.5	2.52	JJ	4,583.33	20,510.42		7/10/2012	7/11/2014
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND		8,529,435.00	8,667,909.26	8,500,000.00	8,524,711.9	143,197.36		7,627.11	—	—	2.5	2.376	MS	9,444.45	189,895.84		2/21/2013	3/15/2016
713448BX5	PEPSICO INC SENIOR CORP BND		999,560.00	1,001,753.23	1,000,000.00	999,789.29	1,963.94		—	—	—	0.75	0.765	MS	541.67	19,510.83		2/29/2012	3/5/2015
713448CE6	PEPSICO INC SENIOR CORP BND		1,799,370.00	1,794,641.69	1,800,000.00	1,799,549.56	(4,907.87	)	—	—	—	0.7	0.711	FA	1,225	8,621.67		2/25/2013	2/26/2016
713448CF3	PEPSICO INC SENIOR CORP BND		6,925,418.25	6,928,393.53	6,925,000.00	6,925,377.67	3,015.86		40.58	—	—	0.472	0.494	FMAN	3,269.3	19,376.49		6/27/2013	2/26/2016
717081DA8	PFIZER INC CORP BND		555,530.00	533,032.34	500,000.00	516,822.12	16,210.22		8,338	—	—	5.35	2.971	MS	1,188.89	26,750.00		2/17/2010	3/15/2015
717081DF7	PFIZER INC SENIOR CORP BND		8,000,000.00	8,007,840	8,000,000.00	8,000,000	7,840.00		—	—	—	0.554	0.575	MJSD	1,848	13,408.50		5/28/2013	6/15/2018
717081DG5	PFIZER INC SENIOR CORP BND		1,973,854.50	1,958,079.78	1,975,000.00	1,973,927.38	(15,847.60	)	—	—	—	1.5	1.512	JD	9,710.42	—		5/28/2013	6/15/2018
718172AG4	PHILIP MORRIS INTERNATIONAL IN CORP BND		6,752,028.00	6,073,696	5,900,000.00	6,010,928.49	62,767.51		251,077.88	—	—	6.875	2.746	MS	15,774.3	478,719.64		3/4/2013	3/17/2014

718172AX7	PHILIP MORRIS INTERNATIONAL IN SENIOR		3,845,000.00	3,843,654.1	3,845,000.00	3,845,000	(1,345.90	)	—	—	—	0.312	0.337	FMAN	1,200.02	6,159.72		2/26/2013	2/26/2015
718546AE4	PHILLIPS 66 SENIOR CORP BND		3,273,920.30	3,324,771.15	3,275,000.00	3,274,284.5	50,486.65		—	—	—	1.95	0.894	MS	4,612.29	40,753.63		1/24/2013	3/5/2015
718546AJ3	PHILLIPS 66 CORP BND		1,674,798.35	1,736,222.37	1,675,000.00	1,674,867.18	61,355.19		2,799.69	—	—	2.95	1.542	MN	20,588.54	36,846.32		1/24/2013	5/1/2017
73755LAG2	POTASH CORP OF SASKATCHEWAN IN CORP BND	A	1,776,592.85	1,743,882.88	1,655,000.00	1,749,850.48	(5,967.60	)	26,742.37	—	—	3.75	0.85	MS	172.4	35,168.75		3/1/2013	9/30/2015
74005PBE3	PRAXAIR INC SENIOR CORP BND		10,143,707.00	10,117,586.58	10,150,000.00	10,144,978.14	(27,391.56	)	—	—	—	0.75	0.771	FA	8,458.33	49,375.00		2/13/2013	2/21/2016
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND		6,215,538.00	6,061,577.63	6,225,000.00	6,216,974.14	(155,396.51	)	—	—	—	1.25	1.281	JJ	16,427.09	44,309.89		12/17/2012	1/15/2018
742718DV8	PROCTER & GAMBLE COMPANY CORP BND		1,026,420.00	1,014,834.14	1,000,000.00	1,022,126.27	(7,292.13	)	4,293.73	—	—	1.45	0.671	FA	1,852.78	41,526.39		3/5/2013	8/15/2016
74456QAY2	PUBLIC SERVICE ELECTRIC AND GA CORP BND		7,818,200.25	7,855,440.03	7,825,000.00	7,822,969.33	32,470.70		—	—	—	0.85	0.88	FA	8,498.82	66,512.50		9/12/2011	8/15/2014
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED		3,898,908.00	3,959,521.76	3,900,000.00	3,898,917.64	60,604.12		—	—	—	2.3	2.306	MS	4,734.17	—		9/9/2013	9/15/2018
74977EPY3	RABOBANK NEDERLAND NV SENIOR CORP BND	F	15,295,023.50	15,328,155.78	15,275,000.00	15,293,571.38	34,584.40		1,452.12	—	—	0.732	0.708	MJSD	4,036.87	44,913.72		7/17/2013	3/18/2016
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND	F	2,561,378.27	2,529,916.84	2,567,000.00	2,561,954.85	(32,038.01	)	—	—	—	1.7	1.746	MS	1,454.63	31,125.73		3/12/2013	3/19/2018
74977RCE2	RABOBANK NEDERLAND NV CORP BND 144A	F	1,598,896.00	1,652,069.7	1,600,000.00	1,599,662.81	52,406.89		—	—	—	3.2	3.215	MS	2,844.44	51,200.00		3/4/2010	3/11/2015
75625QAA7	RECKITT BENCKISER TSY SENIOR CORP BND	F	5,469,870.00	5,540,191.31	5,500,000.00	5,469,996.56	70,194.75		—	—	—	2.125	2.242	MS	2,597.22	—		9/16/2013	9/21/2018
76112NAB0	RESIDENTIAL REINSURANCE 2012 L	F	4,000,000.00	4,416,440	4,000,000.00	4,000,000	416,440.00		—	—	—	8	8	MJSD	22,222.22	243,587.28		5/18/2012	6/6/2016
76112NAC8	RESIDENTIAL REINSURANCE 2012 L UNSECURED	F	5,000,000.00	5,573,050	5,000,000.00	5,000,000	573,050.00		—	—	—	22	22	MJSD	76,388.89	837,261.90		5/18/2012	6/6/2018
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND		748,942.50	750,361.8	750,000.00	749,263.45	1,098.35		—	—	—	1.05	1.098	AO	3,303.13	3,937.50		10/24/2012	10/30/2015
767201AF3	RIO TINTO FINANCE (USA) LTD CORP BND	F	4,576,294.00	3,875,676	3,700,000.00	3,850,311.62	25,364.38		189,880.59	—	—	8.95	1.92	MN	137,979.17	165,575.00		10/28/2010	5/1/2014
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	F	1,298,947.00	1,319,464.29	1,300,000.00	1,299,548.48	19,915.81		—	—	—	1.875	1.892	MN	10,088.54	12,187.50		10/28/2010	11/2/2015
767201AM8	RIO TINTO FINANCE (USA) LTD CORP BND	F	4,651,892.50	4,755,529.8	4,625,000.00	4,651,916.1	103,613.70		8,157.32	—	—	2.5	2.267	MN	42,074.65	51,145.83		2/21/2013	5/20/2016
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	4,019,848.00	4,041,170.68	4,025,000.00	4,021,364.64	19,806.04		—	—	—	2	2.027	MS	2,012.5	80,500.00		3/19/2012	3/22/2017
76720AAJ5	RIO TINTO FINANCE (USA) PLC CORP BND	F	2,125,000.00	2,135,306.28	2,125,000.00	2,125,000	10,306.28		—	—	—	1.094	1.113	MJSD	903.98	5,914.14		6/14/2013	6/17/2016
76720AAL0	RIO TINTO FINANCE (USA) PLC CORP BND	F	2,871,590.40	2,877,667.83	2,880,000.00	2,872,373.3	5,294.53		—	—	—	1.375	1.475	JD	11,220	—		6/14/2013	6/17/2016
76720AAM8	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	2,402,835.50	2,390,894.92	2,425,000.00	2,403,912.62	(13,017.70	)	—	—	—	2.25	2.429	JD	15,459.38	2,695.31		6/14/2013	12/14/2018
78008K5X7	ROYAL BANK OF CANADA CORP BND	A	4,502,835.00	4,507,470	4,500,000.00	4,500,549.24	6,920.76		755.44	—	—	0.568	0.553	JAJO	5,392.2	33,515.76		6/20/2011	4/17/2014
78008SE28	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A	13,250,000.00	13,273,187.9	13,250,000.00	13,250,000	23,187.90		—	—	—	0.628	0.65	MJSD	5,085.86	44,052.24		3/5/2013	3/8/2016
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A	4,094,875.00	4,031,021.15	4,100,000.00	4,095,584.79	(64,563.64	)	—	—	—	1.5	1.526	JJ	12,812.5	31,091.67		1/7/2013	1/16/2018
78010UBY2	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A	9,987,700.00	10,087,783.1	10,000,000.00	9,987,922.45	99,860.65		—	—	—	1.45	1.492	MS	8,055.56	—		9/4/2013	9/9/2016
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A	1,199,400.00	1,206,371.89	1,200,000.00	1,199,437.8	6,934.09		—	—	—	1.125	1.142	JJ	2,625	—		7/16/2013	7/22/2016
78355HJR1	RYDER SYSTEM INC. CORP BND MTN		1,871,662.50	1,930,957.18	1,875,000.00	1,872,891.74	58,065.44		—	—	—	3.5	3.533	JD	21,875	32,812.50		5/17/2011	6/1/2017
78387GAP8	AT&T INC CORP BND		1,061,005.47	1,043,337	1,000,000.00	1,015,928.92	27,408.08		12,072.9	—	—	5.1	3.392	MS	2,266.67	51,000.00		11/12/2010	9/15/2014
78572MAD7	SABMILLER PLC CORP BND 144A	F	6,725,979.00	6,518,796.63	5,700,000.00	6,385,824.95	132,971.68		181,413.69	—	—	6.5	1.974	JJ	92,625	370,500.00		10/4/2012	7/1/2016
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND		2,060,876.43	2,073,657.49	2,017,000.00	2,059,751.49	13,906.00		1,124.94	—	—	2.45	1.783	JJ	10,432.37	(6,059.46	)	8/27/2013	1/15/2017
78573AAE0	SABMILLER HOLDINGS INC SENIOR CORP BND		4,862,958.75	4,866,082.89	4,875,000.00	4,863,260.26	2,822.63		—	—	—	2.2	2.253	FA	14,300	—		8/6/2013	8/1/2018
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND		3,000,000.00	3,018,480.15	3,000,000.00	3,000,000	18,480.15		—	—	—	0.943	0.943	FMAN	3,851.66	—		8/6/2013	8/1/2018

790849AH6	ST JUDE MEDICAL INC CORP BND		2,056,740.00	2,057,349.24	2,000,000.00	2,056,277.32	1,071.92		462.68	—	—	2.5	1.249	JJ	10,555.56	(9,583.33	)	9/19/2013	1/15/2016
80105NAC9	SANOFI SA CORP BND	F	270,000.00	270,526.5	270,000.00	270,000	526.50		4,150.9	—	—	0.558	0.618	MJSD	4.19	29,162.86		3/22/2011	3/28/2014
801060AB0	SANOFI SA SENIOR CORP BND	F	13,953,474.15	13,657,565.78	14,015,000.00	13,959,149.78	(301,584.00	)	—	—	—	1.25	1.341	AO	83,214.07	3,437.50		4/3/2013	4/10/2018
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F	1,503,915.00	1,530,108.15	1,500,000.00	1,503,920.46	26,187.69		898.9	—	—	1.95	1.857	MS	1,381.25	27,159.17		3/22/2013	9/14/2016
806854AC9	SCHLUMBERGER GER INV SENIOR CORP BND	F	5,922,669.00	5,901,436.86	5,875,000.00	5,898,489.3	2,947.56		17,029.16	—	—	0.806	0.547	MJSD	2,498.85	33,746.49		2/26/2013	9/12/2014
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F	1,622,156.25	1,667,153.52	1,625,000.00	1,623,286.69	43,866.83		—	—	—	1.95	1.987	MS	1,496.35	31,687.50		9/7/2011	9/14/2016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND	F	1,368,739.60	1,341,205.46	1,370,000.00	1,369,027.11	(27,821.65	)	—	—	—	1.25	1.269	FA	2,854.17	47,519.79		7/24/2012	8/1/2017
822582AF9	SHELL INTERNATIONAL FINANCE BV CORP BND	F	4,487,580.50	4,321,272.5	4,250,000.00	4,279,009.18	42,263.32		45,085.72	—	—	4	2.537	MS	4,722.23	170,000.00		3/2/2010	3/21/2014
822582AQ5	SHELL INTERNATIONAL FINANCE BV CORP BND	F	6,148,980.00	6,256,648.86	6,000,000.00	6,078,009.11	178,639.75		34,471.38	—	—	3.1	2.326	JD	48,050	109,231.94		2/14/2012	6/28/2015
828807CC9	SIMON PROPERTY GROUP LP CORP BND		2,235,849.50	2,230,444.4	2,150,000.00	2,235,000.66	(4,556.26	)	848.84	—	—	4.2	0.536	FA	15,050	(14,046.66	)	9/24/2013	2/1/2015
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND		7,122,493.25	6,956,663.16	7,145,000.00	7,125,895.26	(169,232.10	)	—	—	—	1.5	1.564	FA	17,862.5	66,686.67		12/10/2012	2/1/2018
830505AP8	SKANDINAVISKA ENSKILDA BANKEN SENIOR	F	4,971,250.00	4,906,864.55	5,000,000.00	4,974,190.47	(67,325.92	)	—	—	—	1.75	1.871	MS	2,916.67	43,750.00		3/13/2013	3/19/2018
842587CJ4	SOUTHERN COMPANY (THE) SENIOR CORP BND		2,494,950.00	2,520,797.93	2,500,000.00	2,495,036.66	25,761.27		—	—	—	2.45	2.493	MS	5,784.72	—		8/21/2013	9/1/2018
84650WAA4	SPAREBNK 1 BOLIG LOCAL BND 144A	F	3,711,358.00	3,702,149.29	3,700,000.00	3,700,737.21	1,412.08		10,165.41	—	—	1.25	0.945	AO	20,041.66	23,125.00		9/11/2012	10/25/2013
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F	7,999,374.10	8,130,096.15	7,800,000.00	7,953,676	176,420.15		50,107.48	—	—	2.625	1.854	MN	70,525	150,651.50		12/6/2012	5/27/2016
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F	5,486,580.00	5,654,879.67	5,500,000.00	5,490,178.62	164,701.05		—	—	—	2.3	2.35	JD	31,976.38	63,250.00		3/29/2012	6/30/2017
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F	5,854,157.00	5,629,897.82	5,900,000.00	5,859,569.69	(229,671.87	)	—	—	—	1.75	1.869	MN	39,005.56	51,338.19		11/7/2012	11/15/2019
857477AJ2	STATE STREET BOSTON CORP CORP BND		5,000,000.00	5,005,891.45	5,000,000.00	5,000,000	5,891.45		—	—	—	0.608	0.66	MJSD	2,027	24,299.39		3/2/2011	3/7/2014
857477AK9	STATE STREET BOSTON CORP SENIOR CORP BND		3,246,880.00	3,165,602.97	3,250,000.00	3,247,108.52	(81,505.55	)	—	—	—	1.35	1.37	MN	16,575	6,300.00		5/8/2013	5/15/2018
863667AD3	STRYKER CORP SENIOR CORP BND		4,978,250.00	4,883,913.8	5,000,000.00	4,980,424.33	(96,510.53	)	—	—	—	1.3	1.39	AO	33,583.33	—		3/20/2013	4/1/2018
86960BAE2	SVENSKA HANDELSBANKEN AB SENIOR CORP BND	F	5,000,470.00	5,027,387.26	5,000,000.00	5,000,464.67	26,922.59		10.92	—	—	2.5	2.498	JJ	2,083.33	—		9/19/2013	1/25/2019
86960BAF9	SVENSKA HANDELSBANKEN AB SENIOR CORP BND	F	5,000,000.00	5,007,350.55	5,000,000.00	5,000,000	7,350.55		—	—	—	0.719	0.719	MJSD	599.27	—		9/19/2013	9/23/2016
87020LAB2	SWEDBANK HYPOTEK AB CORP BND 144A	F	3,700,000.00	3,703,604.24	3,700,000.00	3,700,000	3,604.24		—	—	—	0.698	0.758	MJSD	71.75	34,636.82		3/21/2011	3/28/2014
871829AP2	SYSCO CORP CORP BND		1,241,487.50	1,250,496.39	1,250,000.00	1,245,161.8	5,334.59		5.31	—	—	0.55	0.78	JD	2,081.6	5,835.35		6/6/2012	6/12/2015
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F	5,711,170.95	5,526,119.25	5,715,000.00	5,711,535.92	(185,416.67	)	—	—	—	1.625	1.639	AO	45,918.44	—		3/27/2013	4/3/2018
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED	F	8,819,922.50	8,722,174.3	8,750,000.00	8,806,643.87	(84,469.57	)	10,068.05	—	—	1.625	1.432	MS	5,529.52	125,486.11		3/19/2013	3/17/2017
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	F	7,000,000.00	7,323,890	7,000,000.00	7,000,000	323,890.00		—	—	—	8.52	8.592	MJSD	18,180.56	271,055.56		4/2/2013	5/9/2016
87612EAX4	TARGET CORPORATION CORP BOND		2,004,676.00	2,002,720.18	2,000,000.00	2,002,692.83	27.35		1,983.17	—	—	0.436	0.306	JAJO	1,817.5	3,521.67		2/26/2013	7/18/2014
88165FAC6	TEVA PHARMAC FIN CORP BND	F	2,501,975.00	2,572,525	2,500,000.00	2,501,260.2	71,264.80		289.49	—	—	2.4	2.383	MN	23,500	30,000.00		11/8/2011	11/10/2016
88166CAA6	TEVA PHARMACEUTICAL FINANCE II CORP BND	F	8,674,806.79	8,797,819.18	8,500,000.00	8,633,470.55	164,348.63		45,225.97	—	—	3	2.05	JD	75,083.33	104,166.67		2/28/2013	6/15/2015
882508AT1	TEXAS INSTRUMENTS INCORPORATED SENIOR		1,544,853.00	1,546,419.93	1,550,000.00	1,546,628.26	(208.33	)	—	—	—	0.45	0.569	FA	1,123.75	16,541.88		1/28/2013	8/3/2015
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR		1,981,400.00	1,926,478.59	2,000,000.00	1,982,840.2	(56,361.61	)	—	—	—	1	1.193	MN	7,944.44	—		5/1/2013	5/1/2018
883556BA9	THERMO FISHER SCIENTIFIC INC CORP BND		648,869.00	662,262.33	650,000.00	649,334.26	12,928.07		—	—	—	2.25	2.287	FA	1,868.75	14,625.00		8/9/2011	8/15/2016
88579YAD3	3M CO CORP BND		5,032,167.00	5,157,339.79	5,075,000.00	5,048,951.32	108,388.47		—	—	—	1.375	1.551	MS	387.67	69,781.26		9/26/2011	9/29/2016

891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A	1,594,560.00	1,616,015.98	1,600,000.00	1,596,201	19,814.98		—	—	—	1.5	1.571	MS	1,200	24,000.00		3/5/2012	3/13/2017
89114QAC2	TORONTO-DOMINION BANK/THE CORP BND	A	2,300,000.00	2,305,174.95	2,300,000.00	2,300,000	5,174.95		—	—	—	0.568	0.549	JAJO	2,831.03	10,594.36		7/7/2011	7/14/2014
89114QAE8	TORONTO-DOMINION BANK/THE CORP BND	A	5,237,900.00	5,171,557.25	5,000,000.00	5,199,674.31	(28,117.06	)	42,396	—	—	2.375	1.041	AO	53,437.5	25,234.37		2/22/2013	10/19/2016
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP	A	2,938,030.20	2,864,409.04	2,940,000.00	2,938,190.76	(73,781.72	)	—	—	—	1.4	1.414	AO	17,264.33	—		4/23/2013	4/30/2018
89114QAK4	TORONTO-DOMINION BANK/THE SENIOR CORP	A	9,979,000.00	10,107,990.3	10,000,000.00	9,979,398.58	128,591.72		—	—	—	1.5	1.572	MS	8,750	—		9/5/2013	9/9/2016
89152UAG7	TOTAL CAPITAL S.A. SENIOR CORP BND	F	5,998,320.00	6,020,658.9	6,000,000.00	5,998,362.63	22,296.27		—	—	—	2.125	2.131	FA	17,354.17	—		8/5/2013	8/10/2018
89153UAD3	TOTAL CAPITAL CANADA LTD SENIOR CORP BND	A	2,000,000.00	2,009,579.92	2,000,000.00	2,000,000	9,579.92		—	—	—	0.648	0.683	JAJO	2,808.43	6,661.12		1/10/2013	1/15/2016
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F	3,310,503.00	3,342,500.71	3,325,000.00	3,315,082.4	27,418.31		—	—	—	1.5	1.591	FA	6,095.84	49,875.00		2/14/2012	2/17/2017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F	5,739,247.50	5,766,655.33	5,750,000.00	5,741,877.58	24,777.75		—	—	—	1.55	1.589	JD	23,023.96	48,050.00		6/21/2012	6/28/2017
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR	F	2,173,434.00	2,168,757.86	2,175,000.00	2,173,905.73	(5,147.87	)	—	—	—	0.75	0.772	JJ	2,990.63	20,531.25		9/18/2012	1/25/2016
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR	F	199,452.00	199,856.86	200,000.00	199,476.48	380.38		—	—	—	1	1.093	FA	272.22	—		8/5/2013	8/12/2016
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN		6,077,710.00	6,157,422.19	6,000,000.00	6,071,811.03	85,611.16		13,096.72	—	—	2	1.58	MS	5,333.33	91,527.78		4/5/2013	9/15/2016
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		7,530,550.00	7,563,507.83	7,500,000.00	7,528,456.92	35,050.91		6,904.06	—	—	1.75	1.641	MN	47,031.25	55,052.08		2/13/2013	5/22/2017
89233P6S0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		4,991,950.00	4,930,357.75	5,000,000.00	4,992,981.85	(62,624.10	)	—	—	—	1.25	1.286	AO	30,555.56	6,770.83		2/21/2013	10/5/2017
89233P7H3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		2,595,000.00	2,599,126.15	2,595,000.00	2,595,000	4,126.15		—	—	—	0.435	0.472	JAJO	2,193.42	5,988.33		1/17/2013	1/23/2015
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		4,997,950.00	4,987,639.25	5,000,000.00	4,998,201.8	(10,562.55	)	—	—	—	0.8	0.814	MN	14,888.9	—		5/14/2013	5/17/2016
89267XAA6	TRADEWYND RE LTD CORP BND 144A	F	4,500,000.00	4,625,235	4,500,000.00	4,500,000	125,235.00		—	—	—	8.519	8.609	JAJO	86,625	—		7/2/2013	7/9/2018
893526DL4	TRANS-CANADA PIPELINES SENIOR CORP BND	A	2,914,148.25	2,924,937.96	2,925,000.00	2,919,823.97	5,113.99		—	—	—	0.875	1.001	MS	2,061.72	25,593.77		2/28/2012	3/2/2015
893830BB4	TRANSOCEAN INC CORP BND	F	5,458,470.50	5,505,090.38	4,975,000.00	5,456,700.74	48,389.64		1,769.76	—	—	6.375	4.925	JD	93,384.9	(81,051.04	)	9/12/2013	12/15/2021
900212AG6	EATON CORPORATION SENIOR CORP BND 144A		1,173,719.25	1,157,057.39	1,175,000.00	1,173,933.26	(16,875.87	)	—	—	—	1.5	1.523	MN	7,294.8	7,931.25		11/14/2012	11/2/2017
902674MY3	UBS AG LONDON BRANCH CORP BND 144A	F	4,975,000.00	5,087,900.15	5,000,000.00	4,988,891.45	99,008.70		—	—	—	1.875	2.048	JJ	17,708.33	93,750.00		1/19/2012	1/23/2015
90349CAB0	UBS AG LONDON BRANCH SENIOR CORP BND	F	1,994,860.00	1,990,160.06	2,000,000.00	1,995,732.72	(5,572.66	)	—	—	—	0.75	0.837	MS	291.67	7,420.00		3/21/2013	3/24/2016
904764AL1	UNILEVER CAPITAL CORP SENIOR CORP BND		845,520.00	835,499.94	800,000.00	836,683.7	(1,183.76	)	8,836.3	—	—	2.75	0.784	FA	3,116.67	9,533.33		2/27/2013	2/10/2016
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND		8,770,894.00	8,698,159.74	8,900,000.00	8,790,598.04	(92,438.30	)	—	—	—	0.85	1.178	FA	12,398.2	67,178.34		6/19/2013	8/2/2017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND		6,796,143.75	6,934,777.57	6,875,000.00	6,797,075.36	137,702.21		—	—	—	2.2	2.424	MS	10,503.47	—		9/3/2013	3/6/2019
911312AL0	UNITED PARCEL SERVICE INC CORP BND		12,414,426.00	11,999,420	11,800,000.00	11,881,358.42	118,061.58		119,615.43	—	—	3.875	2.478	AO	228,625.01	228,625.01		12/14/2011	4/1/2014
91159HGX2	US BANCORP CORP BND		999,020.00	1,028,378.75	1,000,000.00	999,629.29	28,749.46		—	—	—	2.45	2.471	JJ	4,355.56	24,500.00		7/22/2010	7/27/2015
913017BU2	UNITED TECH CORP SENIOR CORP BND		9,706,645.10	9,856,856.01	9,715,000.00	9,708,803.61	148,052.40		—	—	—	1.8	1.818	JD	57,318.5	87,435.00		11/8/2012	6/1/2017
913017BX6	UNITED TECH CORP SENIOR CORP BND		8,033,289.74	8,029,039.83	7,976,000.00	8,012,214.85	16,824.98		14,715.68	—	—	0.76	0.661	MJSD	4,711.6	44,375.80		6/20/2013	6/1/2015
92343VAC8	VERIZON COMMUNICATIONS LLC CORP BND		2,261,852.00	2,196,643.38	2,000,000.00	2,214,138.48	(17,495.10	)	47,713.52	—	—	5.55	0.973	FA	14,183.33	45,325.00		3/13/2013	2/15/2016
92343VAY0	VERIZON COMMUNICATIONS LLC CORP BND		2,277,581.00	2,240,953.77	2,150,000.00	2,258,962.45	(18,008.68	)	18,618.55	—	—	3	0.944	AO	32,250	(4,300.00	)	4/22/2013	4/1/2016
92343VBD5	VERIZON COMMUNICATIONS LLC CORP BND		733,862.96	720,109.35	710,000.00	730,829.59	(10,720.24	)	3,033.37	—	—	2	1.031	MN	5,916.67	24,813.89		4/11/2013	11/1/2016
92343VBF0	VERIZON COMMUNICATIONS LLC SENIOR CORP		2,245,230.00	2,167,533.88	2,250,000.00	2,246,069.93	(78,536.05	)	—	—	—	1.1	1.144	MN	10,312.51	47,241.93		11/2/2012	11/1/2017
92343VBL7	VERIZON COMMUNICATIONS LLC SENIOR CORP		2,125,000.00	2,186,986.4	2,125,000.00	2,125,000	61,986.40		—	—	—	1.782	1.782	MJSD	1,367.72	—		9/11/2013	9/15/2016

92343VBN3	VERIZON COMMUNICATIONS LLC SENIOR CORP		10,042,261.50	10,370,334.5	10,050,000.00	10,042,350.71	327,983.79		—	—	—	2.5	2.527	MS	9,072.92	—		9/11/2013	9/15/2016
92343VBP8	VERIZON COMMUNICATIONS LLC SENIOR CORP		14,711,833.68	15,209,745.12	14,408,000.00	14,709,779.26	499,965.86		2,054.61	—	—	3.65	3.186	MS	18,990.54	—		9/13/2013	9/14/2018
92344GAW6	VERIZON COMMUNICATIONS LLC CORP BND		6,784,125.00	6,723,825	6,250,000.00	6,448,647.71	275,177.29		72,506.98	—	—	4.9	3.21	MS	13,611.11	306,250.00		2/17/2010	9/15/2015
92344SAJ9	CELLCO PARTNERSHIP/VERIZON WIR CORP BND		6,369,194.90	5,572,236.78	5,529,000.00	5,558,922.04	13,314.74		181,779.69	—	—	7.375	2.888	MN	154,044.09	203,881.88		11/8/2012	11/15/2013
92344SAP5	CELLCO PARTNERSHIP/VERIZON WIR CORP BND		15,246,234.80	15,285,833.5	15,050,000.00	15,071,482.64	214,350.86		61,846.57	—	—	5.55	5.115	FA	139,212.5	835,275.00		2/22/2012	2/1/2014
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR		6,003,420.00	5,859,318.24	6,000,000.00	6,003,221.33	(143,903.09	)	1,316.04	—	—	1.2	1.186	JJ	15,200	31,800.00		2/27/2013	1/15/2018
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F	3,855,050.97	3,750,617.69	3,867,000.00	3,857,411.06	(106,793.37	)	—	—	—	1.25	1.314	MS	671.35	84,941.67		9/19/2012	9/26/2017
92857WBA7	VODAFONE GROUP PLC SENIOR CORP BND	F	4,035,475.20	3,999,806.52	4,040,000.00	4,036,395.54	(36,589.02	)	—	—	—	0.9	0.938	FA	4,242	22,950.00		2/11/2013	2/19/2016
92857WBB5	VODAFONE GROUP PLC SENIOR CORP BND	F	9,120,000.00	9,119,453.07	9,120,000.00	9,120,000	(546.93	)	—	—	—	0.648	0.675	FMAN	7,061.05	30,586.73		2/11/2013	2/19/2016
928670AE8	VOLKSWAGEN INTERNATIONAL FINAN CORP BND	F	5,009,015.00	5,009,450.15	5,000,000.00	5,001,509.98	7,940.17		6,290.04	—	—	0.884	0.857	JAJO	11,295.55	61,896.75		3/24/2011	4/1/2014
928670AP3	VOLKSWAGEN INTERNATIONAL FINAN SENIOR	F	2,077,535.70	2,057,761	2,085,000.00	2,078,782.24	(21,021.24	)	—	—	—	1.6	1.675	MN	12,139.33	16,680.00		11/13/2012	11/20/2017
928670AR9	VOLKSWAGEN INTERNATIONAL FINAN SENIOR	F	5,000,000.00	5,023,300.15	5,000,000.00	5,000,000	23,300.15		—	—	—	0.864	0.912	FMAN	5,040.58	33,806.26		11/13/2012	11/20/2014
931142BY8	WAL-MART STORES INC CORP BND		4,448,840.00	4,272,847.28	4,000,000.00	4,282,562.39	(9,715.11	)	120,461.75	—	—	4.5	0.443	JJ	45,000	180,000.00		9/13/2012	7/1/2015
931142CR2	WAL-MART STORES INC CORP BND		993,090.00	1,035,044.17	1,000,000.00	997,817.04	37,227.13		—	—	—	2.875	3.025	AO	14,375	14,375.00		3/24/2010	4/1/2015
931142CX9	WAL-MART STORES INC CORP BND		1,665,938.25	1,703,261.54	1,675,000.00	1,671,168.44	32,093.10		—	—	—	1.5	1.613	AO	10,887.5	12,562.50		10/18/2010	10/25/2015
931142DC4	WAL-MART STORES INC CORP BND		1,664,281.50	1,626,740.33	1,550,000.00	1,633,596.64	(6,856.31	)	24,346.21	—	—	2.8	0.654	AO	20,012.22	21,700.00		10/17/2012	4/15/2016
931142DE0	WAL-MART STORES INC SENIOR CORP BND		4,351,907.95	4,339,178.76	4,355,000.00	4,352,391.34	(13,212.58	)	—	—	—	0.6	0.624	AO	12,339.17	1,583.33		4/4/2013	4/11/2016
931142DF7	WAL-MART STORES INC SENIOR CORP BND		6,993,560.00	6,813,341.5	7,000,000.00	6,994,153.3	(180,811.80	)	—	—	—	1.125	1.144	AO	37,187.5	4,687.50		4/4/2013	4/11/2018
931142DJ9	WAL-MART STORES INC SENIOR CORP BND		4,920,633.00	4,929,878.13	4,930,000.00	4,920,633	9,245.13		—	—	—	1.95	1.988	JD	—	—		9/25/2013	12/15/2018
94974BEU0	WELLS FARGO & COMPANY CORP BND		5,656,604.00	5,791,365.62	5,550,000.00	5,596,526.77	194,838.85		22,698.14	—	—	3.625	3.06	AO	92,769.8	100,593.75		1/5/2012	4/15/2015
94974BEZ9	WELLS FARGO & COMPANY SENIOR CORP BND		2,992,320.00	3,126,750.18	3,000,000.00	2,994,972.32	131,777.86		—	—	—	2.625	2.68	JD	23,187.5	39,375.00		12/5/2011	12/15/2016
94974BFA3	WELLS FARGO & COMPANY CORP BND		4,517,475.00	4,535,044.65	4,500,000.00	4,510,377.22	24,667.43		9,515.16	—	—	1.25	1.08	FA	7,500	91,781.25		6/26/2013	2/13/2015
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND		19,603,325.87	19,771,037.43	19,526,000.00	19,584,955.53	186,081.90		26,852.33	—	—	1.5	1.324	JJ	73,222.5	283,314.33		2/13/2013	7/1/2015
94974BFF2	WELLS FARGO & COMPANY SENIOR CORP BND		2,231,519.40	2,224,618.07	2,200,000.00	2,223,188.69	1,429.38		8,330.71	—	—	1.17	0.627	MJSD	357.56	16,507.58		2/11/2013	6/26/2015
94974BFK1	WELLS FARGO & COMPANY SENIOR CORP BND		5,000,000.00	5,006,800.45	5,000,000.00	5,000,000	6,800.45		—	—	—	0.895	0.906	JAJO	8,698.47	11,452.10		4/16/2013	4/23/2018
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND		4,750,000.00	4,767,195	4,750,000.00	4,750,000	17,195.00		—	—	—	0.794	0.794	JAJO	6,703.2	—		7/22/2013	7/20/2016
959802AQ2	WESTERN UNION CO/THE SENIOR CORP BND		2,041,237.20	2,071,173.48	2,045,000.00	2,042,225.67	28,947.81		—	—	—	2.375	2.439	JD	14,975.36	24,284.38		12/5/2012	12/10/2015
961214BN2	WESTPAC BANKING CORP CORP BND	F	2,367,157.50	2,343,402.5	2,250,000.00	2,340,342.62	3,059.88		26,814.88	—	—	3	0.8	FA	10,687.5	26,625.00		3/7/2013	8/4/2015
961214BX0	WESTPAC BANKING CORP SENIOR CORP BND	F	4,000,000.00	4,040,440.08	4,000,000.00	4,000,000	40,440.08		—	—	—	1.011	1.129	MJSD	673.73	31,692.24		9/18/2012	9/25/2015
961214BY8	WESTPAC BANKING CORP SENIOR CORP BND	F	4,539,773.25	4,547,511.88	4,545,000.00	4,541,006.58	6,505.30		—	—	—	0.95	0.989	JJ	9,475.07	21,348.87		1/7/2013	1/12/2016
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN	F	1,999,420.00	1,976,242.68	2,000,000.00	1,999,499.62	(23,256.94	)	—	—	—	1.6	1.606	JJ	7,022.22	34,711.11		1/7/2013	1/12/2018
96122WAB6	WESTPAC BANKING CORP SECURED LOCAL BND	F	4,498,676.97	4,480,064.5	4,421,000.00	4,484,004.8	(3,940.30	)	14,672.17	—	—	1.375	0.575	JJ	12,495.46	13,002.06		4/26/2013	7/17/2015
9612EAAB1	WESTPAC SECURITIES NZ LTD CORP BND GOVT	F	3,130,512.81	3,181,727.22	3,100,000.00	3,107,096.17	74,631.05		6,316.42	—	—	3.45	3.166	JJ	18,716.25	106,950.00		11/12/2010	7/28/2014
9612EMAK5	WESTPAC BANKING CORP - GTD CORP BND 144A	F	309,540.00	308,172	300,000.00	308,034.21	137.79		1,505.79	—	—	2.7	0.437	JD	2,520	(720.00	)	7/8/2013	12/9/2014

976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR		2,500,000.00	2,459,811.4	2,500,000.00	2,500,000	(40,188.60	)	—	—	—	1.7	1.7		JD	12,750	—	6/10/2013	6/15/2018
983024AE0	WYETH CORP BND		4,571,377.50	4,219,222	4,150,000.00	4,215,694.1	3,527.90		166,341.33	—	—	5.5	0.746		FA	38,041.66	439,694.45	3/26/2012	2/1/2014
984121CF8	XEROX CORPORATION SENIOR CORP BND		1,298,375.00	1,332,702.23	1,300,000.00	1,298,851.59	33,850.64		—	—	—	2.95	2.977		MS	1,704.44	54,114.06	3/8/2012	3/15/2017
98417EAU4	XSTRATA FINANCE CANADA LTD SENIOR CORP	A	4,128,053.20	4,089,360.48	4,135,000.00	4,129,281.28	(39,920.80	)	—	—	—	2.7	2.486		AO	48,379.5	50,653.75	10/18/2012	10/25/2017
BRS1D0A10	SUNGARD DATA SYST INC. TERM LOAN		875,281.01	899,819.43	895,485.28	892,017.21	7,802.22		—	—	—	—	0.933		FMAN	—	26,668.15	9/30/2011	00/00/0000
BRS3FZ588	MITCHELL INTERNATIONAL INC SENIOR		2,672,844.39	2,676,185.45	2,672,844.39	2,672,844.39	3,341.06		—	—	—	—	—		MJSD	—	58,551.68	2/5/2013	3/28/2016
BRS8R3U20	HUNTSMAN INTL LLC TERM LOAN		2,845,178.57	2,885,349.18	2,877,551.02	2,860,132.9	25,216.28		—	—	—	—	0.218		FMAN	—	105,757.31	5/13/2011	00/00/0000
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		216,407.28	216,686.61	215,973.89	216,230.79	455.82		68.21	—	—	—	0.59		JAJO	—	5,706.19	11/1/2011	00/00/0000
BRS9PGR33	ARAMARK CORPORATION LOAN TERM		2,564,824.29	2,674,489.57	2,665,692.78	2,603,350.74	71,138.83		1,331.94	—	—	—	0.821		JAJO	—	93,001.65	8/19/2011	00/00/0000
BRSAUE236	DAVITA HEALTHCARE PARTNERS INC TERM LOAN		4,909,240.52	4,958,469.73	4,924,050.62	4,913,587.58	44,882.15		—	—	—	—	0.069		JAJO	—	168,886.08	6/15/2012	10/20/2016
BRSAZTC86	COMMUNITY HLTH SYST INC TERM LOAN		4,214,960.62	4,274,280.71	4,268,944.53	4,236,613.71	37,667.00		6,165.45	—	—	—	0.225		JAJO	—	207,538.52	8/9/2012	1/25/2017
BRSB90DJ1	APPLIED SYSTEMS INC SENIOR SECURED TERM		482,700.31	489,677.92	486,636.44	483,158.61	6,519.31		—	—	—	—	0.222		MJSD	—	7,286.58	4/30/2013	12/8/2016
BRSBAXKS9	REMY INTERNATIONAL INC TERM LOAN		1,096,322.28	1,129,823.14	1,124,896.10	1,107,329.38	22,493.76		—	—	—	—	0.483		MJSD	—	43,888.42	9/29/2011	00/00/0000
BRSBBKBD9	UCI INTERNATIONAL TL B TERM LOAN		165,325.00	166,462.44	165,325.00	165,325	1,137.44		—	—	—	—	—		JAJO	—	6,924.98	1/20/2011	00/00/0000
BRSBG72X9	REALOGY CORP SENIOR SECURED TERM LOAN		1,296,062.81	1,318,440.99	1,308,425.00	1,296,374.55	22,066.44		—	—	—	—	0.142		JAJO	—	—	8/1/2013	3/5/2020
BRSBGXH81	DEL MONTE FOODS CO TERM LOAN		4,052,843.71	4,083,751.68	4,091,935.56	4,062,624.76	21,126.92		1,820.46	—	—	—	0.134		MJSD	—	149,179.89	7/27/2012	3/8/2018
BRSBH1FB5	TWCC HOLDING CORP TERM LOAN		4,719,865.33	4,803,210.57	4,791,208.59	4,745,042.41	58,168.16		—	—	—	—	0.282		FMAN	—	109,865.08	6/1/2012	2/13/2017
BRSBHFX32	AXCAN INTER HLDG TERM LOAN		4,365,761.14	4,435,119.98	4,425,428.29	4,382,936.14	52,183.84		—	—	—	—	0.283		FMAN	—	152,131.33	5/18/2012	2/10/2017
BRSBK2348	GYMBOREE CORP TERM LOAN		2,306,473.92	2,365,861.32	2,441,776.14	2,345,196.63	20,664.69		—	—	—	—	0.898		FMAN	—	92,584.01	8/24/2012	2/23/2018
BRSBLUUU7	MICHAEL FOODS GROUP INC TERM LOAN		2,048,198.32	2,043,122.24	2,030,432.04	2,041,672.82	1,449.42		2,087.47	—	—	—	(0.123	)	MJSD	—	65,626.27	3/2/2011	00/00/0000
BRSBN61P1	TOMKINS PLC TERM LOAN	R	2,466,104.52	2,550,662.36	2,540,335.89	2,495,981.31	54,681.05		—	—	—	—	0.58		JAJO	—	85,359.28	8/17/2011	00/00/0000
BRSBNJXW3	UNIVR INC TERM LOAN		2,986,032.38	2,907,252.27	3,008,596.86	2,989,025.5	(81,773.23	)	—	—	—	—	0.172		MJSD	—	202,761.64	2/19/2013	6/30/2017
BRSBQFU50	IMS HEALTH INCORPORATED TERM LOAN		10,187,290.45	10,215,749.76	10,205,136.41	10,191,457.87	24,291.89		—	—	—	—	0.034		FMAN	—	297,249.58	10/16/2012	8/25/2017
BRSBR4P35	JO-ANN STORES TERM LOAN		2,065,781.99	2,091,218.23	2,086,648.47	2,073,310.63	17,907.60		—	—	—	—	0.142		MJSD	—	59,446.60	3/15/2011	3/16/2018
BRSBRMCQ8	WARNER CHILCOTT CORP TERM LOAN		2,501,751.15	2,524,268.48	2,520,210.94	2,505,790.23	18,478.25		—	—	—	—	0.127		MJSD	—	85,449.97	8/15/2012	3/15/2018
BRSBRMD95	WARNER CHILCOTT CORP TERM LOAN	E	1,946,397.66	1,989,182.94	1,985,985.50	1,957,131.69	32,051.25		—	—	—	—	0.322		MJSD	—	64,330.70	8/20/2012	3/15/2018
BRSBRN2H7	MEG ENERGY CORP TERM LOAN	A	7,146,008.37	7,157,255.66	7,128,279.21	7,127,486.57	29,769.09		—	—	—	—	(0.321	)	MJSD	—	213,686.22	5/29/2012	3/15/2018
BRSBT2DD8	FIRST DATA CORP TERM LOAN		5,487,000.56	5,643,072.14	5,685,715.00	5,535,828.17	107,243.97		—	—	—	—	0.561		MJSD	—	193,162.43	9/9/2013	3/23/2018
BRSBT4DY8	SERENA SOFTWARE TERM LOAN		2,983,750.00	2,985,000	3,000,000.00	2,991,703.01	(6,703.01	)	—	—	—	—	0.113		MJSD	—	97,968.47	6/2/2011	00/00/0000
BRSBWG6S8	DELTA AIR LINES INC TERM LOAN		5,302,944.66	5,411,431.12	5,381,162.08	5,332,368.41	79,062.71		—	—	—	—	0.253		JAJO	—	195,348.03	2/29/2012	4/20/2017
BRSBXUEK4	HUBBARD RADIO TERM LOAN		982,278.47	1,036,198.84	1,032,327.61	994,620.09	41,578.75		—	—	—	—	0.659		JAJO	—	42,755.33	9/30/2011	00/00/0000
BRSBYALT0	EMERGENCY MEDICAL SVCS CORP TERM LOAN		5,644,463.41	5,679,124.25	5,672,827.42	5,651,983.46	27,140.79		—	—	—	—	0.078		FMAN	—	183,367.35	6/25/2012	5/25/2018
BRSBZZDX4	GOLDEN LIVING LN1 TERM LOAN		578,335.33	642,353.37	668,595.75	603,893.5	38,459.87		—	—	—	—	2.198		FMAN	—	19,391.73	10/4/2011	00/00/0000
BRSC0XRZ5	NORTEK INC TERM LOAN		585,210.28	589,057	585,942.71	585,489.87	3,567.13		—	—	—	—	0.021		JAJO	—	23,327.85	7/8/2011	4/26/2017

BRSC103Q2	KAR AUCTION SERVICES INC TERM LOAN		2,157,171.74	2,178,396.58	2,168,011.80	2,161,408.77	16,987.81		—	—	—	—	0.083	FMAN	—	103,998.07	5/16/2011	00/00/0000
BRSC3CCP6	MANITOWOC CO INC TERM LOAN		90,070.58	91,100.29	90,523.20	90,235.7	864.59		—	—	—	—	0.076	FMAN	—	3,238.93	5/9/2011	00/00/0000
BRSC3G4F8	NEIMAN MARCUS GROUP INC. THE TERM LOAN		6,474,936.11	6,499,359.68	6,496,176.55	6,480,204.28	19,155.40		—	—	—	—	0.052	FMAN	—	214,088.92	11/30/2012	5/16/2018
BRSC4H8Q7	EPICOR SOFTWARE CORP TERM LOAN		6,505,791.49	6,585,863.13	6,572,160.18	6,525,049.69	60,813.44		—	—	—	—	0.153	FMAN	—	231,460.33	8/6/2012	5/18/2018
BRSC6D3K2	QUINTILES TRANSNATIONAL CORP. TERM LOAN		2,397,715.24	2,534,798.37	2,524,548.71	2,436,309.86	98,488.51		—	—	—	—	0.746	MJSD	—	87,272.80	12/14/2012	6/8/2018
BRSCC0RV3	DUCOMMUN INC TERM LOAN		321,255.00	328,353.45	324,500.01	322,465.28	5,888.17		—	—	—	—	0.166	MJSD	—	13,336.04	6/17/2011	00/00/0000
BRSCDKB78	SBA SENIOR FINANCE II LLC TERM LOAN		972,419.12	977,814.95	974,856.26	973,196.35	4,618.60		—	—	—	—	0.035	MJSD	—	48,641.28	6/27/2011	00/00/0000
BRSCDUPD8	TEAM HLTH INC. TERM LOAN		3,793,188.76	3,793,188.76	3,812,250.01	3,799,252.2	(6,063.44	)	—	—	—	—	0.071	MJSD	—	108,958.28	6/28/2011	6/29/2018
BRSCE52V7	ALERE INC		4,435,370.72	4,493,676.69	4,463,924.64	4,444,490.89	49,185.80		—	—	—	—	0.115	MJSD	—	156,673.01	6/26/2012	6/30/2017
BRSCEALQ6	MERCURY PAYMENT SYSTEMS TERM LOAN		2,703,684.61	2,743,001.47	2,715,843.04	2,708,219.99	34,781.48		—	—	—	—	0.074	JAJO	—	191,064.55	10/23/2012	6/30/2017
BRSCFYSD5	CONSOLIDATED COMMUNICATIONS IN SENIOR		992,424.25	998,215.05	992,424.25	992,424.25	5,790.80		—	—	—	—	—	JAJO	—	28,158.67	1/8/2013	12/31/2017
BRSD1YF59	MICROSEMI CORPORATION TERM LOAN		2,513,706.35	2,555,186.34	2,551,977.59	2,521,777.1	33,409.24		—	—	—	—	0.137	JAJO	—	104,546.28	7/25/2012	2/19/2020
BRSD9CAS4	HEALTH MGMT ASSOC INC TERM LOAN		5,801,795.27	5,847,933.09	5,842,908.19	5,810,595.4	37,337.69		—	—	—	—	0.107	FMAN	—	186,629.83	6/11/2012	11/16/2018
BRSDALFV0	ENTERCOM RADIO LLC TERM LOAN		961,863.46	989,163.7	981,493.33	966,984.84	22,178.86		—	—	—	—	0.286	FMAN	—	44,270.54	11/17/2011	00/00/0000
BRSDKUDY5	SIX FLAGS THEME PARKS INC TERM LOAN		2,846,707.39	2,861,564.53	2,847,767.10	2,846,895.65	14,668.88		—	—	—	—	0.006	MJSD	—	147,449.72	7/25/2012	12/20/2018
BRSDPAC33	ALERE INC SENIOR SEC TERM NOTES		973,881.58	991,527.15	984,962.38	976,621.83	14,905.32		—	—	—	—	0.224	MJSD	—	32,638.87	6/26/2012	6/30/2017
BRSDWEX75	GRIFOLS INC SECURED TERM LOAN		4,149,728.92	4,198,241.98	4,168,375.57	4,154,428.8	43,813.18		—	—	—	—	0.09	JAJO	—	159,598.74	8/6/2012	6/1/2017
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN		7,889,915.12	7,985,484.13	7,980,974.88	7,908,754.52	76,729.61		1,186.27	—	—	—	0.148	MJSD	—	229,771.99	10/31/2012	2/14/2019
BRSE4J2V4	CATALENT PHARMA SOLUTIONS INC SENIOR		5,902,856.39	5,986,913.31	5,957,127.67	5,918,004.66	68,908.65		—	—	—	—	0.164	MJSD	—	203,755.41	4/24/2012	9/15/2017
BRSE58QX7	NORANDA ALUMINUM ACQUISITION TERM LOAN		1,955,225.00	1,856,725	1,970,000.00	1,958,514.19	(101,789.19	)	—	—	—	—	0.107	MJSD	—	86,730.98	2/24/2012	2/28/2019
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR	A	7,897,924.43	7,888,027.29	7,917,718.74	7,899,445.31	(11,418.02	)	—	—	—	—	0.042	MJSD	—	215,954.04	3/27/2013	3/28/2019
BRSE9A2P1	YANKEE CANDLE CO INC SECURED TERM LOAN		1,847,430.42	1,869,207.7	1,866,091.33	1,851,350.8	17,856.90		—	—	—	—	0.142	JAJO	—	74,306.91	3/14/2012	4/2/2019
BRSE9BR07	DJO FINANCE LLC/DJO FINANCE CO SECURED		535,950.00	538,763.74	535,950.00	535,950	2,813.74		—	—	—	—	—	MJSD	—	11,781.18	3/19/2013	9/15/2017
BRSE9C0N4	PROTECTION ONE INC. SENIOR SECURED TERM		1,305,179.11	1,326,458.24	1,318,219.37	1,307,954.33	18,503.91		—	—	—	—	0.141	MJSD	—	52,183.92	3/15/2013	3/21/2019
BRSECN1K1	ENNIS-FLINT SENIOR SEC TERM NOTES		2,691,700.10	2,734,612.16	2,709,213.29	2,695,823.84	38,788.32		—	—	—	—	0.108	MJSD	—	129,407.98	8/6/2012	3/30/2018
BRSEF3569	ALERE INC SENIOR SEC TERM NOTES		833,753.25	847,788.1	842,175.00	836,102.82	11,685.28		—	—	—	—	0.19	MJSD	—	29,575.79	3/27/2012	6/30/2017
BRSEGDRJ4	AMN HEALTHCARE SENIOR SECURED TERM NOTE		2,044,108.44	2,076,803.85	2,064,756.00	2,049,065.82	27,738.03		—	—	—	—	0.167	MJSD	—	53,289.44	4/3/2012	4/5/2018
BRSEHTXV4	FREEDOM GROUP INC SENIOR SEC TERM NOTES		3,843,305.84	3,879,854.85	3,862,935.19	3,847,266.18	32,588.67		—	—	—	—	0.072	MJSD	—	161,921.53	7/27/2012	4/19/2019
BRSEJG0V6	AXCAN INTER HLDG SENIOR SEC TERM LOAN		1,544,480.00	1,579,451.44	1,576,000.00	1,553,688.83	25,762.61		—	—	—	—	0.418	MJSD	—	99,444.45	4/11/2012	2/10/2017
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM		3,070,053.04	3,054,712	3,084,695.23	3,070,397.95	(15,685.95	)	—	—	—	—	0.1	JAJO	—	19,414.99	9/12/2013	5/4/2018
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES		2,812,674.91	2,840,503.35	2,841,085.77	2,818,448.33	22,055.02		—	—	—	—	0.142	JAJO	—	112,295.31	4/20/2012	4/23/2019
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN		2,521,728.00	2,540,736	2,534,400.00	2,524,653.38	16,082.62		—	—	—	—	0.083	MJSD	—	94,359.85	4/30/2012	5/3/2018
BRSESZBW0	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D	654,909.31	656,553.21	400,000.00	651,341.27	5,211.94		2,979.71	—	4,731.95	2	1.366	AO	6,018.59	16,618.29	10/30/2012	10/23/2015
BRSEY9A02	RGIS SERVICES LLC SENIOR SECURED TERM		156,078.41	154,609.67	156,665.91	156,212.57	(1,602.90	)	—	—	—	—	0.094	MJSD	—	8,557.47	9/18/2012	10/18/2016

BRSEYJRF9	RGIS SERVICES LLC TERM NOTES		1,852,244.68	1,852,244.67	1,870,954.22	1,856,579.55	(4,334.88	)	—	—	—	—	0.188		MJSD	—	94,467.25	8/17/2012	10/18/2017
BRSEYKM87	VWR FUNDING INC TERM NOTES		2,924,190.24	2,958,350.1	2,953,727.52	2,931,781.7	26,568.40		—	—	—	—	0.21		MJSD	—	78,489.90	5/18/2012	4/3/2017
BRSF5Z2P7	WIRECO WORLDGROUP INC TERM NOTES		3,062,812.50	3,109,218.75	3,093,750.00	3,070,823.4	38,395.35		—	—	—	—	0.217		MJSD	—	141,467.45	6/28/2012	2/15/2017
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN	E	381,771.25	392,484.22	389,562.50	383,854.74	8,629.48		—	—	—	—	0.452		MJSD	—	11,974.85	7/16/2012	12/21/2016
BRSFD0DY4	WINDSTREAM CORP SENIOR SEC TERM NOTES		2,610,061.25	2,642,172.92	2,636,425.51	2,614,122.55	28,050.37		—	—	—	—	0.144		FMAN	—	114,260.55	8/3/2012	8/2/2019
BRSFD9W24	LEVEL 3 COMMUNICATIONS INC SENIOR SEC		960,300.00	970,363.75	970,000.00	961,881.44	8,482.31		—	—	—	—	0.142		MJSD	—	43,357.35	8/2/2012	8/1/2019
BRSFDBBL0	PILOT TRAVEL CENTERS LLC SENIOR SEC TERM		599,370.76	605,409.75	603,900.00	600,111.19	5,298.56		—	—	—	—	0.106		MJSD	—	19,560.24	8/2/2012	8/7/2019
BRSFHP193	MCC IOWA LLC TERM LOAN		2,895,750.00	2,978,360.55	2,970,000.00	2,906,297.4	72,063.15		—	—	—	—	0.339		FMAN	—	91,213.55	8/15/2012	1/20/2020
BRSFKYGX1	WARNER CHILCOTT CORP SENIOR SECURED TERM		1,077,189.86	1,098,919.24	1,097,152.83	1,081,147.49	17,771.75		—	—	—	—	0.326		FMAN	—	35,537.07	8/20/2012	3/15/2018
BRSFNCAU8	IMMUCOR INC. SENIOR SECURED TERM NOTES		2,843,511.73	2,953,610.68	2,938,916.10	2,856,032.85	97,577.83		—	—	—	—	0.578		MJSD	—	145,578.22	12/31/2012	8/19/2018
BRSFPRNH8	GETTY IMAGES INC. SENIOR SECURED TERM		5,312,531.56	4,794,117.67	5,337,175.25	5,309,540.82	(515,423.15	)	6,742.71	—	—	—	(0.084	)	JAJO	—	181,057.00	6/20/2013	10/18/2019
BRSFQ43Z0	FIRST DATA CORP SENIOR SEC TERM NOTES		3,490,000.00	3,471,562.5	3,500,000.00	3,491,367.36	(19,804.86	)	—	—	—	—	0.048		MJSD	—	86,378.20	1/30/2013	9/30/2018
BRSFRQMG1	REYNOLDS GROUP HOLDINGS INC SENIOR		1,959,936.89	1,967,825.64	1,959,936.89	1,959,936.89	7,888.75		—	—	—	—	—		MJSD	—	87,966.06	9/21/2012	9/28/2018
BRSFSRG42	AOT BEDDING SUPER HOLDINGS LLC SENIOR		2,370,930.09	2,385,805.11	2,374,648.84	2,371,408.35	14,396.76		—	—	—	—	0.018		MJSD	—	126,867.23	10/4/2012	10/1/2019
BRSFTR0V8	INFOR US INC SENIOR SECURED TERM NOTES		713,370.90	725,111.94	720,010.66	714,581.63	10,530.31		—	—	—	—	0.166		JAJO	—	31,452.89	9/27/2012	4/5/2018
BRSFUKYH5	ACOSTA INC SENIOR SECURED TERM LOAN		4,474,652.19	4,514,539.39	4,498,793.61	4,479,142.85	35,396.54		—	—	—	—	0.097		MJSD	—	206,852.88	9/25/2012	3/2/2018
BRSFUUMM5	SBA SENIOR FINANCE II LLC SENIOR SECURED		354,684.17	356,106.46	355,573.10	354,808.52	1,297.94		—	—	—	—	0.036		MJSD	—	15,104.71	9/21/2012	9/20/2019
BRSFVFMJ4	INTELSAT JACKSON SENIOR SECURED TERM	F	509,700.00	511,611.38	509,700.00	509,700	1,911.38		—	—	—	—	—		JAJO	—	88,772.80	9/26/2012	4/2/2018
BRSFWACE6	LEAP WIRELESS INTL INC SENIOR SECURED		2,343,077.75	2,353,695.14	2,352,225.00	2,342,744.53	10,950.61		1,579.67	—	—	—	(0.022	)	JAJO	—	98,313.25	11/15/2012	10/10/2019
BRSFWC4C5	PEP BOYS - MANNY MOE & JACK TH SENIOR		1,797,318.25	1,823,358.99	1,810,900.00	1,799,396.78	23,962.21		—	—	—	—	0.125		MJSD	—	45,945.52	9/27/2012	10/11/2018
BRSFWQSC8	TRANSTAR HOLDING COMPANY SENIOR SECURED		1,087,911.00	1,107,141.75	1,098,900.00	1,089,635.06	17,506.69		—	—	—	—	0.166		MJSD	—	46,061.80	10/2/2012	10/9/2018
BRSFWYTY2	VALEANT PHARMACEUTICALS INTERN SENIOR		900,923.85	949,644.66	948,413.06	908,282.64	41,362.02		—	—	—	—	(0.164	)	JAJO	—	75,451.04	10/2/2012	2/13/2019
BRSFXK170	FMG RESOURCES (AUGUST 2006) PT SENIOR	F	8,246,387.76	8,365,287.78	8,325,906.24	8,259,850.2	105,437.58		—	—	—	—	0.194		JAJO	—	332,262.14	6/20/2013	10/18/2017
BRSFXMS69	LESLIES POOLMART INC. SENIOR SECURED		3,740,574.96	3,793,780.46	3,763,332.96	3,743,638.43	50,142.03		—	—	—	—	0.066		JAJO	—	195,781.85	10/10/2012	10/16/2019
BRSFXW3C1	PROGRESSIVE WASTE SOLUTIONS LT SENIOR	A	582,647.12	587,038.94	585,575.00	583,023.09	4,015.85		—	—	—	—	0.071		JAJO	—	15,619.43	10/22/2012	10/24/2019
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR		3,512,546.84	3,550,867.9	3,536,139.88	3,516,877.97	33,989.93		—	—	—	—	0.122		JAJO	—	126,689.49	10/2/2012	3/2/2018
BRSFZGGS5	GARDA WORLD SEC SENIOR SECURED TERM LOAN	A	1,175,169.62	1,186,980.38	1,181,075.00	1,175,881.53	11,098.85		—	—	—	—	0.071		FMAN	—	43,116.68	10/24/2012	11/13/2019
BRSG092B9	ROYALTY PHARMA FINANCE TRUST SENIOR		4,906,864.98	4,939,078.55	4,906,864.98	4,906,864.98	32,213.57		—	—	—	—	—		JAJO	—	131,361.21	10/11/2012	5/9/2018
BRSG13DW3	TRIMAS CO LLC SENIOR SECURED TERM LOAN		799,895.24	803,904.75	801,900.00	800,165.5	3,739.25		—	—	—	—	0.035		JAJO	—	20,525.70	10/10/2012	10/15/2019
BRSG1PVM6	DELTA AIR LINES INC SENIOR SECURED TERM		2,706,994.12	2,746,300.23	2,734,337.50	2,710,805.47	35,494.76		—	—	—	—	0.169		JAJO	—	111,128.60	10/16/2012	10/18/2018
BRSG20AV3	PILOT TRAVEL CENTERS LLC SENIOR SECURED		1,561,513.03	1,630,126.01	1,631,145.48	1,573,858.06	56,267.95		—	—	—	—	(0.309	)	JAJO	—	46,616.97	10/4/2012	3/30/2018
BRSG3S869	SNL FINANCIAL LC SENIOR SECURED TERM		3,947,484.63	4,000,082.23	3,975,237.00	3,951,343.98	48,738.25		—	—	—	—	0.117		JAJO	—	182,409.94	10/31/2012	10/23/2018
BRSG45CM8	CONSOLIDATED CONTAINER CO LP TERM NOTE		2,264,952.10	2,306,338.65	2,286,900.00	2,268,019.6	38,319.05		—	—	—	—	(0.132	)	MJSD	—	87,381.55	10/17/2012	7/3/2019
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE		2,089,753.83	2,109,628.5	2,100,000.00	2,091,135.41	18,493.09		—	—	—	—	(0.059	)	JAJO	—	85,458.33	10/29/2012	8/28/2019

BRSG6SMY9	TOMKINS PLC SENIOR SECURED TERM NOTES	R	2,476,089.00	2,516,731.88	2,501,100.00	2,479,539.8	37,192.08		—	—	—	—	0.167		FMAN	—	92,505.00	11/5/2012	11/9/2018
BRSG7ST70	CHG HEALTHCARE SERVICES INC SENIOR SEC		3,203,536.43	3,266,231.91	3,235,895.39	3,207,419.62	58,812.29		—	—	—	—	0.142		FMAN	—	168,433.04	11/13/2012	11/19/2019
BRSG82NP2	CONSOLIDATED COMMUNICATIONS IN SENIOR		2,947,725.00	2,993,623.16	2,977,500.00	2,951,384.82	42,238.34		—	—	—	—	0.166		FMAN	—	139,725.66	11/29/2012	12/31/2018
BRSG8SYA6	BASS PRO GROUP LLC SENIOR SECURED TERM		2,108,539.75	2,113,824.32	2,113,824.32	2,109,148.28	4,676.04		—	—	—	—	0.036		FMAN	—	114,677.82	11/16/2012	11/20/2019
BRSG8U0V2	WESCO DISTRIBUTION INC SENIOR SECURED		1,210,540.18	1,228,728.85	1,222,767.86	1,211,842.02	16,886.83		—	—	—	—	0.143		MJSD	—	40,923.49	12/4/2012	12/12/2019
BRSG8UAX7	FLEETPRIDE INC SENIOR SECURED TERM LOAN		3,482,239.75	3,389,660.44	3,503,525.00	3,484,722.96	(95,062.52	)	—	—	—	—	0.086		FMAN	—	138,128.90	12/5/2012	11/19/2019
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN		1,778,460.75	1,807,652.66	1,796,425.00	1,780,869.41	26,783.25		—	—	—	—	0.181		FMAN	—	91,054.31	11/19/2012	7/2/2018
BRSGBCQJ7	NEXSTAR BROADCASTING INC SENIOR SECURED		1,356,899.97	1,370,959.92	1,363,718.57	1,357,614.83	13,345.09		—	—	—	—	0.072		FMAN	—	44,229.53	11/19/2012	11/19/2019
BRSGC58P7	UPC FINANCING PARTNERSHIP SENIOR SECURED		1,496,250.00	1,503,982.5	1,500,000.00	1,496,618.39	7,364.11		—	—	—	—	0.03		MJSD	—	42,111.11	11/20/2012	1/29/2021
BRSGC5B08	NATIONAL CNEMDIA SENIOR SECURED TERM		1,488,750.00	1,491,427.5	1,500,000.00	1,490,078.47	1,349.03		—	—	—	—	0.106		FMAN	—	51,135.41	11/20/2012	11/26/2019
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		1,157,512.85	1,183,819.96	1,169,204.90	1,158,782.73	25,037.23		—	—	—	—	0.143		MJSD	—	43,905.21	12/7/2012	12/11/2019
BRSGCQN17	SEQUA CORP SENIOR SECURED TERM LOAN		2,844,108.00	2,876,522.26	2,858,400.00	2,846,474.8	30,047.46		—	—	—	—	0.111		MJSD	—	75,946.50	12/18/2012	6/19/2017
BRSGE3X31	DAIMLERCHRYSLER AG CORP BND	D	641,561.42	648,462.82	400,000.00	642,171.49	6,291.33		—	—	3,889.78	1.375	1.492		DEC	7,241.91	5,893.96	12/3/2012	12/10/2015
BRSGF63V4	CINEMARK USA INC SENIOR SECURED TERM		2,656,475.87	2,682,199.64	2,669,825.00	2,657,929.65	24,269.99		—	—	—	—	0.071		MJSD	—	58,000.86	12/13/2012	12/18/2019
BRSGF9UP1	SUNGARD DATA SYST INC. SENIOR SECURED		913,100.00	924,504.62	913,100.00	913,100	11,404.62		—	—	—	—	—		MJSD	—	26,458.42	12/14/2012	1/31/2020
BRSGFBZT3	ALLIANCE LAUNDRY SYST LLC SENIOR SECURED		745,620.25	751,708.86	749,367.09	746,119.2	5,589.66		—	—	—	—	0.082		MJSD	—	30,124.76	12/7/2012	12/10/2018
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED		1,051,727.43	1,054,861.48	1,057,012.50	1,052,282.18	2,579.30		—	—	—	—	0.071		MJSD	—	41,891.29	12/13/2012	12/20/2019
BRSGV1XL6	MISSION BROADCASTING INC. SENIOR SEC		573,648.77	579,592.81	576,531.43	573,949.3	5,643.51		—	—	—	—	0.072		MJSD	—	18,698.66	11/19/2012	12/3/2019
BRSGV88K1	MEDASSETS INC SENIOR SECURED TERM LOAN		263,604.52	265,723.95	264,929.16	263,752.76	1,971.19		—	—	—	—	0.071		MJSD	—	10,644.48	12/11/2012	12/13/2019
BRSGVDRB9	METALDYNE LLC SENIOR SECURED TERM LOAN		1,728,190.62	1,750,335.78	1,736,875.00	1,729,252.81	21,082.97		—	—	—	—	0.083		MJSD	—	84,121.54	12/4/2012	12/18/2018
BRSGWZF97	HOUGHTON INTERNATIONAL INC SENIOR		984,902.50	980,714.06	992,500.00	984,905.83	(4,191.77	)	—	—	—	—	0.122		MJSD	—	10,392.22	9/30/2013	12/20/2019
BRSGWZFG1	SAGE PRODUCTS INC SENIOR SECURED TERM		1,074,661.25	1,091,964.39	1,085,516.42	1,075,816.51	16,147.88		—	—	—	—	0.143		MJSD	—	47,234.04	12/13/2012	12/13/2019
BRSGXX576	TRIBUNE COMPANY SENIOR SECURED TERM LOAN		1,277,347.50	1,292,262.79	1,290,250.00	1,278,643.07	13,619.72		—	—	—	—	0.143		MJSD	—	36,732.21	12/17/2012	12/31/2019
BRSGZA7E7	TRANSFIRST HOLDINGS INC SENIOR SECURED		1,876,741.95	1,902,807.81	1,895,698.94	1,879,518.73	23,289.08		—	—	—	—	0.199		MJSD	—	113,927.51	12/20/2012	12/27/2017
BRSGZV4B0	CUMULUS MED INC. SENIOR SECURED TERM		5,628,154.38	5,671,772.58	5,628,154.38	5,628,154.38	43,618.20		—	—	—	—	—		MJSD	—	179,189.71	12/18/2012	9/17/2018
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN		2,709,525.00	2,707,262.55	2,709,525.00	2,709,525	(2,262.45	)	—	—	—	—	—		JAJO	—	59,293.43	1/10/2013	1/23/2020
BRSH3M7X2	FLASH DUTCH 2 BV AND US COATIN SENIOR	R	1,704,136.50	1,730,223.56	1,721,350.00	1,705,684.46	24,539.10		—	—	—	—	0.142		JAJO	—	52,218.79	1/17/2013	2/1/2020
BRSH4GA51	AMERIFORGE GROUP INC SENIOR SECURED TERM		760,403.87	766,376.29	764,225.00	760,771.16	5,605.13		—	—	—	—	0.072		JAJO	—	18,402.26	1/22/2013	12/19/2019
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		6,548,587.50	6,559,097.98	6,548,587.50	6,548,587.5	10,510.48		—	—	—	—	—		JAJO	—	125,695.75	1/24/2013	1/28/2020
BRSH62EH0	BRIGHT HORIZONS FAMILY SOLUTIO SENIOR		2,535,043.50	2,562,788.14	2,560,650.00	2,537,349.84	25,438.30		—	—	—	—	0.142		JAJO	—	60,339.06	1/24/2013	1/30/2020
BRSH62SH5	APEX TOOL GROUP LLC SENIOR SECURED TERM		1,732,543.75	1,747,239.9	1,741,250.00	1,733,260.4	13,979.50		—	—	—	—	0.072		JAJO	—	39,774.77	1/25/2013	1/31/2020
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM		442,158.75	449,695.55	446,625.00	442,599.06	7,096.49		—	—	—	—	0.167		FMAN	—	15,476.64	2/7/2013	2/8/2019
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED		2,636,213.85	2,616,465.47	2,640,667.18	2,632,968.44	(16,502.97	)	3,750	—	—	—	(0.615	)	MJSD	—	52,318.18	9/4/2013	12/20/2019
BRSHA8HD8	VWR FUNDING INC SENIOR SECURED TERM		759,262.50	762,743.72	759,262.50	759,262.5	3,481.22		—	—	—	—	—		MJSD	—	42,083.58	1/29/2013	4/3/2017

BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED	R	3,543,249.94	3,517,313.35	3,543,249.94	3,543,249.94	(25,936.59	)	—	—	—	—	—		FMAN	—	65,234.94	8/21/2013	12/13/2019
BRSHB1YS0	RITE AID CORP SENIOR SECURED TERM LOAN		990,012.53	990,012.53	990,012.53	990,012.53	—		—	—	—	—	—		MJSD	—	52,156.95	2/7/2013	2/21/2020
BRSHB29T4	ADS WASTE ESCROW SENIOR SECURED TERM		8,926,031.29	8,940,769.92	8,926,031.29	8,926,031.29	14,738.63		—	—	—	—	—		MJSD	—	251,812.50	2/5/2013	10/9/2019
BRSHB3HE6	NINE ENTERTAINMENT GROUP LIMIT SENIRO	F	3,281,616.15	3,278,627.6	3,290,968.73	3,281,868.84	(3,241.24	)	—	—	—	—	0.043		MJSD	—	21,776.27	9/9/2013	2/5/2020
BRSHB4QM6	GENESYS TELECOM HOLDINGS US IN SENIOR		2,313,887.78	2,344,437.92	2,346,197.56	2,316,370	28,067.92		—	—	—	—	0.2		MJSD	—	48,670.17	3/28/2013	1/25/2020
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR		7,368,708.84	7,497,447.52	7,457,512.54	7,373,203.04	124,244.48		—	—	—	—	(0.115	)	FMAN	—	184,667.82	9/4/2013	2/28/2020
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		11,929,987.47	11,835,989.46	11,944,987.47	11,930,115.04	(94,125.58	)	—	—	—	—	0.019		JAJO	—	176,087.80	9/11/2013	2/8/2020
BRSHBW711	TERVITA CORP SENIOR SECURED TERM LOAN	A	1,516,977.00	1,502,473.78	1,532,300.00	1,518,615.44	(16,141.66	)	—	—	—	—	0.192		MJSD	—	30,663.06	2/11/2013	5/15/2018
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR		1,174,100.00	1,162,359	1,174,100.00	1,174,100	(11,741.00	)	—	—	—	—	—		MJSD	—	23,092.68	2/6/2013	2/7/2020
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM	F	9,362,385.39	9,341,542	9,380,000.00	9,362,931.33	(21,389.33	)	—	—	—	—	0.027		FMAN	—	64,565.78	9/25/2013	6/8/2020
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		5,309,239.22	5,350,485.88	5,335,918.82	5,311,873.14	38,612.74		—	—	—	—	0.083		FMAN	—	174,005.09	2/15/2013	2/19/2019
BRSHD4UZ0	PHARMACEUTICAL RSRCE INC SENIOR SECURED		4,157,874.59	4,142,964.05	4,165,528.72	4,157,878.06	(14,914.01	)	2.18	—	—	—	0.03		MJSD	—	46,342.24	9/30/2013	9/30/2019
BRSHD5L53	PETCO ANIMAL SUPPLIES INC. SENIOR		3,842,144.65	3,891,966.47	3,886,505.93	3,843,828.51	48,137.96		—	—	—	—	0.259		MJSD	—	47,003.86	8/1/2013	11/24/2017
BRSHDAGH2	SERVICEMASTER CO SENIOR SEC TERM NOTES		8,840,700.10	8,721,663.2	8,930,000.10	8,852,313.67	(130,650.47	)	—	—	—	—	0.258		MJSD	—	222,817.87	2/15/2013	1/31/2017
BRSHE90B4	ARAMARK CORPORATION SENIOR SECURED TERM		3,631,750.00	3,661,406.25	3,650,000.00	3,633,266.07	28,140.18		—	—	—	—	0.076		FMAN	—	120,622.22	2/22/2013	9/9/2019
BRSHE9156	TRANSDIGM INC SENIOR SECURE TERM NOTES		4,725,697.54	4,792,557.5	4,804,207.71	4,731,420.13	61,137.37		—	—	—	—	0.233		FMAN	—	89,878.36	3/28/2013	2/28/2020
BRSHE9NJ2	CENTAUR ACQUISITION LLC SENIOR SECURED		2,544,364.25	2,573,132.19	2,557,150.00	2,545,405.94	27,726.25		—	—	—	—	0.084		MJSD	—	65,128.49	2/15/2013	2/20/2019
BRSHFZFW3	ADVANTAGE SALES & MARKETING IN SENIOR		4,116,954.55	4,187,629.29	4,166,152.77	4,121,762.41	65,866.88		—	—	—	—	0.251		MJSD	—	86,993.38	4/22/2013	12/12/2017
BRSHG9BV6	FIRTH RIXSON LTD SENIOR SECURED TERM	F	496,250.00	497,026.63	496,250.00	496,250	776.63		—	—	—	—	—		MJSD	—	12,177.43	2/12/2013	6/30/2017
BRSHG9DW2	SAXON ENERGY SERVICES INC SENIOR SECURED	A	1,425,636.00	1,438,473.89	1,432,800.00	1,426,347.51	12,126.38		—	—	—	—	0.083		MJSD	—	47,408.02	2/13/2013	2/15/2019
BRSHH3U39	IASIS HELTHCARE CORP SENIOR SECURED TERM		7,166,906.13	7,299,960.69	7,276,095.10	7,179,191.75	120,768.94		—	—	—	—	0.287		FMAN	—	202,795.95	2/28/2013	5/3/2018
BRSHHLHN0	LEAP WIRELESS INTL INC SENIOR SECURED		5,989,613.44	6,042,418.59	6,034,875.00	5,992,604.76	49,813.83		—	—	—	—	0.108		MJSD	—	135,200.70	3/1/2013	3/8/2020
BRSHHYQ77	UNIVISION COMMUN INC. SENIOR SECURED		1,953,213.38	1,985,025	1,990,000.00	1,955,095.5	29,929.50		—	—	—	—	0.272		FMAN	—	69,699.68	5/29/2013	3/1/2020
BRSHJ8GU2	SUNGARD DATA SYST INC. SENIOR SECURED		6,902,924.44	6,954,826.13	6,920,225.00	6,904,203.98	50,622.15		—	—	—	—	0.035		JAJO	—	128,910.92	3/7/2013	3/8/2020
BRSHJV7B3	CEDAR FAIR L.P. SENIOR SECURED TERM		1,439,143.12	1,447,258.59	1,442,750.00	1,439,431.11	7,827.48		—	—	—	—	0.035		MJSD	—	27,711.55	3/1/2013	3/6/2020
BRSHKR2U3	NIELSEN FINANCE LLC/NIELSON FI SENIOR		1,950,000.00	1,955,567.25	1,950,000.00	1,950,000	5,567.25		—	—	—	—	—		FMAN	—	24,495.78	2/25/2013	5/1/2016
BRSHKZ9A2	VEYANCE TECHNOLOGIES INC SENIOR SECURED		4,900,375.00	4,968,781.25	4,975,000.00	4,909,387.85	59,393.40		—	—	—	—	0.331		MJSD	—	131,873.44	3/6/2013	9/15/2017
BRSHLHVQ1	STAR WEST GENERATION LLC SENIOR SECURED		4,841,222.25	4,895,959.69	4,865,550.00	4,843,034.26	52,925.43		—	—	—	—	0.071		MJSD	—	164,698.09	3/8/2013	3/13/2020
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM	F	712,273.91	717,646.39	715,853.18	712,534.91	5,111.48		—	—	—	—	0.076		JAJO	—	18,082.43	3/12/2013	10/4/2019
BRSHM2RV7	NOVELIS INC/GA SENIOR SECURED TERM NOTES		5,353,862.64	5,458,789.7	5,449,008.74	5,361,054.13	97,735.57		—	—	—	—	0.466		FMAN	—	115,375.30	6/19/2013	3/10/2017
BRSHMA6X8	SALEM COMMUNS CORP SENIOR SECURED TERM		828,039.00	835,320.75	832,200.00	828,315.42	7,005.33		—	—	—	—	0.072		JAJO	—	17,714.18	3/13/2013	3/13/2020
BRSHN4W46	RUBY WESTERN PIPELINE HOLDINGS SENIOR		1,992,500.00	1,993,330	2,000,000.00	1,992,515.76	814.24		—	—	—	—	0.057		MJSD	—	9,745.80	9/26/2013	3/27/2020
BRSHQJZB1	TWIN RIVER MANAGEMENT GROUP IN SENIOR		593,948.65	607,747.47	599,948.14	594,362.22	13,385.25		—	—	—	—	0.18		MJSD	—	8,089.31	3/22/2013	11/10/2018
BRSHRTUA5	ISS GLOBAL A/S SENIOR SECURED TERM LOAN	F	1,771,111.12	1,782,208.31	1,775,550.00	1,771,306.31	10,902.00		—	—	—	—	0.052		MJSD	—	14,091.67	3/26/2013	4/30/2018

BRSHSQTZ7	FENDER MUSICAL INSTRUMENTS COR SENIOR		1,405,490.62	1,427,382.21	1,419,687.50	1,406,538.56	20,843.65		—	—	—	—	0.167		MJSD	—		31,295.81	4/3/2013	4/3/2019
BRSHSVGM9	EDWARDS (CAYMAN ISLANDS II) LT SENIOR	F	2,281,865.14	2,308,371.65	2,304,914.28	2,283,325.6	25,046.05		—	—	—	—	0.143		MJSD	—		42,283.87	3/22/2013	3/26/2020
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		885,550.00	886,382.42	885,550.00	885,550	832.42		—	—	—	—	—		MJSD	—		17,942.18	3/27/2013	3/27/2020
BRSHTMBM3	WEIGHT WATCHERS INTL INC SENIOR SECURED		4,679,858.12	4,663,229.19	4,751,125.00	4,684,324.6	(21,095.41	)	—	—	—	—	0.215		JAJO	—		85,098.81	4/1/2013	4/2/2020
BRSHU3AD4	DONCASTERS FINANCE US LLC SENIOR SECURED		714,161.25	725,883.59	721,375.00	714,578.57	11,305.02		—	—	—	—	0.143		MJSD	—		16,145.50	4/5/2013	4/9/2020
BRSHU5PD3	AMERICAN BUILDERS & CONTRACTOR SENIOR		2,581,250.00	2,570,136.25	2,585,000.00	2,581,302.52	(11,166.27	)	—	—	—	—	0.022		MJSD	—		25,270.01	8/28/2013	4/16/2020
BRSHUA3L8	UAL_12-2A SENIOR SECURED TERM LOAN		4,696,400.00	4,728,100.7	4,696,400.00	4,696,400	31,700.70		—	—	—	—	—		MJSD	—		48,133.51	3/22/2013	4/1/2019
BRSHUKHH0	BERLIN PACKAGING LLC SENIOR SEC TERM		547,250.00	552,062.5	550,000.00	547,460.57	4,601.93		—	—	—	—	0.083		JAJO	—		12,046.53	3/28/2013	4/2/2019
BRSHVP672	OSI RESTAURANT PARTNERS INC SENIOR		1,987,983.26	1,994,935.08	2,001,500.00	1,988,349.2	6,585.88		—	—	—	—	0.107		MJSD	—		23,166.34	7/31/2013	10/28/2019
BRSHW49Y6	MONITRON INTL SENIOR SECURED TERM NOTES		1,634,857.35	1,641,382.57	1,640,357.35	1,634,998.03	6,384.54		—	—	—	—	0.072		MJSD	—		23,140.10	8/19/2013	3/23/2018
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES		2,921,566.99	2,938,424.56	2,927,446.64	2,922,014.66	16,409.90		—	—	—	—	0.03		MJSD	—		39,541.24	4/3/2013	10/3/2019
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN		995,130.94	1,001,864.06	997,500.00	995,221.49	6,642.57		—	—	—	—	0.034		MJSD	(9,762.49	)	15,858.32	6/5/2013	4/25/2020
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F	2,990,820.00	2,985,390	3,000,000.00	2,991,629.29	(6,239.29	)	—	—	—	1.5	1.558		APR	20,375		—	4/10/2013	4/18/2018
BRSHYLWT1	HDTFS INC SENIOR SECURED TERM NOTES		7,856,756.72	7,900,953.08	7,945,647.35	7,859,468.82	41,484.26		485.82	—	—	—	0.204		MJSD	—		21,241.63	8/1/2013	3/11/2018
BRSJ078E5	CSC HLDGS LLC SENIOR SECURED TERM LOAN		13,857,349.50	13,794,552.19	13,925,100.00	13,861,610.35	(67,058.16	)	—	—	—	—	0.069		MJSD	—		170,211.20	5/1/2013	4/17/2020
BRSJ0MJU4	PINACLE FOOD FIN SENIOR SECURED TERM		10,212,941.19	10,164,308.13	10,238,537.53	10,214,292.07	(49,983.94	)	—	—	—	—	0.036		MJSD	—		71,343.32	4/16/2013	4/29/2020
BRSJ0UC66	RANPAK CORP SENIOR SECURED TERM NOTES		1,392,817.13	1,403,315.75	1,399,816.21	1,393,288.63	10,027.12		—	—	—	—	0.083		MJSD	—		20,880.00	4/10/2013	4/23/2019
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED		3,218,275.00	3,215,459.01	3,218,275.00	3,218,275	(2,815.99	)	—	—	—	—	—		MJSD	—		41,251.92	4/12/2013	4/20/2020
BRSJ1CU99	UPC FINANCING PARTNERSHIP SENIOR SECURED		3,995,145.87	3,978,750	4,000,000.00	3,995,147.58	(16,397.58	)	—	—	—	—	0.031		MJSD	—		3,237.47	9/30/2013	6/30/2021
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED		3,821,173.12	3,817,878.68	3,830,750.00	3,821,713.93	(3,835.25	)	—	—	—	—	0.035		MJSD	—		53,437.73	4/23/2013	4/30/2020
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR		2,755,852.31	2,811,526.09	2,783,689.20	2,757,392.09	54,134.00		—	—	—	—	0.143		MJSD	—		70,319.69	4/15/2013	4/23/2020
BRSJ28TP3	TOWER AUTOMOTIVE HOLDINGS USA SENIOR		942,886.87	950,586.33	947,625.00	943,168.86	7,417.47		—	—	—	—	0.071		MJSD	—		22,818.41	4/16/2013	4/23/2020
BRSJ2L1E9	CROWN CASTLE OPERATING CO SENIOR SECURED		5,973,372.99	5,972,467.93	6,033,710.09	5,973,922.68	(1,454.75	)	—	—	—	—	0.184		MJSD	—		9,283.32	9/13/2013	1/31/2019
BRSJ315T5	CHARTER COM OPER SENIOR SECURED TERM		4,840,705.41	4,810,714.87	4,852,837.50	4,841,201.35	(30,486.48	)	—	—	—	—	0.033		JAJO	—		45,406.67	4/29/2013	12/31/2020
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR		3,154,169.81	3,100,414.54	3,162,075.00	3,154,517.88	(54,103.34	)	—	—	—	—	0.036		JAJO	—		56,029.86	5/2/2013	5/3/2020
BRSJ4FFC9	HCE-THE HEALTHCARE COMPANY SENIOR		1,951,457.50	1,995,000	2,000,000.00	1,952,302.53	42,697.47		—	—	—	—	0.52		JAJO	—		—	9/1/2013	5/1/2018
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR		497,500.00	500,312.5	500,000.00	497,686.14	2,626.36		—	—	—	—	0.108		JAJO	—		8,180.56	5/6/2013	12/31/2017
BRSJ6GHT6	GIM CHANNELVIEW COGENERATION L SENIOR		1,563,207.19	1,574,008.24	1,571,062.50	1,563,489.18	10,519.06		—	—	—	—	0.072		MJSD	—		16,548.44	5/2/2013	5/8/2020
BRSJ76A64	HCE-THE HEALTHCARE COMPANY SENIOR		1,714,215.82	1,750,463.75	1,750,000.00	1,715,856.85	34,606.90		—	—	—	—	0.556		MJSD	—		18,447.39	7/31/2013	3/31/2017
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR		5,024,681.69	4,984,625.95	5,057,325.00	5,025,396.44	(40,770.49	)	—	—	—	—	0.075		MJSD	—		13,659.80	6/6/2013	1/31/2022
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		3,025,618.85	3,016,163.79	3,025,618.85	3,025,618.85	(9,455.06	)	—	—	—	—	—		FMAN	—		14,694.45	9/6/2013	7/1/2020
BRSJ8J5P9	US AIRWAYS INC SENIOR SECURED TERM LOAN		3,414,475.00	3,411,556.88	3,425,000.00	3,413,694.57	(2,137.69	)	1,435.05	—	—	—	(0.085	)	MJSD	—		43,427.97	5/30/2013	5/23/2019
BRSJ8JHT8	PACT GROUP (USA) INC SENIOR SECURED TERM		2,116,514.19	2,103,041.72	2,129,662.50	2,116,811.49	(13,769.77	)	—	—	—	—	0.09		MJSD	—		14,766.41	9/5/2013	5/29/2020
BRSJ8WDB2	MURRAY ENERGY CORP SENIOR SECURED TERM		664,091.92	674,007.6	671,598.11	664,481.15	9,526.45		—	—	—	—	0.083		MJSD	—		16,100.08	5/17/2013	5/24/2019

BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR		2,455,262.00	2,362,282.83	2,467,600.00	2,455,888.27	(93,605.44	)	—	—	—	—	0.071		MJSD	—	29,844.66		5/20/2013	5/22/2020
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR		3,410,245.64	3,389,822.7	3,422,766.83	3,410,408.22	(20,585.52	)	—	—	—	—	0.054		MJSD	—	22,053.95		9/17/2013	5/14/2020
BRSJA8RE1	PACIFIC DRILLING SA SENIOR SECURED TERM	F	1,320,041.62	1,335,298.39	1,326,675.00	1,320,421.66	14,876.73		—	—	—	—	0.1		MJSD	—	12,635.00		5/20/2013	6/3/2018
BRSJART64	KEY SAFETY SYSTEMS INC SENIOR SECURED		733,909.39	744,973.35	737,597.38	734,123.64	10,849.71		—	—	—	—	0.101		MJSD	—	34,760.57		5/7/2013	5/10/2018
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN		1,036,738.56	1,034,813.42	1,032,876.77	1,032,611.84	2,201.58		4,324.02	—	—	—	(1.362	)	MJSD	—	693.00		5/30/2013	3/23/2018
BRSJBG6J4	AVIS BUDGET CAR RENTAL LLC SENIOR		2,374,813.86	2,391,302.67	2,394,787.09	2,375,980.26	15,322.41		—	—	—	—	0.143		MJSD	—	24,823.35		5/30/2013	3/15/2019
BRSJD01Z6	EQUIPOWER RESOURCES HOLDINGS L SENIOR		1,537,284.67	1,547,302.06	1,541,137.51	1,537,331.32	9,970.74		—	—	—	—	0.039		MJSD	—	4,924.70		5/21/2013	12/31/2019
BRSJD2Z02	MEDIACOM BROADBAND LLC TL E SENIOR		3,725,662.50	3,694,609.1	3,725,662.50	3,725,662.5	(31,053.40	)	—	—	—	—	—		FMAN	—	31,695.63		5/23/2013	1/29/2021
BRSJDG9F7	HOYTS GROUP HOLDINGS LLC SENIOR SECURED	F	863,485.87	866,197.83	867,825.00	863,683.48	2,514.35		—	—	—	—	0.071		MJSD	—	11,116.67		5/22/2013	5/22/2020
BRSJDYBA6	AEROFLEX INCORPORATED SENIOR SECURED		3,938,220.53	3,988,169.03	3,954,790.60	3,939,081.35	49,087.68		—	—	—	—	0.064		MJSD	—	44,217.53		5/29/2013	11/9/2019
BRSJEZ4C6	BRICKMAN GROUP HOLDINGS INC SECURED TERM		400,000.00	401,000	400,000.00	400,000	1,000.00		—	—	—	—	—		MJSD	—	3,422.22		5/23/2013	9/28/2018
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED		1,681,560.56	1,681,560.56	1,685,775.00	1,681,698.93	(138.37	)	—	—	—	—	0.036		FMAN	—	15,397.77		6/6/2013	6/7/2020
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES		1,050,326.38	1,042,448.93	1,050,326.38	1,050,326.38	(7,877.45	)	—	—	—	—	—		FMAN	—	12,368.64		5/24/2013	6/3/2020
BRSJGG5C5	NRG ENERGY INC SENIOR SECURED TERM LOAN		5,843,605.51	5,897,646.21	5,932,043.63	5,848,008.44	49,637.77		—	—	—	—	0.254		FMAN	—	50,418.27		7/1/2013	7/1/2018
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED		2,745,000.00	2,712,403.13	2,745,000.00	2,745,000	(32,596.87	)	—	—	—	—	—		MJSD	—	1,772.81		8/1/2013	5/31/2020
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM	F	1,990,000.00	2,009,380	2,000,000.00	1,990,266.12	19,113.88		—	—	—	—	0.071		MJSD	—	—		7/25/2013	7/17/2020
BRSJL0RC0	AUXILIUM PHARMACEUTICALS INC SENIOR		9,562,012.86	9,844,341.14	9,728,731.99	9,565,402.91	278,938.23		—	—	—	—	0.166		MJSD	—	105,838.03		9/24/2013	4/15/2018
BRSJLDWX0	TRAVELPORT SENIOR SECURED TERM NOTES		1,965,075.00	2,024,934.98	1,995,000.00	1,965,996.02	58,938.96		—	—	—	—	0.252		MJSD	—	(954.87	)	6/21/2013	6/26/2019
BRSJLE1E4	HGIM CORP SENIOR SECURED TERM NOTES		1,354,375.00	1,378,437.5	1,375,000.00	1,355,200.45	23,237.05		—	—	—	—	0.213		MJSD	—	27,267.54		6/14/2013	6/18/2020
BRSJLFNA5	KINETIC CONCEPTS INC / KCI USA SENIOR		248,750.00	250,198.97	248,750.00	248,750	1,448.97		—	—	—	—	—		MJSD	—	5,137.96		6/10/2013	11/4/2016
BRSJNK6J2	FOUR SEASONS HOLDINGS INC SENIOR SECURED	I	1,182,037.50	1,196,850	1,185,000.00	1,182,126.25	14,723.75		—	—	—	—	0.036		MJSD	—	10,072.50		6/24/2013	6/24/2020
BRSJQMFE6	AMR CORPORATION SENIOR SECURED TERM LOAN		15,873,118.01	15,890,175	15,960,000.00	15,873,282.52	16,892.48		—	—	—	—	0.094		MJSD	—	1,269.49		9/30/2013	6/27/2019
BRSJR0BB3	VALEANT PHARMACEUTICALS INTERN SENIOR		732,172.50	769,463.86	758,888.06	732,610.64	36,853.22		—	—	—	—	0.214		MJSD	—	1,651.21		6/27/2013	8/5/2020
BRSJRVF13	OAK LEAF RE LTD CORP BND 144A		1,500,000.00	1,636,240.55	1,500,000.00	1,500,000	136,240.55		—	—	—	—	—		N/A	—	—		6/14/2013	6/4/2016
BRSJXUUF0	OXBOW CARBON LLC SENIOR SECURED TERM		736,921.87	747,105.47	740,625.00	737,017.07	10,088.40		—	—	—	—	0.083		MJSD	—	4,869.79		8/6/2013	7/19/2019
BRSJYB2V7	PINNACLE ENTERTAINMENT INC. SENIOR		1,985,025.00	1,996,586.03	1,995,000.00	1,985,134.87	11,451.16		—	—	—	—	0.071		FMAN	—	5,625.00		9/3/2013	8/13/2020
BRSK0X8H8	USIC HOLDINGS INC SENIOR SECURED TERM		784,084.87	780,215.67	788,025.00	784,138.15	(3,922.48	)	—	—	—	—	0.072		JAJO	—	8.60		8/28/2013	7/10/2020
BRSK280V8	US SILICA CO SENIOR SECURED TERM LOAN		2,064,678.46	2,064,038.22	2,071,807.50	2,064,815.93	(777.71	)	—	—	—	—	0.049		MJSD	—	11,005.56		8/14/2013	7/22/2020
BRSK5A7F8	BOYD GAMING CORP SENIOR SECURED TERM		1,497,475.00	1,505,752.5	1,505,000.00	1,497,589.9	8,162.60		—	—	—	—	0.071		FMAN	—	3,511.67		8/23/2013	8/14/2020
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A	2,986,250.00	2,981,250	3,000,000.00	2,986,382.19	(5,132.19	)	—	—	—	—	0.065		MJSD	—	1,955.14		9/16/2013	8/17/2020
BRSK78QV5	LEVEL 3 FINANCING INC SENIOR SECURED		585,000.00	585,184.28	585,000.00	585,000	184.28		—	—	—	—	—		MJSD	—	—		8/22/2013	1/15/2020
BRSK7APE9	US RENAL CARE INC SECURED TERM NOTES		1,720,223.61	1,761,750	1,740,000.00	1,720,365.43	41,384.57		—	—	—	—	0.195		MJSD	—	—		9/30/2013	7/3/2019
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR		2,050,000.00	2,043,593.75	2,050,000.00	2,050,000	(6,406.25	)	—	—	—	—	—		FMAN	—	6,975.69		8/26/2013	8/17/2020
BRSK7W1V9	OCI BEAUMONT LLC SENIOR SECURED TERM		306,102.43	311,540.8	310,763.89	306,184.91	5,355.89		—	—	—	—	0.249		MJSD	—	—		8/23/2013	8/20/2019

BRSK9A376	BMC SOFTWARE INC BMC SOFTWARE INC	E	4,554,100.00	4,595,737.5	4,590,000.00	4,554,198.33	41,539.17		—	—	—		—	0.111	MJSD	—	—		9/25/2013	9/10/2020
BRSK9FGP1	NIPPON CONLUX CO. LTD. SENIOR SECURED	F	1,915,375.00	1,929,812.5	1,925,000.00	1,915,476.94	14,335.56		—	—	—		—	0.071	MJSD	—	—		9/4/2013	8/21/2020
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		1,885,750.00	1,892,162.5	1,900,000.00	1,885,861.09	6,301.41		—	—	—		—	0.106	MJSD	—	—		9/11/2013	9/10/2020
BRSKDJZL6	ALLISON TRANSMISSION INC SENIOR SECURED		3,975,704.23	4,025,297	4,012,603.67	3,975,721.3	49,575.70		—	—	—		—	0.107	MJSD	—	—		9/30/2013	8/23/2019
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES		1,194,000.00	1,189,500	1,200,000.00	1,194,009.4	(4,509.40	)	—	—	—		—	0.071	MJSD	—	—		9/27/2013	9/18/2020
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F	2,841,307.50	2,852,593.59	2,850,000.00	2,842,791.93	9,801.66		—	—	—		1.125	1.225	MAR	16,565.63	—		3/20/2013	3/29/2016
G089B6CD0	BARCLAYS BANK PLC - GTD SENIOR CORP BND	D	2,679,360.59	2,777,205.67	1,700,000.00	2,683,785.78	93,419.89		—	—	58,160.97		1.5	1.612	APR	21,639.03	45,323.66		3/28/2012	4/4/2017
G2551TAP3	COVENTRY BLDG SOC LOCAL BND EMTN	D	1,220,911.03	1,235,153.55	750,000.00	1,216,518.03	18,635.52		2,394.17	—	2,484.07		2.113	2.333	FMAN	3,669.67	18,523.76		5/10/2012	2/10/2015
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D	911,019.43	984,531.83	550,000.00	912,279.75	72,252.08		—	—	(22,794.63	)	5.375	5.107	NOV	43,242.52	—		11/6/2009	11/11/2016
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	D	1,317,245.00	1,376,480.11	850,000.00	1,317,245	59,235.11		—	—	59,245		0.913	0.906	FMAN	1,639.7	3,006.85		5/9/2013	5/16/2016
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F	3,693,081.00	3,599,653.23	3,700,000.00	3,693,585.84	(93,932.61	)	—	—	—		1.5	1.539	MN	20,966.67	—		5/8/2013	5/15/2018
G87623JG3	TESCO PLC SENIOR CORP BND	F	1,020,620.00	1,011,830.4	1,000,000.00	1,014,668.84	(2,838.44	)	5,951.16	—	—		2	0.746	JD	6,444.44	3,166.67		4/3/2013	12/5/2014
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D	1,390,156.29	1,429,088.11	800,000.00	1,369,096.86	59,991.25		11,535.32	—	2,795.63		4.75	3.298	APR	30,361.79	61,411.80		5/10/2012	4/12/2018
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR		369,564.71	372,352.23	371,421.82	369,700.13	2,652.10		—	—	—		—	0.076	MJSD	—	5,352.57		3/12/2013	10/4/2019
L2465BAG1	DELTA 2 (LUX) SARL SENIOR SECURED TERM	F	3,036,262.76	3,070,836.48	3,051,520.36	3,036,519.86	34,316.62		—	—	—		—	0.087	MJSD	—	(8,951.27	)	6/18/2013	4/30/2019
L7256GAD9	OXEA FINANCE & CY SCA SENIOR SECURED	F	2,349,112.50	2,340,281.25	2,355,000.00	2,349,250.01	(8,968.76	)	—	—	—		—	0.038	FMAN	—	—		6/6/2013	1/15/2020
P8588FAD4	SEVEN SEAS CRUISES S DE RL SENIOR		2,656,375.00	2,682,938.75	2,656,375.00	2,656,375	26,563.75		—	—	—		—	—	JAJO	—	80,263.11		1/25/2013	12/21/2018
U2339CAR9	DAIMLERCHRYSLER NA HLDG CORP BND		5,230,800.00	5,158,190.06	5,000,000.00	5,199,535.01	(41,344.95	)	31,264.99	—	—		2.625	1.246	MS	5,833.34	56,328.13		4/8/2013	9/15/2016
U64107AF9	NESTLE HLDGS INC. CORP BND EMTN		1,013,000.00	1,003,030.09	1,000,000.00	1,011,574	(8,543.91	)	1,426	—	—		1.375	1.053	JUN	3,819.44	2,635.42		4/9/2013	6/21/2017
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN		4,590,450.00	4,580,189.91	4,500,000.00	4,578,410.38	1,779.53		12,039.62	—	—		1.875	1.281	OCT	81,562.5	(41,015.63	)	4/3/2013	10/13/2016
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	D	1,434,666.69	1,482,087.19	915,000.00	1,435,101.27	46,985.92		—	—	44,919.74		0.963	1.01	FMAN	1,908.69	6,718.89		2/7/2013	2/15/2016
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D	1,566,300.00	1,616,733.2	1,000,000.00	1,566,300	50,433.20		—	—	53,100		0.743	0.74	FMAN	1,609.22	5,649.30		2/11/2013	2/15/2016
466247E74	JPMMT CMO_06-A1 2A2		78,657.40	66,945.06	78,595.97	78,626.77	(11,681.71	)	6.25	—	—		2.818	2.79	MON	184.54	1,796.98		2/6/2008	2/25/2036
05948XYC9	BOAMS WHOLE CMO 03-J-2A1		37,209.54	37,952.15	37,749.21	37,252.24	699.91		—	—	—		3.178	3.445	MON	99.98	1,021.11		11/30/2007	11/25/2033
07384M3D2	BSARM_04-10 CMO 04-9 22A1		849,298.31	879,925.85	865,747.50	850,610.5	29,315.35		171.15	—	—		3.169	3.527	MON	2,286.48	24,534.25		8/13/2007	11/25/2034
07387AAW5	BSARM CMO_05-3 2A1		1,041,017.45	913,064.23	1,060,571.73	1,042,620.28	(129,556.05	)	155.96	—	—		2.739	3.039	MON	2,420.67	25,568.38		8/10/2007	6/25/2035
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		301,460.90	270,304.73	307,319.17	301,270.77	(30,966.04	)	8,558.89	—	—		5.5	5.904	MON	1,408.55	14,009.13		1/2/2008	00/00/0000
161630BD9	CHASE CMO_07-A1 11M1		2,634,443.55	2,230,851.62	2,609,470.07	2,631,872.05	(401,020.43	)	68,009.91	—	—		2.665	2.483	MON	5,794.44	56,428.83		1/18/2008	00/00/0000
362341RT8	GSR_05-6F WHOLE CMO 05-AR6 1A1		134,359.10	135,757.4	135,694.84	134,571.14	1,186.26		—	—	—		2.681	2.934	MON	303.21	3,020.88		11/21/2007	9/25/2035
61746REV9	MSAC ABS 04-H1		941,018.20	888,268.57	939,550.16	940,481.19	(52,212.62	)	7.88	—	—		0.919	0.907	MON	143.88	6,681.47		1/25/2013	1/25/2034
62888UAA8	NGN_10-R2 CMBS_10-R2 1A		3,041,477.38	3,046,343.75	3,041,477.38	3,041,477.38	4,866.37		—	—	—		0.544	0.545	MON	1,165.27	15,109.18		6/10/2011	11/6/2017
62889EAA3	NGN_11-R3 NGN_11-R3 1A		7,578,814.95	7,578,519.84	7,569,058.52	7,577,484.44	1,035.40		1,960.31	—	—		0.582	0.541	MON	2,692.92	37,421.59		6/15/2012	3/11/2020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2,438,062.94	2,443,207.25	2,438,062.94	2,438,062.94	5,144.31		6.94	—	—		0.562	0.562	MON	836.89	12,845.08		6/10/2011	4/6/2020
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		752,116.99	776,269.95	744,439.93	751,165.46	25,104.49		728.04	—	—		6.5	6.249	MON	4,032.38	38,368.78		10/3/2007	00/00/0000

76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		869,112.81	833,393.63	900,635.04	873,543.66	(40,150.03	)	7,839.24	—	—	2.927	3.558	MON	2,196.78	23,258.46	8/16/2007	9/25/2035
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2,714,076.40	2,579,402.01	2,741,924.07	2,715,869.35	(136,467.34	)	—	—	—	2.373	2.561	MON	5,422.71	55,344.14	1/10/2008	10/25/2035
93934FEN8	WMALT_05-5 CMO 05-9-2A2		3,335,313.57	3,061,011.58	3,640,178.55	3,364,350.67	(303,339.09	)	49,238.67	—	—	5.5	7.691	MON	16,684.15	162,733.93	12/17/2007	11/25/2035
949781AA6	WFMBS CMO 05-AR1 1A1		1,906,812.61	1,947,501.14	1,953,416.09	1,912,117.48	35,383.66		493.82	—	—	2.611	3.033	MON	4,249.99	42,017.81	12/5/2006	2/25/2035
949781AC2	WFMBS CMO 05-AR1 2A1		468,351.47	475,631.94	480,052.75	469,262.37	6,369.57		—	—	—	2.61	3.113	MON	1,044.11	10,570.13	5/27/2008	2/25/2035
949797AA2	WFMBS WHOLE CMO 07-15 A1		183,752.93	174,837.04	182,597.43	183,633.84	(8,796.80	)	279.01	—	—	6	5.779	MON	912.99	9,459.61	1/17/2008	11/25/2037
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1		150,042.68	152,832.07	151,367.14	150,190.51	2,641.56		—	—	—	2.624	2.765	MON	331.04	3,377.70	1/14/2008	12/25/2034
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		1,416,686.92	1,465,183.49	1,457,625.70	1,422,574.98	42,608.51		577.13	—	—	2.719	3.303	MON	3,302.4	32,955.33	7/19/2006	4/25/2035
94982BAG5	WFMBS CMO 05-AR8 3A2		496,643.26	507,007.04	505,248.27	498,200.56	8,806.48		119.76	—	—	2.649	2.968	MON	1,115.18	11,876.00	12/15/2005	6/25/2035
B7A0BY1D7	SWAN_06-1E ABS 06-1E	F	2,235,428.60	2,259,216.58	2,268,980.00	2,249,660.96	9,555.62		—	—	—	0.425	1.809	FMAN	1,338.38	7,902.66	11/30/2012	5/12/2037
G4122UAV3	GMFM_11-1X ABS 11-1X	F	4,395,661.69	4,364,030.55	4,304,728.61	4,361,552.39	2,478.16		41,442.21	—	—	1.814	0.104	FMAN	9,110.74	66,541.43	11/30/2012	11/20/2056
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B		4,846,901.88	4,838,565.35	4,846,901.88	4,846,901.88	(8,336.53	)	—	—	—	0.482	0.483	MON	974.03	23,294.24	10/16/2012	1/15/2021
00432CAY7	AGSL_03-1 ABS_03-1 A2		436,008.61	439,374.04	439,580.20	439,006.48	367.56		621.47	—	—	0.511	1.06	MJSD	37.41	5,110.84	3/31/2011	12/27/2016
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1		360,500.00	336,000	400,000.00	368,561.45	(32,561.45	)	2,327.08	—	—	1.632	2.433	MON	447.12	3,000.14	3/29/2010	12/26/2035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1		311,937.50	294,000	350,000.00	318,484.71	(24,484.71	)	—	—	—	1.621	2.404	MON	170.98	3,072.09	3/29/2010	12/26/2035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1		435,625.00	418,750	500,000.00	447,967.1	(29,217.10	)	1,925.71	—	—	0.182	0.995	MON	48.03	4,398.71	3/29/2010	12/27/2032
02005ACC0	AMOT 2013-2 ABS 12-1		2,499,806.75	2,521,699.9	2,500,000.00	2,499,855.87	21,844.03		—	—	—	1.44	1.446	MON	1,600	27,000.00	2/15/2012	2/15/2017
02005MAE2	ALLYA _10-3 ABS _10-3 A4		584,999.10	587,414.31	585,208.08	585,184.32	2,229.99		—	—	—	1.55	1.566	MON	403.14	9,032.75	8/12/2010	8/17/2015
02005TAD9	ALLYA _11-1 ABS_11-1 A4		5,876,009.56	5,932,015.35	5,876,540.80	5,876,239.86	55,775.49		—	—	—	2.23	2.242	MON	5,824.3	100,350.00	2/4/2011	3/15/2016
02005YAE6	ALLYA_12-1 ABS_12-1 A3		952,139.62	949,213.69	946,997.72	949,905.14	(691.45	)	2,956.64	—	—	0.93	0.467	MON	391.43	5,489.37	2/22/2013	2/15/2016
02587UAB6	AMXCA_12-5 ABS 12-5		1,149,890.64	1,146,980.41	1,150,000.00	1,149,923.85	(2,943.44	)	—	—	—	0.59	0.594	MON	301.56	5,088.78	11/1/2012	5/15/2018
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2		644,871.19	642,386.28	645,000.00	644,893.96	(2,507.68	)	—	—	—	0.65	0.659	MON	267.85	1,711.96	4/3/2013	12/8/2017
03064TAB9	AMCAR_11-5 ABS_11-5-A2		120,216.12	120,238.12	120,221.41	120,219.11	19.01		0.02	—	—	1.19	1.195	MON	91.4	7,332.59	10/26/2011	8/8/2015
05522RAB4	BACCT ABS_06 A7 A7		4,980,664.06	4,977,899.95	5,000,000.00	4,995,020.8	(17,120.85	)	—	—	—	0.222	0.348	MON	463.13	9,031.28	6/17/2011	12/15/2016
10620NAH1	BRHEA_05-3A ABS 05-3 A14		596,598.93	604,608.61	605,525.98	599,804.27	4,804.34		1,759.35	—	—	0.361	0.721	MJSD	36.39	3,412.97	5/26/2011	9/25/2023
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		6,454,998.71	6,447,963.98	6,455,000.00	6,454,987.41	(7,023.43	)	11.3	—	—	0.69	0.691	MON	1,979.54	25,239.08	2/13/2013	6/15/2018
12613SAC6	CNH_13-C ABS_13-C A3		3,154,634.97	3,165,253.66	3,155,000.00	3,154,641.18	10,612.48		—	—	—	1.02	1.026	MON	1,430.27	1,430.27	8/20/2013	8/15/2018
12624FAC1	CNH_12-C ABS_12-C A3		8,539,300.58	8,529,666.44	8,540,000.00	8,539,543.33	(9,876.89	)	—	—	—	0.57	0.574	MON	2,163.47	36,508.59	9/19/2012	12/15/2017
12625HAC6	CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3		854,875.77	852,016.06	855,000.00	854,886.93	(2,870.87	)	—	—	—	0.69	0.695	MON	262.2	1,753.48	5/21/2013	8/15/2018
126802BS5	CABMT_12-2A ABS_11-2A A2		18,603,606.06	18,560,096.99	18,445,000.00	18,575,120.13	(15,023.14	)	28,485.93	—	—	0.782	0.524	MON	6,012.3	88,355.04	3/7/2013	6/17/2019
14041NBN0	CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4		15,030,315.45	15,013,049.7	15,000,000.00	15,012,941.36	108.34		15,604.53	—	—	0.402	0.265	MON	2,514.38	47,568.77	11/30/2012	3/15/2017
14041NCK5	CAPITAL ONE MULTI-ASSET EXECUT ABS_05-A9		5,826,577.15	5,849,701.19	5,875,000.00	5,852,018.28	(2,317.09	)	—	—	—	0.272	0.463	MON	666.57	12,841.50	6/17/2011	8/15/2018
14041NDB4	CAPITAL ONE MULTI-ASSET EXECUT ABS		5,248,035.16	5,260,238.66	5,300,000.00	5,270,865.42	(10,626.76	)	—	—	—	0.272	0.463	MON	601.33	11,581.54	6/17/2011	6/17/2019
14313MAB0	CARMX_13-2 ABS_13-2 A2		2,759,920.52	2,760,386.4	2,760,000.00	2,759,941.28	445.12		—	—	—	0.42	0.422	MON	515.2	3,831.80	5/8/2013	6/15/2016

161571FH2	CHASE ISSUANCE TRUST ABS_12-A2 A2		7,000,000.00	6,979,668.99	7,000,000.00	7,000,000	(20,331.01	)	—	—	—	0.452	0.453	MON	1,319.21	24,852.95	5/29/2012	5/15/2019
161571FL3	CHAIT_12-A5 ABS_12-A5 A5		4,999,816.00	4,995,409.4	5,000,000.00	4,999,822.99	(4,413.59	)	—	—	—	0.59	0.591	MON	1,311.11	22,124.97	9/6/2012	8/15/2017
161571FX7	CHAIT_13-A5 ABS_13-A5 A		2,249,976.15	2,245,635	2,250,000.00	2,249,980.35	(4,345.35	)	—	—	—	0.47	0.471	MON	470	3,290.00	5/16/2013	5/15/2017
165182BA3	CF_09-2A ABS 12-1A 144A		2,762,332.21	2,769,569.54	2,762,332.21	2,762,332.21	7,237.33		—	—	—	0.932	0.934	MON	1,573.13	22,959.83	5/10/2012	00/00/0000
17305ECH6	CCCIT_13-A1 ABS_04-A8 A8		2,116,867.19	1,999,091.02	1,900,000.00	1,987,770.93	11,320.09		54,745.55	—	—	4.9	0.99	JD	28,705.83	46,550.00	12/14/2011	12/12/2016
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8		2,588,682.81	2,593,899.74	2,620,000.00	2,600,870.14	(6,970.40	)	—	—	—	0.308	0.52	JAJO	1,748.98	6,899.27	7/6/2011	12/17/2018
17305EFC4	CCCIT ABS 13-A3 A3		12,642,449.50	12,687,990.59	12,645,000.00	12,642,537.53	45,453.06		—	—	—	1.11	1.117	JJ	20,664.03	—	8/1/2013	7/23/2018
17308BAM0	CITIBANK OMNI MASTER TRUST COM ABS		5,790,595.70	5,691,740.61	5,575,000.00	5,699,810.96	(8,070.35	)	90,784.74	—	—	2.932	0.393	MON	6,811.49	98,993.46	2/6/2013	8/15/2018
17308BAN8	COMNI_09-A13 ABS_09-A17 A17 144A		1,265,548.83	1,224,849.64	1,170,000.00	1,223,405.25	1,444.39		27,706.06	—	—	4.9	0.805	MN	21,658	17,599.17	8/13/2013	11/15/2018
254683AC9	DCENT_07-A1 ABS 07-A1 A1		5,448,691.41	5,200,280.24	4,500,000.00	5,177,099.93	23,180.31		123,294.21	—	—	5.65	1.719	MON	11,300	190,687.50	1/26/2012	3/16/2020
254683AT2	DCENT ABS 12-A1		652,082.03	651,749.57	650,000.00	651,970.23	(220.66	)	111.8	—	—	0.81	0.588	MON	234	17,950.50	8/28/2013	8/15/2017
254683AV7	DCENT_12-A3 ABS 12-A3		434,956.76	436,521.93	435,000.00	434,975.83	1,546.10		—	—	—	0.86	0.865	MON	166.27	2,805.75	6/5/2012	11/15/2017
254683AW5	DCENT_12-A4 ABS 12-A4		4,000,000.00	3,995,647.28	4,000,000.00	4,000,000	(4,352.72	)	—	—	—	0.552	0.553	MON	920.5	17,235.05	6/5/2012	11/15/2019
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2		11,553,284.09	11,505,860.06	11,555,000.00	11,553,595.64	(47,735.58	)	—	—	—	0.69	0.695	MON	3,543.53	46,951.85	2/6/2013	8/15/2018
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A		556,823.50	563,941.37	556,823.50	556,823.5	7,117.87		—	—	—	1.116	1.117	JAJO	1,173.68	5,466.08	2/23/2010	7/25/2023
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1		499,999.50	499,525	500,000.00	499,998.2	(473.20	)	1.3	—	—	0.679	0.679	JJ	952.49	—	6/12/2013	1/15/2019
34529MAD4	FORDO_10-B ABS_10-B A4		2,063,521.87	2,055,644.45	2,046,415.12	2,055,820.8	(176.35	)	15,379.87	—	—	1.58	0.656	MON	1,437.04	23,144.25	2/27/2013	9/15/2015
34529WAC4	FORDO_12-B ABS_12-B A3		2,502,148.44	2,503,800	2,500,000.00	2,500,892.25	2,907.75		693.36	—	—	0.72	0.681	MON	800	13,500.00	6/22/2012	12/15/2016
34530BAB9	FORDO_2013-A ABS_2013-A A2		4,007,738.11	4,005,575.91	4,008,060.75	4,007,893.63	(2,317.72	)	—	—	—	0.38	0.388	MON	676.92	10,100.76	2/20/2013	11/15/2015
34530CAC5	FORD CREDIT AUTO LEASE TRUST F ABS_13-A		1,154,886.58	1,154,572.62	1,155,000.00	1,154,917.36	(344.74	)	—	—	—	0.6	0.606	MON	308	3,368.75	3/12/2013	3/15/2016
34530EAC1	FORDO_13-B ABS_13-B A3		2,524,869.20	2,520,355.97	2,525,000.00	2,524,886.55	(4,530.58	)	—	—	—	0.57	0.573	MON	639.67	4,557.64	5/14/2013	10/15/2017
36156HAV0	GCOE_06-1 ABS 06-1		1,576,014.83	1,708,858.39	1,756,005.38	1,644,512.14	64,346.25		—	—	—	0.392	3.583	FMAN	688.53	5,757.84	2/22/2012	5/25/2025
36830HAC6	GE EQUIPMENT SMALL TICKET LLC ABS 11-1		354,314.52	354,690.02	354,367.53	354,356.73	333.29		—	—	—	1.45	1.46	MON	142.73	10,754.05	2/1/2011	1/21/2018
36830NAC3	GEEMT_13-1 ABS 13-1 A3		2,894,934.58	2,894,934.58	2,895,000.00	2,894,934.75	(0.17	)	—	—	—	0.95	0.953	MON	458.38	—	9/17/2013	3/22/2017
380881BX9	GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A	A	1,100,000.00	1,095,782.6	1,100,000.00	1,100,000	(4,217.40	)	—	—	—	0.432	0.432	MON	198.14	2,753.72	2/21/2013	2/15/2018
404225BD5	HSART_13-T3 ABS_13-T3 A3 144A		849,997.28	841,657.25	850,000.00	849,993.78	(8,336.53	)	3.5	—	—	1.793	1.799	MON	677.43	4,911.37	5/17/2013	5/15/2046
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1		1,759,995.08	1,759,700.84	1,760,000.00	1,759,993.59	(292.75	)	1.49	—	—	0.65	0.651	MON	508.45	4,480.65	4/16/2013	7/16/2018
429827AB4	HEF_04-1 ABS 04-1 A2 144A		164,000.00	180,000	200,000.00	176,120.69	3,879.31		21,821.84	—	—	1.647	4.372	MON	274.5	1,643.01	9/10/2009	1/1/2044
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		164,000.00	180,000	200,000.00	171,919.71	8,080.29		—	—	—	1.668	3.173	MON	129.73	1,978.52	9/10/2009	1/1/2044
429827AF5	HEF_04-1 ABS 04-1 A6 144A		164,000.00	180,000	200,000.00	175,558.29	4,441.71		—	—	—	1.632	3.743	MON	253.87	1,635.41	9/10/2009	1/1/2044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		164,224.00	180,000	200,000.00	171,300.04	8,699.96		—	—	—	1.669	3.05	MON	182.9	1,687.30	9/10/2009	1/1/2044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		164,196.00	180,000	200,000.00	171,434.56	8,565.44		—	—	—	1.666	3.906	MON	164.32	1,663.47	9/10/2009	1/1/2044
429827AN8	HEF_04-1 ABS 04-1 A13 144A		164,000.00	180,000	200,000.00	171,729.69	8,270.31		—	—	—	1.663	3.647	MON	273.37	1,656.97	9/10/2009	1/1/2044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A		246,000.00	270,000	300,000.00	251,415.64	18,584.36		—	—	—	1.662	2.466	FMAN	150.26	2,976.99	9/10/2009	1/1/2044

43812XAC9	HAROT_13-3 ABS 13-3 A3	3,464,437.28	3,466,455.03	3,465,000.00	3,464,479.41	1,975.62		—	—	—	0.77	0.778	MON	1,185.8	3,779.75	7/17/2013	5/15/2017
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2	1,599,694.08	1,608,164.31	1,600,000.00	1,599,832.48	8,331.83		—	—	—	0.91	0.918	MON	647.1	10,919.97	4/18/2012	5/15/2018
43813TAD5	HAROT_11-1 ABS_11-1 A4	2,199,414.14	2,212,122	2,200,000.00	2,199,931.75	12,190.25		—	—	—	1.8	1.816	MON	1,760	29,700.00	2/17/2011	4/17/2017
43813UAC4	HAROT_12-3 ABS 12-1	2,749,835.00	2,754,647.5	2,750,000.00	2,749,923.78	4,723.72		—	—	—	0.77	0.773	MON	941.11	15,881.22	2/14/2012	1/15/2016
43814EAC9	HAROT 2013-2 ABS 13-2 A3	4,504,576.53	4,491,527.12	4,505,000.00	4,504,648.22	(13,121.10	)	—	—	—	0.53	0.534	MON	994.86	9,417.96	4/17/2013	2/16/2017
44890FAC1	HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A	3,499,626.55	3,508,819.97	3,500,000.00	3,499,839.23	8,980.74		—	—	—	0.92	0.927	MON	1,431.11	24,149.97	6/13/2012	8/17/2015
44890GAD7	HART_12-A ABS 12-A	4,259,591.04	4,280,959.07	4,260,000.00	4,259,756.99	21,202.08		—	—	—	0.95	0.954	MON	1,798.67	30,352.50	2/28/2012	12/15/2016
44890HAC7	HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B	4,999,148.00	5,004,100	5,000,000.00	4,999,596.94	4,503.06		—	—	—	0.62	0.628	MON	1,377.78	28,330.52	7/10/2012	9/15/2016
44890LAB0	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B	509,997.65	510,127.51	510,000.00	509,996.76	130.75		0.89	—	—	0.53	0.53	MON	120.13	585.65	6/19/2013	3/15/2016
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B	1,249,756.38	1,248,650.08	1,250,000.00	1,249,782.63	(1,132.55	)	—	—	—	0.71	0.719	MON	394.45	1,922.93	6/19/2013	9/15/2017
44890QAC7	HART_13-C ABS 13-C A3	1,499,732.85	1,505,739.11	1,500,000.00	1,499,736.64	6,002.47		—	—	—	1.01	1.02	MON	547.08	—	9/11/2013	2/15/2018
44923YAC1	HART_10-B ABS 10-B A3	282,325.02	282,564.58	282,375.38	282,372.8	191.78		—	—	—	0.97	0.979	MON	121.73	7,960.63	8/19/2010	4/15/2015
44923YAD9	HART_10-B ABS_10-B A4	7,549,294.08	7,630,558.57	7,550,000.00	7,549,846.59	80,711.98		—	—	—	1.63	1.638	MON	5,469.56	92,298.78	8/19/2010	3/15/2017
477879AC4	JDOT_13-B ABS_13-B A3	4,724,355.98	4,735,253.39	4,725,000.00	4,724,377.13	10,876.26		—	—	—	0.87	0.878	MON	3,083.07	—	8/27/2013	8/15/2017
62888XAC8	NCUA_10-C1 CMBS_10-C1 A-PT	4,352,524.78	4,498,883.43	4,361,170.74	4,356,561.7	142,321.73		—	—	—	2.65	2.733	MON	1,284.12	88,829.08	9/7/2011	10/29/2020
63861GAG5	NMART_13-T2 ABS_13-T2 A2 144A	1,039,995.84	1,035,890.96	1,040,000.00	1,039,996.66	(4,105.70	)	—	—	—	1.679	1.685	MON	533.55	5,044.46	6/4/2013	6/20/2046
65477LAB6	NAROT_13-B ABS 13-B A2	309,998.54	310,151.91	310,000.00	309,998.47	153.44		0.07	—	—	0.52	0.52	MON	71.64	201.50	7/24/2013	4/15/2016
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS	3,744,185.47	3,751,935.59	3,745,000.00	3,744,224.65	7,710.94		—	—	—	0.84	0.848	MON	1,398.14	3,932.25	7/24/2013	11/15/2017
71722TAF1	PHEAA_04-1 ABS_04-1-A2	452,730.00	460,000	500,000.00	469,893.2	(9,893.20	)	—	—	—	0.01	1.058	MON	1.64	4,929.46	3/9/2010	4/25/2044
71722TAG9	PHEAA_04-1 ABS_04-1-A3	1,177,098.00	1,183,000	1,300,000.00	1,217,539.81	(34,539.81	)	—	—	—	—	0.951	MON	33.91	13,925.10	3/9/2010	4/25/2044
74112WAC3	PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1	726,782.22	727,924.5	726,856.00	726,802.2	1,122.30		—	—	—	1.09	1.099	MON	352.12	3,496.33	4/3/2013	2/15/2018
78442GHX7	SLMA ABS 03-10A A1B 144A	249,968.75	250,000	250,000.00	249,996.07	3.93		—	—	—	0.85	0.854	MON	118.05	2,787.16	11/7/2011	12/15/2016
78442GHY5	SLMA ABS 03-10A-A1C	400,000.00	400,000	400,000.00	400,000	—		—	—	—	1.672	1.678	MON	334.4	10,028.86	2/4/2010	00/00/0000
78442GHZ2	SLMA ABS 03-10A A1D 144A	499,015.62	500,000	500,000.00	499,870.02	129.98		—	—	—	1.67	1.727	MON	348.33	13,217.66	11/7/2011	12/15/2016
78442GJA5	SLM STUDENT LOAN TR 2003-10A 03-10A A1E	399,968.75	400,000	400,000.00	399,993.32	6.68		—	—	—	1.669	1.674	MON	88.88	9,580.00	11/7/2011	12/15/2016
78442GJB3	SLMA ABS 03-10A A1F 144A	425,000.00	425,000	425,000.00	425,000	—		—	—	—	0.85	0.851	MON	260.9	5,417.59	11/7/2011	12/15/2016
78442GJC1	SLMA ABS_03-10A AIG 144A	300,000.00	300,000	300,000.00	300,000	—		—	—	—	1.672	1.676	MON	264.91	5,336.86	11/7/2011	12/15/2016
78442GJD9	SLM STUDENT LOAN TR 2003-10A ABS_03-10A	50,000.00	50,000	50,000.00	50,000	—		—	—	—	1.67	1.672	MON	10.63	1,566.35	11/7/2011	12/15/2016
78442GMK9	SLMA ABS_04-7 A5	2,045,000.93	2,039,584.93	2,057,215.64	2,049,948.86	(10,363.93	)	—	—	—	0.436	0.629	JAJO	1,693.84	8,446.28	5/13/2011	1/27/2020
78442GQP4	SLMA ABS_05-8 A3	3,741,725.00	3,797,317.35	3,810,000.00	3,780,821.91	16,495.44		—	—	—	0.376	0.827	JAJO	2,705.23	11,768.96	6/13/2011	10/25/2024
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06	197,826.67	197,089.11	198,139.15	197,901.66	(812.55	)	10.32	—	—	0.346	0.428	JAJO	129.46	660.67	11/30/2012	7/25/2019
784442AC9	SLMA ABS 08_2 A3	1,484,824.22	1,504,199.99	1,500,000.00	1,487,914.05	16,285.94		—	—	—	1.016	1.163	JAJO	2,878.38	11,913.44	3/27/2012	4/25/2023
78444YAB1	SLMA ABS 08-5 A2	802,925.12	792,021.13	790,661.22	792,065	(43.87	)	6,715.32	—	—	1.366	0.465	JAJO	2,039.93	15,882.34	11/30/2012	10/25/2016
78444YAC9	SLMA ABS 08-5 A3	13,936,144.69	13,861,635.05	13,691,000.00	13,783,042.52	78,592.53		48,331.88	—	—	1.566	1.003	JAJO	40,495.39	165,840.84	11/29/2011	1/25/2018

78444YAD7	SLMA ABS 08-5 A4		2,457,718.75	2,466,072.66	2,350,000.00	2,424,429.65	41,643.01		8,635.71	—	—		1.966	1.416	JAJO	8,726.41	35,594.20	1/11/2011	7/25/2023
78445XAA4	SLMA_10-1 ABS 10-1A		3,685,226.62	3,664,934.52	3,676,854.18	3,684,751.35	(19,816.83	)	1,670.22	—	—		0.579	0.531	MON	354.73	16,141.18	2/15/2013	3/25/2025
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		8,522,793.77	8,559,493.7	8,539,347.33	8,526,228.06	33,265.64		—	—	—		0.779	0.814	MON	1,108.49	54,806.68	5/18/2011	11/25/2027
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A		581,057.64	582,754.33	581,057.64	581,057.64	1,696.69		—	—	—		1.282	1.283	MON	310.45	6,828.18	4/4/2012	1/18/2022
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		999,897.30	1,045,000	1,000,000.00	999,911.18	45,088.82		—	—	—		3.48	3.507	MON	1,546.67	26,100.00	4/4/2012	10/15/2030
78447AAA2	SLMA_12-3 ABS_12-3 A		1,647,459.28	1,655,217.06	1,647,459.28	1,647,459.28	7,757.78		—	—	—		0.829	0.83	MON	227.58	11,196.44	4/24/2012	12/26/2025
78447CAA8	SLM_12-D ABS 12-D 144A		650,174.67	651,403.52	650,174.67	650,174.67	1,228.85		—	—	—		1.232	1.235	MON	333.84	7,104.21	7/23/2012	6/15/2023
78447FAA1	SLMA_12-E ABS 12-E 144A		2,170,928.70	2,167,911.11	2,170,928.70	2,170,928.7	(3,017.59	)	—	—	—		0.932	0.933	MON	843.31	17,480.92	10/11/2012	10/16/2023
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		816,500.00	790,512.02	800,000.00	814,824.62	(24,312.60	)	1,675.38	—	—		2.09	1.664	MON	743.11	8,034.87	3/19/2013	6/15/2045
78447KAB8	SLMA_12-7 ABS 12-7		4,497,041.25	4,485,166.07	4,500,000.00	4,497,895.12	(12,729.05	)	—	—	—		0.459	0.48	MON	344.14	16,303.61	11/2/2012	9/25/2019
78447RAB3	SLMA_13-A ABS 13-A 144A		459,870.23	446,200	460,000.00	459,882.9	(13,682.90	)	—	—	—		1.77	1.781	MON	361.87	4,251.93	2/27/2013	5/17/2027
78447RAC1	SLMA_13-A ABS 13-A 144A		2,425,000.00	2,396,918.57	2,425,000.00	2,425,000	(28,081.43	)	—	—	—		1.232	1.235	MON	1,245.14	16,195.72	2/27/2013	5/17/2027
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B		2,485,371.06	2,474,485.03	2,485,371.06	2,485,371.06	(10,886.03	)	—	—	—		0.832	0.834	MON	861.91	8,399.80	4/25/2013	7/15/2022
78447VAB4	SLMA_13-B ABS_13-B-A2A		804,859.37	778,185.45	805,000.00	804,868.12	(26,682.67	)	—	—	—		1.85	1.86	MON	661.89	5,501.97	4/25/2013	6/17/2030
78447VAC2	SLMA_13-B ABS_13-B-A2B		615,000.00	608,241.16	615,000.00	615,000	(6,758.84	)	—	—	—		1.282	1.286	MON	328.59	3,023.80	4/25/2013	5/15/2030
78448BAA9	SLMA_13-5 ABS 13-5 A1		640,000.00	640,031.98	640,000.00	640,000	31.98		—	—	—		0.487	0.487	MON	103.33	—	9/11/2013	5/25/2018
80283DAC5	SDART_13-2 ABS_13-2 A3		1,204,793.10	1,202,829.16	1,205,000.00	1,204,846.62	(2,017.46	)	—	—	—		0.7	0.709	MON	374.89	4,264.38	3/6/2013	9/15/2017
80283GAB0	SDART_13-3 ABS_13-3-A2		4,439,733.60	4,436,226.04	4,440,000.00	4,439,818.3	(3,592.26	)	—	—	—		0.55	0.556	MON	1,085.33	8,140.00	5/8/2013	9/15/2016
80283GAC8	SDART_13-3 ABS 13-3		594,988.34	593,296.01	595,000.00	594,989.44	(1,693.43	)	—	—	—		0.7	0.702	MON	185.11	1,388.32	5/8/2013	10/16/2017
80283HAB8	SDART_13-4 ABS 13-4 A2		1,089,909.09	1,092,092.81	1,090,000.00	1,089,923.78	2,169.03		—	—	—		0.89	0.898	MON	431.16	1,562.94	7/11/2013	9/15/2016
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2,010,987.01	2,040,253.4	2,051,474.91	2,015,456.25	24,797.15		—	—	—		1.164	1.356	JAJO	4,244.46	20,254.92	3/22/2011	10/28/2043
89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A		3,884,970.09	3,878,790.37	3,885,000.00	3,884,969.66	(6,179.29	)	0.43	—	—		0.55	0.551	MON	949.67	8,784.44	4/9/2013	1/17/2017
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A		764,782.82	760,083.75	765,000.00	764,812.29	(4,728.54	)	—	—	—		0.69	0.7	MON	234.6	2,170.07	4/9/2013	11/15/2018
89236VAC4	TAOT_13-B ABS 13-B A3		764,963.51	767,514.59	765,000.00	764,963.93	2,550.66		—	—	—		0.89	0.893	MON	245.86	—	9/11/2013	7/15/2017
92867DAD2	VALET_11-1 ABS_11-1 A4		2,062,187.50	2,026,900.02	2,000,000.00	2,019,546.03	7,353.99		15,530.57	—	—		1.98	0.913	MON	1,210	29,700.00	9/15/2011	9/20/2017
92867KAC8	VWALT_12-A ABS_12-A A3		2,899,427.83	2,908,033	2,900,000.00	2,899,779.88	8,253.12		—	—	—		0.87	0.881	MON	770.92	18,922.50	6/13/2012	7/20/2015
92867MAB6	VALET_13-1 ABS_13-1 A2		6,799,555.28	6,792,587.93	6,800,000.00	6,799,742.89	(7,154.96	)	—	—	—		0.37	0.375	MON	768.78	14,187.46	2/21/2013	1/20/2016
92867MAC4	VALET_13-1 ABS 13-1		5,689,676.24	5,665,024.21	5,690,000.00	5,689,735.77	(24,711.56	)	—	—	—		0.56	0.562	MON	973.62	17,967.78	2/21/2013	8/21/2017
981464DG2	WFNMT_12-C ABS 12-C		3,188,784.29	3,168,116.6	3,190,000.00	3,189,003.2	(20,886.60	)	—	—	—		2.23	2.247	MON	3,161.65	53,352.72	7/13/2012	8/15/2022
981464DX5	WFNMT_13-B ABS 13-B		1,624,986.35	1,613,003.42	1,625,000.00	1,624,983.51	(11,980.09	)	2.84	—	—		0.91	0.911	MON	657.22	4,682.71	5/14/2013	3/16/2020
98158KAD1	WORLD OMNI AUTO RECEIVABLES TR ABS 11-A		4,599,795.30	4,647,425.91	4,600,000.00	4,599,841.67	47,584.24		—	—	—		1.91	1.918	MON	3,904.89	65,895.03	3/2/2011	4/15/2016
98158PAC2	WOART_11-B ABS_11-B A3		256,470.52	257,066.02	256,471.00	256,468.42	597.60		6.88	—	—		0.96	0.961	MON	109.43	21,114.31	11/2/2011	8/15/2016
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1	D	833,161.50	909,320.45	510,000.00	833,161.5	76,158.95		—	—	(7,267.5	)	5.063	5.059	AO	19,700.04	20,686.73	10/27/2009	1/21/2055
Z918CTYG7	BUMP_12-5 ABS_12-5 A2	D	762,059.38	774,735.28	475,855.87	762,059.38	12,675.90		0.01	—	8,541.62		1.891	1.898	MON	444.4	14,884.55	4/2/2012	6/20/2022

BRSJE18C7	UNIVISION COMMUN INC.	6,257,278.13	6,203,859.23	6,268,500.00	6,257,690.06	(53,830.83	)	—	—	—	0.2236627	MJSD	—	66,435.44	5/16/2013	3/1/2020
BRSJZMYE5	KOMMUNEKREDIT	9,988,500.00	9,981,400.3	10,000,000.00	9,989,156.09	(7,755.79	)	—	—	0.875	0.9119963	JUL	14,826.39	—	7/23/2013	7/29/2016
BRSK7W701	OCI BEAUMONT LLC	575,472.57	585,696.7	584,236.11	575,627.62	10,069.08		—	—	—	0.2488251	MJSD	—	—	8/23/2013	8/20/2019
BRSKGJPN0	FREESCALE SEMICONDUCTOR INC	2,752,200.00	2,787,811.8	2,780,000.00	2,752,262.19	35,549.61		—	—	—	0.1356069	MJSD	—	—	9/25/2013	1/15/2021
TOTAL			5,438,265,424.87	5,336,057,248.89	5,415,864,325.23	22,401,099.64

Validus Holdings, Ltd. September 30, 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		912796BR9	6/28/2013	NESBITT THOMSON	12/26/2013	2,999,344.09	—		—	—	—	3,000,000.00	2,998,619.87	—	—	0.092	0.093	MAT	—		—
ELECTRICITE DE FRANCE SA SENIOR CORP BND		F2893TAA4	4/3/2013	TORONTO DOMINION SECURITIES IN	1/26/2014	2,030,130.42	1,071.1		45,969.58	—	—	2,000,000.00	2,076,100	19,861.12	—	5.5	0.744	JJ	33,458.33		—
CATER PILLAR FINANCIAL SERVICE CORP BND		14912L4T5	7/22/2013	J.P. MORGAN SECURITIES INC	4/1/2014	302,013.81	(87.81	)	737.19	—	—	300,000.00	302,751	2,475	—	1.65	0.305	AO	(1,567.5	)	—
EI DU PONT DE NEMOURS & CO CORP BND		263534CH0	7/22/2013	DAIN RAUSCHER INC.	3/25/2014	501,087.73	(12.75	)	422.27	—	—	500,000.00	501,510.00	55.88	—	0.671	0.245	MJSD	596.53		—
EATON CORPORATION CORP BND		278058DJ8	8/1/2013	MIZUHO INTERNATIONAL PLC	6/16/2014	500,858.96	(583.96	)	186.04	—	—	500,000.00	501,045.00	121.75	—	0.584	0.363	MJSD	343.52		—
GOOGLE CORP BND		38259PAA0	7/19/2013	J.P. MORGAN SECURITIES INC	5/19/2014	503,243.28	(173.28	)	956.72	—	—	500,000.00	504,200.00	2,291.67	—	1.25	0.223	MN	(1,128.47	)	—
SOUTHERN COMPANY (THE) CORP BND		842587CE5	6/20/2013	UBS WARBURG LLC	5/15/2014	255,524.84	(72.34	)	2,360.16	—	—	250,000.00	257,885.00	3,919.44	—	4.15	0.587	MN	(1,152.78	)	—
VERIZON COMMUNICATIONS LLC CORP BND FRN		92343VAZ7	8/1/2013	MIZUHO INTERNATIONAL PLC	3/28/2014	501,076.12	(81.13	)	337.88	—	—	500,000.00	501,414.00	35.75	—	0.858	0.45	MJSD	651.9		—
SPAREBNK 1 BOLIG LOCAL BND 144A		84650WAA4	11/14/2012	Various	10/25/2013	1,300,703.99	51.17		8,034.61	—	—	1,300,000.00	1,310,010.00	7,041.67	—	1.25	0.422	AO	8,125		—
CDN S/T INVT BLENDED ACCT		993252329	9/30/2013	Various		4,030,928.34	—		—	—	—	4,030,928.34	4,030,928.34	—	—		—		494.41		—
DREYFUS UNIVERSAL USD LIQ FD		DRFUNI$20	Multi			34,647,638.46	—		—	—	—	34,647,638.46	34,647,638.46	—	—				1,104.1		—
GOLDMAN SACHS		GLDSCS$03	Multi			56,805,534.5	—		—	—	—	56,805,534.50	56,805,534.5	—	—				4,063.84		—
BLACKROCK INTL $ RESERVE		S99993578	Multi			13,855.64	—		—	—	—	13,855.64	13,855.64	—	—				3,211.38		—
DREYFUS UNIVERSAL LIQUIDITY PL		B0A01CHL6	Multi			2,480,344.71	—		—	—	—	2,480,344.71	2,480,344.71	—					164.17		—
BONY CASH RESERVE		S875996$0	Multi			569,696,849.89	—		—	—	—	569,696,849.89	569,696,849.89	—	—				13,255.29
BONY CASH RESERVE		BRSB6URS3	Multi			223,814.81	—		—	—	—	223,814.81	223,814.81	—	—				—
WESTERN AST INS CSH RES		52470G205	Multi			1,278,582.67	—		—	—	—	1,278,582.67	1,278,582.67	—	—				3,312.19
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	Multi			4,428,588.61	—		—	—	—	4,428,588.61	4,428,588.61	—	—				11,928.01
ML INST LIQ FUND - AGENCY		BRS263RF1	Multi			761,939.22	—		0.01	—	11,646.26	477,698.83	761,939.22	—	—				3,541.49
JPMC CP FINANCIAL INST USA		46699KTX2	Multi			43,367,936.75	—		—	—	—	43,367,936.75	43,367,936.75	—	—				10,036.79
BONY CASH RESERVE		S99992562	Multi			35,000,620.53	—		—	—	—	35,000,620.53	35,000,620.53	—	—				730.42
						761,630,617.37	111		59,004.46	—	11,646.26	761,302,393.74	761,690,169	35,802.28

Validus Holdings, Ltd. September 30, 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			9/4/2009	2,353,597.52	2,449,806.55	2,353,597.52	96,209.03		—	—	—	—	—	—
AIG SELECT HEDGE LTD			9/4/2009	17.30	17.36	17.30	0.06		—	—	—	—	—	—
SVG DIAMOND HOLDINGS II LTD			11/30/2012	3,765,757.24	4,133,539.48	3,765,757.24	367,782.24		—	—	—	153,600.97	—	—
MARATHON ASSET MANAGEMENT LEGA			11/30/2012	—	1,281,928.49	—	1,281,928.49		—	—	—	—	—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	5,731,724.61	6,339,547.38	5,731,724.61	607,822.77		—	—	—	—	—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	15,496,731	16,154,905.02	15,496,731	658,174.02		—	—	—	—	—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	2,995,366.77	2,917,504	2,995,366.77	(77,862.77	)	—	—	—	—	—	—
BUFFETS INC			7/18/2012	920,570.56	0.70	920,570.56	(920,569.86	)	—	—	—	—	—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	161,522,354.08	195,406,460.60	161,522,354.08	33,884,106.52		—	—	—	—	—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	125,000,000.00	113,688,449.8	125,000,000.00	(11,311,550.2	)	—	—	—	—	—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000.00	39,050,117.8	125,000,000.00	(85,949,882.2	)	—	—	—	—	—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	157,500,000.00	169,045,427.5	157,500,000.00	11,545,427.5		—	—	—	—	—	—
GUARDIAN GROWTH EQUITY			9/4/2009	6,181,301.52	8,973,255.82	6,181,301.52	2,791,954.3		—	—	—	—	—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	30,704.93	17,203.14	13,501.79		—	—	—	—	—	—
Total				606,484,623.74	559,471,665.43	606,484,623.74	(47,012,958.31	)