8-K

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

___________

FORM 8-K

___________

CURRENT REPORT

Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

Date of Report (Date of earliest event reported): April 24, 2014

Commission file number 001-33606

___________

VALIDUS HOLDINGS, LTD.

(Exact name of registrant as specified in its charter)

BERMUDA	98-0501001
(State or other jurisdiction of	(I.R.S. Employer
incorporation or organization)	Identification No.)

29 Richmond Road, Pembroke, Bermuda HM 08

(Address of principal executive offices)

Registrant's telephone number, including area code: (441) 278-9000

Not Applicable

(Former name or former address, if changed since last report)

Check the appropriate box below if the Form 8-K filing is intended to simultaneously satisfy the filing obligation of the registrant under any of the following provisions:

oWritten communications pursuant to Rule 425 under the securities Act (17 CFR 230.425)

oSoliciting material pursuant to Rule 14a-12 under the Exchange Act (17 CFR 240.14a-12)

oPre-commencement communications pursuant to Rule 14d-2(b) under the Exchange Act (17 CFR 240.14d-2(b))

oPre-commencement communications pursuant to Rule 13e-4(c) under the Exchange Act (17 CFR 240.13e-4(c))

Item 2.02 Results of Operations and Financial Condition.

On April 24, 2014, Validus Holdings, Ltd. released information regarding its U.S. GAAP basis investment portfolio in a Schedule D - Part 1 format. A copy of this release is attached to this Current Report on Form 8-K as Exhibit 99.1 and is incorporated herein by reference.

The information in this Current Report on Form 8-K, including the information set forth in Exhibit 99.1, shall not be deemed “filed” for purposes of Section 18 of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), or incorporated by reference in any filing under the Securities Act of 1933, as amended, or the Exchange Act, except as shall be expressly set forth by specific reference in such a filing.

Item 9.01. Financial Statements and Exhibits.

(d) Exhibits. The following exhibits are filed herewith:

Exhibit No.		Description
	99.1	Release regarding U.S. GAAP investment portfolio in a Schedule D - Part 1 format dated April 24, 2014

SIGNATURES

     Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Date: April 24, 2014

VALIDUS HOLDINGS, LTD.       (Registrant)
By:		/s/ Jeffrey D. Sangster
Name:	Jeffrey D. Sangster
Title:	Executive Vice President & Chief Financial Officer

EX-99.1

Validus Holdings, Ltd. March 31, 2014 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
88579YAD3	3M CO CORP BND					5,032,167.00	5,160,866.36	5,075,000.00	5,053,240.01	107,626.35		2,120.47		—	—	1.375	1.551	MS	22,620.00	(9,425.00	)	9/26/2011	9/29/2016
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED L		D			1,815,821.60	1,848,997.47	1,110,000.00	1,815,996.42	33,001.05		174.82		—	31,979.19	0.82	0.871	JAJO	—	—		1/13/2014	1/20/2017
00287YAJ8	ABBVIE INC SENIOR CORP BND					3,992,851.97	4,012,464.6	4,000,000.00	3,993,938.13	18,526.47		404.64		—	—	1.75	1.906	MN	14,507.30	64,987.50		8/9/2013	11/6/2017
00084DAH3	ABN AMRO BANK NV SENIOR CORP BND 144A		F			5,000,000.00	5,028,899.75	5,000,000.00	5,000,000	28,899.75		—		—	—	1.035	1.038	JAJO	10,362.81	(6,473.25	)	10/23/2013	10/28/2016
BRSMDQNY1	ACCELLENT INC SECURED TERM LOAN					3,877,973.11	3,879,582.47	3,877,973.11	3,877,973.11	1,609.36		—		—	—	—	—	MJSD	—	—		2/21/2014	3/12/2021
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,811,279.15	1,829,962.05	1,860,106.95	1,823,310.52	6,651.53		3,706.31		—	—	0.416	1.167	FMAN	—	1,945.38		8/8/2012	11/22/2024
00448MAA9	ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND		F			176,911.50	179,870.42	177,000.00	176,988.85	2,881.57		4.65		—	—	3.2	3.211	MN	2,919.00	—		10/26/2009	11/3/2014
BRSKSL4H8	ACOSTA INC SENIOR SECURED TERM NOTES					5,953,656.83	6,005,176.02	5,971,585.85	5,954,141.11	51,034.91		484.28		—	—	—	0.073	MJSD	—	48,242.35		2/20/2014	3/3/2018
BRSHB29T4	ADS WASTE ESCROW SENIOR SECURED TERM LOA			2		8,882,537.68	8,879,428.79	8,882,537.68	8,882,537.68	(3,108.89	)	—		—	—	—	—	MJSD	—	—		2/5/2013	10/9/2019
00101JAE6	ADT CORP SENIOR CORP BND					3,001,658.45	2,964,420.09	3,000,000.00	3,001,345.44	(36,925.35	)	(3.17	)	—	—	2.25	1.94	JJ	9,110.28	40,600.00		4/30/2013	7/15/2017
BRSHFZFW3	ADVANTAGE SALES & MARKETING IN SENIOR SE					4,096,066.66	4,169,381.98	4,145,194.76	4,106,081.17	63,300.81		2,609.45		—	—	—	0.252	MJSD	—	6,808.45		4/22/2013	12/12/2017
BRSJDYBA6	AEROFLEX INCORPORATED SENIOR SECURED TER			1		3,938,220.53	3,987,753.78	3,954,790.60	3,940,356.43	47,397.35		630.66		—	—	—	0.064	MJSD	—	62,506.50		5/29/2013	11/9/2019
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN			1		990,155.94	995,393.14	992,500.00	990,415.38	4,977.76		95.75		—	—	—	0.034	MJSD	—	59,442.62		6/5/2013	4/25/2020
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1			2		360,500.00	343,590	400,000.00	370,075.07	(26,485.07	)	991.16		—	—	1.655	2.48	MON	—	1,338.06		3/29/2010	12/26/2035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1			2		311,937.50	308,707	350,000.00	319,723.4	(11,016.40	)	883.95		—	—	1.654	2.461	MON	—	2,551.70		3/29/2010	12/26/2035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1			2		435,625.00	425,058.5	500,000.00	448,765.39	(23,706.89	)	1,504.11		—	—	1.653	2.617	MON	1,888.13	10,620.75		3/29/2010	12/27/2032
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOT		F	1		708,703.61	716,716.6	712,264.94	709,236.6	7,480.00		143.13		—	—	—	0.076	JAJO	—	14,887.68		3/12/2013	10/4/2019
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECUR		E	1		367,712.25	371,869.81	369,560.06	367,988.79	3,881.02		74.26		—	—	—	0.076	MJSD	—	—		3/12/2013	10/4/2019
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND					1,544,936.30	1,524,942.45	1,490,000.00	1,528,106.47	(3,164.02	)	(3,981.18	)	—	—	2	0.893	FA	5,488.89	13,000.00		3/7/2013	8/2/2016
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A		F	2		1,016,455.33	1,019,088.62	1,053,321.57	1,023,894.67	(4,806.05	)	7,168.39		—	—	0.416	3.714	MON	2,131.98	6,552.14		11/6/2013	5/10/2032
010392ER5	ALABAMA POWER COMPANY CORP BND					562,380.00	539,433.47	500,000.00	538,932.8	500.67		(5,353.89	)	—	—	5.2	0.809	JJ	4,457.30	40,115.63		2/25/2013	1/15/2016
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND					8,314,843.50	8,278,074.73	8,325,000.00	8,319,764.35	(41,689.62	)	836.61		—	—	0.55	0.591	AO	69,688.33	125,000.00		11/8/2012	10/15/2015

BRSCE52V7	ALERE INC			4,412,709.48	4,463,377.47	4,441,149.52	4,424,357.7	39,019.77		1,304.65		—	—	—	0.115	MJSD	—	38,890.51		6/26/2012	6/30/2017
BRSEF3569	ALERE INC SENIOR SEC TERM NOTES			829,521.00	842,093.69	837,900.00	832,659.88	9,433.81		425.07		—	—	—	0.19	MJSD	—	19,357.09		3/27/2012	6/30/2017
BRSDPAC33	ALERE INC SENIOR SEC TERM NOTES			968,925.44	984,854.49	979,949.84	972,751.67	12,102.82		583.68		—	—	—	0.224	MJSD	—	26,076.59		6/26/2012	6/30/2017
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP B			1,696,481.00	1,644,722.63	1,700,000.00	1,697,202.38	(52,479.75	)	170.13		—	—	1.35	1.393	MS	2,075.71	—		3/7/2013	3/15/2018
BRSJLWST2	ALLFLEX HOLDINGS SENIOR SECURED TERM LOA	F	1	1,389,870.04	1,402,176.77	1,396,500.00	1,390,161.63	12,015.14		216.89		—	—	—	0.062	MJSD	—	—		12/1/2013	6/7/2021
BRSHFDW29	ALLIANCE LAUNDRY SYST LLC SENIOR SECURED		2	715,444.64	722,216.36	718,476.69	715,661.02	6,555.34		149.65		—	—	—	0.082	MJSD	—	47,192.79		11/20/2013	12/10/2018
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECURED			2,563,803.69	2,571,456.44	2,576,687.12	2,563,912.08	7,544.36		108.39			—				—	49,573.15		2/14/2014	2/12/2021
BRSKDJZL6	ALLISON TRANSMISSION INC SENIOR SECURED			3,978,366.45	4,006,456.67	4,000,036.61	3,980,201.71	26,254.96		954.65		—	—	—	0.091	MJSD	—	58,148.60		9/30/2013	8/23/2019
02005MAE2	ALLYA _10-3 ABS _10-3 A4		2	210,878.31	211,382.72	210,953.64	210,950.79	431.93		7.57		—	—	1.55	1.566	MON	—	1,696.26		8/12/2010	8/17/2015
02005TAD9	ALLYA _11-1 ABS_11-1 A4		2	3,310,624.39	3,331,451.43	3,310,923.70	3,310,790.12	20,661.31		111.56		—	—	2.23	2.242	MON	—	2,534.78		2/4/2011	3/15/2016
02005YAE6	ALLYA_12-1 ABS_12-1 A3		2	517,702.23	515,709.7	514,906.45	515,825.13	(115.43	)	(789.71	)	—	—	0.93	0.45	MON	—	1,048.14		2/22/2013	2/16/2016
02005EAC4	ALLYA_12-3 ABS 12-3		2	2,456,427.28	2,461,156.32	2,456,513.51	2,456,476.71	4,679.61		26.09		—	—	0.85	0.852	MON	3,281.49	22,798.76		5/22/2012	8/15/2016
02006EAD1	ALLYA_12-A-A4 ALLYA_12-4-A4		2	7,508,203.13	7,484,604.3	7,500,000.00	7,508,337.43	(23,733.13	)	134.3		—	—	0.8	0.645	MON	3,637.91	(3,637.91	)	3/26/2014	10/16/2017
02006MAC5	ALLYA_13-2 ABS 13-2 A3		2	984,961.19	985,184.12	985,000.00	984,967.45	216.67		4.97		—	—	0.79	0.793	MON	—	2,284.71		10/23/2013	1/15/2018
BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR SECUR		2	2,442,924.00	2,386,663.09	2,455,200.00	2,444,419.77	(57,756.68	)	459.88		—	—	—	0.071	MJSD	—	30,262.39		5/20/2013	5/22/2020
021441AD2	ALTERA CORPORATION SENIOR CORP BND			2,920,524.75	2,933,824.63	2,925,000.00	2,922,173.43	11,651.20		218.48		—	—	1.75	1.782	MN	27,068.40	64,109.38		11/8/2012	5/15/2017
02209SAK9	ALTRIA GROUP INC CORP BND			2,463,555.60	2,387,163.31	2,278,000.00	2,384,659.98	2,503.33		(18,167.36	)	—	—	4.125	0.853	MS	1,544.07	13,074.67		6/20/2013	9/11/2015
023135AK2	AMAZON.COM INC SENIOR CORP BND			3,041,704.00	3,055,534.93	3,050,000.00	3,045,393.42	10,141.51		687.5		—	—	0.65	0.742	MN	3,860.17	6,286.67		11/26/2012	11/27/2015
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TE		2	3,801,971.24	3,814,949.41	3,811,500.00	3,803,189.53	11,759.88		358.21		—	—	—	0.035	MJSD	—	41,477.03		4/23/2013	4/30/2020
03065EAD7	AMCAR_13-5 BAS_13-5 A3		2	439,939.85	439,428.65	440,000.00	439,950.05	(521.40	)	8.1		—	—	0.9	0.911	MON	—	1,914.75		11/5/2013	9/10/2018
02364WBF1	AMERICA MOVIL SA DE CV SENIOR CORP BND	F		5,000,000.00	5,050,317.1	5,000,000.00	5,000,000	50,317.10		—		—	—	1.234	1.256	MJSD	83,916.67	—		9/5/2013	9/12/2016
BRSHU5PD3	AMERICAN BUILDERS & CONTRACTOR SENIOR SE		1	2,568,325.00	2,570,017.34	2,572,075.00	2,568,658.73	1,358.61		139.07		—	—	—	0.022	MJSD	—	29,255.79		8/28/2013	4/16/2020
0258M0DG1	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			4,998,850.00	5,035,598.75	5,000,000.00	4,999,103.57	36,495.18		93.7		—	—	1.3	1.308	JJ	16,031.25	—		7/24/2013	7/29/2016
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			2,699,887.55	2,703,976.18	2,705,000.00	2,699,924.59	4,051.59		37.04		—	—	2.125	2.165	MS	2,877.49	7,814.89		3/13/2014	3/18/2019
02665WAB7	AMERICAN HONDA FINANCE CORPORA SENIOR CO			2,989,560.00	3,015,870.21	3,000,000.00	2,991,191.97	24,678.24		849		—	—	1.125	1.244	AO	—	22,000.00		10/3/2013	10/7/2016
02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CO			5,000,000.00	5,022,199.65	5,000,000.00	5,000,000	22,199.65		—		—	—	0.609	0.648	FMAN	20,555.56	—		5/22/2013	5/26/2016
02666QL43	AMERICAN HONDA FINANCE CORPORA UNSECURED			5,812,825.75	5,854,006.17	5,825,000.00	5,819,252.65	34,753.52		1,030.71		—	—	1	1.073	FA	19,111.11	—		9/4/2012	8/11/2015

03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2		2	644,871.19	644,187.99	645,000.00	644,920.71	(732.72	)	12.78		—	—	0.65	0.659	MON	—	990.00		4/3/2013	12/8/2017
BRSH4GA51	AMERIFORGE GROUP INC SENIOR SECURED TERM		2	959,556.98	971,611.73	964,378.88	960,235.96	11,375.77		185.4		—	—	—	0.074	JAJO	—	62,333.14		12/16/2013	12/19/2019
BRSEGDRJ4	AMN HEALTHCARE SENIOR SECURED TERM NOTE		1	2,044,108.44	2,081,532.14	2,064,756.00	2,050,793.78	30,738.36		854.67		—	—	—	0.167	MJSD	—	63,024.99		4/3/2012	4/5/2018
02005ACC0	AMOT 2013-2 ABS 12-1		2	2,499,806.75	2,518,725	2,500,000.00	2,499,871.92	18,853.08		8.31		—	—	1.44	1.446	MON	—	7,324.45		2/15/2012	2/15/2017
BRSJQMFE6	AMR CORPORATION SENIOR SECURED TERM LOAN			10,827,129.96	10,933,701.68	10,881,254.04	10,831,844.74	101,856.94		2,463.55		—	—	—	0.086	MJSD	—	7,769.52		9/30/2013	6/27/2019
02587UAB6	AMXCA_12-5 ABS 12-5		2	1,149,890.64	1,149,937.36	1,150,000.00	1,149,942.45	(5.09	)	9.33		—	—	0.59	0.594	MON	—	2,574.99		11/1/2012	5/15/2018
02582JGJ3	AMXCA_13-3 ABS_13-3 A		2	5,459,374.29	5,444,484.2	5,460,000.00	5,459,416.86	(14,932.66	)	23.84		—	—	0.98	0.984	MON	1,306.60	7,182.38		11/5/2013	5/15/2019
02582JGD6	AMXCA-12 ABS_		2	12,068,322.28	12,062,161.19	12,035,000.00	12,068,322.28	(6,161.09	)	—		—	—	0.68	0.477	MON	25,315.09	(25,315.09	)	3/28/2014	3/15/2018
034863AA8	ANGLO AMERICAN CAPITAL PLC CORP BND 144A	F		5,570,775.00	4,505,984.73	4,500,000.00	4,506,144.15	(159.42	)	(78,996.19	)	—	—	9.375	2.197	AO	42,673.37	—		10/19/2010	4/8/2014
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		4,989,050.00	5,086,278.9	5,000,000.00	4,993,249.64	93,029.26		530.03		—	—	2.625	2.672	AO	57,004.86	—		3/26/2012	4/3/2017
035229CY7	ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP			5,556,350.00	5,175,450	5,000,000.00	5,106,311.35	69,138.65		(33,075.14	)	—	—	5	2.267	JJ	92,062.50	—		9/23/2010	1/15/2015
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			19,613,089.04	19,640,215.29	19,652,000.00	19,614,365.98	25,849.31		1,276.94		—	—	2.15	2.192	FA	46,611.39	16,319.44		1/22/2014	2/1/2019
03524BAC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			2,898,724.00	2,900,371.94	2,900,000.00	2,898,798.14	1,573.80		74.14		—	—	1.125	1.14	JJ	4,496.84	4,639.41		1/22/2014	1/27/2017
03523TAT5	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND			6,070,199.00	5,833,800.15	5,650,000.00	5,826,747.45	7,052.70		(41,901.66	)	—	—	3.625	0.599	AO	3,688.13	5,029.33		6/26/2013	4/15/2015
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			9,298,144.00	9,341,329.66	9,325,000.00	9,307,105.15	34,224.51		552.34		—	—	1.375	1.435	JJ	57,407.72	90,625.00		12/28/2012	7/15/2017
00182EAR0	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F		9,996,500.00	10,026,467.9	10,000,000.00	9,997,670.67	28,797.23		288.31		—	—	1.125	1.137	MS	6,611.11	—		3/20/2013	3/24/2016
00182EAS8	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F		4,999,250.00	4,980,538.2	5,000,000.00	4,999,257.22	(18,719.02	)	7.22		—	—	1.4	1.405	AO	3,374.51	—		2/20/2014	4/27/2017
00182EAT6	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F		5,000,000.00	5,004,614.15	5,000,000.00	5,000,000	4,614.15		—		—	—	0.715	0.715	JAJO	44,491.67	—		2/20/2014	4/27/2017
BRSH62SH5	APEX TOOL GROUP LLC SENIOR SECURED TERM		2	1,723,837.50	1,720,805.63	1,732,500.00	1,725,174.74	(4,369.11	)	347.25		—	—	—	0.072	JAJO	—	5,200.77		1/25/2013	1/31/2020
037833AJ9	APPLE INC CORP BND			19,846,495.20	19,369,085.92	19,920,000.00	19,859,607.14	(490,521.22	)	3,586.51		—	—	1	1.076	MN	22,924.37	29,583.24		4/30/2013	5/3/2018
037833AG5	APPLE INC SENIOR CORP BND			15,260,000.00	15,266,561.65	15,260,000.00	15,260,000	6,561.65		—		—	—	0.488	0.523	FMAN	61,008.70	—		4/30/2013	5/3/2018
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		2	216,407.28	216,674.73	215,973.89	216,185.33	489.40		(22.48	)	—	—	—	0.593	JAJO	—	10,316.65		11/1/2011	7/26/2016
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			2,747,631.25	2,581,979.9	2,275,000.00	2,620,785.07	(38,805.17	)	(20,989.5	)	—	—	5.45	1.478	MS	13,125.01	78,750.00		9/25/2012	3/15/2018
03979GAL9	ARDEN REALTY LP SENIOR CORP BND		1	3,226,650.00	3,093,060	3,000,000.00	3,044,138.27	48,921.73		(16,108.12	)	—	—	5.25	3.007	MS	7,400.00	18,000.00		11/27/2012	3/1/2015
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN		2	1,769,501.25	1,798,546.09	1,787,375.00	1,773,515.02	25,031.07		1,645.16		—	—	—	0.181	FMAN	—	37,352.85		11/19/2012	7/2/2018
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B		2	3,641,379.54	3,637,264.82	3,641,379.54	3,641,379.54	(4,114.72	)	—		—	—	0.455	0.455	MON	—	5,480.24		10/16/2012	1/15/2021
30219GAD0	ARISTOTLE HOLDING INC SENIOR CORP BND			4,067,024.68	4,243,724.28	4,100,000.00	4,076,441.97	167,282.31		1,932.54		—	—	2.65	1.732	FA	126,393.75	—		1/14/2013	2/15/2017

045167CH4	ASIAN DEVELOPMENT BANK SENIOR CORP BND M	F		750,000.00	749,655.02	750,000.00	750,000	(344.98	)	—		—	—	0.155	0.195	MON	—	758.33	6/26/2013	5/29/2015
00206RAW2	AT&T INC CORP BND			6,694,297.50	6,908,432.13	6,625,000.00	6,655,800.84	252,631.29		(3,495.78	)	—	—	2.95	2.723	MN	16,058.81	11,250.00	2/22/2012	5/15/2016
00206RAV4	AT&T INC CORP BND			5,989,142.50	5,886,942	5,750,000.00	5,843,753.75	43,188.25		(16,633.36	)	—	—	2.5	1.3	FA	4,025.00	15,093.75	1/19/2012	8/15/2015
00206RBR2	AT&T INC CORP BND			3,499,335.00	3,507,771.09	3,500,000.00	3,499,628.95	8,142.14		48.53		—	—	0.9	0.906	FA	16,808.74	4,787.07	4/23/2013	2/12/2016
78387GAP8	AT&T INC CORP BND			1,061,005.47	1,021,020	1,000,000.00	1,007,623.5	13,396.50		(4,107.23	)	—	—	5.1	3.392	MS	1,660.31	5,230.72	11/12/2010	9/15/2014
00206RBB7	AT&T INC SENIOR CORP BND			11,577,962.75	11,613,511.19	11,575,000.00	11,577,157.45	36,353.74		(610.5	)	—	—	0.875	0.853	FA	22,819.17	11,368.13	1/8/2013	2/13/2015
00206RBS0	AT&T INC SENIOR CORP BND			3,000,000.00	3,006,029.88	3,000,000.00	3,000,000	6,029.88		—		—	—	0.619	0.677	FMAN	5,072.22	—	2/7/2013	2/12/2016
BRSJA7UJ8	ATLANTIC AVIATION FBO INC SENIOR SECURED		1	596,999.99	597,873.79	598,496.23	596,999.99	873.80		—		—	—	—	0.041	FMAN	—	10,543.43	1/22/2014	6/1/2020
C0456KAB7	ATLANTIC POWER LP SENIOR SECURED TERM NO	A	1	1,648,038.05	1,671,976.22	1,664,684.90	1,648,083.91	23,892.31		45.86		—	—	—	0.143	MJSD	—	23,623.09	2/20/2014	2/24/2021
05252EAB9	AUST & NZ BANK GROUP LOCAL BND 144A	F		6,387,072.00	6,442,880.39	6,400,000.00	6,393,578.43	49,301.96		1,037.88		—	—	1	1.067	AO	69,824.74	28,640.63	9/4/2012	10/6/2015
05253JAB7	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO	E		8,890,299.00	8,926,347.83	8,900,000.00	8,893,930.24	32,417.59		794.23		—	—	0.9	0.937	FA	39,868.75	—	2/6/2013	2/12/2016
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO	E		774,550.50	757,817.4	775,000.00	774,627.15	(16,809.75	)	21.78		—	—	1.45	1.462	MN	—	2,998.19	5/9/2013	5/15/2018
BRSJL0RC0	AUXILIUM PHARMACEUTICALS INC SENIOR SECU		1	8,937,884.09	9,143,525.91	9,008,399.91	8,948,331.24	195,194.67		4,774.94		—	—	—	0.163	MJSD	—	30,969.05	9/24/2013	4/15/2018
BRSJBG6J4	AVIS BUDGET CAR RENTAL LLC SENIOR SECURE		1	2,362,880.12	2,368,599.44	2,382,752.99	2,365,745.06	2,854.38		888.07		—	—	—	0.143	MJSD	—	21,105.96	5/30/2013	3/15/2019
06052YAC3	BAAT_12-1 ABS 12-1		2	4,096,563.07	4,103,181.99	4,096,709.32	4,096,638.78	6,543.21		55.04		—	—	0.78	0.782	MON	2,164.53	12,267.45	4/11/2012	6/15/2016
05522RAB4	BACCT ABS_06 A7 A7		2	4,980,664.06	4,999,399.95	5,000,000.00	4,998,177.43	1,222.52		1,561.34		—	—	0.195	0.32	MON	—	1,102.50	6/17/2011	12/15/2016
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECUR		2	1,168,222.12	1,165,301.56	1,168,222.12	1,168,222.12	(2,920.56	)	—		—	—	—	—	MJSD	—	153,893.49	2/6/2013	2/7/2020
62944BAN4	BANK NEDERLANDSE GEMEENTEN SENIOR CORP B	F		6,980,890.00	7,051,100.21	7,000,000.00	6,984,369.89	66,730.32		1,556.19		—	—	1.125	1.218	MS	—	0.06	9/4/2013	9/12/2016
62944BAH7	BANK NEDERLANDSE GEMEENTEN UNSEC CORP BN	F		15,055,200.00	15,158,850	15,000,000.00	15,018,278.44	140,571.56		(4,609.92	)	—	—	1.375	1.249	MS	6,997.64	15,510.24	3/22/2013	3/23/2015
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1		2	4,998,468.00	5,029,600.15	5,000,000.00	4,999,331.42	30,268.73		111.99		—	—	1.03	1.041	MON	—	22,780.03	4/11/2012	12/15/2016
06051GEG0	BANK OF AMERICA CORP CORP BND			5,312,100.00	5,241,078.55	5,000,000.00	5,199,354.05	41,724.50		(24,770.55	)	—	—	3.625	1.551	MS	8,141.39	—	2/8/2013	3/17/2016
06051GEQ8	BANK OF AMERICA CORP CORP BND			11,570,293.00	12,033,667.19	11,300,000.00	11,508,338.3	525,328.89		(16,908	)	—	—	3.875	3.208	MS	37,102.78	35,903.47	4/5/2013	3/22/2017
06050TLR1	BANK OF AMERICA CORP SENIOR CORP BND			2,498,150.00	2,489,920.63	2,500,000.00	2,498,381.73	(8,461.10	)	151.13		—	—	1.125	1.15	MN	6,950.27	91,943.67	11/6/2013	11/14/2016
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND			12,988,560.00	12,934,299.82	13,000,000.00	12,989,036.87	(54,737.05	)	843.69		—	—	1.25	1.28	FA	7,566.68	130,000.00	2/11/2014	2/14/2017
06050TLU4	BANK OF AMERICA CORP SENIOR CORP BND			5,750,000.00	5,750,057.44	5,750,000.00	5,750,000	57.44		—		—	—	0.706	0.706	FMAN	5,028.41	8,903.84	2/11/2014	2/14/2017
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND			2,005,580.00	2,005,967.86	2,000,000.00	2,005,377.52	590.34		(276.24	)	—	—	2.6	2.54	JJ	—	—	1/15/2014	1/15/2019
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN			5,998,320.00	6,027,209.04	6,000,000.00	5,998,320	28,889.04		—		—	—	2.65	2.656	AO	—	32,958.33	3/27/2014	4/1/2019

06366QGN1	BANK OF MONTREAL CORP BND	A		2,500,000.00	2,500,749.78	2,500,000.00	2,500,000	749.78		—		—	—	0.706	0.743	JAJO	16,666.67	37,500.00	4/26/2011	4/29/2014
063679ZT4	BANK OF MONTREAL CORP BND 144A	A		2,196,150.00	2,254,185.93	2,200,000.00	2,197,773.55	56,412.38		188.82		—	—	1.95	1.987	JJ	1,347.51	22,050.00	1/23/2012	1/30/2017
06366QW86	BANK OF MONTREAL CORP BND MTN	A		2,993,850.00	3,103,683.93	3,000,000.00	2,996,487.08	107,196.85		302.71		—	—	2.5	2.544	JJ	8,393.75	19,125.00	1/6/2012	1/11/2017
06406HBX6	BANK OF NEW YORK MELLON CORP/T CORP BND			3,367,975.00	3,352,772.51	3,250,000.00	3,349,009.07	3,763.44		(10,410.89	)	—	—	2.3	0.972	JJ	8,200.00	41,987.66	10/15/2013	7/28/2016
06406HCA5	BANK OF NEW YORK MELLON CORP/T CORP BND		1	1,497,285.00	1,549,942.71	1,500,000.00	1,498,471.92	51,470.79		130.86		—	—	2.4	2.438	JJ	1,155.56	13,000.00	11/17/2011	1/17/2017
06406HCC1	BANK OF NEW YORK MELLON CORP/T CORP BND		1	7,498,680.00	7,552,890.75	7,500,000.00	7,500,824.7	52,066.05		(308.08	)	—	—	1.2	1.183	FA	—	71,998.03	7/19/2013	2/20/2015
06406HCD9	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	2,651,775.50	2,650,705.19	2,650,000.00	2,651,017.49	(312.30	)	(168.91	)	—	—	0.7	0.674	AO	2,438.76	8,523.13	2/13/2013	10/23/2015
06406HCF4	BANK OF NEW YORK MELLON CORP/T SENIOR CO			9,682,015.50	9,696,478.5	9,675,000.00	9,679,171	17,307.50		(656.17	)	—	—	0.467	0.512	JAJO	4,582.92	15,604.19	3/1/2013	10/23/2015
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	3,597,876.00	3,594,375.83	3,600,000.00	3,598,630.02	(4,254.19	)	174.72		—	—	0.7	0.72	MS	19,030.55	—	3/4/2013	3/4/2016
06406HCH0	BANK OF NEW YORK MELLON CORP/T SENIOR CO			600,000.00	600,341.95	600,000.00	600,000	341.95		—		—	—	0.466	0.49	MJSD	1,822.92	—	11/26/2013	3/4/2016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CO			16,000,000.00	16,026,081.6	16,000,000.00	16,000,000	26,081.60		—		—	—	0.675	0.723	MJSD	8,862.25	39,879.28	3/4/2013	3/6/2018
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP		1	7,491,675.00	7,460,634.08	7,500,000.00	7,491,879.66	(31,245.58	)	204.66		—	—	2.2	2.223	MS	7,291.67	29,409.72	1/28/2014	3/4/2019
06417FBG4	BANK OF NOVA SCOTIA (HOUSTON B SENIOR CO			5,000,000.00	5,021,465	5,000,000.00	5,000,000	21,465.00		—		—	—	0.676	0.848	MJSD	2,812.50	—	9/14/2012	9/11/2015
064159AM8	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A		1,497,000.00	1,555,190.16	1,500,000.00	1,498,283.85	56,906.31		147.59		—	—	2.55	2.593	JJ	13,612.50	—	1/5/2012	1/12/2017
06415CAA7	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A		1,140,524.00	1,135,442	1,100,000.00	1,122,996.59	12,445.41		(2,388.8	)	—	—	2.15	1.242	FA	—	11,375.00	5/24/2012	8/3/2016
06415CAD1	BANK OF NOVA SCOTIA TORONTO BR SECURED C	A		4,200,824.80	4,228,560.35	4,200,000.00	4,200,288.56	28,271.79		(73.57	)	—	—	1.05	1.043	MS	—	7,875.00	4/12/2012	3/20/2015
06415CAE9	BANK OF NOVA SCOTIA TORONTO BR SECURED L	A		2,197,580.00	2,238,917.93	2,200,000.00	2,198,535.54	40,382.39		118.61		—	—	1.75	1.773	MS	1,555.56	73,258.89	3/15/2012	3/22/2017
064159BW5	BANK OF NOVA SCOTIA TORONTO BR SENIOR CO	A		6,000,000.00	6,011,039.88	6,000,000.00	6,000,000	11,039.88		—		—	—	0.633	0.68	MJSD	19,639.44	—	3/8/2013	3/15/2016
064159DA1	BANK OF NOVA SCOTIA TORONTO BR SENIOR CO	A		8,497,535.00	8,520,366.77	8,500,000.00	8,497,777.65	22,589.12		200.35		—	—	1.1	1.11	JD	10,209.48	79,986.61	12/10/2013	12/13/2016
G089B6CD0	BARCLAYS BANK PLC - GTD SENIOR CORP BND	D		3,380,574.55	3,558,273.6	2,130,000.00	3,385,848.99	172,424.61		270.9		—	161,531.04	1.5	1.529	APR	53,676.68	—	11/25/2013	4/4/2017
06739FGF2	BARCLAYS BANK PLC CORP BND	F		5,638,250.00	5,482,584.4	5,000,000.00	5,445,048.2	37,536.20		(43,809.18	)	—	—	5	1.329	MS	2,909.65	6,560.55	2/21/2013	9/22/2016
06739FFZ9	BARCLAYS BANK PLC LOCAL BND	F		528,417.00	506,510	500,000.00	501,803.86	4,706.14		(1,617.8	)	—	—	5.2	3.869	JJ	7,559.38	—	10/21/2009	7/10/2014
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND	F		7,109,644.50	7,121,946.38	7,110,000.00	7,109,651.91	12,294.47		7.41		—	—	2.5	2.501	FA	40,222.44	5,904.00	2/12/2014	2/20/2019
06741CAB0	BARCLAYS BANK PLC SENIOR LOCAL BND 144A	F		1,393,294.00	1,441,495.96	1,400,000.00	1,395,740.81	45,755.15		327.47		—	—	2.25	2.352	MN	10,124.58	—	5/2/2012	5/10/2017
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F		2,841,307.50	2,858,008.44	2,850,000.00	2,844,215.98	13,792.46		704.33		—	—	1.125	1.225	MAR	20,966.67	—	3/20/2013	3/29/2016
071813BH1	BAXTER INTERNATIONAL INC. SENIOR CORP BN			499,135.00	501,395.3	500,000.00	499,315.85	2,079.45		77.13		—	—	0.95	1.014	JD	1,794.44	—	8/28/2013	6/1/2016
071813BJ7	BAXTER INTERNATIONAL INC. SENIOR CORP BN			1,999,800.00	1,989,295.8	2,000,000.00	1,999,832.55	(10,536.75	)	9.46		—	—	1.85	1.852	JD	—	68,167.92	6/4/2013	6/15/2018

07385TAJ5	BEAR STEARNS CO INC CORP BND			325,959.90	309,687	300,000.00	303,468.77	6,218.23		(1,366.64	)	—	—	5.7	3.797	MN	11,100.00	—	10/29/2009	11/15/2014
073928S46	BEAR STEARNS CO INC CORP BND MTN			3,683,076.60	3,715,453.04	3,730,000.00	3,697,746.63	17,706.41		2,967.42		—	—	0.624	1.029	FMAN	16,206.36	—	1/4/2013	11/21/2016
075887BB4	BECTON DICKINSON CORP BND			1,249,587.50	1,276,303.86	1,250,000.00	1,249,780.85	26,523.01		20.42		—	—	1.75	1.757	MN	8,860.94	—	11/8/2012	11/8/2016
079860AG7	BELLSOUTH CORPORATION CORP BND			539,195.00	510,685	500,000.00	503,934.77	6,750.23		(2,119.51	)	—	—	5.2	3.436	MS	2,744.44	6,500.00	10/29/2009	9/15/2014
BRSHUKHH0	BERLIN PACKAGING LLC SENIOR SEC TERM NOT		1	544,513.75	551,811.33	547,250.00	544,951.69	6,859.64		112.97		—	—	—	0.083	JAJO	—	16,682.90	3/28/2013	4/2/2019
BRSLNCKT7	BERRY PLASTICS CORP SENIOR SECURED TERM		2	6,435,137.50	6,436,943.75	6,445,000.00	6,435,408.76	1,534.99		271.26		—	—	—	0.023	JAJO	—	—	9/11/2013	2/8/2020
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		1	10,119,398.73	10,104,654.27	10,134,398.73	10,120,687.52	(16,033.25	)	574.31		—	—	—	0.022	MJSD	—	12,719.99	2/5/2014	1/6/2021
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F		4,292,819.00	4,476,059.46	4,300,000.00	4,296,234.82	179,824.64		351.34		—	—	2.875	2.911	AO	46,875.00	—	10/6/2011	10/15/2016
055451AB4	BHP BILLITON FINANCE LTD CORP BND	F		1,742,200.00	1,669,843.91	1,550,000.00	1,668,387.77	1,456.14		(17,047.06	)	—	—	5.25	0.736	JD	9,097.22	—	2/27/2013	12/15/2015
055451AG3	BHP BILLITON FINANCE LTD CORP BND	F		2,583,704.25	2,325,000	2,325,000.00	2,325,000	—		(16,926.64	)	—	—	5.5	2.518	AO	5,344.45	26,000.00	4/16/2010	4/1/2014
055451AN8	BHP BILLITON FINANCE LTD SENIOR CORP BND	F		4,989,550.00	5,029,548.5	5,000,000.00	4,996,828.57	32,719.93		861.67		—	—	1	1.071	FA	48,050.00	—	2/21/2012	2/24/2015
055451AP3	BHP BILLITON FINANCE LTD SENIOR CORP BND	F		6,706,708.00	6,800,304.26	6,725,000.00	6,714,203.7	86,100.56		892.17		—	—	1.625	1.682	FA	55,005.21	45,359.09	2/21/2012	2/24/2017
BRSMDF7M9	BIG HEART PET BRANDS SENIOR SECURED TERM		1	4,065,846.33	4,081,705.72	4,091,935.56	4,065,858.16	15,847.56		11.83		—	—	—	0.105	MJSD	—	—	3/31/2014	3/8/2020
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED			3,912,179.07	3,943,361.36	3,931,429.47	3,912,892.65	30,468.71		1,019.32		—	—	—	0.072	FMAN	—	15,012.37	12/31/2013	9/10/2020
05578XAC2	BMWOT_13-A ABS 13-A A3		2	1,684,962.09	1,682,934.12	1,685,000.00	1,684,965.82	(2,031.70	)	3.31		—	—	0.67	0.672	MON	—	3,461.13	10/29/2013	11/27/2017
05948XYC9	BOAMS WHOLE CMO 03-J-2A1		2	33,088.61	33,744.74	33,568.51	33,130.23	614.51		25.16		—	—	2.842	3.098	MON	—	836.29	11/30/2007	11/25/2033
097014AK0	BOEING CAPITAL CORPORATION CORP BND			348,762.80	339,574.46	334,000.00	339,213.87	360.59		(2,250.98	)	—	—	3.25	0.51	AO	11,739.58	45,937.50	3/8/2013	10/27/2014
097023BE4	BOEING CO SENIOR CORP BND			1,483,485.00	1,454,046.02	1,500,000.00	1,486,406.94	(32,360.92	)	799.16		—	—	0.95	1.176	MN	16,986.22	14,945.00	4/30/2013	5/15/2018
10138MAD7	BOTTLING GROUP LLC CORP BND			1,530,340.01	1,564,223.93	1,500,000.00	1,507,412.34	56,811.59		(1,485.21	)	—	—	4.125	3.702	JD	—	8,268.00	2/19/2010	6/15/2015
BRSK5A7F8	BOYD GAMING CORP SENIOR SECURED TERM LOA			1,489,987.62	1,501,218.69	1,497,475.00	1,490,635.55	10,583.14		281.74		—	—	—	0.071	FMAN	—	5,128.77	8/23/2013	8/14/2020
05565QBN7	BP CAPITAL MARKETS PLC CORP BND	F		2,991,480.00	3,111,485.13	3,000,000.00	2,997,301.15	114,183.98		430.99		—	—	3.125	3.187	AO	5,850.00	13,000.00	9/28/2010	10/1/2015
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		4,773,490.00	4,901,788.58	4,750,000.00	4,762,457.4	139,331.18		(1,163.44	)	—	—	2.248	2.143	MN	44,305.55	—	11/1/2011	11/1/2016
05565QBX5	BP CAPITAL MARKETS PLC CORP BND	F		1,699,898.00	1,715,385	1,700,000.00	1,699,976.39	15,408.61		8.56		—	—	1.7	1.702	JD	1,606.73	1,873.50	12/1/2011	12/5/2014
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		5,700,000.00	5,780,123.65	5,700,000.00	5,700,000	80,123.65		—		—	—	1.846	1.846	MN	17,593.75	—	5/2/2012	5/5/2017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		7,920,810.00	7,942,768.56	8,000,000.00	7,932,282.26	10,486.30		4,504.53		—	—	1.375	1.617	MN	10,770.83	—	8/21/2013
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		9,224,192.50	9,050,696.45	9,250,000.00	9,228,665.42	(177,968.97	)	1,251.32		—	—	1.375	1.433	MN	6,250.00	157,058.75	5/7/2013	5/10/2018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		3,500,000.00	3,494,294.23	3,500,000.00	3,500,000	(5,705.77	)	—		—	—	0.747	0.785	FMAN	7,844.10	—	5/7/2013	5/10/2018

05565QCR7	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		11,075,000.00	11,024,114.25	11,075,000.00	11,075,000	(50,885.75	)	—		—	—	2.237	2.237		MN	18,472.22	—		2/5/2014	5/10/2019
07330NAF2	BRANCH BKG & TR CO CORP BND		1	4,500,000.00	4,516,605.14	4,500,000.00	4,500,000	16,605.14		—		—	—	0.666	0.667		MJSD	2,519.86	5,996.72		11/19/2013	12/1/2016
07330NAG0	BRANCH BKG & TR CO CORP BND		1	499,335.00	498,925.75	500,000.00	499,410.41	(484.66	)	53.99		—	—	1.05	1.095		JD	3,588.89	(1,794.44	)	11/19/2013	12/1/2016
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		1	999,640.00	1,007,582.17	1,000,000.00	999,707.86	7,874.31		31.67		—	—	1.45	1.462		AO	—	33,649.58		9/4/2013	10/3/2016
07330NAE5	BRANCH BKG & TR CO SENIOR CORP BND		1	2,000,000.00	2,001,879.88	2,000,000.00	2,000,000	1,879.88		—		—	—	0.565	0.568		JAJO	—	1,794.44		10/21/2013	10/28/2015
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1		2	3,513,619.04	3,594,129.53	3,561,611.94	3,533,457.54	60,671.99		2,198.29		—	—	1.035	1.247		FMAN	—	5,222.64		3/10/2011	2/25/2030
10620NAC2	BRAZOS HIGHER EDUCATION AUTHOR ABS_05--2		2	3,801,496.09	3,942,072.25	3,959,891.76	3,903,020.14	39,052.11		11,267.74		—	—	0.353	1.419		MJSD	—	1,630.39		2/22/2012	12/26/2019
10620NAH1	BRHEA_05-3A ABS 05-3 A14		2	139,229.17	141,271.95	141,312.50	140,103.63	1,168.32		1,996.94		—	—	0.343	0.703		MJSD	3,766.95	10,902.29		5/26/2011	9/25/2023
BRSH62EH0	BRIGHT HORIZONS FAMILY SOLUTIO SENIOR SE		2	2,522,272.58	2,557,036.63	2,547,750.08	2,526,384.57	30,652.06		955.18		—	—	—	0.142		JAJO	—	19,768.98		1/24/2013	1/30/2020
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND			4,977,000.00	4,892,681.1	5,000,000.00	4,978,692.05	(86,010.95	)	1,004.4		—	—	1.75	1.841		MS	43,541.67	—		10/24/2013	3/1/2019
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CO	F		3,296,766.00	3,285,945.96	3,300,000.00	3,296,843.9	(10,897.94	)	77.9		—	—	2.35	2.371		FA	12,794.44	—		2/11/2014	2/14/2019
G15820CH7	BRITISH TELECOMMUNICATIONS PLC SENIOR CO	D		2,050,080.18	2,047,607.48	1,050,000.00	2,015,275.47	32,332.01		(26,560.75	)	—	35,801.42	8.5	1.869		DEC	4,526.33	8,067.78		11/29/2013	12/7/2016
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND			1,295,697.00	1,266,129.8	1,300,000.00	1,296,777.98	(30,648.18	)	206.53		—	—	1	1.067		JJ	5,571.70	5,841.10		12/10/2012	1/15/2018
07387AAW5	BSARM CMO_05-3 2A1		2	978,087.18	893,548.06	996,459.40	979,737.04	(86,188.98	)	(692.6	)	—	—	2.694	3		MON	4,186.05	7,663.37		8/10/2007	6/25/2035
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	802,505.98	815,692.92	818,048.90	803,853.32	11,839.60		233.74		—	—	3.087	3.444		MON	—	3,989.64		8/13/2007	11/25/2034
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE		2	2,089,753.83	2,113,650	2,100,000.00	2,091,881.93	21,768.07		369.19		—	—	—	(0.059	)	JAJO	—	35,134.02		10/29/2012	8/28/2019
Z918CTYG7	BUMP_12-5 ABS_12-5 A2	D	2	398,054.04	415,640.88	248,558.52	398,054.04	17,586.84		—		—	16,330.3	1.884	1.892		MON	—	4,097.11		4/2/2012	6/20/2022
126802BS5	CABMT_12-2A ABS_11-2A A2		2	18,603,606.06	18,570,610.45	18,445,000.00	18,551,258.28	19,352.17		(11,807.63	)	—	—	0.755	0.496		MON	2,343.75	16,828.00		3/7/2013	6/17/2019
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F		4,986,800.00	5,045,170.45	5,000,000.00	4,989,117.32	56,053.13		1,074.24		—	—	1.25	1.34		MS	7,053.33	—		9/10/2013	9/19/2016
12802DAJ5	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F		11,017,560.00	11,020,568.79	11,000,000.00	11,017,840.24	2,728.55		280.24		—	—	1.125	1.066		JJ	45,034.92	39,375.00		3/19/2014	1/30/2017
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR SE		1	3,138,359.43	3,099,818.18	3,146,225.00	3,139,273.68	(39,455.50	)	299.07		—	—	—	0.036		JAJO	—	15,280.49		5/2/2013	5/3/2020
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SE		1	6,662,758.54	6,614,010.52	6,716,436.17	6,665,507.63	(51,497.11	)	1,116.75		—	—	—	0.096		MJSD	—	28,294.26		2/25/2014	1/31/2022
135087C77	CANADA GOVERNMENT CORP BND	A		2,396,208.00	2,385,192.07	2,400,000.00	2,396,274.6	(11,082.53	)	66.6		—	—	1.625	1.658		FA	7,492.08	12,102.10		2/20/2014	2/27/2019
427028AA3	CANADA GOVERNMENT GOVT BND	A		2,550,398.50	2,550,178.78	2,550,000.00	2,550,345.14	(166.36	)	(29.5	)	—	—	0.875	0.87		FA	32,236.11	71,875.00		8/8/2012	2/14/2017
136069EH0	CANADIAN IMPERIAL BANK OF COMM CORP BND	A		2,234,372.73	2,216,745.21	2,200,000.00	2,209,138.68	7,606.53		(3,227.69	)	—	—	1.5	0.901		JD	7,044.58	—		4/16/2012	12/12/2014
136069ET4	CANADIAN IMPERIAL BANK OF COMM SENIOR CO	A		3,527,407.50	3,543,421.34	3,525,000.00	3,527,279.03	16,142.31		(374.71	)	—	—	0.9	0.856		AO	49,565.83	(3,214.17	)	12/3/2013	10/1/2015
136069FU0	CANADIAN IMPERIAL BANK OF COMM SENIOR CO	A		4,996,900.00	5,046,496.6	5,000,000.00	4,997,614.12	48,882.48		253.16		—	—	1.35	1.371		JJ	27,086.00	—		7/15/2013	7/18/2016

136069FV8	CANADIAN IMPERIAL BANK OF COMM SENIOR CO	A		2,575,000.00	2,589,110.92	2,575,000.00	2,575,000	14,110.92		—		—	—	0.757	0.786	JAJO	1,540.60	5,756.72		7/15/2013	7/18/2016
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	8,414,868.00	8,435,739.89	8,350,000.00	8,400,747.91	34,991.98		(4,784.67	)	—	—	1.45	1.21	JD	7,736.42	27,495.23		2/21/2013	12/15/2016
14041NBN0	CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4		2	15,030,315.45	15,001,350.45	15,000,000.00	15,003,506.54	(2,156.09	)	(4,168.55	)	—	—	0.375	0.242	MON	—	5,040.00		11/30/2012	3/15/2017
14041NDB4	CAPITAL ONE MULTI-ASSET EXECUT ABS 06-A1		2	5,248,035.16	5,279,679.01	5,300,000.00	5,275,901.39	3,777.62		2,491.12		—	—	0.245	0.435	MON	1,239.58	7,618.43		6/17/2011	6/17/2019
14041NCQ2	CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB		2	12,191,894.06	12,186,761.89	11,279,000.00	12,191,894.06	(5,132.17	)	—		—	—	5.05	0.698	MON	4,213.33	(4,213.33	)	3/27/2014	12/17/2018
BRSMQYER5	CAPITAL SAFETY NORTH AMERICA H SENIOR SE		1	4,505,639.10	4,511,278.2	4,511,278.20	4,505,639.1	5,639.10		—		—	—	—	0.018	MJSD	—	—		3/26/2014	3/24/2021
BRSMQZGT6	CAPITAL SAFETY NORTH AMERICA H SENIOR SE		1	634,500.00	642,047.3	635,294.12	634,500	7,547.30		—		—	—	—	0.016	MJSD	—	—		3/26/2014	3/24/2022
14170TAF8	CAREFUSION CORP CORP BND			2,593,915.60	2,394,904.4	2,360,000.00	2,385,038.19	9,866.21		(35,223.84	)	—	—	5.125	1.946	FA	5,666.67	20,935.89		9/12/2011	8/1/2014
14313LAC0	CARMX_13-1 ABS 13-1		2	4,799,854.56	4,799,043.84	4,800,000.00	4,799,901.11	(857.27	)	10.47		—	—	0.6	0.602	MON	7,948.07	47,766.60		2/6/2013	10/16/2017
14313MAB0	CARMX_13-2 ABS_13-2 A2		2	1,965,587.33	1,965,958.42	1,965,643.94	1,965,620.58	337.84		22.79		—	—	0.42	0.422	MON	—	3,688.56		5/8/2013	6/15/2016
BRSE4J2V4	CATALENT PHARMA SOLUTIONS INC SENIOR SEC			5,873,145.77	5,960,427.35	5,927,116.95	5,893,095.42	67,331.93		2,517.57		—	—	—	0.164	MJSD	—	1,883.13		4/24/2012	9/15/2017
BRSKPBQL0	CATALINA MARKETING CORPORATION SENIOR SE			4,570,632.00	4,621,601.47	4,616,800.00	4,573,621.01	47,980.46		1,733.36		—	—	—	0.142	MJSD	—	275.94		10/17/2013	10/12/2020
14912L4U2	CATERPILLAR INC CORP BND GMTN			4,219,068.00	4,200,029.82	4,200,000.00	4,200,000	29.82		(1,739.86	)	—	—	0.537	0.37	JAJO	18,654.17	—		7/12/2011	4/1/2014
14912L5M9	CATERPILLAR INC SENIOR CORP BND MTN			5,000,000.00	5,010,850.5	5,000,000.00	5,000,000	10,850.50		—		—	—	0.474	0.527	FMAN	3,979.44	44,768.75		2/25/2013	2/26/2016
14912L5N7	CATERPILLAR INC SENIOR CORP BND MTN			2,896,404.00	2,906,041.51	2,900,000.00	2,897,773.66	8,267.85		285.13		—	—	0.7	0.741	FA	—	—		2/25/2013	2/26/2016
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE			2,104,725.00	2,105,389.65	2,110,000.00	2,104,810.08	579.57		85.08		—	—	—	0.035	MJSD	—	(1,616.71	)	1/17/2014	2/1/2021
17119RAD4	CCART_13-AA ABS_13-AA A4 144A		2	884,992.92	887,973.59	885,000.00	884,991.51	2,982.08		(0.61	)	—	—	1.34	1.343	MON	—	3,651.24		10/16/2013	12/17/2018
17119RAC6	CCART_13-AA BAS_13-AA A3 144A		2	3,089,639.09	3,100,073.27	3,090,000.00	3,089,710.05	10,363.22		41.1		—	—	0.91	0.917	MON	3,160.96	50,223.74		10/16/2013	4/16/2018
17119VAC7	CCART_13-B ABS_13-B A3 144A		2	929,865.98	932,734.19	930,000.00	929,890.31	2,843.88		19.15		—	—	0.85	0.858	MON	—	13,744.38		11/6/2013	5/15/2018
17119VAD5	CCART_13-B ABS_13-BA A4 144A		2	1,474,731.41	1,474,705.04	1,475,000.00	1,474,761.67	(56.63	)	21.17		—	—	1.27	1.279	MON	16,967.86	14,125.00		11/6/2013	3/15/2019
17305EFC4	CCCIT ABS 13-A3 A3		2	12,642,449.50	12,699,361.99	12,645,000.00	12,642,942.32	56,419.67		184.67		—	—	1.11	1.117	JJ	2,150.07	12,534.14		8/1/2013	7/23/2018
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8		2	3,122,148.44	3,073,467.73	2,700,000.00	3,086,956.25	(13,488.52	)	(27,115.46	)	—	—	5.65	1.403	MS	6,835.44	9,951.68		12/3/2013	9/20/2019
17305EFK6	CCCIT_13-A10 ABS 13-A10 A10		2	11,385,664.06	11,372,461.56	11,375,000.00	11,385,877.99	(13,416.43	)	213.93		—	—	0.73	0.677	FA	4,601.57	(4,601.57	)	3/26/2014	2/7/2018
17305EFL4	CCCIT_13-A12 SENIOR ABS 13-A12 A12		2	500,000.00	499,999.89	500,000.00	500,000	(0.11	)	—		—	—	0.466	0.467	FMAN	—	1,794.00		12/11/2013	11/7/2018
17305EFE0	CCCIT_13-A6 ABS 13-A6 A6		2	884,570.31	882,113.79	875,000.00	883,566.46	(1,452.67	)	(868.8	)	—	—	1.32	0.912	MS	—	1,370.04		12/10/2013	9/7/2018
17305EFF7	CCCIT_13-A7 ABS 13-A7 A7		2	7,003,281.25	7,023,589.86	7,000,000.00	7,003,084.37	20,505.49		(177.24	)	—	—	0.584	0.575	MON	—	3,416.01		12/10/2013	9/10/2020
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR SECURE		1	2,530,585.93	2,581,708.88	2,556,147.41	2,533,826.06	47,882.82		1,797.12		—	—	—	0.143	MJSD	—	4,115.80		4/15/2013	4/23/2020

BRSHE9NJ2	CENTAUR ACQUISITION LLC SENIOR SECURED	2	2,243,343.22	2,266,599.6	2,254,616.31	2,245,217.27	21,382.33		1,769.08		—	—	—	0.084	MJSD	—	7,692.06		2/15/2013	2/20/2019
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN	2	6,698,278.85	6,788,958.84	6,777,301.88	6,720,129.29	68,829.55		3,702.26		—	—	—	0.149	MJSD	—	63,135.06		10/31/2012	2/14/2019
165182BA3	CF_09-2A ABS 12-1A 144A	2	2,036,971.87	2,044,691.95	2,036,971.87	2,036,971.87	7,720.08		—		—	—	0.906	0.907	MON	1,604.91	9,027.63		5/10/2012	11/7/2023
161571FR0	CHAIT_12-8 ABS 12-8	2	5,000,828.50	4,998,954	5,000,000.00	5,000,450.62	(1,496.62	)	(72.75	)	—	—	0.54	0.535	MON	—	2,968.66		12/6/2012	10/16/2017
161571FL3	CHAIT_12-A5 ABS_12-A5 A5	2	4,999,816.00	5,003,085.35	5,000,000.00	4,999,826.53	3,258.82		1.85		—	—	0.59	0.591	MON	11,419.79	64,321.10		9/6/2012	8/15/2017
161571FW9	CHAIT_13-A3 ABS 13-A3	2	3,405,000.00	3,398,089.55	3,405,000.00	3,405,000	(6,910.45	)	—		—	—	0.435	0.435	MON	1,137.36	6,567.19		4/12/2013	4/15/2020
161571FX7	CHAIT_13-A5 ABS_13-A5 A	2	2,249,976.15	2,249,640.03	2,250,000.00	2,249,986.41	(346.38	)	3.06		—	—	0.47	0.471	MON	—	2,300.00		5/16/2013	5/15/2017
161571GH1	CHAIT_13-A9 ABS 13-A9 A	2	1,500,000.00	1,504,171.26	1,500,000.00	1,500,000	4,171.26		—		—	—	0.575	0.576	MON	—	6,084.98		12/10/2013	11/15/2020
BRSJ315T5	CHARTER COM OPER SENIOR SECURED TERM NOT	2	4,816,441.23	4,792,564.22	4,828,512.50	4,817,729.55	(25,165.33	)	421.24		—	—	—	0.033	JAJO	—	23,656.13		4/29/2013	12/31/2020
161630BD9	CHASE CMO_07-A1 11M1	2	2,396,622.58	2,109,510.05	2,373,903.56	2,391,667.11	(282,157.06	)	(13,811.35	)	—	—	2.549	1.672	MON	—	2,942.21		1/18/2008	3/25/2037
161571GC2	CHASE ISSUANCE TRUST ABS 13-A8	2	1,999,543.40	1,997,312.16	2,000,000.00	1,999,591.34	(2,279.18	)	27.77		—	—	1.01	1.018	MON	1,020.82	4,037.06		10/25/2013	10/15/2018
161571FH2	CHASE ISSUANCE TRUST ABS_12-A2 A2	2	7,000,000.00	6,991,199.25	7,000,000.00	7,000,000	(8,800.75	)	—		—	—	0.425	0.425	MON	1,542.63	1,898.86		5/29/2012	5/15/2019
161571FJ8	CHASE ISSUANCE TRUST CHAIT_12- ABS_12-A3	2	12,048,750.00	12,048,145.8	12,000,000.00	12,048,750	(604.20	)	—		—	—	0.79	0.452	MON	12,455.63	(12,455.63	)	3/27/2014	6/15/2017
161571GJ7	CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1	2	11,497,919.65	11,491,546.47	11,500,000.00	11,498,070.68	(6,524.21	)	151.03		—	—	1.15	1.163	MON	26,902.24	63,941.55		1/16/2014	1/15/2019
166764AC4	CHEVRON CORP SENIOR CORP BND		4,200,000.00	4,225,010.58	4,200,000.00	4,200,000	25,010.58		—		—	—	0.889	0.889	JD	19,201.69	21,678.82		6/17/2013	6/24/2016
166764AE0	CHEVRON CORP SENIOR CORP BND	1	3,500,000.00	3,496,414.32	3,500,000.00	3,500,000	(3,585.68	)	—		—	—	1.718	1.718	JD	—	10,652.78		6/17/2013	6/24/2018
BRSG7ST70	CHG HEALTHCARE SERVICES INC SENIOR SEC T	2	3,201,662.33	3,245,127.33	3,234,002.36	3,207,846.17	37,281.16		1,154.99		—	—	—	0.142	FMAN	—	13,836.58		11/13/2012	11/19/2019
167562MD6	CHICAGO IL MIDWAY ARPT MUNITAX BND REV	1	3,081,036.68	3,110,130	3,000,000.00	3,078,735	31,395.00		(451.96	)	—	—	3.532	3.389	JJ	9,947.25	19,894.50		12/3/2012	1/1/2041
BRSM3VKC2	CHRYSLER GROUP LLC/CG CO-ISSUE SENIOR SE	1	4,992,831.53	5,004,347.66	5,017,921.14	4,993,312.6	11,035.06		481.07		—	—	—	0.102	FMAN	—	4,523.33		2/5/2014	12/31/2018
BRSLY4WV5	CHS/COMMUNITY HEALTH SYSTEMS I SENIOR SE	1	6,347,696.64	6,455,317.95	6,393,239.58	6,348,513.14	106,804.81		896.62		—	—	—	0.101	MJSD	—	—		1/31/2014	1/27/2021
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		1,876,321.25	1,894,838.7	1,890,500.00	1,877,437.91	17,400.79		531.68		—	—	—	0.106	MJSD	—	42,886.98		9/11/2013	9/10/2020
17275RAG7	CISCO SYSTEMS INC CORP BND		3,989,840.00	4,064,600	4,000,000.00	3,998,644.07	65,955.93		531.33		—	—	2.9	2.955	MN	26,705.56	63,250.00		11/9/2009	11/17/2014
17275RAQ5	CISCO SYSTEMS INC SENIOR CORP BND		3,500,000.00	3,515,189.65	3,500,000.00	3,500,000	15,189.65		—		—	—	0.734	0.734	MJSD	6,944.71	15,327.50		2/24/2014	3/1/2019
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND		4,999,700.00	4,999,955.35	5,000,000.00	4,999,707.77	247.58		7.77		—	—	1.1	1.102	MS	74,094.83	—		2/24/2014	3/3/2017
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8	2	2,588,682.81	2,601,425.01	2,620,000.00	2,603,686.41	(2,261.40	)	1,375.57		—	—	0.279	0.491	JAJO	—	5,364.50		7/6/2011	12/17/2018
17308BAM0	CITIBANK OMNI MASTER TRUST COM ABS 2009-	2	5,790,595.70	5,629,244.75	5,575,000.00	5,628,422.85	821.90		(109,396.96	)	—	—	2.905	0.367	MON	1,128.02	6,926.87		2/6/2013	8/15/2018
172967FD8	CITIGROUP INC CORP BND		4,838,485.05	4,753,769.09	4,553,000.00	4,635,069.51	118,699.58		(17,652.54	)	—	—	4.75	3.117	MN	10,887.50	—		5/24/2011	5/19/2015

172967FH9	CITIGROUP INC CORP BND			5,734,954.68	5,814,812.63	5,486,000.00	5,608,622.9	206,189.73		(17,275.66	)	—	—	4.587	3.229		JD	—	10,652.78		5/16/2012	12/15/2015
172967GG0	CITIGROUP INC SENIOR CORP BND			1,993,720.00	2,007,704.78	2,000,000.00	1,996,082.72	11,622.06		535.98		—	—	1.25	1.361		JJ	44,200.00	—		2/21/2013	1/15/2016
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO			2,250,000.00	2,272,320	2,250,000.00	2,250,000	22,320.00		—		—	—	1.418	1.418		FA	8,748.97	20,721.25		6/5/2013	2/1/2017
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2	6,454,998.71	6,466,166.96	6,455,000.00	6,454,976.39	11,190.57		(6.54	)	—	—	0.69	0.691		MON	5,235.41	31,752.58		2/13/2013	6/15/2018
12625HAC6	CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3		2	854,875.77	855,991.77	855,000.00	854,914.85	1,076.92		12.86		—	—	0.69	0.697		MON	—	1,068.64		5/21/2013	8/15/2018
12591AAC1	CNH_12-B ABS 12-B		2	1,773,686.46	1,778,325.4	1,773,749.07	1,773,715.3	4,610.10		16.27		—	—	0.86	0.862		MON	—	568.75		6/12/2012	9/15/2017
12624FAC1	CNH_12-C ABS_12-C A3		2	8,539,300.58	8,547,771.66	8,540,000.00	8,539,683.83	8,087.83		63.8		—	—	0.57	0.574		MON	1,413.80	9,176.61		9/19/2012	12/15/2017
12613SAC6	CNH_13-C ABS_13-C A3		2	3,154,634.97	3,174,024.56	3,155,000.00	3,154,697.19	19,327.37		32.33		—	—	1.02	1.026		MON	2,877.00	16,183.14		8/20/2013	8/15/2018
12618SAC1	CNH_13-D ABS 13-D A3		2	749,969.55	749,287.49	750,000.00	749,972.35	(684.86	)	2.08		—	—	0.77	0.772		MON	—	1,200.00		11/14/2013	10/15/2018
12591BAC9	CNH_14-A ABS 14-A A3		2	2,864,964.19	2,859,843	2,865,000.00	2,864,964.21	(5,121.21	)	0.02		—	—	0.84	0.842		MON	1,484.31	8,888.70		2/12/2014	5/15/2019
12591BAD7	CNH_14-A ABS 14-A A4		2	999,951.70	995,630.04	1,000,000.00	999,952.07	(4,322.03	)	0.37		—	—	1.5	1.505		MON	—	1,311.00		2/12/2014	5/15/2020
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F		6,015,749.76	6,023,612.11	6,037,000.00	6,022,008.81	1,603.30		1,744.66		—	—	1.125	1.245		MN	2,539.00	986.45		5/2/2013	5/9/2016
191216AP5	COCA-COLA COMPANY (THE) CORP BND			997,700.00	1,015,976.79	1,000,000.00	999,234.74	16,742.05		115.67		—	—	1.5	1.548		MN	2,427.78	5,750.00		11/4/2010	11/15/2015
191216AU4	COCA-COLA COMPANY (THE) CORP BND			2,023,040.96	2,050,695.5	2,000,000.00	2,012,027.87	38,667.63		(2,062.24	)	—	—	1.8	1.649		MS	16,644.99	—		12/14/2011	9/1/2016
191216BC3	COCA-COLA COMPANY (THE) SENIOR CORP BND			3,000,000.00	3,001,560.06	3,000,000.00	3,000,000	1,560.06		—		—	—	0.338	0.342		FMAN	9,066.67	—		10/29/2013	11/1/2016
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			6,991,950.00	6,989,332.21	7,000,000.00	6,993,058.31	(3,726.10	)	660.58		—	—	0.75	0.789		MN	67,933.35	125,125.00		10/29/2013	11/1/2016
19416QDW7	COLGATE-PALMOLIVE CO CORP BND MTN			4,433,134.50	4,459,033.5	4,450,000.00	4,446,499.12	12,534.38		1,396.27		—	—	0.6	0.727		MN	51,325.00	—		11/3/2011	11/15/2014
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1,890,937.00	1,817,495.43	1,900,000.00	1,892,561.96	(75,066.53	)	443.07		—	—	0.9	0.998		MN	1,656.25	—		4/29/2013	5/1/2018
19648CAE1	COLORADO HOUSING & FINANCE AUT MUNITAX B			5,030,400.00	5,091,000	5,000,000.00	5,016,812.44	74,187.56		(1,937.14	)	—	—	1.6	1.438		MN	7,868.75	—		6/21/2012	5/15/2016
20030NAB7	COMCAST CORP CORP BND			4,518,668.00	4,028,755.5	3,850,000.00	3,977,777.55	50,977.95		(39,758.57	)	—	—	6.5	2.235		JJ	7,218.75	—		9/24/2010	1/15/2015
20030NAJ0	COMCAST CORP CORP BND			4,575,020.00	4,335,774.52	4,000,000.00	4,322,590.69	13,183.83		(49,081.52	)	—	—	5.85	0.832		MN	85,649.16	—		2/25/2013	11/15/2015
14041NEK3	COMET_13-A1 ABS 13-A1		2	10,273,447.45	10,265,583.58	10,275,000.00	10,274,057.24	(8,473.66	)	131.21		—	—	0.63	0.636		MON	1,698.13	9,552.00		1/23/2013	11/15/2018
14041NEM9	COMET_13-A3-A3 ABS 13-A3-A3		2	4,479,465.54	4,463,289.56	4,480,000.00	4,479,529.18	(16,239.62	)	46.82		—	—	0.96	0.966		MON	6,105.55	19,681.52		11/14/2013	9/16/2019
20047QAE5	COMM CMBS 06-C7 A4		2	5,182,461.88	5,189,111.79	4,779,904.32	5,182,132.12	6,979.67		(329.76	)	—	—	5.945	(2.107	)	MON	12,301.23	(12,301.23	)	3/27/2014	6/10/2046
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR		2	10,299,901.70	10,299,901.7	10,000,000.00	10,299,901.7	—		—		—	—	3.042	1.815		MON	2,499.93	10,369.24		3/28/2014	4/10/2047
2027A0GJ2	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	F		3,545,535.00	3,534,300.39	3,500,000.00	3,527,563.76	6,736.63		(4,617.75	)	—	—	1.035	0.548		MJSD	6,250.73	13,392.00		4/10/2013	9/18/2015
20271RAD2	COMMONWEALTH BANK OF AUSTRALIA CORP BND	E		4,994,850.00	5,071,398.55	5,000,000.00	4,995,368.57	76,029.98		241.75		—	—	2.5	2.522		MS	16,500.00	—		9/16/2013	9/20/2018

20271RAA8	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO	E		2,149,183.00	2,180,764.35	2,150,000.00	2,149,734.34	31,030.01		67.94		—	—	1.95	1.963		MS	—	7,758.21		3/5/2012	3/16/2015
20271RAE0	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO	E		4,991,350.00	4,981,910.7	5,000,000.00	4,991,496.81	(9,586.11	)	146.81		—	—	1.125	1.184		MS	7,920.00	26,400.00		3/5/2014	3/13/2017
202795HH6	COMMONWEALTH EDISON COMPANY SECURED CORP			3,126,706.50	2,968,340.55	2,850,000.00	2,952,902.93	15,437.62		(24,291.36	)	—	—	4.7	1.191		AO	15,675.00	—		6/14/2012	4/15/2015
BRSAZTC86	COMMUNITY HLTH SYST INC TERM LOAN		1	1,161,770.10	1,171,511.54	1,161,770.10	1,161,770.1	9,741.44		795.16		—	—	—	—		JAJO	—	6,772.63		8/9/2012	1/25/2017
17308BAN8	COMNI_09-A13 ABS_09-A17 A17 144A		2	1,265,548.83	1,202,210.07	1,170,000.00	1,199,665.54	2,544.53		(11,881.46	)	—	—	4.9	0.805		MN	—	1,998.75		8/13/2013	11/15/2018
20825TAA5	CONOCO INC CORP BND	G		5,679,205.40	5,608,064.87	5,005,000.00	5,582,943.84	25,121.03		(55,436.34	)	—	—	5.625	1.006		AO	88,653.96	(24,559.68	)	11/26/2013	10/15/2016
20826FAB2	CONOCOPHILLIPS CO SENIOR CORP BND		1	6,868,313.35	6,798,187.38	6,885,000.00	6,872,336.23	(74,148.85	)	814.54		—	—	1.05	1.1		JD	12,031.25	11,116.67		4/5/2013	12/15/2017
20825CAT1	CONOCOPHILLIPS CORP BND			3,546,840.50	3,665,623.5	3,550,000.00	3,549,563.76	116,059.74		134.49		—	—	4.6	4.616		JJ	15,976.43	38,518.44		5/18/2009	1/15/2015
BRSLM8XP1	CONSOLIDATED COMMUNICATIONS IN SENIOR SE		1	2,477,550.00	2,510,243.7	2,490,000.00	2,477,912.98	32,330.72		362.98		—	—	—	—		MJSD	—	21,423.61		12/18/2013	12/23/2020
BRSG45CM8	CONSOLIDATED CONTAINER CO LP TERM NOTE			2,253,512.94	2,303,803.25	2,275,350.00	2,258,186.06	45,617.19		847.39		—	—	—	(0.132	)	MJSD	—	21,233.33		10/17/2012	7/3/2019
209111EW9	CONSOLIDATED EDISON INC CORP BND			436,497.60	400,000	400,000.00	400,000	—		(2,176.57	)	—	—	5.55	3.313		AO	24,791.67	—		10/29/2009	4/1/2014
209615CA9	CONSOLIDATED NATURAL GAS CO CORP BND			1,532,005.97	1,475,015.56	1,433,000.00	1,471,321.19	3,694.37		(14,141.66	)	—	—	5	0.97		JD	15,250.00	30,500.00		3/4/2013	12/1/2014
BRSMTVUT6	COOPER STANDARD AUTO SENIOR SECURED TERM			868,120.79	875,214.08	872,483.21	868,120.79	7,093.29		—		—	—	—	0.072		MJSD	—	—		3/28/2014	3/26/2021
216871AC7	COOPER US INC CORP BND			2,372,660.00	2,261,413.88	2,000,000.00	2,291,263.08	(29,849.20	)	(21,740.58	)	—	—	6.1	1.494		JJ	3,507.64	(902.78	)	4/18/2013	7/1/2017
22160KAE5	COSTCO WHSLE CORP SENIOR CORP BND			4,574,085.00	4,521,483.39	4,575,000.00	4,574,322.37	(52,838.98	)	44.26		—	—	1.125	1.129		JD	26,392.08	5,425.00		12/28/2012	12/15/2017
G2551TAP3	COVENTRY BLDG SOC LOCAL BND EMTN	D		1,551,796.79	1,603,545.27	950,000.00	1,544,322.43	59,222.84		(1,901	)	—	46,350.5	2.121	1.996		FMAN	48,705.65	(25,063.40	)	11/27/2013	2/10/2015
224044BM8	COX COMMUNICATIONS INC CORP BND			1,592,878.56	1,504,513.92	1,456,000.00	1,503,386.81	1,127.11		(16,546.79	)	—	—	5.45	0.816		JD	10,463.20	30,875.00		11/21/2012	12/15/2014
22546QAE7	CREDIT SUISSE NEW YORK NY CORP BND	E		1,996,820.00	2,057,814	2,000,000.00	1,999,335.19	58,478.81		165.01		—	—	3.5	3.535		MS	23,333.33	65,625.00		3/18/2010	3/23/2015
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURE		1	2,052,281.44	2,047,144.31	2,054,850.00	2,052,385.91	(5,241.60	)	97.69		—	—	—	0.018		JAJO	—	—		12/19/2013	11/23/2020
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TE		2	2,622,977.25	2,620,795.65	2,627,364.06	2,620,336.55	459.10		331.07		—	—	—	(0.619	)	MJSD	—	2,543.45		9/4/2013	12/20/2019
BRSLM7KD4	CROWN CASTLE OPERATING CO SENIOR SECURED		1	5,799,501.79	5,843,647.1	5,853,891.41	5,800,773.24	42,873.86		1,465.48		—	—	—	0.132		MJSD	—	20,504.16		1/31/2014	1/31/2021
BRSJ078E5	CSC HLDGS LLC SENIOR SECURED TERM LOAN		1	13,787,898.50	13,708,156.71	13,855,300.00	13,796,936.9	(88,780.19	)	2,530.84		—	—	—	0.069		MJSD	—	21,427.27		5/1/2013	4/17/2020
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOT		1	5,542,552.67	5,631,793.37	5,598,538.05	5,544,454.94	87,338.43		2,066.89		—	—	—	0.144		MS	—	39,869.27		12/20/2013	12/23/2020
126650BE9	CVS CAREMARK CORP CORP BND			2,334,389.12	2,213,317.8	1,988,000.00	2,224,286.47	(10,968.67	)	(24,195.08	)	—	—	6.125	1.046		FA	16,894.45	47,350.00		2/11/2013	8/15/2016
126650BT6	CVS CAREMARK CORP CORP BND			2,381,040.00	2,313,661.5	2,250,000.00	2,312,920.67	740.83		(13,776.12	)	—	—	3.25	0.759		MN	8,541.67	111,041.67		1/2/2013	5/18/2015
126650CA6	CVS CAREMARK CORP CORP BND			299,886.00	301,741.61	300,000.00	299,898.03	1,843.58		35.8		—	—	1.2	1.213		JD	35,756.42	(9,383.07	)	12/2/2013	12/5/2016
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2	280,672.80	267,254.43	286,127.09	280,524.16	(13,269.73	)	(640.2	)	—	—	5.5	5.903		MON	5,043.44	15,883.74		1/2/2008	12/25/2035

U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND			5,230,800.00	5,174,693.36	5,000,000.00	5,166,159.51	8,533.85		(16,488.32	)	—	—	2.625	1.246	MS	10,694.44	—		4/8/2013	9/15/2016
233851AN4	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,998,840.00	2,019,742.4	2,000,000.00	1,999,597.29	20,145.11		95.99		—	—	1.65	1.67	AO	4,285.96	7,100.49		4/2/2012	4/10/2015
233851AQ7	DAIMLER FINANCE NORTH AMERICA SENIOR COR			6,493,700.00	6,551,381.86	6,500,000.00	6,499,599.56	51,782.30		790.87		—	—	1.3	1.304	JJ	23,752.65	120,481.81		3/17/2014	7/31/2015
233851AU8	DAIMLER FINANCE NORTH AMERICA SENIOR COR			4,849,692.10	4,868,533.5	4,870,000.00	4,854,472.16	14,061.34		982.21		—	—	1.875	1.963	JJ	12,083.33	36,250.00		1/7/2013	1/11/2018
233851AY0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,450,000.00	3,481,222.47	3,450,000.00	3,450,000	31,222.47		—		—	—	0.918	0.945	FMAN	12,851.80	64,715.00		7/24/2013	8/1/2016
233851AZ7	DAIMLER FINANCE NORTH AMERICA SENIOR COR			4,994,750.00	5,050,368.9	5,000,000.00	4,995,890.94	54,477.96		426.75		—	—	1.45	1.486	FA	—	4,153.19		7/24/2013	8/1/2016
BRSGE3X31	DAIMLERCHRYSLER AG CORP BND	D		1,527,067.45	1,588,524.08	950,000.00	1,527,578.04	60,946.04		(145.7	)	—	57,262.08	1.375	1.331	DEC	3,144.76	6,648.05		11/25/2013	12/10/2015
235851AL6	DANAHER CORPORATION CORP BND			1,822,080.00	1,887,792.84	1,825,000.00	1,823,657.34	64,135.50		281.64		—	—	2.3	2.334	JD	5,911.11	66,500.00		6/20/2011	6/23/2016
BRSLNYFT5	DARLING INTL INC. SENIOR SECURED TERM LO		1	1,635,900.00	1,641,369.4	1,640,000.00	1,636,020.59	5,348.81		120.59		—	—	—	0.035	MJSD	—	10,605.55		12/18/2013	1/6/2021
BRSAUE236	DAVITA HEALTHCARE PARTNERS INC TERM LOAN		2	4,883,987.36	4,934,445.93	4,898,734.16	4,890,014.78	44,431.15		860.73		—	—	—	0.069	JAJO	—	44,737.03		6/15/2012	10/20/2016
254683AT2	DCENT ABS 12-A1		2	652,082.03	652,327	650,000.00	651,250.33	1,076.67		(360.2	)	—	—	0.81	0.588	MON	—	1,132.50		8/28/2013	8/15/2017
254683AC9	DCENT_07-A1 ABS 07-A1 A1		2	5,448,691.41	5,123,751.17	4,500,000.00	5,094,023.09	29,728.08		(41,625.78	)	—	—	5.65	1.719	MON	—	6,831.00		1/26/2012	3/16/2020
254683AV7	DCENT_12-A3 ABS 12-A3		2	12,095,432.81	12,094,672.31	12,039,000.00	12,095,432.81	(760.50	)	—		—	—	0.86	0.442	MON	2,808.89	(2,808.89	)	3/27/2014	11/15/2017
254683AW5	DCENT_12-A4 ABS 12-A4		2	4,000,000.00	4,002,512.52	4,000,000.00	4,000,000	2,512.52		—		—	—	0.525	0.526	MON	—	5,199.99		6/5/2012	11/15/2019
254683BB0	DCENT_13 ABS 13		2	8,500,000.00	8,483,450.33	8,500,000.00	8,500,000	(16,549.67	)	—		—	—	0.455	0.455	MON	2,311.25	14,000.01		2/6/2013	8/17/2020
23311VAC1	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	2,956,525.25	3,028,217.34	2,975,000.00	2,961,250.05	66,967.29		881.48		—	—	2.5	2.633	JD	1,620.00	—		11/19/2012	12/1/2017
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	1,192,920.00	1,200,369.05	1,200,000.00	1,192,987.24	7,381.81		67.24		—	—	2.7	2.827	MS	20,291.67	45,656.25		3/10/2014	4/1/2019
BRSMFVH74	DELOS FINANCE SARL SENIOER SECURED TERM	R	1	1,076,969.32	1,085,087.18	1,082,381.23	1,076,998.99	8,088.19		29.67		—	—	—	0.071	MJSD	—	(7,707.38	)	2/27/2014	3/6/2021
BRSG1PVM6	DELTA AIR LINES INC SENIOR SECURED TERM		2	2,700,175.50	2,733,204.92	2,727,450.00	2,706,286.22	26,918.70		1,142.04		—	—	—	0.169	JAJO	—	15,253.37		10/16/2012	10/18/2018
BRSBWG6S8	DELTA AIR LINES INC TERM LOAN		1	4,295,870.78	4,373,135.92	4,358,752.04	4,324,634.93	48,500.99		2,834.11		—	—	—	0.254	JAJO	—	23,191.91		2/29/2012	4/20/2017
25152RVR1	DEUTSCHE BK LDN SENIOR CORP BND	F		12,998,830.00	12,988,933.23	13,000,000.00	12,998,879.28	(9,946.05	)	49.28		—	—	1.4	1.403	FA	23,333.33	30,354.17		2/6/2014	2/13/2017
25215BAB9	DEXIA CREDIT LOCAL/NEW YORK CORP BND 144			4,997,000.00	4,997,449.85	5,000,000.00	4,997,393.6	56.25		244.4		—	—	0.616	0.638	FMAN	23,187.50	—		10/30/2013	11/7/2016
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP			9,972,700.00	10,015,599.8	10,000,000.00	9,976,756.28	38,843.52		2,212.52		—	—	1.25	1.343	AO	4,537.02	7,892.83		10/10/2013	10/18/2016
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		9,444,640.00	9,448,432.94	9,400,000.00	9,431,450.32	16,982.62		(2,476.1	)	—	—	1.5	1.389	MN	58,581.24	42,058.33		9/25/2012	5/11/2017
25243YAS8	DIAGEO CAPITAL PLC SENIOR CORP BND	F		6,987,120.00	6,974,531.34	7,000,000.00	6,991,055.36	(16,524.02	)	1,056.07		—	—	0.625	0.687	AO	—	21,458.33		4/24/2013	4/29/2016
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		2,485,750.00	2,430,751.8	2,500,000.00	2,488,315.32	(57,563.52	)	689.45		—	—	1.125	1.243	AO	18,172.91	—		4/24/2013	4/29/2018
25459HAV7	DIRECTV HOLDINGS LLC CORP BND			5,665,268.75	5,743,267.67	5,525,000.00	5,602,477.04	140,790.63		(10,004.75	)	—	—	3.125	2.353	FA	38,095.00	20,662.50		2/21/2013	2/15/2016

25459HAY1	DIRECTV HOLDINGS LLC SENIOR CORP BND			9,374,202.75	9,152,194.39	8,745,000.00	9,106,436.77	45,757.62		(45,969.5	)	—	—		3.5	1.308		MS	138,417.50	—	10/16/2012	3/1/2016
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND			2,996,986.10	3,063,739.02	3,000,000.00	2,998,153.84	65,585.18		148.76		—	—		2.4	2.422		MS	7,555.56	—	5/15/2012	3/15/2017
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2		2	11,553,284.09	11,544,091.38	11,555,000.00	11,553,843.3	(9,751.92	)	124.2		—	—		0.69	0.695		MON	1,289.67	5,195.18	2/6/2013	8/15/2018
BRSE9BR07	DJO FINANCE LLC/DJO FINANCE CO SECURED T		2	533,250.00	536,500.16	533,250.00	533,250	3,250.16		—		—	—		—	—		MJSD	—	16,707.22	3/19/2013	9/15/2017
25600WAA8	DNB BOLIGKREDITT AS CORP BND 144A	F		9,671,647.51	9,821,376	9,600,000.00	9,626,534.47	194,841.53		(4,216.82	)	—	—		2.1	1.916		AO	5,027.05	128,299.31	11/14/2012	10/14/2015
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F		8,395,963.00	8,546,859.68	8,200,000.00	8,305,188.97	241,670.71		(12,829.27	)	—	—		2.9	2.236		MS	—	5,606.25	6/12/2012	3/29/2016
257375AA3	DOMINION GAS HOLDINGS LLC SENIOR CORP BN			4,998,200.00	4,988,604.35	5,000,000.00	4,998,461.57	(9,857.22	)	149.16		—	—		1.05	1.062		MN	—	—	10/17/2013	11/1/2016
BRSHU3AD4	DONCASTERS FINANCE US LLC SENIOR SECURED		1	710,572.50	723,133.13	717,750.00	711,502.15	11,630.98		270.86		—	—		—	0.143		MJSD	—	19,061.31	4/5/2013	4/9/2020
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND			1,423,418.25	1,478,302.79	1,425,000.00	1,424,409.93	53,892.86		79.6		—	—		2.9	2.924		JJ	3,200.00	—	1/6/2011	1/15/2016
BRSJRLR20	DRILLSHIPS FINANCING HOLDING I SENIOR SE	F	1	2,070,500.00	2,093,562.5	2,050,000.00	2,069,831.01	23,731.49		(668.99	)	—	—		—	(0.415	)	JAJO	—	5,000.00	2/3/2014	3/31/2021
BRSCC0RV3	DUCOMMUN INC TERM LOAN			286,865.52	290,849.78	289,763.17	288,187.84	2,661.94		221.09		—	—		—	0.166		MJSD	—	3,858.80	6/17/2011	6/27/2017
264399EM4	DUKE ENERGY CORP CORP BND			5,868,267.80	5,435,412.09	5,095,000.00	5,423,029.09	12,383.00		(53,551.6	)	—	—		5.3	0.966		AO	32,072.22	—	3/1/2012	10/1/2015
26441CAE5	DUKE ENERGY CORP CORP BND			1,052,000.00	1,027,053	1,000,000.00	1,024,720.09	2,332.91		(6,072.79	)	—	—		3.35	0.862		AO	14,986.11	—	2/14/2013	4/1/2015
263901AE0	DUKE ENERGY INDIANA INC SECURED CORP BND			585,000.00	584,332.32	585,000.00	585,000	(667.68	)	—		—	—		0.592	0.619		JAJO	1,873.26	—	7/8/2013	7/11/2016
BRSGEJ3J4	E_CARAT_12 ABS CARAT	D	2	340,117.63	352,918.77	211,588.31	340,117.63	12,801.14		(0.01	)	—	12,631.82		1.3	1.302		MON	—	2,930.93	12/10/2012	6/18/2020
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND			822,228.00	841,946.01	825,000.00	823,200.35	18,745.66		134.83		—	—		2.4	2.472		JD	7,294.80	—	5/29/2012	6/1/2017
278062AB0	EATON CORPORATION SENIOR CORP BND			1,173,959.42	1,170,092	1,175,000.00	1,174,061.36	(3,969.36	)	63.71		—	—		1.5	1.523		MN	12,035.42	46,375.00	11/8/2013	11/2/2017
278642AB9	EBAY INC. CORP BND			6,110,519.26	6,161,433.7	6,058,000.00	6,093,313.62	68,120.08		(5,651.27	)	—	—		1.625	1.24		AO	23,241.80	79,193.75	7/22/2013	10/15/2015
278642AG8	EBAY INC. SENIOR CORP BND			6,367,171.65	6,295,877.47	6,300,000.00	6,347,249.42	(51,371.95	)	(3,502.39	)	—	—		1.35	1.117		JJ	24,988.31	11,687.50	11/8/2012	7/15/2017
Z91J3YBQ5	ECARA_3 ABS 14 3 A	D	2	1,126,171.20	1,119,890.45	672,000.00	1,126,171.2	(6,280.75	)	—		—	(5,846.4	)	0.952	0.951		MON	21,202.57	13,759.62	2/28/2014	3/18/2022
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A		2	498,314.28	504,441.05	498,314.28	498,314.28	6,126.77		—		—	—		1.089	1.09		JAJO	—	1,487.79	2/23/2010	7/25/2023
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A		2	660,592.97	660,726.01	660,000.00	660,453.46	272.55		(121.67	)	—	—		0.93	0.872		MON	—	1,222.74	11/20/2013	4/20/2018
263534BQ1	EI DU PONT DE NEMOURS & CO CORP BND			2,202,898.00	2,113,262.65	1,900,000.00	2,114,868.71	(1,606.06	)	(19,361.76	)	—	—		5.25	1.003		JD	16,750.00	—	2/11/2013	12/15/2016
28140DAA1	ELAB_12-1 ABS 12-1		2	1,977,183.04	1,979,927.36	1,977,183.04	1,977,183.04	2,744.32		—		—	—		0.604	0.605		MON	1,469.71	8,958.95	9/19/2012	6/25/2022
BRSLXE2K1	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		3,163,264.00	3,187,279.97	3,200,000.00	3,165,557.27	21,722.70		2,293.27		—	—		1.15	1.544		JJ	—	26,250.00	1/13/2014	1/20/2017
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		9,806,118.40	9,846,674.73	9,920,000.00	9,810,230.9	36,443.83		4,112.5		—	—		2.15	2.395		JJ	1,375.00	30,937.50	1/13/2014	1/22/2019
268648AP7	EMC CORP SENIOR CORP BND			1,998,860.00	1,990,588.22	2,000,000.00	1,999,038.02	(8,449.80	)	54.78		—	—		1.875	1.887		JD	28,533.56	—	6/3/2013	6/1/2018

BRSBYALT0	EMERGENCY MEDICAL SVCS CORP TERM LOAN		2	5,615,575.61	5,662,588.29	5,643,794.46	5,625,267.75	37,320.54		1,143.95		—	—	—	0.078	FMAN	—	7,775.95		6/25/2012	5/25/2018
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED		1	1,127,769.98	1,142,727.18	1,139,161.60	1,127,769.98	14,957.20		—		—	—	—	0.146	MJSD	—	—		3/13/2014	3/12/2021
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED		1	78,681.63	79,725.15	79,476.39	78,681.63	1,043.52		—		—	—	—	0.145	MJSD	—	—		3/13/2014	3/12/2021
BRSLJ8BU8	ENDO LUXEMBOURG FINANCE I COMP SENIOR SE	F	1	144,275.00	144,836.88	145,000.00	144,279.26	557.62		4.26		—	—	—	0.071	MJSD	—	—		12/12/2013	3/1/2021
29268BAD3	ENEL FINANCE INTERNATIONAL NV CORP BND 1	F		1,241,598.75	1,243,516.01	1,225,000.00	1,227,038.61	16,477.40		(959.46	)	—	—	3.875	3.547	AO	18,165.00	—		3/30/2010	10/7/2014
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES			1,297,392.18	1,303,911.74	1,303,911.74	1,297,392.18	6,519.56		—		—	—	—	0.072	MJSD	—	—		3/25/2014	3/25/2021
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A		2	299,978.79	302,298	300,000.00	299,983.54	2,314.46		1.96		—	—	1.51	1.517	MON	—	1,933.26		8/7/2013	3/20/2019
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS _13-2		2	2,599,593.36	2,608,294	2,600,000.00	2,599,723.46	8,570.54		52.93		—	—	1.06	1.07	MON	—	3,593.12		8/7/2013	3/20/2019
293791AN9	ENTERPRISE PRODUCTS OPERATING CORP BND			1,193,423.00	1,129,535	1,100,000.00	1,128,519.82	1,015.18		(13,049.48	)	—	—	5.6	0.765	AO	10,633.68	50,000.00		1/2/2013	10/15/2014
293791AR0	ENTERPRISE PRODUCTS OPERATING CORP BND			4,324,320.00	4,157,548	4,000,000.00	4,153,561.74	3,986.26		(41,261.14	)	—	—	5	0.784	MS	6,296.07	—		3/19/2013	3/1/2015
29379VAX1	ENTERPRISE PRODUCTS OPERATING SENIOR COR			2,651,676.50	2,666,824.59	2,650,000.00	2,650,772.37	16,052.22		(137.86	)	—	—	1.25	1.228	FA	6,264.31	24,512.50		8/6/2012	8/13/2015
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED T			2,664,937.50	2,634,956.95	2,664,937.50	2,664,937.5	(29,980.55	)	—		—	—	—	—	MJSD	—	(860.56	)	8/1/2013	5/31/2020
BRSC4H8Q7	EPICOR SOFTWARE CORP TERM LOAN			6,386,874.91	6,479,463.6	6,452,042.42	6,410,696.18	68,767.42		2,558.91		—	—	—	0.153	FMAN	—	183.26		8/6/2012	5/18/2018
BRSJD01Z6	EQUIPOWER RESOURCES HOLDINGS L SENIOR SE			2,025,833.86	2,042,659.96	2,030,911.14	2,026,228.49	16,431.47		208		—	—	—	0.04	MJSD	—	32,499.30		12/16/2013	12/31/2019
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN	D		837,356.42	837,480.1	450,000.00	830,940.36	6,539.74		(4,893.6	)	—	14,761.67	4.75	1.795	OCT	8,475.06	(5,782.05	)	11/29/2013	10/15/2018
298785FB7	EUROPEAN INVESTMENT BANK CORP BND	F		15,739,300.00	15,311,100	15,000,000.00	15,286,932.35	24,167.65		(89,907.1	)	—	—	2.875	0.446	JJ	—	46,250.00		2/15/2013	1/15/2015
298785GC4	EUROPEAN INVESTMENT BANK CORP BND	F		4,970,000.00	4,884,050	5,000,000.00	4,975,424.13	(91,374.13	)	1,410.45		—	—	1	1.12	JD	27,303.89	—		4/9/2013	6/15/2018
BRS9ND148	EUROPEAN INVESTMENT BANK CORP BND	D		3,751,325.26	4,110,927.43	2,380,000.00	3,707,363.08	403,564.35		(8,311.52	)	—	321,224.24	3	2.051	DEC	35,954.78	(24,529.89	)	11/13/2013	12/7/2015
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		15,606,900.00	15,612,898.65	15,000,000.00	15,603,060.8	9,837.85		(3,839.2	)	—	—	2.5	0.591	MN	—	—		3/24/2014	5/16/2016
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURE		1	6,102,483.58	6,202,650.6	6,164,124.82	6,105,330.67	97,319.93		2,343.41		—	—	—	0.144	MJSD	—	22,431.09		12/5/2013	10/30/2020
BRSM7X853	EXGEN RENEWABLES I LLC SECURED TERM LOAN		1	1,715,517.25	1,760,775.87	1,724,137.94	1,715,581.99	45,193.88		64.74		—	—	—	0.072	FMAN	—	2,116.99		2/5/2014	2/6/2021
30216BCD2	EXPORT DEVELOPMENT CANADA CORP BND	A		5,212,650.00	5,115,450	5,000,000.00	5,108,673.41	6,776.59		(23,287.43	)	—	—	2.25	0.366	MN	32,817.68	135,138.12		2/15/2013	5/28/2015
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND			5,000,000.00	5,001,450.35	5,000,000.00	5,000,000	1,450.35		—		—	—	0.271	0.271	MJSD	4,184.49	3,637.22		3/17/2014	3/15/2017
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND		1	2,050,000.00	2,043,817.88	2,050,000.00	2,050,000	(6,182.12	)	—		—	—	1.819	1.819	MS	23,437.50	—		3/17/2014	3/15/2019
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142		2	912,013.28	906,961.49	909,738.92	912,069.76	(5,108.27	)	(277.73	)	—	—	0.624	0.494	MON	4,622.11	14,954.38		8/15/2013	12/25/2040
34529XAD0	FCALT_12-B ABS 12-B		2	8,011,562.50	8,003,360	8,000,000.00	8,002,386.5	973.50		(1,704.94	)	—	—	0.57	0.467	MON	—	3,461.25		2/1/2013	9/15/2015
G33365SX9	FCE BANK PLC SENIOR LOCAL BND EMTN	D		2,086,737.87	2,109,130.88	1,200,000.00	2,077,895.92	31,234.96		(8,841.95	)	—	35,107.94	5.125	1.588	NOV	16,804.38	3,707.78		2/7/2014	11/16/2015

31331KHV5	FED FARM CR BKS AGENCY BND		1,348,758.50	1,351,126.14	1,350,000.00	1,349,547.86	1,578.28		54.28		—	—	0.227	0.274	MON	1,251.39	4,315.53		6/27/2013	4/20/2016
3133EA5A2	FED FARM CR BKS AGENCY BND		5,000,000.00	4,906,673.2	5,000,000.00	5,000,000	(93,326.80	)	—		—	—	0.87	0.87	AO	1,970.65	8,532.50		10/11/2012	10/18/2017
3133EA5D6	FED FARM CR BKS AGENCY BND		4,498,920.00	4,501,940.36	4,500,000.00	4,499,523.41	2,416.95		110.74		—	—	0.175	0.237	MON	43,125.00	—		11/23/2012	4/23/2015
3133EAYZ5	FED FARM CR BKS AGENCY BND		2,524,312.44	2,526,119.69	2,525,000.00	2,524,750.14	1,369.55		63.67		—	—	0.182	0.282	MON	—	422.79		7/16/2012	3/20/2015
3133ECUQ5	FED FARM CR BKS AGENCY BND		1,499,805.00	1,500,003.14	1,500,000.00	1,499,859.59	143.55		19.22		—	—	0.166	0.207	MON	12,734.38	—		7/15/2013	1/19/2016
3130A0C65	FHLB AGENCY BND		5,040,205.00	5,024,598.61	5,050,000.00	5,041,326.78	(16,728.17	)	774.72		—	—	0.625	0.688	JD	3,415.28	21,750.00		12/3/2013	12/28/2016
313382K85	FHLB AGENCY BND		2,997,150.00	2,994,359.88	3,000,000.00	2,998,131.52	(3,771.64	)	234.82		—	—	0.45	0.482	MS	—	2,812.50		3/13/2013	3/18/2016
313383BB6	FHLB AGENCY BND	1	1,992,600.00	1,993,620	2,000,000.00	1,993,961.74	(341.74	)	681.61		—	—	0.55	0.69	JD	—	2,375.00		10/2/2013	6/3/2016
313383V81	FHLB AGENCY BND		1,499,940.00	1,502,820	1,500,000.00	1,499,958.52	2,861.48		7.21		—	—	0.375	0.377	FA	6,319.45	—		8/8/2013	8/28/2015
3133XWE70	FHLB AGENCY BND		7,454,591.35	7,430,717.85	7,395,000.00	7,401,495.85	29,222.00		(8,008.57	)	—	—	2.5	2.06	JD	12,710.06	65,937.50		6/22/2012	6/13/2014
3134G2UA8	FHLMC AGENCY BND		11,107,050.00	11,038,390	11,000,000.00	11,015,646.49	22,743.51		(9,879.68	)	—	—	1	0.634	FA	2,362.50	15,750.00		1/17/2012	8/20/2014
3134G36F2	FHLMC AGENCY BND		1,630,000.00	1,631,532.1	1,630,000.00	1,630,000	1,532.10		—		—	—	0.42	0.42	MS	1,251.39	4,250.00		2/25/2013	9/18/2015
3134G3J76	FHLMC AGENCY BND		7,002,107.00	7,020,300.07	7,000,000.00	7,001,016.52	19,283.55		(175.91	)	—	—	0.45	0.44	MS	3,754.17	12,750.00		9/14/2012	9/4/2015
3134G4LB2	FHLMC AGENCY BND	1	2,270,454.00	2,260,965.33	2,270,000.00	2,270,142.15	(9,176.82	)	(224.45	)	—	—	0.85	0.81	MN	47,217.43	(16,101.70	)	11/8/2013	11/28/2016
3137EACH0	FHLMC AGENCY BND		8,563,258.24	8,185,040	8,000,000.00	8,149,349.58	35,690.42		(42,765.28	)	—	—	2.875	0.691	FA	13,125.00	—		11/2/2011	2/9/2015
3137EACY3	FHLMC AGENCY BND		5,000,300.00	5,020,400	5,000,000.00	5,000,066.08	20,333.92		(25.23	)	—	—	0.75	0.748	MN	—	4,399.92		11/28/2011	11/25/2014
3137EADQ9	FHLMC AGENCY BND		5,276,683.38	5,275,627.93	5,277,000.00	5,276,786.43	(1,158.50	)	24.95		—	—	0.5	0.502	MN	24,939.38	5,062.50		3/6/2013	5/13/2016
3134G4ET1	FHLMC AGENCY BND MTN	1	4,996,750.00	4,997,800.05	5,000,000.00	4,997,427.46	372.59		266.82		—	—	0.85	0.872	FA	109,847.92	1,225.42		8/13/2013	8/8/2016
31396UWM8	FHLMC AGENCY CMO 3184 FA	2	255,684.19	255,988.98	255,964.15	255,927.6	61.38		33.53		—	—	0.305	0.377	MON	—	219.32		4/23/2010	2/15/2033
31398WV35	FHLMC AGENCY CMO 3654	2	92,768.65	92,687.61	86,447.20	90,629.34	2,058.27		(465.23	)	—	—	5	1.407	MON	—	2,241.26		2/1/2012	11/15/2028
31396CLF5	FHLMC AGENCY CMO_3054 DW	2	16,537.92	16,896.38	16,600.18	16,560.17	336.21		13.37		—	—	5.5	5.685	MON	—	5,194.57		6/17/2008	5/15/2034
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	1,022,605.65	1,112,418.49	1,008,424.69	1,020,528.51	91,889.98		(886.66	)	—	—	6	5.514	MON	—	362.94		2/6/2007	3/15/2029
31395EC47	FHLMC CMO_2839 TS	2	1,158,590.88	1,148,525.22	1,078,385.92	1,145,809.41	2,715.81		(9,379.2	)	—	—	5	1.446	MON	—	630.09		3/7/2013	8/15/2019
31397Y5H0	FHLMC CMO_3484 DA	2	444,609.74	434,290.39	427,380.92	430,089.29	4,201.10		(2,250.08	)	—	—	5	2.881	MON	—	10,030.75		6/1/2009	9/15/2022
3137A7SR2	FHLMC CMO_3824 FA	2	3,325,566.95	3,320,701.6	3,325,307.16	3,325,517.98	(4,816.38	)	(34.75	)	—	—	0.305	0.301	MON	6,324.63	20,548.66		2/20/2013	3/15/2026
3128JLHB8	FHLMC POOL # 1B1225	2	46,538.79	49,593.46	47,261.87	46,577.68	3,015.78		11.15		—	—	2.382	2.743	MON	—	428.86		4/2/2007	9/1/2033
3128JMW45	FHLMC POOL # 1B2566	2	66,980.45	71,852.17	67,507.00	67,013.06	4,839.11		6.92		—	—	2.525	2.623	MON	—	499.82		4/2/2007	11/1/2034

3128JMXM4	FHLMC POOL # 1B2583	2	1,288,428.85	1,375,923.04	1,302,732.88	1,289,561.27	86,361.77		488.95		—	—	2.525	2.681	MON	3,017.02	9,179.33	9/17/2008	10/1/2034
3128JMY68	FHLMC POOL # 1B2632	2	78,078.68	85,561.77	78,692.49	78,114.68	7,447.09		7.52		—	—	2.525	2.627	MON	—	778.63	4/3/2007	11/1/2034
3128JMZG5	FHLMC POOL # 1B2642	2	121,564.75	130,404.75	122,520.42	121,622.62	8,782.13		12.76		—	—	2.525	2.625	MON	—	1,015.62	4/2/2007	11/1/2034
3128JNAL9	FHLMC POOL # 1B2810	2	149,337.64	160,676.76	150,891.80	149,433.78	11,242.98		44.74		—	—	2.526	2.683	MON	—	2,729.86	4/2/2007	2/1/2035
3128NCB37	FHLMC POOL # 1G0058	2	168,343.03	181,039.47	168,738.51	168,330.78	12,708.69		20.67		—	—	2.458	2.461	MON	2,850.27	1,121.17	9/17/2008	1/1/2035
3128NCD68	FHLMC POOL # 1G0125	2	1,401,133.67	1,484,704.73	1,431,097.27	1,404,878.42	79,826.31		2,471.42		—	—	2.39	2.657	MON	2,543.06	7,737.26	12/13/2005	3/1/2035
3128NCMS0	FHLMC POOL # 1G0369	2	242,529.52	255,239.9	241,322.91	242,317.22	12,922.68		(38.23	)	—	—	2.355	2.258	MON	7,591.82	23,329.20	8/27/2008	10/1/2035
3128QJLG9	FHLMC POOL # 1G1227	2	197,435.88	206,123.14	193,564.62	196,903.29	9,219.85		(72.26	)	—	—	2.508	2.224	MON	2,520.00	—	1/4/2008	10/1/2036
3128QJRN8	FHLMC POOL # 1G1393	2	1,085,332.90	1,079,433.08	1,041,747.72	1,082,505.41	(3,072.33	)	(4,984.08	)	—	—	2.532	1.937	MON	10,523.98	31,937.02	3/9/2012	12/1/2036
3128QJ3B0	FHLMC POOL # 1G1694	2	1,255,842.89	1,349,293.9	1,274,714.65	1,257,378.08	91,915.82		273.55		—	—	2.394	2.583	MON	—	3,303.67	8/10/2007	4/1/2037
31342AZE2	FHLMC POOL # 780741	2	398,638.14	408,116.59	386,382.57	397,915.98	10,200.61		(1,044.88	)	—	—	2.375	1.461	MON	—	481.72	11/16/2009	7/1/2033
31342A6F1	FHLMC POOL # 780870	2	275,088.68	294,271.45	279,362.92	275,330.54	18,940.91		259.62		—	—	2.362	2.705	MON	—	—	2/22/2012	9/1/2033
31349SJK0	FHLMC POOL # 781166	2	586,755.64	628,847.58	596,471.61	587,532.7	41,314.88		490.34		—	—	2.355	2.657	MON	2,489.89	3,613.33	1/9/2006	1/1/2034
31349UCW6	FHLMC POOL # 782785	2	134,895.86	143,769.52	135,956.36	134,959.87	8,809.65		20.01		—	—	2.232	2.342	MON	—	1,416.73	4/2/2007	10/1/2034
31349UEJ3	FHLMC POOL # 782837	2	233,907.45	250,815.05	235,746.28	234,012.16	16,802.89		43.11		—	—	2.375	2.484	MON	—	1,497.37	4/2/2007	11/1/2034
31349UJL3	FHLMC POOL # 782967	2	76,792.07	82,434.47	77,949.13	76,869.72	5,564.75		38.66		—	—	2.375	2.628	MON	—	108.95	9/30/2008	1/1/2035
31349ULB2	FHLMC POOL # 783022	2	244,473.27	262,976.53	246,656.18	244,602.25	18,374.28		51.9		—	—	2.375	2.506	MON	2,104.35	6,375.04	4/2/2007	2/1/2035
31295NXK9	FHLMC POOL # 789682	2	29,048.27	30,513.86	29,216.04	29,056.85	1,457.01		2.1		—	—	2.352	2.429	MON	—	2,169.52	8/10/2006	9/1/2032
3128JRJS6	FHLMC POOL # 847473	2	1,532,391.43	1,621,574.99	1,538,642.18	1,532,546.56	89,028.43		136.09		—	—	2.353	2.387	MON	2,673.64	9,364.13	9/26/2007	12/1/2035
3128JRKQ8	FHLMC POOL # 847503	2	707,394.17	769,903.37	724,313.70	708,573.2	61,330.17		1,085.47		—	—	2.469	2.925	MON	1,265.92	3,984.72	5/31/2006	12/1/2035
3128JRPZ3	FHLMC POOL # 847640	2	289,003.14	312,879.33	290,586.83	289,067.65	23,811.68		34.77		—	—	2.475	2.533	MON	—	201.33	11/13/2006	5/1/2036
3128JRP26	FHLMC POOL # 847641	2	438,581.83	467,038.91	442,118.77	438,819.25	28,219.66		125.57		—	—	2.365	2.479	MON	—	1,724.41	2/22/2012	12/1/2033
3128JR6Z4	FHLMC POOL # 848088	2	6,404,633.69	6,496,473.38	6,095,116.08	6,387,531.31	108,942.07		(12,999.21	)	—	—	2.369	1.338	MON	—	2,702.24	3/8/2011	4/1/2035
31300L3D5	FHLMC POOL # 848896	2	2,171,204.38	2,156,775	2,064,127.74	2,170,022.52	(13,247.52	)	(4,712.74	)	—	—	2.968	1.598	MON	4,504.70	14,202.10	4/22/2013	5/1/2042
3128KWBZ5	FHLMC POOL # A65456	2	13,769.87	15,113.47	13,252.21	13,748.08	1,365.39		(16.72	)	—	—	6	4.689	MON	—	433.03	2/4/2009	9/1/2037
3128KWFX6	FHLMC POOL # A65582	2	28,334.60	31,099.35	27,269.39	28,289.88	2,809.47		(97.15	)	—	—	6	4.704	MON	—	446.33	2/4/2009	9/1/2037
3128KWFY4	FHLMC POOL # A65583	2	30,769.27	33,771.6	29,612.55	30,719.65	3,051.95		(10.78	)	—	—	6	4.775	MON	—	326.39	2/4/2009	9/1/2037

3128KWNV1	FHLMC POOL # A65804	2	546,748.82	614,822.69	540,541.04	546,456.98	68,365.71		(3,194.45	)	—	—	6	5.472	MON	5,689.73	17,128.27	11/2/2007	9/1/2037
3128KWNX7	FHLMC POOL # A65806	2	1,151,014.25	1,294,323.2	1,137,945.66	1,150,406.99	143,916.21		(79.95	)	—	—	6	5.454	MON	2,751.53	8,884.98	11/2/2007	9/1/2037
3128KWTK9	FHLMC POOL # A65954	2	33,420.15	36,681.1	32,163.74	33,365.9	3,315.20		(126.24	)	—	—	6	4.8	MON	—	376.74	2/4/2009	9/1/2037
3128KWTP8	FHLMC POOL # A65958	2	24,353.22	26,729.5	23,437.70	24,315.32	2,414.18		(145.91	)	—	—	6	4.67	MON	—	375.45	2/4/2009	9/1/2037
3128KWTZ6	FHLMC POOL # A65968	2	25,490.09	27,977.26	24,531.80	25,450.57	2,526.69		(50.98	)	—	—	6	4.627	MON	—	350.67	2/4/2009	9/1/2037
3128KWT29	FHLMC POOL # A65969	2	20,039.83	21,995.22	19,286.46	20,008.49	1,986.73		(130.6	)	—	—	6	4.674	MON	—	519.82	2/4/2009	9/1/2037
3128KW5Q2	FHLMC POOL # A66255	2	540,869.52	598,277.32	534,728.50	540,580.13	57,697.19		(1,004.43	)	—	—	6	5.483	MON	2,702.71	11,170.02	11/2/2007	9/1/2037
3128KYXE4	FHLMC POOL # A67877	2	24,117.02	26,470.25	23,210.38	24,076.98	2,393.27		(11.78	)	—	—	6	4.761	MON	—	51.56	2/4/2009	4/1/2037
312929CM2	FHLMC POOL # A82776	2	8,272.58	9,080.45	7,961.57	8,259.95	820.50		(51.92	)	—	—	6	4.835	MON	—	26.77	2/4/2009	1/1/2039
312930LH1	FHLMC POOL # A83928	2	18,675.86	20,499.7	17,973.76	18,646.28	1,853.42		(5.59	)	—	—	6	4.93	MON	—	636.21	2/4/2009	1/1/2039
312930LQ1	FHLMC POOL # A83935	2	42,048.28	46,154.61	40,467.51	41,979.53	4,175.08		(114.07	)	—	—	6	4.991	MON	—	328.80	2/4/2009	1/1/2039
312930RC6	FHLMC POOL # A84083	2	22,244.17	24,410.15	21,407.93	22,203.23	2,206.92		(53.94	)	—	—	6	5.121	MON	—	169.69	2/4/2009	1/1/2039
312930RV4	FHLMC POOL # A84100	2	10,788.46	11,842.05	10,382.89	10,771.44	1,070.61		(53.49	)	—	—	6	4.907	MON	—	169.01	2/4/2009	1/1/2039
312930TB6	FHLMC POOL # A84146	2	11,175.64	12,263.85	10,755.51	11,159.14	1,104.71		(56.7	)	—	—	6	4.764	MON	—	172.90	2/4/2009	1/1/2039
31292KJH1	FHLMC POOL # C02964	2	1,802.17	1,978.02	1,734.42	1,799.31	178.71		(3.14	)	—	—	6	4.667	MON	—	270.64	2/4/2009	7/1/2037
3128M4HY2	FHLMC POOL # G02647	2	592,173.06	659,045.93	600,333.84	592,465.97	66,579.96		967.5		—	—	5.5	6.237	MON	29,385.41	91,570.36	4/9/2007	2/1/2037
3128M4ZG1	FHLMC POOL # G03143	2	3,444.47	3,780.53	3,314.95	3,438.91	341.62		(7.39	)	—	—	6	4.721	MON	—	1,227.93	2/4/2009	7/1/2037
3128M5HK9	FHLMC POOL # G03534	2	5,575,036.43	6,129,360.92	5,425,001.17	5,568,443.27	560,917.65		(9,334.56	)	—	—	6.5	5.446	MON	2,815.85	8,908.85	11/6/2007	10/1/2037
3128M6UB2	FHLMC POOL # G04778	2	82,235.55	90,266.5	79,143.99	82,104.44	8,162.06		(154.79	)	—	—	6	4.854	MON	1,023.30	3,191.92	2/4/2009	7/1/2038
3128M7AZ9	FHLMC POOL # G05124	2	212,654.44	233,421.82	204,659.92	212,323.84	21,097.98		(502.79	)	—	—	6	4.871	MON	—	353.46	2/4/2009	12/1/2038
3128MBBR7	FHLMC POOL # G12548	2	615,711.76	673,093.6	614,367.84	615,106.69	57,986.91		(115.45	)	—	—	5.5	5.397	MON	9,252.15	29,773.13	3/30/2007	1/1/2022
3128MBU70	FHLMC POOL # G13106	2	808,876.62	806,111.63	754,197.32	804,904.28	1,207.35		(6,078.31	)	—	—	5	1.99	MON	—	1,220.25	7/17/2013	10/1/2020
3128MCRQ0	FHLMC POOL # G13895	2	2,390,525.22	2,367,199.56	2,220,516.90	2,351,948.27	15,251.29		(18,946.28	)	—	—	5	2.111	MON	10,237.87	36,298.56	11/10/2011	11/1/2019
3128MDCL5	FHLMC POOL # G14375	2	212,817.08	212,143.75	199,974.94	212,551.36	(407.61	)	(854.16	)	—	—	4	1.983	MON	—	976.85	12/13/2013	7/1/2026
3128MDM91	FHLMC POOL # G14684	2	2,142,384.81	2,092,159.14	2,037,183.38	2,132,910.39	(40,751.25	)	(5,272.5	)	—	—	3	1.58	MON	4,739.06	15,025.36	2/13/2013	2/1/2023
3128MDNM1	FHLMC POOL # G14696	2	1,052,367.69	1,034,471.68	947,812.15	1,046,418.99	(11,947.31	)	(10,270.11	)	—	—	6	1.751	MON	5,105.28	15,657.13	3/1/2013	3/1/2024
3128MDVW0	FHLMC POOL # G14929	2	889,014.14	880,001.11	828,947.82	888,032.68	(8,031.57	)	(2,589.92	)	—	—	4	2.029	MON	6,688.00	27,087.57	11/19/2013	10/1/2028

3128MTB72	FHLMC POOL # H00962		2	129,178.59	140,621.87	126,694.22	129,068.31	11,553.56		(372.25	)	—	—	6.5	5.44	MON	—	1,106.34		10/31/2007	7/1/2037
3128MTEE4	FHLMC POOL # H01033		2	1,927,130.77	2,097,845.09	1,890,067.71	1,925,381.72	172,463.37		(9,157.99	)	—	—	6.5	5.798	MON	—	1,728.62		10/31/2007	7/1/2037
3128MTF29	FHLMC POOL # H01085		2	108,030.95	117,600.84	105,953.27	107,919.81	9,681.03		(19.79	)	—	—	6.5	5.942	MON	6,661.56	20,491.50		10/31/2007	7/1/2037
3128PVWH9	FHLMC POOL # J16048		2	6,634,766.97	6,686,772.25	6,280,507.14	6,596,724.64	90,047.61		(18,392.57	)	—	—	4	2.624	MON	20,093.23	108,181.93		8/2/2011	7/1/2026
3128PV4J6	FHLMC POOL # J16225		2	2,111,195.47	2,127,743.63	1,998,469.30	2,099,756.72	27,986.91		(7,167.48	)	—	—	4	2.557	MON	8,512.04	26,156.99		8/2/2011	8/1/2026
31306YAL5	FHLMC POOL # J20911		2	1,895,494.50	1,888,985.72	1,801,881.16	1,886,882.05	2,103.67		(8,523.97	)	—	—	3	1.498	MON	90,828.73	—		2/13/2013	10/1/2022
3132GLQP2	FHLMC POOL # Q05262		2	3,733,946.75	3,628,577.62	3,608,222.73	3,730,124.5	(101,546.88	)	(2,585.53	)	—	—	3.5	2.833	MON	98,204.42	296,250.00		2/3/2012	12/1/2041
3137A47K7	FHLMC SENIOR CMO_3778 M		2	262,244.69	261,012.24	241,352.62	261,794.15	(781.91	)	(932.18	)	—	—	4.5	1.735	MON	—	497.60		1/13/2014	8/15/2039
3134G3W55	FHLMC UNSECURED AGENCY BND			249,972.50	250,517.48	250,000.00	249,984.61	532.87		2.31		—	—	0.45	0.454	MN	—	—		12/18/2012	11/24/2015
3134G42Q0	FHLMC UNSECURED AGENCY BND		1	247,725.00	248,082.51	250,000.00	248,094.16	(11.65	)	181.24		—	—	0.6	0.901	AO	—	29.86		9/27/2013	10/25/2016
3137EADP1	FHLMC UNSECURED AGENCY BND			14,877,000.00	14,681,999.55	15,000,000.00	14,904,331.53	(222,331.98	)	5,888.69		—	—	0.875	1.041	MS	—	—		2/1/2013	3/7/2018
31397JRY2	FHLMC_3345 AGENCY CMO 3345		2	1,293,772.50	1,293,998.53	1,293,570.36	1,293,687.76	310.77		(30.17	)	—	—	0.355	0.332	MON	2,514.95	4,742.43		2/28/2013	11/15/2036
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF		2	264,004.50	264,035.88	263,983.88	263,998.61	37.27		(2.08	)	—	—	0.305	0.302	MON	—	437.62		7/22/2011	10/15/2020
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ		2	1,947,844.77	1,913,630.7	1,743,525.39	1,945,144.01	(31,513.31	)	(7,328.25	)	—	—	5.5	2.047	MON	—	4,707.37		11/20/2013	4/15/2040
3137A63Z3	FHLMC_3792 AGENCY CMO 3792		2	3,567,961.90	3,559,226.91	3,543,599.64	3,564,809.74	(5,582.83	)	(1,872.14	)	—	—	0.555	0.376	MON	—	730.25		11/9/2012	11/15/2040
3137ACNE5	FHLMC_3879 CMO_3879 MF		2	378,182.35	377,090.96	376,710.82	378,134.4	(1,043.44	)	(111.32	)	—	—	0.505	0.364	MON	2,416.39	1,586.39		11/5/2013	9/15/2038
BRSKMVVS8	FIELDWOOD ENERGY LLC SENIOR SECURED TERM			1,086,801.19	1,094,993.16	1,092,262.50	1,087,318.14	7,675.02		270.52		—	—	—	0.1	MJSD	—	(1,231.85	)	10/11/2013	9/28/2018
BRSL992B9	FILTRATION GROUP CORP SENIOR SECURED TER		1	1,042,138.12	1,055,884.92	1,047,375.00	1,042,352.96	13,531.96		198.97		—	—	—	0.071	MJSD	—	(625.63	)	12/18/2013	11/20/2020
BRSJ16FK4	FIRST DATA CORP SENIOR SECURED TERM NOTE		1	2,828,571.00	2,838,980.14	2,828,571.00	2,828,571	10,409.14		334.48		—	—	—	—	MJSD	—	53,479.13		10/31/2013	9/24/2018
BRSBT2DD8	FIRST DATA CORP TERM LOAN		2	5,487,000.56	5,711,187	5,685,715.00	5,551,534.13	159,652.87		7,796.09		—	—	—	0.568	MJSD	—	19,135.19		9/9/2013	3/23/2018
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A		2	377,343.69	377,242.19	377,344.07	377,342.13	(99.94	)	(0.5	)	—	—	0.679	0.679	JJ	—	1,456.44		6/12/2013	1/15/2019
BRSHG9BV6	FIRTH RIXSON LTD SENIOR SECURED TERM NOT	F		493,750.00	495,910.16	493,750.00	493,750	2,160.16		—		—	—	—	—	MJSD	—	3,050.20		2/12/2013	6/30/2017
337738AH1	FISERV INC CORP BND			1,578,345.00	1,545,981.33	1,500,000.00	1,545,520.29	461.04		(7,422.89	)	—	—	3.125	1.08	AO	4,600.69	—		2/21/2013	10/1/2015
337738AK4	FISERV INC CORP BND			789,567.50	783,671.9	750,000.00	778,128.55	5,543.35		(3,103.33	)	—	—	3.125	1.392	JD	4,890.01	909.31		8/6/2013	6/15/2016
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM	F	1	2,058,715.31	2,091,386.45	2,063,875.00	2,058,937.19	32,449.26		287.19		—	—	—	0.044	FMAN	—	34,810.41		11/15/2013	8/9/2019
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND			349,184.50	349,644.13	350,000.00	349,424.26	219.87		39.04		—	—	2	2.049	AO	—	7,906.25		9/18/2012	10/1/2017
30254WAB5	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1,499,175.00	1,502,190.17	1,500,000.00	1,499,449.39	2,740.78		65.99		—	—	0.625	0.643	AO	3,978.26	22,891.33		3/13/2013	4/18/2016

BRSF8V463	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D		2,837,654.13	3,006,571.65	1,800,000.00	2,840,745.49	165,826.16		155.56		—	158,860.86	1	1.023		DEC	27,884.60	7,881.46	11/29/2013	12/1/2015
D2R6KTMR2	FMS WERTMANAGEMENT LT GTD SENIOR LOCAL B	D		4,113,052.55	4,346,813.55	2,600,000.00	4,111,926.83	234,886.72		(756.28	)	—	226,966.02	0.752	0.829		FMAN	93,101.48	—	11/13/2013	8/3/2015
3135G0CM3	FNMA AGENCY BND			1,775,714.50	1,774,237.41	1,750,000.00	1,771,455.15	2,782.26		(2,117.32	)	—	—	1.25	0.752		MS	57,661.94	—	10/1/2013	9/28/2016
31359MZC0	FNMA AGENCY BND			5,904,904.90	5,629,077.37	5,300,000.00	5,484,461.1	144,616.27		(29,056.56	)	—	—	4.375	2.065		AO	5,138.89	25,000.00	7/16/2010	10/15/2015
3135G0NR0	FNMA AGENCY BND		1	249,762.50	247,782.5	250,000.00	249,766.54	(1,984.04	)	4.04		—	—	1.1	1.126		FA	—	5,075.00	3/14/2014	8/28/2017
3135G0UM3	FNMA AGENCY BND		1	2,499,125.00	2,496,875	2,500,000.00	2,499,442.48	(2,567.48	)	71.57		—	—	0.52	0.532		FA	—	16,875.00	2/5/2013	2/26/2016
3135G0VA8	FNMA AGENCY BND			6,742,305.00	6,755,198.24	6,750,000.00	6,745,071.02	10,127.22		610.09		—	—	0.5	0.537		MS	8,750.00	65,625.00	2/14/2013	3/30/2016
3135G0WJ8	FNMA AGENCY BND			1,995,720.00	1,948,840.02	2,000,000.00	1,996,509.58	(47,669.56	)	205.55		—	—	0.875	0.918		MN	1,567.71	3,281.25	4/11/2013	5/21/2018
3135G0WW9	FNMA AGENCY BND		1	2,999,970.00	2,993,879.94	3,000,000.00	2,999,978.6	(6,098.66	)	2.47		—	—	0.52	0.52		MN	4,460.08	—	5/16/2013	5/20/2016
3135G0YM9	FNMA AGENCY BND			5,989,620.00	6,059,040.06	6,000,000.00	5,990,783.82	68,256.24		488.85		—	—	1.875	1.911		MS	28,050.00	—	8/21/2013	9/18/2018
3135G0ZB2	FNMA AGENCY BND			6,726,442.50	6,701,805.21	6,750,000.00	6,726,883.26	(25,078.05	)	440.76		—	—	0.75	0.864		AO	7,401.05	27,056.25	3/6/2014	4/20/2017
3136G1W47	FNMA AGENCY BND		1	1,250,000.00	1,250,255.78	1,250,000.00	1,250,000	255.78		—		—	—	1.35	1.345		AO	—	77,236.98	9/18/2013	4/10/2017
31394BPP3	FNMA AGENCY CMO_04-88 HA		2	8,674.50	8,742.13	8,388.76	8,446.8	295.33		(27.43	)	—	—	6.5	5.194		MON	—	250.59	1/14/2008	7/25/2034
31397NLS2	FNMA AGENCY CMO_09-11 LC		2	1,175,745.64	1,178,216.27	1,104,634.78	1,172,678.18	5,538.09		(5,670.19	)	—	—	4.5	(0.644	)	MON	2,189.09	24,268.91	2/7/2014	3/25/2049
31398T6X4	FNMA CMO 10-113 FA		2	2,727,268.11	2,731,762.87	2,729,322.86	2,727,906.85	3,856.02		68.83		—	—	0.554	0.576		MON	7,435.58	10,983.28	9/3/2013	10/25/2040
31394DA42	FNMA CMO_05-48 AR		2	97,590.11	105,256	96,893.69	97,185.35	8,070.65		(51.03	)	—	—	5.5	5.252		MON	—	269.40	12/20/2007	2/25/2035
31394EZX9	FNMA CMO_05-65 WL		2	1,695,326.62	1,661,633.89	1,628,653.63	1,653,976.16	7,657.73		(14,113.63	)	—	—	5.5	0.21		MON	2,315.93	8,526.25	11/16/2012	7/25/2034
31396L5J5	FNMA CMO_06-129 FA		2	282,712.55	282,917.36	282,889.35	282,814.18	103.18		32.39		—	—	0.354	0.386		MON	—	59.11	3/23/2011	1/25/2037
31397MTX5	FNMA CMO_08-81 KA		2	549,917.18	561,109.34	551,814.03	549,961.47	11,147.87		549.58		—	—	5	5.057		MON	6,849.56	12,534.71	7/29/2008	10/25/2022
31371NAC9	FNMA POOL # 256603		2	409,332.88	448,065.09	408,949.47	408,977.04	39,088.05		(35.1	)	—	—	5.5	5.379		MON	8,711.70	27,193.79	7/17/2008	2/1/2022
31371NE35	FNMA POOL # 256754		2	159,253.99	164,609.89	150,239.62	157,610.18	6,999.71		(702.89	)	—	—	5.5	3.191		MON	—	26,174.84	9/29/2009	6/1/2022
31385W2S7	FNMA POOL # 555285		2	1,899,059.35	1,943,318.74	1,723,479.86	1,891,689.83	51,628.91		(11,561.86	)	—	—	6	1.959		MON	9,754.60	30,547.08	1/5/2011	3/1/2033
31385XAZ0	FNMA POOL # 555424		2	2,103,575.97	2,151,887.14	1,932,517.93	2,097,538.96	54,348.18		(12,735.1	)	—	—	5.5	1.63		MON	4,689.46	14,562.91	1/25/2012	5/1/2033
31385XEW3	FNMA POOL # 555549		2	106,514.76	114,614.73	107,387.31	106,736.82	7,877.91		83.71		—	—	5	5.223		MON	—	1,334.91	12/14/2007	6/1/2018
31385XK48	FNMA POOL # 555715		2	75,686.06	80,386.28	76,361.85	75,735.6	4,650.68		11.67		—	—	2.349	2.527		MON	—	872.84	4/2/2007	7/1/2033
31400EGH7	FNMA POOL # 685200		2	97,830.47	105,270	98,631.85	98,042.35	7,227.65		88.24		—	—	5	5.226		MON	—	642.70	12/14/2007	3/1/2018
31400PG58	FNMA POOL # 693320		2	57,857.53	61,609.23	58,365.96	57,902.94	3,706.29		8.17		—	—	2.279	2.446		MON	—	51.97	8/10/2006	1/1/2033

31400QJ87	FNMA POOL # 694287	2	8,528.39	9,217.87	8,604.53	8,534.37	683.50		3.66		—	—	2.228	2.403	MON	—	684.80	4/2/2007	3/1/2033
31400SA33	FNMA POOL # 695826	2	46,369.63	49,895.82	46,749.47	46,467.35	3,428.47		45.62		—	—	5	5.229	MON	—	1,420.01	12/14/2007	4/1/2018
31401A3C9	FNMA POOL # 702895	2	104,842.42	112,815.21	105,701.26	105,064.79	7,750.42		80.95		—	—	5	5.227	MON	1,484.83	4,799.33	12/14/2007	4/1/2018
31401DVW8	FNMA POOL # 705429	2	114,768.66	122,840.14	116,106.62	114,874.02	7,966.12		19.96		—	—	2.342	2.602	MON	—	618.78	8/10/2006	4/1/2033
31401MKS9	FNMA POOL # 712305	2	875,068.99	869,577.76	821,661.00	872,915.35	(3,337.59	)	(2,985.36	)	—	—	2.55	1.012	MON	1,391.50	4,286.35	2/23/2012	5/1/2033
31402DQB9	FNMA POOL # 725950	2	160,973.94	173,441.57	162,446.08	161,279.13	12,162.44		147.64		—	—	5	5.249	MON	4,249.13	13,673.72	7/17/2008	11/1/2019
31402HD32	FNMA POOL # 729222	2	868,730.34	911,053.28	878,333.65	869,522.23	41,531.05		1,737.2		—	—	2.33	2.528	MON	14,627.11	45,693.06	9/17/2008	7/1/2035
31402RB81	FNMA POOL # 735463	2	97,302.44	103,838.59	98,107.25	97,380.69	6,457.90		14.09		—	—	2.289	2.413	MON	—	47.07	9/28/2006	3/1/2035
31402RF87	FNMA POOL # 735591	2	4,020,116.31	4,239,168.67	3,873,662.40	4,014,114.49	225,054.18		(9,272.16	)	—	—	5	3.165	MON	—	3,020.52	4/30/2010	6/1/2035
31402YSV7	FNMA POOL # 742232	2	7,010.51	7,630.54	7,119.44	7,016.34	614.20		1.61		—	—	2.625	3.065	MON	1,043.06	3,152.72	4/2/2007	9/1/2033
31403C2L4	FNMA POOL # 745179	2	353,463.83	380,343.08	356,359.27	354,103.93	26,239.15		301.53		—	—	5	5.218	MON	1,171.70	3,722.02	12/14/2007	4/1/2019
31403DCE7	FNMA POOL # 745369	2	278,922.45	300,241.31	281,207.24	279,397.07	20,844.24		197.26		—	—	5	5.205	MON	2,895.43	9,233.79	12/14/2007	12/1/2019
31403DCZ0	FNMA POOL # 745388	2	668,222.85	719,037.97	673,696.62	669,534.99	49,502.98		509.92		—	—	5	5.217	MON	—	1,652.50	12/14/2007	11/1/2018
31403H3P3	FNMA POOL # 749706	2	512,063.51	547,483.3	518,504.31	512,819.11	34,664.19		101.84		—	—	2.414	2.605	MON	—	22.74	5/15/2006	11/1/2033
31403KDB6	FNMA POOL # 750798	2	4,047.49	4,270.81	4,110.39	4,054.38	216.43		0.93		—	—	2.199	2.444	MON	—	419.77	4/2/2007	12/1/2033
31403VBR9	FNMA POOL # 758848	2	147,244.13	158,441.38	148,450.33	147,518.61	10,922.77		75.68		—	—	5	5.222	MON	—	648.13	12/14/2007	1/1/2019
31404CLB4	FNMA POOL # 764522	2	19,186.21	20,547.4	19,574.65	19,213.9	1,333.50		5.57		—	—	2.397	2.84	MON	—	1,652.80	9/30/2008	6/1/2034
31404LRF9	FNMA POOL # 771886	2	70,430.44	75,769.81	71,608.08	70,564.86	5,204.95		18.8		—	—	2.304	2.573	MON	—	557.76	8/10/2006	2/1/2034
31404NBP0	FNMA POOL # 773246	2	91,708.30	97,491.65	92,475.83	91,768.9	5,722.75		37.01		—	—	2.253	2.392	MON	—	282.08	4/2/2007	2/1/2035
31404VGA0	FNMA POOL # 779693	2	444,893.23	464,076.94	449,103.55	445,310.81	18,766.13		497.66		—	—	2.38	2.53	MON	1,933.45	6,210.22	2/24/2006	7/1/2034
31405PAG5	FNMA POOL # 794807	2	124,048.82	131,924.04	123,711.12	123,972.09	7,951.95		(6.26	)	—	—	2.083	2.04	MON	1,130.15	3,581.77	6/30/2007	10/1/2034
31405UMM8	FNMA POOL # 799664	2	50,678.02	54,094.54	51,076.42	50,714.88	3,379.66		5.86		—	—	2.194	2.31	MON	—	65.03	4/2/2007	10/1/2034
31405UR84	FNMA POOL # 799811	2	137,909.81	143,522.91	137,549.45	137,825.55	5,697.36		(6.64	)	—	—	1.985	1.945	MON	—	964.87	6/30/2007	11/1/2034
31405UTZ2	FNMA POOL # 799868	2	12,127.95	12,913.31	12,223.28	12,135.86	777.45		1.38		—	—	2.113	2.24	MON	—	857.42	4/2/2007	11/1/2034
31406BB90	FNMA POOL # 804764	2	150,884.43	161,420.1	152,070.57	150,982.73	10,437.37		17.04		—	—	2.241	2.365	MON	—	790.62	4/2/2007	1/1/2035
31406BEZ9	FNMA POOL # 804852	2	139,798.04	149,395.15	140,897.05	139,888.63	9,506.52		23.19		—	—	2.215	2.341	MON	—	838.47	4/2/2007	12/1/2034
31406BJF8	FNMA POOL # 804962	2	142,202.82	153,244.82	143,320.73	142,295.03	10,949.79		74.81		—	—	2.209	2.334	MON	—	1,147.99	4/2/2007	1/1/2035

31406BQQ6	FNMA POOL # 805163	2	193,728.81	205,598.52	195,350.26	193,865.98	11,732.54	72.83		—	—	2.208	2.341	MON	—	1,696.88	4/2/2007	1/1/2035
31406DG67	FNMA POOL # 806721	2	274,026.22	290,420.24	276,180.45	274,252.76	16,167.48	60.37		—	—	2.42	2.522	MON	—	288.85	4/2/2007	11/1/2034
31406GLK3	FNMA POOL # 809530	2	49,701.05	53,952.91	50,053.02	49,736.3	4,216.61	6.32		—	—	2.223	2.323	MON	—	653.89	9/28/2006	2/1/2035
31406MYP5	FNMA POOL # 814418	2	110,287.66	116,975.69	111,272.42	110,397.31	6,578.38	88.98		—	—	1.998	2.114	MON	—	1,396.90	4/2/2007	3/1/2035
31406PKU2	FNMA POOL # 815807	2	244,341.04	260,648.44	246,672.80	244,647.37	16,001.07	88.86		—	—	2.131	2.247	MON	—	1,992.64	9/28/2006	2/1/2035
31406TLC3	FNMA POOL # 819423	2	291,145.05	311,815.9	293,744.72	291,356.43	20,459.47	73.66		—	—	2.438	2.582	MON	—	1,059.32	4/2/2007	4/1/2035
31406TTE1	FNMA POOL # 819649	2	2,464,595.64	2,518,962.89	2,382,690.64	2,456,093.99	62,868.90	(800.21	)	—	—	2.14	1.654	MON	1,036.94	3,352.65	12/4/2009	3/1/2035
31406VHE9	FNMA POOL # 821129	2	165,484.95	175,510.1	166,962.56	165,590.76	9,919.34	51.44		—	—	2.362	2.521	MON	—	1,626.27	4/2/2007	5/1/2035
31407D5R2	FNMA POOL # 828056	2	506,823.80	525,480.2	498,332.54	505,968.37	19,511.83	(1,008.83	)	—	—	2.497	2.189	MON	1,516.65	4,924.92	2/20/2009	6/1/2035
31407E6W8	FNMA POOL # 828985	2	271,334.25	295,381.32	280,675.49	272,090.76	23,290.56	470.06		—	—	2.243	2.955	MON	—	3,056.60	3/16/2006	8/1/2035
31407GC22	FNMA POOL # 829989	2	823,362.86	874,298.92	831,187.70	824,154.78	50,144.14	114.96		—	—	2.444	2.585	MON	1,660.87	5,804.54	1/20/2006	4/1/2035
31408C6D3	FNMA POOL # 847868	2	1,088,425.15	1,158,220.39	1,100,113.85	1,090,015.57	68,204.82	2,148.16		—	—	2.109	2.232	MON	19,973.98	63,030.06	5/12/2006	11/1/2035
31409UBQ7	FNMA POOL # 878547	2	837,038.22	911,815.81	843,795.19	837,748.3	74,067.51	663.28		—	—	2.362	2.466	MON	1,171.00	2,199.31	5/4/2006	3/1/2036
31410FU60	FNMA POOL # 888105	2	286,491.40	308,277.69	288,838.20	286,917.61	21,360.08	226.03		—	—	5	5.208	MON	37,888.10	16,785.15	12/14/2007	8/1/2020
31410GC35	FNMA POOL # 888490	2	189,991.43	200,550.88	190,421.83	190,014.63	10,536.25	22.43		—	—	2.08	2.1	MON	—	492.24	6/18/2007	5/1/2035
31410GC50	FNMA POOL # 888492	2	82,255.00	86,290.19	82,098.73	82,218.82	4,071.37	(9.17	)	—	—	2.34	2.293	MON	—	140.15	6/18/2007	5/1/2033
31410GDC4	FNMA POOL # 888499	2	707,786.81	749,889.02	711,763.53	708,042.89	41,846.13	151.05		—	—	2.346	2.448	MON	12,032.77	37,408.58	2/22/2012	8/1/2033
31410GDF7	FNMA POOL # 888502	2	95,133.34	102,862.2	96,369.92	95,279.12	7,583.08	73.66		—	—	1.79	1.987	MON	—	2,227.36	6/18/2007	6/1/2033
31410GDL4	FNMA POOL # 888507	2	362,369.00	384,666.93	368,712.27	363,055.27	21,611.66	329.44		—	—	2.319	2.574	MON	—	1,669.44	6/18/2007	2/1/2035
31410GDM2	FNMA POOL # 888508	2	434,130.00	459,084.17	440,199.61	434,577.44	24,506.73	338.95		—	—	2.292	2.583	MON	1,413.81	2,013.85	6/18/2007	3/1/2034
31410GDQ3	FNMA POOL # 888511	2	62,453.45	66,371.55	63,020.73	62,490.56	3,880.99	33.59		—	—	2.293	2.486	MON	—	656.35	6/18/2007	12/1/2033
31410GDS9	FNMA POOL # 888513	2	105,238.95	112,690.52	105,790.03	105,268.43	7,422.09	15.17		—	—	2.413	2.513	MON	—	559.15	6/18/2007	2/1/2034
31410GDX8	FNMA POOL # 888518	2	87,155.29	92,065.01	87,435.31	87,174.56	4,890.45	16.34		—	—	2.299	2.333	MON	—	300.41	6/18/2007	4/1/2035
31410GDY6	FNMA POOL # 888519	2	51,112.41	55,690.85	51,990.12	51,189.67	4,501.18	44.75		—	—	2.241	2.54	MON	—	2,261.80	6/18/2007	1/1/2035
31410GDZ3	FNMA POOL # 888520	2	661,876.90	700,025.74	666,095.50	662,202.69	37,823.05	63.96		—	—	2.33	2.437	MON	3,694.90	15,889.02	6/18/2007	7/1/2033
31410GD83	FNMA POOL # 888527	2	22,332.63	24,514.61	22,753.31	22,360.78	2,153.83	11.49		—	—	2.42	2.858	MON	—	450.45	6/18/2007	4/1/2034
31410GFD0	FNMA POOL # 888564	2	4,940,563.55	5,142,224.4	4,793,754.81	4,904,362.28	237,862.12	(12,208.78	)	—	—	5	3.886	MON	10,616.51	34,474.45	2/26/2009	10/1/2021

31410GPR8	FNMA POOL # 888832	2	2,329,217.41	2,509,858.34	2,239,968.64	2,325,419.74	184,438.60		(10,769.61	)	—	—	6.5	4.634	MON	8,724.72	17,018.84	1/25/2008	11/1/2037
31410LK84	FNMA POOL # 890519	2	1,807,124.75	1,836,311.14	1,650,224.51	1,802,133.79	34,177.35		(16,537.26	)	—	—	6	0.073	MON	4,035.66	8,821.47	10/23/2013	10/1/2040
31411DA33	FNMA POOL # 904626	2	570,640.63	608,860.89	567,934.06	570,177.9	38,682.99		(135.29	)	—	—	2.48	2.407	MON	—	3,488.11	12/13/2006	12/1/2036
31411GUY6	FNMA POOL # 907899	2	1,442,813.73	1,497,912.85	1,430,963.56	1,441,109.39	56,803.46		(290.11	)	—	—	2.4	2.274	MON	11,309.80	35,771.78	12/14/2006	1/1/2037
31411KCZ4	FNMA POOL # 910088	2	2,139,676.48	2,372,885.12	2,119,803.34	2,138,970.94	233,914.18		(2,802.69	)	—	—	6	5.509	MON	1,913.44	5,853.73	3/29/2007	3/1/2037
31411LEA5	FNMA POOL # 911029	2	164,384.84	169,913.3	155,080.04	162,673.78	7,239.52		(547.62	)	—	—	5.5	3.245	MON	—	1,914.51	9/29/2009	7/1/2022
31411WPJ0	FNMA POOL # 916725	2	1,008,126.39	1,013,049.14	952,747.91	1,006,242.55	6,806.59		(2,064.92	)	—	—	2.41	1.212	MON	1,880.44	6,051.68	2/14/2012	10/1/2036
31412LMG2	FNMA POOL # 928359	2	143,121.48	147,934.83	135,020.27	141,596.65	6,338.18		(651.67	)	—	—	5.5	3.229	MON	1,062.27	3,295.75	9/29/2009	5/1/2022
31412LQN3	FNMA POOL # 928461	2	245,673.24	253,935.53	231,767.22	243,276.42	10,659.11		(830.97	)	—	—	5.5	3.053	MON	6,335.95	19,480.80	9/29/2009	6/1/2022
31412LVF4	FNMA POOL # 928614	2	1,469,005.05	1,514,613.93	1,382,389.70	1,454,914.81	59,699.12		(4,771.72	)	—	—	5.5	2.963	MON	—	1,868.94	10/21/2009	8/1/2022
31412SRH0	FNMA POOL # 933488	2	473,730.97	486,368.12	451,306.67	470,121.34	16,246.78		(2,116.85	)	—	—	5	3.081	MON	3,634.75	11,234.71	9/29/2009	3/1/2023
31414ARA2	FNMA POOL # 960481	2	915,683.47	937,988.18	872,339.12	908,946.58	29,041.60		(3,006.69	)	—	—	5	2.924	MON	4,252.25	13,707.27	9/29/2009	12/1/2022
31414CRJ9	FNMA POOL # 962289	2	1,071,247.20	1,099,823.58	1,020,539.17	1,063,201.55	36,622.03		(5,250.17	)	—	—	5	3.053	MON	4,658.95	15,298.91	9/29/2009	3/1/2023
31414GD22	FNMA POOL # 965521	2	138,569.03	143,229.28	130,725.51	137,378.21	5,851.07		(497.2	)	—	—	5.5	2.963	MON	—	36,691.43	9/29/2009	12/1/2022
31414NB45	FNMA POOL # 970859	2	1,175,453.85	1,205,016.3	1,118,148.72	1,168,141.1	36,875.20		(8,623.78	)	—	—	5	2.898	MON	6,822.93	20,535.91	10/21/2009	12/1/2023
31414RB79	FNMA POOL # 973562	2	854,530.32	876,282.37	806,160.68	847,017.93	29,264.44		(4,383.36	)	—	—	5.5	3.127	MON	12,161.98	5,972.65	9/29/2009	3/1/2023
31415MDG7	FNMA POOL # 984003	2	1,445,142.77	1,644,057.12	1,488,638.93	1,446,466.17	197,590.95		235.54		—	—	5.5	6.753	MON	2,708.63	8,429.17	7/25/2008	6/1/2038
31415MFS9	FNMA POOL # 984077	2	682,372.00	700,574.82	650,071.57	677,120.51	23,454.31		(1,965.21	)	—	—	5	3.18	MON	5,021.29	16,123.11	9/29/2009	6/1/2023
31416BLV8	FNMA POOL # 995040	2	524,043.08	537,222.68	498,495.21	520,082.83	17,139.85		(2,358.84	)	—	—	5	3.093	MON	7,564.87	24,415.70	10/21/2009	6/1/2023
31416BSE9	FNMA POOL # 995217	2	1,195,519.24	1,234,665.82	1,126,880.76	1,186,572.27	48,093.55		(5,786.27	)	—	—	5.5	3.014	MON	—	31,420.59	10/21/2009	12/1/2023
31416BSX7	FNMA POOL # 995234	2	1,949,466.36	1,937,760.15	1,815,568.20	1,917,348.1	20,412.05		(15,798.98	)	—	—	5	2.069	MON	10,072.98	31,834.11	11/10/2011	7/1/2019
31416B4M7	FNMA POOL # 995528	2	1,380,340.48	1,428,635.91	1,328,647.75	1,368,968.33	59,667.58		(6,132.87	)	—	—	5	3.535	MON	6,521.29	20,890.41	3/20/2009	12/1/2021
31416B4N5	FNMA POOL # 995529	2	2,538,378.51	2,678,630.61	2,444,788.92	2,521,643.05	156,987.56		(8,219.42	)	—	—	5.5	3.934	MON	2,023.26	6,374.01	2/27/2009	11/1/2022
31416B4P0	FNMA POOL # 995530	2	1,362,339.33	1,431,108.8	1,306,408.72	1,350,792.61	80,316.19		(5,793.1	)	—	—	5.5	3.785	MON	2,077.06	6,541.33	3/20/2009	12/1/2021
31416B7J1	FNMA POOL # 995597	2	144,883.93	149,756.56	136,682.97	143,818.8	5,937.76		(715.1	)	—	—	5.5	3.102	MON	5,164.87	16,367.28	9/29/2009	3/1/2024
31416CME3	FNMA POOL # 995957	2	2,543,774.19	2,605,329.42	2,417,515.65	2,528,165.49	77,163.93		(11,156.48	)	—	—	5	2.988	MON	26,741.43	81,659.03	9/28/2009	6/1/2024
31416MZC1	FNMA POOL # AA4338	2	2,002,916.96	1,986,617.68	1,861,555.10	2,001,013.74	(14,396.06	)	(8,403.79	)	—	—	4.5	2.855	MON	6,251.63	19,023.55	3/21/2013	4/1/2039

31416TL49	FNMA POOL # AA9346	2	7,392,347.04	7,832,762.59	7,313,660.10	7,387,901.8	444,860.79		(2,600.16	)	—	—	4.5	4.25	MON	13,687.95	12,504.93	2/2/2010	8/1/2039
31417FQC5	FNMA POOL # AB8550	2	2,367,041.77	2,287,861.86	2,287,428.53	2,362,934.98	(75,073.12	)	(2,470.09	)	—	—	2.5	1.778	MON	1,966.50	6,045.88	3/13/2013	3/1/2028
31417FX94	FNMA POOL # AB8803	2	22,436.94	21,759.63	21,163.81	22,384.66	(625.03	)	(74.35	)	—	—	3	1.6	MON	3,142.49	9,938.94	4/29/2013	3/1/2028
31417F2Y3	FNMA POOL # AB8890	2	26,417.33	25,619.86	24,918.34	26,355.03	(735.17	)	(69.2	)	—	—	3	1.641	MON	—	164.00	4/29/2013	4/1/2028
31419ALC9	FNMA POOL # AE0322	2	1,459,911.52	1,437,444.2	1,346,316.10	1,448,815.67	(11,371.47	)	(11,868.45	)	—	—	5	1.777	MON	5,092.96	15,616.92	2/26/2013	5/1/2021
31419BBT1	FNMA POOL # AE0949	2	3,481,587.97	3,415,500.66	3,284,032.88	3,476,802.49	(61,301.83	)	(5,592.8	)	—	—	4	2.584	MON	—	2,860.61	5/2/2012	2/1/2041
3138A7Q76	FNMA POOL # AH5877	2	765,163.17	758,077.83	713,854.85	764,168.37	(6,090.54	)	(2,063.2	)	—	—	4	1.842	MON	3,250.75	932.61	12/17/2013	2/1/2026
3138A9YZ1	FNMA POOL # AH7927	2	2,034,193.54	2,061,469.68	1,965,107.71	2,027,744.73	33,724.95		(4,590.92	)	—	—	3.5	2.457	MON	7,701.99	23,684.47	8/3/2011	8/1/2026
3138E9KT6	FNMA POOL # AK4805	2	113,741.23	112,101.34	109,038.93	113,374.36	(1,273.02	)	(629.61	)	—	—	3	1.925	MON	9,616.49	3,552.42	4/24/2012	3/1/2027
3138E9L40	FNMA POOL # AK4846	2	2,470,383.03	2,434,765.65	2,368,252.15	2,462,458.62	(27,692.97	)	(4,908.6	)	—	—	3	1.944	MON	3,438.69	10,561.03	4/24/2012	5/1/2027
3138EGHT4	FNMA POOL # AL0241	2	4,515,273.27	4,400,711.65	4,231,312.53	4,508,728.82	(108,017.17	)	(5,832.48	)	—	—	4	2.745	MON	13,693.78	41,752.17	2/27/2013	4/1/2041
3138EH3F7	FNMA POOL # AL1697	2	3,076,526.26	3,000,472.39	2,884,947.69	3,072,901.7	(72,429.31	)	(4,470.83	)	—	—	4	2.378	MON	7,548.75	1,788.24	3/22/2013	10/1/2041
3138EJPG7	FNMA POOL # AL2222	2	864,613.25	838,828.73	815,913.41	861,005.01	(22,176.28	)	(1,715.46	)	—	—	3	1.695	MON	3,774.38	894.12	8/7/2012	8/1/2027
3138ELZ63	FNMA POOL # AL4364	2	4,962,180.60	4,924,045.9	4,691,676.14	4,960,868.2	(36,822.30	)	(5,364.07	)	—	—	3.713	2.333	MON	7,506.33	23,256.14	2/10/2014	9/1/2042
3138EMCW9	FNMA POOL # AL4584	2	499,385.46	494,694.61	465,085.42	498,905.11	(4,210.50	)	(2,960.62	)	—	—	4.5	1.998	MON	10,943.96	18,279.39	12/12/2013	1/1/2027
3138LURE7	FNMA POOL # AO4084	2	1,547,435.41	1,530,086.56	1,456,838.29	1,542,847.5	(12,760.94	)	(5,406.27	)	—	—	3.5	2.038	MON	—	6,629.75	1/24/2013	5/1/2027
3138M5GL7	FNMA POOL # AP2002	2	718,741.75	709,913.51	673,688.82	715,414.58	(5,501.07	)	(3,142.58	)	—	—	3.5	1.319	MON	5,473.31	16,803.87	5/13/2013	8/1/2022
3138M8HY2	FNMA POOL # AP4746	2	2,309,735.90	2,251,500.22	2,189,323.13	2,303,545.59	(52,045.37	)	(5,317.62	)	—	—	3	1.779	MON	2,279.71	6,990.30	3/13/2013	8/1/2027
3138M8YB3	FNMA POOL # AP5205	2	5,839,208.28	5,630,913.05	5,629,848.28	5,824,991.53	(194,078.48	)	(6,287.21	)	—	—	2.5	1.648	MON	3,861.34	7,000.06	9/6/2012	9/1/2027
3138MBWZ5	FNMA POOL # AP7863	2	833,887.11	823,644.53	781,616.50	830,059.03	(6,414.50	)	(2,626.8	)	—	—	3.5	1.34	MON	7,793.37	23,551.60	5/13/2013	9/1/2022
3138MRLL3	FNMA POOL # AQ9330	2	2,819,599.45	2,690,001.76	2,672,012.49	2,817,986.79	(127,985.03	)	(2,118.09	)	—	—	3.5	2.386	MON	1,287.11	3,902.01	2/25/2013	1/1/2043
3138W4AB7	FNMA POOL # AR6301	2	24,192.71	23,462.39	22,819.95	24,136.29	(673.90	)	(70.99	)	—	—	3	1.602	MON	—	231.95	4/29/2013	3/1/2028
3138W9VQ0	FNMA POOL # AS0622	2	2,144,329.51	2,118,647.59	2,059,380.08	2,142,549.11	(23,901.52	)	(2,276.91	)	—	—	3	2.09	MON	7,041.29	32,279.33	10/23/2013	10/1/2028
3138WAJB4	FNMA POOL # AS1157	2	6,038,332.83	6,001,102.56	5,836,781.47	6,032,598.95	(31,496.39	)	(8,063.09	)	—	—	3	2.042	MON	2,823.95	9,742.55	11/26/2013	11/1/2028
3138WPLC6	FNMA POOL # AT2122	2	32,290.60	31,315.8	30,458.32	32,213.56	(897.76	)	(59.9	)	—	—	3	1.646	MON	—	192.05	4/29/2013	3/1/2028
3138X9U23	FNMA POOL # AU9600	2	1,885,545.91	1,862,369.97	1,809,762.12	1,883,951.07	(21,581.10	)	(1,956.19	)	—	—	3	2.088	MON	7,400.31	23,565.74	10/23/2013	10/1/2028
31418AMK1	FNMA POOL # MA1261	2	827,464.43	824,664.22	786,598.18	824,126.35	537.87		(2,100.73	)	—	—	3	1.281	MON	5,609.65	17,788.17	2/13/2013	11/1/2022

3138ATD31	FNMA POOL# AJ1921		2	506,908.95	507,608.43	475,029.99	506,255.36	1,353.07		(1,082.22	)	—	—	4.5	2.744	MON	2,039.78	6,218.07		9/20/2011	9/1/2041
3138EBG33	FNMA POOL#AK6517		2	1,437,803.34	1,414,540.8	1,375,477.05	1,432,407.33	(17,866.53	)	(2,768.36	)	—	—	3	1.993	MON	8,462.62	25,743.62		4/24/2012	3/1/2027
3135G0XP3	FNMA UNSEC AGENCY BND			1,743,962.50	1,741,967.5	1,750,000.00	1,745,631.13	(3,663.63	)	477.13		—	—	0.375	0.486	JJ	—	—		5/15/2013	7/5/2016
3135G0RT2	FNMA UNSECURED AGENCY BND			4,977,750.00	4,921,149.85	5,000,000.00	4,983,778.46	(62,628.61	)	1,058.85		—	—	0.875	0.964	JD	4,062.50	56,250.00		11/27/2012	12/20/2017
3135G0SB0	FNMA UNSECURED AGENCY BND			14,971,672.35	15,012,749.85	15,000,000.00	14,982,956.89	29,792.96		2,437		—	—	0.375	0.441	JD	1,263.89	6,500.00		2/5/2013	12/21/2015
3135G0YG2	FNMA UNSECURED AGENCY BND			349,790.00	349,590.33	350,000.00	349,836.9	(246.57	)	17.29		—	—	0.164	0.216	MON	7,031.94	—		7/30/2013	7/25/2016
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86		2	790,539.16	787,301.62	781,261.69	784,377.8	2,923.82		(1,070.17	)	—	—	2	0.94	MON	5,633.30	18,780.33		9/6/2012	3/25/2041
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF		2	1,898,355.35	1,892,736.1	1,899,839.60	1,898,438.07	(5,701.97	)	68.54		—	—	0.404	0.417	MON	—	5,267.70		8/13/2013	2/25/2043
34530CAC5	FORD CREDIT AUTO LEASE TRUST F ABS_13-A		2	1,154,886.58	1,156,386.03	1,155,000.00	1,154,946.53	1,439.50		14.62		—	—	0.6	0.606	MON	—	1,881.00		3/12/2013	3/15/2016
34529PAD7	FORD CREDIT AUTO OWNER TRUST F ABS_11-A		2	290,433.49	289,764.4	288,282.63	289,520.19	244.21		(850.58	)	—	—	1.65	0.773	MON	—	615.11		7/17/2013	5/15/2016
345397WM1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			6,750,000.00	6,787,260.14	6,750,000.00	6,750,000	37,260.14		—		—	—	1.018	1.019	JAJO	14,974.92	1,969.53		11/6/2013	1/17/2017
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR COR			4,186,061.40	4,180,762.14	4,190,000.00	4,186,529.12	(5,766.98	)	325.67		—	—	1.5	1.53	JJ	12,841.05	31,075.00		11/6/2013	1/17/2017
34529MAD4	FORDO_10-B ABS_10-B A4		2	889,760.90	884,696.56	882,384.71	884,401.58	294.98		(2,893.98	)	—	—	1.58	0.656	MON	—	1,732.50		2/27/2013	9/15/2015
34529UAD6	FORDO_12-A ABS 12-A		2	2,339,403.30	2,358,523.16	2,340,000.00	2,339,747.18	18,775.98		42.65		—	—	1.15	1.16	MON	—	7,373.06		1/18/2012	6/15/2017
34529WAC4	FORDO_12-B ABS_12-B A3		2	1,722,876.76	1,724,444.31	1,721,397.44	1,721,823.68	2,620.63		(205.04	)	—	—	0.72	0.68	MON	—	2,274.99		6/22/2012	12/15/2016
34530EAC1	FORDO_13-B ABS_13-B A3		2	2,524,869.20	2,525,508.38	2,525,000.00	2,524,910.88	597.50		12.2		—	—	0.57	0.573	MON	—	4,599.88		5/14/2013	10/15/2017
34530DAB5	FORDO_13-C ABS 13-C A2		2	366,658.36	366,978.74	366,659.75	366,658.95	319.79		2.64		—	—	0.55	0.55	MON	—	641.25		7/23/2013	4/15/2016
34530DAC3	FORDO_13-C ABS 13-C A3		2	3,564,398.94	3,572,862.64	3,565,000.00	3,564,564	8,298.64		64.17		—	—	0.82	0.828	MON	—	5,066.88		7/23/2013	12/15/2017
34530GAD4	FORDO_13-D ABS 13-D A3		2	4,784,780.36	4,774,427.69	4,785,000.00	4,784,805.22	(10,377.53	)	20.05		—	—	0.67	0.672	MON	—	7,166.40		11/19/2013	4/15/2018
34530HAC4	FORDO_14-A ABS_14-A A3		2	8,249,962.80	8,252,306.21	8,250,000.00	8,249,965.69	2,340.52		2.89		—	—	0.79	0.79	MON	21,754.44	(18,165.56	)	3/26/2014	5/15/2018
34530BAB9	FORDO_2013-A ABS_2013-A A2		2	1,620,547.95	1,621,002.49	1,620,678.41	1,620,649.52	352.97		62.07		—	—	0.38	0.388	MON	1,604.51	9,025.38		2/20/2013	11/15/2015
BRSL7M1V9	FORTESCUE METALS SENIOR SECURED TERM NOT	F	1	7,610,938.22	7,738,668.84	7,669,718.07	7,614,850.07	123,818.77		2,800.68		—	—	—	0.135	MJSD	—	14,390.19		11/15/2013	6/28/2019
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F		5,000,000.00	5,000,659.72	5,000,000.00	5,000,000	659.72		—		—	—	4.801	4.783	MJSD	—	70,382.98		10/15/2013	10/25/2016
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND			2,834,467.50	2,816,174.94	2,850,000.00	2,839,093.83	(22,918.89	)	760.51		—	—	1.375	1.489	MS	7,333.89	17,200.00		11/8/2012	9/15/2017
3137A2H95	FREDDIE MAC FHLMC_3766 CMO_37-66 FA		2	51,372.03	51,369.02	51,323.91	51,358.31	10.71		(16.96	)	—	—	0.505	0.418	MON	—	381.92		6/18/2013	6/15/2028
BRSEHTXV4	FREEDOM GROUP INC SENIOR SEC TERM NOTES		1	4,670,468.32	4,773,359.26	4,694,145.55	4,675,944.49	97,414.77		949.16		—	—	—	0.076	MJSD	—	29,956.89		12/12/2013	4/19/2019
35671DAW5	FREEPORT-MCMORAN COPPER & GOLD SENIOR CO			3,345,980.00	3,385,032.73	3,350,000.00	3,347,638.35	37,394.38		193.33		—	—	2.15	2.175	MS	6,802.36	80,291.67		2/8/2012	3/1/2017

35671DBD6	FREEPORT-MCMORAN COPPER & GOLD SENIOR CO			3,769,675.91	3,768,846.91	3,770,000.00	3,769,737.53	(890.62	)	30.4		—	—	2.375	3.045		MS	85,377.78	—		10/10/2013	3/15/2018
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR SECUR		1	3,197,129.99	3,264,313.55	3,243,796.54	3,201,411.09	62,902.46		2,445.7		—	—	—	(0.445	)	FMAN	—	100,394.48		9/4/2013	2/28/2020
39153VBJ2	GALC_13-1 ABS 13-1 144A		2	1,774,852.50	1,778,159.52	1,775,000.00	1,774,917.93	3,241.59		12.72		—	—	0.78	0.785		MON	—	3,611.40		2/5/2013	6/15/2016
361448AS2	GATX CORP SENIOR CORP BND			5,621,681.25	5,591,241.06	5,625,000.00	5,621,764.1	(30,523.04	)	82.85		—	—	1.25	1.27		MS	13,222.23	7,583.33		2/27/2014	3/4/2017
36156HAV0	GCOE_06-1 ABS 06-1		2	1,529,224.20	1,665,884.87	1,703,870.97	1,607,038.43	58,846.44		7,458.19		—	—	0.365	3.553		FMAN	1,746.03	5,401.21		2/22/2012	5/25/2025
36159JBW0	GE CAPITAL CREDIT CARD MASTER ABS 10-1 A		2	12,356,718.75	12,351,360.12	12,000,000.00	12,356,718.75	(5,358.63	)	—		—	—	3.69	0.561		MON	1,660.89	(1,660.89	)	3/28/2014	3/15/2018
G3775BCT0	GE CAPITAL UK FUNDING CORP BND EMTN	D		1,502,882.04	1,513,216.71	860,000.00	1,488,717.77	24,498.94		(10,838.6	)	—	26,447.1	4.625	1.401		JAN	—	1,584.50		11/29/2013	1/18/2016
36830NAC3	GEEMT_13-1 ABS 13-1 A3		2	2,894,934.58	2,902,092.84	2,895,000.00	2,894,944.61	7,148.23		4.64		—	—	0.95	0.953		MON	—	2,910.68		9/17/2013	3/22/2017
36162RAC2	GEEST_12-1A ABS 12-1A 144A		2	2,954,611.11	2,962,035.57	2,955,208.95	2,955,063.53	6,972.04		53.15		—	—	1.04	1.051		MON	1,187.51	7,701.98		5/22/2012	9/21/2015
369550AQ1	GENERAL DYNAMICS CORP CORP BND			1,149,579.40	1,128,551.33	1,090,000.00	1,126,800.15	1,751.18		(3,949.86	)	—	—	2.25	0.76		JJ	1,749.11	—		10/18/2012	7/15/2016
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND			10,837,250.88	10,645,355.52	10,963,000.00	10,863,562.82	(218,207.30	)	7,026.14		—	—	1	1.256		MN	29,452.40	24,378.22		7/15/2013	11/15/2017
36962G4D3	GENERAL ELECTRIC CAP CORP CORP BND MTN			3,740,445.30	3,743,470.81	3,190,000.00	3,732,476.07	10,994.74		(3,858.72	)	—	—	6	2.564		FA	13,986.11	52,929.17		3/13/2014	8/7/2019
36962G4T8	GENERAL ELECTRIC CAP CORP CORP BND			7,243,470.00	7,747,277.42	7,550,000.00	7,442,995.59	304,281.83		16,094.75		—	—	2.25	3.162		MN	3,672.91	8,062.50		2/22/2012	11/9/2015
36962G5M2	GENERAL ELECTRIC CAP CORP CORP BND MTN			1,648,284.00	1,673,347.5	1,650,000.00	1,649,547.19	23,800.31		144.19		—	—	2.15	2.186		JJ	4,355.86	65,000.01		12/28/2012	1/9/2015
36962G6Z2	GENERAL ELECTRIC CAP CORP CORP BND MTN			3,308,940.80	3,353,072.27	3,310,000.00	3,309,190.21	43,882.06		86.54		—	—	1.5	1.511		JJ	8,038.48	—		7/9/2013	7/12/2016
36962G7A6	GENERAL ELECTRIC CAP CORP CORP BND MTN			320,000.00	322,969.58	320,000.00	320,000	2,969.58		—		—	—	0.892	0.919		JAJO	—	68.60		7/9/2013	7/12/2016
36962G6M1	GENERAL ELECTRIC CAP CORP SECURED CORP B			1,265,636.06	1,267,066.73	1,258,000.00	1,262,607.47	4,459.26		(667.44	)	—	—	1	0.782		JD	—	1,073.79		2/12/2013	12/11/2015
36962G6N9	GENERAL ELECTRIC CAP CORP SECURED CORP B			2,000,000.00	2,013,739.78	2,000,000.00	2,000,000	13,739.78		—		—	—	0.836	0.911		MJSD	7,532.25	16,335.00		12/5/2012	12/11/2015
36962G6R0	GENERAL ELECTRIC CAP CORP SENIOR CORP BN			10,273,872.93	10,333,378.52	10,267,000.00	10,271,429.77	61,948.75		(617.68	)	—	—	1	0.975		JJ	21,547.52	18,781.20		2/11/2013	1/8/2016
36962G7F5	GENERAL ELECTRIC CAP CORP SENIOR CORP BN			5,000,000.00	5,004,699.7	5,000,000.00	5,000,000	4,699.70		—		—	—	0.752	0.752		JAJO	47,033.33	—		1/8/2014	1/14/2019
369604BC6	GENERAL ELECTRIC CO CORP BND			308,510.10	305,804.17	270,000.00	304,875.37	928.80		(2,271.23	)	—	—	5.25	1.621		JD	21,638.89	(1,138.89	)	11/5/2013	12/6/2017
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND			2,774,250.75	2,787,943.87	2,775,000.00	2,774,617.49	13,326.38		61.61		—	—	0.85	0.859		AO	71,413.76	9,675.00		12/28/2012	10/9/2015
370334BQ6	GENERAL MILLS INC SENIOR CORP BND			50,000.00	50,048	50,000.00	50,000	48.00		—		—	—	0.536	0.601		JAJO	—	1,137.79		1/28/2013	1/29/2016
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SEC		1	7,953,330.44	7,957,082.57	7,983,267.69	7,954,934.77	2,147.80		1,637.71		—	—	—	0.071		JAJO	—	32,123.31		12/20/2013	3/4/2019
373334JV4	GEORGIA POWER COMPANY CORP BND			3,399,082.00	3,515,241.3	3,400,000.00	3,399,604.89	115,636.41		46.19		—	—	3	3.006		AO	—	26,321.08		4/12/2011	4/15/2016
373334KB6	GEORGIA POWER COMPANY SENIOR CORP BND			1,555,600.23	1,554,968.4	1,555,000.00	1,555,000	(31.60	)	(164.35	)	—	—	0.553	0.541		MJSD	15,077.78	11,100.00		6/18/2013	3/15/2016
377372AD9	GLAXOSK CAP INC CORP BND			4,834,520.00	4,589,714.68	4,000,000.00	4,663,974.38	(74,259.70	)	(38,774.48	)	—	—	5.65	1.483		MN	3,281.25	16,875.00		2/20/2013	5/15/2018

377372AG2	GLAXOSK CAP INC SENIOR CORP BND			4,594,020.00	4,597,143.58	4,600,000.00	4,596,074.24	1,069.34		491.85		—	—	0.7	0.744		MS	6,378.33	23,121.46	3/13/2013	3/18/2016
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F		6,277,383.00	6,338,124.83	6,300,000.00	6,285,752.44	52,372.39		1,111.82		—	—	1.5	1.575		MN	38,220.83	4,816.67	5/2/2012	5/8/2017
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144			2,636,803.00	2,563,249.65	2,650,000.00	2,638,610.4	(75,360.75	)	553.55		—	—	2.5	2.596		JJ	—	12,750.00	5/22/2013	1/15/2019
36297A3K7	GNMA		2	392,221.18	403,909.06	375,612.08	390,402.4	13,506.66		(443.25	)	—	—	5	2.666		MON	1,608.90	5,251.26	3/26/2009	1/15/2024
38376JSV7	GNMA AGENCY CMO 09-103		2	555,738.45	538,500.48	528,802.56	535,448.07	3,052.41		(5,100.02	)	—	—	4.5	0.388		MON	5,072.83	16,378.91	2/6/2012	12/20/2032
38377JEA7	GNMA AGENCY CMO 10-109 CH		2	589,271.43	589,651.4	572,890.35	588,275.36	1,376.04		(1,429.25	)	—	—	3	1.689		MON	—	33,691.62	9/26/2013	12/20/2037
38376WSP1	GNMA AGENCY CMO 10-24		2	237,062.87	236,601.38	235,517.29	236,955.27	(353.89	)	(95.11	)	—	—	0.677	0.467		MON	—	1,411.84	12/5/2012	12/20/2038
38376YC58	GNMA AGENCY CMO 10-47		2	2,095,079.30	2,069,678.63	2,029,132.50	2,064,169.5	5,509.13		(7,184.12	)	—	—	3	1.201		MON	—	1,170.01	3/21/2012	11/16/2030
38374YGV9	GNMA AGENCY CMO 10-86		2	1,675,107.48	1,636,242.22	1,588,250.07	1,644,314.86	(8,072.64	)	(8,395.39	)	—	—	3.5	0.756		MON	—	2,333.99	2/15/2012	1/20/2036
38376GZ29	GNMA CMBS_11-096 AB		2	2,174,380.77	2,164,865.16	2,152,852.24	2,159,378.48	5,486.68		(1,074.06	)	—	—	2.161	1.591		MON	—	6,023.10	7/7/2011	11/16/2036
38375PXQ9	GNMA CMO 08-11 FB		2	1,161,615.65	1,138,423.13	1,157,397.51	1,161,527.37	(23,104.24	)	(387.17	)	—	—	0.757	0.666		MON	4,060.06	14,713.50	12/3/2012	2/20/2038
38374JUS3	GNMA CMO_04-82 MA		2	555,742.03	527,547.24	522,705.42	527,720.83	(173.59	)	(5,779.2	)	—	—	5	0.852		MON	5,585.24	18,906.87	3/9/2011	11/20/2032
38374D2N8	GNMA CMO_08-36 AN		2	1,461,435.02	1,450,304.89	1,398,502.41	1,453,149.59	(2,844.70	)	(11,542.38	)	—	—	4.25	1.275		MON	5,508.67	17,790.73	10/16/2013	10/16/2022
38376CUM9	GNMA CMO_09-79 PA		2	3,467,861.81	3,314,310.88	3,263,629.97	3,293,873	20,437.88		(33,793.21	)	—	—	4.5	(0.063	)	MON	5,803.82	19,101.15	8/2/2011	9/20/2032
38377MC61	GNMA CMO_10-147 MG		2	887,677.32	898,374.18	839,411.17	884,613.93	13,760.25		(2,519.75	)	—	—	4	2.042		MON	—	1,134.01	7/24/2012	11/16/2025
38377WZ56	GNMA CMO_11-99		2	4,675,864.06	4,681,690.72	4,667,841.23	4,675,242.92	6,447.80		(352.59	)	—	—	0.555	0.526		MON	1,156.75	3,999.30	5/31/2012	7/16/2041
36202EVU0	GNMA POOL # 004227		2	9,801.66	9,351.77	9,212.90	9,727.45	(375.68	)	(25.39	)	—	—	4.5	1.967		MON	—	330.19	10/7/2010	7/20/2023
36202E5P0	GNMA POOL # 004454		2	8,585.12	8,622.5	8,069.44	8,525.3	97.20		(39.8	)	—	—	4.5	2.14		MON	—	106.07	10/7/2010	6/20/2024
36202FAE6	GNMA POOL # 004505		2	30,532.20	30,595.77	28,698.20	30,325.71	270.06		(82.93	)	—	—	4.5	2.133		MON	—	193.26	10/7/2010	8/20/2024
36202FBR6	GNMA POOL # 004548		2	17,723.73	17,760.63	16,659.10	17,598.65	161.98		(63.57	)	—	—	4.5	2.293		MON	3,064.34	9,545.20	10/7/2010	10/20/2024
36202FD78	GNMA POOL # 004626		2	869,378.97	875,588	817,157.49	863,559.36	12,028.64		(3,517.68	)	—	—	4.5	2.29		MON	—	1,594.04	10/7/2010	2/20/2025
36202FET9	GNMA POOL # 004646		2	147,826.74	148,882.52	138,947.16	146,900.3	1,982.22		(365	)	—	—	4.5	2.168		MON	1,396.27	4,327.65	10/7/2010	3/20/2025
36202FFH4	GNMA POOL # 004668		2	536,878.42	540,712.76	504,629.44	533,561.16	7,151.60		(1,858.57	)	—	—	4.5	2.165		MON	—	555.35	10/7/2010	4/20/2025
36202FF43	GNMA POOL # 004687		2	396,133.11	398,962.23	372,338.33	393,673.09	5,289.14		(1,217.27	)	—	—	4.5	2.206		MON	1,892.36	5,871.98	10/7/2010	5/20/2025
36202FZV1	GNMA POOL # 005256		2	3,799,160.75	3,731,727.65	3,543,373.47	3,781,373.66	(49,646.01	)	(20,597.57	)	—	—	3.5	1.33		MON	2,327.25	7,430.65	1/18/2012	12/20/2026
36202KME2	GNMA POOL # 008457		2	346,233.38	349,482.6	341,432.00	345,277.47	4,205.13		(190.31	)	—	—	1.625	1.247		MON	4,259.21	12,948.53	3/18/2009	7/20/2024
36225CD29	GNMA POOL # 080120		2	324,688.14	332,906.61	321,373.98	324,241.83	8,664.78		(163.73	)	—	—	1.625	1.35		MON	—	1,345.56	3/18/2009	10/20/2027

36225C6Y7	GNMA POOL # 080886	2	7,117,885.82	7,198,111.26	6,944,278.84	7,105,291.28	92,819.98	(5,807.03	)	—	—	1.625	1.207	MON	—	11,153.31	3/2/2011	4/20/2034
36225DAS3	GNMA POOL # 080916	2	249,090.78	260,970.1	250,303.19	249,205.32	11,764.78	36.09		—	—	1.625	1.694	MON	—	1,384.01	4/17/2008	5/20/2034
36225DJA3	GNMA POOL # 081156	2	655,651.20	677,447.87	653,812.39	655,388.24	22,059.63	(62.99	)	—	—	1.625	1.577	MON	—	1,595.19	3/18/2009	11/20/2034
36225DJZ8	GNMA POOL # 081179	2	649,567.70	655,000.67	647,745.92	649,315.32	5,685.35	(46.74	)	—	—	1.625	1.576	MON	2,294.35	7,509.61	3/18/2009	12/20/2034
36225DLE2	GNMA POOL # 081224	2	378,544.39	396,016.82	380,327.19	378,700.87	17,315.95	73.16		—	—	1.625	1.686	MON	1,239.53	3,983.93	3/18/2009	1/20/2035
36225EVZ2	GNMA POOL # 082431	2	2,002,099.24	2,041,378.4	1,977,381.96	1,998,579.54	42,798.86	(1,034.96	)	—	—	1.625	1.534	MON	5,596.76	17,258.45	10/28/2009	12/20/2039
36225EWE8	GNMA POOL # 082444	2	330,478.65	338,465.14	323,602.11	330,156.62	8,308.52	(525.72	)	—	—	3.75	3.308	MON	1,952.87	5,996.78	11/3/2009	12/20/2039
36204J4C7	GNMA POOL # 371719	2	211,684.72	218,868.47	199,232.68	208,776.02	10,092.45	(444.13	)	—	—	6.5	5.06	MON	1,506.53	4,751.00	9/11/2008	4/15/2024
36204SV60	GNMA POOL # 378737	2	154,119.91	169,039.44	145,054.01	151,946.25	17,093.19	(1,770.67	)	—	—	6.5	5.045	MON	2,257.99	6,866.81	9/11/2008	1/15/2024
36205BKY7	GNMA POOL # 385611	2	295,511.49	305,539.99	278,128.46	291,595.28	13,944.71	(1,387.07	)	—	—	6.5	4.998	MON	—	1,033.92	9/11/2008	4/15/2024
36210BZH1	GNMA POOL # 487744	2	453,423.93	461,207.61	428,896.42	450,363.01	10,844.60	(2,224.41	)	—	—	5	2.805	MON	1,115.16	3,528.76	9/29/2009	3/15/2024
36210BZJ7	GNMA POOL # 487745	2	282,945.21	287,802.38	267,639.58	281,174.14	6,628.24	(1,318.81	)	—	—	5	2.658	MON	—	2,449.23	9/29/2009	3/15/2024
36210B4N2	GNMA POOL # 487829	2	248,869.77	256,933.92	240,453.88	247,501.39	9,432.53	(849.95	)	—	—	4.5	3.329	MON	1,414.91	4,363.63	3/26/2009	4/15/2024
36210B4Q5	GNMA POOL # 487831	2	98,966.38	100,665.3	93,612.91	98,289.1	2,376.20	(161.82	)	—	—	5	2.858	MON	11,718.49	36,073.71	9/29/2009	4/15/2024
36210B4R3	GNMA POOL # 487832	2	354,858.69	365,160	339,577.69	352,638.28	12,521.72	(751.57	)	—	—	5	3.33	MON	1,787.07	5,786.31	3/26/2009	4/15/2024
36211V6Q8	GNMA POOL # 524779	2	201,519.80	207,524.94	192,986.20	200,273.5	7,251.44	(297.2	)	—	—	5	3.298	MON	—	1,334.28	3/26/2009	1/15/2024
36201YER3	GNMA POOL # 606844	2	853,263.30	901,663.31	814,297.88	850,617.1	51,046.21	(2,211.93	)	—	—	5	4.022	MON	3,179.95	9,986.99	4/23/2010	9/15/2033
36290SJB8	GNMA POOL # 615958	2	4,509,331.52	4,765,116.18	4,303,406.77	4,494,096.66	271,019.52	(5,351.68	)	—	—	5	4.09	MON	1,627.52	5,335.38	4/23/2010	9/15/2033
36292DWW8	GNMA POOL # 646061	2	150,777.33	164,106.35	144,587.21	150,402.56	13,703.79	(55.14	)	—	—	6.5	5.517	MON	—	1,109.13	1/31/2008	11/15/2037
36295KAT0	GNMA POOL # 672418	2	63,749.41	69,384.98	61,132.19	63,594.14	5,790.84	(301.49	)	—	—	6.5	5.499	MON	—	2,195.36	1/31/2008	12/15/2037
36295PZJ4	GNMA POOL # 676745	2	111,146.67	113,157.89	106,440.04	110,347.32	2,810.57	(189.95	)	—	—	5	3.325	MON	—	1,178.78	3/26/2009	3/15/2023
36295P4L3	GNMA POOL # 676827	2	275,263.58	280,076.84	263,449.51	273,575.22	6,501.62	(476.17	)	—	—	5	3.022	MON	—	1,651.62	3/26/2009	5/15/2023
36295QJE1	GNMA POOL # 677161	2	388,160.43	393,213.13	369,869.24	385,552.82	7,660.31	(8,760.53	)	—	—	5	3.062	MON	—	1,096.44	4/27/2009	8/15/2023
36295TVQ4	GNMA POOL # 680223	2	68,094.36	74,114.03	65,298.76	67,936.48	6,177.55	(306.99	)	—	—	6.5	5.437	MON	—	3,023.14	1/31/2008	1/15/2038
36296A5Y6	GNMA POOL # 685863	2	59,349.13	59,860.03	55,767.79	58,808.64	1,051.39	(172.3	)	—	—	4.5	2.343	MON	—	1,794.77	10/7/2010	5/15/2023
36296DR67	GNMA POOL # 688209	2	24,531.70	24,845.48	23,370.48	24,301.91	543.57	(62.69	)	—	—	5	3.588	MON	—	2,817.59	7/29/2009	7/15/2023
36296E5H5	GNMA POOL # 689448	2	240,419.04	244,769.43	230,238.20	238,890.61	5,878.82	(1,288.43	)	—	—	5	3.2	MON	1,371.57	4,170.63	3/26/2009	7/15/2023

36296TPY3	GNMA POOL # 700739	2	315,968.16	323,907.34	299,252.13	313,629.03	10,278.31	(485.58	)	—	—	5.5	3.042	MON	—	1,892.85	6/3/2009	10/15/2023
36296UC73	GNMA POOL # 701294	2	229,701.91	236,299.33	219,744.72	228,248.69	8,050.64	(494.85	)	—	—	5	3.257	MON	—	2,806.02	3/27/2009	1/15/2024
36296URS1	GNMA POOL # 701697	2	317,500.74	322,951.1	300,325.86	315,248.05	7,703.05	(2,989.12	)	—	—	5	2.871	MON	1,526.87	4,922.50	9/29/2009	2/15/2024
36296UUL2	GNMA POOL # 701787	2	229,596.51	238,220.6	221,531.39	228,408.63	9,811.97	(263.59	)	—	—	5	3.655	MON	1,644.23	4,998.86	6/11/2009	3/15/2024
36296UXG0	GNMA POOL # 701879	2	167,463.17	168,142.7	157,357.83	166,238.43	1,904.27	(311.09	)	—	—	4.5	2.225	MON	—	573.87	10/7/2010	5/15/2024
36296U3C2	GNMA POOL # 701995	2	156,055.26	158,879.09	149,446.91	154,966.24	3,912.85	(200.85	)	—	—	5	3.5	MON	6,287.85	19,547.03	3/26/2009	1/15/2024
36296XHH0	GNMA POOL # 704132	2	91,473.25	91,986.03	86,525.09	90,866.26	1,119.77	(162.39	)	—	—	5	2.685	MON	—	309.76	9/29/2009	12/15/2023
36296XLY8	GNMA POOL # 704243	2	408,982.10	424,344.26	394,615.63	406,903.9	17,440.36	(493.12	)	—	—	5	3.591	MON	1,042.10	3,236.20	6/11/2009	1/15/2024
36296XWP5	GNMA POOL # 704554	2	1,563,080.77	1,622,771.68	1,509,083.86	1,555,574.53	67,197.15	(3,394.29	)	—	—	5	3.65	MON	1,565.05	4,755.32	6/11/2009	6/15/2024
36297AKC6	GNMA POOL # 705991	2	41,999.12	42,169.54	39,464.74	41,668	501.54	(1,017.01	)	—	—	4.5	2.272	MON	—	473.49	10/7/2010	1/15/2024
36297AKF9	GNMA POOL # 705994	2	387,406.33	394,056.73	366,449.98	385,313.42	8,743.31	(2,064.91	)	—	—	5	2.283	MON	5,096.25	15,514.44	9/29/2009	1/15/2024
36297CV22	GNMA POOL # 708133	2	44,121.38	44,300.41	41,458.93	43,804.64	495.77	(52.74	)	—	—	4.5	2.047	MON	—	338.04	10/7/2010	1/15/2024
36297DFF9	GNMA POOL # 708566	2	1,293,044.98	1,315,241.98	1,223,099.02	1,284,481.16	30,760.82	(2,567.78	)	—	—	5	2.796	MON	4,614.04	16,980.70	9/29/2009	4/15/2024
36297DP35	GNMA POOL # 708842	2	31,579.53	31,707.69	29,673.92	31,355.86	351.83	(53.57	)	—	—	4.5	2.149	MON	1,518.71	4,816.17	10/7/2010	5/15/2024
36297DTR8	GNMA POOL # 708960	2	403,211.48	415,226.84	386,136.96	400,609.96	14,616.88	(3,719.49	)	—	—	5	3.415	MON	1,430.08	4,343.48	3/26/2009	3/15/2024
36297GCD0	GNMA POOL # 711168	2	430,998.24	432,784.23	404,990.28	428,120.41	4,663.82	(2,265.43	)	—	—	4.5	2.288	MON	—	1,077.57	10/7/2010	2/15/2025
36297G2R0	GNMA POOL # 711884	2	1,170,697.05	1,190,793.75	1,107,369.36	1,162,884.83	27,908.92	(18,161.94	)	—	—	5	2.81	MON	4,029.63	13,319.15	9/29/2009	4/15/2024
36297JJ54	GNMA POOL # 713184	2	1,022,418.00	1,039,969.26	967,111.30	1,015,366.25	24,603.01	(8,358.2	)	—	—	5	2.872	MON	1,041.31	3,244.68	9/29/2009	4/15/2024
36297KZF1	GNMA POOL # 714542	2	355,820.84	369,074.86	343,218.29	353,907.29	15,167.57	(405.02	)	—	—	5	3.739	MON	—	2,167.99	6/11/2009	6/15/2024
3620A2KC9	GNMA POOL # 716791	2	898,339.50	913,760.77	849,744.70	891,998.11	21,762.66	(4,614.82	)	—	—	5	2.915	MON	16,943.44	52,384.05	9/29/2009	4/15/2024
3620A32R4	GNMA POOL # 718184	2	51,867.33	52,082.26	48,737.47	51,488.69	593.57	(99.47	)	—	—	4.5	2.506	MON	1,027.34	3,166.84	10/7/2010	3/15/2025
3620A5FJ3	GNMA POOL # 719369	2	642,679.47	643,453.18	602,129.80	638,611.81	4,841.37	(1,330.96	)	—	—	4.5	2.011	MON	4,140.41	12,886.37	8/31/2010	4/15/2025
3620A6AC1	GNMA POOL # 720103	2	578,477.03	617,907.32	568,527.78	577,766.27	40,141.05	(369.65	)	—	—	4.5	4.237	MON	2,899.14	6,049.57	6/18/2009	6/15/2039
3620A6DZ7	GNMA POOL # 720220	2	1,073,641.21	1,099,220.16	1,022,211.21	1,065,514.36	33,705.80	(1,832.86	)	—	—	5	3.48	MON	2,697.81	8,340.82	7/29/2009	7/15/2024
3620A7RQ0	GNMA POOL # 721495	2	382,370.87	383,955.34	359,297.24	379,414.43	4,540.91	(791.89	)	—	—	4.5	2.569	MON	—	328.61	10/7/2010	1/15/2025
3620A7R64	GNMA POOL # 721509	2	291,551.12	292,759.26	273,957.89	289,391.96	3,367.30	(797.5	)	—	—	4.5	2.509	MON	1,347.36	4,090.82	10/7/2010	2/15/2025
3620A9MU2	GNMA POOL # 723171	2	29,827.14	29,948.17	28,027.26	29,584.1	364.07	(128.5	)	—	—	4.5	2.596	MON	1,483.77	4,666.95	10/7/2010	10/15/2024

3620A9QJ3	GNMA POOL # 723257	2	421,080.59	422,789.29	395,671.09	417,692.13	5,097.16		(1,749.71	)	—	—	4.5	2.546	MON	1,614.08	4,953.31	10/7/2010	9/15/2024
3620A9WS6	GNMA POOL # 723457	2	458,063.79	459,922.58	430,422.61	454,651.99	5,270.59		(1,279.18	)	—	—	4.5	2.468	MON	—	2,562.56	10/7/2010	12/15/2024
3620A9WW7	GNMA POOL # 723461	2	233,536.37	234,484.02	219,443.94	231,889.6	2,594.42		(952.88	)	—	—	4.5	2.352	MON	2,260.97	6,981.08	10/7/2010	12/15/2024
3620A9ZN4	GNMA POOL # 723549	2	641,644.77	644,303.64	602,925.64	636,823.3	7,480.34		(1,950.33	)	—	—	4.5	2.512	MON	—	865.25	10/7/2010	1/15/2025
3620ADCM2	GNMA POOL # 726476	2	5,517,553.82	5,596,641.1	5,237,666.03	5,475,124.38	121,516.72		(13,761.14	)	—	—	4.5	2.914	MON	7,348.77	22,871.90	12/8/2009	11/15/2024
3620AFY35	GNMA POOL # 728930	2	80,810.89	81,138.81	75,934.47	80,238.26	900.55		(154.85	)	—	—	4.5	2.362	MON	—	1,578.44	10/7/2010	12/15/2024
3620AKQR0	GNMA POOL # 732264	2	147,408.46	148,019.28	138,513.29	146,306.22	1,713.06		(351.41	)	—	—	4.5	2.578	MON	—	376.44	10/7/2010	4/15/2025
3620AKR57	GNMA POOL # 732308	2	19,236.99	19,316.7	18,076.16	19,114.53	202.17		(1,360.06	)	—	—	4.5	2.238	MON	1,268.09	3,850.58	10/7/2010	4/15/2025
3620AL5N0	GNMA POOL # 733553	2	359,874.13	361,365.4	338,158.06	357,528.37	3,837.03		(673.54	)	—	—	4.5	2.292	MON	—	2,851.98	10/7/2010	4/15/2025
3620AQG72	GNMA POOL # 736522	2	413,726.45	415,440.85	388,760.71	411,042.08	4,398.77		(1,665.47	)	—	—	4.5	2.281	MON	—	1,705.03	10/7/2010	4/15/2025
3620AQHC0	GNMA POOL # 736527	2	159,429.63	160,090.29	149,809.09	158,286.45	1,803.84		(246.19	)	—	—	4.5	2.495	MON	—	3,011.25	10/7/2010	4/15/2025
3620AQXC2	GNMA POOL # 736975	2	276,141.12	277,285.4	259,477.78	274,203.78	3,081.62		(1,025.44	)	—	—	4.5	2.397	MON	—	1,631.77	10/7/2010	2/15/2025
3620AQ5X7	GNMA POOL # 737162	2	265,830.38	266,931.94	249,789.23	263,964.1	2,967.84		(607.22	)	—	—	4.5	2.452	MON	2,962.99	9,099.66	10/7/2010	4/15/2025
3620AQ6A6	GNMA POOL # 737165	2	840,872.96	844,357.38	790,131.68	835,252.61	9,104.77		(2,464.93	)	—	—	4.5	2.347	MON	1,457.85	4,530.02	10/7/2010	4/15/2025
3620ASPY9	GNMA POOL # 738539	2	3,702,567.71	3,627,056.62	3,446,753.92	3,694,865.99	(67,809.37	)	(13,621.61	)	—	—	4	2.69	MON	1,901.74	5,969.00	10/3/2011	7/15/2041
3620AWE48	GNMA POOL # 741855	2	149,979.60	150,601.09	140,929.30	148,962.72	1,638.37		(563.33	)	—	—	4.5	2.405	MON	—	1,631.25	10/7/2010	5/15/2025
3620AWE63	GNMA POOL # 741857	2	145,974.54	146,579.44	137,165.92	145,049.75	1,529.69		(633.56	)	—	—	4.5	2.256	MON	—	375.39	10/7/2010	5/15/2025
36225BPY8	GNMA POOL # 781339	2	212,854.89	220,352.99	192,847.00	210,812.89	9,540.10		(1,049.27	)	—	—	8	5.803	MON	—	1,417.69	3/7/2008	9/15/2031
36241KBP2	GNMA POOL # 781846	2	3,107,790.31	3,475,256.67	3,009,966.40	3,100,198.69	375,057.98		(4,470.88	)	—	—	6.5	5.844	MON	10,838.62	33,496.93	8/15/2008	9/15/2034
36241KEC8	GNMA POOL # 781931	2	2,066,008.51	2,307,859.51	2,000,976.76	2,061,242.41	246,617.10		(3,199.01	)	—	—	6.5	5.85	MON	13,636.78	41,797.83	8/15/2008	5/15/2035
36241KEH7	GNMA POOL # 781936	2	1,211,452.27	1,270,228.88	1,171,723.54	1,208,939.85	61,289.03		(1,612.71	)	—	—	4.5	3.849	MON	4,236.72	13,013.19	6/3/2010	6/15/2035
36241KGU6	GNMA POOL # 782011	2	112,769.79	121,765.88	110,355.71	112,607.07	9,158.81		(104.73	)	—	—	5	4.565	MON	—	2,875.45	7/14/2009	12/15/2035
36241KKB3	GNMA POOL # 782090	2	2,457,883.83	2,664,768.4	2,364,771.00	2,450,392.06	214,376.34		(3,281.88	)	—	—	6.5	5.736	MON	27,492.49	52,925.09	11/30/2007	5/15/2036
36241K6L7	GNMA POOL # 782675	2	34,193.06	34,331.79	32,129.71	33,979.56	352.23		(153.33	)	—	—	4.5	1.858	MON	—	641.24	10/7/2010	6/15/2024
36241LHQ2	GNMA POOL # 782939	2	3,744,247.73	3,946,243.11	3,573,261.56	3,734,511.07	211,732.04		(8,427.35	)	—	—	5	4.121	MON	5,186.26	19,785.84	4/23/2010	9/15/2036
36241LN36	GNMA POOL # 783110	2	861,163.90	887,243.07	795,302.86	858,291.32	28,951.75		(4,836.75	)	—	—	5.5	3.723	MON	3,355.71	10,171.34	9/23/2010	4/15/2036
36179MEL0	GNMA POOL # MA0139	2	4,085,910.20	3,998,323.52	3,856,337.60	4,071,418.17	(73,094.65	)	(10,646.54	)	—	—	3	1.398	MON	2,390.17	7,415.48	6/19/2012	6/20/2027

36179MK82	GNMA POOL # MA0319		2	192,156.91	184,069.25	174,911.69	191,834.77	(7,765.52	)	(901.09	)	—	—		4	2.049	MON	—	2,496.75		10/4/2012	8/20/2042
36179MNJ5	GNMA POOL # MA0393		2	2,358,791.58	2,263,779.17	2,151,154.71	2,355,544.5	(91,765.33	)	(11,291.39	)	—	—		4	2	MON	10,924.01	33,831.40		10/18/2012	9/20/2042
36179MQN3	GNMA POOL # MA0461		2	1,943,169.98	1,801,139.09	1,825,644.16	1,940,594.32	(139,455.23	)	(2,547.41	)	—	—		3	2.059	MON	3,392.91	10,489.84		10/31/2012	10/20/2042
380881BX9	GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A	A	2	1,100,000.00	1,100,418	1,100,000.00	1,100,000	418.00		—		—	—		0.405	0.405	MON	5,641.75	17,162.41		2/21/2013	2/15/2018
38141EA58	GOLDMAN SACHS GROUP INC CORP BND			2,987,062.50	2,977,528.49	2,670,000.00	2,977,487.36	41.13		(17,996.38	)	—	—		5.375	3.233	MS	—	13,669.87		1/14/2014	3/15/2020
38141EA74	GOLDMAN SACHS GROUP INC CORP BND			606,066.00	622,114.2	600,000.00	601,880.36	20,233.84		(1,501.3	)	—	—		3.7	3.458	FA	6,433.41	4,586.74		1/5/2011	8/1/2015
38141GEA8	GOLDMAN SACHS GROUP INC CORP BND			2,039,860.00	2,070,600	2,000,000.00	2,007,395.97	63,204.03		(3,972.66	)	—	—		5.125	4.642	JJ	21,193.06	39,804.94		5/18/2010	1/15/2015
38141GEG5	GOLDMAN SACHS GROUP INC CORP BND			2,488,200.00	2,492,950.05	2,500,000.00	2,490,227.71	2,722.34		1,207.79		—	—		0.684	0.897	MJSD	—	34,635.42		10/29/2013	3/22/2016
BRS0Z5DU0	GOLDMAN SACHS GROUP INC CORP BND MTN	O		3,077,296.56	3,061,020.13	1,730,000.00	3,067,526.22	(6,506.09	)	(9,770.34	)	—	(2,849.32	)	5.25	1.499	DEC	41,950.79	(29,915.73	)	2/21/2014	12/15/2015
38141EB32	GOLDMAN SACHS GROUP INC SENIOR CORP BND			2,017,500.00	2,019,781.34	2,000,000.00	2,010,570.01	9,211.33		(1,580.37	)	—	—		1.6	1.274	MN	—	4,936.53		2/21/2013	11/23/2015
38141EB73	GOLDMAN SACHS GROUP INC SENIOR CORP BND			4,019,080.00	4,035,960.08	4,000,000.00	4,018,462.23	17,497.85		(617.77	)	—	—		1.336	1.239	FMAN	—	74,492.89		1/28/2014	11/15/2018
38141GGT5	GOLDMAN SACHS GROUP INC SENIOR CORP BND			1,631,678.75	1,668,915.63	1,625,000.00	1,629,173.48	39,742.15		(943.81	)	—	—		3.3	3.057	MN	8,096.71	12,467.87		6/26/2013	5/3/2015
38141GVK7	GOLDMAN SACHS GROUP INC SENIOR CORP BND			5,350,000.00	5,418,266.05	5,350,000.00	5,350,000	68,266.05		—		—	—		1.436	1.476	JAJO	5,559.90	1,316.41		4/25/2013	4/30/2018
38145XAA1	GOLDMAN SACHS GROUP INC SENIOR CORP BND			9,499,885.20	9,513,502.52	9,530,000.00	9,500,824.48	12,678.04		939.28		—	—		2.625	2.693	JJ	56,017.51	93,025.00		1/28/2014	1/31/2019
38259PAC6	GOOGLE CORP BND			2,065,620.00	2,065,859.38	2,000,000.00	2,051,754.82	14,104.56		(5,970.53	)	—	—		2.125	0.897	MN	—	4,231.31		8/28/2013	5/19/2016
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECU			2,306,056.61	2,340,967.31	2,334,407.63	2,307,016.27	33,951.04		1,203.53		—	—		—	0.2	MJSD	—	102,470.91		1/16/2014	1/25/2020
G4123EAC0	GRIFOLS WORLDWIDE OPERATIONS U SECURED T		1	4,761,627.91	4,812,995.77	4,809,725.16	4,761,627.91	51,367.86		—		—	—		3.154	3.332	MJSD	—	1,435.65		3/7/2014	2/27/2021
362341RT8	GSR_05-6F WHOLE CMO 05-AR6 1A1		2	120,800.87	123,766.33	122,001.82	121,007.79	2,758.54		63.46		—	—		2.65	2.9	MON	—	492.32		11/21/2007	9/25/2035
BRSBK2348	GYMBOREE CORP TERM LOAN		2	1,343,994.09	1,301,397.61	1,441,776.14	1,378,750.98	(77,353.37	)	4,947.16		—	—		—	1.13	FMAN	—	20,973.86		8/24/2012	2/23/2018
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		1	499,645.00	500,139.16	500,000.00	499,688.96	450.20		16.85		—	—		2	2.015	FA	—	—		7/29/2013	8/1/2018
44921SAC6	HALST_13-A ABS 13-A 144A		2	2,372,786.81	2,373,477.09	2,372,860.12	2,372,841.76	635.33		35.08		—	—		0.51	0.513	MON	—	4,550.01		2/27/2013	9/15/2015
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECU			583,380.94	590,709.84	586,312.50	583,449.69	7,260.15		87.19		—	—		—	0.09	MJSD	—	—		1/28/2014	8/4/2019
41283LAA3	HARLEY-DAVIDSON FINANCIAL CORP BND 144A			2,329,200.00	2,364,548.6	2,250,000.00	2,286,695.51	77,853.09		(4,494.06	)	—	—		3.875	3.009	MS	2,166.67	24,375.00		10/27/2011	3/15/2016
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1		2	1,759,995.08	1,761,284.76	1,760,000.00	1,759,990.34	1,294.42		(1.19	)	—	—		0.65	0.651	MON	—	2,502.51		4/16/2013	7/16/2018
43814EAC9	HAROT 2013-2 ABS 13-2 A3		2	4,504,576.53	4,490,855.57	4,505,000.00	4,504,728.32	(13,872.75	)	40.7		—	—		0.53	0.534	MON	1,734.70	10,889.22		4/17/2013	2/16/2017
43813TAD5	HAROT_11-1 ABS_11-1 A4		2	1,343,076.94	1,345,570.76	1,343,434.70	1,343,419.23	2,151.53		20.1		—	—		1.8	1.816	MON	—	4,634.80		2/17/2011	4/17/2017
43813UAC4	HAROT_12-3 ABS 12-1		2	1,757,863.55	1,761,274.01	1,757,969.03	1,757,935.45	3,338.56		27.93		—	—		0.77	0.773	MON	—	1,419.37		2/14/2012	1/15/2016

43813XAD6	HAROT_12-3 ABS_12-3 A4		2	5,065,386.72	5,065,580.11	5,050,000.00	5,065,461.04	119.07		74.32		—	—	0.74	0.529	MON	1,205.56	(1,205.56	)	3/26/2014	10/15/2018
43814CAC3	HAROT_13-1 ABS 13-1		2	2,996,718.75	3,000,745.71	3,000,000.00	2,998,326.81	2,418.90		374.76		—	—	0.48	0.531	MON	—	1,682.76		2/27/2013	11/21/2016
43812XAB1	HAROT_13-3 ABS 13-3 A2		2	474,992.92	475,513.01	475,000.00	474,994.61	518.40		0.63		—	—	0.54	0.541	MON	—	682.50		7/17/2013	1/15/2016
43812XAC9	HAROT_13-3 ABS 13-3 A3		2	3,464,437.28	3,472,931.56	3,465,000.00	3,464,596.31	8,335.25		58.28		—	—	0.77	0.778	MON	—	5,500.06		7/17/2013	5/15/2017
44890GAD7	HART_12-A ABS 12-A		2	4,259,591.04	4,282,748.27	4,260,000.00	4,259,827.38	22,920.89		29.1		—	—	0.95	0.955	MON	1,023.22	7,636.62		2/28/2012	12/15/2016
44890KAC0	HART_12-C ABS 12-C		2	7,291,896.33	7,277,578.16	7,288,000.00	7,292,053.25	(14,475.09	)	27.1		—	—	0.53	0.471	MON	1,959.78	1,674.81		3/28/2014	4/17/2017
44890JAB5	HART_13-A ABS 13-A		2	1,095,543.25	1,095,998.09	1,095,614.58	1,095,596.85	401.24		26.52		—	—	0.4	0.405	MON	—	2,218.77		1/24/2013	12/15/2015
44890QAC7	HART_13-C ABS 13-C A3		2	1,499,732.85	1,507,379.61	1,500,000.00	1,499,789.42	7,590.19		26.58		—	—	1.01	1.019	MON	—	4,365.39		9/11/2013	2/15/2018
44890RAC5	HART_14-A ABS 14-A A3		2	1,539,724.65	1,539,260.26	1,540,000.00	1,539,741	(480.74	)	16.35		—	—	0.79	0.798	MON	1,341.73	7,547.25		1/28/2014	7/16/2018
419791YG7	HAWAII ST MUNI BND GO			2,007,940.00	2,046,140	2,000,000.00	2,001,418.34	44,721.66		(413.28	)	—	—	3	2.914	FA	11,598.17	—		2/10/2010	2/1/2015
BRSHYLWT1	HDTFS INC SENIOR SECURED TERM NOTES		2	7,816,897.16	7,880,183.99	7,905,719.47	7,829,103.4	51,080.59		4,758.2		—	—	—	0.205	MJSD	—	92,406.28		8/1/2013	3/11/2018
429827AN8	HEF_04-1 ABS 04-1 A13 144A		2	164,000.00	185,694.4	200,000.00	172,801.38	12,893.02		842.38		—	—	0.165	2.113	MON	—	405.03		9/10/2009	1/1/2044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A			246,000.00	276,446.7	300,000.00	252,046.43	24,400.27		348.48		—	—	1.44	2.21	FMAN	—	4,167.63		9/10/2009	1/1/2044
429827AB4	HEF_04-1 ABS 04-1 A2 144A		2	164,000.00	181,925.4	200,000.00	177,433.54	4,491.86		1,153.85		—	—	0.014	2.41	MON	—	27.91		9/10/2009	1/1/2044
429827AF5	HEF_04-1 ABS 04-1 A6 144A		2	164,000.00	189,076.2	200,000.00	175,958.17	13,118.03		399.96		—	—	1.644	3.703	MON	—	360.84		9/10/2009	1/1/2044
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		5,987,624.98	5,998,357.03	6,025,000.00	5,992,372.64	5,984.39		2,237.17		—	—	1.4	1.559	AO	2,203.44	20,931.40		11/5/2013	10/1/2017
423012AC7	HEINEKEN N.V. SENIOR CORP BND 144A	F		2,299,083.33	2,305,763.5	2,300,000.00	2,299,636.53	6,126.97		64		—	—	0.8	0.811	AO	1,508.14	9,803.66		1/9/2014	10/1/2015
427866AS7	HERSHEY COMPANY THE CORP BND			1,321,912.75	1,345,603.96	1,325,000.00	1,323,362.93	22,241.03		154.09		—	—	1.5	1.549	MN	1,145.83	66,531.25		11/8/2011	11/1/2016
428236BF9	HEWLETT-PACKARD CO CORP BND			3,547,061.50	3,542,808.76	3,490,000.00	3,545,586.16	(2,777.40	)	(1,475.34	)	—	—	3.75	3.48	JD	—	509.36		1/13/2014	12/1/2020
428236BZ5	HEWLETT-PACKARD CO SENIOR CORP BND			500,000.00	501,165.05	500,000.00	500,000	1,165.05		—		—	—	1.182	1.182	JAJO	—	507.25		1/9/2014	1/14/2019
428236BW2	HEWLETT-PACKARD CO UNSEC CORP BND			1,874,718.75	1,929,464.72	1,875,000.00	1,874,820.71	54,644.01		12.23		—	—	2.6	2.603	MS	2,592.19	22,218.75		3/7/2012	9/15/2017
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,000.00	183,718	200,000.00	173,694.25	10,023.75		1,503.07		—	—	1.089	2.487	MON	—	60.44		9/10/2009	1/1/2044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,224.00	184,335.8	200,000.00	171,622.98	12,712.82		70.03		—	—	2.282	3.717	MON	—	390.63		9/10/2009	1/1/2044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		2	164,196.00	177,264	200,000.00	172,054.48	5,209.52		218.24		—	—	0.042	2.264	MON	—	27.46		9/10/2009	1/1/2044
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECU			5,552,056.37	5,595,412.63	5,579,956.15	5,553,714.2	41,698.43		1,881.32		—	—	—	0.071	MJSD	—	20,423.81		10/31/2013	10/26/2020
437076BB7	HOME DEPOT INC SENIOR CORP BND		1	1,972,215.25	2,004,365.82	1,975,000.00	1,972,511.72	31,854.10		131.35		—	—	2.25	2.28	MS	25,111.11	—		9/3/2013	9/10/2018
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2		2	1,599,694.08	1,609,413.33	1,600,000.00	1,599,881.35	9,531.98		24.51		—	—	0.91	0.918	MON	1,340.30	7,873.58		4/18/2012	5/15/2018

43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1		2	6,989,335.94	6,982,865.33	7,000,000.00	6,989,335.94	(6,470.61	)	—		—	—	0.62	0.7	MON	1,273.41	(1,273.41	)	3/27/2014	3/21/2019
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND			1,500,000.00	1,480,140	1,500,000.00	1,500,000	(19,860.00	)	—		—	—	1.259	1.259	MN	7,234.50	—		10/26/2012	11/1/2017
44328MAL8	HSBC BANK PLC CORP BND 144A	F		4,685,175.00	4,709,081.84	4,500,000.00	4,637,517.56	71,564.28		(15,626.83	)	—	—	3.1	1.645	MN	—	9,240.00		6/24/2013	5/24/2016
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F		3,693,081.00	3,618,220.9	3,700,000.00	3,694,259	(76,038.10	)	334.85		—	—	1.5	1.539	MN	6,444.44	—		5/8/2013	5/15/2018
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		5,739,247.50	5,629,360.23	5,750,000.00	5,741,078.17	(111,717.94	)	6,754.4		—	—	1.5	1.539	MN	27,625.00	27,388.63		5/8/2013	5/15/2018
44328MBU7	HSBC BANK PLC SENIOR CORP BND 144A	F		1,611,987.20	1,605,248.05	1,600,000.00	1,611,979.38	(6,731.33	)	(7.82	)	—	—	0.876	0.694	FMAN	—	5,757.95		3/28/2014	5/15/2018
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	D		1,557,432.87	1,671,699.69	1,000,000.00	1,557,382.49	114,317.20		(33.83	)	—	110,075.08	0.921	0.9	FMAN	56,614.01	—		11/13/2013	5/16/2016
40428HPG1	HSBC BANK USA INC SENIOR CORP BND			1,596,592.00	1,627,172.8	1,600,000.00	1,598,986.42	28,186.38		283.7		—	—	2.375	2.449	FA	10,460.94	25,106.25		2/8/2012	2/13/2015
40428HPH9	HSBC BANK USA INC SENIOR CORP BND			6,072,582.60	6,032,705.52	6,090,000.00	6,076,864.64	(44,159.12	)	831.24		—	—	1.625	1.684	JJ	3,875.00	57,007.28		12/13/2012	1/16/2018
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND			938,383.20	958,447.81	940,000.00	938,542.14	19,905.67		75.68		—	—	2.625	2.662	MS	2,916.67	4,888.89		9/17/2013	9/24/2018
40428HPK2	HSBC BANK USA INC SENIOR CORP BND			6,250,000.00	6,327,955.13	6,250,000.00	6,250,000	77,955.13		—		—	—	1.114	1.13	MJSD	28,055.90	105,537.50		9/17/2013	9/24/2018
BRSBXUEK4	HUBBARD RADIO TERM LOAN		2	2,020,960.20	2,037,487.41	2,026,090.65	2,021,314.61	16,172.80		499.21		—	—	—	0.046	JAJO	—	56,776.11		11/15/2013	4/29/2019
BRS8R3U20	HUNTSMAN INTL LLC TERM LOAN			343,047.58	348,251.85	346,950.78	345,230.78	3,021.07		188.03		—	—	—	0.218	FMAN	—	2,018.69		5/13/2011	6/30/2016
4488148U0	HYDRO-QUEBEC SENIOR CORP BND	A		4,994,200.00	5,023,099.9	5,000,000.00	4,996,222.51	26,877.39		283.77		—	—	1.375	1.399	JD	—	34,125.00		6/12/2012	6/19/2017
44890FAC1	HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A		2	2,903,915.73	2,908,785.19	2,904,225.61	2,904,175.01	4,610.18		72.32		—	—	0.92	0.927	MON	—	5,498.41		6/13/2012	8/17/2015
44890HAC7	HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B		2	3,851,107.64	3,856,809.78	3,851,763.97	3,851,573.68	5,236.10		129.66		—	—	0.62	0.629	MON	—	1,535.56		7/10/2012	9/15/2016
44890RAB7	HYUNDAI AUTO RECEIVABLES TRUST ABS 14-A		2	7,001,914.07	7,003,009.93	7,000,000.00	7,001,914.07	1,095.86		—		—	—	0.46	0.425	MON	4,384.48	(4,384.48	)	3/27/2014	1/16/2017
44890LAB0	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B		2	457,128.41	457,436.79	457,130.51	457,129.4	307.39		2.47		—	—	0.53	0.53	MON	—	402.99		6/19/2013	3/15/2016
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B		2	1,424,920.44	1,426,453.57	1,425,000.00	1,424,963.96	1,489.61		3.92		—	—	0.71	0.712	MON	1,277.27	5,303.64		11/5/2013	9/15/2017
44920UAC2	HYUNDAI CAP SVC CORP BND 144A	F		2,982,210.00	3,199,891.98	3,000,000.00	2,991,956.05	207,935.93		811.23		—	—	4.375	4.498	JJ	32,500.00	150,000.00		1/20/2011	7/27/2016
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A			1,991,020.00	2,132,926.18	2,000,000.00	1,994,556.61	138,369.57		394.79		—	—	4	4.092	JD	—	4,156.25		12/1/2011	6/8/2017
BRSHH3U39	IASIS HELTHCARE CORP SENIOR SECURED TERM		2	7,130,386.45	7,277,917.32	7,239,439.70	7,153,069.98	124,847.34		5,209.4		—	—	—	0.289	FMAN	—	57,981.89		2/28/2013	5/3/2018
BRSM1TE44	IKARIA INC SENIOR SECURED TERM NOTES		1	792,764.24	803,360.99	796,747.98	792,805	10,555.99		40.76		—	—	—	0.071	MJSD	—	1,544.16		2/12/2014	2/12/2021
4521518V8	ILLINOIS ST MUNI BND GO			2,300,000.00	2,361,777.94	2,300,000.00	2,300,000	61,777.94		—		—	—	4.421	4.421	JJ	3,632.82	13,450.41		12/28/2012	1/1/2015
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND RE			4,100,000.00	4,127,839	4,100,000.00	4,100,000	27,839.00		—		—	—	1.56	1.56	JD	45,940.16	18,965.75		5/10/2012	6/15/2017
BRSHC7CJ0	IMS HEALTH INCORPORATED SENIOR SECURED T		2	7,179,563.48	7,194,462.27	7,192,771.96	7,180,833.17	13,629.10		859.21		—	—	—	0.048	FMAN	—	64,091.51		11/19/2013	9/1/2017
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOT		1	3,054,616.39	3,056,382.52	3,069,181.01	3,056,497.86	(115.34	)	796.47		—	—	—	0.1	JAJO	—	31,567.62		9/12/2013	5/4/2018

BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES			1,047,676.62	1,045,602.22	1,047,676.62	1,047,676.62	(2,074.40	)	—		—	—	—	—	FMAN	—	40,647.68		5/24/2013	6/3/2020
449786AN2	ING BANK NV CORP BND 144A	F		950,000.00	952,517.49	950,000.00	950,000	2,517.49		—		—	—	1.635	1.652	MJSD	—	31,394.44		6/1/2011	6/9/2014
449786AR3	ING BANK NV CORP BND 144A	F		3,714,234.75	3,785,809.21	3,725,000.00	3,719,601.66	66,207.55		886.95		—	—	2	2.1	MS	17,254.99	12,514.22		9/18/2012	9/25/2015
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	D		1,737,126.06	1,754,564.17	1,000,000.00	1,729,143.62	25,420.55		(7,982.44	)	—	30,718.27	3.875	1.76	DEC	44,474.02	(36,806.09	)	1/2/2014	12/23/2016
449786AW2	ING BANK NV SENIOR CORP BND 144A	F		8,120,000.00	8,192,105.6	8,120,000.00	8,120,000	72,105.60		—		—	—	1.184	1.231	MJSD	47,430.99	3,614.25		2/28/2013	3/7/2016
449786AX0	ING BANK NV SENIOR CORP BND 144A	F		748,440.00	753,363.47	750,000.00	748,987.73	4,375.74		127.56		—	—	1.375	1.446	MS	—	2,168.55		2/28/2013	3/7/2016
45687AAK8	INGERSOLL-RAND GLOBAL HOLDING SENIOR COR	F		3,995,320.36	4,010,376.02	3,964,000.00	3,994,311.95	16,064.07		(1,032.57	)	—	—	2.875	2.703	JJ	—	7,603.51		2/6/2014	1/15/2019
458140AL4	INTEL CORP SENIOR CORP BND			1,319,802.00	1,312,869.57	1,320,000.00	1,319,809.2	(6,939.63	)	7.2		—	—	1.35	1.354	JD	—	155,833.33		2/19/2014	12/15/2017
BRSLBJCQ0	INTELSAT JACKSON SENIOR SECURED TERM NOT	F	1	492,457.40	494,377.98	492,457.40	492,457.4	1,920.58		—		—	—	—	—	MJSD	—	322.22		12/17/2013	6/30/2019
458182DT6	INTER-AMERICAN DEV BANK CORP BND	E		7,150,000.00	7,143,922.57	7,150,000.00	7,150,000	(6,077.43	)	—		—	—	0.264	0.286	MJSD	—	48,354.23		9/5/2013	9/12/2018
45818WAR7	INTER-AMERICAN DEV BANK SENIOR CORP BND	E		4,997,748.00	4,999,350	5,000,000.00	4,998,408.01	941.99		295.62		—	—	0.153	0.207	MON	6,274.01	23,940.48		9/4/2013	7/29/2015
459200GX3	INTERNATIONAL BUSINESS MACHINE CORP BND			2,598,825.00	2,571,439.75	2,500,000.00	2,567,730.84	3,708.91		(7,197.72	)	—	—	1.95	0.764	JJ	2,420.66	6,567.27		2/27/2013	7/22/2016
459200HB0	INTERNATIONAL BUSINESS MACHINE CORP BND			4,127,963.50	4,158,429.48	4,150,000.00	4,143,150.79	15,278.69		1,981.09		—	—	0.55	0.745	FA	13,270.83	—		5/1/2012	2/6/2015
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND			3,818,688.55	3,853,543.62	3,830,000.00	3,824,596.6	28,947.02		501.87		—	—	1.25	1.3	FA	58,557.20	7,218.75		1/13/2014	2/6/2017
459200HD6	INTERNATIONAL BUSINESS MACHINE SENIOR CO			4,542,447.00	4,566,023.74	4,550,000.00	4,547,183.3	18,840.44		627.18		—	—	0.75	0.806	MN	62,026.39	157,250.00		5/8/2012	5/11/2015
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,149,710.10	1,141,528.02	1,155,000.00	1,150,889.33	(9,361.31	)	256.12		—	—	1.25	1.345	FA	—	2,056.51		2/5/2013	2/8/2018
459200HT1	INTERNATIONAL BUSINESS MACHINE SENIOR CO			3,745,912.90	3,730,253.54	3,755,000.00	3,746,143.23	(15,889.69	)	230.33		—	—	1.95	2.001	FA	1,446.61	23,671.88		2/6/2014	2/12/2019
459200HV6	INTERNATIONAL BUSINESS MACHINE SENIOR CO			700,000.00	700,385	700,000.00	700,000	385.00		—		—	—	0.304	0.304	FMAN	—	3,118.07		2/6/2014	2/5/2016
45950VCP9	INTERNATIONAL FINANCE CO CORP BND	F		4,027,303.56	4,018,106.16	4,034,000.00	4,028,141.15	(10,034.99	)	550.24		—	—	0.625	0.681	MN	16,559.38	7,641.67		11/5/2013	11/15/2016
45950VCJ3	INTERNATIONAL FINANCE CO SENIOR CORP BND	F		2,652,710.58	2,656,989.91	2,658,000.00	2,654,518.44	2,471.47		404.78		—	—	0.5	0.562	MN	4,883.89	14,900.00		2/14/2013	5/16/2016
45905UNJ9	INTL BANK FOR RECONSTRUCTION A SENIOR CO	F		399,904.00	400,396.04	400,000.00	399,932.89	463.15		11.76		—	—	0.375	0.387	FA	—	—		8/9/2013	8/24/2015
BRSLR8JD9	ION MEDIA NETWORKS INC SENIOR ECURED TER			913,111.50	927,450.56	917,700.00	913,263.05	14,187.51		163.05		—	—	—	0.071	MJSD	—	—		12/17/2013	12/18/2020
BRSKKEX64	JARDEN CORP SENIOR SECURED TERM NOTES		2	2,836,409.22	2,855,123.82	2,850,662.53	2,837,385.49	17,738.33		897.95		—	—	—	0.071	MJSD	—	7,950.10		10/8/2013	9/30/2020
BRSM29KU2	JAZZ PHARMA SENIOR SECURED TERM NOTES		1	545,881.87	549,516.52	548,625.00	545,954.84	3,561.68		79.84		—	—	—	0.115	MJSD	—	2,024.64		1/23/2014	6/12/2018
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES			1,191,015.00	1,196,257.86	1,197,000.00	1,191,450.88	4,806.98		225.36		—	—	—	0.071	MJSD	—	(11,293.09	)	9/27/2013	9/18/2020
47787BAD7	JDOT_12-A ABS 12-A		2	3,999,112.40	4,021,600.04	4,000,000.00	3,999,587.8	22,012.24		57.79		—	—	0.99	0.998	MON	1,420.04	6,590.45		2/22/2012	6/15/2018
477879AC4	JDOT_13-B ABS_13-B A3		2	4,724,355.98	4,741,868.35	4,725,000.00	4,724,489.25	17,379.10		56.93		—	—	0.87	0.877	MON	—	5,079.75		8/27/2013	8/15/2017

24422ERK7	JOHN DEERE CAPITAL CORP CORP BND MTN			505,585.00	503,145	500,000.00	502,765.65	379.35		(1,018.52	)	—	—	1.25	0.423	JD	—	890.42		7/19/2013	12/2/2014
24422ESB6	JOHN DEERE CAPITAL CORP CORP BND MTN			4,988,450.00	4,921,496.6	5,000,000.00	4,990,827.2	(69,330.60	)	559.33		—	—	1.3	1.348	MS	1,085.03	4,396.52		3/6/2013	3/12/2018
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND			10,272,020.25	10,263,056.97	10,275,000.00	10,273,248	(10,191.03	)	143.59		—	—	1.4	1.406	MS	71,585.56	57,459.38		11/22/2013	3/15/2017
24422ESG5	JOHN DEERE CAPITAL CORP SENIOR CORP BND			5,000,000.00	5,004,249.95	5,000,000.00	5,000,000	4,249.95		—		—	—	0.355	0.364	MJSD	7,333.33	—		12/10/2013	12/10/2015
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP B			634,326.90	637,399.22	635,000.00	634,591.8	2,807.42		55.46		—	—	0.75	0.786	JJ	11,458.34	—		1/17/2013	1/22/2016
478160AW4	JOHNSON & JOHNSON CORP BND			122,861.25	127,472.12	125,000.00	123,557.94	3,914.18		49.93		—	—	2.95	3.15	MS	4,061.11	—		8/12/2010	9/1/2020
478160AY0	JOHNSON & JOHNSON SENIOR CORP BND			526,270.00	515,890.96	500,000.00	514,960.95	930.01		(1,738.31	)	—	—	2.15	0.726	MN	5,111.11	20,000.00		8/13/2012	5/15/2016
478160BE3	JOHNSON & JOHNSON SENIOR CORP BND			5,000,000.00	5,005,350.1	5,000,000.00	5,000,000	5,350.10		—		—	—	0.303	0.311	FMAN	—	291.67		12/2/2013	11/28/2016
478160BF0	JOHNSON & JOHNSON SENIOR CORP BND			1,997,580.00	2,001,592.4	2,000,000.00	1,997,839.66	3,752.74		199.74		—	—	0.7	0.741	MN	12,412.50	(4,050.00	)	12/2/2013	11/28/2016
4.6625E+79	JPMMT CMO_06-A1 2A2		2	73,386.07	65,202.9	73,328.75	73,356.03	(8,153.13	)	(397.64	)	—	—	2.629	2.599	MON	1,003.51	4,539.41		2/6/2008	2/25/2036
46625HHP8	JPMORGAN CHASE & CO CORP BND			8,568,850.00	8,716,070	8,500,000.00	8,512,342.75	203,727.25		(3,749.53	)	—	—	3.7	3.515	JJ	5,750.00	34,500.00		3/18/2010	1/20/2015
46625HCE8	JPMORGAN CHASE & CO CORP BND			182,024.50	181,575.8	175,000.00	176,311.61	5,264.19		(345.92	)	—	—	4.75	3.908	MS	6,072.53	8,917.08		10/29/2009	3/1/2015
46625HHX1	JPMORGAN CHASE & CO CORP BND			7,486,460.00	7,319,018.28	7,000,000.00	7,311,380.61	7,637.67		(39,696.59	)	—	—	3.45	1.097	MS	37,123.99	24,088.40		3/8/2013	3/1/2016
46625HJA9	JPMORGAN CHASE & CO CORP BND			8,464,007.00	8,376,278.01	8,025,000.00	8,325,146.27	51,131.74		(32,479.44	)	—	—	3.15	1.461	JJ	52,415.58	11,596.95		4/11/2013	7/5/2016
46625HJG6	JPMORGAN CHASE & CO CORP BND			1,973,600.00	1,988,778.22	2,000,000.00	1,976,510.46	12,267.76		1,467.91		—	—	1.8	2.122	JJ	—	1,843.75		10/1/2013	1/25/2018
46623EJB6	JPMORGAN CHASE & CO SENIOR CORP BND			913,842.00	910,761.19	900,000.00	909,067.94	1,693.25		(1,505.46	)	—	—	1.359	0.738	MJSD	1,265.11	943.09		6/14/2013	9/22/2015
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND			7,141,348.50	7,167,881.57	7,150,000.00	7,144,468.93	23,412.64		705.08		—	—	1.125	1.166	FA	16,533.13	53,681.25		2/21/2013	2/26/2016
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND			20,326,163.65	20,473,361.77	20,245,000.00	20,322,394.43	150,967.34		(3,769.22	)	—	—	1.139	1.083	JAJO	49,994.77	8,469.21		1/16/2014	1/25/2018
46625HJL5	JPMORGAN CHASE & CO SENIOR CORP BND			3,227,387.20	3,207,467.92	3,265,000.00	3,230,088.33	(22,620.41	)	2,071.83		—	—	1.625	1.896	MN	7,666.67	30,000.00		11/26/2013	5/15/2018
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND			5,073,790.00	5,043,957.15	5,000,000.00	5,058,064.6	(14,107.45	)	(4,138.94	)	—	—	2	1.644	FA	2,750.00	1,873.67		4/8/2013	8/15/2017
46623EJP5	JPMORGAN CHASE & CO SENIOR CORP BND MTN			3,372,637.50	3,417,126.75	3,375,000.00	3,374,222.63	42,904.12		196.74		—	—	1.875	1.899	MS	4,539.07	23,343.75		3/14/2012	3/20/2015
46623EJV2	JPMORGAN CHASE & CO SENIOR CORP BND MTN			3,000,000.00	3,014,400.33	3,000,000.00	3,000,000	14,400.33		—		—	—	0.854	0.908	FMAN	5,750.00	34,500.00		2/21/2013	2/26/2016
BRSMGH2C9	KAR AUCTION SERVICES INC SENIOR SECURED		1	361,850.06	362,530.23	362,756.95	361,850.06	680.17		—		—	—	—	0.036	MJSD	—	—		3/7/2014	3/11/2021
487836BK3	KELLOGG COMPANY SENIOR CORP BND			1,200,000.00	1,201,059	1,200,000.00	1,200,000	1,059.00		—		—	—	0.467	0.522	FMAN	7,235.31	—		2/11/2013	2/13/2015
BRSJLFNA5	KINETIC CONCEPTS INC / KCI USA SENIOR SE			247,504.69	248,328.88	247,504.69	247,504.69	824.19		—		—	—	—	—	MJSD	—	—		6/10/2013	11/4/2016
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN	E		311,039.75	321,058.09	317,387.50	313,451.82	7,606.27		1,058.68		—	—	—	0.452	MJSD	—	33,358.27		7/16/2012	12/21/2016
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F		398,900.00	398,312.01	400,000.00	399,031.3	(719.29	)	90.21		—	—	0.75	0.843	MN	—	201.18		11/13/2013	11/21/2016

50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F		1,096,205.00	1,087,965.98	1,100,000.00	1,097,334.56	(9,368.58	)	186.03		—	—	1	1.071		MS	14,722.22	—		9/19/2012	9/26/2017
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN	F		9,988,500.00	9,984,899.9	10,000,000.00	9,991,051.45	(6,151.55	)	937.27		—	—	0.875	0.912		JUL	—	82,500.00		7/23/2013	7/29/2016
50076QAY2	KRAFT FOODS GROUP INC CORP BND			3,718,985.96	3,819,500.24	3,725,000.00	3,720,613.9	98,886.34		328.52		—	—	2.25	1.396		JD	50,500.35	—		1/16/2013	6/5/2017
50076QAK2	KRAFT FOODS GROUP INC SENIOR CORP BND			1,394,895.50	1,384,284.99	1,370,000.00	1,382,999.87	1,285.12		(2,719.5	)	—	—	1.625	0.812		JD	3,087.50	—		2/26/2013	6/4/2015
500769AX2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F		6,356,400.60	6,119,760	6,000,000.00	6,039,938.92	79,821.08		(18,098.16	)	—	—	4.125	2.87		AO	—	1,394.02		8/31/2009	10/15/2014
500769EM2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F		5,216,400.00	5,153,799.8	5,000,000.00	5,143,392.3	10,407.50		(16,231.62	)	—	—	2	0.665		JD	—	—		2/13/2013	6/1/2016
BRSDR1PS2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		3,986,239.13	4,191,836.62	2,480,000.00	3,977,257.94	214,578.68		(2,699.27	)	—	177,829.83	1.75	1.464		JAN	9,774.45	—		11/29/2013	1/22/2016
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		4,137,676.58	4,126,990.73	2,180,000.00	4,011,325.38	115,665.35		(37,246.99	)	—	168,175.17	5.625	1.101		AUG	118,503.02	—		11/27/2013	8/25/2017
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		6,158,497.52	6,249,129.82	3,530,000.00	5,986,755.3	262,374.52		(32,215.59	)	—	233,961.1	3.75	1.346		SEP	34,590.77	—		11/29/2013	9/7/2016
D4085DTN7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		1,685,172.12	1,714,046.93	1,000,000.00	1,637,403.36	76,643.57		(6,327.18	)	—	68,365.08	2.75	1.109		SEP	38,392.11	—		10/30/2012	9/7/2015
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		9,842,382.00	9,801,494.7	9,900,000.00	9,853,435.66	(51,940.96	)	3,298.28		—	—	0.875	1.015		MS	—	10,763.89		5/29/2013	9/5/2017
500769FP4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		14,965,100.00	14,995,950	15,000,000.00	14,976,223.24	19,726.76		2,711.61		—	—	0.5	0.578		AO	1,385.42	28,594.99		3/27/2014	4/19/2016
500769FV1	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		699,517.00	701,645.01	700,000.00	699,668.21	1,976.80		(154.51	)	—	—	0.5	0.532		MS	63,365.38	—		7/16/2013	9/30/2015
BRSM7XE56	KRONOS WORLDWIDE INC SENIOR SECURED TERM		1	665,181.06	674,650.7	668,523.68	665,236	9,414.70		54.94		—	—	—	0.083		MJSD	—	—		2/12/2014	2/18/2020
12800UAK6	LA CAISSE CENTRALE DESJARDINS CORP BND 1	A		397,592.00	414,900.02	400,000.00	398,996.53	15,903.49		121.91		—	—	2.55	2.681		MS	—	8,524.44		4/18/2011	3/24/2016
12800UAL4	LA CAISSE CENTRALE DESJARDINS SECURED LO	A		2,699,352.00	2,738,151.06	2,700,000.00	2,699,614.13	38,536.93		31.76		—	—	1.6	1.605		MS	12,241.67	3,214.17		2/28/2012	3/6/2017
515110BG8	LANDWIRTSCHAFTLICHE RENTENBANK SENIOR CO	F		2,993,280.00	2,969,970.03	3,000,000.00	2,995,336.23	(25,366.20	)	329.44		—	—	0.875	0.921		MS	8,628.47	21,900.00		9/5/2012	9/12/2017
BRSLLJA32	LAS VEGAS SANDS LLC SENIOR SECURED TERM		1	2,471,356.12	2,483,663.23	2,483,775.00	2,471,756.39	11,906.84		431.39		—	—	—	0.071		MJSD	—	60,473.78		12/17/2013	12/19/2020
52109RBM2	LBUBS CMBS 07-C7		2	6,830,351.81	6,823,755.8	6,039,470.20	6,830,188.79	(6,432.99	)	(163.02	)	—	—	5.866	(1.369	)	MON	1,183.07	3,935.84		3/31/2014	9/15/2045
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A	F		4,976,700.00	4,931,689.85	5,000,000.00	4,980,569.1	(48,879.25	)	1,106.59		—	—	2.5	2.6		MN	22,979.31	—		5/7/2013	5/16/2018
BRSM1V929	LEONARDO ACQUISITION CORP SENIOR SECURED		1	1,087,275.00	1,095,313.75	1,090,000.00	1,087,289.11	8,024.64		14.11		—	—	—	0.036		MJSD	—	5.08		1/27/2014	1/31/2021
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TE		1	2,284,086.20	2,300,496.25	2,292,381.22	2,284,549.55	15,946.70		371.65		—	—	—	0.061		MJSD	—	5,949.99		12/2/2013	10/16/2019
BRSFD9W24	LEVEL 3 COMMUNICATIONS INC SENIOR SEC TE		2	960,300.00	974,001.25	970,000.00	962,572.47	11,428.78		341.78		—	—	—	0.142		MJSD	—	(924.48	)	8/2/2012	8/1/2019
BRSK78QV5	LEVEL 3 FINANCING INC SENIOR SECURED TER			585,000.00	586,901.25	585,000.00	585,000	1,901.25		—		—	—	—	—		MJSD	—	18,441.28		8/22/2013	1/15/2020
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F		2,990,820.00	2,951,309.97	3,000,000.00	2,992,516.58	(41,206.61	)	438.77		—	—	1.5	1.558		APR	7,269.17	21,450.00		4/10/2013	4/18/2018
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SEC		1	2,039,750.00	2,041,657.17	2,039,750.00	2,039,750	1,907.17		—		—	—	—	—		FMAN	—	9,318.61		8/26/2013	8/17/2020
G5577Y5Y2	LLOYDS TSB BANK PLC - LT GTD SENIOR LOCA	D		4,005,907.35	4,159,357.31	2,490,000.00	4,010,707.47	148,649.84		(61.05	)	—	141,424.61	1.5	1.487		MAY	75,978.32	—		11/25/2013	5/2/2017

BRSLUXX69	LLOYDS TSB BANK PLC CORP BND EMTN	D		1,735,721.32	1,766,689.47	1,060,000.00	1,735,902.7	30,786.77		181.38		—	28,845.26	0.769	0.819	JAJO	2,899.54	—		1/7/2014	1/14/2017
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		2,521,884.66	2,599,091.17	1,430,000.00	2,519,728.73	79,362.44		(3,507.72	)	—	3,289.02	5.375	2.877	NOV	37,568.12	(24,308.78	)	3/4/2014	11/11/2016
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CO	F		3,041,246.50	3,068,744.87	3,050,000.00	3,044,237.45	24,507.42		427.34		—	—	1.625	1.685	JD	40,790.63	—		6/26/2012	6/29/2017
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TE			1,673,131.68	1,683,824.63	1,677,325.00	1,673,571.28	10,253.35		159.14		—	—	—	0.036	FMAN	—	9,846.80		6/6/2013	6/7/2020
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		5,996,040.00	6,542,032.5	6,000,000.00	5,997,589.33	544,443.17		189.47		—	—	5	5.015	FA	22,444.44	—		2/14/2012	2/22/2017
55608PAE4	MACQUARIE BANK LTD SENIOR CORP BND 144A	F		2,999,730.00	3,000,844.35	3,000,000.00	2,999,731.92	1,112.43		1.92		—	—	1.65	1.653	MS	1,583.38	9,749.89		3/18/2014	3/24/2017
BRSMDHA33	MALLINCKRODT INTERNATIONAL FIN SENIOR SE	F	1	781,331.60	784,515.67	783,289.82	781,331.6	3,184.07		—		—	—	—	0.035	FMAN	—	—		3/6/2014	3/19/2021
563469TU9	MANITOBA PROVINCE OF CORP BND	A		10,161,200.00	10,058,895.1	10,000,000.00	10,127,592.84	(68,697.74	)	(10,338.59	)	—	—	1.3	0.869	AO	1,111.11	3,888.89		6/6/2013	4/3/2017
57583PEM7	MASSACHUSETTS ST MUNITAX BND REV			4,625,000.00	4,820,637.5	4,625,000.00	4,625,000	195,637.50		—		—	—	2.983	2.983	JD	12,940.83	—		12/15/2010	12/15/2015
58768TAC0	MBALT_12-A ABS 12-A		2	228,991.18	229,037.25	229,003.82	229,000.34	36.91		39.61		—	—	0.88	0.884	MON	—	1,479.82		3/15/2012	11/17/2014
58768WAC3	MBART_13-1 ABS 13-1		2	2,604,904.14	2,608,366.54	2,605,000.00	2,604,925.7	3,440.84		8.26		—	—	0.78	0.783	MON	—	1,323.66		7/23/2013	8/15/2017
BRSFHP193	MCC IOWA LLC TERM LOAN			2,881,125.00	2,962,387.5	2,955,000.00	2,896,580.26	65,807.24		2,608.9		—	—	—	0.339	FMAN	—	9,842.42		8/15/2012	1/20/2020
BRSL8SVP5	MCJUNKIN RED MAN CORP SENIOR SECURED TER		1	1,920,350.00	1,948,156.67	1,920,350.00	1,920,350	27,806.67		—		—	—	—	—	FMAN	—	20,143.66		12/4/2013	11/8/2019
581557AY1	MCKESSON CORP SENIOR CORP BND			1,005,660.00	1,000,168.3	1,000,000.00	1,003,443.13	(3,274.83	)	(504.64	)	—	—	0.95	0.743	JD	—	6,562.50		2/25/2013	12/4/2015
581557BB0	MCKESSON CORP SENIOR CORP BND			1,250,000.00	1,248,981.95	1,250,000.00	1,250,000	(1,018.05	)	—		—	—	1.292	1.292	MS	3,145.84	7,500.00		3/5/2014	3/10/2017
BRSGV88K1	MEDASSETS INC SENIOR SECURED TERM LOAN		2	219,418.23	221,624.53	220,520.82	219,620.17	2,004.36		94.57		—	—	—	0.071	MJSD	—	6,490.00		12/11/2012	12/13/2019
BRSJD2Z02	MEDIACOM BROADBAND LLC TL E SENIOR SECUR		1	3,706,987.50	3,693,086.3	3,706,987.50	3,706,987.5	(13,901.20	)	—		—	—	—	—	FMAN	—	44,985.74		5/23/2013	1/29/2021
BRSM16718	MEDIACOM LLC SENIOR SECURED TERM NOTES		1	2,389,012.50	2,389,012.5	2,395,000.00	2,389,012.5	—		—		—	—	—	0.062	MJSD	—	—		1/31/2014	3/31/2018
585055AR7	MEDTRONIC INC CORP BND			519,695.00	512,473.5	500,000.00	511,466.3	1,007.20		(2,967.98	)	—	—	3	0.585	MS	—	—		7/23/2013	3/15/2015
585055AU0	MEDTRONIC INC CORP BND			526,905.00	518,465.27	500,000.00	517,329.1	1,136.17		(2,176.94	)	—	—	2.625	0.833	MS	5,999.78	—		2/25/2013	3/15/2016
585055BA3	MEDTRONIC INC SENIOR CORP BND			3,444,825.00	3,398,519.56	3,450,000.00	3,445,844.24	(47,324.68	)	248.87		—	—	1.375	1.406	AO	31,666.67	190,000.00		3/19/2013	4/1/2018
585055BB1	MEDTRONIC INC SENIOR CORP BND			3,496,395.00	3,484,480.02	3,500,000.00	3,496,503.31	(12,023.29	)	108.31		—	—	0.875	0.91	FA	23,277.22	—		2/20/2014	2/27/2017
BRSHEMWF1	MEG ENERGY CORP SENIOR SECURED TERM LOAN	A	2	2,284,421.49	2,298,251.28	2,285,214.13	2,284,482.2	13,769.08		30.02		—	—	—	0.005	FMAN	—	19,651.50		10/1/2013	3/31/2020
589331AK3	MERCK & CO INC CORP BND			8,701,862.50	8,319,440	8,000,000.00	8,134,822.16	184,617.84		(35,777.63	)	—	—	4.75	2.871	MS	34,464.49	—		2/17/2010	3/1/2015
58933YAD7	MERCK & CO INC SENIOR CORP BND			3,180,422.80	3,186,066.58	3,180,000.00	3,180,459.01	5,607.57		(53.06	)	—	—	0.7	0.693	MN	68,384.70	(30,352.97	)	11/26/2013	5/18/2016
58933YAG0	MERCK & CO INC SENIOR CORP BND			5,691,821.45	5,597,947.67	5,705,000.00	5,694,039.72	(96,092.05	)	640.69		—	—	1.3	1.348	MN	101,429.17	—		5/15/2013	5/18/2018
58933YAH8	MERCK & CO INC SENIOR CORP BND			752,364.00	751,567.5	750,000.00	752,174.57	(607.07	)	(128.2	)	—	—	0.596	0.528	FMAN	8,297.87	—		11/14/2013	5/18/2018

BRSCEALQ6	MERCURY PAYMENT SYSTEMS TERM LOAN			2,689,990.11	2,721,437.67	2,702,010.22	2,695,473.8	25,963.87		535.02		—	—	—	0.073		JAJO	—	24,971.68	10/23/2012	6/30/2017
BRSHM2QH9	METALDYNE LLC SENIOR SECURED TERM LOAN			1,012,379.76	1,023,335.75	1,016,727.02	1,012,741.1	10,594.65		255.24		—	—	—	0.097		FMAN	—	43,679.10	11/19/2013	4/4/2018
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED		2	1,046,429.05	1,051,361.48	1,051,687.50	1,047,357.41	4,004.07		197.59		—	—	—	0.071		MJSD	—	2,336.00	12/13/2012	12/20/2019
61205PAJ8	MHESA_12-1 ABS 12-1		2	108,052.36	107,985.36	108,052.36	108,052.36	(67.00	)	—		—	—	0.757	0.758		MON	—	2,950.50	4/27/2012	9/20/2022
BRSBLUUU7	MICHAEL FOODS GROUP INC TERM LOAN		2	1,991,283.09	1,982,962.64	1,974,010.50	1,983,699.73	(737.09	)	(612.68	)	—	—	—	(0.123	)	MJSD	—	13,078.28	3/2/2011	2/25/2018
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		2	6,515,762.50	6,533,289.9	6,515,762.50	6,515,762.5	17,527.40		—		—	—	—	—		JAJO	—	25,842.71	1/24/2013	1/28/2020
BRSD1YF59	MICROSEMI CORPORATION TERM LOAN		2	2,422,095.22	2,439,082.8	2,440,913.49	2,426,832.27	12,250.53		2,237		—	—	—	0.097		JAJO	—	15,298.60	7/25/2012	2/19/2020
594918AB0	MICROSOFT CORP CORP BND			2,254,225.19	2,150,484.84	2,141,000.00	2,149,772.21	712.63		(12,942.6	)	—	—	2.95	0.499		JD	69,750.00	—	3/26/2012	6/1/2014
594918AS3	MICROSOFT CORP SENIOR CORP BND			7,125,508.10	6,971,787.87	7,130,000.00	7,126,312.87	(154,525.00	)	219.55		—	—	1	1.013		MN	44,630.38	—	4/25/2013	5/1/2018
594918AV6	MICROSOFT CORP SENIOR CORP BND			646,249.50	644,534.62	650,000.00	646,479.3	(1,944.68	)	1,857.48		—	—	1.625	1.746		JD	2,325.00	9,902.31	12/3/2013	12/6/2018
595620AD7	MIDAMERICAN ENERGY CO CORP BND			7,830,728.00	7,350,984	7,200,000.00	7,275,977.79	75,006.21		(37,130.71	)	—	—	4.65	2.513		AO	24,192.15	158,739.35	11/8/2012	10/1/2014
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		1	839,529.60	843,398.59	840,000.00	839,571.63	3,826.96		19.56		—	—	2.4	2.411		MS	3,185.00	9,100.00	9/12/2013	3/15/2019
BRSK6KJE5	MINIMAX GMBH & CO KG SENIOR SECURED TERM	F		2,262,207.12	2,300,096.25	2,273,575.00	2,263,017.23	37,079.02		407.35		—	—	—	0.072		MJSD	—	23,075.72	10/4/2013	8/14/2020
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM L			1,445,815.55	1,450,774.7	1,445,815.55	1,445,815.55	4,959.15		—		—	—	—	—		MJSD	—	—	12/17/2013	10/1/2020
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1	1,039,450.83	1,043,547.71	1,039,649.02	1,039,450.83	4,096.88		—		—	—	—	0.003		MJSD	—	45,680.50	3/30/2014	3/27/2020
BRSHW49Y6	MONITRON INTL SENIOR SECURED TERM NOTES			1,626,593.59	1,635,667.87	1,632,093.59	1,627,329.91	8,337.96		294.59		—	—	—	0.072		MJSD	—	31,122.72	8/19/2013	3/23/2018
61166WAM3	MONSANTO COMPANY SENIOR CORP BND			2,995,830.00	2,978,491.74	3,000,000.00	2,996,151.56	(17,659.82	)	203.31		—	—	1.85	1.879		MN	—	12,075.56	11/4/2013	11/15/2018
61747YDD4	MORGAN STANLEY CORP BND			2,127,340.00	2,105,876.16	2,000,000.00	2,085,171.34	20,704.82		(9,933.94	)	—	—	3.8	1.704		AO	1,950.46	2,373.09	3/6/2013	4/29/2016
6174467N3	MORGAN STANLEY CORP BND			2,400,983.75	2,469,912.13	2,375,000.00	2,382,642.22	87,269.91		(1,406.71	)	—	—	4	3.746		JJ	—	3,523.50	10/15/2010	7/24/2015
61747YCF0	MORGAN STANLEY CORP BND			2,928,431.00	2,716,605	2,700,000.00	2,708,314.1	8,290.90		(17,815.93	)	—	—	6	3.302		MN	6,337.97	7,119.27	1/6/2011	5/13/2014
U6176MAW3	MORGAN STANLEY CORP BND MTN	O		2,604,209.71	2,592,233.63	1,470,000.00	2,595,830.93	(3,597.30	)	(8,378.78	)	—	1,869.8	5.125	1.445		NOV	6,584.51	—	2/20/2014	11/30/2015
6174467U7	MORGAN STANLEY SENIOR CORP BND			7,994,320.00	7,978,892.8	8,000,000.00	7,995,336.03	(16,443.23	)	270.48		—	—	2.125	2.14		AO	12,660.07	61,317.80	4/22/2013	4/25/2018
61746BDG8	MORGAN STANLEY SENIOR CORP BND			3,742,912.50	3,796,977.41	3,750,000.00	3,745,459.8	51,517.61		575.66		—	—	1.75	1.815		FA	2,577.60	7,395.27	2/20/2013	2/25/2016
61746BDH6	MORGAN STANLEY SENIOR CORP BND			854,845.00	862,214.47	850,000.00	853,271.15	8,943.32		(417.82	)	—	—	1.485	1.336		FMAN	5,855.66	—	4/22/2013	2/25/2016
61747YDT9	MORGAN STANLEY SENIOR CORP BND			2,192,640.00	2,180,470.28	2,000,000.00	2,141,742.25	38,728.03		(11,383.11	)	—	—	4.75	2.271		MS	95,593.75	226,406.25	2/13/2013	3/22/2017
620062AC3	MOTOR_12A ABS 12A 144A	F	2	646,266.67	646,805.01	646,266.67	646,266.67	538.34		—		—	—	1.286	1.289		MON	9,902.94	30,654.15	9/12/2012	2/25/2020
BRSFMMQE6	MOTOR_12X ABS 12X	O	2	387,961.82	407,028.8	243,913.50	386,795.17	20,233.63		(535.37	)	—	20,163	1.233	0.95		MON	—	1,420.21	11/16/2012	2/25/2020

BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECU		1	1,037,068.13	1,039,017.51	1,039,667.30	1,037,069.15	1,948.36		1.02		—	—	—	0.035	MJSD	—	—		3/21/2014	3/31/2021
61746REV9	MSAC ABS 04-H1		2	941,018.20	907,752.02	939,550.16	940,451.93	(32,699.91	)	(34.7	)	—	—	0.894	0.883	MON	—	2,881.67		3/23/2006	1/25/2034
628530AL1	MYLAN INC/PA CORP BND 144A		1	6,704,500.00	6,526,250	5,750,000.00	6,423,749.47	102,500.53		(85,042.03	)	—	—	7.875	1.685	JJ	3,427.33	11,640.00		5/30/2013	7/15/2020
65476LAD3	NALT_12-B ABS 12-B A4		2	12,577,387.27	12,568,204.3	12,547,000.00	12,577,387.27	(9,182.97	)	—		—	—	0.74	0.467	MON	11,250.00	(11,250.00	)	3/28/2014	9/17/2018
65475UAC6	NAROT_12-A ABS 12-A		2	1,921,726.96	1,925,770.44	1,921,984.13	1,921,910.26	3,860.18		45.38		—	—	0.73	0.736	MON	—	4,914.00		2/15/2012	5/16/2016
65477LAB6	NAROT_13-B ABS 13-B A2		2	297,543.91	297,732.78	297,545.31	297,543.62	189.16		0.3		—	—	0.52	0.52	MON	—	16.35		7/24/2013	4/15/2016
65477MAC2	NAROT_13-C SENIOR ABS_13-C A3		2	4,729,020.42	4,720,682.7	4,730,000.00	4,729,136.11	(8,453.41	)	94.3		—	—	0.67	0.679	MON	—	2,929.33		12/4/2013	8/15/2018
65477MAD0	NAROT_13-C SENIOR ABS_13-C A4		2	3,089,600.16	3,073,654.65	3,090,000.00	3,089,626.93	(15,972.28	)	20.6		—	—	1.3	1.306	MON	5,147.50	2,679.93		12/4/2013	6/15/2020
63254AAC2	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO	E		3,297,888.00	3,342,870.3	3,300,000.00	3,299,034.69	43,835.61		173.97		—	—	1.6	1.622	FA	24,059.28	64,212.40		7/26/2012	8/7/2015
63254AAF5	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO	E		4,326,340.75	4,341,261	4,325,000.00	4,325,861.31	15,399.69		(117.33	)	—	—	0.9	0.889	JJ	40,002.09	—		3/13/2013	1/20/2016
63254AAH1	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO	E		320,000.00	322,063.99	320,000.00	320,000	2,063.99		—		—	—	0.785	0.816	JAJO	—	942.04		7/18/2013	7/25/2016
63253WAA9	NATIONAL AUSTRALIA BANK LTD SECURED LOCA	F		3,993,960.00	4,074,800.12	4,000,000.00	3,996,041.61	78,758.51		294.06		—	—	2	2.032	JD	10,088.54	—		6/12/2012	6/20/2017
6325C0CA7	NATIONAL AUSTRALIA BANK LTD SENIOR CORP	F		3,000,000.00	3,000,449.97	3,000,000.00	3,000,000	449.97		—		—	—	0.962	1.01	JAJO	2,396.72	3,465.00		4/6/2011	4/11/2014
6325C0CU3	NATIONAL AUSTRALIA BNK LIMITED SENIOR CO	F		1,999,700.00	1,997,666.16	2,000,000.00	1,999,704.01	(2,037.85	)	4.01		—	—	1.25	1.255	MS	9,026.85	20,567.50		3/11/2014	3/17/2017
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MT	A	1	11,657,163.00	11,495,954.32	11,670,000.00	11,660,665.07	(164,710.75	)	626.56		—	—	1.45	1.473	MN	—	72,092.25		11/2/2012	11/7/2017
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOT		1	1,366,621.35	1,370,084.38	1,375,000.00	1,367,291.47	2,792.91		417.49		—	—	—	0.098	FMAN	—	13,055.13		10/18/2013	11/26/2019
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR COR		1	3,933,307.95	3,920,057.9	3,935,000.00	3,933,362.39	(13,304.49	)	54.44		—	—	2.15	2.159	FA	—	22,166.67		1/21/2014	2/1/2019
63743HEG3	NATIONAL RURAL UTILITIES COOP SENIOR COR			6,000,000.00	6,000,023.7	6,000,000.00	6,000,000	23.70		—		—	—	0.483	0.523	FMAN	3,790.22	43,350.67		5/21/2013	5/27/2016
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			6,254,687.50	6,286,687.38	6,250,000.00	6,253,765.42	32,921.96		(225.35	)	—	—	0.924	0.95	JAJO	16,451.72	25,513.17		3/20/2013	4/15/2018
63946BAB6	NBCUNIVERSAL MEDIA LLC CORP BND			577,289.62	560,183.56	542,000.00	555,373.17	4,810.39		(3,034.25	)	—	—	3.65	1.34	AO	—	2,049.44		6/7/2012	4/30/2015
62888XAC8	NCUA CMBS_10-C1 A-PT		2	4,171,801.02	4,286,304	4,180,087.97	4,176,484.32	109,819.68		434.04		—	—	2.65	2.735	MON	—	1,121.54		9/7/2011	10/29/2020
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		2	1,493,477.00	1,495,448.39	1,493,477.00	1,493,477	1,971.39		—		—	—	0.508	0.508	MON	1,199.67	6,739.46		6/10/2011	12/7/2020
62888VAA6	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 1		2	955,829.00	961,446.41	955,829.00	955,829	5,617.41		—		—	—	0.606	0.606	MON	—	2,666.15		6/10/2011	10/7/2020
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2		2	240,189.32	242,189.38	240,211.00	240,199.67	1,989.71		3.3		—	—	1.84	1.85	MON	—	6,046.79		9/7/2011	10/7/2020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	1,954,874.57	1,958,809.73	1,954,874.57	1,954,874.57	3,935.16		—		—	—	0.536	0.536	MON	19,901.06	(17,376.20	)	6/10/2011	4/6/2020
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A		2	1,108,462.12	1,109,683.65	1,108,462.12	1,108,462.12	1,221.53		—		—	—	0.536	0.536	MON	—	2,585.28		6/10/2011	5/7/2020
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND	F		6,994,610.00	7,017,748.85	7,000,000.00	6,996,417.8	21,331.05		442.62		—	—	0.75	0.776	MS	19,200.00	—		3/19/2013	3/29/2016

U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN			1,013,000.00	1,003,739.93	1,000,000.00	1,010,049	(6,309.07	)	(754.12	)	—	—	1.375	1.053	JUN	39,375.00	—	4/9/2013	6/21/2017
64127WAF0	NETWORK RAIL INFRA FIN CORP BND GOVT GUA	F		4,988,500.00	5,023,655.25	5,000,000.00	4,996,887.36	26,767.89		955.01		—	—	0.875	0.953	JJ	—	—	1/11/2012	1/20/2015
G6459FAE2	NETWORK RAIL INFRA FIN LOCAL BND EMTN GO	D		4,995,951.20	4,976,263.83	2,800,000.00	4,765,253.76	211,010.07		(42,161.07	)	—	199,720.05	4.875	0.982	NOV	64,143.65	150,886.19	11/25/2013	11/27/2015
641423BM9	NEVADA PWR CO SECURED CORP BND			950,936.40	945,706.65	860,000.00	941,891.66	3,814.99		(9,044.74	)	—	—	5.95	1.015	MS	78,461.38	736.66	1/8/2014	3/15/2016
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX B			5,050,000.00	4,947,636.5	5,050,000.00	5,050,000	(102,363.50	)	—		—	—	1.758	1.758	JD	11,172.17	36,052.50	4/17/2013	12/15/2018
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR B			1,639,577.62	1,645,201.37	1,639,577.62	1,639,577.62	5,623.75		—		—	—	—	—	MJSD	—	13,457.31	1/31/2014	9/24/2020
302570BC9	NEXTERA ENERGY CAPITAL HOLDING CORP BND			7,402,175.00	6,682,781.48	6,050,000.00	6,475,996	206,785.48		(59,832.16	)	—	—	7.875	3.581	JD	16,158.75	2,958.33	2/17/2010	12/15/2015
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		2	2,714,190.01	2,720,158.51	2,714,190.01	2,714,190.01	5,968.50		—		—	—	0.526	0.526	MON	—	2,087.75	6/10/2011	11/6/2017
62888YAA0	NGN_11-R1 CMO_11-R1 IA		2	3,007,056.18	3,021,213.86	3,005,821.06	3,006,669.9	14,543.96		(64.47	)	—	—	0.606	0.592	MON	—	2,518.70	6/10/2011	1/8/2020
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	6,897,031.16	6,914,327.39	6,888,152.41	6,895,312.73	19,014.66		(595.87	)	—	—	0.555	0.514	MON	4,547.93	14,536.84	6/15/2012	3/11/2020
62889FAA0	NGN_11-R4 CMO_11R4-1A		2	2,468,169.84	2,474,503.16	2,468,169.84	2,468,169.84	6,333.32		—		—	—	0.536	0.536	MON	—	2,220.85	6/10/2011	3/6/2020
BRSHKR2U3	NIELSEN FINANCE LLC/NIELSON FI SENIOR SE		2	1,945,088.16	1,949,834.18	1,945,088.16	1,945,088.16	4,746.02		—		—	—	—	—	FMAN	—	66,603.90	2/25/2013	5/1/2016
BRSHB3HE6	NINE ENTERTAINMENT GROUP LIMIT SENIRO SE	F		4,257,580.44	4,253,395.79	4,269,406.06	4,258,709.17	(5,313.38	)	461.86		—	—	—	0.042	MJSD	—	2,327.72	10/30/2013	2/5/2020
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A		2	3,744,185.47	3,753,453.06	3,745,000.00	3,744,394.4	9,058.66		78.64		—	—	0.84	0.85	MON	1,408.49	8,274.89	7/24/2013	11/15/2017
63861GAG5	NMART_13-T2 ABS_13-T2 A2 144A		2	1,039,995.84	1,035,122.4	1,040,000.00	1,039,997.17	(4,874.77	)	0.25		—	—	1.679	1.685	MON	—	1,955.06	6/4/2013	6/20/2046
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		2	1,680,000.00	1,681,596.02	1,680,000.00	1,680,000	1,596.02		—		—	—	0.455	0.455	MON	—	1,645.23	2/20/2013	2/15/2018
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		2	712,657.60	729,380.46	705,383.32	711,689.95	17,690.51		(190.59	)	—	—	6.5	6.255	MON	1,996.62	6,205.31	10/3/2007	2/25/2035
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		5,974,200.00	5,974,383	6,000,000.00	5,974,200	183.00		—		—	—	2.375	2.467	AO	16,770.83	—	3/31/2014	4/4/2019
65557HAE2	NORDEA BANK AB SENIOR CORP BND	F		4,989,850.00	4,978,237.4	5,000,000.00	4,992,798.21	(14,560.81	)	836.79		—	—	0.875	0.944	MN	—	6,302.62	5/7/2013	5/13/2016
65557CAK9	NORDEA BANK AB SENIOR CORP BND 144A	F		4,000,000.00	4,000,000	4,000,000.00	4,000,000	—		—		—	—	—	0.593	JAJO	49,111.11	—	3/31/2014	4/4/2017
65557FAG1	NORDEA BANK AB SENIOR CORP BND 144A	F		7,971,170.00	7,862,147.84	8,000,000.00	7,975,814.06	(113,666.22	)	1,401.74		—	—	1.625	1.701	MN	22,916.67	41,666.67	5/30/2013	5/15/2018
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	D		2,616,684.94	2,749,068.33	1,645,000.00	2,616,821.18	132,247.15		(280.54	)	—	127,834.92	0.971	0.924	FMAN	2,395.24	5,067.78	11/27/2013	2/15/2016
BRSC0XRZ5	NORTEK INC TERM LOAN			585,210.28	588,140	585,942.71	585,553.1	2,586.90		31.26		—	—	—	0.021	JAJO	—	6,452.57	7/8/2011	4/26/2017
66989HAC2	NOVARTIS CAPITAL CORP CORP BND			11,921,457.96	11,928,065.4	11,619,000.00	11,780,474.83	147,590.57		(37,435.84	)	—	—	2.9	1.573	AO	39,922.24	4,209.51	7/18/2013	4/24/2015
BRSHM2RV7	NOVELIS INC/GA SENIOR SECURED TERM NOTES	G	2	3,389,653.51	3,429,547.24	3,426,189.57	3,397,292.41	32,254.83		4,881.03		—	—	—	0.284	FMAN	—	6,644.10	6/19/2013	3/10/2017
BRSJGG5C5	NRG ENERGY INC SENIOR SECURED TERM LOAN			5,810,829.80	5,853,030.15	5,897,497.28	5,823,692.18	29,337.97		4,254.07		—	—	—	0.291	FMAN	—	39,290.66	7/1/2013	7/1/2018
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2	1,659,187.29	1,676,947.44	1,670,682.38	1,661,256.82	15,690.62		441.99		—	—	—	0.098	MJSD	—	28,197.58	10/7/2013	12/11/2019

654624AE5	NTT CORP SENIOR CORP BND	F		4,459,748.50	4,431,404.79	4,450,000.00	4,456,534.51	(25,129.72	)	(481.17	)	—	—	1.4	1.354	JJ	5,529.52	71,093.75		7/23/2012	7/18/2017
BRSJRVF13	OAK LEAF RE LTD CORP BND 144A			1,500,000.00	1,702,552.19	1,500,000.00	1,500,000	202,552.19		—		—	—	—	—	N/A	—	71,094.14		6/14/2013	6/4/2016
BRSK7W701	OCI BEAUMONT LLC SENIOR SECURED TERM NOT			572,595.21	588,581.37	581,314.93	573,469.98	15,111.39		397.62		—	—	—	0.249	MJSD	—	70,967.27		8/23/2013	8/20/2019
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		1	2,663,267.75	2,750,427.32	2,665,000.00	2,663,451.42	86,975.90		83.06		—	—	3.2	3.214	MS	13,536.00	—		9/9/2013	9/15/2018
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	A		5,051,700.00	5,033,850.1	5,000,000.00	5,051,140.43	(17,290.33	)	(559.57	)	—	—	2	1.762	MS	17,115.83	—		3/10/2014	9/27/2018
68323AAQ7	ONTARIO PROVINCE OF SENIOR CORP BND	A		1,965,569.00	1,966,652.21	1,900,000.00	1,951,707.76	14,944.45		(6,027.93	)	—	—	2.3	0.992	MN	9,895.83	14,118.06		8/30/2013	5/10/2016
68323ABJ2	ONTARIO PROVINCE OF SENIOR CORP BND	A		3,028,260.00	3,022,140	3,000,000.00	3,016,653.31	5,486.69		(8,227.53	)	—	—	0.95	0.466	MN	19,066.67	169.63		6/6/2013	5/26/2015
68323ABM5	ONTARIO PROVINCE OF SENIOR CORP BND	A		3,981,200.00	3,960,840.16	4,000,000.00	3,984,678.39	(23,838.23	)	1,037.42		—	—	1.1	1.21	AO	9,531.25	(8,437.50	)	5/29/2013	10/25/2017
68389XAN5	ORACLE CORP SENIOR CORP BND			6,578,599.30	6,540,068.69	6,590,000.00	6,581,811.06	(41,742.37	)	6,586.49		—	—	1.2	1.236	AO	2,707.66	6,151.11		10/18/2012	10/15/2017
68389XAQ8	ORACLE CORP SENIOR CORP BND			2,516,213.00	2,557,247.91	2,525,000.00	2,517,278.97	39,968.94		376.57		—	—	2.375	2.443	JJ	2,364.44	26,600.00		7/9/2013	1/15/2019
68389XAR6	ORACLE CORP SENIOR CORP BND			3,350,000.00	3,368,927.57	3,350,000.00	3,350,000	18,927.57		—		—	—	0.819	0.851	JAJO	3,199.97	4,166.36		7/9/2013	1/15/2019
BRSHVP672	OSI RESTAURANT PARTNERS INC SENIOR SECUR		2	1,885,342.25	1,898,317.81	1,898,858.99	1,886,782.95	11,534.86		531.57		—	—	—	0.113	MJSD	—	17,384.90		7/31/2013	10/28/2019
BRSJXUUF0	OXBOW CARBON LLC SENIOR SECURED TERM NOT			718,265.62	727,588.64	721,875.00	718,660.06	8,928.58		192.87		—	—	—	0.083	MJSD	—	18,656.24		8/6/2013	7/19/2019
L7256GAD9	OXEA FINANCE & CY SCA SENIOR SECURED TER	F	2	2,343,239.72	2,373,590.25	2,349,112.50	2,343,830.83	29,759.42		238.29		—	—	—	0.038	FMAN	—	—		6/6/2013	1/15/2020
69371RL46	PACCAR FINANCIAL CORP CORP BND MTN			6,144,426.00	6,139,405.76	6,150,000.00	6,145,914.44	(6,508.68	)	472.97		—	—	0.75	0.782	MN	3,333.33	37,611.88		8/15/2013	5/16/2016
69371RL20	PACCAR FINANCIAL CORP SENIOR CORP BND M			2,906,042.40	2,910,963.33	2,910,000.00	2,907,539.57	3,423.76		324.45		—	—	0.8	0.846	FA	8,859.38	—		2/5/2013	2/8/2016
69371RL38	PACCAR FINANCIAL CORP SENIOR CORP BND MT			4,218,031.08	4,227,490.97	4,218,000.00	4,218,022.63	9,468.34		(3.01	)	—	—	0.507	0.561	FMAN	1,492.53	5,129.13		7/11/2013	2/8/2016
69371RK70	PACCAR FINANCIAL CORP UNSECURED CORP BND			1,500,000.00	1,500,642.8	1,500,000.00	1,500,000	642.80		—		—	—	0.486	0.718	MJSD	—	5,486.71		6/5/2012	6/5/2014
69371RL79	PACCAR INC CORP BND MTN			3,850,000.00	3,875,165.76	3,850,000.00	3,850,000	25,165.76		—		—	—	0.835	0.842	MJSD	7,384.59	17,930.75		12/3/2013	12/6/2018
BRSJA8RE1	PACIFIC DRILLING SA SENIOR SECURED TERM	F	1	1,313,424.87	1,327,120.13	1,320,025.00	1,314,464.99	12,655.14		342.22		—	—	—	0.1	MJSD	—	4,462.89		5/20/2013	6/3/2018
693304AQ0	PECO ENERGY CO SECURED CORP BND			2,156,889.60	2,160,013.18	2,160,000.00	2,157,416.24	2,596.94		251.85		—	—	1.2	1.248	AO	2,604.65	4,903.98		9/16/2013	10/15/2016
709599AG9	PENSKE TRUCK LEASING CO SENIOR CORP BND			824,678.25	829,390.72	825,000.00	824,954.04	4,436.68		40.82		—	—	2.5	2.52	JJ	7,777.78	87,500.00		7/10/2012	7/11/2014
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND			8,529,435.00	8,756,373.52	8,500,000.00	8,519,725.07	236,648.45		(2,463.7	)	—	—	2.5	2.377	MS	2,458.36	12,177.53		2/21/2013	3/15/2016
BRSFWC4C5	PEP BOYS - MANNY MOE & JACK TH SENIOR SE			1,783,770.62	1,809,615.08	1,797,250.00	1,786,961.94	22,653.14		613.04		—	—	—	0.125	MJSD	—	18,047.97		9/27/2012	10/11/2018
713448CE6	PEPSICO INC SENIOR CORP BND			1,799,370.00	1,805,112.9	1,800,000.00	1,799,552.07	5,560.83		57.39		—	—	0.7	0.713	FA	8,722.92	31,796.88		2/25/2013	2/26/2016
713448CF3	PEPSICO INC SENIOR CORP BND			6,925,418.25	6,933,101.49	6,925,000.00	6,925,299.64	7,801.85		(38.62	)	—	—	0.444	0.494	FMAN	3,333.33	23,593.75		6/27/2013	2/26/2016
714294AA3	PERRIGO CO LTD SENIOR CORP BND 144A	F		699,279.00	700,717.99	700,000.00	699,373.01	1,344.98		58.76		—	—	1.3	1.335	MN	16,660.00	—		11/5/2013	11/8/2016

BRSHD5L53	PETCO ANIMAL SUPPLIES, INC. SENIOR SECUR		2	3,822,179.49	3,882,105.98	3,866,523.89	3,828,900.37	53,205.61		2,501.72		—	—	—	0.261		MJSD	—	8,241.51	8/1/2013	11/24/2017
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F		4,669,544.00	4,441,255.08	4,700,000.00	4,674,043.01	(232,787.93	)	1,270.56		—	—	3	3.125		JJ	—	0.17	5/13/2013	1/15/2019
71647NAD1	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F		4,978,710.00	4,991,282.5	5,029,000.00	4,979,639.09	11,643.41		929.09		—	—	1.855	2.32		FMAN	12,633.05	31,150.00	3/21/2014	5/20/2016
71647NAG4	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F		4,997,850.00	5,023,801.8	5,000,000.00	4,997,878.04	25,923.76		28.04		—	—	3.25	3.265		MS	21,722.22	—	3/10/2014	3/17/2017
71645WAT8	PETROBRAS INTL FINANCE CORP BND	F		797,304.00	821,765.87	800,000.00	798,955.97	22,809.90		136.42		—	—	3.875	3.95		JJ	7,906.25	25,875.00	1/20/2011	1/27/2016
71645WAV3	PETROBRAS INTL FINANCE CORP BND	F		1,790,982.00	1,802,615.04	1,800,000.00	1,797,361.09	5,253.95		754.76		—	—	2.875	3.051		FA	19,200.00	—	2/1/2012	2/6/2015
717081DA8	PFIZER INC CORP BND			555,530.00	522,683.5	500,000.00	511,101.5	11,582.00		(2,828.42	)	—	—	5.35	2.971		MS	—	1,371.68	2/17/2010	3/15/2015
717081DF7	PFIZER INC SENIOR CORP BND			8,000,000.00	8,007,280.24	8,000,000.00	8,000,000	7,280.24		—		—	—	0.533	0.575		MJSD	45,990.62	14,673.90	5/28/2013	6/15/2018
717081DG5	PFIZER INC SENIOR CORP BND			1,973,854.50	1,950,061.32	1,975,000.00	1,974,040.27	(23,978.95	)	54.61		—	—	1.5	1.512		JD	—	69,609.38	5/28/2013	6/15/2018
BRSM7GBC1	PHARMACEUTICAL RSRCE INC SENIOR SECURED		1	5,422,994.38	5,447,789.54	5,432,334.54	5,422,195.77	25,593.77		(662.15	)	—	—	—	(0.48	)	MJSD	—	—	2/20/2014	9/30/2019
BRSM2A4U7	PHARMEDIUM HLTH SENIOR SECURED TERM NOTE			348,250.00	351,095.5	350,000.00	348,286.33	2,809.17		36.33		—	—	—	0.071		MJSD	—	85.50	1/23/2014	1/28/2021
71722TAF1	PHEAA_04-1 ABS_04-1-A2		2	452,730.00	480,137.5	500,000.00	473,733.85	6,403.65		285.16		—	—	1.657	2.924		MON	—	4,909.51	3/9/2010	4/25/2044
71722TAG9	PHEAA_04-1 ABS_04-1-A3		2	1,177,098.00	1,263,657.2	1,300,000.00	1,220,560.22	43,096.98		719.42		—	—	1.657	2.706		MON	—	900.27	3/9/2010	4/25/2044
718172AX7	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			3,645,000.00	3,645,036.41	3,645,000.00	3,645,000	36.41		—		—	—	0.284	0.337		FMAN	2,711.04	26,163.75	2/26/2013	2/26/2015
718172BF5	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			9,798,073.75	9,750,398.53	9,875,000.00	9,803,545.67	(53,147.14	)	3,630.03		—	—	1.875	2.034		JJ	15,394.10	9,531.25	11/4/2013	1/15/2019
718546AJ3	PHILLIPS 66 CORP BND			1,674,798.35	1,749,437.27	1,675,000.00	1,674,884.94	74,552.33		8.83		—	—	2.95	1.542		MN	3,503.28	10,106.67	1/24/2013	5/1/2017
718546AE4	PHILLIPS 66 SENIOR CORP BND			3,273,920.30	3,314,863.3	3,275,000.00	3,274,533.54	40,329.76		123.02		—	—	1.95	0.894		MS	2,715.28	15,664.58	1/24/2013	3/5/2015
BRSG20AV3	PILOT TRAVEL CENTERS LLC SENIOR SECURED			1,553,307.33	1,631,508.79	1,622,907.38	1,571,889.37	59,619.42		3,102.96		—	—	—	(0.309	)	JAJO	—	32,106.39	10/4/2012	3/30/2018
73328WAC5	PILOT_12-1 ABS 12-1 144A		2	1,498,282.20	1,498,202.13	1,498,531.85	1,498,463.61	(261.48	)	35.57		—	—	0.54	0.55		MON	—	1,479.82	10/10/2012	12/21/2015
BRSJ0MJU4	PINACLE FOOD FIN SECURED TERM LOAN			13,119,807.07	13,116,159.81	13,163,284.37	13,122,968.05	(6,808.24	)	1,706.56		—	—	—	0.05		MJSD	—	125,831.93	10/18/2013	4/29/2020
BRSJYB2V7	PINNACLE ENTERTAINMENT INC. SENIOR SECUR			1,975,075.00	1,992,751.43	1,985,000.00	1,975,894.99	16,856.44		375.28		—	—	—	0.071		FMAN	—	4,899.00	9/3/2013	8/13/2020
69349LAH1	PNC BANK NA SENIOR CORP BND		1	6,438,647.60	6,447,574.4	6,440,000.00	6,439,173.07	8,401.33		111.17		—	—	0.8	0.807		JJ	36,999.45	—	1/23/2013	1/28/2016
69349LAJ7	PNC BANK NA SENIOR CORP BND			5,655,000.00	5,657,094.9	5,655,000.00	5,655,000	2,094.90		—		—	—	0.545	0.611		JAJO	4,616.70	7,890.39	1/23/2013	1/28/2016
69349LAL2	PNC BANK NA SENIOR CORP BND		1	5,099,392.00	5,102,294.91	5,100,000.00	5,099,533.8	2,761.11		54.87		—	—	0.556	0.594		JAJO	2,089.86	15,651.14	3/14/2014	4/29/2016
69349LAN8	PNC BANK NA SENIOR CORP BND		1	4,695,676.00	4,721,082.79	4,700,000.00	4,696,525.43	24,557.36		358.27		—	—	1.3	1.33		AO	6,037.50	6,300.00	8/20/2013	10/3/2016
69349LAP3	PNC BANK NA SENIOR CORP BND		1	2,596,620.00	2,601,798.37	2,600,000.00	2,597,102.41	4,695.96		275.78		—	—	1.15	1.194		MN	—	198.61	10/21/2013	11/1/2016
69353RCH9	PNC BANK NA SENIOR CORP BND		1	1,247,525.00	1,247,537.71	1,250,000.00	1,247,606.89	(69.18	)	81.89		—	—	2.2	2.242		JJ	40,903.65	—	1/23/2014	1/28/2019

73755LAG2	POTASH CORP OF SASKATCHEWAN IN CORP BND	A		1,776,592.85	1,725,447.47	1,655,000.00	1,726,128.91	(681.44	)	(11,728.85	)	—	—	3.75	0.85	MS	1,037.29	1,873.50		3/1/2013	9/30/2015
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F		3,397,355.00	3,420,365.88	3,250,000.00	3,326,394.36	93,971.52		(8,825.42	)	—	—	3.9	2.731	MN	5,175.00	41,975.00		3/9/2012	5/1/2016
74005PBE3	PRAXAIR INC SENIOR CORP BND			10,143,707.00	10,153,431.31	10,150,000.00	10,146,014.1	7,417.21		514.58		—	—	0.75	0.771	FA	21,601.80	32,736.67		2/13/2013	2/21/2016
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND			4,518,122.00	4,446,792.25	4,525,000.00	4,519,827.26	(73,035.01	)	330.21		—	—	1.25	1.281	JJ	24,141.67	25,500.00		12/17/2012	1/15/2018
74112WAC3	PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1		2	542,042.48	543,116.69	542,097.52	542,066.49	1,050.20		14.13		—	—	1.09	1.098	MON	—	1,056.74		4/3/2013	2/15/2018
742651DE9	PRIVATE EXPORT FUNDING CORPORA AGENCY BN			915,990.00	852,150.08	750,000.00	865,399.78	(13,249.70	)	(8,136.78	)	—	—	5.45	0.914	MS	4,245.28	—		9/13/2012	9/15/2017
742651DH2	PRIVATE EXPORT FUNDING CORPORA AGENCY BN			4,868,226.00	4,672,036	4,600,000.00	4,663,069.93	8,966.07		(28,894.01	)	—	—	3.05	0.497	AO	3,999.31	13,715.72		6/26/2012	10/15/2014
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED A			1,646,955.00	1,609,710.04	1,500,000.00	1,544,259.22	65,450.82		(6,596.66	)	—	—	4.95	3.07	MN	1,555.56	35,000.00		11/27/2012	11/15/2015
742718DV8	PROCTER & GAMBLE COMPANY CORP BND			1,985,784.00	1,973,260.27	1,940,000.00	1,975,132.7	(1,872.43	)	(3,613.25	)	—	—	1.45	0.68	FA	6,840.56	4,892.50		11/13/2013	8/15/2016
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		2	823,327.26	808,719.32	639,890.00	820,783.52	(12,064.20	)	(2,543.74	)	—	—	9.36	4.463	JJ	4,103.33	13,500.00		2/14/2014	1/1/2021
742718ED7	PROCTER & GAMBLE COMPANY SENIOR CORP BND			2,999,730.00	2,996,948.1	3,000,000.00	2,999,766.45	(2,818.35	)	22.17		—	—	0.75	0.753	MN	13,424.21	20,980.32		10/30/2013	11/4/2016
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND			4,772,675.81	4,749,558.31	4,771,000.00	4,772,204.33	(22,646.02	)	(183.86	)	—	—	0.65	0.634	MN	26,734.82	6,819.79		3/21/2013	11/15/2015
743263AL9	PROGRESS ENERGY INC CORP BND			550,055.00	539,405.41	500,000.00	541,271.55	(1,866.14	)	(5,672.67	)	—	—	5.625	0.962	JJ	2,586.11	6,125.00		11/6/2013	1/15/2016
BRSE9C0N4	PROTECTION ONE, INC. SENIOR SECURED TERM		2	1,501,636.35	1,514,406.87	1,514,876.47	1,505,329.86	9,077.01		460.54		—	—	—	0.125	MJSD	—	42,331.46		12/13/2013	3/21/2019
1107098W5	PROVINCE OF BRITISH COLUMBIA CORP BND	A		17,125,425.00	16,753,262.5	16,250,000.00	16,614,158.88	139,103.62		(74,256.35	)	—	—	2.85	0.975	JD	41,895.00	—		6/6/2013	6/15/2015
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	A		5,465,645.00	5,578,523.57	5,400,000.00	5,452,082.63	126,440.94		(6,023.97	)	—	—	2.1	1.634	MN	83,756.95	—		8/30/2013	5/18/2016
69362BAS1	PSEG POWER LLC CORP BND			1,099,885.31	1,089,984.44	1,000,000.00	1,043,343.23	46,641.21		(4,167.82	)	—	—	5.32	3.462	MS	—	3,264.30		9/15/2010	9/15/2016
69362BAZ5	PSEG POWER LLC SENIOR CORP BND		1	49,925.00	49,367.23	50,000.00	49,930.69	(563.46	)	3.65		—	—	2.45	2.482	MN	9,218.75	(5,039.58	)	11/5/2013	11/15/2018
74456QAY2	PUBLIC SERVICE ELECTRIC AND GA CORP BND			3,695,634.00	3,707,437	3,700,000.00	3,699,432.15	8,004.85		393.77		—	—	0.85	0.891	FA	9,925.58	19,595.76		9/12/2011	8/15/2014
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED C		1	3,898,908.00	3,935,814.48	3,900,000.00	3,899,026.74	36,787.74		53.64		—	—	2.3	2.306	MS	34,097.87	—		9/9/2013	9/15/2018
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND		1	53,825.50	52,981.5	50,000.00	52,932.52	48.98		(581.57	)	—	—	5	0.3	JJ	8,333.33	2,500.00		11/7/2013	7/1/2045
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND		1	985,000.00	996,970	1,000,000.00	985,329.52	11,640.48		329.52		—	—	5	5.219	FA	—	770.24		1/8/2014	8/1/2022
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A		2,971,325.00	2,980,029.98	2,985,000.00	2,972,435.52	7,594.46		519.98		—	—	—	0.065	MJSD	—	—		9/16/2013	8/17/2020
BRSLDR5F2	QUINTILES TRANSNATIONAL CORP. SENIOR SEC		1	2,556,569.69	2,561,043.69	2,556,569.69	2,556,569.69	4,474.00		—		—	—	—	—	MJSD	—	12,750.00		11/25/2013	6/8/2018
74977RCE2	RABOBANK NEDERLAND NV CORP BND 144A	F		1,598,896.00	1,642,465.61	1,600,000.00	1,599,778.2	42,687.41		57.07		—	—	3.2	3.215	MS	78,907.49	8,662.50		3/4/2010	3/11/2015
N7277KAG6	RABOBANK NEDERLAND NV CORP BND MTN	D		2,086,682.34	2,082,899.86	1,200,000.00	2,081,273.25	1,626.61		(5,409.09	)	—	1,499.16	4	1.109	SEP	16,808.26	(10,808.57	)	2/20/2014	9/10/2015
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			4,474,260.00	4,487,154.57	4,500,000.00	4,475,297.85	11,856.72		1,037.85		—	—	2.25	2.372	JJ	26,118.23	42,564.06		1/7/2014	1/14/2019

74977EPY3	RABOBANK NEDERLAND NV SENIOR CORP BND	F		15,295,023.50	15,359,014.17	15,275,000.00	15,289,832.57	69,181.60		(1,850.36	)	—	—	0.715	0.708	MJSD	5,443.27	46,599.80	7/17/2013	3/18/2016
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND	F		2,561,378.27	2,546,203.24	2,567,000.00	2,562,502.72	(16,299.48	)	270.77		—	—	1.7	1.746	MS	11,437.50	—	3/12/2013	3/19/2018
BRSJ0UC66	RANPAK CORP SENIOR SECURED TERM NOTES		1	1,368,067.12	1,386,972.57	1,374,941.83	1,369,103.85	17,868.72		314.72		—	—	—	0.083	MJSD	—	23,699.34	4/10/2013	4/23/2019
BRSLM7UC5	RAVEN POWER FINANCE LLC SENIOR SECURED T		1	1,826,921.25	1,869,595.55	1,845,375.00	1,827,479.49	42,116.06		604.49		—	—	—	0.143	MJSD	—	1,763.75	12/16/2013	12/19/2020
P8588FAE2	REGENT SEVEN SEAS CRUISES INC SENIOR SEC			2,257,848.77	2,263,493.39	2,257,848.77	2,257,848.77	5,644.62		—		—	—	—	—	JAJO	—	92,052.89	2/6/2014	12/21/2018
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TER			2,624,492.77	2,631,086.98	2,637,681.18	2,624,492.77	6,594.21		—		—	—	—	0.073	MJSD	—	—	3/14/2014	3/19/2021
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		2	786,452.78	765,901.5	814,976.97	790,882.1	(24,980.60	)	(776.33	)	—	—	2.94	3.577	MON	4,503.02	13,820.19	8/16/2007	9/25/2035
76112NAC8	RESIDENTIAL REINSURANCE 2012 L UNSECURED	F		2,000,000.00	2,381,980	2,000,000.00	2,000,000	381,980.00		—		—	—	22	22	MJSD	11,375.00	41,188.11	5/18/2012	6/6/2018
76117PAD6	RESIDENTIAL REINSURANCE 2013 L CORP BND	F		3,000,000.00	3,002,340	3,000,000.00	3,000,000	2,340.00		—		—	—	5.25	5.25	MJSD	3,107.73	12,500.00	11/18/2013	12/6/2019
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND			748,942.50	751,973.59	750,000.00	749,438.9	2,534.69		86.91		—	—	1.05	1.098	AO	12,940.28	26,111.11	10/24/2012	10/30/2015
76541VKB2	RICHMOND VA MUNITAX BND GO			1,500,000.00	1,517,055	1,500,000.00	1,500,000	17,055.00		—		—	—	1.207	1.207	JJ	7,158.25	16,953.75	6/14/2012	7/15/2016
76541VKC0	RICHMOND VA MUNITAX BND GO			5,000,000.00	5,058,200	5,000,000.00	5,000,000	58,200.00		—		—	—	1.507	1.507	JJ	5,953.33	17,370.00	6/14/2012	7/15/2017
767201AF3	RIO TINTO FINANCE (USA) LTD CORP BND	F		4,576,294.00	3,724,420	3,700,000.00	3,721,350.61	3,069.39		(64,051.86	)	—	—	8.95	1.92	MN	49,897.22	16,000.00	10/28/2010	5/1/2014
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	F		1,298,947.00	1,322,353.47	1,300,000.00	1,299,655.35	22,698.12		53.09		—	—	1.875	1.892	MN	32,977.43	—	10/28/2010	11/2/2015
767201AM8	RIO TINTO FINANCE (USA) LTD CORP BND	F		4,651,892.50	4,777,015.06	4,625,000.00	4,646,834.43	130,180.63		(2,526.1	)	—	—	2.5	2.269	MN	11,459.72	43,584.98	2/21/2013	5/20/2016
76720AAJ5	RIO TINTO FINANCE (USA) PLC CORP BND	F		2,125,000.00	2,143,296.25	2,125,000.00	2,125,000	18,296.25		—		—	—	1.073	1.113	MJSD	3,531.13	9,372.33	6/14/2013	6/17/2016
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	1	4,019,848.00	4,097,784.84	4,025,000.00	4,021,874.53	75,910.31		252.05		—	—	2	2.027	MS	92,625.00	185,250.00	3/19/2012	3/22/2017
78008TLB8	ROYAL BANK OF CANADA CORP BND MTN	A		517,250.00	516,498.8	500,000.00	515,702.88	795.92		(1,547.12	)	—	—	2.3	0.919	JJ	1,074.91	1,445.58	1/3/2014	7/20/2016
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1,199,400.00	1,208,243.87	1,200,000.00	1,199,535.88	8,707.99		48.39		—	—	1.125	1.142	JJ	3,408.93	2,894.20	7/16/2013	7/22/2016
78010UNY9	ROYAL BANK OF CANADA SENIOR CORP BND	A		6,000,000.00	6,005,039.52	6,000,000.00	6,000,000	5,039.52		—		—	—	0.568	0.568	JAJO	5,972.22	—	1/15/2014	1/23/2017
78008SE28	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		8,000,000.00	8,027,759.36	8,000,000.00	8,000,000	27,759.36		—		—	—	0.605	0.65	MJSD	63,718.75	36,781.25	3/5/2013	3/8/2016
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,094,875.00	4,053,147.74	4,100,000.00	4,096,082.57	(42,934.83	)	248.65		—	—	1.5	1.526	JJ	2,268.06	5,609.63	1/7/2013	1/16/2018
78010USN8	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,998,100.00	4,973,618.7	5,000,000.00	4,998,117.59	(24,498.89	)	17.59		—	—	2.15	2.158	MS	—	6,764.67	3/4/2014	3/15/2019
BRSL8WGC2	RPI FINANCE TRUST SECURED TERM LOAN		1	2,770,039.37	2,785,634.69	2,770,039.37	2,770,039.37	15,595.32		—		—	—	—	—	MJSD	—	9,198.32	11/15/2013	5/9/2018
BRSHN4W46	RUBY WESTERN PIPELINE HOLDINGS SENIOR SE		1	1,878,570.35	1,884,472.41	1,885,641.51	1,879,126.38	5,346.03		473.85		—	—	—	0.057	MJSD	—	8,299.90	9/26/2013	3/27/2020
78355HJR1	RYDER SYSTEM INC. CORP BND MTN			1,871,662.50	1,967,908.58	1,875,000.00	1,873,163.12	94,745.46		135.23		—	—	3.5	3.533	JD	17,862.50	53,587.50	5/17/2011	6/1/2017
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 1			2,117,028.00	2,112,051.94	2,050,000.00	2,110,191.21	1,860.73		(5,240.3	)	—	—	2.45	1.374	JJ	19,184.49	5,174.79	12/9/2013	1/15/2017

78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 1			3,000,000.00	3,023,069.91	3,000,000.00	3,000,000	23,069.91		—		—	—	0.928	0.943		FMAN	12,400.09	36,750.00		8/6/2013	8/1/2018
78572MAD7	SABMILLER PLC CORP BND 144A	F		6,725,979.00	6,381,816.9	5,700,000.00	6,263,951.81	117,865.09		(61,040.8	)	—	—	6.5	1.978		JJ	—	56,587.50		10/4/2012	7/1/2016
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		2	5,282,492.52	5,314,001.67	5,309,037.72	5,287,322.3	26,679.37		1,150.28		—	—	—	0.083		FMAN	—	23,054.97		2/15/2013	2/19/2019
BRSKM5SR1	SABRE INC SENIOR SECURED TERM NOTES			1,810,900.00	1,814,295.44	1,810,900.00	1,810,900	3,395.44		—		—	—	—	—		MJSD	—	19,656.57		10/4/2013	2/19/2019
BRSGWZFG1	SAGE PRODUCTS INC SENIOR SECURED TERM NO			979,117.17	994,263.81	989,007.24	980,877.22	13,386.59		349.93		—	—	—	0.143		MJSD	—	22,454.86		12/13/2012	12/13/2019
BRSLJS0V4	SALIX PHARMACEUTICALS LTD. SENIOR SECURE		1	383,199.37	389,320.94	385,125.00	383,265.55	6,055.39		90.55		—	—	—	0.083		MJSD	—	4,233.44		12/17/2013	1/2/2020
796269UF3	SAN ANTONIO TEX INDPT SCH DIST MUNI BND			1,000,000.00	1,007,530	1,000,000.00	1,000,000	7,530.00		—		—	—	2.235	2.235		FA	30,695.00	—		12/15/2010	8/15/2014
801060AB0	SANOFI SA SENIOR CORP BND	F		13,953,474.15	13,710,034.3	14,015,000.00	13,965,155.45	(255,121.15	)	2,971.61		—	—	1.25	1.341		AO	24,988.89	109,965.56		4/3/2013	4/10/2018
BRSBQADZ4	SAXON ENERGY SERVICES INC SENIOR SECURED	B		1,419,627.06	1,436,292	1,425,600.00	1,419,773.95	16,518.05		161.97		—	—	—	(0.141	)	MJSD	—	69,105.97		2/15/2014	2/15/2019
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SE			5,509,293.09	5,512,656.9	5,523,012.54	5,509,295.76	3,361.14		2.67		—	—	—	0.035		JAJO	—	—		3/31/2014	3/24/2021
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		1,503,915.00	1,531,432.22	1,500,000.00	1,503,259.81	28,172.41		(326.27	)	—	—	1.95	1.858		MS	59,463.89	154,051.60		3/22/2013	9/14/2016
806854AC9	SCHLUMBERGER GER INV SENIOR CORP BND 144	F		5,922,669.00	5,889,452.62	5,875,000.00	5,886,142.45	3,310.17		(6,107.99	)	—	—	0.784	0.547		MJSD	7,104.57	—		2/26/2013	9/12/2014
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		1,622,156.25	1,655,084.29	1,625,000.00	1,623,570.94	31,513.35		140.47		—	—	1.95	1.987		MS	70,617.08	9,156.94		9/7/2011	9/14/2016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 14	F		1,368,739.60	1,353,157.95	1,370,000.00	1,369,150.63	(15,992.68	)	61.54		—	—	1.25	1.269		FA	28,521.11	(4,958.33	)	7/24/2012	8/1/2017
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2	1,868,712.77	1,911,921.76	1,906,336.21	1,873,888.35	38,033.41		1,708.71		—	—	1.135	1.334		JAJO	—	390.29		3/22/2011	10/28/2043
80705WAA7	SCHOL_12-B ABS 12-B 144A		2	438,318.61	436,864.49	439,576.68	438,860.02	(1,995.53	)	199.89		—	—	0.553	0.717		MON	1,061.27	1,265.01		9/19/2012	10/28/2025
80705XAA5	SCHOL_13-A ABS 13-A 144A		2	2,169,884.49	2,167,150.49	2,180,231.88	2,170,472.02	(3,321.53	)	1,619.13		—	—	0.803	0.86		MON	—	3,175.89		3/12/2013	1/30/2045
80283DAC5	SDART_13-2 ABS_13-2 A3		2	1,204,793.10	1,206,205	1,205,000.00	1,204,907.87	1,297.13		27.45		—	—	0.7	0.71		MON	—	1,041.24		3/6/2013	9/15/2017
80283GAC8	SDART_13-3 ABS 13-3		2	594,988.34	594,890.37	595,000.00	594,991.2	(100.83	)	2.17		—	—	0.7	0.702		MON	—	2,904.89		5/8/2013	10/16/2017
80283GAB0	SDART_13-3 ABS_13-3-A2		2	2,576,184.32	2,577,498.2	2,576,338.90	2,576,291.12	1,207.08		81.11		—	—	0.55	0.556		MON	—	2,105.11		5/8/2013	9/15/2016
80283HAB8	SDART_13-4 ABS 13-4 A2		2	765,362.09	766,711.84	765,425.93	765,398.78	1,313.06		28.56		—	—	0.89	0.899		MON	1,586.67	8,925.00		7/11/2013	9/15/2016
80281CAD7	SDART_13-5 ABS 13-5 A2A		2	304,996.49	304,989.18	305,000.00	304,996.81	(7.63	)	0.28		—	—	0.82	0.822		MON	—	962.49		11/14/2013	2/15/2018
80283JAC2	SDART_13-A ABS 13-A A3 144A		2	3,499,742.40	3,514,139.97	3,500,000.00	3,499,807.68	14,332.29		26.89		—	—	1.02	1.025		MON	—	4,599.99		8/15/2013	1/16/2018
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SE		1	4,128,497.56	4,091,322.01	4,147,478.88	4,129,701.23	(38,379.22	)	600.37		—	—	—	0.069		MJSD	—	—		1/2/2014	5/14/2020
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED			3,101,550.00	3,098,448.45	3,101,550.00	3,101,550	(3,101.55	)	—		—	—	—	—		MJSD	—	35,317.47		4/12/2013	4/20/2020
BRSGCQN17	SEQUA CORP SENIOR SECURED TERM LOAN		2	1,772,213.59	1,749,575.56	1,781,119.18	1,774,683.2	(25,107.64	)	509.56		—	—	—	0.111		MJSD	—	14,696.46		12/18/2012	6/19/2017
BRSBT4DY8	SERENA SOFTWARE TERM LOAN			1,808,725.12	1,818,207.85	1,820,100.75	1,815,474.71	2,733.14		593.07		—	—	—	0.131		MJSD	—	26,834.61		6/2/2011	3/2/2016

BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM			439,931.25	449,374.22	444,375.00	440,740.53	8,633.69		193.25		—	—	—	0.167	FMAN	—	29,632.68	2/7/2013	2/8/2019
822582AQ5	SHELL INTERNATIONAL FINANCE BV CORP BND	F		6,148,980.00	6,190,410	6,000,000.00	6,055,762.27	134,647.73		(11,051.02	)	—	—	3.1	2.332	JD	13,033.33	—	2/14/2012	6/28/2015
822582AZ5	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		499,380.00	500,751.19	500,000.00	499,457.3	1,293.89		50.78		—	—	0.9	0.942	MN	2,046.88	—	11/12/2013	11/15/2016
822582BC5	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		274,000.00	274,287.69	274,000.00	274,000	287.69		—		—	—	0.446	0.451	FMAN	1,095.56	—	11/12/2013	11/15/2016
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TE	R	1	3,450,802.27	3,448,645.52	3,450,802.27	3,450,802.27	(2,156.75	)	—		—	—	—	—	FMAN	—	2,780.21	8/21/2013	12/13/2019
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A	D	1	833,161.50	919,911.88	510,000.00	833,161.5	86,750.38		—		—	17,085	5.063	5.059	AO	10,972.37	55,536.25	10/27/2009	1/21/2055
828807CC9	SIMON PROPERTY GROUP LP CORP BND		1	2,235,849.50	2,194,881.25	2,150,000.00	2,196,111.22	(1,229.97	)	(19,366.03	)	—	—	4.2	0.536	FA	2,651.83	—	9/24/2013	2/1/2015
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	7,122,493.25	7,031,164.72	7,145,000.00	7,128,022.22	(96,857.50	)	1,060.28		—	—	1.5	1.564	FA	3,111.11	35,000.00	12/10/2012	2/1/2018
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	6,855,948.90	6,824,230.88	6,869,000.00	6,856,411.58	(32,180.70	)	462.68		—	—	2.2	2.24	FA	17,340.83	32,341.87	1/13/2014	2/1/2019
830505AP8	SKANDINAVISKA ENSKILDA BANKEN SENIOR COR	F		4,971,250.00	4,940,673.45	5,000,000.00	4,976,986.23	(36,312.78	)	1,381.8		—	—	1.75	1.871	MS	35,097.60	—	3/13/2013	3/19/2018
784423AF2	SLCLT_04-1 ABS 04-1		2	983,750.00	988,614	1,000,000.00	986,259.33	2,354.67		723.36		—	—	0.396	0.696	FMAN	—	152.83	5/20/2013	5/15/2023
78442GJA5	SLM STUDENT LOAN TR 2003-10A 03-10A A1E		2	249,968.75	250,000	250,000.00	249,994.09	5.91		(0.72	)	—	—	1.645	1.652	MON	1,723.65	21,272.01	11/7/2011	12/15/2016
78442GJD9	SLM STUDENT LOAN TR 2003-10A ABS_03-10A		2	50,000.00	50,000	50,000.00	50,000	—		—		—	—	1.645	1.649	MON	1,309.96	2,054.99	11/7/2011	12/15/2016
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A		2	450,978.19	452,985.04	450,978.19	450,978.19	2,006.85		—		—	—	1.255	1.258	MON	—	6,019.92	4/4/2012	1/18/2022
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		2	999,897.30	1,028,440	1,000,000.00	999,919.76	28,520.24		4.43		—	—	3.48	3.507	MON	—	2,732.28	4/4/2012	10/15/2030
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-		2	169,617.51	169,051.43	169,885.43	169,710.73	(659.30	)	31.82		—	—	0.318	0.396	JAJO	—	156.81	11/30/2012	7/25/2019
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		2	7,882,070.65	7,925,740.5	7,897,379.75	7,885,895	39,845.50		733.48		—	—	0.754	0.789	MON	4,166.21	28,173.40	5/18/2011	11/25/2027
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		2	816,500.00	798,064.02	800,000.00	813,298.05	(15,234.03	)	(764.94	)	—	—	2.09	1.674	MON	—	2,035.50	3/19/2013	6/15/2045
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B		2	2,249,880.84	2,254,223.14	2,249,880.84	2,249,880.84	4,342.30		—		—	—	0.805	0.806	MON	—	4,816.20	4/25/2013	7/15/2022
78447CAA8	SLM_12-D ABS 12-D 144A		2	534,527.35	537,953.66	534,527.35	534,527.35	3,426.31		—		—	—	1.205	1.208	MON	—	621.34	7/23/2012	6/15/2023
78442GHX7	SLMA ABS 03-10A A1B 144A		2	100,000.00	100,520.5	100,000.00	100,000	520.50		—		—	—	1.644	1.646	MON	—	771.07	9/23/2011	12/15/2016
78442GHZ2	SLMA ABS 03-10A A1D 144A		2	399,343.75	400,000	400,000.00	399,936.76	63.24		37.89		—	—	1.647	1.694	MON	—	962.85	11/7/2011	12/15/2016
78442GJB3	SLMA ABS 03-10A A1F 144A		2	325,000.00	325,000	325,000.00	325,000	—		—		—	—	1.644	1.647	MON	—	64.47	12/26/2013	12/15/2016
78442GHY5	SLMA ABS 03-10A-A1C			100,000.00	100,520.5	100,000.00	100,000	520.50		—		—	—	1.644	1.65	MON	—	900.11	2/4/2010	12/15/2016
784442AC9	SLMA ABS 08_2 A3		2	1,484,824.22	1,507,266.42	1,500,000.00	1,489,025.74	18,240.68		586.96		—	—	0.989	1.138	JAJO	—	1,594.79	3/27/2012	4/25/2023
78444YAB1	SLMA ABS 08-5 A2		2	156,497.48	154,238.74	154,107.13	154,192.86	45.88		(494.85	)	—	—	1.338	0.503	JAJO	13,847.17	22,410.75	11/30/2012	10/25/2016
78444YAC9	SLMA ABS 08-5 A3		2	13,936,144.69	13,822,902.53	13,691,000.00	13,752,229.52	70,673.01		(17,899.29	)	—	—	1.538	0.998	JAJO	7,621.08	18,790.57	11/29/2011	1/25/2018

78444YAD7	SLMA ABS 08-5 A4		2	2,457,718.75	2,461,227.69	2,350,000.00	2,418,373.93	42,853.76		(3,543.03	)	—	—	1.938	1.389	JAJO	—	3,217.83	1/11/2011	7/25/2023
78442GJC1	SLMA ABS_03-10A AIG 144A		2	50,000.00	50,260.25	50,000.00	50,000	260.25		—		—	—	1.643	1.646	MON	2,695.75	4,063.72	9/23/2011	12/15/2016
78442GMK9	SLMA ABS_04-7 A5		2	1,793,753.48	1,789,375.44	1,804,467.50	1,798,758.64	(9,383.20	)	825.49		—	—	0.408	0.594	JAJO	13,537.48	26,805.74	5/13/2011	1/27/2020
78442GQP4	SLMA ABS_05-8 A3		2	3,297,584.61	3,348,292.23	3,357,755.40	3,335,808.39	12,483.84		3,898.19		—	—	0.348	0.799	JAJO	6,844.47	10,981.83	6/13/2011	10/25/2024
78445XAA4	SLMA_10-1 ABS 10-1A		2	3,311,012.39	3,292,719.35	3,303,490.12	3,310,231.95	(17,512.60	)	(620.03	)	—	—	0.554	0.509	MON	—	7,093.30	2/15/2013	3/25/2025
78446JAB2	SLMA_11-2 ABS 11-2		2	6,575,000.00	6,574,998.49	6,575,000.00	6,575,000	(1.51	)	—		—	—	1.354	1.358	MON	3,539.29	18,629.16	5/18/2011	10/25/2034
78447AAA2	SLMA_12-3 ABS_12-3 A		2	1,563,951.06	1,570,897.28	1,563,951.06	1,563,951.06	6,946.22		—		—	—	0.804	0.806	MON	—	641.56	4/24/2012	12/26/2025
78447EAB2	SLMA_12-5 ABS 12-5		2	5,291,230.62	5,300,000	5,300,000.00	5,295,713.98	4,286.02		447.13		—	—	0.454	0.504	MON	—	1,864.01	7/10/2012	6/25/2019
78447KAB8	SLMA_12-7 ABS 12-7		2	3,997,370.00	3,988,274.52	4,000,000.00	3,998,521.56	(10,247.04	)	178.37		—	—	0.434	0.455	MON	3,971.98	6,959.67	11/2/2012	9/25/2019
78446VAA7	SLMA_12-A ABS 12-A 144A		2	4,041,354.90	4,094,094.58	4,041,354.90	4,041,354.9	52,739.68		—		—	—	1.555	1.56	MON	—	5,258.55	2/2/2012	8/15/2025
78447FAA1	SLMA_12-E ABS 12-E 144A		2	2,207,559.01	2,211,364.57	2,207,237.12	2,207,523.83	3,840.74		(50.44	)	—	—	0.905	0.898	MON	1,487.52	11,218.92	11/21/2013	10/16/2023
78448AAA1	SLMA_13-4 ABS 13-4		2	708,452.76	710,882.76	708,452.76	708,452.76	2,430.00		—		—	—	0.704	0.705	MON	—	2,694.74	8/6/2013	6/25/2027
78448BAA9	SLMA_13-5 ABS 13-5 A1		2	515,290.53	515,563.64	515,290.53	515,290.53	273.11		—		—	—	0.414	0.415	MON	—	390.24	9/11/2013	5/25/2018
78448CAF6	SLMA_13-6 ABS 13-6 A2		2	550,000.00	552,277.01	550,000.00	550,000	2,277.01		—		—	—	0.654	0.655	MON	—	625.26	11/6/2013	2/25/2021
78447RAA5	SLMA_13-A ABS 13-A 144A		2	585,269.15	587,161.93	586,001.66	585,332.26	1,829.67		88.87		—	—	0.755	0.817	MON	—	1,422.60	11/21/2013	8/15/2022
78447RAB3	SLMA_13-A ABS 13-A 144A		2	459,870.23	451,379.6	460,000.00	459,893.04	(8,513.44	)	5.1		—	—	1.77	1.781	MON	—	2,141.68	2/27/2013	5/17/2027
78447RAC1	SLMA_13-A ABS 13-A 144A		2	2,425,000.00	2,437,270.43	2,425,000.00	2,425,000	12,270.43		—		—	—	1.205	1.208	MON	1,233.48	6,930.17	2/27/2013	5/17/2027
78447VAB4	SLMA_13-B ABS_13-B-A2A		2	804,859.37	777,093.87	805,000.00	804,878.55	(27,784.68	)	5.36		—	—	1.85	1.86	MON	—	2,804.19	4/25/2013	6/17/2030
78447VAC2	SLMA_13-B ABS_13-B-A2B		2	615,000.00	618,917.56	615,000.00	615,000	3,917.56		—		—	—	1.255	1.258	MON	—	2,002.41	4/25/2013	5/15/2030
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECUR		1	5,522,250.00	5,561,127.75	5,550,000.00	5,523,456.52	37,671.23		987.16		—	—	—	0.072	FMAN	—	84,565.54	12/12/2013	11/9/2020
BRSM2T5A9	SNL FINANCIAL LC SENIOR SECURED TERM NOT		1	3,932,910.46	3,989,807.21	3,955,199.22	3,933,805.7	56,001.51		975.43		—	—	—	0.117	MJSD	—	877.50	1/21/2014	10/23/2018
83714RAX1	SOUTH CAROLINA STUDENT LN CORP ABS_05--A		2	216,264.81	218,577.19	218,690.91	218,468.89	108.30		291.56		—	—	0.336	0.92	MJSD	1,240.56	10,149.99	3/30/2011	12/3/2018
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A			3,333,899.45	3,290,746.45	3,335,000.00	3,333,978.45	(43,232.00	)	58.76		—	—	2.2	2.207	JD	3,550.64	36,759.56	11/18/2013	12/1/2018
BRSM38QT0	SOUTHWIRE CO DEL SENIOR SECURED TERM NOT		1	807,975.00	809,720.55	810,000.00	808,001.28	1,719.27		26.28		—	—	—	0.035	MJSD	—	19,895.18	1/31/2014	2/10/2021
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		5,486,580.00	5,642,615.11	5,500,000.00	5,491,437.22	151,177.89		627.67		—	—	2.3	2.35	JD	29,088.89	4,958.33	3/29/2012	6/30/2017
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		7,999,374.10	8,088,677.69	7,800,000.00	7,925,006.75	163,670.94		(14,270.2	)	—	—	2.625	1.857	MN	13,371.94	—	12/6/2012	5/27/2016
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		5,854,157.00	5,680,874.18	5,900,000.00	5,862,706.52	(181,832.34	)	1,560.99		—	—	1.75	1.869	MN	2,188.33	11,700.00	11/7/2012	11/15/2019

30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A		2	473,749.80	473,985.72	473,749.80	473,749.8	235.92		—		—	—	0.703	0.704	MON	5,486.22	17,067.88		3/5/2010	2/25/2048
790849AH6	ST JUDE MEDICAL INC CORP BND			2,056,740.00	2,056,296.54	2,000,000.00	2,044,147.11	12,149.43		(6,049.26	)	—	—	2.5	1.249	JJ	6,908.61	—		9/19/2013	1/15/2016
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D		2,565,994.39	2,700,254.13	1,620,000.00	2,566,131.33	134,122.80		95.87		—	133,891.93	0.751	0.76	FMAN	2,825.96	—		11/27/2013	2/15/2016
BRSJH5B15	STAR WEST GENERATION LLC SENIOR SECURED		2	2,838,302.90	2,856,496.16	2,851,150.25	2,838,973.8	17,522.36		441.3		—	—	—	0.071	MJSD	—	144,591.52		12/2/2013	3/13/2020
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM			3,427,931.11	3,432,077.29	3,440,144.43	3,428,453.96	3,623.33		506.05		—	—	—	0.055	MJSD	—	183.05		3/19/2014	4/17/2020
857477AK9	STATE STREET BOSTON CORP SENIOR CORP BND			4,051,931.50	3,984,451.63	4,075,000.00	4,053,472.77	(69,021.14	)	1,159.68		—	—	1.35	1.482	MN	3,274.79	10,696.62		1/6/2014	5/15/2018
85771SAB2	STATOILHYDRO ASA CORP BND	F		3,355,967.25	3,229,292.81	3,225,000.00	3,226,316.35	2,976.46		(8,462.29	)	—	—	3.875	2.799	AO	63,000.00	(35,000.00	)	4/6/2010	4/15/2014
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F		6,102,240.00	6,145,239.72	6,000,000.00	6,076,261.45	68,978.27		(7,095.32	)	—	—	1.8	1.306	MN	26,897.61	—		4/11/2013	11/23/2016
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F		8,980,380.00	8,781,530.68	9,000,000.00	8,983,744	(202,213.32	)	955.3		—	—	1.15	1.195	MN	33,423.96	229.16		5/8/2013	5/15/2018
85771PAM4	STATOILHYDRO ASA SENIOR CORP BND	F		325,162.50	324,619.76	325,000.00	325,154.16	(534.40	)	(8.34	)	—	—	0.526	0.519	FMAN	4,059.40	(4,059.40	)	1/2/2014	5/15/2018
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F		4,793,184.00	4,797,229.97	4,800,000.00	4,793,702.54	3,527.43		324.09		—	—	1.95	1.98	MN	57,624.47	890.63		11/5/2013	11/8/2018
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED	F		1,854,042.81	1,872,770.52	1,872,770.52	1,854,123.54	18,646.98		80.73		—	—	—	0.143	MJSD	—	—		2/21/2014	3/3/2021
863667AC5	STRYKER CORP CORP BND			1,808,327.50	1,797,881.61	1,750,000.00	1,803,771.75	(5,890.14	)	(3,836.9	)	—	—	2	0.754	MS	1,868.75	7,312.50		2/4/2014	9/30/2016
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES		1	804,582.21	817,722.38	808,625.34	804,625.15	13,097.23		42.94		—	—	—	0.071	MJSD	—	—		2/11/2014	2/12/2021
BRSE96403	SUNGARD DATA SYST INC. SENIOR SEC TERM N		2	839,110.46	842,660.49	839,696.36	839,141.23	3,519.26		69.7		—	—	—	0.022	MJSD	—	6,348.37		2/1/2014	2/28/2017
BRSHJ8GU2	SUNGARD DATA SYST INC. SENIOR SECURED TE		2	6,047,452.86	6,091,982.72	6,062,609.38	6,049,659.21	42,323.51		2,444.61		—	—	—	0.035	JAJO	—	6,686.47		3/7/2013	3/8/2020
86960BAE2	SVENSKA HANDELSBANKEN AB SENIOR CORP BND	F		5,000,470.00	5,026,387	5,000,000.00	5,000,348.96	26,038.04		(33.94	)	—	—	2.5	2.498	JJ	—	2,386.17		9/19/2013	1/25/2019
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		4,991,550.00	4,974,500	5,000,000.00	4,991,695.89	(17,195.89	)	145.89		—	—	2.375	2.411	FA	77,714.84	—		2/20/2014	2/27/2019
87020PAD9	SWEDBANK AB SENIOR CORP BND 144A	F		4,991,550.00	4,986,612.3	5,000,000.00	4,991,695.89	(5,083.59	)	145.89		—	—	2.375	2.411	FA	2,187.50	56,250.00		2/20/2014	2/27/2019
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F		2,695,518.00	2,714,823.11	2,700,000.00	2,696,319.77	18,503.34		343.8		—	—	1	1.053	MN	—	1,393.24		8/22/2013	11/15/2016
87020DAF1	SWEDEN KINGDOM SENIOR GOVT BND 144A MTN	F		4,989,300.00	4,928,549.95	5,000,000.00	4,991,588.21	(63,038.26	)	517.99		—	—	1	1.044	FA	14,250.00	33,750.00		2/20/2013	2/27/2018
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES			2,812,674.91	2,845,219.55	2,841,085.77	2,820,443.63	24,775.92		1,001.46		—	—	—	0.142	JAJO	—	24,616.29		4/20/2012	4/23/2019
871829AP2	SYSCO CORP CORP BND			1,241,487.50	1,249,524	1,250,000.00	1,246,578.04	2,945.96		702.93		—	—	0.55	0.78	JD	—	34,890.63		6/6/2012	6/12/2015
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED C	F		8,819,922.50	8,811,911.33	8,750,000.00	8,798,586.13	13,325.20		(3,981.31	)	—	—	1.625	1.432	MS	3,428.75	15,375.37		3/19/2013	3/17/2017
BRSLECLK5	TALLGRASS OPERATIONS LLC SENIOR SECURED			1,194,000.00	1,211,784	1,200,000.00	1,194,344.43	17,439.57		300.97		—	—	—	0.101	MJSD	—	3,407.07		12/19/2013	11/13/2018
89236PAD5	TAOT_12-A ABS 12-A		2	749,928.68	754,687.5	750,000.00	749,963.87	4,723.63		4.61		—	—	0.99	0.995	MON	1,209.40	9,900.00		4/11/2012	8/15/2017
89231NAC7	TAOT_12-B ABS 12-B		2	3,999,619.60	3,999,440	4,000,000.00	3,999,854.85	(414.85	)	39.05		—	—	0.46	0.464	MON	—	3,575.01		9/18/2012	7/15/2016

89236VAC4	TAOT_13-B ABS 13-B A3		2	764,963.51	767,081.7	765,000.00	764,970.72	2,110.98		4.81		—	—	0.89	0.893	MON	—	1,699.07		9/11/2013	7/17/2017
89231MAC9	TAOT_14-A ABS_14-A A3		2	3,744,307.92	3,741,837.09	3,745,000.00	3,744,319.23	(2,482.14	)	11.31		—	—	0.67	0.68	MON	—	3,114.95		3/11/2014	12/15/2017
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	F		7,000,000.00	7,551,180	7,000,000.00	7,000,000	551,180.00		—		—	—	8.525	8.592	MJSD	93,523.56	95,918.54		4/2/2013	5/9/2016
BRSCDUPD8	TEAM HLTH INC. TERM LOAN			3,773,786.26	3,792,750.01	3,792,750.01	3,781,175.45	11,574.56		702.47		—	—	—	0.071	MJSD	—	47,308.21		6/28/2011	6/29/2018
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SEC	A	1	7,858,236.35	7,866,429.42	7,877,931.20	7,861,399.08	5,030.34		859.53		—	—	—	0.042	MJSD	—	25,208.81		3/27/2013	3/28/2019
Z91GFLXY5	TEMSE_1 ABS 1 A	D	2	1,086,147.22	1,129,741.85	676,917.03	1,086,147.22	43,594.63		—		—	42,375.01	1.382	1.386	MON	—	—		11/7/2013	11/21/2021
BRSHBW711	TERVITA CORP SENIOR SECURED TERM LOAN	A	2	1,509,354.00	1,514,690.1	1,524,600.00	1,512,447.25	2,242.85		756.18		—	—	—	0.192	MJSD	—	41,475.47		2/11/2013	5/15/2018
G87623JG3	TESCO PLC SENIOR CORP BND	F		1,020,620.00	1,009,997.95	1,000,000.00	1,008,467.27	1,530.68		(3,076.78	)	—	—	2	0.746	JD	—	122,050.84		4/3/2013	12/5/2014
88165FAC6	TEVA PHARMAC FIN CORP BND	F		2,501,975.00	2,578,190	2,500,000.00	2,501,063.3	77,126.70		(97.97	)	—	—	2.4	2.383	MN	—	10,506.94		11/8/2011	11/10/2016
88166CAA6	TEVA PHARMACEUTICAL FINANCE II CORP BND	F		3,995,040.00	4,111,179.37	4,000,000.00	3,998,731.67	112,447.70		255.19		—	—	3	3.027	JD	7,350.00	—		6/15/2010	6/15/2015
882117V27	TEXAS A & M UNIVERSITY MUNITAX BND REV			1,000,000.00	1,012,230	1,000,000.00	1,000,000	12,230.00		—		—	—	1.239	1.239	JJ	4,083.33	—		6/26/2012	7/1/2016
882508AT1	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1,544,853.00	1,547,070.35	1,550,000.00	1,547,536	(465.65	)	451.67		—	—	0.45	0.569	FA	2,329.86	—		1/28/2013	8/3/2015
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1,981,400.00	1,943,214.27	2,000,000.00	1,984,671.39	(41,457.12	)	909.18		—	—	1	1.193	MN	8,933.34	—		5/1/2013	5/1/2018
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			2,320,396.50	2,318,579.26	2,325,000.00	2,320,478.92	(1,899.66	)	82.42		—	—	0.875	0.942	MS	2,467.98	2,998.67		3/5/2014	3/12/2017
883556BA9	THERMO FISHER SCIENTIFIC INC CORP BND			648,869.00	668,383.31	650,000.00	649,446.29	18,937.02		55.79		—	—	2.25	2.287	FA	5,061.57	(2,738.69	)	8/9/2011	8/15/2016
883556BD3	THERMO FISHER SCIENTIFIC INC SENIOR CORP			4,962,070.65	4,940,187.86	4,965,000.00	4,962,341.75	(22,153.89	)	229.05		—	—	1.3	1.319	FA	—	11,146.67		12/4/2013	2/1/2017
88732JAX6	TIME WARNER CABLE INC CORP BND		1	4,156,840.00	4,157,367.56	4,000,000.00	4,154,477.27	2,890.29		(2,362.73	)	—	—	4.125	3.467	FA	—	34,611.11		2/13/2014	2/15/2021
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND			4,979,185.72	4,998,997.49	5,003,000.00	4,981,515.98	17,481.51		1,137.58		—	—	1.75	1.849	AO	3,934.54	63,718.75		9/24/2013	10/15/2018
BRSG6SMY9	TOMKINS PLC SENIOR SECURED TERM NOTES	R		2,463,708.56	2,497,926.73	2,488,594.50	2,469,227.41	28,699.32		1,082.67		—	—	—	0.167	FMAN	—	(3,493.16	)	11/5/2012	11/9/2018
BRSBN61P1	TOMKINS PLC TERM LOAN	R	2	2,417,744.14	2,498,354.86	2,490,286.34	2,454,099.73	44,255.13		4,468.21		—	—	—	0.579	JAJO	—	26,507.75		8/17/2011	9/29/2016
89114QAC2	TORONTO-DOMINION BANK/THE CORP BND	A		2,300,000.00	2,302,345.93	2,300,000.00	2,300,000	2,345.93		—		—	—	0.542	0.549	JAJO	4,636.39	10,699.47		7/7/2011	7/14/2014
89114QAE8	TORONTO-DOMINION BANK/THE CORP BND	A		5,237,900.00	5,186,822.5	5,000,000.00	5,167,380.01	19,442.49		(15,986.49	)	—	—	2.375	1.041	AO	20,468.75	—		2/22/2013	10/19/2016
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A		1,594,560.00	1,618,832.03	1,600,000.00	1,596,741	22,091.03		266.79		—	—	1.5	1.571	MS	17,264.33	—		3/5/2012	3/13/2017
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		2,938,030.20	2,886,739.2	2,940,000.00	2,938,382.52	(51,643.32	)	95.02		—	—	1.4	1.414	AO	—	6,125.00		4/23/2013	4/30/2018
89153UAD3	TOTAL CAPITAL CANADA LTD SENIOR CORP BND	A		2,502,892.00	2,513,850.03	2,500,000.00	2,502,874.48	10,975.55		(17.52	)	—	—	0.619	0.606	JAJO	8,216.67	—		3/25/2014	1/15/2016
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		3,310,503.00	3,364,429.85	3,325,000.00	3,316,507.28	47,922.57		708.77		—	—	1.5	1.591	FA	13,257.36	—		2/14/2012	2/17/2017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		5,739,247.50	5,795,405.74	5,750,000.00	5,742,933.04	52,472.70		525.31		—	—	1.55	1.589	JD	48,872.99	8,156.25		6/21/2012	6/28/2017

89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		2,173,434.00	2,180,022.99	2,175,000.00	2,174,139.27	5,883.72		116.36		—	—	0.75	0.772	JJ	35,333.33	—		9/18/2012	1/25/2016
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		199,452.00	200,831.9	200,000.00	199,566.12	1,265.78		44.58		—	—	1	1.093	FA	2,141.20	2,858.64		8/5/2013	8/12/2016
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		399,120.00	399,559.69	400,000.00	399,180.98	378.71		60.98		—	—	1	1.075	JJ	2,581.94	—		1/8/2014	1/10/2017
89152UAG7	TOTAL CAPITAL S.A. SENIOR CORP BND	F		5,998,320.00	6,062,938.38	6,000,000.00	5,998,520.01	64,418.37		78.94		—	—	2.125	2.131	FA	2,933.34	12,000.00		8/5/2013	8/10/2018
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SEC			504,451.62	504,136.34	504,451.62	504,451.62	(315.28	)	—		—	—	—	—	MJSD	—	—		3/20/2014	4/23/2020
89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	3,884,970.09	3,888,185.74	3,885,000.00	3,884,969.41	3,216.33		(0.06	)	—	—	0.55	0.551	MON	1,719.89	9,674.37		4/9/2013	1/17/2017
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	764,782.82	760,846.52	765,000.00	764,844.81	(3,998.29	)	16.29		—	—	0.69	0.7	MON	—	3,696.87		4/9/2013	11/15/2018
89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND		1	3,000,000.00	2,972,047.8	3,000,000.00	3,000,000	(27,952.20	)	—		—	—	0.75	0.75	MJSD	—	12,726.39		3/7/2014	3/5/2017
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN			6,077,710.00	6,165,557.59	6,000,000.00	6,059,715.18	105,842.41		(5,974.04	)	—	—	2	1.581	MS	10,538.89	33,000.00		4/5/2013	9/15/2016
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			3,365,258.00	3,344,504.39	3,300,000.00	3,352,016.25	(7,511.86	)	(3,499.51	)	—	—	1.75	1.237	MN	8,838.89	12,750.00		2/5/2014	5/22/2017
89233P7H3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			2,000,000.00	2,002,320.1	2,000,000.00	2,000,000	2,320.10		—		—	—	0.407	0.472	JAJO	2,369.34	—		1/17/2013	1/23/2015
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			4,997,950.00	5,012,447.75	5,000,000.00	4,998,541.5	13,906.25		168.87		—	—	0.8	0.814	MN	27,469.45	—		5/14/2013	5/17/2016
89236TAS4	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			300,182.10	300,227.99	300,000.00	300,147.72	80.27		(24.82	)	—	—	0.385	0.369	MJSD	1,947.92	6,875.00		11/27/2013	9/18/2015
89236TBB0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			5,495,325.00	5,489,204.93	5,500,000.00	5,495,507.2	(6,302.27	)	182.2		—	—	2.1	2.118	JJ	3,378.16	10,306.25		1/14/2014	1/17/2019
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR SECUR		1	495,012.50	480,915.84	497,500.00	495,467.49	(14,551.65	)	133.43		—	—	—	0.108	JAJO	—	(1,878.61	)	5/6/2013	12/31/2017
89267XAA6	TRADEWYND RE LTD CORP BND 144A	F		4,500,000.00	4,900,725	4,500,000.00	4,500,000	400,725.00		—		—	—	8.296	8.609	JAJO	—	60,035.43		7/2/2013	7/9/2018
893526DL4	TRANS-CANADA PIPELINES SENIOR CORP BND	A		2,914,148.25	2,932,848.36	2,925,000.00	2,921,643.66	11,204.70		898.11		—	—	0.875	1.001	MS	50,079.50	—		2/28/2012	3/2/2015
BRSHE9156	TRANSDIGM INC SENIOR SECURE TERM NOTES		2	3,701,507.70	3,786,651.8	3,780,017.87	3,712,812.21	73,839.59		2,761.88		—	—	—	0.298	FMAN	—	32,052.43		10/30/2013	2/28/2020
BRSGZA7E7	TRANSFIRST HOLDINGS INC SENIOR SECURED T			1,872,026.52	1,897,081.42	1,890,935.88	1,876,686.69	20,394.73		973.27		—	—	—	0.199	MJSD	—	55,676.25		12/20/2012	12/27/2017
893830BB4	TRANSOCEAN INC CORP BND	F		3,363,475.16	3,430,346.07	3,052,000.00	3,348,920.76	81,425.31		(11,441.05	)	—	—	6.375	4.846	JD	23,750.00	92,361.11		1/8/2014	12/15/2021
BRSFWQSC8	TRANSTAR HOLDING COMPANY SENIOR SECURED		1	1,082,450.85	1,088,601.14	1,093,384.70	1,085,077.59	3,523.55		472.7		—	—	—	0.166	MJSD	—	10.44		10/2/2012	10/9/2018
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN		1	2,437,500.00	2,451,245.3	2,443,609.02	2,437,500	13,745.30		—		—	—	—	0.036	MJSD	—	—		3/21/2014	4/9/2021
BRSJLDWX0	TRAVELPORT SENIOR SECURED TERM NOTES		1	1,462,743.53	1,521,958.65	1,485,018.81	1,465,293.06	56,665.59		974.04		—	—	—	0.252	MJSD	—	5,646.30		6/21/2013	6/26/2019
BRSL5JDW3	TRIBUNE COMPANY SENIOR SECURED TERM NOTE		1	10,233,639.28	10,270,829.2	10,259,287.50	10,234,396.28	36,432.92		821.28		—	—	—	0.036	MJSD	—	4,253.88		11/21/2013	12/27/2020
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			2,422,493.34	2,442,287.18	2,434,666.67	2,426,319.21	15,967.97		502.28		—	—	—	0.083	MJSD	—	7,706.28		4/30/2012	5/3/2018
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		5,711,170.95	5,546,350.57	5,715,000.00	5,711,907.87	(165,557.30	)	183.96		—	—	1.625	1.639	AO	35,277.78	107,541.67		3/27/2013	4/3/2018
BRSG6Z2D1	TURBF_12-3 SENIOR ABS 12-3	D	2	415,411.89	436,294.47	261,413.31	415,411.89	20,882.58		—		—	20,403.31	1.084	1.087	MON	—	1,295.12		11/13/2012	11/20/2019

BRSL4ZHF1	TURBF_13-4 SENIOR ABS 13-4 A	D	2	1,589,736.04	1,646,374.91	988,000.00	1,589,638.75	56,736.16		(80.4	)	—	58,129.35	1.062	1.045		MON	—	844.48		11/27/2013	1/20/2021
G9141GAA6	TURBO FINANCE PLC TURBF_12-2 ABS 12-2	D	2	101,987.73	107,943.73	64,644.54	101,506.26	6,437.47		(361.17	)	—	6,482.72	1.884	1.304		MON	—	2,466.71		8/15/2012	2/20/2019
BRSHQJZB1	TWIN RIVER MANAGEMENT GROUP IN SENIOR SE		1	590,963.97	601,780.42	596,933.32	591,914.68	9,865.74		280.05		—	—	—	0.18		MJSD	—	16,959.96		3/22/2013	11/10/2018
902674MY3	UBS AG, LONDON BRANCH CORP BND 144A	F		4,975,000.00	5,059,378.1	5,000,000.00	4,993,078.98	66,299.12		2,091.88		—	—	1.875	2.048		JJ	23,500.00	—		1/19/2012	1/23/2015
90349CAB0	UBS AG, LONDON BRANCH SENIOR CORP BND 14	F		1,994,860.00	2,003,200.08	2,000,000.00	1,996,589.86	6,610.22		423.63		—	—	0.75	0.837		MS	—	12,179.13		3/21/2013	3/24/2016
904764AL1	UNILEVER CAPITAL CORP SENIOR CORP BND			1,368,850.00	1,348,329.87	1,300,000.00	1,348,390.61	(60.74	)	(6,366.09	)	—	—	2.75	0.733		FA	4,680.00	65,983.33		11/6/2013	2/10/2016
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND			8,770,894.00	8,732,318.3	8,900,000.00	8,804,488.43	(72,170.13	)	6,919.49		—	—	0.85	1.179		FA	166,170.77	42,625.00		6/19/2013	8/2/2017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND			6,796,143.75	6,870,798.62	6,875,000.00	6,803,853.15	66,945.47		3,349.5		—	—	2.2	2.424		MS	97,026.40	36,670.33		9/3/2013	3/6/2019
BRSMNJ591	UNILEVER PLC SENIOR CORP BND EMTN	D		795,526.11	801,088.27	480,000.00	795,534.16	5,554.11		8.05		—	2,105.15	2	2.063		DEC	45,983.02	—		3/19/2014	12/19/2018
907818DW5	UNION PACIFIC CORP SENIOR CORP BND			4,953,502.40	4,975,137.47	4,960,000.00	4,953,747.92	21,389.55		245.52		—	—	2.25	2.277		FA	4,586.00	50,732.63		1/7/2014	2/15/2019
G924502M9	UNITED KINGDOM GILT GOVT BND	D		30,773,872.33	30,783,524.65	16,400,000.00	30,742,358.6	41,166.05		(39,399.06	)	—	70,877.4	4.5	1.798		MS	2,751.81	326,322.18		3/31/2014	3/7/2019
G92450QY7	UNITED KINGDOM GILT GOVT BND	D		888,423.73	901,431.34	510,000.00	876,195.59	25,235.75		(61,681.68	)	—	26,253.66	4.75	0.444		MS	—	1,895.73		11/22/2013	9/7/2015
G92450YY8	UNITED KINGDOM GILT GOVT BND	D		35,123,072.21	35,633,320.67	19,890,000.00	34,663,494.79	969,825.88		(405,641.64	)	—	1,080,667.98	4	0.759		MS	10,380.00	13,287.26		11/29/2013	9/7/2016
G92451CZ7	UNITED KINGDOM GILT GOVT BND	D		2,784,428.42	2,814,340.92	1,650,000.00	2,777,998.29	36,342.63		(15,046.62	)	—	37,805.63	2	0.683		JJ	—	144,414.24		1/31/2014	1/22/2016
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D		41,442,238.73	42,090,902.82	25,710,000.00	41,473,116.07	617,786.75		38,396.02		—	676,034.61	1.25	1.652		JJ	—	2,348.44		2/28/2014	7/22/2018
G92450YT9	UNITED KINGDOM GILT IBND GOVT 3 MO	D		5,985,797.68	6,017,172.34	2,500,000.00	5,981,402.71	35,769.63		(4,394.97	)	—	30,678.7	1.25	(1.572	)	MN	—	—		3/28/2014	11/22/2017
911312AL0	UNITED PARCEL SERVICE INC CORP BND			12,414,426.00	11,800,000	11,800,000.00	11,800,000	—		(40,232.17	)	—	—	3.875	2.478		AO	48,291.67	—		12/14/2011	4/1/2014
912828B33	UNITED STATES TREASURY GOVT BND			26,568,781.25	26,316,095.3	26,550,000.00	26,568,370.72	(252,275.42	)	(410.53	)	—	—	1.5	1.485		JJ	7,826.09	(4,239.13	)	2/27/2014	1/31/2019
912828C24	UNITED STATES TREASURY GOVT BND			6,466,318.37	6,410,250	6,475,000.00	6,466,388.36	(56,138.36	)	72.53		—	—	1.5	1.528		FA	3,628.84	102,396.72		3/13/2014	2/28/2019
912828C32	UNITED STATES TREASURY GOVT BND			10,001,562.50	9,962,100.2	10,000,000.00	10,001,541.48	(39,441.28	)	(21.02	)	—	—	0.75	0.745		MS	—	23,578.23		3/14/2014	3/15/2017
912828NF3	UNITED STATES TREASURY GOVT BND			8,627,547.17	8,437,852.5	8,250,000.00	8,423,545.52	14,306.98		(36,763.09	)	—	—	2.125	0.314		MN	58,271.49	49,375.00		12/11/2012	5/31/2015
912828NZ9	UNITED STATES TREASURY GOVT BND			8,063,827.25	8,020,238.24	7,900,000.00	7,984,688.4	35,549.84		(14,011.18	)	—	—	1.25	0.529		MS	3,608.70	14,058.42		8/28/2013	9/30/2015
912828PE4	UNITED STATES TREASURY GOVT BND			11,229,673.57	11,170,830.11	11,000,000.00	11,156,877.97	13,952.14		(24,605.11	)	—	—	1.25	0.344		AO	—	2,720.99		11/26/2013	10/31/2015
912828QF0	UNITED STATES TREASURY GOVT BND			8,394,687.50	8,252,479.28	8,000,000.00	8,254,908.74	(2,429.46	)	(30,299.63	)	—	—	2	0.459		AO	5,217.39	30,000.00		2/1/2013	4/30/2016
912828QM5	UNITED STATES TREASURY GOVT BND			24,238,205.40	24,026,402.4	24,000,000.00	24,023,207.29	3,195.11		(47,469.46	)	—	—	1	0.204		MN	262,355.76	—		2/14/2013	5/15/2014
912828QS2	UNITED STATES TREASURY GOVT BND			119,865,008.02	119,167,790	119,000,000.00	119,131,720.2	36,069.80		(158,064.24	)	—	—	0.75	0.212		JD	4,198.90	10,000.00		2/5/2013	6/15/2014
912828QX1	UNITED STATES TREASURY GOVT BND			68,538,985.82	68,318,282.02	66,900,000.00	67,682,010.35	636,271.67		(82,484.07	)	—	—	1.5	0.992		JJ	58,819.84	135,453.04		8/16/2011	7/31/2016

912828RE2	UNITED STATES TREASURY GOVT BND	25,837,277.63	25,903,030.5	25,950,000.00	25,846,773.53	56,256.97		5,976.52		—	—	1.5	1.592	FA	63,995.81	15,143.28		3/19/2014	8/31/2018
912828RF9	UNITED STATES TREASURY GOVT BND	63,202,549.81	63,106,699.39	62,550,000.00	62,969,603.36	137,096.03		(41,574.59	)	—	—	1	0.719	FA	181,097.57	53,328.73		3/12/2014	8/31/2016
912828RH5	UNITED STATES TREASURY GOVT BND	6,599,446.48	6,511,395.74	6,570,000.00	6,597,353.3	(85,957.56	)	(2,731.66	)	—	—	1.375	1.279	MS	2,030.39	27,548.56		11/26/2013	9/30/2018
912828RM4	UNITED STATES TREASURY GOVT BND	54,684,656.55	54,655,790.55	54,250,000.00	54,561,149.21	94,641.34		(66,243.21	)	—	—	1	0.775	AO	39,491.72	92,582.11		11/26/2013	10/31/2016
912828RU6	UNITED STATES TREASURY GOVT BND	24,025,195.46	24,032,627.73	23,950,000.00	24,011,481	21,146.73		(6,966.37	)	—	—	0.875	0.777	MN	6,734.19	30,619.82		5/3/2013	11/30/2016
912828SC5	UNITED STATES TREASURY GOVT BND	13,627,718.99	13,617,407.73	13,600,000.00	13,617,059	348.73		(2,002.42	)	—	—	0.875	0.83	JJ	19,236.46	80,425.85		11/22/2013	1/31/2017
912828SD3	UNITED STATES TREASURY GOVT BND	4,431,919.09	4,408,964.87	4,500,000.00	4,434,928.02	(25,963.15	)	2,663.23		—	—	1.25	1.562	JJ	—	50,846.16		2/20/2014	1/31/2019
912828SE1	UNITED STATES TREASURY GOVT BND	34,901,478.75	35,085,751	35,050,000.00	35,006,324.19	79,426.81		15,036.94		—	—	0.25	0.393	FA	51,318.33	(3,905.05	)	5/21/2012	2/15/2015
912828SJ0	UNITED STATES TREASURY GOVT BND	3,003,642.86	3,000,449.97	3,000,000.00	3,003,115.09	(2,665.12	)	(259.38	)	—	—	0.875	0.839	FA	42,251.38	—		9/27/2013	2/28/2017
912828SK7	UNITED STATES TREASURY GOVT BND	6,010,176.35	6,013,140	6,000,000.00	6,004,130.31	9,009.69		(1,071.13	)	—	—	0.375	0.303	MS	1,358.70	7,812.50		11/26/2012	3/15/2015
912828SM3	UNITED STATES TREASURY GOVT BND	12,462,082.16	12,482,121.38	12,450,000.00	12,460,446.78	21,674.60		(1,975.24	)	—	—	1	0.971	MS	35,403.14	(17,737.24	)	1/6/2014	3/31/2017
912828SP6	UNITED STATES TREASURY GOVT BND	7,861,844.65	7,867,976.5	7,850,000.00	7,854,879.32	13,097.18		(1,190.42	)	—	—	0.375	0.315	AO	7,583.20	(3,262.36	)	10/9/2012	4/15/2015
912828SU5	UNITED STATES TREASURY GOVT BND	5,143,177.41	5,155,614.01	5,150,000.00	5,146,012.72	9,601.29		881.99		—	—	0.25	0.319	MN	—	2,921.27		6/12/2013	5/15/2015
912828SY7	UNITED STATES TREASURY GOVT BND	3,951,575.90	3,953,760.08	4,000,000.00	3,951,617.37	2,142.71		41.47		—	—	0.625	1.014	MN	1,049.72	2,500.00		3/28/2014	5/31/2017
912828TB6	UNITED STATES TREASURY GOVT BND	6,493,334.28	6,439,614.94	6,500,000.00	6,490,433.84	(50,818.90	)	718.08		—	—	0.75	0.796	JD	5,473.01	15,714.95		11/8/2013	6/30/2017
912828TD2	UNITED STATES TREASURY GOVT BND	15,969,116.10	16,015,040	16,000,000.00	15,984,997.12	30,042.88		2,877.83		—	—	0.25	0.323	JJ	—	28,593.75		3/11/2013	7/15/2015
912828TG5	UNITED STATES TREASURY GOVT BND	7,100,922.56	7,062,191.93	7,200,000.00	7,122,085.8	(59,893.87	)	5,690.89		—	—	0.5	0.83	JJ	2,038.05	14,722.89		6/10/2013	7/31/2017
912828TM2	UNITED STATES TREASURY GOVT BND	8,567,712.75	8,553,056.74	8,700,000.00	8,578,061.55	(25,004.81	)	8,670.34		—	—	0.625	1.044	FA	6,468.44	26,778.31		12/27/2013	8/31/2017
912828TP5	UNITED STATES TREASURY GOVT BND	9,840,837.40	9,853,447.89	9,850,000.00	9,843,335.5	10,112.39		1,266.61		—	—	0.25	0.297	MS	12,456.13	25,366.77		12/19/2013	9/15/2015
912828TS9	UNITED STATES TREASURY GOVT BND	19,148,635.61	18,941,405.61	19,300,000.00	19,177,136.26	(235,730.65	)	8,537.17		—	—	0.625	0.81	MS	62,193.66	(13,748.78	)	11/8/2013	9/30/2017
912828TW0	UNITED STATES TREASURY GOVT BND	11,448,915.19	11,412,776.23	11,600,000.00	11,462,282.08	(49,505.85	)	8,163.86		—	—	0.75	1.089	AO	46,253.80	(8,091.69	)	2/4/2014	10/31/2017
912828UA6	UNITED STATES TREASURY GOVT BND	21,802,932.31	21,441,181.18	21,930,000.00	21,811,385.12	(370,203.94	)	3,214.64		—	—	0.625	0.774	MN	45,908.94	86,013.75		3/12/2014	11/30/2017
912828UE8	UNITED STATES TREASURY GOVT BND	29,963,815.92	29,416,200.3	30,000,000.00	29,971,759.2	(555,558.90	)	1,845.12		—	—	0.75	0.776	JD	20,932.32	4,435.20		3/22/2013	12/31/2017
912828UG3	UNITED STATES TREASURY GOVT BND	15,193,382.83	15,207,751.25	15,200,000.00	15,194,902.45	12,848.80		308.43		—	—	0.375	0.394	JJ	23,209.01	53,895.13		12/19/2013	1/15/2016
912828UJ7	UNITED STATES TREASURY GOVT BND	19,691,484.38	19,674,200.4	20,000,000.00	19,710,964.15	(36,763.75	)	17,323.86		—	—	0.875	1.262	JJ	39,364.64	501.38		2/13/2014	1/31/2018
912828UM0	UNITED STATES TREASURY GOVT BND	15,012,890.63	14,999,700.15	15,000,000.00	15,010,914.89	(11,214.74	)	(1,426.98	)	—	—	0.375	0.336	FA	22,955.26	(1,737.90	)	11/26/2013	2/15/2016
912828UR9	UNITED STATES TREASURY GOVT BND	13,998,730.47	13,776,546.14	14,100,000.00	14,019,877.49	(243,331.35	)	4,965.97		—	—	0.75	0.898	FA	13,487.08	86,056.25		3/8/2013	2/28/2018

912828UW8	UNITED STATES TREASURY GOVT BND		7,948,856.39	7,937,163.36	7,970,000.00	7,955,465.41	(18,302.05	)	1,755.63		—	—	0.25	0.34		AO	2,838.40	—		4/25/2013	4/15/2016
912828UZ1	UNITED STATES TREASURY GOVT BND		38,658,411.39	37,971,470.82	39,200,000.00	38,747,834.6	(776,363.78	)	26,973.27		—	—	0.625	0.913		AO	31,852.34	5,500.00		11/8/2013	4/30/2018
912828VC1	UNITED STATES TREASURY GOVT BND		16,852,088.21	16,913,299.66	17,000,000.00	16,879,247.7	34,051.96		16,259.79		—	—	0.25	0.587		MN	168,264.39	(148,843.93	)	3/18/2014	5/15/2016
912828VE7	UNITED STATES TREASURY GOVT BND		19,649,746.39	19,535,451.15	19,898,600.00	19,679,582.48	(144,131.33	)	13,030.79		—	—	1	1.272		MN	91,613.58	186,052.05		2/12/2014	5/31/2018
912828VK3	UNITED STATES TREASURY GOVT BND		4,487,519.53	4,478,939.91	4,500,000.00	4,489,257.05	(10,317.14	)	2,144.52		—	—	1.375	1.433		JD	37,033.84	111,718.75		7/11/2013	6/30/2018
912828VQ0	UNITED STATES TREASURY GOVT BND		42,366,915.07	42,446,399.69	42,720,000.00	42,394,081.23	52,318.46		17,169.31		—	—	1.375	1.55		JJ	15,210.90	67,700.46		11/8/2013	7/31/2018
912828VW7	UNITED STATES TREASURY GOVT BND		3,022,265.40	3,016,890.12	3,000,000.00	3,018,565.33	(1,675.21	)	(1,858.12	)	—	—	0.875	0.62		MS	3,722.32	—		11/22/2013	9/15/2016
912828WB2	UNITED STATES TREASURY GOVT BND		10,584,577.67	10,593,774.42	10,596,000.00	10,586,835.09	6,939.33		1,627.4		—	—	0.25	0.305		AO	—	60.58		11/22/2013	10/31/2015
912828WD8	UNITED STATES TREASURY GOVT BND		10,808,941.30	10,696,080.21	10,870,000.00	10,813,433.07	(117,352.86	)	2,980.23		—	—	1.25	1.368		AO	18,993.06	76,906.08		11/20/2013	10/31/2018
912828WK2	UNITED STATES TREASURY GOVT BND		5,248,149.65	5,247,543.42	5,250,000.00	5,248,233.95	(690.53	)	84.3		—	—	0.095	0.109		JAJO	22,418.57	43,656.25		2/26/2014	1/31/2016
912828SS0	UNITED STATES TREASURY GOVT BOND		16,573,534.62	16,463,864.67	16,500,000.00	16,552,762.88	(88,898.21	)	(4,366.39	)	—	—	0.875	0.77		AO	5,966.85	18,000.00		1/16/2014	4/30/2017
912828UX6	UNITED STATES TREASURY GOVT IBND TIPS		5,406,918.56	5,176,603.25	5,000,000.00	5,390,771.84	(214,168.59	)	(12,381.25	)	—	—	0.125	(1.443	)	AO	30,182.32	(8,051.93	)	5/3/2013	4/15/2018
913017BU2	UNITED TECH CORP SENIOR CORP BND		9,706,645.10	9,880,257.7	9,715,000.00	9,709,620.47	170,637.23		407.44		—	—	1.8	1.818		JD	39,571.54	162,007.99		11/8/2012	6/1/2017
913017BX6	UNITED TECH CORP SENIOR CORP BND		8,033,289.74	8,018,751.59	7,976,000.00	8,001,391.21	17,360.38		(5,352.95	)	—	—	0.736	0.661		MJSD	55,437.50	3,399.38		6/20/2013	6/1/2015
914455KX7	UNIVERSITY MICH UNIV REVS MUNITAX BND RE		3,500,000.00	3,551,135	3,500,000.00	3,500,000	51,135.00		—		—	—	1.754	1.754		AO	—	82,638.89		10/28/2010	4/1/2015
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND R		1,000,000.00	1,010,570	1,000,000.00	1,000,000	10,570.00		—		—	—	1.225	1.225		JD	33,222.22	115,000.00		6/28/2012	12/1/2016
BRSHHYQ77	UNIVISION COMMUN INC. SENIOR SECURED TER	2	1,943,300.69	1,985,809.31	1,980,037.50	1,947,861.36	37,947.95		1,348.95		—	—	—	0.273		FMAN	—	80,796.52		5/29/2013	3/1/2020
BRSJE18C7	UNIVISION COMMUN INC. SENIOR SECURED TER		6,225,778.13	6,236,469.86	6,237,000.00	6,227,023.77	9,446.09		412.39		—	—	—	0.027		MJSD	—	956.67		6/5/2013	3/1/2020
BRSJ8J5P9	US AIRWAYS INC SENIOR SECURED TERM LOAN	1	4,651,280.55	4,671,778.9	4,669,584.20	4,651,131.3	20,647.60		858.29		—	—	—	(0.032	)	MJSD	—	21,537.25		8/15/2013	5/23/2019
91159HHE3	US BANCORP SENIOR CORP BND MTN	1	4,993,800.00	4,979,539.1	5,000,000.00	4,994,278.05	(14,738.95	)	303.6		—	—	1.95	1.976		MN	18,484.44	14,373.39		11/4/2013	11/15/2018
91159HHF0	US BANCORP SENIOR CORP BND MTN	1	1,350,000.00	1,352,456.99	1,350,000.00	1,350,000	2,456.99		—		—	—	0.726	0.728		FMAN	2,594.83	8,174.87		11/4/2013	11/15/2018
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	7,498,875.00	7,503,990	7,500,000.00	7,498,937.33	5,052.67		62.33		—	—	1.1	1.105		JJ	16,266.19	24,894.49		1/27/2014	1/30/2017
90331HMD2	US BANK NATIONAL ASSOCIATION SENIOR CORP	1	3,000,000.00	2,999,160	3,000,000.00	3,000,000	(840.00	)	—		—	—	0.466	0.466		JAJO	1,143.21	2,810.53		1/27/2014	1/30/2017
BRSK7APE9	US RENAL CARE INC SECURED TERM NOTES	1	1,715,917.11	1,736,378.97	1,735,650.00	1,717,746.38	18,632.59		835.05		—	—	—	0.195		MJSD	—	17,892.65		9/30/2013	7/3/2019
BRSK280V8	US SILICA CO SENIOR SECURED TERM LOAN		2,054,345.38	2,071,307.02	2,061,422.50	2,054,988.81	16,318.21		275.24		—	—	—	0.049		MJSD	—	(3,224.38	)	8/14/2013	7/22/2020
92867DAD2	VALET_11-1 ABS_11-1 A4	2	2,061,164.86	2,014,560.48	1,999,008.20	2,007,928.29	6,632.19		(4,642.45	)	—	—	1.98	0.913		MON	—	3,537.99		9/15/2011	9/20/2017
92867MAC4	VALET_13-1 ABS 13-1	2	5,689,676.24	5,685,259.95	5,690,000.00	5,689,786.15	(4,526.20	)	23.14		—	—	0.56	0.562		MON	22,500.00	242.68		2/21/2013	8/21/2017

92867MAB6	VALET_13-1 ABS_13-1 A2		2	4,199,863.90	4,199,256.39	4,200,138.59	4,200,021.55	(765.16	)	47.27		—	—	0.37	0.375		MON	—	6,321.49		2/21/2013	1/20/2016
92867PAC7	VALET_13-2 ABS_13-2 A3		2	4,044,066.83	4,036,979.57	4,045,000.00	4,044,201.55	(7,221.98	)	110.14		—	—	0.7	0.71		MON	—	1,873.56		11/6/2013	4/20/2018
92867PAD5	VALET_13-2 ABS_13-2 A4		2	5,279,070.19	5,242,769.45	5,280,000.00	5,279,158.26	(36,388.81	)	77.61		—	—	1.16	1.167		MON	1,741.20	9,661.30		11/6/2013	3/20/2020
922764AA3	VENTERRA RE LTD CORP BND 144A	F		7,500,000.00	7,707,900	7,500,000.00	7,500,000	207,900.00		—		—	—	3.775	3.814		MJSD	—	99,195.83		12/20/2013	1/9/2017
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND			733,862.96	726,965.97	710,000.00	727,488.22	(522.25	)	(1,658.35	)	—	—	2	1.031		MN	—	6,378.13		4/11/2013	11/1/2016
92343VAY0	VERIZON COMMUNICATIONS INC CORP BND			2,277,581.00	2,242,363.29	2,150,000.00	2,237,374.71	4,988.58		(10,675.26	)	—	—	3	0.944		AO	1,249.83	6,648.19		4/22/2013	4/1/2016
92344GAW6	VERIZON COMMUNICATIONS INC CORP BND			5,970,030.00	5,821,551.45	5,500,000.00	5,630,966.14	190,585.31		(23,486.8	)	—	—	4.9	3.21		MS	32,190.83	—		2/17/2010	9/15/2015
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,245,230.00	2,210,174.74	2,250,000.00	2,246,542.6	(36,367.86	)	234.61		—	—	1.1	1.144		MN	26,714.17	—		11/2/2012	11/1/2017
92343VBL7	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,125,000.00	2,185,944.92	2,125,000.00	2,125,000	60,944.92		—		—	—	1.763	1.782		MJSD	45,000.00	92,899.31		9/11/2013	9/15/2016
92343VBN3	VERIZON COMMUNICATIONS INC SENIOR CORP B			4,645,745.00	4,792,888.8	4,625,000.00	4,642,994.6	149,894.20		(1,781.7	)	—	—	2.5	2.334		MS	1,986.04	22,695.09		11/5/2013	9/15/2016
92343VBP8	VERIZON COMMUNICATIONS INC SENIOR CORP B			4,114,835.40	4,382,405.95	4,115,000.00	4,114,838.66	267,567.29		2.3		—	—	3.65	3.651		MS	13,199.65	18,401.91		9/11/2013	9/14/2018
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP B			11,029,772.94	11,178,413.84	10,293,000.00	11,001,401.35	177,012.49		(24,095.12	)	—	—	4.5	3.307		MS	33,950.00	73,500.00		12/11/2013	9/15/2020
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES		1	2,859,639.42	2,878,055.72	2,865,519.07	2,860,537.34	17,518.38		222.66		—	—	—	0.031		MJSD	—	13,308.11		4/3/2013	10/3/2019
BRSHKZ9A2	VEYANCE TECHNOLOGIES INC SENIOR SECURED			4,875,750.00	4,987,892.25	4,950,000.00	4,892,892.36	94,999.89		4,198.61		—	—	—	0.331		MJSD	—	32,018.60		3/6/2013	9/15/2017
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM NOT	F	2	5,318,750.00	5,313,110.6	5,320,000.00	5,318,845.94	(5,735.34	)	593.55		—	—	—	0.003		FMAN	—	5,259.38		9/25/2013	6/8/2020
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CO		1	6,003,420.00	5,852,930.16	6,000,000.00	6,002,830.65	(149,900.49	)	(194.91	)	—	—	1.2	1.186		JJ	19,695.83	—		2/27/2013	1/15/2018
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		3,855,050.97	3,823,847.91	3,867,000.00	3,858,592.46	(34,744.55	)	584.02		—	—	1.25	1.314		MS	5,917.71	—		9/19/2012	9/26/2017
92857WBB5	VODAFONE GROUP PLC SENIOR CORP BND	F		9,120,000.00	9,125,016	9,120,000.00	9,120,000	5,016.00		—		—	—	0.62	0.675		FMAN	14,778.44	—		2/11/2013	2/19/2016
BRSESZBW0	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		1,553,957.45	1,603,046.34	950,000.00	1,545,865.79	57,180.55		(2,755.25	)	—	56,162.1	2	1.252		AO	17,216.35	(1,592.45	)	11/27/2013	10/23/2015
928670AR9	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F		5,000,000.00	5,017,600.25	5,000,000.00	5,000,000	17,600.25		—		—	—	0.835	0.912		FMAN	64,895.83	—		11/13/2012	11/20/2014
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F		10,345,446.00	10,348,128.51	10,350,000.00	10,345,991.56	2,136.95		394.33		—	—	1.125	1.14		MN	167,755.16	2,810.25		11/13/2013	11/18/2016
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			4,590,450.00	4,581,855	4,500,000.00	4,565,697.16	16,157.84		(6,295.95	)	—	—	1.875	1.281		OCT	20,309.00	40,618.00		4/3/2013	10/13/2016
92867KAC8	VWALT_12-A ABS_12-A A3		2	2,050,820.54	2,055,163.62	2,051,225.25	2,051,124.89	4,038.73		59.15		—	—	0.87	0.881		MON	114,125.00	—		6/13/2012	7/20/2015
BRSM3TBY9	VWR FUNDING INC SENIOR SECURED TERM LOAN			3,674,167.05	3,709,646.91	3,693,874.06	3,675,087.95	34,558.96		920.9		—	—	—	(0.047	)	JAJO	—	6,232.56		2/6/2014	4/3/2017
BRSLY7M07	W R GRACE & CO - CONN SENIOR SECURED TER		1	4,553,325.00	4,561,404.58	4,564,736.84	4,553,486.79	7,917.79		161.79		—	—	—	0.036		MJSD	—	(254.88	)	1/24/2014	2/3/2021
931142BY8	WAL-MART STORES INC CORP BND			4,448,840.00	4,202,616	4,000,000.00	4,202,269.69	346.31		(40,079.55	)	—	—	4.5	0.443		JJ	8,184.56	11,098.78		9/13/2012	7/1/2015
931142CR2	WAL-MART STORES INC CORP BND			993,090.00	1,024,657	1,000,000.00	998,533.8	26,123.20		354.44		—	—	2.875	3.025		AO	25,072.92	—		3/24/2010	4/1/2015

931142CX9	WAL-MART STORES INC CORP BND			1,665,938.25	1,702,696.83	1,675,000.00	1,672,083.73	30,613.10		453.42		—	—	1.5	1.613		AO	6,666.67	25,000.00		10/18/2010	10/25/2015
931142DC4	WAL-MART STORES INC CORP BND			1,769,392.50	1,712,180.89	1,650,000.00	1,721,419.5	(9,238.61	)	(8,593.1	)	—	—	2.8	0.659		AO	4,878.75	9,757.50		10/9/2013	4/15/2016
931142DE0	WAL-MART STORES INC SENIOR CORP BND			4,351,907.95	4,362,923.4	4,355,000.00	4,352,904.04	10,019.36		253.65		—	—	0.6	0.624		AO	6,686.11	—		4/4/2013	4/11/2016
931142DF7	WAL-MART STORES INC SENIOR CORP BND			6,993,560.00	6,859,231.47	7,000,000.00	6,994,784.1	(135,552.63	)	312.12		—	—	1.125	1.144		AO	15,625.00	—		4/4/2013	4/11/2018
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BN			9,014,656.75	8,971,484.83	9,075,000.00	9,030,100.86	(58,616.03	)	2,956.07		—	—	1.1	1.238		JD	21,767.64	48,331.25		2/11/2013	12/1/2017
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2	2,515,771.90	2,437,969.56	2,541,584.89	2,517,576.65	(79,607.09	)	993.61		—	—	2.354	2.551		MON	15,673.24	48,117.47		1/10/2008	10/25/2035
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			1,031,538.18	1,031,811.08	1,027,633.75	1,025,627.74	6,183.34		142.43		—	—	—	(1.368	)	MJSD	—	17,915.78		5/30/2013	3/23/2018
BRSHTMBM3	WEIGHT WATCHERS INTL INC SENIOR SECURED		1	4,656,341.24	3,679,195.04	4,727,250.00	4,665,845.35	(986,650.31	)	2,664.29		—	—	—	0.215		JAJO	—	9,893.98		4/1/2013	4/2/2020
94974BEU0	WELLS FARGO & COMPANY CORP BND			3,395,750.00	3,511,326.2	3,400,000.00	3,399,071.31	112,254.89		(546.59	)	—	—	3.625	3.651		AO	37,530.13	78,508.68		1/5/2012	4/15/2015
94974BFA3	WELLS FARGO & COMPANY CORP BND			4,014,400.00	4,031,480.4	4,000,000.00	4,004,970.52	26,509.88		(1,549.58	)	—	—	1.25	1.106		FA	5,988.89	1,401.74		7/24/2012	2/13/2015
94974BEZ9	WELLS FARGO & COMPANY SENIOR CORP BND			2,992,320.00	3,127,172.01	3,000,000.00	2,995,727.21	131,444.80		376.18		—	—	2.625	2.68		JD	16,375.69	2,099.45		12/5/2011	12/15/2016
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND			12,617,045.87	12,668,996.82	12,526,000.00	12,573,997.28	94,999.54		(9,493.9	)	—	—	1.5	1.19		JJ	55,856.28	30,947.00		2/13/2013	7/1/2015
94974BFF2	WELLS FARGO & COMPANY SENIOR CORP BND			2,231,519.40	2,223,363.91	2,200,000.00	2,216,543.63	6,820.28		(3,288.8	)	—	—	1.155	0.627		MJSD	1,117.96	1,479.76		2/11/2013	6/26/2015
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND			498,860.00	495,193.45	500,000.00	498,918.26	(3,724.81	)	58.26		—	—	1.5	1.559		JJ	6,222.22	(3,577.78	)	1/10/2014	1/16/2018
94974BFK1	WELLS FARGO & COMPANY SENIOR CORP BND			5,000,000.00	5,046,150.2	5,000,000.00	5,000,000	46,150.20		—		—	—	0.867	0.906		JAJO	—	1,503.50		4/16/2013	4/23/2018
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND			4,750,000.00	4,764,202.69	4,750,000.00	4,750,000	14,202.69		—		—	—	0.767	0.795		JAJO	3,425.48	5,592.85		7/22/2013	7/20/2016
94974BFQ8	WELLS FARGO & COMPANY SENIOR CORP BND			2,743,977.50	2,748,343.57	2,750,000.00	2,744,406.35	3,937.22		267.55		—	—	2.15	2.195		JJ	—	12,681.84		10/21/2013	1/15/2019
BRSMB8L58	WESCO AIRCRAFT SENIOR SECURED TERM NOTES		1	1,502,027.03	1,502,034.56	1,505,791.51	1,502,043.35	(8.79	)	16.32		—	—	—	0.036		MJSD	—	—		2/24/2014	2/28/2021
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM		1	558,600.00	564,535.13	558,600.00	558,600	5,935.13		—		—	—	—	—		FMAN	—	(6,324.87	)	12/17/2013	11/12/2020
9612EMAK5	WESTPAC BANKING CORP - GTD CORP BND 144A	F		309,540.00	304,877.4	300,000.00	304,668.65	208.75		(1,671.37	)	—	—	2.7	0.437		JD	—	1,750.00		7/8/2013	12/9/2014
961214BN2	WESTPAC BANKING CORP CORP BND	F		2,367,157.50	2,321,676	2,250,000.00	2,316,095.67	5,580.33		(12,067.6	)	—	—	3	0.8		FA	1,890.85	4,599.38		3/7/2013	8/4/2015
96122WAB6	WESTPAC BANKING CORP SECURED LOCAL BND 1	F		4,498,676.97	4,470,338.59	4,421,000.00	4,466,577	3,761.59		(8,687.44	)	—	—	1.375	0.575		JJ	16,667.19	11,168.06		4/26/2013	7/17/2015
961214BX0	WESTPAC BANKING CORP SENIOR CORP BND	F		4,000,000.00	4,034,280.4	4,000,000.00	4,000,000	34,280.40		—		—	—	0.993	1.129		MJSD	3,040.15	4,515.99		9/18/2012	9/25/2015
961214BY8	WESTPAC BANKING CORP SENIOR CORP BND	F		4,539,773.25	4,569,921.37	4,545,000.00	4,541,871.55	28,049.82		431.8		—	—	0.95	0.989		JJ	5,319.73	12,433.87		1/7/2013	1/12/2016
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN	F		1,999,420.00	1,984,484.56	2,000,000.00	1,999,556.12	(15,071.56	)	28.24		—	—	1.6	1.606		JJ	4,338.51	10,553.13		1/7/2013	1/12/2018
949781AC2	WFMBS CMO 05-AR1 2A1		2	409,692.72	421,158.86	419,928.47	410,557.87	10,600.99		667.97		—	—	2.61	3.107		MON	—	5,316.77		5/27/2008	2/25/2035
949781AA6	WFMBS CMO 05-AR1 1A1		2	1,747,326.38	1,806,684.6	1,790,031.93	1,752,463.51	54,221.09		1,786.29		—	—	2.61	3.05		MON	—	2,829.70		12/5/2006	2/25/2035

94982BAG5	WFMBS CMO 05-AR8 3A2		2	433,566.09	448,471.99	441,078.20	434,963.88	13,508.11		472.02		—	—	2.64	2.961	MON	4,244.79	(3,177.08	)	12/15/2005	6/25/2035
949797AA2	WFMBS WHOLE CMO 07-15 A1		2	164,899.65	163,749.63	163,862.70	164,786.66	(1,037.03	)	(50.81	)	—	—	6	5.789	MON	—	920.31		1/17/2008	11/25/2037
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1		2	136,682.94	140,385.67	137,889.46	136,824.77	3,560.90		42.32		—	—	2.615	2.759	MON	—	49,894.23		1/14/2008	12/25/2034
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	1,282,051.83	1,339,964.18	1,319,099.98	1,287,764.68	52,199.50		1,990.41		—	—	2.615	3.223	MON	—	3,051.90		7/19/2006	4/25/2035
981464DG2	WFNMT_12-C ABS 12-C		2	3,188,784.29	3,193,582.37	3,190,000.00	3,189,098.16	4,484.21		48.34		—	—	2.23	2.247	MON	4,983.36	17,649.64		7/13/2012	8/15/2022
981464DX5	WFNMT_13-B ABS 13-B		2	1,624,986.35	1,616,697.47	1,625,000.00	1,624,978.94	(8,281.47	)	(2.23	)	—	—	0.91	0.911	MON	—	1,141.40		5/14/2013	3/16/2020
BRSFD0DY4	WINDSTREAM CORP SENIOR SEC TERM NOTES			2,610,061.25	2,639,391.49	2,636,425.51	2,616,005.8	23,385.69		924.28		—	—	—	0.143	FMAN	—	8,504.11		8/3/2012	8/8/2019
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN		2	2,695,875.00	2,694,864.05	2,695,875.00	2,695,875	(1,010.95	)	—		—	—	—	—	JAJO	—	9,902.45		1/10/2013	1/23/2020
BRSF5Z2P7	WIRECO WORLDGROUP INC TERM NOTES			3,047,343.75	3,101,210.94	3,078,125.00	3,058,670.58	42,540.36		1,713.8		—	—	—	0.217	MJSD	—	5,919.23		6/28/2012	2/15/2017
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CO		1	2,500,000.00	2,457,641.4	2,500,000.00	2,500,000	(42,358.60	)	—		—	—	1.7	1.7	JD	1,514.06	—		6/10/2013	6/15/2018
982526AR6	WM WRIGLEY JR CO SENIOR CORP BND 144A			1,005,540.00	1,007,797.93	1,000,000.00	1,004,765.77	3,032.16		(452.47	)	—	—	1.4	1.21	AO	5,333.33	—		10/24/2013	10/21/2016
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	3,995,575.00	4,031,691.61	4,000,000.00	3,995,943.98	35,747.63		204.23		—	—	2.4	2.423	AO	11,367.25	30,806.93		10/17/2013	10/21/2018
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2	2,969,436.36	2,847,382.42	3,240,858.26	2,996,588.01	(149,205.59	)	(3,892.4	)	—	—	5.5	7.555	MON	3,893.41	12,023.48		12/17/2007	11/25/2035
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		2	3,010,490.75	2,999,577.72	3,010,490.75	3,010,490.75	(10,913.03	)	—		—	—	—	—	FMAN	—	58,590.59		9/6/2013	7/1/2020
98158PAC2	WOART_11-B ABS_11-B A3		2	151,184.81	151,575.15	151,185.09	151,183.67	391.48		1.2		—	—	0.96	0.961	MON	—	1,806.87		11/2/2011	8/15/2016
98158KAD1	WORLD OMNI AUTO RECEIVABLES TR ABS 11-A		2	3,681,167.12	3,706,511.16	3,681,330.93	3,681,258.97	25,252.19		81.83		—	—	1.91	1.918	MON	2,328.53	—		3/2/2011	4/15/2016
BRSLKWZ29	WTG HOLDINGS III CORP SENIOR SECURED TER		1	461,518.31	466,302.8	463,837.50	461,581.8	4,721.00		69.3		—	—	—	0.071	MJSD	—	18,208.11		12/12/2013	1/15/2021
984121CF8	XEROX CORPORATION SENIOR CORP BND			1,298,375.00	1,351,981.15	1,300,000.00	1,299,011.23	52,969.92		78.93		—	—	2.95	2.977	MS	5,833.34	65,625.00		3/8/2012	3/15/2017
983919AG6	XILINX, INC. SENIOR CORP BND			1,989,540.00	1,983,404.54	2,000,000.00	1,989,646.6	(6,242.06	)	106.6		—	—	2.125	2.236	MS	6,181.00	12,362.00		3/5/2014	3/15/2019
98417EAU4	XSTRATA FINANCE CANADA LTD SENIOR CORP B	A		4,128,053.20	4,194,096.42	4,135,000.00	4,129,950.58	64,145.84		331.8		—	—	2.7	2.486	AO	14,737.50	78,611.11		10/18/2012	10/25/2017
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D		1,749,244.45	1,820,128.35	1,000,000.00	1,717,986.11	102,142.24		(5,656.41	)	—	51,634.92	4.75	3.077	APR	13,081.60	65,153.44		11/27/2013	4/12/2018
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	F	1	3,688,627.66	3,663,204.79	3,697,872.34	3,688,627.66	(25,422.87	)	—		—	—	—	0.032	JAJO	—	—		2/7/2014	1/15/2022
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	F	1	2,377,021.28	2,360,638.3	2,382,978.73	2,377,021.28	(16,382.98	)	—		—	—	—	0.032	JAJO	—	—		2/7/2014	1/15/2022
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	F	1	3,909,351.07	3,882,406.92	3,919,148.94	3,909,351.07	(26,944.15	)	—		—	—	—	0.032	JAJO	—	9,927.50		2/7/2014	1/15/2022
					5,287,599,967.68	5,156,215,047.31	5,263,024,131.16	24,575,836.52

Validus Holdings, Ltd. March 31, 2014 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 KINGDOM GILT GOVT BND		G92450NU8	3212014	BA SECURITIES	9072014	6,729,904.93	(150.53	)	(4,520.85	)	—	72,217.6	4,000,000.00	6,736,551.73	22,651.51	—	5	0.358	MS	(15,239.49	)	—
CDP FINANCIAL INC CORP BND 144A		125094AB8	2052014	TORONTO DOMINION SECURITIES IN	11252014	12,289,637.95	21,691.45		(6,438.13	)	—	—	12,100,000.00	12,334,419.39	127,050	—	3	0.585	MN	(70,583.33	)	—
CATER PILLAR FINANCIAL SERVICE CORP BND		14912L4T5	7222013	DEUTSCHE BANK AG	4012014	300,000	—		(516.03	)	—	—	300,000.00	302,751	2,475	—	1.65	0.305	AO	—		—
EATON CORPORATION CORP BND		278058DJ8	8012013	J.P. MORGAN SECURITIES INC	6162014	500,253.21	41.78		(1,274.85	)	—	—	500,000.00	501,045.00	117.36	—	0.563	0.363	MJSD	723.89		—
GOOGLE CORP BND		38259PAA0	7192013	DAIN RAUSCHER INC.	5192014	500,679.92	(9.92	)	(2,208.29	)	—	—	500,000.00	504,200.00	2,291.67	—	1.25	0.223	MN	—		—
SOUTHERN COMPANY (THE) CORP BND		842587CE5	6202013	MIZUHO INTERNATIONAL PLC	5152014	251,079.6	12.9		(223.8	)	—	—	250,000.00	257,885.00	3,919.44	—	4.15	0.587	MN	—		—
CDN S/T INVT BLENDED ACCT		993252329	3312014	J.P. MORGAN SECURITIES INC		1,674,453.11	—		(878.99	)	—	—	1,674,453.11	1,674,453.11	—	—		1.026		169.63		—
WESTERN AST INS CSH RES		52470G205	Multi	UBS WARBURG LLC		5,839,260.46	—		—			—	5,839,260.46	5,839,260.46	—					51.6
DREYFUS UNIVERSAL LIQUIDITY PL		B0A01CHL6	Multi	MIZUHO INTERNATIONAL PLC		2,794,184.76	—		—			—	2,794,184.76	2,794,184.76	—					65.75
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	Multi	No Broker		15,699,083.96	—		194.88			—	15,699,083.96	15,699,083.96	—					967.02
DREYFUS UNIVERSAL USD LIQ FD		DRFUNI$20	Multi	Various		48,101,145.83	—		(39,422.82	)		—	48,101,145.83	48,101,145.83	—					2.11
GOLDMAN SACHS		GLDSCS$03	Multi			20,186,019.71	—		(1,097.94	)		—	20,186,019.71	20,186,019.71	—					1,137.71
BONY CASH RESERVE		S875996$0	Multi			646,545,750.14	—		(35,656.5	)		—	646,545,750.14	646,545,750.14	—					4,437.18
BONY CASH RESERVE		S99992562	Multi			43,843,383.91	—		—			—	43,843,383.91	43,843,383.91	—					6,286.75
BLACKROCK INTL $ RESERVE		S99993578	Multi			13,856.09	—		—			—	13,856.09	13,856.09	—					0.22
ML INST LIQ FUND - AGENCY		BRS263RF1	Multi			3,221,377.37	—		(535.37	)		26,930.13	1,948,419.46	3,221,377.37	—					3,404.52
DREYFUS INSTL RES MONEY #6542		BRS7B4Y98	Multi			23,189,143.86	—		—			—	23,189,143.86	23,189,143.86	—					9.96
						831,679,214.81	21,585.68		(92,578.69	)	—	99,147.73	827,484,701.29	831,744,511.32	158,504.98

Validus Holdings, Ltd. March 31, 2014 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	2,056,190.37	2,193,797.51	2,056,290.37	137,507.14		—	—	—	—	—	—
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	5,012,350.69	3,765,757.24	1,246,593.45		—	—	—	224,827.81	—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	4,938,507.62	6,253,988.12	4,938,507.62	1,315,480.5		—	—	—	—	—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	12,346,731.00	16,013,442.15	12,346,731.00	3,666,711.15		—	—	—	—	—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	3,363,782.77	2,695,559.00	3,363,782.77	(668,223.77	)	—	—	—	—	—	—
BUFFETS INC			7/18/2012	920,570.56	0.07	920,570.56	(920,570.49	)	—	—	—	—	—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	161,522,354.08	214,753,678.70	161,522,354.08	53,231,324.62		—	—	—	—	—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	125,000,000	136,068,210.90	125,000,000	11,068,210.9		—	—	—	—	—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000.00	40,035,089.2	125,000,000.00	(84,964,910.8	)	—	—	—	—	—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	157,500,000.00	199,591,271.8	157,500,000.00	42,091,271.8		—	—	—	—	—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	30,311,996.00	30,499,602	30,311,996.00	187,606		—	—	—	—	—	—
GUARDIAN GROWTH EQUITY			9/4/2009	6,181,301.52	9,823,772.5	6,181,301.52	3,642,470.98		—	—	—	—	—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	33,642.75	17,203.14	16,439.61		—	—	—	—	—	—
Total				632,924,411.6	662,974,422.75	632,924,511.6	30,049,911.15