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