2014.06.30 - Schedule D Cover Page



Validus Holdings, Ltd. June 30, 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
BRSNDLX94	24 HOUR FITNESS WORLDWIDE INC SENIOR SECURED TERM LOAN					798,655.46	812,773.11	806,722.69	798,674.5	14,098.61		—		—	—	—	0.143	MJSD	0	—	5,202,014	5282021
88579YAD3	3M CO CORP BND					5,032,167	5,150,146.59	5,075,000.00	5,055,366.06	94,780.53		1,413.43		—	—	1.375	1.551	MS	17,832.99	3,437.5	9,262,011	9292016
88579YAG6	3M CO SENIOR CORP BND					6,954,360	6,910,683.64	7,000,000.00	6,954,971.86	(44,288.22	)	344.10		—	—	1.625	1.761	JD	7,944.44	12,583.34	5,302,014	6152019
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED LOCAL BND EMTN		D			1,815,821.6	1,899,347	1,110,000.00	1,816,215.09	83,131.91		390.24		—	79,320.14	0.828	0.87	JAJO	3,013.13	6,234.34	1,132,014	1202017
00287YAJ8	ABBVIE INC SENIOR CORP BND					3,992,851.97	4,016,281.72	4,000,000.00	3,994,345.39	21,936.33		1,086.90		—	—	1.75	1.906	MN	10,694.45	17,234.22	8,092,013	11062017
00084DAH3	ABN AMRO BANK NV SENIOR CORP BND 144A		F			5,000,000	5,043,399.8	5,000,000.00	5,000,000	43,399.8		83.29		—	—	1.028	1.038	JAJO	9,136.44	7,053.33	10,232,013	10282016
BRSMDQNY1	ACCELLENT INC SECURED TERM LOAN					3,868,278.18	3,861,044.5	3,868,278.18	3,868,278.18	(7,233.68	)	1,088.21		—	—	—	—	MJSD	0	36,348.91	2,212,014	3122021
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,705,077.15	1,725,692.17	1,751,042.00	1,718,483.15	7,209.02		(65.90	)	—	—	0.408	1.187	FMAN	794.00	3,923.4	8,082,012	11222024
00448MAA9	ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND 144A GOVT GUA		F			176,911.5	178,712.74	177,000.00	176,993.55	1,719.19		—		—	—	3.2	3.211	MN	912.53	—	10,262,009	11032014
BRSKSL4H8	ACOSTA INC SENIOR SECURED TERM NOTES					5,938,668.83	5,991,592.86	5,956,597.85	5,940,258.54	51,334.32		—		—	—	—	0.074	MJSD	0	22,644.26	2,202,014	3022018
00507UAC5	ACTAVIS FUNDING SCS SENIOR CORP BND 144A		F			14,696,937.3	14,751,994.08	14,715,000.00	14,697,048.02	54,946.06		999.89		—	—	2.45	2.476	JD	12,017.24	72,052.84	6,112,014	6152019
BRSM9GPX8	ADS WASTE ESCROW SENIOR SECURED TERM NOTE			1		8,860,050.24	8,831,432.28	8,860,050.24	8,860,050.24	(28,617.96	)	201.70		—	—	—	—	FMAN	0	10,498.27	4,012,014	10092019
00101JAE6	ADT CORP SENIOR CORP BND					3,001,658.45	2,962,500	3,000,000.00	3,001,246.24	(38,746.24	)	1,053.31		—	—	2.25	1.94	JJ	31,125.00	25,000	4,302,013	7152017
BRSHFZFW3	ADVANTAGE SALES & MARKETING IN SENIOR SECURED TERM LOAN					4,085,635.37	4,143,452.73	4,134,728.45	4,098,252.53	45,200.2		301.53		—	—	—	0.252	MJSD	0	15,590.76	4,222,013	12122017
BRSJDYBA6	AEROFLEX INCORPORATED SENIOR SECURED TERM LOAN					3,140,220.53	3,166,621.07	3,154,790.60	3,142,663.35	23,957.72		—		—	—	—	0.071	MJSD	0	62,953.24	5,292,013	11092019
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN			2		876,260.21	887,909.79	878,031.93	876,509.38	11,400.41		447.82		—	—	—	0.029	MJSD	0	61,530.7	6,052,013	4252020
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1			2		360,500	388,360	400,000.00	371,285.06	17,074.94		—		—	—	0.718	1.483	MON	141.63	1,023.52	3,292,010	12262035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1			2		311,937.5	310,030	350,000.00	321,011.85	(10,981.85	)	2,201.15		—	—	0.395	1.114	MON	15.15	1,974.94	3,292,010	12262035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1			2		435,625	426,800	500,000.00	451,298.89	(24,498.89	)	2,172.40		—	—	—	0.833	MON	0	2,199.33	3,292,010	12272032
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A			2		1,595,000	1,597,162.82	1,595,000.00	1,595,000	2,162.82		(17.61	)	—	—	1.154	1.156	MON	715.96	1,349.92	5,132,014	6172031
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOTES		F	2		670,337.36	677,916.56	673,705.90	670,971.05	6,945.51		—		—	—	—	0.076	JAJO	0	69,701.86	3,122,013	10032019
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECURED TERM NOTES		E	2		347,805.85	351,738.33	349,553.62	348,134.64	3,603.69		1,194.81		—	—	—	0.076	MJSD	0	23,147.76	3,122,013	10032019



903724AK8	AID-UKRAINE AGENCY BND	F		4,285,000	4,290,356.25	4,285,000.00	4,285,000	5,356.25		(9,778.64	)	—	—	1.844	1.844	MN	9,876.93	37,067.83	5,142,014	5162019
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND			1,544,936.3	1,526,640.68	1,490,000.00	1,524,051.25	2,589.43		682.59		—	—	2	0.893	FA	12,333.89	5,574.42	3,072,013	8022016
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A G3 144A	F	2	913,420.72	920,519.84	946,549.96	923,863.74	(3,343.9	)	14.44		—	—	0.412	3.591	MON	281.65	5,859.26	11,062,013	5102032
010392ER5	ALABAMA POWER COMPANY CORP BND			562,380	534,249.27	500,000.00	533,502.31	746.96		(8,036.40	)	—	—	5.2	0.809	JJ	11,988.89	14,900	2,252,013	1152016
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND			8,314,843.5	8,329,403.1	8,325,000.00	8,320,608.45	8,794.65		(3,185.76	)	—	—	0.55	0.591	AO	9,666.25	94,659.99	11,082,012	10152015
BRSEF3569	ALERE INC SENIOR SEC TERM NOTES			829,521	841,184.57	837,900.00	833,060.78	8,123.79		12,642.22		—	—	—	0.19	MJSD	0	42,331.46	3,272,012	6302017
BRSDPAC33	ALERE INC SENIOR SEC TERM NOTES			968,925.44	983,791.24	979,949.84	973,302.09	10,489.15		19.94		—	—	—	0.224	MJSD	0	12,727.7	6,262,012	6302017
BRSCE52V7	ALERE INC SENIOR SECURED TERM LOAN			4,412,709.48	4,460,135.44	4,441,149.52	4,425,643.28	34,492.16		1,381.03		—	—	—	0.115	MJSD	0	71,600.55	6,262,012	6302017
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP BND			1,696,481	1,641,411.91	1,700,000.00	1,697,373.08	(55,961.17	)	(196.89	)	—	—	1.35	1.393	MS	6,757.50	33,750	3,072,013	3152018
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOAN	R		1,386,677.51	1,396,628.77	1,393,000.00	1,386,927.22	9,701.55		18,226.40		—	—	—	0.071	MJSD	0	3,050.2	4,012,014	7172020
BRSHFDW29	ALLIANCE LAUNDRY SYST LLC SENIOR SECURED TERM NOTES		2	714,729.29	722,581.65	717,758.31	715,094.52	7,487.13		1,244.49		—	—	—	0.082	MJSD	0	—	11,202,013	12102018
BRSM7G8L5	ALLIED SECURITY HOLDINGS LLC			671,472.39	672,315.95	674,846.62	671,472.39	843.56		470.09			—				0	30,092.44
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC			1,887,829.38	1,893,995.66	1,897,315.96	1,888,276.85	5,718.81		835.72			—				0	—
BRSKDJZL6	ALLISON TRANSMISSION INC SENIOR SECURED TERM NOTES			3,964,847.72	4,000,852.98	3,986,402.27	3,967,581.39	33,271.59		1,066.50		—	—	—	0.091	MJSD	0	38,208.28	9,302,013	8232019
02005MAE2	ALLYA _10-3 ABS _10-3 A4		2	50,791.23	50,834.37	50,809.37	50,809.37	25		—		—	—	1.55	1.566	MON	35.00	1,571.42	8,122,010	8172015
02005TAD9	ALLYA _11-1 ABS_11-1 A4		2	2,202,739	2,212,212.52	2,202,938.15	2,202,838.52	9,374		36.60		—	—	2.23	2.242	MON	2,183.36	10,391.09	2,042,011	3152016
02005YAE6	ALLYA_12-1 ABS_12-1 A3		2	330,715.19	329,287.74	328,929.21	329,368.31	(80.57	)	(31.89	)	—	—	0.93	0.467	MON	135.96	1,114.41	2,222,013	2162016
02005EAC4	ALLYA_12-3 ABS 12-3		2	1,868,659.77	1,872,332.01	1,868,725.37	1,868,699.08	3,632.93		(446.36	)	—	—	0.85	0.852	MON	705.96	1,903.29	5,222,012	8152016
02006EAD1	ALLYA_12-A-A4 ALLYA_12-4-A4		2	7,508,203.13	7,497,382.2	7,500,000.00	7,507,186.27	(9,804.07	)	—		—	—	0.8	0.738	MON	2,333.33	—	3,262,014	10162017
02006MAC5	ALLYA_13-2 ABS 13-2 A3		2	984,961.19	985,867.3	985,000.00	984,969.45	897.85		7,943.89		—	—	0.79	0.793	MON	345.85	3,890.31	10,232,013	1152018
BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR SECURED TERM LOAN		2	2,436,755	2,371,966.71	2,449,000.00	2,438,682.32	(66,715.61	)	907.30		—	—	—	0.071	MJSD	0	72,664.19	5,202,013	5222020
021441AD2	ALTERA CORPORATION SENIOR CORP BND			2,920,524.75	2,936,073.84	2,925,000.00	2,922,393.49	13,680.35		(2,300.16	)	—	—	1.75	1.782	MN	6,540.62	40,193.75	11,082,012	5152017
02209SAK9	ALTRIA GROUP INC CORP BND			2,381,864.36	2,368,987.88	2,278,000.00	2,366,455.12	2,532.76		(10,657.61	)	—	—	4.125	0.854	MS	28,712.29	18,031.25	6,022,014	9112015
023135AK2	AMAZON.COM INC SENIOR CORP BND			3,041,704	3,051,331.02	3,050,000.00	3,046,085.18	5,245.84		403.77		—	—	0.65	0.742	MN	1,872.36	5,500	11,262,012	11272015
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TERM LOAN		2	3,792,370.3	3,807,406.73	3,801,875.00	3,793,924.8	13,481.93		95.96		—	—	—	0.035	MJSD	0	53,479.13	4,232,013	4302020
03065EAD7	AMCAR_13-5 BAS_13-5 A3		2	439,939.85	440,290.4	440,000.00	439,952.03	338.37		25.54		—	—	0.9	0.909	MON	253.00	2,096.28	11,052,013	9102018
02364WBF1	AMERICA MOVIL SA DE CV SENIOR CORP BND	F		5,000,000	5,059,630.25	5,000,000.00	5,000,000	59,630.25		(7,973.89	)	—	—	1.23	1.256	MJSD	3,246.63	71,093.75	9,052,013	9122016



0258M0DG1	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND			4,998,850	5,035,012.45	5,000,000.00	4,999,198.99	35,813.46		—		—	—	1.3	1.308	JJ	27,444.44	177.1	7,242,013	7292016
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CORP BND			2,700,088.63	2,714,540.94	2,705,000.00	2,700,175.22	14,365.72		435.35		—	—	2.125	2.165	MS	16,446.02	22,425	6,022,014	3182019
02665WAB7	AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND			2,991,777.56	3,019,910.19	3,000,000.00	2,992,054.04	27,856.15		(3,606.53	)	—	—	1.125	1.244	AO	7,875.00	58,125	6,022,014	10072016
02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CORP BND 144A			5,000,000	5,021,550	5,000,000.00	5,000,000	21,550		201.08		—	—	0.602	0.648	FMAN	2,927.12	11,815.59	5,222,013	5262016
02666QL43	AMERICAN HONDA FINANCE CORPORA UNSECURED CORP BND 144A			5,812,825.75	5,853,426.58	5,825,000.00	5,820,305.16	33,121.42		86.59		—	—	1	1.073	FA	22,652.78	4,630.43	9,042,012	8112015
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2		2	644,871.19	645,249.89	645,000.00	644,933.47	316.42		(1,269.29	)	—	—	0.65	0.659	MON	267.85	2,390.54	4,032,013	12082017
BRSH4GA51	AMERIFORGE GROUP INC SENIOR SECURED TERM LOAN		2	1,011,955.02	1,027,252.8	1,016,764.87	1,012,811.72	14,441.08		—		—	—	—	0.07	JAJO	0	55,961.33	6,062,014	12192019
02005ACC0	AMOT 2013-2 ABS 12-1		2	2,499,806.75	2,514,450	2,500,000.00	2,499,879.78	14,570.22		59.30		—	—	1.44	1.446	MON	1,600.00	62.68	2,152,012	2152017
BRSJQMFE6	AMR CORPORATION SENIOR SECURED TERM LOAN			3,219,676.04	3,246,137.54	3,235,799.16	3,221,779.17	24,358.37		—		—	—	—	0.086	MJSD	0	—	9,302,013	6272019
02587UAB6	AMXCA_12-5 ABS 12-5		2	1,149,890.64	1,152,176.34	1,150,000.00	1,149,951.76	2,224.58		10.42		—	—	0.59	0.594	MON	301.56	1,630.2	11,012,012	5152018
02582JGJ3	AMXCA_13-3 ABS_13-3 A		2	5,459,374.29	5,467,721.04	5,460,000.00	5,459,444.57	8,276.47		1,548.63		—	—	0.98	0.984	MON	2,378.13	11,691.65	11,052,013	5152019
02582JGD6	AMXCA-12 ABS_		2	12,068,322.28	12,073,130.01	12,035,000.00	12,062,209.8	10,920.21		(1,016.86	)	—	—	0.68	0.476	MON	3,637.25	14,666.66	3,282,014	3152018
034863AM2	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	F		1,743,367.5	1,789,375	1,750,000.00	1,743,541.11	45,833.89		—		—	—	2.625	2.672	AO	15,239.58	457.47	3,262,012	4032017
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A	F		4,989,050	5,135,595.3	5,000,000.00	4,993,789.67	141,805.63		58.43		—	—	4.125	4.188	AO	32,083.33	4,531.25	4,082,014	4152021
035229CY7	ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP ND			4,445,080	4,095,640	4,000,000.00	4,058,180.75	37,459.25		979.15		—	—	5	2.267	JJ	92,222.22	13,337.5	9,232,010	1152015
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND			19,613,089.04	19,758,135.93	19,652,000.00	19,616,248.18	141,887.75		3,252.58		—	—	1.25	1.626	JJ	180,743.82	77,385.42	4,012,014	1172018
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND			1,725,937.5	1,733,403.35	1,750,000.00	1,727,441.39	5,961.96		(33,124.43	)	—	—	2.15	2.192	FA	9,965.27	46,569.22	1,222,014	2012019
03524BAC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND			2,898,724	2,905,916.74	2,900,000.00	2,898,903.54	7,013.2		(10,582.62	)	—	—	1.125	1.14	JJ	13,956.25	16,936.45	1,222,014	1272017
03523TAT5	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND			6,070,199	5,792,323.5	5,650,000.00	5,784,469.57	7,853.93		(54,414.58	)	—	—	3.625	0.599	AO	43,238.19	101,430	6,262,013	4152015
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CORP BND			9,298,144	9,361,210.93	9,325,000.00	9,308,441.46	52,769.47		670.82		—	—	1.375	1.435	JJ	59,123.10	33,510.42	12,282,012	7152017
00182EAR0	ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A	F		9,996,500	10,051,532	10,000,000.00	9,997,959.34	53,572.66		548.18		—	—	1.125	1.137	MS	30,312.50	40,902.78	3,202,013	3242016
00182EAS8	ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A	F		4,999,250	5,004,893.5	5,000,000.00	4,999,305.78	5,587.72		576.98		—	—	1.4	1.405	AO	12,444.44	56,250	2,202,014	4272017
00182EAT6	ANZ NATIONAL INTERNATIONAL LTD SENIOR CORP BND 144A	F		5,000,000	5,005,243.7	5,000,000.00	5,000,000	5,243.7		55.78		—	—	0.748	0.715	JAJO	6,647.56	24,111.11	2,202,014	4272017
BRSH62SH5	APEX TOOL GROUP LLC SENIOR SECURED TERM LOAN		2	1,719,484.37	1,710,843.75	1,728,125.00	1,721,129.62	(10,285.87	)	1,594.53		—	—	—	0.072	JAJO	0	47,710.67	1,252,013	1312020
037833AJ9	APPLE INC CORP BND			19,846,495.2	19,494,251.64	19,920,000.00	19,863,207.61	(368,955.97	)	658.55		—	—	1	1.076	MN	32,093.33	68,709.15	4,302,013	5032018
037833AG5	APPLE INC SENIOR CORP BND			15,260,000	15,260,458.72	15,260,000.00	15,260,000	458.72		(75,618.79	)	—	—	0.473	0.523	FMAN	11,825.71	135,361.4	4,302,013	5032018
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		2	216,407.28	215,433.96	215,973.89	216,162.6	(728.64	)	378.26		—	—	—	0.594	JAJO	0	4,272.08	11,012,011	7262016



039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			2,747,631.25	2,577,796.02	2,275,000.00	2,599,718.14	(21,922.12	)	4,329.17		—	—	5.45	1.478		MS	36,507.43	22,621.55		9,252,012	3152018
03979GAL9	ARDEN REALTY LP SENIOR CORP BND		1	3,226,650	3,057,840	3,000,000.00	3,027,867.34	29,972.66		(42,056.43	)	—	—	5.25	3.007		MS	52,500.00	61,993.75		11,272,012	3012015
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN		2	1,641,442.2	1,669,761.22	1,658,022.42	1,645,916.1	23,845.12		225.69		—	—	—	0.181		FMAN	0	14,680.74		11,192,012	7022018
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B 144A		2	3,175,331.35	3,173,203.84	3,175,331.35	3,175,331.35	(2,127.51	)	(20,813.37	)	—	—	0.452	0.452		MON	597.69	44,868.23		10,162,012	1152021
30219GAD0	ARISTOTLE HOLDING INC SENIOR CORP BND			4,067,024.68	4,253,593.58	4,100,000.00	4,078,425.91	175,167.67		(208.25	)	—	—	2.65	1.732		FA	41,045.56	21,437.5		1,142,013	2152017
30219GAH1	ARISTOTLE HOLDING INC SENIOR CORP BND			4,489,155	4,488,245.32	4,500,000.00	4,489,288.49	(1,043.17	)	1,319.54		—	—	2.25	2.301		JD	7,312.50	37,250		6,022,014	6152019
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX BND REV			2,175,000	2,187,332.25	2,175,000.00	2,175,000	12,332.25		—		—	—	1.474	1.474		MS	1,068.65	—		6,042,014	9012017
045167CH4	ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN	F		750,000	749,729.98	750,000.00	750,000	(270.02	)	23.78		—	—	0.15	0.195		MON	3.11	750		6,262,013	5292015
00206RAW2	AT&T INC CORP BND			6,694,297.5	6,875,443.61	6,625,000.00	6,652,271.55	223,172.06		9,996.46		—	—	2.95	2.723		MN	24,972.57	42,921.12		2,222,012	5152016
00206RAV4	AT&T INC CORP BND			5,989,142.5	5,868,162.5	5,750,000.00	5,826,742.87	41,419.63		3,839.18		—	—	2.5	1.3		FA	54,305.56	30,640.35		1,192,012	8152015
00206RBR2	AT&T INC CORP BND			3,499,335	3,503,986.22	3,500,000.00	3,499,678.49	4,307.73		(2,540.93	)	—	—	0.9	0.906		FA	12,162.50	30,153.13		4,232,013	2122016
78387GAP8	AT&T INC CORP BND			1,061,005.47	1,009,480	1,000,000.00	1,003,469.38	6,010.62		441.06		—	—	5.1	3.392		MS	15,016.67	18,750		11,122,010	9152014
00206RBB7	AT&T INC SENIOR CORP BND			9,430,048.25	9,446,489	9,425,000.00	9,426,972.36	19,516.64		(33,533.63	)	—	—	0.875	0.841		FA	31,613.02	75,240.29		1,082,013	2132015
00206RBS0	AT&T INC SENIOR CORP BND			3,000,000	3,008,610.3	3,000,000.00	3,000,000	8,610.3		(170.84	)	—	—	0.608	0.677		FMAN	2,534.79	4,500		2,072,013	2122016
C0456KAB7	ATLANTIC POWER LP SENIOR SECURED TERM NOTES	A	1	1,544,982.48	1,581,078.89	1,560,588.36	1,545,584.54	35,494.35		—		—	—	—	0.143		MJSD	0	—		2,202,014	2242021
05252EAB9	AUST & NZ BANK GROUP LOCAL BND 144A	F		3,093,738	3,121,668.91	3,100,000.00	3,097,397.78	24,271.13		(174.96	)	—	—	1	1.067		AO	7,319.44	15,508.32		9,042,012	10062015
05253JAB7	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND	F		8,890,299	8,949,353.62	8,900,000.00	8,894,741.21	54,612.41		(33,370.15	)	—	—	0.9	0.937		FA	30,927.50	64,602		2,062,013	2122016
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CORP BND	F		774,550.5	766,102.98	775,000.00	774,649.07	(8,546.09	)	(16,285.00	)	—	—	1.45	1.462		MN	1,435.90	20,437.5		5,092,013	5152018
BRSJL0RC0	AUXILIUM PHARMACEUTICALS INC SENIOR SECURED TERM LOAN			8,822,061.8	8,980,321.78	8,891,407.70	8,835,963.01	144,358.77		1,225.17		—	—	—	0.163		MJSD	0	(860.56	)	9,242,013	4152018
BRSNN1QZ7	AZ CHEM US SENIOR SECURED TERM LOAN			1,963,815.79	1,994,861.84	1,973,684.21	1,963,815.79	31,046.05		—		—	—	—	0.072		MJSD	0	—		6,102,014	6122021
06052YAC3	BAAT_12-1 ABS 12-1		2	2,841,917.45	2,846,793.48	2,842,018.92	2,841,970.95	4,822.53		15.49		—	—	0.78	0.782		MON	985.23	13,156.68		4,112,012	6152016
05522RAB4	BACCT ABS_06 A7 A7		2	4,980,664.06	4,999,599.85	5,000,000.00	4,999,756.88	(157.03	)	145.51		—	—	0.192	0.317		MON	399.48	36,863.46		6,172,011	12152016
059513AE1	BACM CMBS 07-4 A4		2	7,474,137.83	7,433,029.69	6,675,254.93	7,413,338.26	19,691.43		—		—	—	5.755	(1.661	)	MON	33,087.51	2,211.27		5,142,014	2102051
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECURED TERM LOAN		2	1,165,294.25	1,152,190.52	1,165,294.25	1,165,294.25	(13,103.73	)	1,155.17		—	—	—	—		MJSD	0	190,372.84		2,062,013	2072020
62944BAL8	BANK NEDERLANDSE GEMEENTEN SENIOR CORP BND 144A	F		6,952,820	7,010,919.86	7,000,000.00	6,955,402.78	55,517.08		964.30		—	—	1.375	1.552		MS	27,270.83	22,875		4,082,014	3192018
62944BAH7	BANK NEDERLANDSE GEMEENTEN UNSEC CORP BND 144A	F		10,538,640	10,586,305.17	10,500,000.00	10,509,561.98	76,743.19		9,536.24		—	—	1.375	1.249		MS	39,302.08	95,611.23		3,222,013	3232015
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1		2	4,998,468	5,025,500.1	5,000,000.00	4,999,451.1	26,049		39.29		—	—	1.03	1.041		MON	2,288.90	23,720.04		4,112,012	12152016



06051GEG0	BANK OF AMERICA CORP CORP BND			5,182,413.45	5,221,308.9	5,000,000.00	5,174,477.56	46,831.34		582.33		—	—	3.625	1.551	MS	52,361.11	40,131.93		6,022,014	3172016
06051GEQ8	BANK OF AMERICA CORP CORP BND			7,577,808	8,098,053.61	7,600,000.00	7,587,373.5	510,680.11		(7,578.59	)	—	—	3.875	3.94	MS	80,987.51	30,246.52		3,192,012	3222017
06050TLR1	BANK OF AMERICA CORP SENIOR CORP BND			2,498,150	2,498,028.18	2,500,000.00	2,498,533.68	(505.5	)	506.31		—	—	1.125	1.15	MN	3,671.88	25,462.5		11,062,013	11142016
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND			4,995,600	4,998,141.1	5,000,000.00	4,996,146.25	1,994.85		2,129.57		—	—	1.25	1.28	FA	23,784.72	105,493.12		2,112,014	2142017
06050TLU4	BANK OF AMERICA CORP SENIOR CORP BND			5,750,000	5,755,979.77	5,750,000.00	5,750,000	5,979.77		—		—	—	0.695	0.706	FMAN	5,329.10	12,789.19		2,112,014	2142017
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND			5,075,550	5,058,699.4	5,000,000.00	5,073,960.34	(15,260.94	)	(38,306.40	)	—	—	2.6	2.255	JJ	59,944.44	73,668.05		5,202,014	1152019
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN			5,998,320	6,070,663.14	6,000,000.00	5,998,398.67	72,264.47		(2,806.04	)	—	—	2.65	2.656	AO	39,750.00	44,156.67		3,272,014	4012019
063679ZT4	BANK OF MONTREAL CORP BND 144A	A		2,196,150	2,258,014.2	2,200,000.00	2,197,966.07	60,048.13		888.06		—	—	1.95	1.987	JJ	17,994.17	22,500		1,232,012	1302017
06366QW86	BANK OF MONTREAL CORP BND MTN	A		2,993,850	3,106,371.45	3,000,000.00	2,996,794.13	109,577.32		—		—	—	2.5	2.544	JJ	35,416.67	5,787.56		1,062,012	1112017
06406HBX6	BANK OF NEW YORK MELLON CORP/T CORP BND			3,367,975	3,352,924.28	3,250,000.00	3,338,419.74	14,504.54		3,798.02		—	—	2.3	0.972	JJ	31,768.75	128,312.5		10,152,013	7282016
06406HCA5	BANK OF NEW YORK MELLON CORP/T CORP BND MTN		1	1,497,285	1,546,743.96	1,500,000.00	1,498,604.91	48,139.05		(32,379.05	)	—	—	2.4	2.438	JJ	16,400.00	78,750		11,172,011	1172017
06406HCC1	BANK OF NEW YORK MELLON CORP/T CORP BND MTN		1	6,499,590	6,526,585	6,500,000.00	6,500,707.44	25,877.56		(20,097.32	)	—	—	1.2	1.176	FA	28,383.33	47,647.39		7,192,013	2202015
06406HCD9	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND		1	2,651,775.5	2,655,222.36	2,650,000.00	2,650,846.98	4,375.38		(41,711.15	)	—	—	0.7	0.674	AO	3,503.89	76,024.31		2,132,013	10232015
06406HCF4	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND			7,176,652.59	7,188,416.46	7,175,000.00	7,176,558.76	11,857.7		(1,449.17	)	—	—	0.456	0.504	JAJO	6,268.89	39,295.51		6,022,014	10232015
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN		1	3,597,876	3,597,233.65	3,600,000.00	3,598,805.12	(1,571.47	)	1,948.28		—	—	0.7	0.72	MS	8,190.00	27,000		3,042,013	3042016
06406HCH0	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN			600,000	600,594.04	600,000.00	600,000	594.04		(332.20	)	—	—	0.457	0.49	MJSD	205.72	(336.8	)	11,262,013	3042016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CORP BND MTN			16,000,000	16,053,599.84	16,000,000.00	16,000,000	53,599.84		1,726.27		—	—	0.67	0.705	MJSD	7,438.88	93,890.68		6,022,014	3062018
06406HCU1	BANK OF NEW YORK MELLON/THE SENIOR CORP BND		1	1,996,120	2,009,430.7	2,000,000.00	1,996,227.46	13,203.24		—		—	—	2.2	2.241	MN	6,600.00	10,209.01		5,022,014	5152019
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP BND MTN		1	7,491,675	7,524,092.7	7,500,000.00	7,492,335.83	31,756.87		765.78		—	—	2.2	2.223	MS	67,375.00	52,312.5		1,282,014	3042019
064159AM8	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A		1,497,000	1,557,020.76	1,500,000.00	1,498,433.61	58,587.15		609.76		—	—	2.55	2.593	JJ	17,956.25	37,500		1,052,012	1122017
06415CAA7	BANK OF NOVA SCOTIA TORONTO BR CORP BND 144A	A		1,140,524	1,132,648.02	1,100,000.00	1,120,561.27	12,086.75		(705.86	)	—	—	2.15	1.242	FA	9,722.78	4,039.83		5,242,012	8032016
06415CAD1	BANK OF NOVA SCOTIA TORONTO BR SECURED CORP BND 144A	A		4,200,824.8	4,223,023.7	4,200,000.00	4,200,214.97	22,808.73		381.34		—	—	1.05	1.043	MS	12,372.51	21,450		4,122,012	3202015
06415CAE9	BANK OF NOVA SCOTIA TORONTO BR SECURED LOCAL BND 144A	A		2,197,580	2,247,101.98	2,200,000.00	2,198,654.66	48,447.32		(4,971.28	)	—	—	1.75	1.773	MS	10,587.50	33,875		3,152,012	3222017
064159BW5	BANK OF NOVA SCOTIA TORONTO BR SENIOR CORP BND	A		6,000,000	6,019,859.64	6,000,000.00	6,000,000	19,859.64		23.72		—	—	0.633	0.68	MJSD	1,583.38	13,337.5		3,082,013	3152016
064159DA1	BANK OF NOVA SCOTIA TORONTO BR SENIOR CORP BND	A		3,498,985	3,510,619.74	3,500,000.00	3,499,168.33	11,451.41		(14,779.16	)	—	—	1.1	1.11	JD	1,925.00	27,233.43		12,102,013	12132016
064159EK8	BANK OF NOVA SCOTIA TORONTO BR SENIOR CORP BND	A		4,169,471	4,173,502.46	4,157,000.00	4,168,899.58	4,602.88		144.32		—	—	1.25	1.145	AO	11,547.22	18,626.12		5,072,014	4112017
G089B6CD0	BARCLAYS BANK PLC - GTD SENIOR CORP BND EMTN	D		3,380,574.55	3,634,860.42	2,130,000.00	3,386,120.92	248,739.5		(28,147.21	)	—	252,419.84	1.5	1.529	APR	13,171.01	42,331.31		11,252,013	4042017



06739FGF2	BARCLAYS BANK PLC CORP BND	F		5,638,250	5,439,582.45	5,000,000.00	5,401,137.29	38,445.16		1,967.18		—	—	5	1.329	MS	68,750.00	49,843.75	2,212,013	9222016
06739FFZ9	BARCLAYS BANK PLC LOCAL BND	F		528,417	500,480	500,000.00	500,162.35	317.65		871.29		—	—	5.2	3.869	JJ	12,350.00	46,875	10,212,009	7102014
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND	F		7,109,644.5	7,210,401.53	7,110,000.00	7,109,668.8	100,732.73		(3,221.47	)	—	—	2.5	2.501	FA	64,681.26	63,438.64	2,122,014	2202019
06741CAB0	BARCLAYS BANK PLC SENIOR LOCAL BND 144A	F		1,393,294	1,445,080.01	1,400,000.00	1,396,071.02	49,008.99		9.08		—	—	2.25	2.352	MN	4,462.50	24,153.13	5,022,012	5102017
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F		2,841,307.5	2,862,910.81	2,850,000.00	2,844,935.54	17,975.27		(40,706.56	)	—	—	1.125	1.225	MAR	8,193.75	81,250	3,202,013	3292016
BRSMUD4Q9	BAUER PERFORMANCE SPORTS LTD SENIOR SECURED TERM NOTES		1	663,093.69	668,301.81	666,425.82	663,177.32	5,124.49		116.59		—	—	—	0.071	MJSD	0	6,495.15	4,032,014	4152021
071813BH1	BAXTER INTERNATIONAL INC. SENIOR CORP BND			499,135	501,625.6	500,000.00	499,393.83	2,231.77		(47.24	)	—	—	0.95	1.014	JD	395.83	3,333.33	8,282,013	6012016
071813BJ7	BAXTER INTERNATIONAL INC. SENIOR CORP BND			1,999,800	2,005,635.22	2,000,000.00	1,999,842.12	5,793.1		252.64		—	—	1.85	1.852	JD	1,644.44	9,100	6,042,013	6152018
BRSNUZ2R8	BAYONNE ENERGY CENTER LLC SENIOR SECURED TERM NOTES			212,014.14	214,134.28	212,014.14	212,014.14	2,120.14		—		—	—	—	—	MJSD	0	—	6,242,014	6242021
07385TAJ5	BEAR STEARNS CO INC CORP BND			325,959.9	305,790	300,000.00	302,085.26	3,704.74		—		—	—	5.7	3.797	MN	2,185.00	3,239.82	10,292,009	11152014
073928S46	BEAR STEARNS CO INC CORP BND MTN			3,683,076.6	3,726,493.73	3,730,000.00	3,700,754.76	25,738.97		—		—	—	0.617	1.029	FMAN	2,620.84	15,006.69	1,042,013	11212016
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T26 A4		2	5,539,062.5	5,506,700.15	5,000,000.00	5,505,026.42	1,673.73		(63,590.02	)	—	—	5.471	1.739	MON	22,795.83	76,097	4,162,014	1122045
075887BB4	BECTON DICKINSON CORP BND			1,249,587.5	1,275,301.46	1,250,000.00	1,249,801.4	25,500.06		1,244.78		—	—	1.75	1.757	MN	3,220.49	30,078.13	11,082,012	11082016
079860AG7	BELLSOUTH CORPORATION CORP BND			539,195	504,840	500,000.00	501,790.68	3,049.32		263.85		—	—	5.2	3.436	MS	7,655.56	18,000	10,292,009	9152014
BRSLNCKT7	BERRY PLASTICS CORP SENIOR SECURED TERM NOTES		2	6,419,065.28	6,415,740.43	6,428,887.50	6,419,686.65	(3,946.22	)	4,696.64		—	—	—	0.023	JAJO	0	60,141.45	9,112,013	2082020
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM NOTES			10,093,806.81	10,038,803.32	10,108,806.81	10,095,676.46	(56,873.14	)	4,296.65		—	—	—	0.022	MJSD	0	113,546.24	2,052,014	1062021
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F		4,292,819	4,471,145.38	4,300,000.00	4,296,592.76	174,552.62		1,070.06		—	—	2.875	2.911	AO	26,098.61	65,625	10,062,011	10152016
055451AB4	BHP BILLITON FINANCE LTD CORP BND	F		1,742,200	1,654,791.27	1,550,000.00	1,651,156.77	3,634.5		(61.51	)	—	—	5.25	0.736	JD	3,616.67	5,062.5	2,272,013	12152015
055451AN8	BHP BILLITON FINANCE LTD SENIOR CORP BND	F		4,989,550	5,020,800.5	5,000,000.00	4,997,711.23	23,089.27		(58,555.37	)	—	—	1	1.071	FA	17,638.89	115,937.5	2,212,012	2242015
055451AP3	BHP BILLITON FINANCE LTD SENIOR CORP BND	F		6,706,708	6,840,824	6,725,000.00	6,715,119.26	125,704.74		(15,927.75	)	—	—	1.625	1.682	FA	38,552.00	47,277.08	2,212,012	2242017
BRSMDF7M9	BIG HEART PET BRANDS SENIOR SECURED TERM NOTES		1	4,055,616.49	4,054,909.32	4,081,705.72	4,056,704.7	(1,795.38	)	161.68		—	—	—	0.105	MJSD	0	10,023.5	3,312,014	3082020
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED TERM NOTES			3,902,420.61	3,921,988.03	3,921,576.26	3,903,840.93	18,147.1		408.98		—	—	—	0.072	FMAN	0	20,666.15	12,312,013	9102020
05579UAD5	BMWLT_14-1 ABS _14-1-A4		2	12,299,729.4	12,315,133.8	12,300,000.00	12,299,754.81	15,378.99		(6,112.48	)	—	—	0.99	0.993	MON	3,720.75	20,458.83	4,092,014	8212017
05578XAC2	BMWOT_13-A ABS 13-A A3		2	1,684,962.09	1,684,511.48	1,685,000.00	1,684,967.86	(456.38	)	40.93		—	—	0.67	0.671	MON	188.16	21,241.5	10,292,013	11272017
05948XYC9	BOAMS WHOLE CMO 03-J-2A1		2	31,831.14	32,458.07	32,292.80	31,873.09	584.98		327.81		—	—	2.846	3.095	MON	76.59	5,329.78	11,302,007	11252033
097014AK0	BOEING CAPITAL CORPORATION CORP BND			348,762.8	337,116.25	334,000.00	336,942.64	173.61		—		—	—	3.25	0.51	AO	1,929.78	3,403	3,082,013	10272014
097023BE4	BOEING CO SENIOR CORP BND			1,483,485	1,465,419.05	1,500,000.00	1,487,210.58	(21,791.53	)	263.63		—	—	0.95	1.176	MN	1,820.83	11,418.23	4,302,013	5152018



BRSK5A7F8	BOYD GAMING CORP SENIOR SECURED TERM LOAN			1,449,223.02	1,462,695.71	1,456,505.56	1,450,112.8	12,582.91		1,820.81		—	—	—	0.071		FMAN	0	(3,224.38	)	8,232,013	8142020
05565QBN7	BP CAPITAL MARKETS PLC CORP BND	F		2,991,480	3,096,516	3,000,000.00	2,997,741.45	98,774.55		709.28		—	—	3.125	3.187		AO	23,437.50	61,812.5		9,282,010	10012015
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		4,773,490	4,902,099.51	4,750,000.00	4,761,285.8	140,813.71		173.61		—	—	2.248	2.143		MN	17,796.67	15,239.58		11,012,011	11012016
05565QBX5	BP CAPITAL MARKETS PLC CORP BND	F		1,499,910	1,508,535	1,500,000.00	1,499,986.81	8,548.19		(416.55	)	—	—	1.7	1.702		JD	1,841.67	7,598.9		12,012,011	12052014
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		5,700,000	5,816,417.03	5,700,000.00	5,700,000	116,417.03		(85,140.34	)	—	—	1.846	1.846		MN	16,367.87	113,671.88		5,022,012	5052017
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		7,920,810	8,010,576.16	8,000,000.00	7,936,818.34	73,757.82		(2,335.04	)	—	—	1.375	1.617		MN	16,805.55	53,390		8,212,013	11062017
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		9,224,192.5	9,139,559.9	9,250,000.00	9,229,923.95	(90,364.05	)	9,343.84		—	—	1.375	1.433		MN	18,018.23	78,593.75		5,072,013	5102018
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		3,500,000	3,508,062.15	3,500,000.00	3,500,000	8,062.15		(23,342.04	)	—	—	0.733	0.785		FMAN	3,564.89	50,812.51		5,072,013	5102018
05565QCR7	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		6,075,000	6,117,149.87	6,075,000.00	6,075,000	42,149.87		2,770.47		—	—	2.237	2.237		MN	19,252.18	43,750		2,052,014	5102019
07330NAF2	BRANCH BKG & TR CO CORP BND		1	4,500,000	4,515,074.96	4,500,000.00	4,500,000	15,074.96		—		—	—	0.657	0.667		MJSD	2,382.90	12,040.05		11,192,013	12012016
07330NAG0	BRANCH BKG & TR CO CORP BND		1	499,335	500,705.11	500,000.00	499,464.94	1,240.17		—		—	—	1.05	1.095		JD	437.50	1,404.2		11,192,013	12012016
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		1	999,640	1,010,534.67	1,000,000.00	999,736.5	10,798.17		97.18		—	—	1.45	1.462		AO	3,544.44	3,500		9,042,013	10032016
07330NAE5	BRANCH BKG & TR CO SENIOR CORP BND		1	2,000,000	2,001,840.06	2,000,000.00	2,000,000	1,840.06		107.46		—	—	0.558	0.568		JAJO	1,983.47	6,600		10,212,013	10282015
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 A2		2	3,329,013.02	3,403,808.73	3,374,484.36	3,347,943.76	55,864.97		2,388.20		—	—	1.027	1.232		FMAN	3,369.82	269.38		3,102,011	2252030
10620NAC2	BRAZOS HIGHER EDUCATION AUTHOR ABS_05--2 A10		2	3,410,905.77	3,538,910.66	3,553,026.84	3,506,591.38	32,319.28		3.05		—	—	0.353	1.418		MJSD	208.80	1,186.87		2,222,012	12262019
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND			4,977,000	4,956,473.55	5,000,000.00	4,979,719.55	(23,246	)	660.83		—	—	1.75	1.841		MS	29,166.67	67,375		10,242,013	3012019
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CORP BND	F		3,296,766	3,322,194.78	3,300,000.00	3,296,998.01	25,196.77		657.68		—	—	2.35	2.371		FA	29,512.08	15,750		2,112,014	2142019
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LOCAL BND EMTN	D		1,685,535.81	1,692,750.15	880,000.00	1,677,257.03	15,493.12		(39,250.91	)	—	25,746.49	6.625	2.009		JUN	2,184.87	53,180.36		5,092,014	6232017
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND			1,295,697	1,274,329.98	1,300,000.00	1,296,987.51	(22,657.53	)	(4,263.60	)	—	—	1	1.067		JJ	5,994.44	13,000		12,102,012	1152018
07387AAW5	BSARM CMO_05-3 2A1		2	959,332.72	908,837.31	977,352.66	961,022.35	(52,185.04	)	991.14		—	—	2.571	2.882		MON	2,094.08	19,136.3		8,102,007	6252035
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	783,107.73	806,062.92	798,274.95	784,476.62	21,586.3		172.62		—	—	3.196	3.55		MON	2,126.03	2,886.67		8,132,007	11252034
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A		2	514,353.69	510,797.82	474,212.36	510,475.52	322.3		(2,614.90	)	—	—	5.705	(2.621	)	MON	2,327.96	3,033.62		4,232,014	9112038
07388YAE2	BSCMS_07-PW16 CMBS 07-PW16 A4		2	4,005,351.57	3,984,837.89	3,575,000.00	3,977,163.85	7,674.04		(34,036.08	)	—	—	5.707	1.311		MON	17,570.41	52,430.41		4,242,014	6112040
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	E	2	2,067,501.74	2,082,843.3	2,077,638.81	2,069,976.57	12,866.73		1,230.60		—	—	—	(0.059	)	JAJO	0	42,517.15		10,292,012	8282019
Z918CTYG7	BUMP_12-5 ABS_12-5 A2	D	2	222,536.02	238,087.99	138,959.08	222,536.02	15,551.97		(561.42	)	—	15,063.16	1.894	1.901		MON	135.61	1,048.22		4,022,012	6202022
G1698AAD7	BUPA FINANCE PLC SENIOR CORP BND	D		591,837.92	603,609.7	355,000.00	591,853.51	11,756.19		(8,278.78	)	—	11,899.57	3.375	3.462		JD	783.62	12,932.45		6,102,014	6172021
126802BS5	CABMT_12-2A ABS_11-2A A2		2	18,603,606.06	18,561,941.86	18,445,000.00	18,539,310.91	22,630.95		(13.37	)	—	—	0.751	0.493		MON	5,772.51	21,595.38		3,072,013	6172019



BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND	F		4,986,800	5,066,282	5,000,000.00	4,990,194.44	76,087.56		(5,237.29	)	—	—	1.25	1.34	MS	17,708.33	11,458.33	9,102,013	9192016
12802DAJ5	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP BND 144A	F		11,018,524.3	11,084,809.56	11,000,000.00	11,016,313.26	68,496.3		2,629.53		—	—	1.125	1.066	JJ	51,906.25	43,819.5	6,022,014	1302017
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN		2	6,645,932.55	6,649,321.25	6,699,568.01	6,650,288.82	(967.57	)	2,011.27		—	—	—	0.036	JAJO	0	13,055.13	5,022,013	5032020
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR SECURED TERM LOAN			3,130,454.24	3,086,643.58	3,138,300.00	3,131,649.47	(45,005.89	)	842.46		—	—	—	0.096	MJSD	0	72,921.28	2,252,014	1312022
135087C77	CANADA GOVERNMENT CORP BND	A		2,396,208	2,406,503.9	2,400,000.00	2,396,458.23	10,045.67		5,395.67		—	—	1.625	1.658	FA	13,433.33	23,839.12	2,202,014	2272019
427028AA3	CANADA GOVERNMENT GOVT BND	A		2,550,398.5	2,557,803	2,550,000.00	2,550,315.05	7,487.95		114.04		—	—	0.875	0.87	FA	8,491.15	1,318.75	8,082,012	2142017
136069EH0	CANADIAN IMPERIAL BANK OF COMM CORP BND 144A	A		2,234,372.73	2,210,623.87	2,200,000.00	2,205,875.79	4,748.08		30.65		—	—	1.5	0.901	JD	1,741.67	10,400	4,162,012	12122014
136069ET4	CANADIAN IMPERIAL BANK OF COMM SENIOR CORP BND	A		3,527,407.5	3,539,959.75	3,525,000.00	3,526,902.13	13,057.62		326.32		—	—	0.9	0.856	AO	7,931.25	28,956.12	12,032,013	10012015
136069FU0	CANADIAN IMPERIAL BANK OF COMM SENIOR CORP BND	A		4,996,900	5,058,345.05	5,000,000.00	4,997,871.22	60,473.83		(615.41	)	—	—	1.35	1.371	JJ	30,562.50	7,628.22	7,152,013	7182016
136069FV8	CANADIAN IMPERIAL BANK OF COMM SENIOR CORP BND	A		2,575,000	2,590,192.21	2,575,000.00	2,575,000	15,192.21		135.95		—	—	0.748	0.786	JAJO	3,744.44	12,021.25	7,152,013	7182016
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	8,414,868	8,445,998.37	8,350,000.00	8,395,911.76	50,086.61		(7,388.15	)	—	—	1.45	1.211	JD	5,381.10	39,343.69	2,212,013	12152016
14041NDB4	CAPITAL ONE MULTI-ASSET EXECUT ABS 06-A11 A11		2	5,248,035.16	5,288,648.88	5,300,000.00	5,278,420	10,228.88		1,294.65		—	—	0.242	0.432	MON	533.86	1,728.62	6,172,011	6172019
14041NCQ2	CAPITAL ONE MULTI-ASSET EXECUT SENIOR ABS 06-A3		2	12,191,894.06	12,081,151.2	11,279,000.00	12,070,651.75	10,499.45		25.41		—	—	5.05	0.697	MON	25,315.09	25,368.75	3,272,014	12172018
BRSMQYER5	CAPITAL SAFETY NORTH AMERICA H SENIOR SECURED TERM NOTES		1	4,494,375	4,478,895	4,500,000.00	4,494,402.25	(15,507.25	)	467.49		—	—	—	0.018	MJSD	0	22,804.96	3,262,014	3292021
14170TAF8	CAREFUSION CORP CORP BND			1,096,460	1,003,590	1,000,000.00	1,002,928.29	661.71		(38,152.28	)	—	—	5.125	1.677	FA	21,354.17	49,521.39	9,122,011	8012014
14313LAC0	CARMX_13-1 ABS 13-1		2	4,799,854.56	4,802,194.7	4,800,000.00	4,799,911.44	2,283.26		(7,674.40	)	—	—	0.6	0.602	MON	1,280.00	24,016.04	2,062,013	10162017
14313MAB0	CARMX_13-2 ABS_13-2 A2		2	1,354,839.42	1,355,095.21	1,354,878.44	1,354,865.98	229.23		58.66		—	—	0.42	0.422	MON	252.91	10,759.21	5,082,013	6152016
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4		2	1,999,666.6	2,003,897.4	2,000,000.00	1,999,676.8	4,220.6		10.83		—	—	1.61	1.622	MON	1,341.67	8,505	5,072,014	10152019
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SECURED TERM LOAN		1	5,088,922.23	5,151,037.76	5,114,494.70	5,089,053.41	61,984.35		193.61		—	—	—	0.071	MJSD	0	—	5,082,014	5202021
14912L5M9	CATERPILLAR INC SENIOR CORP BND MTN			5,000,000	5,009,450.15	5,000,000.00	5,000,000	9,450.15		—		—	—	0.467	0.527	FMAN	2,335.75	17,178.2	2,252,013	2262016
14912L5N7	CATERPILLAR INC SENIOR CORP BND MTN			2,896,404	2,904,343.85	2,900,000.00	2,898,065.57	6,278.28		(19,401.29	)	—	—	0.7	0.741	FA	7,048.61	41,449.01	2,252,013	2262016
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SECURED TERM LOAN			2,104,725	2,105,516.25	2,110,000.00	2,104,999.24	517.01		337.98		—	—	—	0.036	MJSD	0	22,204.26	1,172,014	1312021
17119RAD4	CCART_13-AA ABS_13-AA A4 144A		2	884,992.92	890,690.53	885,000.00	884,992.11	5,698.42		—		—	—	1.34	1.344	MON	527.07	1,855.81	10,162,013	12172018
17119RAC6	CCART_13-AA BAS_13-AA A3 144A		2	3,089,639.09	3,101,154.9	3,090,000.00	3,089,757.5	11,397.4		1.58		—	—	0.91	0.917	MON	1,249.73	7,473.58	10,162,013	4162018
17119VAC7	CCART_13-B ABS_13-B A3 144A		2	929,865.98	932,855.09	930,000.00	929,909.11	2,945.98		12.18		—	—	0.85	0.859	MON	351.34	3,379.78	11,062,013	5152018
17119VAD5	CCART_13-B ABS_13-BA A4 144A		2	1,474,731.41	1,480,133	1,475,000.00	1,474,786.76	5,346.24		22.84		—	—	1.27	1.279	MON	832.55	8,309.52	11,062,013	3152019
17305EFC4	CCCIT ABS 13-A3 A3		2	12,642,449.5	12,727,009.4	12,645,000.00	12,643,183.72	83,825.68		189.22		—	—	1.11	1.117	JJ	61,992.11	56,573.6	8,012,013	7232018



17305EDY8	CCCIT_13-A1 ABS_07-A8 A8	2	3,122,148.44	3,064,605.28	2,700,000.00	3,059,644.86	4,960.42		101.67		—	—	5.65	1.403	MS	42,798.75	15,773.46		12,032,013	9202019
17305EFK6	CCCIT_13-A10 ABS 13-A10 A10	2	11,385,664.06	11,395,692.83	11,375,000.00	11,384,388.43	11,304.4		(10,087.73	)	—	—	0.73	0.677	FA	33,215.00	23,700		3,262,014	2072018
17305EFL4	CCCIT_13-A12 SENIOR ABS 13-A12 A12	2	500,000	500,473.9	500,000.00	500,000	473.9		(995.40	)	—	—	0.453	0.453	FMAN	345.93	3,300		12,112,013	11072018
17305EFE0	CCCIT_13-A6 ABS 13-A6 A6	2	884,570.31	883,373.76	875,000.00	882,693.32	680.44		(10,024.11	)	—	—	1.32	0.912	MS	3,657.50	19,536.25		12,102,013	9072018
17305EFF7	CCCIT_13-A7 ABS 13-A7 A7	2	7,002,968.02	7,028,910.14	7,000,000.00	7,002,913.51	25,996.63		1,341.82		—	—	0.584	0.574	MON	2,382.63	9,886.24		6,022,014	9102020
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4	2	1,059,785.77	1,062,577.29	1,060,000.00	1,059,792.38	2,784.91		—		—	—	1.23	1.237	AO	1,991.92	2,892.06		4,292,014	4242019
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR SECURED TERM NOTES	1	2,499,979.98	2,556,797.71	2,525,232.31	2,504,083.47	52,714.24		718.48		—	—	—	0.143	MJSD	0	67,156.04		4,152,013	4232020
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN	2	3,522,934.33	3,576,023.36	3,569,883.16	3,536,956.04	39,067.32		9,739.32		—	—	—	0.155	MJSD	0	26,076.59		10,312,012	2142019
165182BA3	CF_09-2A ABS 12-1A 144A	2	1,704,158.31	1,710,412.52	1,704,158.31	1,704,158.31	6,254.21		73.32		—	—	0.901	0.903	MON	938.33	13,180.15		5,102,012	11072023
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A	2	490,000	491,053.01	490,000.00	490,000	1,053.01		(119.30	)	—	—	0.9	0.897	MON	147.00	1,238.94		6,052,014	6152033
161571FR0	CHAIT_12-8 ABS 12-8	2	5,000,828.5	5,003,068.9	5,000,000.00	5,000,377.64	2,691.26		6.24		—	—	0.54	0.535	MON	1,200.00	4,320		12,062,012	10162017
161571FL3	CHAIT_12-A5 ABS_12-A5 A5	2	4,999,816	5,008,589.15	5,000,000.00	4,999,828.23	8,760.92		14.53		—	—	0.59	0.591	MON	1,311.11	7,516.45		9,062,012	8152017
161571FW9	CHAIT_13-A3 ABS 13-A3	2	3,405,000	3,402,406.85	3,405,000.00	3,405,000	(2,593.15	)	60.03		—	—	0.432	0.432	MON	612.55	6,856.8		4,122,013	4152020
161571FX7	CHAIT_13-A5 ABS_13-A5 A	2	2,249,976.15	2,251,980	2,250,000.00	2,249,989.41	1,990.59		23.09		—	—	0.47	0.471	MON	470.00	5,448		5,162,013	5152017
161571GH1	CHAIT_13-A9 ABS 13-A9 A	2	1,500,000	1,504,602.24	1,500,000.00	1,500,000	4,602.24		1.24		—	—	0.572	0.572	MON	357.34	7,279.71		12,102,013	11152020
BRSJ315T5	CHARTER COM OPER SENIOR SECURED TERM NOTES	2	4,804,309.14	4,749,547.23	4,816,350.00	4,805,988.27	(56,441.04	)	914.51		—	—	—	0.033	JAJO	0	—		4,292,013	1032021
161630BD9	CHASE CMO_07-A1 11M1	2	2,332,441.59	2,088,839.55	2,310,330.98	2,327,076.56	(238,237.01	)	(1,148.37	)	—	—	2.471	1.672	MON	4,756.89	7,829.39		1,182,008	3252037
161571GC2	CHASE ISSUANCE TRUST ABS 13-A8	2	1,999,543.4	2,005,117.34	2,000,000.00	1,999,620.1	5,497.24		—		—	—	1.01	1.018	MON	897.78	5,350.58		10,252,013	10152018
161571FH2	CHASE ISSUANCE TRUST ABS_12-A2 A2	2	7,000,000	7,004,047.12	7,000,000.00	7,000,000	4,047.12		5,009.73		—	—	0.422	0.422	MON	1,230.10	6,536.49		5,292,012	5152019
161571FJ8	CHASE ISSUANCE TRUST CHAIT_12- ABS_12-A3 A3	2	12,048,750	12,042,465.84	12,000,000.00	12,038,662.27	3,803.57		(121,242.31	)	—	—	0.79	0.452	MON	4,213.33	142,397.37		3,272,014	6152017
161571GJ7	CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1 A	2	11,497,919.65	11,542,508.26	11,500,000.00	11,498,108.87	44,399.39		63.95		—	—	1.15	1.157	MON	5,877.78	18,943.5		1,162,014	1152019
BRSMW36N4	CHECKOUT HOLDING SENIOR SECURED TERM LOAN		2,853,308.83	2,874,213.98	2,867,647.07	2,853,575.48	20,638.5		1,289.02		—	—	—	0.072	JAJO	0	6,995.9		4,032,014	4092021
166764AC4	CHEVRON CORP SENIOR CORP BND		4,200,000	4,220,654.89	4,200,000.00	4,200,000	20,654.89		945.52		—	—	0.889	0.889	JD	726.01	19,968.41		6,172,013	6242016
166764AE0	CHEVRON CORP SENIOR CORP BND	1	3,500,000	3,520,070.44	3,500,000.00	3,500,000	20,070.44		—		—	—	1.718	1.718	JD	1,169.19	14,824.08		6,172,013	6242018
BRSLAS6T2	CHG HEALTHCARE SERVICES INC SENIOR SEC TERM NOTES	2	3,191,437.08	3,236,191.72	3,217,434.08	3,192,558.1	43,633.62		2.46		—	—	—	—	FMAN	0	(625.63	)	—	11192019
167562MD6	CHICAGO IL MIDWAY ARPT MUNITAX BND REV	1	3,081,036.68	3,137,880	3,000,000.00	3,078,278.02	59,601.98		(12,062.36	)	—	—	3.532	3.389	JJ	52,980.00	55,055.56		12,032,012	1012041
BRSM3VKC2	CHRYSLER GROUP LLC/CG CO-ISSUE SENIOR SECURED TERM NOTES	1	4,980,349.45	4,996,516.82	5,005,376.34	4,982,113.8	14,403.02		489.17		—	—	—	0.102	FMAN	0	6,232.56		2,052,014	12312018



BRSLY4WV5	CHS/COMMUNITY HEALTH SYSTEMS I SENIOR SECURED TERM LOAN		1	1,738,262.07	1,762,656.29	1,750,620.77	1,738,988.37	23,667.92		32.57		—	—	—	0.1	MJSD	0	(1,616.71	)	1,312,014	1272021
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM NOTES			1,871,606.87	1,888,993.49	1,885,750.00	1,873,222.73	15,770.76		—		—	—	—	0.106	MJSD	0	120,656.17		9,112,013	9102020
17275RAG7	CISCO SYSTEMS INC CORP BND			3,989,840	4,038,640	4,000,000.00	3,999,180.84	39,459.16		(330.66	)	—	—	2.9	2.955	MN	14,177.78	23,333.33		11,092,009	11172014
17275RAQ5	CISCO SYSTEMS INC SENIOR CORP BND			3,500,000	3,522,469.93	3,500,000.00	3,500,000	22,469.93		(615.48	)	—	—	0.727	0.734	MJSD	2,121.44	3,839.03		2,242,014	3012019
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND			4,999,700	5,011,248.8	5,000,000.00	4,999,732.17	11,516.63		25.69		—	—	1.1	1.102	MS	18,027.78	1,250		2,242,014	3032017
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 A8		2	2,588,682.81	2,608,334.21	2,620,000.00	2,605,100.37	3,233.84		—		—	—	0.266	0.479	JAJO	1,493.16	14,969.88		7,062,011	12172018
17308BAM0	CITIBANK OMNI MASTER TRUST COM ABS 2009-A14 A14 144A		2	5,790,595.7	5,593,062.83	5,575,000.00	5,592,684.15	378.68		14.56		—	—	2.902	0.363	MON	6,740.52	10,080		2,062,013	8152018
172967FD8	CITIGROUP INC CORP BND			2,652,105	2,590,675	2,500,000.00	2,533,829.19	56,845.81		(14,865.62	)	—	—	4.75	3.183	MN	13,854.17	77,581.25		5,242,011	5192015
172967FH9	CITIGROUP INC CORP BND			3,644,194.68	3,670,457.58	3,486,000.00	3,552,798.75	117,658.83		32.17		—	—	4.587	3.229	JD	7,106.79	18,027.78		5,162,012	12152015
172967GG0	CITIGROUP INC SENIOR CORP BND			1,993,720	2,009,181.98	2,000,000.00	1,996,626.61	12,555.37		(36,914.39	)	—	—	1.25	1.361	JJ	11,527.78	45,937.5		2,212,013	1152016
172967GK1	CITIGROUP INC SUB CORP BND			5,141,250	5,122,087.11	5,000,000.00	5,141,212.34	(19,125.23	)	(2,750.15	)	—	—	4.05	3.643	JJ	84,937.51	20,521.02		6,252,014	7302022
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO			2,250,000	2,283,615	2,250,000.00	2,250,000	33,615		—		—	—	1.418	1.418	FA	13,293.75	12,285		6,052,013	2012017
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2	6,454,998.71	6,467,329.18	6,455,000.00	6,454,962.23	12,366.95		(658.30	)	—	—	0.69	0.691	MON	1,979.54	10,640.01		2,132,013	6152018
12625HAC6	CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3		2	854,875.77	856,487.73	855,000.00	854,929.91	1,557.82		(3.56	)	—	—	0.69	0.697	MON	262.20	3,829.5		5,212,013	8152018
12591AAC1	CNH_12-B ABS 12-B		2	1,144,807.26	1,147,457.89	1,144,847.67	1,144,831.3	2,626.59		(50.61	)	—	—	0.86	0.862	MON	437.59	18,750		6,122,012	9152017
12624FAC1	CNH_12-C ABS_12-C A3		2	8,163,186.25	8,171,120.46	8,163,854.87	8,163,607.08	7,513.38		25.59		—	—	0.57	0.574	MON	2,068.17	7,741.41		9,192,012	12152017
12613SAC6	CNH_13-C ABS_13-C A3		2	3,154,634.97	3,171,942.44	3,155,000.00	3,154,721.91	17,220.53		845.33		—	—	1.02	1.026	MON	1,430.27	5,839.25		8,202,013	8152018
12618SAC1	CNH_13-D ABS 13-D A3		2	749,969.55	750,180.02	750,000.00	749,974.16	205.86		81.75		—	—	0.77	0.772	MON	256.67	9,041.13		11,142,013	10152018
12591BAC9	CNH_14-A ABS 14-A A3		2	2,864,964.19	2,863,510.14	2,865,000.00	2,864,966.21	(1,456.07	)	3,174.46		—	—	0.84	0.842	MON	1,069.60	12,232.41		2,122,014	5152019
12591BAD7	CNH_14-A ABS 14-A A4		2	999,951.7	997,799.99	1,000,000.00	999,954.09	(2,154.1	)	46.33		—	—	1.5	1.505	MON	666.67	5,149.98		2,122,014	5152020
12623PAD8	CNH_14-B ABS_14-B A4		2	9,996,547	10,000,800.31	10,000,000.00	9,996,576.57	4,223.74		3,324.76		—	—	1.61	1.622	MON	8,944.44	32,756.8		6,032,014	5172021
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F		6,015,749.76	6,044,315.94	6,037,000.00	6,023,762.39	20,553.55		(3,186.40	)	—	—	1.125	1.245	MN	9,810.13	40,296.97		5,022,013	5092016
191216AU4	COCA-COLA COMPANY (THE) CORP BND			2,023,040.96	2,044,662.17	2,000,000.00	2,010,816.21	33,845.96		58.86		—	—	1.8	1.649	MS	12,000.00	3,969.65		12,142,011	9012016
191216BC3	COCA-COLA COMPANY (THE) SENIOR CORP BND			3,000,000	3,002,790.3	3,000,000.00	3,000,000	2,790.3		—		—	—	0.325	0.342	FMAN	1,653.86	7,400.47		10,292,013	11012016
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			6,991,950	6,990,508.21	7,000,000.00	6,993,720.66	(3,212.45	)	(16,550.75	)	—	—	0.75	0.789	MN	8,750.00	51,743.17		10,292,013	11012016
19416QDW7	COLGATE-PALMOLIVE CO CORP BND MTN			4,433,134.5	4,455,384.07	4,450,000.00	4,447,901.62	7,482.45		(2,416.94	)	—	—	0.6	0.727	MN	3,411.66	23,040.97		11,032,011	11152014
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1,890,937	1,824,884.68	1,900,000.00	1,893,006.52	(68,121.84	)	283.03		—	—	0.9	0.998	MN	2,850.00	1,350		4,292,013	5012018



19648CAE1	COLORADO HOUSING & FINANCE AUT MUNITAX BND REV			5,030,400	5,092,700	5,000,000.00	5,014,863.12	77,836.88		13,384.11		—	—	1.6	1.438		MN	10,222.22	44,710.86	6,212,012	5152016
20030NAB7	COMCAST CORP CORP BND			1,467,100	1,289,550	1,250,000.00	1,278,378.75	11,171.25		377.98		—	—	6.5	2.235		JJ	37,465.28	7,500	9,242,010	1152015
20030NAJ0	COMCAST CORP CORP BND			4,575,020	4,287,744	4,000,000.00	4,273,276.85	14,467.15		3,595.61		—	—	5.85	0.832		MN	29,900.00	24,500	2,252,013	11152015
14041NEK3	COMET_13-A1 ABS 13-A1		2	10,273,447.45	10,279,374.27	10,275,000.00	10,274,188.27	5,186		57.05		—	—	0.63	0.636		MON	2,877.00	16,090.5	1,232,013	11152018
14041NEM9	COMET_13-A3-A3 ABS 13-A3-A3		2	4,479,465.54	4,480,537.65	4,480,000.00	4,479,573.51	964.14		266.22		—	—	0.96	0.966		MON	1,911.46	33,569.31	11,142,013	9162019
14041NEP2	COMET_14-A2 ABS _14-A2-A2		2	4,199,796.72	4,215,240.2	4,200,000.00	4,199,811.88	15,428.32		66.90		—	—	1.26	1.265		MON	2,352.00	12,804.38	4,032,014	1152020
20047QAE5	COMM CMBS 06-C7 A4		2	5,118,782.19	5,068,175.89	4,728,481.85	5,075,540.32	(7,364.43	)	(815.56	)	—	—	5.752	(2.283	)	MON	23,424.58	8,469.26	6,022,014	6102046
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCRE16		2	10,295,555.12	10,408,999.6	10,000,000.00	10,286,419.17	122,580.43		(3,021.07	)	—	—	3.042	2.39		MON	25,350.00	22,384.21	6,022,014	4102047
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2		2	4,588,620.24	4,630,660.69	4,455,000.00	4,585,034.09	45,626.6		(2,394.66	)	—	—	3.012	2.348		MON	11,182.05	12,252.5	4,292,014	5102047
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2		2	3,295,997.06	3,303,641.92	3,200,000.00	3,295,785.44	7,856.48		—		—	—	2.924	2.269		MON	7,797.33	—	6,192,014	7152047
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5		2	7,209,485.92	7,319,375.01	7,000,000.00	7,209,278.78	110,096.23		(21,537.42	)	—	—	3.828	3.478		MON	22,330.00	29,819.79	6,192,014	7152047
2027A0GJ2	COMMONWEALTH BANK AUSTRALIA SENIOR CORP BND 144A	F		2,380,573.5	2,370,068.74	2,350,000.00	2,365,368.5	4,700.24		(701.06	)	—	—	1.031	0.548		MJSD	874.58	8,957.57	4,102,013	9182015
20271RAD2	COMMONWEALTH BANK OF AUSTRALIA CORP BND	E		4,994,850	5,129,659.65	5,000,000.00	4,995,612.19	134,047.46		1,108.33		—	—	2.5	2.522		MS	35,069.44	21,332.5	9,162,013	9202018
20271RAA8	COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND	E		2,149,183	2,173,349	2,150,000.00	2,149,802.67	23,546.33		1,700.96		—	—	1.95	1.963		MS	12,228.13	11,562.5	3,052,012	3162015
20271RAE0	COMMONWEALTH BANK OF AUSTRALIA SENIOR CORP BND	E		4,991,350	5,000,069.05	5,000,000.00	4,992,199.98	7,869.07		—		—	—	1.125	1.184		MS	16,875.00	12,359.68	3,052,014	3132017
202795HH6	COMMONWEALTH EDISON COMPANY SECURED CORP BND			3,126,706.5	2,944,591.5	2,850,000.00	2,928,332.16	16,259.34		(48,941.12	)	—	—	4.7	1.191		AO	28,278.33	58,500	6,142,012	4152015
17308BAN8	COMNI_09-A13 ABS_09-A17 A17 144A		2	1,265,548.83	1,189,515.59	1,170,000.00	1,187,759.58	1,756.01		(9,039.60	)	—	—	4.9	0.805		MN	7,325.50	20,055.55	8,132,013	11152018
20825TAA5	CONOCO INC CORP BND	G		5,679,205.4	5,550,512.63	5,005,000.00	5,526,889.92	23,622.71		(51,723.42	)	—	—	5.625	1.006		AO	59,434.38	73,269.27	11,262,013	10152016
20826FAB2	CONOCOPHILLIPS CO SENIOR CORP BND		1	6,871,783.57	6,823,704.64	6,885,000.00	6,873,163	(49,458.36	)	1,425.56		—	—	1.05	1.1		JD	3,012.19	33,277.23	6,022,014	12152017
20825CAT1	CONOCOPHILLIPS CORP BND			3,297,063	3,373,227	3,300,000.00	3,299,721.66	73,505.34		1,272.17		—	—	4.6	4.616		JJ	69,996.67	65,816.74	5,182,009	1152015
BRSLM8XP1	CONSOLIDATED COMMUNICATIONS IN SECURED TERM LOAN			2,465,162.25	2,495,821.93	2,477,550.00	2,465,967.62	29,854.31		3,726.77		—	—	—	0.071		MJSD	0	67,041.99	12,182,013	12232020
BRSMTVUT6	COOPER STANDARD AUTO SENIOR SECURED TERM LOAN			868,120.79	873,120.12	872,483.21	868,237.38	4,882.74		622.55		—	—	—	0.071		MJSD	0	32,554.77	3,282,014	4042021
216871AC7	COOPER US INC CORP BND			2,372,660	2,261,697.24	2,000,000.00	2,269,280.92	(7,583.68	)	(17,423.76	)	—	—	6.1	1.494		JJ	61,000.00	27,394.87	4,182,013	7012017
22160KAE5	COSTCO WHSLE CORP SENIOR CORP BND			4,574,085	4,550,431.79	4,575,000.00	4,574,367.11	(23,935.32	)	(17,756.38	)	—	—	1.125	1.129		JD	2,287.50	78,862.5	12,282,012	12152017
G2551TAP3	COVENTRY BLDG SOC LOCAL BND EMTN	D		1,551,796.79	1,639,486.22	950,000.00	1,542,394.71	97,091.51		15.59		—	86,988.35	2.127	1.997		FMAN	4,732.63	768.18	11,272,013	2102015
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BND 144A	F		3,994,960	4,040,037.24	4,000,000.00	3,995,160.28	44,876.96		—		—	—	2.5	2.527		AO	21,111.11	77,460.79	4,092,014	4152019
22546QAN7	CREDIT SUISSE NEW YORK NY SENIOR CORP BND			4,989,700	5,007,387.55	5,000,000.00	4,989,880.5	17,507.05		509.76		—	—	2.3	2.344		MN	10,541.67	27,137.11	5,222,014	5282019



BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURED TERM NOTES			2,047,137.88	2,050,981.06	2,049,700.00	2,047,334.15	3,646.91		4,700.90		—	—	—	0.018		JAJO	0	186,183.41	12,192,013	11232020
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TERM LOAN		2	2,616,358.95	2,620,712.5	2,620,712.50	2,614,017.07	6,695.43		431.00		—	—	—	(0.62	)	MJSD	0	12,634.61	9,042,013	12202019
BRSLM7KD4	CROWN CASTLE OPERATING CO SENIOR SECURED TERM NOTES			3,215,579.53	3,249,355.29	3,245,736.29	3,217,353.98	32,001.31		782.90		—	—	—	0.132		MJSD	0	29,658.53	1,312,014	1312021
BRSJ078E5	CSC HLDGS LLC SENIOR SECURED TERM LOAN		2	9,331,296.82	9,288,916.18	9,376,303.33	9,338,933.49	(50,017.31	)	9,334.23		—	—	—	0.068		MJSD	0	111,894.32	5,012,013	4172020
12648CAA4	CSMC_14-SURF SENIOR CMBS_14-SURF A 144A		2	7,779,712.5	7,777,319.34	7,770,000.00	7,778,264.07	(944.73	)	(6,857.44	)	—	—	1.01	0.913		MON	3,487.86	12,261.52	4,172,014	2152029
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOTES		2	5,473,408.42	5,556,338.85	5,528,695.37	5,477,242.01	79,096.84		109.12		—	—	—	0.144		MS	0	4,667.99	12,202,013	12232020
126650BE9	CVS CAREMARK CORP CORP BND			2,334,389.12	2,184,197.91	1,988,000.00	2,199,557.67	(15,359.76	)	(3,987.94	)	—	—	6.125	1.046		FA	46,000.11	7,802.5	2,112,013	8152016
126650BT6	CVS CAREMARK CORP CORP BND			1,322,800	1,279,412.5	1,250,000.00	1,277,264.53	2,147.97		5,737.31		—	—	3.25	0.759		MN	4,852.43	11,554.94	1,022,013	5182015
126650CA6	CVS CAREMARK CORP CORP BND			299,886	301,300.42	300,000.00	299,907.39	1,393.03		(645.94	)	—	—	1.2	1.213		JD	260.00	20,669.45	12,022,013	12052016
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2	271,437.36	257,691.26	276,712.18	271,308.15	(13,616.89	)	156.51		—	—	5.5	5.91		MON	1,268.26	1,677.14	1,022,008	12252035
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND			5,230,800	5,178,431.36	5,000,000.00	5,149,625.89	28,805.47		158.63		—	—	2.625	1.246		MS	38,645.84	19,175	4,082,013	9152016
233851AN4	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A			1,998,840	2,015,771.9	2,000,000.00	1,999,694.6	16,077.3		(48,862.13	)	—	—	1.65	1.67		AO	7,425.00	66,975	4,022,012	4102015
233851AQ7	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A			5,245,975	5,293,566.6	5,250,000.00	5,250,513.78	43,052.82		(42,017.48	)	—	—	1.3	1.291		JJ	28,627.09	60,185.61	3,172,014	7312015
233851AU8	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A			4,849,692.1	4,904,750.08	4,870,000.00	4,855,468.15	49,281.93		389.26		—	—	1.875	1.963		JJ	43,119.79	9,720	1,072,013	1112018
233851AY0	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A			3,450,000	3,481,464.11	3,450,000.00	3,450,000	31,464.11		235.33		—	—	0.905	0.945		FMAN	5,292.52	29,150	7,242,013	8012016
233851AZ7	DAIMLER FINANCE NORTH AMERICA SENIOR CORP BND 144A			4,994,750	5,052,608.1	5,000,000.00	4,996,325.96	56,282.14		1,978.20		—	—	1.45	1.486		FA	30,208.33	45,656.25	7,242,013	8012016
BRSGE3X31	DAIMLERCHRYSLER AG CORP BND	D		1,527,067.45	1,625,365.26	950,000.00	1,527,430.73	97,934.53		(30,163.57	)	—	97,843.81	1.375	1.331		DEC	12,421.87	43,326.21	11,252,013	12102015
BRSN8X546	DAIMLERCHRYSLER AG UNSEC CORP BND	D		1,918,704.14	1,944,355.93	1,140,000.00	1,918,739.68	25,616.25		(293.01	)	—	29,453.34	1.625	1.642		DEC	3,558.01	10,641.01	5,092,014	12022016
235851AL6	DANAHER CORPORATION CORP BND			1,822,080	1,880,111.46	1,825,000.00	1,823,804.18	56,307.28		192.25		—	—	2.3	2.334		JD	932.78	13,475.57	6,202,011	6232016
BRSLNYFT5	DARLING INTL INC. SENIOR SECURED TERM LOAN			1,631,810.25	1,638,435.65	1,635,900.00	1,632,076.48	6,359.17		1,943.51		—	—	—	0.035		MJSD	0	70,607.55	12,182,013	1062021
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SECURED TERM NOTES		1	1,217,125.38	1,230,263	1,223,241.59	1,217,125.38	13,137.62		—		—	—	—	0.072		MJSD	0	—	6,192,014	6242021
254683AT2	DCENT ABS 12-A1		2	652,082.03	651,722.5	650,000.00	650,889.57	832.93		(6,221.46	)	—	—	0.81	0.588		MON	234.00	7,350	8,282,013	8152017
254683AC9	DCENT_07-A1 ABS 07-A1 A1		2	5,448,691.41	5,108,203.8	4,500,000.00	5,052,215.77	55,988.03		2.31		—	—	5.65	1.719		MON	11,300.00	9,571.11	1,262,012	3162020
254683AV7	DCENT_12-A3 ABS 12-A3		2	12,095,432.81	12,087,156	12,039,000.00	12,082,885.19	4,270.81		(1,275.63	)	—	—	0.86	0.442		MON	4,601.57	20,759.37	3,272,014	11152017
254683AW5	DCENT_12-A4 ABS 12-A4		2	4,000,000	4,018,511.96	4,000,000.00	4,000,000	18,511.96		(54.51	)	—	—	0.522	0.522		MON	869.58	3,285.25	6,052,012	11152019
254683BB0	DCENT_13 ABS 13		2	8,500,000	8,506,196.41	8,500,000.00	8,500,000	6,196.41		(145,281.39	)	—	—	0.452	0.452		MON	1,599.94	94,936.5	2,062,013	8172020
254683BJ3	DCENT_14-3 ABS_14-A3 A3		2	1,029,736.32	1,032,857.75	1,030,000.00	1,029,697.52	3,160.23		6.61		—	—	1.22	1.199		MON	523.58	1,991.92	4,282,014	10152019



23311VAC1	DCP MIDSTREAM PARTNERS LP SENIOR CORP BND		1	2,956,525.25	3,051,387.14	2,975,000.00	2,962,143.57	89,243.57		(2,176.57	)	—	—	2.5	2.633		JD	6,197.92	5,550		11,192,012	12012017
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BND		1	1,192,920	1,216,261.6	1,200,000.00	1,193,309.26	22,952.34		1,775.00		—	—	2.7	2.827		MS	9,720.00	37,187.5		3,102,014	4012019
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM NOTES		1	2,692,984.28	2,716,850	2,713,675.00	2,693,767.49	23,082.51		88.09		—	—	—	0.169		FMAN	0	—		4,302,014	10182018
BRSBWG6S8	DELTA AIR LINES INC TERM LOAN		2	4,284,833.84	4,354,546.57	4,347,547.02	4,316,282.51	38,264.06		5,219.11		—	—	—	0.254		JAJO	0	23,546.12		2,292,012	4202017
25152RVR1	DEUTSCHE BK LDN SENIOR CORP BND	F		12,998,830	13,061,930.31	13,000,000.00	12,998,974.7	62,955.61		285.03		—	—	1.4	1.403		FA	69,766.67	32,984.3		2,062,014	2132017
25152RWY5	DEUTSCHE BK LDN SENIOR CORP BND	F		3,998,600	4,000,632.64	4,000,000.00	3,998,634.52	1,998.12		200.28		—	—	1.35	1.36		MN	4,650.00	21,111.11		5,222,014	5302017
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP BND 144A			9,972,700	10,076,799	10,000,000.00	9,978,995.6	97,803.4		48.11		—	—	1.25	1.343		AO	25,347.22	3,562.5		10,102,013	10182016
25215BAJ2	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP BND 144A	E		5,025,800	5,070,550.55	5,000,000.00	5,024,762.6	45,787.95		—		—	—	2.25	2.136		JJ	47,187.50	—		4,102,014	1302019
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		9,444,640	9,493,801.38	9,400,000.00	9,428,963.38	64,838		83.04		—	—	1.5	1.389		MN	19,583.33	70,826.26		9,252,012	5112017
25243YAS8	DIAGEO CAPITAL PLC SENIOR CORP BND	F		6,991,782.06	6,989,369.03	7,000,000.00	6,992,123.41	(2,754.38	)	(1,341.19	)	—	—	0.625	0.687		AO	7,534.72	7,497.23		6,022,014	4292016
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		2,485,750	2,449,136.35	2,500,000.00	2,489,012.77	(39,876.42	)	1,149.17		—	—	1.125	1.243		AO	4,843.75	19,875		4,242,013	4292018
25459HAV7	DIRECTV HOLDINGS LLC CORP BND			5,665,268.75	5,721,705.03	5,525,000.00	5,592,234.85	129,470.18		(924.04	)	—	—	3.125	2.354		FA	65,225.69	7,248.61		2,212,013	2152016
25459HAY1	DIRECTV HOLDINGS LLC SENIOR CORP BND			9,374,202.75	9,115,947.24	8,745,000.00	9,060,258.29	55,688.95		1,415.84		—	—	3.5	1.308		MS	102,025.00	43,939.77		10,162,012	3012016
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND			2,996,986.1	3,083,839.86	3,000,000.00	2,998,303.71	85,536.15		—		—	—	2.4	2.422		MS	21,200.00	485.44		5,152,012	3152017
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2		2	11,553,284.09	11,563,528.39	11,555,000.00	11,553,967.19	9,561.2		(83,786.42	)	—	—	0.69	0.695		MON	3,543.53	195,499.48		2,062,013	8152018
25600WAA8	DNB BOLIGKREDITT AS CORP BND 144A	F		7,245,487.51	7,343,207.86	7,200,000.00	7,215,181.6	128,026.26		821.46		—	—	2.1	1.933		AO	32,339.99	39,153.35		11,142,012	10142015
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F		8,395,963	8,522,342	8,200,000.00	8,292,308.7	230,033.3		(6,637.98	)	—	—	2.9	2.237		MS	60,771.11	59,850		6,122,012	3292016
257375AA3	DOMINION GAS HOLDINGS LLC SENIOR CORP BND 144A			4,998,200	4,992,093.3	5,000,000.00	4,998,608.95	(6,515.65	)	61.58		—	—	1.05	1.062		MN	8,750.00	5,961.11		10,172,013	11012016
BRSHU3AD4	DONCASTERS FINANCE US LLC SENIOR SECURED TERM NOTES		2	751,874.89	762,171.23	758,141.71	752,053.17	10,118.06		4,656.39		—	—	—	0.138		MJSD	0	74,652.44		4,302,014	4092020
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND			1,423,418.25	1,470,259.67	1,425,000.00	1,424,490.79	45,768.88		(4,228.87	)	—	—	2.9	2.924		JJ	19,055.42	55,078.13		1,062,011	1152016
BRSJRLR20	DRILLSHIPS FINANCING HOLDING I SENIOR SECURED TERM LOAN	F	1	2,065,297.74	2,081,922.37	2,044,849.25	2,062,462.94	19,459.43		344.86		—	—	—	(0.415	)	JAJO	0	(7,661.59	)	2,032,014	3312021
BRSCC0RV3	DUCOMMUN INC TERM LOAN			269,670.79	274,437.71	272,394.75	271,027.48	3,410.23		2,558.91		—	—	—	0.166		MJSD	0	66,209.34		6,172,011	6272017
264399EM4	DUKE ENERGY CORP CORP BND			3,852,877.8	3,542,247.96	3,345,000.00	3,524,893.32	17,354.64		(52,127.62	)	—	—	5.3	0.965		AO	44,321.25	86,572.5		3,012,012	10012015
263901AE0	DUKE ENERGY INDIANA INC SECURED CORP BND			585,000	587,390.76	585,000.00	585,000	2,390.76		(2,047.24	)	—	—	0.578	0.619		JAJO	760.20	3,125		7,082,013	7112016
BRSGEJ3J4	E_CARAT_12 ABS CARAT	D	2	261,556.61	278,883.6	162,715.24	261,556.61	17,326.99		—		—	16,662.04	1.3	1.302		MON	130.62	2,375.39		12,102,012	6182020
BRSK82AW2	EAGLE PARENT INC SENIOR SECURED TERM LOAN		1	6,394,621.24	6,453,570.53	6,435,871.88	6,397,104.87	56,465.66		397.62		—	—	—	0.154		MJSD	0	12,951.82		4,012,014	5162018
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND			822,228	849,345.4	825,000.00	823,336.99	26,008.41		(39,859.90	)	—	—	2.4	2.472		JD	1,650.00	87,127.5		5,292,012	6012017



278062AB0	EATON CORPORATION SENIOR CORP BND			1,173,959.42	1,175,971.13	1,175,000.00	1,174,125.04	1,846.09		271.47		—	—	1.5	1.523	MN	2,888.55	9,900	11,082,013	11022017
278642AB9	EBAY INC. CORP BND			5,347,852.5	5,379,330.4	5,300,000.00	5,327,437.55	51,892.85		130.60		—	—	1.625	1.218	AO	18,181.94	27,034.77	7,222,013	10152015
278642AG8	EBAY INC. SENIOR CORP BND			6,367,171.65	6,329,173.17	6,300,000.00	6,343,696.43	(14,523.26	)	5,302.75		—	—	1.35	1.117	JJ	39,217.52	69,339.26	11,082,012	7152017
Z91J3YBQ5	ECARA_3 ABS 14 3 A	D	2	1,031,015.28	1,051,864.42	615,219.31	1,031,015.28	20,849.14		(156.05	)	—	20,917.46	0.96	0.962	MON	359.66	10,537.66	2,282,014	3182022
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A		2	461,060	466,648.97	461,060.00	461,060	5,588.97		102.74		—	—	1.079	1.08	JAJO	925.66	16,508.28	2,232,010	7252023
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A		2	660,592.97	660,871.23	660,000.00	660,352.84	518.39		33.93		—	—	0.93	0.871	MON	187.55	5,451	11,202,013	4202018
263534BQ1	EI DU PONT DE NEMOURS & CO CORP BND			2,202,898	2,092,513.87	1,900,000.00	2,095,293.46	(2,779.59	)	(16,018.07	)	—	—	5.25	1.003	JD	4,433.33	31,250	2,112,013	12152016
28140DAA1	ELAB_12-1 ABS 12-1		2	1,349,787.28	1,351,865.96	1,349,787.28	1,349,787.28	2,078.68		111.42		—	—	0.602	0.603	MON	135.43	20,570.34	9,192,012	6252022
BRSLXE2K1	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		3,163,264	3,205,448.38	3,200,000.00	3,168,581.74	36,866.64		2,151.36		—	—	1.15	1.544	JJ	16,253.33	31,250	1,132,014	1202017
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND 144A	F		9,806,118.4	9,951,785.56	9,920,000.00	9,815,654.64	136,130.92		(2,211.04	)	—	—	2.15	2.395	JJ	94,198.67	20,593.75	1,132,014	1222019
268648AP7	EMC CORP SENIOR CORP BND			3,498,725	3,519,670.95	3,500,000.00	3,498,978.84	20,692.11		(41,990.29	)	—	—	1.875	1.883	JD	5,468.75	60,011.09	4,022,014	6012018
BRSBYALT0	EMERGENCY MED(ENVISION HEALTH) TERM LOAN		2	5,601,131.71	5,651,091.44	5,629,277.98	5,611,902.52	39,188.92		799.59		—	—	—	0.078	FMAN	0	76,476.37	6,252,012	5252018
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED TERM LOAN		1	1,124,950.56	1,149,097.23	1,136,313.70	1,125,269.53	23,827.7		426.91		—	—	—	0.144	MJSD	0	64,266.23	3,132,014	3122021
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED TERM NOTES		1	78,681.63	80,370.5	79,476.39	78,703.94	1,666.56		347.45		—	—	—	0.144	MJSD	0	11,628.94	3,132,014	3122021
BRSLJ8BU8	ENDO LUXEMBOURG FINANCE I COMP SENIOR SECURED TERM NOTES	F	1	143,914.31	144,622.31	144,637.50	143,944.4	677.91		—		—	—	—	0.071	MJSD	0	6,511.29	12,122,013	3012021
29268BAD3	ENEL FINANCE INTERNATIONAL NV CORP BND 144A	F		1,241,598.75	1,234,907.6	1,225,000.00	1,226,057.46	8,850.14		266.42		—	—	3.875	3.547	AO	11,076.04	11,237.5	3,302,010	10072014
BRSNGV8L0	ENERGY FUTURE INTERMEDIATE HOL SENIOR SECURED TERM NOTES			571,428.57	575,460	571,428.57	571,428.57	4,031.43		19.04		—	—	—	—	MJSD	0	—	6,102,014	6192016
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES			1,297,392.18	1,296,173.02	1,303,911.74	1,297,502.36	(1,329.34	)	41.35		—	—	—	0.071	MJSD	0	5,513.78	3,252,014	4302021
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A3 144A		2	299,978.79	302,823.01	300,000.00	299,985.42	2,837.59		(720.96	)	—	—	1.51	1.517	MON	138.42	2,632.5	8,072,013	3202019
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS _13-2-A2 144A		2	2,524,184.67	2,535,409.98	2,524,579.51	2,524,351	11,058.98		(35,294.23	)	—	—	1.06	1.07	MON	817.68	49,437.5	8,072,013	3202019
293791AN9	ENTERPRISE PRODUCTS OPERATING CORP BND			1,193,423	1,116,016	1,100,000.00	1,115,343.88	672.12		(71,967.14	)	—	—	5.6	0.765	AO	13,004.44	90,673.75	1,022,013	10152014
293791AR0	ENTERPRISE PRODUCTS OPERATING CORP BND			2,162,160	2,057,280	2,000,000.00	2,056,092.03	1,187.97		(34,241.80	)	—	—	5	0.784	MS	33,333.33	44,250	3,192,013	3012015
29379VAX1	ENTERPRISE PRODUCTS OPERATING SENIOR CORP BND			2,651,676.5	2,664,443.83	2,650,000.00	2,650,631.51	13,812.32		56.92		—	—	1.25	1.228	FA	12,697.92	3,937.5	8,062,012	8132015
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED TERM LOAN			2,658,075	2,638,139.44	2,658,075.00	2,658,075	(19,935.56	)	7,271.68		—	—	—	—	MJSD	0	63,308.98	8,012,013	5312020
BRSJD01Z6	EQUIPOWER RESOURCES HOLDINGS L SENIOR SECURED TERM NOTES			2,020,733.46	2,041,629.57	2,025,797.96	2,021,329.11	20,300.46		1,337.82		—	—	—	0.04	MJSD	0	27,645.35	12,162,013	12312019
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN	D		837,356.42	853,553.32	450,000.00	825,992.38	27,560.94		(0.74	)	—	36,205.4	4.75	1.795	OCT	25,934.10	512.96	11,292,013	10152018
298785GC4	EUROPEAN INVESTMENT BANK CORP BND	F		4,970,000	4,930,699.9	5,000,000.00	4,976,850.27	(46,150.37	)	372.20		—	—	1	1.12	JD	2,222.22	5,500	4,092,013	6152018



BRS9ND148	EUROPEAN INVESTMENT BANK CORP BND	D		2,866,739.77	3,176,641.19	1,805,000.00	2,827,150.87	349,490.32		(3.85	)	—	306,672.39	3	1.889	DEC	52,255.36	2,189.14	11,132,013	12072015
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		15,606,900	15,563,249.55	15,000,000.00	15,533,133.33	30,116.22		4,664.33		—	—	2.5	0.591	MN	46,875.00	8,805.25	3,242,014	5162016
298785GH3	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		9,955,000	10,099,400.3	10,000,000.00	9,957,043.08	142,357.22		(65,035.80	)	—	—	1.875	1.971	MS	55,208.33	76,666.67	4,022,014	3152019
300141AC2	EVERGLADES RE LTD CORP BND 144A	F		15,000,000	15,110,400	15,000,000.00	15,000,000	110,400		—		—	—	1	7.583	MJSD	54,861.37	41,482.67	4,242,014	4282017
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURED TERM NOTES		1	6,087,150.71	6,207,541.01	6,148,637.07	6,092,200.41	115,340.6		92.82		—	—	—	0.144	MJSD	0	8,050.57	12,052,013	10302020
BRSM7X853	EXGEN RENEWABLES I LLC SECURED TERM LOAN		1	1,701,209.8	1,746,090.96	1,709,758.59	1,701,581.48	44,509.48		—		—	—	—	0.072	FMAN	0	897.84	2,052,014	2062021
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND			5,000,000	4,999,950.05	5,000,000.00	5,000,000	(49.95	)	22.02		—	—	0.271	0.275	MJSD	563.75	1,500	3,172,014	3152017
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND		1	2,050,000	2,062,994.56	2,050,000.00	2,050,000	12,994.56		(38,136.51	)	—	—	1.819	1.819	MS	10,461.78	46,111.11	3,172,014	3152019
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 FM		2	850,731.27	845,982.43	848,609.72	850,777.86	(4,795.43	)	(1,132.38	)	—	—	0.622	0.5	MON	87.97	3,424.19	8,152,013	12252040
34529XAD0	FCALT_12-B ABS 12-B		2	4,511,635.43	4,506,520.62	4,505,124.12	4,505,867.63	652.99		—		—	—	0.57	0.47	MON	1,141.30	13,621.86	2,012,013	9152015
G33365SX9	FCE BANK PLC SENIOR LOCAL BND EMTN	D		2,086,737.87	2,145,286.14	1,200,000.00	2,061,133.05	84,153.09		(16,516.62	)	—	88,507.59	5.125	1.588	NOV	65,398.24	48,478.71	2,072,014	11162015
31331KHV5	FED FARM CR BKS AGENCY BND			1,348,758.5	1,350,985.15	1,350,000.00	1,349,602.51	1,382.64		(205.71	)	—	—	0.223	0.274	MON	91.99	7,512.5	6,272,013	4202016
3133EA5A2	FED FARM CR BKS AGENCY BND			5,000,000	4,945,371.55	5,000,000.00	5,000,000	(54,628.45	)	(222.88	)	—	—	0.87	0.87	AO	8,820.83	4,748.54	10,112,012	10182017
3133EA5D6	FED FARM CR BKS AGENCY BND			4,498,920	4,502,475	4,500,000.00	4,499,635.36	2,839.64		—		—	—	0.173	0.237	MON	173.25	14,846.54	11,232,012	4232015
3133EAYZ5	FED FARM CR BKS AGENCY BND			2,524,312.44	2,526,388.75	2,525,000.00	2,524,814.53	1,574.22		88.03		—	—	0.178	0.282	MON	137.33	1,317.97	7,162,012	3202015
3133ECUQ5	FED FARM CR BKS AGENCY BND			1,499,805	1,500,690	1,500,000.00	1,499,878.88	811.12		131.54		—	—	0.165	0.207	MON	82.50	2,339.4	7,152,013	1192016
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECURED TERM LOAN		1	4,721,102.31	4,758,159.4	4,744,826.44	4,721,724.86	36,434.54		593.43		—	—	—	0.071	MJSD	0	20,052.78	4,032,014	4152021
3130A0C65	FHLB AGENCY BND			5,040,205	5,044,041.2	5,050,000.00	5,042,110.04	1,931.16		158.22		—	—	0.625	0.688	JD	263.03	13,943.86	12,032,013	12282016
3130A1CD8	FHLB AGENCY BND		1	2,019,500	2,016,880.04	2,000,000.00	2,016,975.54	(95.5	)	—		—	—	1.125	0.439	MS	5,812.50	21,688.46	4,232,014	9282016
3130A1K80	FHLB AGENCY BND		1	600,000	600,454.35	600,000.00	600,000	454.35		(148.62	)	—	—	1.375	1.369	AO	1,512.50	503.48	4,102,014	10252017
3130A2JA5	FHLB AGENCY BND		1	5,000,000	5,000,000	5,000,000.00	5,000,000	—		(17,444.31	)	—	—	—	0.785	MON	0	37,500	6,272,014	7232019
313382K85	FHLB AGENCY BND			2,997,150	3,002,100	3,000,000.00	2,998,366.17	3,733.83		1,017.36		—	—	0.45	0.482	MS	3,862.50	7,031.25	3,132,013	3182016
313383V81	FHLB AGENCY BND			1,499,940	1,502,910	1,500,000.00	1,499,965.89	2,944.11		469.47		—	—	0.375	0.377	FA	1,890.63	6,750	8,082,013	8282015
3134G2UA8	FHLMC AGENCY BND			11,107,050	11,013,861.1	11,000,000.00	11,005,548.41	8,312.69		761.48		—	—	1	0.634	FA	40,027.77	64,687.5	1,172,012	8202014
3134G3J76	FHLMC AGENCY BND			7,002,107	7,018,830	7,000,000.00	7,000,840.39	17,989.61		(19,977.76	)	—	—	0.45	0.44	MS	10,237.50	55,000	9,142,012	9042015
3134G54G7	FHLMC AGENCY BND		1	3,499,650	3,498,950.04	3,500,000.00	3,499,669.41	(719.37	)	(15,265.90	)	—	—	1	1.003	AO	5,930.56	18,506.25	4,282,014	4282017
3134G55K7	FHLMC AGENCY BND		1	5,000,000	5,001,499.55	5,000,000.00	5,000,000	1,499.55		263.67		—	—	1.05	1.048	AO	7,145.84	545.83	5,072,014	4282017



3137EACH0	FHLMC AGENCY BND		8,563,258.24	8,133,760	8,000,000.00	8,105,736.96	28,023.04	—		—	—	2.875	0.691	FA	90,722.22	6,125	11,022,011	2092015
3137EACY3	FHLMC AGENCY BND		5,000,300	5,013,250	5,000,000.00	5,000,040.7	13,209.3	(86,377.90	)	—	—	0.75	0.748	MN	3,750.00	115,000	11,282,011	11252014
3137EADQ9	FHLMC AGENCY BND		5,276,683.38	5,284,335.03	5,277,000.00	5,276,811.46	7,523.57	514.46		—	—	0.5	0.502	MN	3,518.00	10,012.08	3,062,013	5132016
3134G4ET1	FHLMC AGENCY BND MTN	1	4,996,750	5,004,349.9	5,000,000.00	4,997,699.36	6,650.54	(190.08	)	—	—	0.85	0.872	FA	16,881.95	19,224.54	8,132,013	8082016
31396UWM8	FHLMC AGENCY CMO 3184 FA	2	161,450.32	161,638.41	161,627.10	161,613.1	25.31	(48.68	)	—	—	0.302	0.374	MON	21.68	264.23	4,232,010	2152033
31398WV35	FHLMC AGENCY CMO 3654	2	85,177.93	84,733.19	79,373.72	83,079.04	1,654.15	(110.10	)	—	—	5	1.49	MON	330.72	721.65	2,012,012	11152028
31396CLF5	FHLMC AGENCY CMO_3054 DW	2	11,882.83	12,070.52	11,927.56	11,899.77	170.75	(94.93	)	—	—	5.5	5.688	MON	54.67	2,627.52	6,172,008	5152034
3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	946,230.22	1,029,010.47	933,108.39	944,195.79	84,814.68	—		—	—	6	5.52	MON	4,665.54	830.48	2,062,007	3152029
31395EC47	FHLMC CMO_2839 TS	2	1,052,115.04	1,040,167.8	979,281.00	1,038,019.47	2,148.33	(62.09	)	—	—	5	1.398	MON	4,080.34	2,374.41	3,072,013	8152019
31397Y5H0	FHLMC CMO_3484 DA	2	303,268.29	294,715.03	291,516.52	293,063.45	1,651.58	(5,993.86	)	—	—	5	2.895	MON	1,214.66	10,988.2	6,012,009	9152022
3128JLHB8	FHLMC POOL # 1B1225	2	45,966.19	48,967.87	46,680.37	46,006.67	2,961.2	(8,429.87	)	—	—	2.382	2.74	MON	92.66	47,240.04	4,022,007	9012033
3128JMW45	FHLMC POOL # 1B2566	2	64,867.79	69,403.95	65,377.73	64,900.89	4,503.06	21.64		—	—	2.525	2.623	MON	137.57	561.61	4,022,007	11012034
3128JMXM4	FHLMC POOL # 1B2583	2	1,276,863.85	1,370,631.6	1,291,039.48	1,278,033.02	92,598.58	(5,050.10	)	—	—	2.525	2.681	MON	2,716.56	159,546.32	9,172,008	10012034
3128JMY68	FHLMC POOL # 1B2632	2	75,950.21	83,194.91	76,547.29	75,986.56	7,208.35	24.02		—	—	2.525	2.627	MON	161.07	844.71	4,032,007	11012034
3128JMZG5	FHLMC POOL # 1B2642	2	117,164.12	124,424.83	118,085.20	117,222.29	7,202.54	24.60		—	—	2.516	2.616	MON	247.59	986.03	4,022,007	11012034
3128JNAL9	FHLMC POOL # 1B2810	2	145,183.62	154,951.29	146,694.55	145,280.14	9,671.15	47.65		—	—	2.526	2.685	MON	308.79	1,536.49	4,022,007	2012035
3128NCB37	FHLMC POOL # 1G0058	2	165,948.44	178,403.01	166,338.30	165,935.89	12,467.12	(705.93	)	—	—	2.458	2.461	MON	340.72	3,937.6	9,172,008	1012035
3128NCD68	FHLMC POOL # 1G0125	2	1,388,023.56	1,487,772.94	1,417,706.79	1,391,784.87	95,988.07	(523.89	)	—	—	2.35	2.624	MON	2,776.34	3,672.12	12,132,005	3012035
3128NCMS0	FHLMC POOL # 1G0369	2	240,301.96	252,820.37	239,106.43	240,081.14	12,739.23	(2,395.14	)	—	—	2.355	2.258	MON	469.25	8,984.86	8,272,008	10012035
3128QJLG9	FHLMC POOL # 1G1227	2	190,636.11	198,465.98	186,898.18	190,106.77	8,359.21	(11,867.38	)	—	—	2.504	2.216	MON	389.99	18,507.09	1,042,008	10012036
3128QJRN8	FHLMC POOL # 1G1393	2	1,075,999.23	1,092,747.32	1,032,788.88	1,072,888.41	19,858.91	(13,243.14	)	—	—	2.532	1.943	MON	2,179.18	50,807.11	3,092,012	12012036
3128QJ3B0	FHLMC POOL # 1G1694	2	1,183,665.12	1,261,738.06	1,201,452.26	1,185,167.9	76,570.16	2,768.35		—	—	2.159	2.355	MON	2,161.61	17,507.22	8,102,007	4012037
31342AZE2	FHLMC POOL # 780741	2	374,603.44	386,396.95	363,086.78	373,883.7	12,513.25	(7,516.38	)	—	—	2.375	1.459	MON	718.61	28,836.46	11,162,009	7012033
31342A6F1	FHLMC POOL # 780870	2	260,763.61	278,901.64	264,815.27	261,002.41	17,899.23	178.10		—	—	2.362	2.706	MON	521.24	5,231.45	2,222,012	9012033
31349SJK0	FHLMC POOL # 781166	2	573,553.27	619,175.04	583,050.62	574,334.69	44,840.35	(709.71	)	—	—	2.355	2.66	MON	1,144.24	2,226.51	1,092,006	1012034
31349UCW6	FHLMC POOL # 782785	2	125,716.82	133,033.57	126,705.15	125,778.8	7,254.77	353.17		—	—	2.232	2.342	MON	235.67	896.15	4,022,007	10012034
31349UEJ3	FHLMC POOL # 782837	2	214,454.02	227,332.21	216,139.92	214,552.28	12,779.93	90.15		—	—	2.375	2.486	MON	427.78	1,492.02	4,022,007	11012034



31349UJL3	FHLMC POOL # 782967	2	73,955.91	79,871.7	75,070.23	74,033.45	5,838.25		(1,781.37	)	—	—	2.375	2.63	MON	148.58	4,503.85	9,302,008	1012035
31349ULB2	FHLMC POOL # 783022	2	230,395.21	245,433.82	232,452.42	230,519.21	14,914.61		189.59		—	—	2.375	2.508	MON	460.06	2,732.84	4,022,007	2012035
31295NXK9	FHLMC POOL # 789682	2	28,721.78	30,166.25	28,887.66	28,730.62	1,435.63		(60.50	)	—	—	2.352	2.429	MON	56.62	322.23	8,102,006	9012032
3128JRJS6	FHLMC POOL # 847473	2	1,449,859.45	1,534,676.47	1,455,773.54	1,450,010.85	84,665.62		654.10		—	—	2.354	2.388	MON	2,855.74	16,549.08	9,262,007	12012035
3128JRKQ8	FHLMC POOL # 847503	2	688,792.93	749,414.15	705,267.55	689,821.85	59,592.3		(5,487.94	)	—	—	2.412	2.93	MON	1,417.59	21,435.83	5,312,006	12012035
3128JRPZ3	FHLMC POOL # 847640	2	271,239.08	293,456.58	272,725.43	271,305.34	22,151.24		251.20		—	—	2.376	2.435	MON	540.00	1,135.67	11,132,006	5012036
3128JRP26	FHLMC POOL # 847641	2	432,545.73	460,462.96	436,033.99	432,787	27,675.96		(23,286.18	)	—	—	2.365	2.479	MON	859.35	72,008.84	2,222,012	12012033
3128JR6Z4	FHLMC POOL # 848088	2	6,203,104.79	6,280,006.08	5,903,326.50	6,185,454.76	94,551.32		322.32		—	—	2.37	1.325	MON	11,659.07	8,293.37	3,082,011	4012035
31300L3D5	FHLMC POOL # 848896	2	2074489.20	2072512.10	1972182.24	2,073,183.08	(670.98	)	(18,808.34	)	—	—	2.97	1.589	MON	4,876.22	28,106.7	4,222,013	5012042
3128KWBZ5	FHLMC POOL # A65456	2	13683.63	15186.06	13169.21	13,661.16	1,524.9		133.86		—	—	6.00	4.685	MON	—	3,555.99	2,042,009	9012037
3128KWFX6	FHLMC POOL # A65582	2	25,620.53	28,433.6	24,657.35	25,578.3	2,855.3		(20.64	)	—	—	6	4.718	MON	123.29	397.2	2,042,009	9012037
3128KWFY4	FHLMC POOL # A65583	2	29,747.06	33,013.24	28,628.77	29,697.06	3,316.18		(196.69	)	—	—	6	4.777	MON	143.14	790.95	2,042,009	9012037
3128KWNV1	FHLMC POOL # A65804	2	455,088.27	517,358.68	449,921.20	454,831.42	62,527.26		(1,045.73	)	—	—	6	5.537	MON	2,249.61	16,903.19	11,022,007	9012037
3128KWNX7	FHLMC POOL # A65806	2	1,145,546.96	1,302,293.89	1,132,540.45	1,144,922.29	157,371.6		(4,200.17	)	—	—	6	5.483	MON	5,662.70	16,917.56	11,022,007	9012037
3128KWTK9	FHLMC POOL # A65954	2	33,233.66	36,882.62	31,984.26	33,177.09	3,705.53		(225.04	)	—	—	6	4.813	MON	159.92	585.45	2,042,009	9012037
3128KWTP8	FHLMC POOL # A65958	2	23,254.12	25,807.39	22,379.92	23,216.05	2,591.34		(135.57	)	—	—	6	4.709	MON	111.90	984.21	2,042,009	9012037
3128KWTZ6	FHLMC POOL # A65968	2	23,131.98	25,671.8	22,262.34	23,094.76	2,577.04		(187.40	)	—	—	6	4.628	MON	111.31	694.14	2,042,009	9012037
3128KWT29	FHLMC POOL # A65969	2	17,453.92	19,370.33	16,797.77	17,425.36	1,944.97		(49.59	)	—	—	6	4.697	MON	83.99	883.46	2,042,009	9012037
3128KW5Q2	FHLMC POOL # A66255	2	537,850.91	602,096.66	531,744.17	537,554.5	64,542.16		469.02		—	—	6	5.489	MON	2,658.72	17,854.68	11,022,007	9012037
3128KYXE4	FHLMC POOL # A67877	2	23,890.88	26,514.06	22,992.74	23,849.45	2,664.61		(137.33	)	—	—	6	4.766	MON	114.96	720	2,042,009	4012037
312929CM2	FHLMC POOL # A82776	2	8,189.41	9,088.38	7,881.53	8,176.21	912.17		1,168.07		—	—	6	4.864	MON	39.41	10,316.67	2,042,009	1012039
312930LH1	FHLMC POOL # A83928	2	18,466.11	20,493.19	17,771.89	18,435.37	2,057.82		(5.43	)	—	—	6	4.942	MON	88.86	51.88	2,042,009	1012039
312930LQ1	FHLMC POOL # A83935	2	38,833.07	43,095.9	37,373.18	38,765.77	4,330.13		(14.63	)	—	—	6	5.01	MON	186.87	537.96	2,042,009	1012039
312930RC6	FHLMC POOL # A84083	2	22,116.94	24,553.51	21,285.48	22,074.19	2,479.32		(233.50	)	—	—	6	5.123	MON	106.43	1,204	2,042,009	1012039
312930RV4	FHLMC POOL # A84100	2	10,743.03	11,922.34	10,339.17	10,725.24	1,197.1		(60.53	)	—	—	6	4.919	MON	51.70	641.64	2,042,009	1012039
312930TB6	FHLMC POOL # A84146	2	11,099.65	12,322.48	10,682.38	11,082.21	1,240.27		(55.97	)	—	—	6	4.825	MON	53.41	318.02	2,042,009	1012039
31292KJH1	FHLMC POOL # C02964	2	1,741.92	1,933.19	1,676.44	1,739.04	194.15		(55.62	)	—	—	6	4.678	MON	8.38	238.46	2,042,009	7012037



3128M4HY2	FHLMC POOL # G02647	2	538,282.84	609,257.6	545,700.96	538,550.32	70,707.28		(159.44	)	—	—	5.5	6.175	MON	2,501.13	34,114.92	4,092,007	2012037
3128M4ZG1	FHLMC POOL # G03143	2	3,243.36	3,599.44	3,121.40	3,237.9	361.54		(21.67	)	—	—	6	4.727	MON	15.61	695.2	2,042,009	7012037
3128M5HK9	FHLMC POOL # G03534	2	5,092,662.68	5,667,231.33	4,955,609.05	5,086,389.61	580,841.72		1,684.73		—	—	6.5	5.472	MON	26,842.89	16,288.72	11,062,007	10012037
3128M6UB2	FHLMC POOL # G04778	2	79,011.02	87,684.3	76,040.68	78,879.85	8,804.45		(14.85	)	—	—	6	4.852	MON	380.20	98.38	2,042,009	7012038
3128M7AZ9	FHLMC POOL # G05124	2	199,212.2	221,080.34	191,723.02	198,887.89	22,192.45		(276.07	)	—	—	6	4.88	MON	958.62	2,363.96	2,042,009	12012038
3128MBBR7	FHLMC POOL # G12548	2	567,255.35	603,506.16	566,017.20	566,664.28	36,841.88		(21,996.10	)	—	—	5.5	5.399	MON	2,594.24	173,019.02	3,302,007	1012022
3128MBU70	FHLMC POOL # G13106	2	736,064.56	728,505.24	686,307.28	731,225.17	(2,719.93	)	(188.96	)	—	—	5	1.986	MON	2,859.61	307.37	7,172,013	10012020
3128MCRQ0	FHLMC POOL # G13895	2	2,141,257.81	2,105,788.03	1,988,976.78	2,102,932.34	2,855.69		(207.22	)	—	—	5	2.093	MON	8,287.40	16,668.24	11,102,011	11012019
3128MDCL5	FHLMC POOL # G14375	2	199,722.92	199,994.18	187,670.93	199,360.62	633.56		1,129.07		—	—	4	1.968	MON	625.57	7,788.46	12,132,013	7012026
3128MDM91	FHLMC POOL # G14684	2	2,031,738.14	2,004,072.49	1,931,970.00	2,020,875.49	(16,803	)	(23,172.05	)	—	—	3	1.568	MON	4,829.93	33,105.83	2,132,013	2012023
3128MDNM1	FHLMC POOL # G14696	2	976,845.94	964,059.43	879,793.68	969,862.29	(5,802.86	)	(12,094.02	)	—	—	6	2.109	MON	4,398.97	30,260.92	3,012,013	3012024
3128MDVW0	FHLMC POOL # G14929	2	841,681.81	837,491.7	784,813.50	840,308.95	(2,817.25	)	(8,193.63	)	—	—	4	2.039	MON	2,616.05	36,540.4	11,192,013	10012028
3128MTB72	FHLMC POOL # H00962	2	111,160.42	122,520.04	109,022.57	111,062.98	11,457.06		(1,591.99	)	—	—	6.5	5.398	MON	590.54	4,065.5	10,312,007	7012037
3128MTEE4	FHLMC POOL # H01033	2	1,803,231.07	1,987,505.17	1,768,550.88	1,801,527.22	185,977.95		(36,422.09	)	—	—	6.5	5.808	MON	9,579.65	54,610.37	10,312,007	7012037
3128MTF29	FHLMC POOL # H01085	2	107,293.48	118,257.91	105,229.98	107,175.77	11,082.14		(11,495.66	)	—	—	6.5	5.962	MON	570.00	63,732.38	10,312,007	7012037
3128PVWH9	FHLMC POOL # J16048	2	6,408,097.45	6,492,298.3	6,065,940.52	6,367,979.63	124,318.67		(15,035.99	)	—	—	4	2.614	MON	20,219.81	51,163.46	8,022,011	7012026
3128PV4J6	FHLMC POOL # J16225	2	2,038,049.88	2,064,829.34	1,929,229.28	2,026,029.52	38,799.82		(40.54	)	—	—	4	2.543	MON	6,430.76	3,440.42	8,022,011	8012026
31306YAL5	FHLMC POOL # J20911	2	1,840,426.13	1,829,188.68	1,749,532.47	1,830,339.57	(1,150.89	)	(9,606.68	)	—	—	3	1.482	MON	4,373.83	30,272.05	2,132,013	10012022
3132GLQP2	FHLMC POOL # Q05262	2	3,652,046.36	3,630,291.44	3,529,079.97	3,648,040.68	(17,749.24	)	(5,642.24	)	—	—	3.5	2.819	MON	10,293.15	13,358.43	2,032,012	12012041
3132GMDN9	FHLMC POOL # Q05809	2	5,268,122.2	5,282,841.11	4,977,263.37	5,268,122.2	14,718.91		—		—	—	4	2.395	MON	7,189.38	—	6,272,014	1012042
3137A47K7	FHLMC SENIOR CMO_3778 M	2	251,627.73	250,870.13	231,581.48	250,894.51	(24.38	)	(22,352.21	)	—	—	4.5	1.642	MON	868.43	24,522.25	1,132,014	8152039
3134G3W55	FHLMC UNSECURED AGENCY BND		249,972.5	250,559.98	250,000.00	249,986.93	573.05		12.79		—	—	0.45	0.454	MN	115.63	415.44	12,182,012	11242015
3134G42Q0	FHLMC UNSECURED AGENCY BND	1	247,725	249,417.5	250,000.00	248,277.28	1,140.22		2,688.95		—	—	0.6	0.901	AO	275.00	3,913.89	9,272,013	10252016
3137EADP1	FHLMC UNSECURED AGENCY BND		14,877,000	14,790,299.55	15,000,000.00	14,910,237.41	(119,937.86	)	1,218.71		—	—	0.875	1.041	MS	41,562.50	16,875	2,012,013	3072018
31397JRY2	FHLMC_3345 AGENCY CMO 3345	2	1,075,753.94	1,076,347.38	1,075,585.87	1,075,667.82	679.56		(18,011.53	)	—	—	0.352	0.329	MON	168.15	28,149.68	2,282,013	11152036
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	2	237,461.49	237,499.93	237,442.94	237,455.62	44.31		56.08		—	—	0.302	0.299	MON	31.84	392.23	7,222,011	10152020
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ	2	1,862,461.67	1,873,070.24	1,667,098.55	1,858,601.74	14,468.5		(9,068.67	)	—	—	5.5	2.006	MON	7,640.87	27,586.24	11,202,013	4152040



3137A63Z3	FHLMC_3792 AGENCY CMO 3792		2	2,218,748.63	2,213,858.84	2,203,598.88	2,216,561.92	(2,703.08	)	116.97		—	—	0.552	0.373	MON	540.37	3,376.02	11,092,012	11152040
3137ACNE5	FHLMC_3879 CMO_3879 MF		2	354,717.12	353,838.98	353,336.89	354,638.57	(799.59	)	(2,060.68	)	—	—	0.502	0.361	MON	78.79	4,932.65	11,052,013	9152038
BRSNJVR77	FIFTH THIRD PROCESSING SOLUTIO SENIOR SECURED TERM NOTES		1	525,065.97	532,981.53	527,704.49	525,065.97	7,915.56		—		—	—	—	0.072	MJSD	0	—	6,112,014	6132021
BRSBT2DD8	FIRST DATA CORP SENIOR SECURED TERM LOAN			5,487,000.56	5,702,061.43	5,685,715.00	5,559,475.83	142,585.6		(179.42	)	—	—	—	—	MJSD	0	12,421.23	5,012,014	9242018
BRSJ16FK4	FIRST DATA CORP SENIOR SECURED TERM NOTES		2	2,828,571	2,835,133.28	2,828,571.00	2,828,571	6,562.28		—		—	—	—	—	MJSD	0	56,349.42	—	9242018
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A1		2	377,343.69	377,389.36	377,344.07	377,342.11	47.25		3.84		—	—	0.679	0.679	JJ	1,181.44	2,265	6,122,013	1152019
BRSHG9BV6	FIRTH RIXSON LTD SENIOR SECURED TERM NOTES	F		492,500	492,600.96	492,500.00	492,500	100.96		639.99		—	—	—	—	MJSD	0	154,963.5	2,122,013	6302017
337738AH1	FISERV INC CORP BND			1,540,407.22	1,541,214	1,500,000.00	1,538,016.78	3,197.22		(105,527.30	)	—	—	3.125	1.08	AO	11,718.75	219,149.28	6,022,014	10012015
337738AK4	FISERV INC CORP BND			789,567.5	779,171.45	750,000.00	774,989.93	4,181.52		(14,920.09	)	—	—	3.125	1.392	JD	1,041.66	22,461.46	8,062,013	6152016
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM NOTES	F	1	2,032,655.62	2,060,674.69	2,037,750.00	2,033,101.25	27,573.44		79.29		—	—	—	0.044	FMAN	0	3,928.7	11,152,013	8092019
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND			349,184.5	354,253.63	350,000.00	349,463.92	4,789.71		2,149.29		—	—	2	2.049	AO	1,750.00	29,812.5	9,182,012	10012017
30254WAB5	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND	F		1,499,175	1,504,409.87	1,500,000.00	1,499,516	4,893.87		712.00		—	—	0.625	0.643	AO	1,901.04	10,031.37	3,132,013	4182016
BRSF8V463	FMS WERTMANAGEMENT LT GTD SENIOR CORP BND EMTN	D		2,837,654.13	3,077,726.62	1,800,000.00	2,840,902.77	236,823.85		(5,436.24	)	—	235,722.82	1	1.023	DEC	17,876.14	35,536.44	11,292,013	12012015
3135G0CM3	FNMA AGENCY BND			1,775,714.5	1,775,987.52	1,750,000.00	1,769,339.73	6,647.79		19.41		—	—	1.25	0.752	MS	5,651.04	5,930.56	10,012,013	9282016
31359MZC0	FNMA AGENCY BND			5,904,904.9	5,580,423	5,300,000.00	5,454,962.29	125,460.71		323.24		—	—	4.375	2.065	AO	48,951.39	12,750	7,162,010	10152015
3135G0NR0	FNMA AGENCY BND		1	249,762.5	248,934.99	250,000.00	249,791.08	(856.09	)	100.69		—	—	1.1	1.126	FA	924.31	204.17	3,142,014	8282017
3135G0UM3	FNMA AGENCY BND		1	2,499,125	2,502,750.2	2,500,000.00	2,499,515.7	3,234.5		4,900.19		—	—	0.52	0.532	FA	4,513.89	28,125	2,052,013	2262016
3135G0VA8	FNMA AGENCY BND			6,742,305	6,761,407.91	6,750,000.00	6,745,679.64	15,728.27		144.79		—	—	0.5	0.537	MS	8,531.25	6,500	2,142,013	3302016
3135G0WJ8	FNMA AGENCY BND			1,995,720	1,964,199.98	2,000,000.00	1,996,716.31	(32,516.33	)	14.58		—	—	0.875	0.918	MN	1,944.44	2,781.25	4,112,013	5212018
3135G0WW9	FNMA AGENCY BND		1	2,999,980.3	2,998,710.03	3,000,000.00	2,999,981.17	(1,271.14	)	(199.05	)	—	—	0.52	0.52	MN	1,776.67	9,666.67	6,022,014	5202016
3135G0YM9	FNMA AGENCY BND			5,989,620	6,101,999.82	6,000,000.00	5,991,275.21	110,724.61		2,129.38		—	—	1.875	1.911	MS	32,187.50	21,875	8,212,013	9182018
3135G0ZB2	FNMA AGENCY BND			6,726,442.5	6,724,687.5	6,750,000.00	6,728,738.8	(4,051.3	)	924.22		—	—	0.75	0.864	AO	9,984.37	4,311.8	3,062,014	4202017
31394BPP3	FNMA AGENCY CMO_04-88 HA		2	6,953.19	6,971.24	6,724.15	6,760.94	210.3		(2,425.11	)	—	—	6.5	5.194	MON	36.42	6,555.93	1,142,008	7252034
31397NLS2	FNMA AGENCY CMO_09-11 LC		2	1,038,874.83	1,043,069.08	976,042.12	1,036,844.67	6,224.41		(244.81	)	—	—	4.5	0.831	MON	3,660.16	1,353.67	2,072,014	3252049
31398MAY2	FNMA AGENCY CMO_10-9 MC		2	896,750	893,515.2	800,000.00	894,128.68	(613.48	)	(2,006.77	)	—	—	5	1.366	MON	3,333.33	5,988.32	5,212,014	4252036
31398T6X4	FNMA CMO 10-113 FA		2	2,582,771.64	2,588,602.35	2,584,717.52	2,583,361.9	5,240.45		(15,252.75	)	—	—	0.552	0.573	MON	237.79	41,640.14	9,032,013	10252040
31394DA42	FNMA CMO_05-48 AR		2	89,481.24	96,311.87	88,842.69	89,090.45	7,221.42		—		—	—	5.5	5.252	MON	407.20	839.8	12,202,007	2252035



31394EZX9	FNMA CMO_05-65 WL	2	1,383,408.35	1,362,878.6	1,329,002.33	1,347,468.47	15,410.13		(2,149.16	)	—	—	5.5	0.554	MON	6,091.27	9,140.13	11,162,012	7252034
31396L5J5	FNMA CMO_06-129 FA	2	218,588.7	218,746.62	218,725.40	218,674.66	71.96		(5,144.73	)	—	—	0.352	0.383	MON	12.83	10,593.85	3,232,011	1252037
31397MTX5	FNMA CMO_08-81 KA	2	391,831.35	397,650.65	393,182.91	391,864.86	5,785.79		(15,825.29	)	—	—	5	5.057	MON	1,638.26	32,586.86	7,292,008	10252022
31371NAC9	FNMA POOL # 256603	2	378,559.61	414,104.78	378,205.02	378,206.03	35,898.75		(15,607.80	)	—	—	5.5	5.381	MON	1,733.44	45,869.8	7,172,008	2012022
31371NE35	FNMA POOL # 256754	2	147,169.33	152,017.8	138,839.00	145,524.65	6,493.15		(27.41	)	—	—	5.5	3.215	MON	636.35	4,932.16	9,292,009	6012022
31385W2S7	FNMA POOL # 555285	2	1,763,388.74	1,823,523.74	1,600,352.82	1,756,164.27	67,359.47		37.73		—	—	6	1.999	MON	8,001.77	7,673.95	1,052,011	3012033
31385XAZ0	FNMA POOL # 555424	2	1,967,974.53	2,041,338.08	1,807,943.29	1,962,017.48	79,320.6		(22,307.92	)	—	—	5.5	1.678	MON	8,286.41	47,473.68	1,252,012	5012033
31385XEW3	FNMA POOL # 555549	2	95,437.98	101,990.23	96,219.79	95,647.5	6,342.73		(3,797.97	)	—	—	5	5.224	MON	400.92	12,384.36	12,142,007	6012018
31385XK48	FNMA POOL # 555715	2	72,412.68	76,899.05	73,059.24	72,462.22	4,436.83		(897.35	)	—	—	2.349	2.527	MON	143.01	2,920.45	4,022,007	7012033
31400EGH7	FNMA POOL # 685200	2	88,329.03	94,393.21	89,052.59	88,530.59	5,862.62		161.91		—	—	5	5.227	MON	371.06	2,637.81	12,142,007	3012018
31400PG58	FNMA POOL # 693320	2	57,275.17	60,977.71	57,778.48	57,322.79	3,654.92		(2,020.79	)	—	—	2.279	2.443	MON	109.73	8,418.19	8,102,006	1012033
31400QJ87	FNMA POOL # 694287	2	8,430.92	9,109.07	8,506.19	8,437.09	671.98		15.50		—	—	2.228	2.403	MON	15.79	663.97	4,022,007	3012033
31400SA33	FNMA POOL # 695826	2	41,862.99	44,737.05	42,205.91	41,955.88	2,781.17		155.74		—	—	5	5.23	MON	175.85	2,435.12	12,142,007	4012018
31401A3C9	FNMA POOL # 702895	2	94,002.88	100,456.6	94,772.93	94,211.86	6,244.74		77.71		—	—	5	5.23	MON	394.89	1,161.95	12,142,007	4012018
31401DVW8	FNMA POOL # 705429	2	108,975.2	116,622.34	110,245.62	109,079.77	7,542.57		4.72		—	—	2.335	2.594	MON	214.52	97.47	8,102,006	4012033
31401MKS9	FNMA POOL # 712305	2	805,212.71	789,246.32	756,068.25	802,980.96	(13,734.64	)	12,210.88		—	—	2.425	0.903	MON	1,527.89	3,125.83	2,232,012	5012033
31402DQB9	FNMA POOL # 725950	2	146,360.96	156,607.35	147,699.46	146,654.39	9,952.96		(1,994.57	)	—	—	5	5.25	MON	615.41	8,042.02	7,172,008	11012019
31402HD32	FNMA POOL # 729222	2	860,689.5	918,304.9	870,203.92	861,489.35	56,815.55		(3,150.36	)	—	—	2.33	2.531	MON	1,689.65	19,623.4	9,172,008	7012035
31402RB81	FNMA POOL # 735463	2	96,327.18	102,767.67	97,123.93	96,406.64	6,361.03		86.71		—	—	2.279	2.405	MON	184.45	1,338	9,282,006	3012035
31402RF87	FNMA POOL # 735591	2	3,774,660.7	4,052,972.86	3,637,148.80	3,768,829.22	284,143.64		(2,002.42	)	—	—	5	3.169	MON	15,154.79	26,100.34	4,302,010	6012035
31402YSV7	FNMA POOL # 742232	2	5,389.32	5,863.47	5,473.06	5,394.04	469.43		23.36		—	—	2.625	3.062	MON	11.97	1,154.11	4,022,007	9012033
31403C2L4	FNMA POOL # 745179	2	315,509.45	337,170.53	318,093.97	316,110.73	21,059.8		156.35		—	—	5	5.219	MON	1,325.39	2,589.49	12,142,007	4012019
31403DCE7	FNMA POOL # 745369	2	255669.44	273309.72	257763.75	256,126.37	17,183.35		573.63		—	—	5.00	5.206	MON	1,074.01	8,763.38	12,142,007	12012019
31403DCZ0	FNMA POOL # 745388	2	602877.65	644267.77	607816.14	604,118.14	40,149.63		317.19		—	—	5.00	5.22	MON	2,532.57	5,941.67	12,142,007	11012018
31403H3P3	FNMA POOL # 749706	2	467,707.83	499,938.02	473,590.71	468,419.61	31,518.41		25.69		—	—	2.417	2.609	MON	953.89	86.4	5,152,006	11012033
31403KDB6	FNMA POOL # 750798	2	4,009.86	4,230.91	4,072.18	4,017	213.91		615.94		—	—	2.199	2.443	MON	7.46	6,170.47	4,022,007	12012033
31403VBR9	FNMA POOL # 758848	2	136,701.98	146,087.19	137,821.81	136,970.69	9,116.5		1,026.41		—	—	5	5.223	MON	574.26	17,542.44	12,142,007	1012019



31404CLB4	FNMA POOL # 764522	2	18,978.81	20,462.88	19,363.06	19,006.96	1,455.92	(1,530.52	)	—	—	2.397	2.849	MON	38.68	8,985.52	9,302,008	6012034
31404LRF9	FNMA POOL # 771886	2	69,773.82	75,038.29	70,940.48	69,912.66	5,125.63	1.76		—	—	2.304	2.572	MON	136.21	45.13	8,102,006	2012034
31404NBP0	FNMA POOL # 773246	2	88,502.37	94,761.72	89,243.06	88,563	6,198.72	34.20		—	—	2.254	2.394	MON	167.55	823.64	4,022,007	2012035
31404VGA0	FNMA POOL # 779693	2	440,515.21	466,156.65	444,684.10	440,941.11	25,215.54	(16,513.31	)	—	—	2.13	2.285	MON	789.31	86,860.04	2,242,006	7012034
31405PAG5	FNMA POOL # 794807	2	117,266.02	124,639.39	116,946.77	117,191.34	7,448.05	156.28		—	—	2.074	2.03	MON	202.02	3,667.32	6,302,007	10012034
31405UMM8	FNMA POOL # 799664	2	50,152.62	53,515.32	50,546.89	50,190.27	3,325.05	63.88		—	—	2.193	2.311	MON	92.42	1,044.72	4,022,007	10012034
31405UR84	FNMA POOL # 799811	2	136,494.67	142,868.89	136,138.01	136,407.89	6,461	(8.97	)	—	—	1.985	1.945	MON	225.20	500.62	6,302,007	11012034
31405UTZ2	FNMA POOL # 799868	2	11,989.55	12,761.14	12,083.79	11,997.82	763.32	10.78		—	—	2.113	2.239	MON	21.28	559.24	4,022,007	11012034
31406BB90	FNMA POOL # 804764	2	147,557.3	157,822.99	148,717.28	147,656.95	10,166.04	2.83		—	—	2.243	2.368	MON	277.98	128.85	4,022,007	1012035
31406BEZ9	FNMA POOL # 804852	2	127,771.38	134,954.09	128,775.85	127,857.2	7,096.89	44.55		—	—	2.214	2.341	MON	237.70	1,694.59	4,022,007	12012034
31406BJF8	FNMA POOL # 804962	2	138,975.37	149,707.64	140,067.90	139,068.51	10,639.13	112.96		—	—	2.208	2.334	MON	257.72	1,525.37	4,022,007	1012035
31406BQQ6	FNMA POOL # 805163	2	190,442.35	203,521.63	192,036.29	190,582.33	12,939.3	101.12		—	—	2.207	2.341	MON	353.35	1,585.74	4,022,007	1012035
31406DG67	FNMA POOL # 806721	2	265,393.26	283,077.81	267,479.62	265,619.92	17,457.89	103.15		—	—	2.42	2.523	MON	539.42	2,162.69	4,022,007	11012034
31406GLK3	FNMA POOL # 809530	2	39,423.16	42,712.95	39,702.35	39,452.31	3,260.64	128.36		—	—	2.186	2.286	MON	72.32	3,318.82	9,282,006	2012035
31406MYP5	FNMA POOL # 814418	2	104,288.05	110,517.3	105,219.24	104,395.72	6,121.58	73.00		—	—	1.984	2.101	MON	173.96	516.31	4,022,007	3012035
31406PKU2	FNMA POOL # 815807	2	237,206.58	252,963.98	239,470.26	237,512.42	15,451.56	140.57		—	—	2.131	2.248	MON	425.26	1,145.86	9,282,006	2012035
31406TLC3	FNMA POOL # 819423	2	272,413.33	289,531.73	274,845.74	272,614.93	16,916.8	156.45		—	—	2.435	2.581	MON	557.71	2,605.47	4,022,007	4012035
31406TTE1	FNMA POOL # 819649	2	2,347,304.45	2,381,994.63	2,269,297.35	2,338,771.44	43,223.19	269.52		—	—	2.14	1.65	MON	4,046.91	4,002.41	12,042,009	3012035
31406VHE9	FNMA POOL # 821129	2	157,509.87	168,124.35	158,916.27	157,615.2	10,509.15	231.14		—	—	2.213	2.374	MON	293.07	3,629.47	4,022,007	5012035
31407D5R2	FNMA POOL # 828056	2	501,970.43	520,016.66	493,560.48	501,089.39	18,927.27	(4,729.47	)	—	—	2.253	1.944	MON	926.66	25,711.18	2,202,009	6012035
31407E6W8	FNMA POOL # 828985	2	260,049.98	283,298.94	269,002.73	260,814.95	22,483.99	122.17		—	—	2.243	2.946	MON	502.81	1,932.89	3,162,006	8012035
31407GC22	FNMA POOL # 829989	2	815,976.17	872,230.76	823,730.81	816,807.09	55,423.67	361.81		—	—	2.341	2.481	MON	1,606.96	5,234.87	1,202,006	4012035
31408C6D3	FNMA POOL # 847868	2	1,087,263.27	1,156,636.2	1,098,939.50	1,088,898.66	67,737.54	547.41		—	—	2.109	2.233	MON	1,931.39	5,349.41	5,122,006	11012035
31409UBQ7	FNMA POOL # 878547	2	829,541.55	903,358.88	836,238.00	830,271.01	73,087.87	224.16		—	—	2.362	2.466	MON	1,646.00	9,977.67	5,042,006	3012036
31410FU60	FNMA POOL # 888105	2	257,848.46	275,550.84	259,960.62	258,251.08	17,299.76	(26.55	)	—	—	5	5.21	MON	1,083.17	2,127.78	12,142,007	8012020
31410GC35	FNMA POOL # 888490	2	188,194.3	198,559.7	188,620.63	188,219.34	10,340.36	11.34		—	—	2.016	2.037	MON	316.88	1,474.67	6,182,007	5012035
31410GC50	FNMA POOL # 888492	2	81,434.75	85,998.9	81,280.04	81,397.22	4,601.68	28.34		—	—	2.34	2.293	MON	158.50	1,979.29	6,182,007	5012033



31410GDC4	FNMA POOL # 888499	2	677,324.32	717,519.99	681,129.89	677,580.52	39,939.47		(7,327.00	)	—	—	2.345	2.447	MON	1,331.04	10,120.84	2,222,012	8012033
31410GDF7	FNMA POOL # 888502	2	89,869.92	97,135.88	91,038.08	90,014.05	7,121.83		22.33		—	—	1.79	1.987	MON	135.80	274.4	6,182,007	6012033
31410GDL4	FNMA POOL # 888507	2	345,959.46	367,194.33	352,015.48	346,636.13	20,558.2		140.43		—	—	2.32	2.577	MON	680.56	860.72	6,182,007	2012035
31410GDM2	FNMA POOL # 888508	2	405,268.82	429,930.58	410,934.92	405,704.62	24,225.96		1,338.93		—	—	2.292	2.583	MON	784.54	13,169.33	6,182,007	3012034
31410GDQ3	FNMA POOL # 888511	2	57,999.11	61,609.33	58,525.93	58,035.28	3,574.05		27.45		—	—	2.289	2.481	MON	111.64	697.06	6,182,007	12012033
31410GDS9	FNMA POOL # 888513	2	100,171.44	106,427.62	100,695.98	100,200.94	6,226.68		73.11		—	—	2.413	2.512	MON	202.48	706.24	6,182,007	2012034
31410GDX8	FNMA POOL # 888518	2	86,263.65	91,099.15	86,540.80	86,283.62	4,815.53		41.73		—	—	2.299	2.333	MON	165.80	1,267.44	6,182,007	4012035
31410GDY6	FNMA POOL # 888519	2	45,872.13	50,002.62	46,659.85	45,943.07	4,059.55		19.91		—	—	2.26	2.564	MON	87.88	1,031.43	6,182,007	1012035
31410GDZ3	FNMA POOL # 888520	2	649,721.67	691,541.71	653,862.80	650,065.07	41,476.64		831.79		—	—	2.147	2.255	MON	1,169.87	4,972.15	6,182,007	7012033
31410GD83	FNMA POOL # 888527	2	21,790.24	23,915.23	22,200.70	21,819.01	2,096.22		(12.08	)	—	—	2.422	2.859	MON	44.81	959.09	6,182,007	4012034
31410GFD0	FNMA POOL # 888564	2	4,548,987.13	4,701,875.48	4,413,814.08	4,513,278.3	188,597.18		2,205.60		—	—	5	3.893	MON	18,390.89	11,599.1	2,262,009	10012021
31410GPR8	FNMA POOL # 888832	2	2,103,289.97	2,293,569.59	2,022,698.08	2,099,757.67	193,811.92		(24,467.78	)	—	—	6.5	4.731	MON	10,956.28	124,337.97	1,252,008	11012037
31410LK84	FNMA POOL # 890519	2	1,649,311.02	1,693,975.95	1,506,112.66	1,645,126.79	48,849.16		(16,759.96	)	—	—	6	0.643	MON	7,530.56	63,848.61	10,232,013	10012040
31411DA33	FNMA POOL # 904626	2	550,793.93	587,344.34	548,181.49	550,324.34	37,020		1,393.39		—	—	2.48	2.408	MON	1,132.91	1,766.72	12,132,006	12012036
31411GUY6	FNMA POOL # 907899	2	1,333,756.15	1,384,552	1,322,801.70	1,332,106.29	52,445.71		(31,062.08	)	—	—	2.4	2.275	MON	2,645.60	54,210.19	12,142,006	1012037
31411KCZ4	FNMA POOL # 910088	2	1,962,700.97	2,199,026.42	1,944,471.56	1,962,012.25	237,014.17		(1,038.48	)	—	—	6	5.516	MON	9,722.36	16,041.86	3,292,007	3012037
31411LEA5	FNMA POOL # 911029	2	146,431.02	151,255.15	138,142.47	144,783.12	6,472.03		(3,972.66	)	—	—	5.5	3.265	MON	633.15	7,583.25	9,292,009	7012022
31411WPJ0	FNMA POOL # 916725	2	948,968.51	946,511.48	896,839.69	947,147.24	(635.76	)	(4,429.60	)	—	—	2.41	1.117	MON	1,801.15	64,591.85	2,142,012	10012036
31412LMG2	FNMA POOL # 928359	2	139,109.43	143,692.36	131,235.32	137,581.72	6,110.64		(1,500.71	)	—	—	5.5	3.135	MON	601.50	4,067.03	9,292,009	5012022
31412LQN3	FNMA POOL # 928461	2	222,046.27	229,361.54	209,477.63	219,697.23	9,664.31		(881.65	)	—	—	5.5	3.08	MON	960.11	3,695.11	9,292,009	6012022
31412LVF4	FNMA POOL # 928614	2	1,350,126.36	1,391,119.91	1,270,520.32	1,336,020.74	55,099.17		(2,120.57	)	—	—	5.5	2.993	MON	5,823.22	6,226.79	10,212,009	8012022
31412SRH0	FNMA POOL # 933488	2	438,318.66	446,900.02	417,570.62	434,736.6	12,163.42		(5,252.01	)	—	—	5	3.083	MON	1,739.88	11,354.81	9,292,009	3012023
31414ARA2	FNMA POOL # 960481	2	880,423.16	894,128.87	838,747.88	873,411.84	20,717.03		(3,765.54	)	—	—	5	2.944	MON	3,494.78	11,259.1	9,292,009	12012022
31414CRJ9	FNMA POOL # 962289	2	1,011,103.44	1,030,898.74	963,242.34	1,003,015.09	27,883.65		(4,950.19	)	—	—	5	3.042	MON	4,013.51	21,619.51	9,292,009	3012023
31414GD22	FNMA POOL # 965521	2	125,687.44	129,828.19	118,573.07	124,517.99	5,310.2		(11,796.41	)	—	—	5.5	2.987	MON	543.46	36,971.61	9,292,009	12012022
31414NB45	FNMA POOL # 970859	2	1,112,513.6	1,132,608.35	1,058,276.90	1,104,923.45	27,684.9		(8,139.80	)	—	—	5	2.936	MON	4,409.49	25,683.93	10,212,009	12012023
31414RB79	FNMA POOL # 973562	2	830,084.6	860,211.68	783,098.68	822,256.22	37,955.46		(739.35	)	—	—	5.5	3.13	MON	3,589.20	9,174.21	9,292,009	3012023



31415MDG7	FNMA POOL # 984003	2	1,318,203.33	1,520,947.81	1,357,878.85	1,319,445.71	201,502.1		(11,969.61	)	—	—	5.5	6.682	MON	6,223.61	28,000.63	7,252,008	6012038
31415MFS9	FNMA POOL # 984077	2	637,430.02	649,909.57	607,256.94	632,112.86	17,796.71		3,975.16		—	—	5	3.202	MON	2,530.24	39,733.02	9,292,009	6012023
31416BLV8	FNMA POOL # 995040	2	488,196.8	497,014.86	464,396.49	484,177.23	12,837.63		(9,742.02	)	—	—	5	3.119	MON	1,934.99	35,746.54	10,212,009	6012023
31416BSE9	FNMA POOL # 995217	2	1,108,593.33	1,144,133.25	1,044,945.54	1,099,556.41	44,576.84		(1,413.73	)	—	—	5.5	3.052	MON	4,789.34	3,695.19	10,212,009	12012023
31416BSX7	FNMA POOL # 995234	2	1,738,326.31	1,716,019.82	1,618,930.20	1,706,635.02	9,384.8		(4,165.72	)	—	—	5	2.04	MON	6,745.54	12,286.34	11,102,011	7012019
31416B4M7	FNMA POOL # 995528	2	1,285,527.16	1,315,280.16	1,237,385.12	1,274,054.6	41,225.56		(4,148.01	)	—	—	5	3.557	MON	5,155.77	16,196.66	3,202,009	12012021
31416B4N5	FNMA POOL # 995529	2	2,379,232.66	2,509,024.21	2,291,510.76	2,362,404.39	146,619.82		(1,729.10	)	—	—	5.5	3.945	MON	10,502.76	6,981.46	2,272,009	11012022
31416B4P0	FNMA POOL # 995530	2	1,267,447.28	1,330,645.46	1,215,412.45	1,255,847.42	74,798.04		(8,874.26	)	—	—	5.5	3.802	MON	5,570.64	29,893.03	3,202,009	12012021
31416B7J1	FNMA POOL # 995597	2	132,308.46	136,667.34	124,819.31	131,256.51	5,410.83		(13,504.68	)	—	—	5.5	3.126	MON	572.09	63,569.98	9,292,009	3012024
31416CME3	FNMA POOL # 995957	2	2,334,084.5	2,374,038.5	2,218,233.77	2,318,530.11	55,508.39		(29,874.06	)	—	—	5	3.006	MON	9,242.64	44,610.83	9,282,009	6012024
31416MZC1	FNMA POOL # AA4338	2	1,938,471.8	1,951,495.57	1,801,658.35	1,936,246.72	15,248.85		(1,638.14	)	—	—	4.5	2.852	MON	6,756.22	9,948.19	3,212,013	4012039
31416TL49	FNMA POOL # AA9346	2	7,153,552.54	7,720,246.34	7,077,407.42	7,149,071.48	571,174.86		(29,679.72	)	—	—	4.5	4.246	MON	26,540.28	81,431.31	2,022,010	8012039
31417AP60	FNMA POOL # AB4044	2	5,166,882.05	5,167,956.74	5,016,390.34	5,166,882.05	1,074.69		—		—	—	3.5	2.989	MON	6,340.16	—	6,272,014	12012041
31417FQC5	FNMA POOL # AB8550	2	2,312,547.92	2,272,297.99	2,234,767.53	2,307,687.62	(35,389.63	)	(10,618.05	)	—	—	2.5	1.77	MON	4,655.77	33,708.57	3,132,013	3012028
31417FX94	FNMA POOL # AB8803	2	20,531.68	20,133.48	19,366.65	20,472.89	(339.41	)	(136.65	)	—	—	3	1.58	MON	48.42	371.9	4,292,013	3012028
31417F2Y3	FNMA POOL # AB8890	2	25,431.23	24,938.01	23,988.19	25,357.43	(419.42	)	(288.19	)	—	—	3	1.62	MON	59.97	440.18	4,292,013	4012028
31419ALC9	FNMA POOL # AE0322	2	1,330,562.17	1,301,034.77	1,227,031.40	1,318,227.37	(17,192.6	)	(4,545.20	)	—	—	5	1.775	MON	5,112.63	11,691.74	2,262,013	5012021
31419BBT1	FNMA POOL # AE0949	2	3,386,217.16	3,391,451.11	3,194,073.68	3,381,211.33	10,239.78		(2,824.87	)	—	—	4	2.549	MON	10,646.91	12,908.01	5,022,012	2012041
3138A7Q76	FNMA POOL # AH5877	2	729,433.75	726,784.79	680,521.28	727,954.38	(1,169.59	)	(2,484.99	)	—	—	4	1.823	MON	2,268.40	11,887.92	12,172,013	2012026
3138A9YZ1	FNMA POOL # AH7927	2	1,928,385.02	1,975,329.55	1,862,892.68	1,921,805.26	53,524.29		(24,613.98	)	—	—	3.5	2.436	MON	5,433.44	62,376.41	8,032,011	8012026
3138E9KT6	FNMA POOL # AK4805	2	105,095.67	104,729.14	100,750.79	104,713.79	15.35		40.90		—	—	3	1.921	MON	251.88	885.81	4,242,012	3012027
3138E9L40	FNMA POOL # AK4846	2	2,359,227.92	2,351,000.06	2,261,692.43	2,350,766.71	233.35		(6,803.49	)	—	—	3	1.932	MON	5,654.23	27,875.92	4,242,012	5012027
3138EGHT4	FNMA POOL # AL0241	2	4,352,583.84	4,331,592.89	4,078,854.47	4,345,524.46	(13,931.57	)	(5,418.51	)	—	—	4	2.717	MON	13,596.18	22,748.74	2,272,013	4012041
3138EH3F7	FNMA POOL # AL1697	2	2,990,017.47	2,977,073.45	2,803,825.89	2,986,133.66	(9,060.21	)	(1,492.49	)	—	—	4	2.337	MON	9,346.09	2,772.87	3,222,013	10012041
3138EJPG7	FNMA POOL # AL2222	2	834,469.38	818,562.2	787,467.41	830,505.46	(11,943.26	)	(1,976.61	)	—	—	3	1.682	MON	1,968.67	10,604.01	8,072,012	8012027
3138EKVP7	FNMA POOL # AL3321	2	5,140,910.93	5,147,963.83	4,997,240.27	5,140,910.93	7,052.9		130.16		—	—	3.5	2.927	MON	6,315.96	44,115.44	6,272,014	2012043
3138ELZ63	FNMA POOL # AL4364	2	4,797,880.03	4,756,837.31	4,536,332.14	4,796,132.59	(39,295.28	)	(16,965.63	)	—	—	3.694	2.4	MON	13,964.34	78,316.49	2,102,014	9012042



3138EMCW9	FNMA POOL # AL4584	2	463,489.07	460,473.32	431,654.56	462,798.35	(2,325.03	)	(3,246.25	)	—	—	4.5	1.942	MON	1,618.70	13,284.2	12,122,013	1012027
3138LURE7	FNMA POOL # AO4084	2	1,477,164.89	1,476,489.78	1,390,681.87	1,471,873.76	4,616.02		(7,672.96	)	—	—	3.5	2.025	MON	4,056.16	31,399.01	1,242,013	5012027
3138M5GL7	FNMA POOL # AP2002	2	683,774.58	684,514.85	640,913.50	679,802.64	4,712.21		(6,631.52	)	—	—	3.5	1.31	MON	1,869.33	33,614.75	5,132,013	8012022
3138M8HY2	FNMA POOL # AP4746	2	2,212,798.11	2,186,297.36	2,102,440.60	2,210,859.79	(24,562.43	)	(12,323.00	)	—	—	3	1.769	MON	5,256.10	29,865.77	6,022,014	8012027
3138M8YB3	FNMA POOL # AP5205	2	5,682,359.61	5,570,519.14	5,478,623.29	5,666,595.47	(96,076.33	)	(9,947.26	)	—	—	2.5	1.634	MON	11,413.80	50,422.13	9,062,012	9012027
3138MBWZ5	FNMA POOL # AP7863	2	792,068.85	792,926.33	742,419.53	787,507.64	5,418.69		(9,182.57	)	—	—	3.5	1.331	MON	2,165.39	27,549.2	5,132,013	9012022
3138MRLL3	FNMA POOL # AQ9330	2	2,768,468.66	2,702,688.13	2,623,558.05	2,766,612.19	(63,924.06	)	(5,981.22	)	—	—	3.5	2.355	MON	7,652.04	13,518.52	2,252,013	1012043
3138W4AB7	FNMA POOL # AR6301	2	23,815.55	23,353.67	22,464.19	23,747.42	(393.75	)	(1,864.07	)	—	—	3	1.579	MON	56.16	5,317.79	4,292,013	3012028
3138W9VQ0	FNMA POOL # AS0622	2	2,090,053.83	2,088,161.54	2,007,254.57	2,087,483.78	677.76		(20,434.85	)	—	—	3	2.074	MON	5,018.13	121,629.58	10,232,013	10012028
3138WAJB4	FNMA POOL # AS1157	2	5,847,131.47	5,875,753.06	5,651,962.14	5,840,044.51	35,708.55		(6,706.82	)	—	—	3	1.994	MON	14,129.90	18,785.09	11,262,013	11012028
3138WAWT0	FNMA POOL # AS1557	2	5,215,724.66	5,226,895.53	4,913,252.55	5,215,724.66	11,170.87		—		—	—	4	2.655	MON	7,096.92	—	6,272,014	1012044
3138WCAD5	FNMA POOL # AS2703	2	5,295,855.75	5,307,979.52	4,989,471.05	5,295,855.75	12,123.77		—		—	—	4	2.256	MON	7,207.01	—	6,272,014	6012044
3138WPLC6	FNMA POOL # AT2122	2	28,381.55	27,831.09	26,771.08	28,298.03	(466.94	)	(104.10	)	—	—	3	1.628	MON	66.93	342.98	4,292,013	3012028
3138X3EP3	FNMA POOL # AU3741	2	5,139,423.79	5,149,449.89	4,993,519.39	5,139,423.79	10,026.1		—		—	—	3.5	3.041	MON	6,311.25	—	6,272,014	8012043
3138X9U23	FNMA POOL # AU9600	2	1,856,767.76	1,854,527.87	1,782,140.62	1,854,434.12	93.75		(9,312.97	)	—	—	3	2.072	MON	4,455.35	50,290.36	10,232,013	10012028
3138XSFZ5	FNMA POOL # AW2883	2	5,267,944.87	5,306,102.26	4,984,454.05	5,265,418.88	40,683.38		(10,370.04	)	—	—	4	2.891	MON	16,614.85	59,541.58	6,052,014	4012044
31418AMK1	FNMA POOL # MA1261	2	788,362.8	786,296.67	749,427.68	784,511.38	1,785.29		(5,056.45	)	—	—	3	1.276	MON	1,873.57	28,468.4	2,132,013	11012022
3138ATD31	FNMA POOL# AJ1921	2	493,059.27	501,165.81	462,051.31	492,382.29	8,783.52		(1,511.87	)	—	—	4.5	2.706	MON	1,732.69	6,194.65	9,202,011	9012041
3138EBG33	FNMA POOL#AK6517	2	1,387,275.72	1,380,073.26	1,327,139.71	1,381,419.84	(1,346.58	)	(10,040.79	)	—	—	3	1.985	MON	3,317.85	35,253.52	4,242,012	3012027
3135G0XP3	FNMA UNSEC AGENCY BND		1,743,962.5	1,745,817.54	1,750,000.00	1,746,113.97	(296.43	)	412.28		—	—	0.375	0.486	JJ	3,208.34	8,750	5,152,013	7052016
3135G0RT2	FNMA UNSECURED AGENCY BND		4,977,750	4,950,299.85	5,000,000.00	4,984,848.99	(34,549.14	)	(11,726.22	)	—	—	0.875	0.964	JD	1,336.81	29,861.11	11,272,012	12202017
3135G0SB0	FNMA UNSECURED AGENCY BND		14,971,672.35	15,014,851.05	15,000,000.00	14,985,420.08	29,430.97		627.78		—	—	0.375	0.441	JD	1,562.50	39,375	2,052,013	12212015
3135G0YG2	FNMA UNSECURED AGENCY BND		349,790	349,999.25	350,000.00	349,854.49	144.76		(43.60	)	—	—	0.162	0.216	MON	9.45	937.13	7,302,013	7252016
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86	2	609,169.53	607,166.61	602,020.54	604,057.66	3,108.95		—		—	—	2	0.983	MON	1,003.37	—	9,062,012	3252041
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF	2	1,851,374.29	1,846,401.79	1,852,821.81	1,851,485.43	(5,083.64	)	(28,083.28	)	—	—	0.402	0.415	MON	124.14	33,656.54	8,132,013	2252043
34530CAC5	FORD CREDIT AUTO LEASE TRUST F ABS_13-A A3	2	1,154,886.58	1,156,547.73	1,155,000.00	1,154,961.13	1,586.6		(4,499.73	)	—	—	0.6	0.606	MON	308.00	6,917.44	3,122,013	3152016
34529PAD7	FORD CREDIT AUTO OWNER TRUST F ABS_11-A A4	2	199,045.65	198,415.21	197,571.58	198,143.31	271.9		(0.52	)	—	—	1.65	0.85	MON	144.89	1,313.46	7,172,013	5152016



345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND			4,186,061.4	4,208,341.81	4,190,000.00	4,186,873.7	21,468.11		(17,323.55	)	—	—	1.5	1.53		JJ	39,979.59	35,846.29	11,062,013	1172017
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND			3,500,000	3,508,084.83	3,500,000.00	3,500,000	8,084.83		286.60		—	—	1.724	1.724		JD	4,190.27	32,634.19	6,032,014	12062017
345397WM1	FORD MOTOR CREDIT COMPANY LLC SENIOR CORP BND MTN			4,750,000	4,783,440.1	4,750,000.00	4,750,000	33,440.1		(2,455.32	)	—	—	1.006	1.019		JAJO	9,958.67	22,642.06	11,062,013	1172017
34529MAD4	FORDO_10-B ABS_10-B A4		2	366,841.17	364,473.06	363,800.03	364,211.15	261.91		(38.80	)	—	—	1.58	0.656		MON	255.47	1,954.71	2,272,013	9152015
34529UAD6	FORDO_12-A ABS 12-A		2	2,339,403.3	2,357,517.5	2,340,000.00	2,339,783.92	17,733.58		—		—	—	1.15	1.16		MON	1,196.00	2,916.27	1,182,012	6152017
34529WAC4	FORDO_12-B ABS_12-B A3		2	1,314,113.52	1,315,164.74	1,312,985.18	1,313,260.15	1,904.59		100.96		—	—	0.72	0.681		MON	420.16	13,755.59	6,222,012	12152016
34530EAC1	FORDO_13-B ABS_13-B A3		2	2,524,869.2	2,526,746.87	2,525,000.00	2,524,923.02	1,823.85		60.30		—	—	0.57	0.573		MON	639.67	4,544.38	5,142,013	10152017
34530EAD9	FORDO_13-B SENIOR ABS _13-B-A4		2	5,504,941.41	5,484,488.46	5,500,000.00	5,504,535.49	(20,047.03	)	(12,547.62	)	—	—	0.76	0.726		MON	1,857.78	25,883.85	4,092,014	8152018
34530DAB5	FORDO_13-C ABS 13-C A2		2	243,837.69	243,994.67	243,838.61	243,836.84	157.83		(1,516.41	)	—	—	0.55	0.55		MON	59.60	2,377.65	7,232,013	4152016
34530DAC3	FORDO_13-C ABS 13-C A3		2	3,564,398.94	3,575,413.33	3,565,000.00	3,564,609.33	10,804		56.58		—	—	0.82	0.828		MON	1,299.24	1,964.8	7,232,013	12152017
34530GAD4	FORDO_13-D ABS 13-D A3		2	4,784,780.36	4,790,295.67	4,785,000.00	4,784,823.22	5,472.45		(101.18	)	—	—	0.67	0.672		MON	1,424.88	21,119.76	11,192,013	4152018
34530HAC4	FORDO_14-A ABS_14-A A3		2	7,249,962.8	7,256,863.79	7,250,000.00	7,249,969.24	6,894.55		(400.11	)	—	—	0.79	0.79		MON	2,545.56	11,386.03	3,262,014	5152018
34530KAB9	FORDO_14-B ABS _14-B-A3		2	4,704,968.48	4,711,972.81	4,705,000.00	4,704,968.07	7,004.74		(324.07	)	—	—	0.9	0.901		MON	823.39	19,753.91	6,172,014	10152018
34530BAB9	FORDO_2013-A ABS_2013-A A2		2	536,681.53	536,767.69	536,724.74	536,721.44	46.25		—		—	—	0.38	0.388		MON	90.65	3,301.46	2,202,013	11152015
BRSL7M1V9	FORTESCUE METALS SENIOR SECURED TERM NOTES	F	1	7,591,822.43	7,665,136.28	7,650,447.42	7,598,316.59	66,819.69		47.46		—	—	—	0.135		MJSD	0	2,327.72	11,152,013	6282019
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F		5,000,000	5,000,659.72	5,000,000.00	5,000,000	659.72		—		—	—	4.77	4.783		MJSD	662.54	122,230.24	10,152,013	10252016
BRSNK4RC4	FOSSM_14-1 ABS _14-1X-A2	D	2	1,895,703.9	1,930,999.78	1,129,000.00	1,895,703.9	35,295.88		(0.01	)	—	34,716.75	0.894	0.895		JAJO	614.80	3,000.39	6,052,014	10182054
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND			2,834,467.5	2,855,394.21	2,850,000.00	2,839,857.18	15,537.03		190.68		—	—	1.375	1.489		MS	11,538.53	16,831.25	11,082,012	9152017
3137A2H95	FREDDIE MAC FHLMC_3766 CMO_37-66 FA		2	39,142	39,135.45	39,105.34	39,128.05	7.4		16.72		—	—	0.502	0.415		MON	8.72	482.29	6,182,013	6152028
BRSEHTXV4	FREEDOM GROUP INC SENIOR SEC TERM NOTES		1	1,802,360.66	1,827,043.51	1,808,945.01	1,803,404.37	23,639.14		14,816.89		—	—	—	0.063		MJSD	0	23,228.5	12,122,013	4192019
35671DAW5	FREEPORT-MCMORAN COPPER & GOLD SENIOR CORP BND			3,345,980	3,414,244.29	3,350,000.00	3,347,833.11	66,411.18		614.89		—	—	2.15	2.175		MS	24,008.34	10,300.69	2,082,012	3012017
35671DBD6	FREEPORT-MCMORAN COPPER & GOLD SENIOR CORP BND			3,769,675.91	3,830,230.76	3,770,000.00	3,769,753.27	60,477.49		(13.18	)	—	—	2.375	3.045		MS	26,363.82	196.88	10,102,013	3152018
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR SECURED TERM NOTES		1	3,187,368.91	3,238,658.42	3,233,936.87	3,193,402.37	45,256.05		192.25		—	—	—	(0.447	)	FMAN	0	47,006.48	9,042,013	2282020
39153VBJ2	GALC_13-1 ABS 13-1 144A		2	1,774,852.5	1,778,088.57	1,775,000.00	1,774,933.33	3,155.24		(3,347.93	)	—	—	0.78	0.785		MON	615.33	20,332.3	2,052,013	6152016
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOTES		1	579,512.19	584,177.56	585,365.85	579,512.19	4,665.37		—		—	—	—	0.145		MJSD	0	—	6,122,014	7052021
36156HAV0	GCOE_06-1 ABS 06-1		2	1,499,804.54	1,642,631.05	1,671,091.41	1,579,011.56	63,619.49		21,703.90		—	—	0.357	3.422		FMAN	580.25	7,458.24	2,222,012	5252025
36159JBW0	GE CAPITAL CREDIT CARD MASTER ABS 10-1 A		2	12,356,718.75	12,266,400.12	12,000,000.00	12,264,292.42	2,107.7		—		—	—	3.69	0.56		MON	19,680.00	14,110.27	3,282,014	3152018



G3775BCT0	GE CAPITAL UK FUNDING CORP BND EMTN	D		1,502,882.04	1,540,198.66	860,000.00	1,477,723.7	62,474.96		(11,528.44	)	—	64,772.48	4.625	1.401	JAN	30,557.61	38,152.23	11,292,013	1182016
36830NAC3	GEEMT_13-1 ABS 13-1 A3		2	2,894,934.58	2,902,440.27	2,895,000.00	2,894,949.52	7,490.75		(0.24	)	—	—	0.95	0.953	MON	687.57	476.88	9,172,013	3222017
36162RAC2	GEEST_12-1A ABS 12-1A 144A		2	1,894,709.58	1,898,485.2	1,895,092.96	1,895,026.62	3,458.58		—		—	—	1.04	1.051	MON	547.47	16,403.28	5,222,012	9212015
369550AQ1	GENERAL DYNAMICS CORP CORP BND			1,149,579.4	1,123,272.64	1,090,000.00	1,122,793.93	478.71		175.96		—	—	2.25	0.76	JJ	11,308.75	8,250	10,182,012	7152016
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND			10,837,250.88	10,813,894.76	10,963,000.00	10,870,240.54	(56,345.78	)	(7,027.63	)	—	—	1	1.256	MN	14,008.29	72,177.63	7,152,013	11152017
36962G4D3	GENERAL ELECTRIC CAP CORP CORP BND MTN			261,337.5	295,907.98	250,000.00	256,667.52	39,240.46		10,368.97		—	—	6	5.395	FA	6,000.00	30,611.11	10,292,009	8072019
36962G4T8	GENERAL ELECTRIC CAP CORP CORP BND			7,243,470	7,722,177.76	7,550,000.00	7,459,262.07	262,915.69		49.09		—	—	2.25	3.162	MN	24,537.50	4,675	2,222,012	11092015
36962G5M2	GENERAL ELECTRIC CAP CORP CORP BND MTN			1,648,284	1,665,922.5	1,650,000.00	1,649,693.32	16,229.18		32,435.99		—	—	2.15	2.186	JJ	16,949.16	92,056.25	12,282,012	1092015
36962G7A6	GENERAL ELECTRIC CAP CORP CORP BND MTN			320,000	322,905.57	320,000.00	320,000	2,905.57		—		—	—	0.877	0.919	JAJO	608.09	2,539	7,092,013	7122016
36962G6M1	GENERAL ELECTRIC CAP CORP SECURED CORP BND			1,265,636.06	1,265,974.6	1,258,000.00	1,261,932.84	4,041.76		(4,177.26	)	—	—	1	0.782	JD	698.89	7,812.5	2,122,013	12112015
36962G6N9	GENERAL ELECTRIC CAP CORP SECURED CORP BND			2,000,000	2,012,899.94	2,000,000.00	2,000,000	12,899.94		—		—	—	0.831	0.911	MJSD	922.83	1,795.83	12,052,012	12112015
36962G5S9	GENERAL ELECTRIC CAP CORP SENIOR CORP BND MTN			3,359,720	3,362,704.12	3,250,000.00	3,350,933.44	11,770.68		(18,170.75	)	—	—	2.45	1.279	MS	23,445.14	34,300	4,012,014	3152017
36962G6R0	GENERAL ELECTRIC CAP CORP SENIOR CORP BND MTN			7,266,432.93	7,309,939.32	7,267,000.00	7,266,879.11	43,060.21		159.63		—	—	1	1.001	JJ	34,921.97	17,455.15	2,112,013	1082016
36962G7F5	GENERAL ELECTRIC CAP CORP SENIOR CORP BND MTN			5,000,000	5,047,000.1	5,000,000.00	5,000,000	47,000.1		89.43		—	—	0.737	0.752	JAJO	7,882.34	12,826.25	1,082,014	1142019
369604BC6	GENERAL ELECTRIC CO CORP BND			308,510.1	304,557.62	270,000.00	302,577.27	1,980.35		207.69		—	—	5.25	1.621	JD	984.38	9,583.34	11,052,013	12062017
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND			2,774,250.75	2,785,933.79	2,775,000.00	2,774,679.73	11,254.06		1,094.33		—	—	0.85	0.859	AO	5,372.71	28,887.5	12,282,012	10092015
370334BQ6	GENERAL MILLS INC SENIOR CORP BND			50,000	50,128	50,000.00	50,000	128		—		—	—	0.527	0.601	JAJO	46.08	1,424.38	1,282,013	1292016
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SECURED TERM LOAN		2	6,453,508.58	6,430,253.28	6,477,800.33	6,455,971.97	(25,718.69	)	—		—	—	—	0.071	JAJO	0	49,045.54	12,202,013	3042019
373334JV4	GEORGIA POWER COMPANY CORP BND			3,399,082	3,532,029.89	3,400,000.00	3,399,651.98	132,377.91		—		—	—	3	3.006	AO	21,533.33	17,277.97	4,122,011	4152016
373334KB6	GEORGIA POWER COMPANY SENIOR CORP BND			1,555,600.23	1,554,673.99	1,555,000.00	1,555,000	(326.01	)	(1,342.07	)	—	—	0.551	0.541	MJSD	356.74	6,423.97	6,182,013	3152016
377372AD9	GLAXOSK CAP INC CORP BND			4,637,332.94	4,582,178.96	4,000,000.00	4,624,912.31	(42,733.35	)	(513.33	)	—	—	5.65	1.484	MN	28,877.78	52,268.75	6,022,014	5152018
377372AG2	GLAXOSK CAP INC SENIOR CORP BND			4,594,020	4,604,792.23	4,600,000.00	4,596,566.23	8,226		(2,758.31	)	—	—	0.7	0.744	MS	9,212.78	32,416.66	3,132,013	3182016
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP BND	F		6,277,383	6,368,009.81	6,300,000.00	6,286,870.89	81,138.92		1,532.19		—	—	1.5	1.575	MN	13,912.49	16,583.33	5,022,012	5082017
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144A			2,636,803	2,639,176.95	2,650,000.00	2,639,172.63	4.32		(12,420.63	)	—	—	2.5	2.596	JJ	30,548.61	18,205.56	5,222,013	1152019
378272AG3	GLENCORE FUNDING LLC SENIOR CORP BND 144A			2,166,912.76	2,215,920.07	2,174,000.00	2,167,139.71	48,780.36		983.84		—	—	3.125	3.196	AO	11,700.35	16,100	4,222,014	4292019
36297A3K7	GNMA		2	384,608.42	396,131.96	368,321.70	382,703.59	13,428.37		(4,939.85	)	—	—	5	2.683	MON	1,534.67	37,800.72	3,262,009	1152024
38376JSV7	GNMA AGENCY CMO 09-103		2	359,230.47	345,957.5	341,819.06	344,600.77	1,356.73		(17,956.48	)	—	—	4.5	0.365	MON	1,281.82	21,989.23	2,062,012	12202032



38377JEA7	GNMA AGENCY CMO 10-109 CH	2	549,435.08	553,280.1	534,161.40	548,080.45	5,199.65		(23,252.98	)	—	—	3	1.713		MON	1,335.40	28,475.28	9,262,013	12202037
38376WSP1	GNMA AGENCY CMO 10-24	2	221,519.89	221,092.84	220,075.65	221,397.78	(304.94	)	(3,875.49	)	—	—	0.673	0.465		MON	45.26	4,745.87	12,052,012	12202038
38376YC58	GNMA AGENCY CMO 10-47	2	1,764,392.13	1,738,284.25	1,708,854.36	1,735,078.81	3,205.44		(8,963.82	)	—	—	3	1.203		MON	4,272.14	11,072.43	3,212,012	11162030
38374YGV9	GNMA AGENCY CMO 10-86	2	1,502,345.3	1,463,442.99	1,424,445.93	1,471,747.97	(8,304.98	)	(18,755.18	)	—	—	3.5	0.795		MON	4,154.63	25,110.29	2,152,012	1202036
38376GZ29	GNMA CMBS_11-096 AB	2	1,901,610.08	1,892,026.71	1,882,782.25	1,887,361.48	4,665.23		—		—	—	2.161	1.591		MON	3,389.79	—	7,072,011	11162036
38375PXQ9	GNMA CMO 08-11 FB	2	1,049,127.67	1,056,579.22	1,045,318.01	1,049,032.73	7,546.49		(17,158.14	)	—	—	0.753	0.665		MON	240.51	27,233.77	12,032,012	2202038
38374JUS3	GNMA CMO_04-82 MA	2	259,349.14	244,748.82	243,931.89	245,056.02	(307.2	)	302.67		—	—	5	0.858		MON	1,016.39	5,696.98	3,092,011	11202032
38374D2N8	GNMA CMO_08-36 AN	2	1,291,642.56	1,283,097.94	1,236,021.59	1,280,414.6	2,683.34		(1,272.38	)	—	—	4.25	1.287		MON	4,377.57	4,290.51	10,162,013	10162022
38376CUM9	GNMA CMO_09-79 PA	2	1,907,669.85	1,809,645.06	1,795,321.98	1,805,230.44	4,414.62		(6,812.36	)	—	—	4.5	(0.011	)	MON	6,732.46	13,683	8,022,011	9202032
38377WZ56	GNMA CMO_11-99	2	4,416,765.06	4,423,697.41	4,409,186.77	4,416,155.5	7,541.91		25.59		—	—	0.552	0.523		MON	1,013.66	476.13	5,312,012	7162041
36202EVU0	GNMA POOL # 004227	2	9,587.72	9,210.99	9,011.81	9,508.32	(297.33	)	(78.20	)	—	—	4.5	1.99		MON	33.79	179.96	10,072,010	7202023
36202E5P0	GNMA POOL # 004454	2	7,963.42	8,028.72	7,485.09	7,902.55	126.17		57.30		—	—	4.5	2.172		MON	28.07	6,915.63	10,072,010	6202024
36202FAE6	GNMA POOL # 004505	2	28,296.07	28,535.16	26,596.39	28,086.06	449.1		(43.43	)	—	—	4.5	2.167		MON	99.74	207.16	10,072,010	8202024
36202FBR6	GNMA POOL # 004548	2	16,575.43	16,715.47	15,579.77	16,448.16	267.31		(220.77	)	—	—	4.5	2.305		MON	58.42	633.84	10,072,010	10202024
36202FD78	GNMA POOL # 004626	2	834,184.51	840,963.71	784,077.08	827,952.71	13,011		(134.73	)	—	—	4.5	2.359		MON	2,940.29	369.44	10,072,010	2202025
36202FET9	GNMA POOL # 004646	2	138,012.87	139,134.47	129,722.78	137,071.1	2,063.37		(6,043.92	)	—	—	4.5	2.185		MON	486.46	18,307.29	10,072,010	3202025
36202FFH4	GNMA POOL # 004668	2	507,211.9	511,333.88	476,744.92	503,819.94	7,513.94		(2,700.26	)	—	—	4.5	2.168		MON	1,787.79	8,292.32	10,072,010	4202025
36202FF43	GNMA POOL # 004687	2	372,328.77	375,354.56	349,963.86	369,815.63	5,538.93		(969.82	)	—	—	4.5	2.219		MON	1,312.36	3,080.76	10,072,010	5202025
36202FZV1	GNMA POOL # 005256	2	3,573,630.01	3,546,176.62	3,333,027.10	3,554,884.4	(8,707.78	)	(12,773.58	)	—	—	3.5	1.334		MON	9,721.33	37,955.97	1,182,012	12202026
36202KME2	GNMA POOL # 008457	2	336,149.14	339,201.18	331,487.60	335,163.83	4,037.35		(11,304.75	)	—	—	1.625	1.247		MON	448.89	18,908.13	3,182,009	7202024
36225CD29	GNMA POOL # 080120	2	312,032.58	319,850.43	308,847.60	311,580.85	8,269.58		(1,196.08	)	—	—	1.625	1.348		MON	418.23	4,671.98	3,182,009	10202027
36225C6Y7	GNMA POOL # 080886	2	6,825,859.75	6,861,532.02	6,659,375.36	6,812,865.18	48,666.84		—		—	—	1.625	1.203		MON	9,017.90	—	3,022,011	4202034
36225DAS3	GNMA POOL # 080916	2	239,781.97	251,169.92	240,949.07	239,896.28	11,273.64		(1,920.22	)	—	—	1.625	1.695		MON	326.29	9,071	4,172,008	5202034
36225DJA3	GNMA POOL # 081156	2	636,289.42	657,335.61	634,504.91	636,023.89	21,311.72		(217.16	)	—	—	1.625	1.577		MON	859.22	4,603.48	3,182,009	11202034
36225DJZ8	GNMA POOL # 081179	2	626,950.48	632,188.04	625,192.14	626,695.32	5,492.72		(8,243.72	)	—	—	1.625	1.576		MON	846.61	27,434.99	3,182,009	12202034
36225DLE2	GNMA POOL # 081224	2	362,983.06	379,743.69	364,692.57	363,139.53	16,604.16		(95.19	)	—	—	1.625	1.687		MON	493.85	4,280.28	3,182,009	1202035
36225EVZ2	GNMA POOL # 082431	2	1,895,987.32	1,933,145.69	1,872,580.06	1,892,457.74	40,687.95		(4.09	)	—	—	1.625	1.534		MON	2,535.78	5,194.01	10,282,009	12202039



36225EWE8	GNMA POOL # 082444	2	255,068.86	260,236.57	249,761.43	254,796.05	5,440.52		(567.44	)	—	—	3.75	3.322	MON	780.50	3,812.6	11,032,009	12202039
36204J4C7	GNMA POOL # 371719	2	205,916.53	213,481.13	193,803.79	202,924.52	10,556.61		(2,826.18	)	—	—	6.5	5.064	MON	1,049.77	4,727.03	9,112,008	4152024
36204SV60	GNMA POOL # 378737	2	150,588.47	155,701.16	141,730.31	148,341.13	7,360.03		(22,609.53	)	—	—	6.5	5.05	MON	767.71	37,816.26	9,112,008	1152024
36205BKY7	GNMA POOL # 385611	2	288,393.95	298,988.46	271,429.60	284,363.27	14,625.19		(866.74	)	—	—	6.5	4.996	MON	1,470.24	6,445.4	9,112,008	4152024
36210BZH1	GNMA POOL # 487744	2	418,282.55	425,530.13	395,655.98	415,362.82	10,167.31		(3,137.73	)	—	—	5	2.729	MON	1,648.57	8,099.83	9,292,009	3152024
36210BZJ7	GNMA POOL # 487745	2	264,358.22	268,938.75	250,058.03	262,510.81	6,427.94		(3,984.16	)	—	—	5	2.731	MON	1,041.91	10,819.37	9,292,009	3152024
36210B4N2	GNMA POOL # 487829	2	216,615.49	224,490.7	209,290.33	215,319.66	9,171.04		(3,897.44	)	—	—	4.5	3.357	MON	784.84	11,819.37	3,262,009	4152024
36210B4Q5	GNMA POOL # 487831	2	96,959.33	98,639.35	91,714.42	96,246.25	2,393.1		(10,629.42	)	—	—	5	2.858	MON	382.14	32,234.64	9,292,009	4152024
36210B4R3	GNMA POOL # 487832	2	290,242.14	298,714.81	277,743.67	288,418.1	10,296.71		(1,868.13	)	—	—	5	3.227	MON	1,157.27	5,366.56	3,262,009	4152024
36211V6Q8	GNMA POOL # 524779	2	180,135.73	185,532.92	172,507.67	178,896.09	6,636.83		(2,400.59	)	—	—	5	3.375	MON	718.78	6,635.66	3,262,009	1152024
36201YER3	GNMA POOL # 606844	2	814,528.64	868,407.06	777,332.08	811,780.03	56,627.03		(5,668.21	)	—	—	5	4.033	MON	3,238.88	27,257.2	4,232,010	9152033
36290SJB8	GNMA POOL # 615958	2	4,381,690.61	4,671,525.21	4,181,594.76	4,365,745.31	305,779.9		(16,290.90	)	—	—	5	4.093	MON	17,423.31	88,043.77	4,232,010	9152033
36292DWW8	GNMA POOL # 646061	2	118,973.84	128,299.93	114,089.40	118,664.96	9,634.97		(1,617.96	)	—	—	6.5	5.521	MON	617.98	14,585.35	1,312,008	11152037
36295KAT0	GNMA POOL # 672418	2	63,453.35	68,427.3	60,848.28	63,293.03	5,134.27		(1,294.93	)	—	—	6.5	5.494	MON	329.59	4,468.02	1,312,008	12152037
36295PZJ4	GNMA POOL # 676745	2	91,948.93	94,414.27	88,055.24	91,228.78	3,185.49		(525.28	)	—	—	5	3.364	MON	366.90	4,313.79	3,262,009	3152023
36295P4L3	GNMA POOL # 676827	2	269,363.63	276,420.36	257,802.78	267,605.55	8,814.81		(2,544.06	)	—	—	5	3.019	MON	1,074.18	21,976.28	3,262,009	5152023
36295QJE1	GNMA POOL # 677161	2	343,408.2	350,856.93	327,225.86	340,863	9,993.93		(6,929.10	)	—	—	5	3.113	MON	1,363.44	49,088.85	4,272,009	8152023
36295TVQ4	GNMA POOL # 680223	2	50,538.9	54,500.53	48,464.04	50,414.65	4,085.88		(923.69	)	—	—	6.5	5.466	MON	262.51	2,451.89	1,312,008	1152038
36296A5Y6	GNMA POOL # 685863	2	53,321.55	51,836.28	50,103.93	52,782.09	(945.81	)	(257.71	)	—	—	4.5	2.399	MON	187.89	718.42	10,072,010	5152023
36296DR67	GNMA POOL # 688209	2	23,599.57	24,106.07	22,482.47	23,358.71	747.36		(273.83	)	—	—	5	3.618	MON	93.68	2,248.86	7,292,009	7152023
36296E5H5	GNMA POOL # 689448	2	234,185.95	240,464.96	224,269.06	232,564.44	7,900.52		(994.10	)	—	—	5	3.242	MON	934.45	2,065.42	3,262,009	7152023
36296TPY3	GNMA POOL # 700739	2	294,391.77	300,998.89	278,817.22	292,037.9	8,960.99		(1,645.46	)	—	—	5.5	3.1	MON	1,277.91	5,731.36	6,032,009	10152023
36296UC73	GNMA POOL # 701294	2	221,313.18	227,705.6	211,719.63	219,757.75	7,947.85		(117.88	)	—	—	5	3.333	MON	882.17	580.54	3,272,009	1152024
36296URS1	GNMA POOL # 701697	2	288,180.28	293,173.58	272,591.46	285,984.39	7,189.19		(9,665.65	)	—	—	5	2.869	MON	1,135.80	86,502.8	9,292,009	2152024
36296UUL2	GNMA POOL # 701787	2	224,953.98	233,440.53	217,051.94	223,684.26	9,756.27		(960.70	)	—	—	5	3.688	MON	904.38	5,463.06	6,112,009	3152024
36296UXG0	GNMA POOL # 701879	2	159,870.14	161,133.42	150,223.00	158,625.51	2,507.91		(534.99	)	—	—	4.5	2.185	MON	563.34	1,203.81	10,072,010	5152024
36296U3C2	GNMA POOL # 701995	2	152,914.78	157,014.75	146,439.42	151,798.43	5,216.32		(1,641.80	)	—	—	5	3.473	MON	610.16	8,003.02	3,262,009	1152024



36296XHH0	GNMA POOL # 704132	2	89,471.02	90,742.93	84,631.17	88,816.94	1,925.99	(10,806.97	)	—	—	5	2.732	MON	352.63	9,677.41	9,292,009	12152023
36296XLY8	GNMA POOL # 704243	2	400,499.07	415,608.16	386,430.58	398,279.93	17,328.23	(508.51	)	—	—	5	3.625	MON	1,610.13	5,519.47	6,112,009	1152024
36296XWP5	GNMA POOL # 704554	2	1,529,939.16	1,588,615.13	1,477,087.13	1,522,032.24	66,582.89	(361.17	)	—	—	5	3.665	MON	6,154.53	3,723.55	6,112,009	6152024
36297AKC6	GNMA POOL # 705991	2	40,580.2	40,900.87	38,131.45	40,220.72	680.15	(789.18	)	—	—	4.5	2.355	MON	142.99	3,499.27	10,072,010	1152024
36297AKF9	GNMA POOL # 705994	2	350,681.56	356,757.82	331,711.80	348,581.7	8,176.12	(4,518.38	)	—	—	5	2.345	MON	1,382.13	7,580.14	9,292,009	1152024
36297CV22	GNMA POOL # 708133	2	43,094.5	43,435.03	40,494.02	42,765.25	669.78	(1,131.00	)	—	—	4.5	2.002	MON	151.85	942.55	10,072,010	1152024
36297DFF9	GNMA POOL # 708566	2	1,264,795.03	1,286,710.11	1,196,377.22	1,255,731.1	30,979.01	(4,058.45	)	—	—	5	2.808	MON	4,984.91	9,062.11	9,292,009	4152024
36297DP35	GNMA POOL # 708842	2	16,314.67	16,443.59	15,330.19	16,186.64	256.95	(127.22	)	—	—	4.5	2.204	MON	57.49	928.96	10,072,010	5152024
36297DTR8	GNMA POOL # 708960	2	309,838.39	319,121.66	296,717.87	307,669.75	11,451.91	(851.68	)	—	—	5	3.447	MON	1,236.32	9,359.77	3,262,009	3152024
36297GCD0	GNMA POOL # 711168	2	404,452.12	407,076.06	380,046.05	401,599.41	5,476.65	(879.06	)	—	—	4.5	2.235	MON	1,425.17	561.86	10,072,010	2152025
36297G2R0	GNMA POOL # 711884	2	921,168.83	937,129.9	871,339.12	914,851.11	22,278.79	(4,596.04	)	—	—	5	2.723	MON	3,630.58	30,473.97	9,292,009	4152024
36297JJ54	GNMA POOL # 713184	2	1,000,065	1,017,393.08	945,967.46	992,125.62	25,267.46	(30,165.42	)	—	—	5	2.998	MON	3,941.53	26,550.39	9,292,009	4152024
36297KZF1	GNMA POOL # 714542	2	306,978.46	318,463.41	296,105.83	305,205.28	13,258.13	(7,240.61	)	—	—	5	3.75	MON	1,233.77	9,281.06	6,112,009	6152024
3620A2KC9	GNMA POOL # 716791	2	878,095.62	893,310.34	830,595.90	871,582.1	21,728.24	(7,425.26	)	—	—	5	2.874	MON	3,460.82	9,248.57	9,292,009	4152024
3620A32R4	GNMA POOL # 718184	2	50,885.17	51,215.3	47,814.58	50,478.64	736.66	(3,715.27	)	—	—	4.5	2.529	MON	179.30	11,261.98	10,072,010	3152025
3620A5FJ3	GNMA POOL # 719369	2	628,497.26	630,722.64	588,842.41	624,127.85	6,594.79	(2,052.09	)	—	—	4.5	2.05	MON	2,208.16	4,860.07	8,312,010	4152025
3620A6AC1	GNMA POOL # 720103	2	547,451.16	593,145.32	538,035.53	546,740.29	46,405.03	13,909.07		—	—	4.5	4.237	MON	2,017.64	2,177.87	6,182,009	6152039
3620A6DZ7	GNMA POOL # 720220	2	1,020,146.13	1,044,615.42	971,278.67	1,012,103.44	32,511.98	(359.55	)	—	—	5	3.441	MON	4,046.99	2,759.05	7,292,009	7152024
3620A7RQ0	GNMA POOL # 721495	2	322,704.41	324,797.99	303,231.27	319,974.73	4,823.26	(1,945.06	)	—	—	4.5	2.592	MON	1,137.12	6,108.31	10,072,010	1152025
3620A7R64	GNMA POOL # 721509	2	274,120.77	275,899.16	257,579.35	271,865.86	4,033.3	(186.63	)	—	—	4.5	2.562	MON	965.92	1,093.2	10,072,010	2152025
3620A9MU2	GNMA POOL # 723171	2	28,357.74	28,581.82	26,646.53	28,103.92	477.9	(4,165.62	)	—	—	4.5	2.626	MON	99.92	7,721.46	10,072,010	10152024
3620A9QJ3	GNMA POOL # 723257	2	394,242.15	397,357.44	370,452.18	390,764.06	6,593.38	(227.95	)	—	—	4.5	2.572	MON	1,389.20	626.39	10,072,010	9152024
3620A9WS6	GNMA POOL # 723457	2	438,930.56	442,399	412,443.95	435,342.39	7,056.61	(3,458.87	)	—	—	4.5	2.498	MON	1,546.66	8,861.81	10,072,010	12152024
3620A9WW7	GNMA POOL # 723461	2	222,259.9	224,016.17	208,847.93	220,537.27	3,478.9	(2,610.12	)	—	—	4.5	2.386	MON	783.18	9,637.52	10,072,010	12152024
3620A9ZN4	GNMA POOL # 723549	2	624,166.94	628,216.3	586,502.49	619,009.09	9,207.21	(1,709.20	)	—	—	4.5	2.546	MON	2,199.38	4,905.64	10,072,010	1152025
3620ADCM2	GNMA POOL # 726476	2	5,098,077	5,190,949.62	4,839,467.93	5,056,197.19	134,752.43	(10,193.27	)	—	—	4.5	2.913	MON	18,148.01	46,726.11	12,082,009	11152024
3620AFY35	GNMA POOL # 728930	2	72,802.69	73,377.97	68,409.51	72,243.48	1,134.49	(3,341.39	)	—	—	4.5	2.367	MON	256.54	13,538.07	10,072,010	12152024



3620AKQR0	GNMA POOL # 732264		2	143,978.38	144,912.43	135,290.19	142,793.94	2,118.49		(624.67	)	—	—	4.5	2.612	MON	507.34	1,680.37	10,072,010	4152025
3620AKR57	GNMA POOL # 732308		2	18,910.02	19,032.7	17,768.92	18,783.05	249.65		(640.59	)	—	—	4.5	2.181	MON	66.63	3,104.11	10,072,010	4152025
3620AL5N0	GNMA POOL # 733553		2	338,540.31	340,736.65	318,111.60	336,126.11	4,610.54		(1,384.30	)	—	—	4.5	2.318	MON	1,192.92	490.72	10,072,010	4152025
3620AQG72	GNMA POOL # 736522		2	362,477.76	364,829.36	340,604.55	359,821.94	5,007.42		(5,371.53	)	—	—	4.5	2.377	MON	1,277.27	17,547.68	10,072,010	4152025
3620AQHC0	GNMA POOL # 736527		2	145,681.37	146,626.51	136,890.45	144,532.76	2,093.75		(4,729.45	)	—	—	4.5	2.528	MON	513.34	8,433.15	10,072,010	4152025
3620AQXC2	GNMA POOL # 736975		2	263,863.65	265,575.49	247,941.17	261,827.88	3,747.61		(1,081.24	)	—	—	4.5	2.432	MON	929.78	3,322.33	10,072,010	2152025
3620AQ5X7	GNMA POOL # 737162		2	250,699.3	252,325.74	235,571.21	248,770.59	3,555.15		(2,029.34	)	—	—	4.5	2.479	MON	883.39	7,533.09	10,072,010	4152025
3620AQ6A6	GNMA POOL # 737165		2	796,703.12	801,871.82	748,627.21	790,841.54	11,030.28		(1,582.71	)	—	—	4.5	2.386	MON	2,807.35	5,540.4	10,072,010	4152025
3620ASPY9	GNMA POOL # 738539		2	3,577,135.05	3,560,149.21	3,329,987.50	3,569,009.68	(8,860.47	)	(37,017.76	)	—	—	4	2.686	MON	11,099.96	129,028.77	10,032,011	7152041
3620AWE48	GNMA POOL # 741855		2	122,780.95	123,577.52	115,371.92	121,866.69	1,710.83		(1,864.73	)	—	—	4.5	2.438	MON	432.64	5,800.68	10,072,010	5152025
3620AWE63	GNMA POOL # 741857		2	143,321.43	144,251.25	134,672.91	142,297.24	1,954.01		(2,101.98	)	—	—	4.5	2.35	MON	505.02	2,990.83	10,072,010	5152025
36225BPY8	GNMA POOL # 781339		2	207,939.07	215,643.56	188,393.25	205,840.01	9,803.55		(54.61	)	—	—	8	5.804	MON	1,255.96	1,605.58	3,072,008	9152031
36241KBP2	GNMA POOL # 781846		2	2,959,042.92	3,286,148.23	2,865,901.12	2,954,102.29	332,045.94		(2,093.60	)	—	—	6.5	5.509	MON	15,523.63	14,342.05	8,152,008	9152034
36241KEC8	GNMA POOL # 781931		2	1,962,471.2	2,164,544.48	1,900,698.49	1,957,694.45	206,850.03		(6,502.00	)	—	—	6.5	5.85	MON	10,295.45	96,817.09	8,152,008	5152035
36241KEH7	GNMA POOL # 781936		2	1,175,887.5	1,246,811.54	1,137,325.10	1,173,241.79	73,569.75		(4,390.75	)	—	—	4.5	3.857	MON	4,264.97	28,928.12	6,032,010	6152035
36241KGU6	GNMA POOL # 782011		2	107,024.51	116,546.98	104,733.41	106,858.23	9,688.75		(1,568.40	)	—	—	5	4.572	MON	436.39	7,725.08	7,142,009	12152035
36241KKB3	GNMA POOL # 782090		2	2,350,147.01	2,567,878.47	2,261,115.60	2,342,622.81	225,255.66		(5,203.60	)	—	—	6.5	5.74	MON	12,247.71	54,865.61	11,302,007	5152036
36241K6L7	GNMA POOL # 782675		2	32,788.45	33,047.52	30,809.86	32,555.33	492.19		(893.06	)	—	—	4.5	1.995	MON	115.54	3,122.68	10,072,010	6152024
36241LHQ2	GNMA POOL # 782939		2	3,601,332.01	3,824,292.88	3,436,872.28	3,591,232.1	233,060.78		(2,139.17	)	—	—	5	4.125	MON	14,320.30	15,285.09	4,232,010	9152036
36241LN36	GNMA POOL # 783110		2	797,366.78	833,201.8	736,384.88	794,383.34	38,818.46		(3,552.92	)	—	—	5.5	3.772	MON	3,375.10	20,593.07	9,232,010	4152036
36179MEL0	GNMA POOL # MA0139		2	3,920,068.45	3,872,751.79	3,699,813.90	3,904,345.4	(31,593.61	)	—		—	—	3	1.384	MON	9,249.53	1,491.36	6,192,012	6202027
36179MK82	GNMA POOL # MA0319		2	183,615.74	179,028.92	167,137.06	183,279.09	(4,250.17	)	1.47		—	—	4	1.961	MON	557.12	722.42	10,042,012	8202042
36179MNJ5	GNMA POOL # MA0393		2	2,251,245.37	2,199,152.49	2,053,075.44	2,247,731.85	(48,579.36	)	(21,184.84	)	—	—	4	1.993	MON	6,843.58	61,476	10,182,012	9202042
36179MQN3	GNMA POOL # MA0461		2	1,896,421.02	1,799,914.9	1,781,722.64	1,893,552	(93,637.1	)	(14,016.53	)	—	—	3	2.042	MON	4,454.31	28,503.39	10,312,012	10202042
380881BX9	GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A A 144A	A	2	1,100,000	1,100,363	1,100,000.00	1,100,000	363		(4.58	)	—	—	0.402	0.402	MON	184.14	7,393.74	2,212,013	2152018
38141EA58	GOLDMAN SACHS GROUP INC CORP BND			2,987,062.5	3,018,698.66	2,670,000.00	2,965,820.08	52,878.58		530.80		—	—	5.375	3.233	MS	42,256.46	73,541.24	1,142,014	3152020
38141EA74	GOLDMAN SACHS GROUP INC CORP BND			606,066	618,010.2	600,000.00	601,533.58	16,476.62		198.09		—	—	3.7	3.458	FA	9,250.00	4,555.14	1,052,011	8012015



38141GEA8	GOLDMAN SACHS GROUP INC CORP BND			2,039,860	2,048,120	2,000,000.00	2,005,076.78	43,043.22		(5,963.95	)	—	—	5.125	4.642	JJ	47,263.89	48,259.43	5,182,010	1152015
38141GEG5	GOLDMAN SACHS GROUP INC CORP BND			2,488,200	2,500,275.05	2,500,000.00	2,491,451.73	8,823.32		(21,242.42	)	—	—	0.68	0.897	MJSD	377.56	65,377.92	10,292,013	3222016
BRS0Z5DU0	GOLDMAN SACHS GROUP INC CORP BND MTN	O		3,077,296.56	3,112,373.01	1,730,000.00	3,041,376.19	70,996.82		(25,830.65	)	—	75,000.08	5.25	1.499	DEC	84,243.37	69,233.36	2,212,014	12152015
38141GGT5	GOLDMAN SACHS GROUP INC SENIOR CORP BND			1,631,678.75	1,661,140	1,625,000.00	1,628,224.82	32,915.18		(2,425.70	)	—	—	3.3	3.058	MN	8,639.59	16,734.5	6,262,013	5032015
38141GVK7	GOLDMAN SACHS GROUP INC SENIOR CORP BND			5,350,000	5,436,402.4	5,350,000.00	5,350,000	86,402.4		(1,982.60	)	—	—	1.425	1.476	JAJO	13,128.41	14,366.17	4,252,013	4302018
38145XAA1	GOLDMAN SACHS GROUP INC SENIOR CORP BND			9,499,885.2	9,653,103.58	9,530,000.00	9,502,249.04	150,854.54		(2,474.68	)	—	—	2.625	2.693	JJ	104,929.27	17,417.69	1,282,014	1312019
38141EB32	GOLDMAN SACHS GROUP INC SENIOR CORP BND MTN			2,017,500	2,019,108.6	2,000,000.00	2,008,978.96	10,129.64		(79.80	)	—	—	1.6	1.274	MN	3,377.78	2,114.13	2,212,013	11232015
38141EB73	GOLDMAN SACHS GROUP INC SENIOR CORP BND MTN			4,019,080	4,054,639.88	4,000,000.00	4,017,482.65	37,157.23		(6,679.77	)	—	—	1.324	1.239	FMAN	6,913.44	42,656.08	1,282,014	11152018
38259PAC6	GOOGLE CORP BND			2,065,620	2,058,601.08	2,000,000.00	2,045,751.88	12,849.2		310.05		—	—	2.125	0.897	MN	4,958.33	13,763.02	8,282,013	5192016
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM NOTES		1	934,895.39	943,171.21	937,238.49	934,895.39	8,275.82		—		—	—	—	0.036	MJSD	0	—	6,102,014	6132021
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECURED TERM LOAN			2,300,213.27	2,321,236.06	2,328,512.67	2,302,333.91	18,902.15		2,223.88		—	—	—	0.2	MJSD	0	89,050.25	1,162,014	1252020
G4123EAC0	GRIFOLS WORLDWIDE OPERATIONS U SECURED TERM LOAN		1	4,749,723.84	4,797,508.94	4,797,700.85	4,750,798.41	46,710.53		—		—	—	—	0.145	MJSD	0	—	3,072,014	2272021
362341RT8	GSR_05-6F WHOLE CMO 05-AR6 1A1		2	114,973.33	117,810.02	116,116.35	115,178.47	2,631.55		43.73		—	—	2.652	2.905	MON	256.66	477.74	11,212,007	9252035
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		1	499,645	505,379.49	500,000.00	499,706.25	5,673.24		50.93		—	—	2	2.015	FA	4,166.67	4,097.51	7,292,013	8012018
44921SAC6	HALST_13-A ABS 13-A 144A		2	1,399,012.64	1,399,251.73	1,399,055.86	1,399,052.13	199.6		28.12		—	—	0.51	0.513	MON	317.12	6,922.5	2,272,013	9152015
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECURED TERM NOTES			579,711.88	594,131.84	582,625.00	579,912.51	14,219.33		1,827.07		—	—	—	0.09	MJSD	0	18,120.27	1,282,014	8042019
41283LAA3	HARLEY-DAVIDSON FINANCIAL CORP BND 144A			2,329,200	2,364,640.11	2,250,000.00	2,282,157.06	82,483.05		854.65		—	—	3.875	3.009	MS	25,671.88	25,106.25	10,272,011	3152016
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 A3		2	1,759,995.08	1,763,396.82	1,760,000.00	1,759,989.08	3,407.74		2.21		—	—	0.65	0.651	MON	508.45	3,182.52	4,162,013	7162018
43814EAC9	HAROT 2013-2 ABS 13-2 A3		2	4,504,576.53	4,494,314.23	4,505,000.00	4,504,772.34	(10,458.11	)	592.62		—	—	0.53	0.534	MON	994.86	10,589.98	4,172,013	2162017
43813UAC4	HAROT_12-3 ABS 12-1		2	1,250,537.35	1,252,563.34	1,250,612.38	1,250,591.19	1,972.15		69.98		—	—	0.77	0.773	MON	427.99	8,335.26	2,142,012	1152016
43814CAC3	HAROT_13-1 ABS 13-1		2	2,998,514.05	3,001,530	3,000,000.00	2,998,630.7	2,899.3		80.49		—	—	0.48	0.529	MON	400.00	15,652.21	6,022,014	11212016
43812XAB1	HAROT_13-3 ABS 13-3 A2		2	367,542.9	367,838.75	367,548.38	367,544.22	294.53		1.67		—	—	0.54	0.541	MON	88.21	1,004.25	7,172,013	1152016
43812XAC9	HAROT_13-3 ABS 13-3 A3		2	3,464,437.28	3,474,566.07	3,465,000.00	3,464,650.03	9,916.04		755.31		—	—	0.77	0.778	MON	1,185.80	7,269.81	7,172,013	5152017
44890GAD7	HART_12-A ABS 12-A		2	4,259,591.04	4,278,616.03	4,260,000.00	4,259,837.42	18,778.61		123.09		—	—	0.95	0.954	MON	1,798.66	2,032.28	2,282,012	12152016
44890JAB5	HART_13-A ABS 13-A		2	573,006.28	573,158.18	573,043.59	573,038.85	119.33		42.02		—	—	0.4	0.405	MON	101.88	5,005.02	1,242,013	12152015
44890QAC7	HART_13-C ABS 13-C A3		2	1,499,806.25	1,508,276.94	1,500,000.00	1,499,814.69	8,462.25		47.96		—	—	1.01	1.019	MON	673.33	15,261.64	6,022,014	2152018
44890RAC5	HART_14-A ABS 14-A A3		2	1,539,724.65	1,539,188.94	1,540,000.00	1,539,766.76	(577.82	)	40.32		—	—	0.79	0.798	MON	540.71	6,755.64	1,282,014	7162018



44890UAD6	HART_14-B ABS _14-B-A4		2	1,999,961.8	2,003,118.44	2,000,000.00	1,999,962.28	3,156.16		8.44		—	—	1.46	1.464	MON	1,297.78	1,220.41		5,072,014	11152019
419791YG7	HAWAII ST MUNI BND GO			2,007,940	2,032,420	2,000,000.00	2,000,996.06	31,423.94		529.35		—	—	3	2.914	FA	25,000.00	36,000		2,102,010	2012015
BRSHYLWT1	HDTFS INC SENIOR SECURED TERM NOTES		2	5,826,977.7	5,856,933.91	5,890,806.04	5,839,081.79	17,852.12		657.82		—	—	—	0.185	MJSD	0	24,358.64		8,012,013	3112018
429827AN8	HEF_04-1 ABS 04-1 A13 144A		2	164,000	191,520	200,000.00	173,227.43	18,292.57		667.08		—	—	0.165	2.12	MON	9.95	619.08		9,102,009	1012044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A			246,000	286,530	300,000.00	252,455.71	34,074.29		1,268.43		—	—	1.125	1.849	FMAN	36.99	578.5		9,102,009	1012044
429827AB4	HEF_04-1 ABS 04-1 A2 144A		2	164,000	195,520	200,000.00	178,013.19	17,506.81		7.34		—	—	0.619	3.143	MON	34.39	10,568.76		9,102,009	1012044
429827AF5	HEF_04-1 ABS 04-1 A6 144A		2	164,000	192,380	200,000.00	176,917.23	15,462.77		2,103.89		—	—	3.656	6.027	MON	78.54	730.99		9,102,009	1012044
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		5,987,624.98	6,022,229.11	6,025,000.00	5,994,630.9	27,598.21		(1,309.05	)	—	—	1.4	1.559	AO	21,087.50	88,284.38		11,052,013	10012017
423012AC7	HEINEKEN N.V. SENIOR CORP BND 144A	F		2,299,083.33	2,305,466.88	2,300,000.00	2,299,696.41	5,770.47		45.06		—	—	0.8	0.811	AO	4,600.00	16,053.8		1,092,014	10012015
427866AS7	HERSHEY COMPANY THE CORP BND			1,321,912.75	1,341,504.79	1,325,000.00	1,323,517.8	17,986.99		(91.42	)	—	—	1.5	1.549	MN	3,312.50	19,823.73		11,082,011	11012016
428236BF9	HEWLETT-PACKARD CO CORP BND			3,547,061.5	3,605,429.17	3,490,000.00	3,543,769.11	61,660.06		633.08		—	—	3.75	3.48	JD	10,906.25	3,430.55		1,132,014	12012020
428236BZ5	HEWLETT-PACKARD CO SENIOR CORP BND			500,000	503,984.99	500,000.00	500,000	3,984.99		—		—	—	1.167	1.182	JAJO	1,264.30	163.02		1,092,014	1142019
428236BW2	HEWLETT-PACKARD CO UNSEC CORP BND			1,874,718.75	1,931,892.3	1,875,000.00	1,874,833.05	57,059.25		(9,032.51	)	—	—	2.6	2.603	MS	14,354.17	43,593.75		3,072,012	9152017
BRSN4Z560	HI-CRUSH PARTNERS LP SENIOR SECURED TERM NOTES		1	868,177.7	876,859.48	868,177.70	868,177.7	8,681.78		186.45		—	—	—	—	MJSD	0	—		4,242,014	4282021
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 144A		2	164,000	187,160	200,000.00	174,295.07	12,864.93		1,733.50		—	—	0.056	1.338	MON	2.18	620.84		9,102,009	1012044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 A9 144A		2	164,224	194,960	200,000.00	173,420.69	21,539.31		1,359.02		—	—	0.229	1.41	MON	37.64	660.94		9,102,009	1012044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 A10		2	164,196	181,800	200,000.00	172,503.32	9,296.68		1,867.74		—	—	—	2.219	MON	2.23	654.31		9,102,009	1012044
BRSNM33T3	HILLMAN GROUP INC SENIOR SECURED TERM NOTES		1	219,005.14	220,789.02	219,554.03	219,005.14	1,783.88		—		—	—	—	0.036	MJSD	0	—		6,132,014	6302021
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECURED TERM NOTES			3,458,630.62	3,474,272.66	3,476,010.67	3,460,281.79	13,990.87		371.94		—	—	—	0.071	MJSD	0	(7,181.03	)	10,312,013	10262020
437076BB7	HOME DEPOT INC SENIOR CORP BND		1	1,972,215.25	2,021,412.03	1,975,000.00	1,972,644.02	48,768.01		24.57		—	—	2.25	2.28	MS	13,701.56	24,375		9,032,013	9102018
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2		2	1,599,694.08	1,608,065.92	1,600,000.00	1,599,905.82	8,160.1		(17,564.27	)	—	—	0.91	0.918	MON	647.10	22,886.65		4,182,012	5152018
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1		2	6,989,335.94	6,993,545.37	7,000,000.00	6,990,673.93	2,871.44		(308.90	)	—	—	0.62	0.698	MON	1,205.56	1,349.47		3,272,014	3212019
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND GO			1,500,000	1,504,125	1,500,000.00	1,500,000	4,125		(3,886.46	)	—	—	1.259	1.259	MN	3,147.50	40,000		10,262,012	11012017
44328MAL8	HSBC BANK PLC CORP BND 144A	F		4,685,175	4,696,704.05	4,500,000.00	4,621,771.31	74,932.74		341.35		—	—	3.1	1.645	MN	14,337.50	3,524.3		6,242,013	5242016
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F		3,693,081	3,661,294.6	3,700,000.00	3,694,596.04	(33,301.44	)	1,423.89		—	—	1.5	1.539	MN	7,091.67	16,031.25		5,082,013	5152018
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		5,739,247.5	5,705,375.57	5,750,000.00	5,741,601.95	(36,226.38	)	3,983.11		—	—	1.5	1.539	MN	11,020.83	67,652.79		5,082,013	5152018
44328MBU7	HSBC BANK PLC SENIOR CORP BND 144A	F		1,611,987.2	1,614,719.97	1,600,000.00	1,611,265.67	3,454.3		4.98		—	—	0.864	0.694	FMAN	1,804.48	13,236.45		3,282,014	5152018



G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	D		1,557,432.87	1,715,825.86	1,000,000.00	1,557,348.16	158,477.7		(20,270.49	)	—	152,780.58	0.928	0.9	FMAN	1,999.06	30,397.47	11,132,013	5162016
40428HPH9	HSBC BANK USA INC SENIOR CORP BND			2,991,420	3,006,911.76	3,000,000.00	2,993,945.09	12,966.67		(739.66	)	—	—	1.625	1.684	JJ	22,204.27	24,658.86	12,132,012	1162018
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND			938,383.2	969,196.35	940,000.00	938,618.43	30,577.92		57.19		—	—	2.625	2.662	MS	6,638.11	3,493.75	9,172,013	9242018
40428HPK2	HSBC BANK USA INC SENIOR CORP BND			6,250,000	6,326,299.38	6,250,000.00	6,250,000	76,299.38		(12,092.64	)	—	—	1.111	1.13	MJSD	1,349.69	91,773.35	9,172,013	9242018
404280AP4	HSBC HOLDINGS PLC SUB CORP BND	F		5,173,050	5,153,325.65	5,000,000.00	5,173,050	(19,724.35	)	(95,024.83	)	—	—	4.25	3.819	MS	64,930.55	155,000	6,272,014	3142024
BRSBXUEK4	HUBBARD RADIO TERM LOAN		2	2,005,859.38	2,017,620.35	2,010,913.95	2,006,438.29	11,182.06		5,686.71		—	—	—	0.046	JAJO	0	65,466.08	11,152,013	4292019
BRS8R3U20	HUNTSMAN INTL LLC TERM LOAN			343,047.58	347,557.94	346,950.78	345,421.01	2,136.93		717.40		—	—	—	0.218	FMAN	0	17,291.81	5,132,011	6302016
BRSNSQLD1	HUSKY INJECTION MOLDING SYS LT SENIOR SECURED TERM NOTES	A	1	383,728.01	388,066.64	385,656.29	383,728.01	4,338.63		1,042.76		—	—	—	0.072	MJSD	0	48,840.04	6,262,014	6202021
4488148U0	HYDRO-QUEBEC SENIOR CORP BND	A		4,994,200	5,045,549.75	5,000,000.00	4,996,509.49	49,040.26		36.92		—	—	1.375	1.399	JD	2,291.67	20,416.66	6,122,012	6192017
44890FAC1	HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A A3 144A		2	1,991,253.09	1,993,078.69	1,991,465.58	1,991,449.98	1,628.71		44.08		—	—	0.92	0.927	MON	814.29	4,742.23	6,132,012	8172015
44890HAC7	HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B		2	2,741,635.82	2,745,009.7	2,742,103.07	2,741,986.91	3,022.79		60.84		—	—	0.62	0.628	MON	755.60	8,572.74	7,102,012	9152016
44890LAB0	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A2		2	312,171.84	312,363.69	312,173.27	312,170.99	192.7		9.18		—	—	0.53	0.53	MON	73.53	1,365	6,192,013	3152016
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B A3		2	1,424,920.44	1,428,398.98	1,425,000.00	1,424,966.87	3,432.11		54.57		—	—	0.71	0.712	MON	449.67	10,507.42	11,052,013	9152017
44920UAC2	HYUNDAI CAP SVC CORP BND 144A	F		2,982,210	3,183,644.91	3,000,000.00	2,992,785.39	190,859.52		332.01		—	—	4.375	4.498	JJ	56,145.83	35,000	1,202,011	7272016
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A			1,991,020	2,133,039.7	2,000,000.00	1,994,957.29	138,082.41		263.65		—	—	4	4.092	JD	5,111.11	22,218.75	12,012,011	6082017
BRSHH3U39	IASIS HELTHCARE CORP SENIOR SECURED TERM NOTES		2	7,112,126.61	7,259,022.83	7,221,112.00	7,140,008.63	119,014.2		782.10		—	—	—	0.289	FMAN	0	6,808.45	2,282,013	5032018
BRSM1TE44	IKARIA INC SENIOR SECURED TERM NOTES		1	792,764.24	803,121.96	796,747.98	792,947.67	10,174.29		318.47		—	—	—	0.072	MJSD	0	13,112.58	2,122,014	2122021
4521518V8	ILLINOIS ST MUNI BND GO			2,300,000	2,350,370	2,300,000.00	2,300,000	50,370		46.43		—	—	4.421	4.421	JJ	50,841.50	74,917.5	12,282,012	1012015
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND REV			4,100,000	4,152,275	4,100,000.00	4,100,000	52,275		(835.56	)	—	—	1.56	1.56	JD	2,842.67	39,442.5	5,102,012	6152017
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCORPORATED			7,162,851.24	7,145,875.63	7,174,790.03	7,163,278.15	(17,402.52	)	265.76		—	—	—	0.024	MJSD	0	222.82	4,012,014	3172021
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOTES		2	3,046,950.64	3,058,430.58	3,061,476.74	3,049,594.84	8,835.74		1,675.05		—	—	—	0.1	JAJO	0	114,717.28	9,122,013	5042018
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES			1,045,026.86	1,039,017.96	1,045,026.86	1,045,026.86	(6,008.9	)	319.19		—	—	—	—	FMAN	0	33,775.09	5,242,013	6032020
449786AR3	ING BANK NV CORP BND 144A	F		3,714,234.75	3,784,935.25	3,725,000.00	3,720,493.51	64,441.74		755.78		—	—	2	2.1	MS	19,866.67	15,027.19	9,182,012	9252015
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	D		1,737,126.06	1,788,181.99	1,000,000.00	1,720,981.75	67,200.24		(5,543.18	)	—	75,435.12	3.875	1.76	DEC	34,489.77	15,436.8	1,022,014	12232016
449786AW2	ING BANK NV SENIOR CORP BND 144A	F		1,120,000	1,130,360.03	1,120,000.00	1,120,000	10,360.03		533.58		—	—	1.181	1.231	MJSD	808.06	7,656.25	2,282,013	3072016
449786AX0	ING BANK NV SENIOR CORP BND 144A	F		748,440	755,630.15	750,000.00	749,115.84	6,514.31		1,798.01		—	—	1.375	1.446	MS	3,265.63	12,985	2,282,013	3072016
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR CORP BND	R		3,993,065.21	4,057,233.79	3,964,000.00	3,992,842.33	64,391.46		(392.61	)	—	—	2.875	2.425	JJ	52,550.53	36,000	6,162,014	1152019



458140AL4	INTEL CORP SENIOR CORP BND			—	—	—	—	—		80.58		—	—	1.35	—	JD	(99.00)	5,167.5	2,192,014	12152017
4581X0BV9	INTER AMERICAN DEV BK CORP BND	F		10,049,900	10,086,200	10,000,000.00	10,046,104.35	40,095.65		(14,601.69	)	—	—	1.125	0.952	MS	33,125.00	22,500	4,042,014	3152017
458182DT6	INTER-AMERICAN DEV BANK CORP BND	E		7,150,000	7,144,279.86	7,150,000.00	7,150,000	(5,720.14	)	1,478.99		—	—	0.26	0.286	MJSD	982.27	42,430.55	9,052,013	9122018
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN	E		6,000,000	6,000,000	6,000,000.00	6,000,000	—		551.95		—	—	0.221	0.221	MJSD	405.17	3,614.1	6,132,014	6202018
459200GX3	INTERNATIONAL BUSINESS MACHINE CORP BND			2,562,749.11	2,558,121.3	2,500,000.00	2,560,408.89	(2,287.59	)	—		—	—	1.95	0.764	JJ	21,531.25	10,420.09	6,022,014	7222016
459200HB0	INTERNATIONAL BUSINESS MACHINE CORP BND			4,127,963.5	4,156,141.59	4,150,000.00	4,145,170	10,971.59		—		—	—	0.55	0.745	FA	9,193.40	16,331.67	5,012,012	2062015
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND			3,818,688.55	3,850,121.86	3,830,000.00	3,825,063.76	25,058.1		(11,635.57	)	—	—	1.25	1.3	FA	19,282.98	74,058.34	1,132,014	2062017
459200HD6	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND			4,542,447	4,568,245.05	4,550,000.00	4,547,813.07	20,431.98		4,000.30		—	—	0.75	0.806	MN	4,739.58	11,412.5	5,082,012	5112015
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND			1,149,710.1	1,145,072.81	1,155,000.00	1,151,150.82	(6,078.01	)	263.65		—	—	1.25	1.345	FA	5,734.89	3,750	2,052,013	2082018
459200HT1	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND			3,745,912.9	3,760,609.37	3,755,000.00	3,746,579.9	14,029.47		296.62		—	—	1.95	2.001	FA	28,272.02	4,218.75	2,062,014	2122019
459200HV6	INTERNATIONAL BUSINESS MACHINE SENIOR CORP BND			700,000	700,104.99	700,000.00	700,000	104.99		—		—	—	0.293	0.304	FMAN	324.58	197.37	2,062,014	2052016
45950VCP9	INTERNATIONAL FINANCE CO CORP BND	F		4,027,303.56	4,031,499.08	4,034,000.00	4,028,693.8	2,805.28		(2,070.58	)	—	—	0.625	0.681	MN	3,221.60	23,714.61	11,052,013	11152016
45950VCJ3	INTERNATIONAL FINANCE CO SENIOR CORP BND	F		2,654,796.25	2,660,737.66	2,658,000.00	2,654,925.41	5,812.25		(1,253.45	)	—	—	0.5	0.562	MN	1,661.25	12,597.22	6,022,014	5162016
45905UNJ9	INTL BANK FOR RECONSTRUCTION A SENIOR CORP BND	E		399,904	400,324	400,000.00	399,944.91	379.09		—		—	—	0.375	0.387	FA	529.17	67.53	8,092,013	8242015
G4804LAA4	INTRCONT HOTELS LOCAL BND	D		2,531,332.12	2,574,259.56	1,380,000.00	2,510,918.12	63,341.44		(5,402.49	)	—	77,430.19	6	1.885	DEC	79,127.17	15,592.81	4,032,014	12092016
BRSLR8JD9	ION MEDIA NETWORKS INC SENIOR ECURED TERM NOTES			910,823	922,837.63	915,400.00	911,137.98	11,699.65		276.48		—	—	—	0.071	MJSD	0	24,429.17	12,172,013	12182020
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES			1,185,045	1,188,522.72	1,191,000.00	1,185,690.94	2,831.78		218.42		—	—	—	0.071	MJSD	0	11,024.11	9,272,013	9182020
47787BAD7	JDOT_12-A ABS 12-A		2	3,999,112.4	4,020,679.92	4,000,000.00	3,999,645.36	21,034.56		(41.81	)	—	—	0.99	0.998	MON	1,760.00	4,433.46	2,222,012	6152018
477879AC4	JDOT_13-B ABS_13-B A3		2	4,724,355.98	4,741,584.65	4,725,000.00	4,724,549.53	17,035.12		91.23		—	—	0.87	0.877	MON	1,827.00	9,371.52	8,272,013	8152017
24422ERK7	JOHN DEERE CAPITAL CORP CORP BND MTN			505,585	501,965	500,000.00	501,736.93	228.07		—		—	—	1.25	0.423	JD	503.47	2,298.22	7,192,013	12022014
24422ESB6	JOHN DEERE CAPITAL CORP CORP BND MTN			4,988,450	4,950,624.45	5,000,000.00	4,991,388.47	(40,764.02	)	(681.78	)	—	—	1.3	1.348	MS	19,680.56	7,398.02	3,062,013	3122018
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN			4,923,571.75	4,968,951.99	4,925,000.00	4,924,229.29	44,722.7		455.71		—	—	1.4	1.406	MS	20,301.94	38,867.5	2,222,012	3152017
24422ESN0	JOHN DEERE CAPITAL CORP SENIOR CORP BND MTN			5,997,180	6,008,786.76	6,000,000.00	5,997,228.11	11,558.65		202.43		—	—	1.125	1.141	JD	3,562.50	17,967.08	6,092,014	6122017
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP BND MTN			634,326.9	636,881.77	635,000.00	634,648.15	2,233.62		116.18		—	—	0.75	0.786	JJ	2,103.44	29,050	1,172,013	1222016
478160AW4	JOHNSON & JOHNSON CORP BND			122,861.25	130,186.82	125,000.00	123,608.4	6,578.42		2,955.49		—	—	2.95	3.15	MS	1,229.17	18,000	8,122,010	9012020
478160AY0	JOHNSON & JOHNSON SENIOR CORP BND			526,270	515,270.77	500,000.00	513,214.88	2,055.89		100.39		—	—	2.15	0.726	MN	1,373.61	1,843.75	8,132,012	5152016
478160BE3	JOHNSON & JOHNSON SENIOR CORP BND			5,000,000	5,004,850	5,000,000.00	5,000,000	4,850		(37,708.69	)	—	—	0.303	0.311	FMAN	1,432.25	62,098.75	12,022,013	11282016



478160BF0	JOHNSON & JOHNSON SENIOR CORP BND			1,997,580	1,999,582.99	2,000,000.00	1,998,040.78	1,542.21		(592.03	)	—	—	0.7	0.741		MN	1,283.33	3,967.19	12,022,013	11282016
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND	F		15,000,000	15,028,323.76	15,000,000.00	15,000,000	28,323.76		5,335.08		—	—	1.945	1.945		JD	4,052.09	17,228.33	6,232,014	6232019
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-LDPX A3		2	7,855,255	7,812,235.65	7,153,079.64	7,771,779.71	40,455.94		(56,012.66	)	—	—	5.42	0.154		MON	32,308.08	75,158.17	4,082,014	1152049
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A2		2	1,910,646.29	1,933,281.02	1,855,000.00	1,909,198.58	24,082.44		(11,087.92	)	—	—	3.046	2.283		MON	4,707.99	57,037.5	4,292,014	4152047
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2		2	7,209,986	7,223,097	7,000,000.00	7,209,046.92	14,050.08		(3,797.77	)	—	—	2.872	2.21		MON	16,751.00	18,930.92	6,122,014	7152047
46641KAA1	JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A		2	5,004,687.5	5,000,955.01	5,000,000.00	5,000,000	955.01		(121,947.79	)	—	—	1.102	(0.304	)	MON	2,448.89	87,493.26	4,152,014	12152028
4.6625E+79	JPMMT CMO_06-A1 2A2		2	71,307.22	63,664.38	71,251.53	71,277.34	(7,612.96	)	119.61		—	—	2.726	2.696		MON	161.87	1,604.18	2,062,008	2252036
46625HHP8	JPMORGAN CHASE & CO CORP BND			8,568,850	8,649,345	8,500,000.00	8,508,524.73	140,820.27		1,256.95		—	—	3.7	3.515		JJ	140,651.39	17,062.5	3,182,010	1202015
46625HCE8	JPMORGAN CHASE & CO CORP BND			182,024.5	179,872	175,000.00	175,961.18	3,910.82		795.47		—	—	4.75	3.908		MS	2,770.83	40,000	10,292,009	3012015
46625HHX1	JPMORGAN CHASE & CO CORP BND			7,486,460	7,301,846.72	7,000,000.00	7,271,531.28	30,315.44		(7,567.55	)	—	—	3.45	1.097		MS	80,500.00	170,125.35	3,082,013	3012016
46625HJA9	JPMORGAN CHASE & CO CORP BND			8,363,137.2	8,362,975.52	8,025,000.00	8,292,245.42	70,730.1		(24,501.12	)	—	—	3.15	1.462		JJ	123,585.00	62,027.08	6,022,014	7052016
46625HJG6	JPMORGAN CHASE & CO CORP BND			1,973,600	2,005,101.02	2,000,000.00	1,977,998.04	27,102.98		—		—	—	1.8	2.122		JJ	15,600.00	8,447.92	10,012,013	1252018
46623EJB6	JPMORGAN CHASE & CO SENIOR CORP BND			913,842	909,383.49	900,000.00	907,543.3	1,840.19		—		—	—	1.355	0.738		MJSD	270.92	809.05	6,142,013	9222015
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND			4,144,978.5	4,169,450.26	4,150,000.00	4,147,209.18	22,241.08		(65,021.43	)	—	—	1.125	1.166		FA	16,210.94	126,435.07	2,212,013	2262016
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND			20,326,163.65	20,530,251.44	20,245,000.00	20,317,412.99	212,838.45		(38,924.98	)	—	—	1.129	1.083		JAJO	42,529.28	87,606.43	1,162,014	1252018
46625HJL5	JPMORGAN CHASE & CO SENIOR CORP BND			3,227,387.2	3,242,991.78	3,265,000.00	3,232,126.41	10,865.37		(24,440.77	)	—	—	1.625	1.896		MN	6,779.41	43,426.25	11,262,013	5152018
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND			6,595,225	6,605,840.74	6,500,000.00	6,573,774.32	32,066.42		725.74		—	—	2	1.625		FA	49,111.11	34,826.73	4,012,014	8152017
46623EJP5	JPMORGAN CHASE & CO SENIOR CORP BND MTN			3,372,637.5	3,407,400.34	3,375,000.00	3,374,420.38	32,979.96		667.00		—	—	1.875	1.899		MS	17,753.91	28,786.14	3,142,012	3202015
46623EJV2	JPMORGAN CHASE & CO SENIOR CORP BND MTN			3,000,000	3,016,950.06	3,000,000.00	3,000,000	16,950.06		(14,519.67	)	—	—	0.847	0.847		FMAN	2,470.85	24,375	6,022,014	2262016
BRSM2E0G4	KINETIC CONCEPTS INC / KCI USA SENIOR SECURED TERM LOAN		1	246,884.38	247,194.22	246,884.38	246,884.38	309.84		144.12		—	—	—	—		MJSD	0	5,891.11	4,302,014	11042016
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN	E		309,974	318,178.82	316,300.00	312,734.48	5,444.34		3,606.35		—	—	—	0.452		MJSD	0	92,682.53	7,162,012	12212016
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F		398,900	400,079.96	400,000.00	399,122	957.96		699.65		—	—	0.75	0.843		MN	333.33	11,520.84	11,132,013	11212016
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F		1,096,205	1,095,588.99	1,100,000.00	1,097,520.73	(1,931.74	)	29,409.96		—	—	1	1.071		MS	2,902.78	46,613.21	9,192,012	9262017
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN	F		9,988,500	10,045,500.2	10,000,000.00	9,991,999.14	53,501.06		82.35		—	—	0.875	0.912		JUL	80,451.39	4,631.25	7,232,013	7292016
50076QAY2	KRAFT FOODS GROUP INC CORP BND			3,718,985.96	3,824,767.2	3,725,000.00	3,720,946.64	103,820.56		(4,356.86	)	—	—	2.25	1.396		JD	6,053.13	69,236.85	1,162,013	6052017
50076QAK2	KRAFT FOODS GROUP INC SENIOR CORP BND			1,394,895.5	1,380,916.43	1,370,000.00	1,380,251.3	665.13		—		—	—	1.625	0.812		JD	1,669.69	1,636.9	2,262,013	6042015
500769EM2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F		5,216,400	5,143,449.8	5,000,000.00	5,126,992	16,457.8		(8,897.69	)	—	—	2	0.665		JD	8,333.33	16,100	2,132,013	6012016



500769AX2	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR	F		6,356,400.6	6,067,260	6,000,000.00	6,021,503.32	45,756.68		100.10		—	—	4.125	2.87		AO	52,250.00	9,045.45		8,312,009	10152014
BRSDR1PS2	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR	D		3,986,239.13	4,283,609.54	2,480,000.00	3,974,520.97	309,088.57		—		—	284,103.44	1.75	1.464		JAN	32,529.31	21,146.52		11,292,013	1222016
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR	D		4,137,676.58	4,180,729.63	2,180,000.00	3,973,664.56	207,065.07		(1,641.27	)	—	272,630.93	5.625	1.101		AUG	178,219.82	12,352.17		11,272,013	8252017
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR	D		6,158,497.52	6,353,789.82	3,530,000.00	5,954,181.78	399,608.04		(74,907.81	)	—	391,186.34	3.75	1.347		SEP	184,173.69	97,270.18		11,292,013	9072016
D4085DTN7	KREDITANSTALT FUER WIEDERAUFBA CORP BND GOVT GUAR EMTN	D		1,685,172.12	1,747,614.95	1,000,000.00	1,631,005.87	116,609.08		(49,366.57	)	—	111,622.49	2.75	1.11		SEP	38,260.82	83,103.51		10,302,012	9072015
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	F		9,842,382	9,859,409.6	9,900,000.00	9,856,744.08	2,665.52		639.81		—	—	0.875	1.015		MS	27,912.50	3,732.64		5,292,013	9052017
500769FP4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	F		9,967,900	10,009,900.7	10,000,000.00	9,981,558.3	28,342.4		6,606.70		—	—	0.5	0.603		AO	10,000.00	43,312.5		2,202,013	4192016
500769FV1	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	F		699,517	701,694	700,000.00	699,723.16	1,970.84		(3,216.27	)	—	—	0.5	0.532		MS	884.72	6,688.89		7,162,013	9302015
500769GB4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CORP BND	F		4,979,900	4,991,749.95	5,000,000.00	4,980,904.35	10,845.6		199.44		—	—	0.75	0.893		MS	10,833.33	5,763.89		5,062,014	3172017
BRSM7XE56	KRONOS WORLDWIDE INC SENIOR SECURED TERM NOTE		1	663,518.11	674,774.58	666,852.37	663,711.45	11,063.13		443.58		—	—	—	0.083		MJSD	0	8,297.41		2,122,014	2182020
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND			2,738,017.4	2,742,761.29	2,740,000.00	2,738,077.27	4,684.02		1.54		—	—	1.5	1.525		MN	3,767.50	803		5,132,014	5282017
12800UAK6	LA CAISSE CENTRALE DESJARDINS CORP BND 144A	A		397,592	413,768	400,000.00	399,119.44	14,648.56		(14,237.97	)	—	—	2.55	2.681		MS	2,748.33	17,283.33		4,182,011	3242016
12800UAL4	LA CAISSE CENTRALE DESJARDINS SECURED LOCAL BND 144A	A		2,699,352	2,746,844.81	2,700,000.00	2,699,646.03	47,198.78		(13,635.45	)	—	—	1.6	1.605		MS	13,800.00	32,084.72		2,282,012	3062017
515110BG8	LANDWIRTSCHAFTLICHE RENTENBANK SENIOR CORP BND	F		2,993,280	2,985,750.06	3,000,000.00	2,995,666.26	(9,916.2	)	1,004.35		—	—	0.875	0.921		MS	7,947.92	5,416.66		9,052,012	9122017
52109RBM2	LBUBS CMBS 07-C7		2	11,071,262.22	11,019,052.54	9,799,242.97	10,991,860.62	27,191.92		(4,350.00	)	—	—	5.866	(1.538	)	MON	31,934.64	10,113.28		6,022,014	9152045
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A	F		4,981,330.69	4,976,886.35	5,000,000.00	4,981,692.45	(4,806.1	)	486.91		—	—	2.5	2.6		MN	15,625.00	62,258.74		6,022,014	5162018
BRSM1V929	LEONARDO ACQUISITION CORP SENIOR SECURED TERM NOTES		1	1,084,556.81	1,089,656.13	1,087,275.00	1,084,669.39	4,986.74		1,362.96		—	—	—	0.036		MJSD	0	6,600.13		1,272,014	1292021
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TERM NOTES			2,278,293.4	2,292,280.36	2,286,563.95	2,279,105.79	13,174.57		1,187.96		—	—	—	0.061		MJSD	0	—		12,022,013	10162019
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TERM NOTES		2	962,682.64	972,827.55	970,000.00	962,918.19	9,909.36		728.43		—	—	—	0.142		MJSD	0	29,358.64		4,302,014	8012019
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F		2,990,820	2,997,420.03	3,000,000.00	2,992,965.87	4,454.16		(34,065.13	)	—	—	1.5	1.558		APR	9,125.00	44,004.16		4,102,013	4182018
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SECURED TERM NOTES		1	2,034,625	2,034,197.73	2,034,625.00	2,034,625	(427.27	)	(161.68	)	—	—	—	—		FMAN	0	(33,899.91	)	8,262,013	8172020
G5577Y5Y2	LLOYDS TSB BANK PLC - LT GTD SENIOR LOCAL BND EMTN	D		4,005,907.35	4,248,457.97	2,490,000.00	4,010,637.63	237,820.34		542.83		—	247,766	1.5	1.487		MAY	10,498.00	25,297.26		11,252,013	5022017
BRSLUXX69	LLOYDS TSB BANK PLC CORP BND EMTN	D		1,735,721.32	1,814,249.04	1,060,000.00	1,736,111.56	78,137.48		192.63		—	74,053.9	0.775	0.819		JAJO	3,000.50	10,025.6		1,072,014	1142017
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		2,521,884.66	2,638,091.74	1,430,000.00	2,506,719.83	131,371.91		(3,828.72	)	—	67,578.37	5.375	2.884		NOV	83,534.84	16,454		3,042,014	11112016
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CORP BND 144A	F		3,041,246.5	3,082,223.34	3,050,000.00	3,044,669.55	37,553.79		721.42		—	—	1.625	1.685		JD	275.34	59,683.55		6,262,012	6292017
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TERM NOTES			1,668,917.24	1,676,237.06	1,673,100.00	1,669,506.33	6,730.73		—		—	—	—	0.036		FMAN	0	956.67		6,062,013	6072020
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		5,996,040	6,547,626.78	6,000,000.00	5,997,785.48	549,841.3		1,640.57		—	—	5	5.015		FA	107,500.00	65,625		2,142,012	2222017



55608PAH7	MACQUARIE BANK LTD SENIOR CORP BND 144A	F		3,519,444.63	3,548,535.78	3,517,000.00	3,519,442.1	29,093.68		485.37		—	—	2.6	2.585	JD	1,778.04	62,500		6,242,014	6242019
55608PAE4	MACQUARIE BANK LTD SENIOR CORP BND 144A MTN	F		2,999,730	3,010,823.37	3,000,000.00	2,999,753.72	11,069.65		1,082.16		—	—	1.65	1.653	MS	13,337.50	27,000		3,182,014	3242017
BRSMDHA33	MALLINCKRODT INTERNATIONAL FIN SENIOR SECURED TERM NOTES	F	1	779,378.28	782,429.37	781,331.60	779,447.33	2,982.04		31.90		—	—	—	0.035	FMAN	0	1,513.44		3,062,014	3192021
563469TU9	MANITOBA PROVINCE OF CORP BND	A		10,161,200	10,077,393.3	10,000,000.00	10,117,151.06	(39,757.76	)	(12,144.95	)	—	—	1.3	0.869	AO	31,777.78	19,950		6,062,013	4032017
57583PEM7	MASSACHUSETTS ST MUNITAX BND REV			4,625,000	4,799,270	4,625,000.00	4,625,000	174,270		—		—	—	2.983	2.983	JD	6,131.72	19,695		12,152,010	12152015
58768EAF6	MBALT_14-A ABS _14-A-A4		2	7,999,290.4	8,011,066.88	8,000,000.00	7,999,373.25	11,693.63		(104.92	)	—	—	0.9	0.906	MON	3,200.00	2,683.33		4,012,014	12162019
58768WAC3	MBART_13-1 ABS 13-1		2	2,604,904.14	2,609,197.7	2,605,000.00	2,604,932.74	4,264.96		117.21		—	—	0.78	0.782	MON	903.07	20,553.78		7,232,013	8152017
BRSFHP193	MCC IOWA LLC TERM LOAN			2,873,812.5	2,951,184.38	2,947,500.00	2,891,706.01	59,478.37		—		—	—	—	0.339	FMAN	0	(924.48	)	8,152,012	1202020
BRSL8SVP5	MCJUNKIN RED MAN CORP SENIOR SECURED TERM NOTES			1,920,350	1,935,357.54	1,920,350.00	1,920,350	15,007.54		46.82		—	—	—	—	FMAN	0	4,253.88		12,042,013	11082019
581557BB0	MCKESSON CORP SENIOR CORP BND			1,250,000	1,251,566.6	1,250,000.00	1,250,000	1,566.6		(8,690.79	)	—	—	1.292	1.292	MS	4,979.59	32,328.4		3,052,014	3102017
BRSGV88K1	MEDASSETS INC SENIOR SECURED TERM LOAN		2	218,510.29	219,790.59	219,608.32	218,750.52	1,040.07		—		—	—	—	0.071	MJSD	0	4,518.17		12,112,012	12132019
BRSNN0P72	MEDIACOM BROADBAND GROUP SENIOR SECURED TERM NOTES		1	532,000	535,106.66	533,333.33	532,000	3,106.66		—		—	—	—	0.036	MJSD	0	—		6,182,014	6302021
BRSJD2Z02	MEDIACOM BROADBAND LLC TL E SENIOR SECURED TERM LOAN		2	3,697,650	3,671,082.38	3,697,650.00	3,697,650	(26,567.62	)	421.80		—	—	—	—	FMAN	0	42,924.15		5,232,013	1292021
BRSM16718	MEDIACOM LLC SENIOR SECURED TERM NOTES		1	2,389,012.5	2,377,037.5	2,395,000.00	2,389,330.97	(12,293.47	)	0.22		—	—	—	0.062	MJSD	0	(254.88	)	1,312,014	3312018
585055AU0	MEDTRONIC INC CORP BND			526,905	515,003.82	500,000.00	515,149.83	(146.01	)	(936.26	)	—	—	2.625	0.833	MS	3,864.58	4,380.56		2,252,013	3152016
585055BA3	MEDTRONIC INC SENIOR CORP BND			3,444,825	3,424,595.89	3,450,000.00	3,446,096.27	(21,500.38	)	(21,434.58	)	—	—	1.375	1.406	AO	11,859.39	54,500		3,192,013	4012018
585055BB1	MEDTRONIC INC SENIOR CORP BND			3,496,395	3,482,685.58	3,500,000.00	3,496,801.96	(14,116.38	)	(5,008.03	)	—	—	0.875	0.91	FA	10,548.61	23,898.25		2,202,014	2272017
589331AK3	MERCK & CO INC CORP BND			8,157,412.5	7,717,725	7,500,000.00	7,592,423.31	125,301.69		500.90		—	—	4.75	2.873	MS	118,750.00	23,718.75		2,172,010	3012015
58933YAD7	MERCK & CO INC SENIOR CORP BND			3,180,422.8	3,184,822.69	3,180,000.00	3,180,405.64	4,417.05		(4,298.07	)	—	—	0.7	0.693	MN	2,658.83	8,069.44		11,262,013	5182016
58933YAG0	MERCK & CO INC SENIOR CORP BND			5,691,821.45	5,643,836.8	5,705,000.00	5,694,684.51	(50,847.71	)	(67,468.30	)	—	—	1.3	1.348	MN	8,858.60	187,820		5,152,013	5182018
58933YAH8	MERCK & CO INC SENIOR CORP BND			752,364	752,624.99	750,000.00	752,044.56	580.43		(73.31	)	—	—	0.586	0.528	FMAN	537.03	1,050		11,142,013	5182018
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND			5,552,250	5,519,947.8	5,000,000.00	5,552,250	(32,302.2	)	599.10		—	—	5.7	1.694	MN	46,708.34	33,993.35		6,262,014	5022017
BRSMH46C3	METALDYNE LLC SENIOR SECURED TERM LOAN		1	997,850.94	1,008,981.05	1,001,778.26	998,058.1	10,922.95		16.21		—	—	—	0.082	FMAN	0	1,482.19		4,012,014	12182018
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED TERM LOAN		2	1,043,779.86	1,047,058.08	1,049,025.00	1,044,893.64	2,164.44		—		—	—	—	0.071	MJSD	0	12,849.64		12,132,012	12202019
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM LOAN		2	4,499,350	4,492,690.96	4,499,350.00	4,499,350	(6,659.04	)	375.17		—	—	—	—	JAJO	0	26,899.86		1,242,013	1282020
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM NOTES		1	531,933.18	535,464.25	534,606.21	531,933.18	3,531.07		—		—	—	—	0.092	MJSD	0	—		6,062,014	1282020
BRSMTEQ36	MICROSEMI CORPORATION SENIOR SECURED TERM NOTES		1	2,426,832.27	2,436,031.66	2,440,913.49	2,427,425.7	8,605.96		110.18		—	—	—	0.097	MJSD	0	5,324.31		4,012,014	2192020



594918AS3	MICROSOFT CORP SENIOR CORP BND			7,125,508.1	7,013,953.12	7,130,000.00	7,126,533.19	(112,580.07	)	789.61		—	—	1	1.013		MN	11,883.34	29,080.61	4,252,013	5012018
594918AV6	MICROSOFT CORP SENIOR CORP BND			646,249.5	649,366.33	650,000.00	646,659.74	2,706.59		38.87		—	—	1.625	1.746		JD	733.51	3,150	12,032,013	12062018
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		1	839,529.6	855,923.17	840,000.00	839,591.87	16,331.3		1,882.32		—	—	2.4	2.411		MS	5,936.00	4,404.58	9,122,013	3152019
BRSK6KJE5	MINIMAX GMBH & CO KG SENIOR SECURED TERM NOTES	F		2,203,397.2	2,231,078.07	2,214,469.55	2,204,587.49	26,490.58		4,000.39		—	—	—	0.072		MJSD	0	14,390.19	10,042,013	8142020
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM LOAN			1,442,947.18	1,445,659.92	1,442,947.18	1,442,947.18	2,712.74		—		—	—	—	—		MJSD	0	36,672.09	12,172,013	10012020
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1	1,373,691.62	1,369,249.7	1,386,139.81	1,373,880.08	(4,630.38	)	334.67		—	—	—	0.151		MJSD	0	16,959.96	4,212,014	3272020
61166WAM3	MONSANTO COMPANY SENIOR CORP BND			2,995,830	2,992,732.53	3,000,000.00	2,996,353.82	(3,621.29	)	348.65		—	—	1.85	1.879		MN	7,091.67	9,902.31	11,042,013	11152018
61166WAS0	MONSANTO COMPANY SENIOR CORP BND			2,999,700	3,008,155.98	3,000,000.00	2,999,700	8,455.98		405.57		—	—	2.125	2.127		JJ	0	27,750	6,262,014	7152019
61166WAT8	MONSANTO COMPANY SENIOR CORP BND			2,994,450	3,008,426.07	3,000,000.00	2,994,450	13,976.07		(3,103.76	)	—	—	2.75	2.779		JJ	0	19,990.58	6,262,014	7152021
61747YDD4	MORGAN STANLEY CORP BND			2,078,316.67	2,098,219	2,000,000.00	2,075,100.21	23,118.79		(4,084.61	)	—	—	3.8	1.705		AO	13,088.89	17,700	6,022,014	4292016
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4		2	4,242,893.56	4,208,822.89	3,775,000.00	4,199,111.15	9,711.74		(45,107.72	)	—	—	5.654	0.072		MON	18,344.55	34,755.06	4,112,014	6112042
6174467N3	MORGAN STANLEY CORP BND			2,400,983.75	2,458,984.75	2,375,000.00	2,381,208.12	77,776.63		6,673.66		—	—	4	3.747		JJ	41,430.56	15,616.25	10,152,010	7242015
U6176MAW3	MORGAN STANLEY CORP BND MTN	O		2,604,209.71	2,636,177	1,470,000.00	2,574,046.14	62,130.86		(35,920.37	)	—	67,829.53	5.125	1.445		NOV	75,171.97	51,903.99	2,202,014	11302015
6174467U7	MORGAN STANLEY SENIOR CORP BND			7,994,320	8,072,996.8	8,000,000.00	7,995,610.56	77,386.24		29.10		—	—	2.125	2.14		AO	31,166.67	1,856.25	4,222,013	4252018
61746BDG8	MORGAN STANLEY SENIOR CORP BND			3,742,912.5	3,798,444.26	3,750,000.00	3,746,050.95	52,393.31		—		—	—	1.75	1.815		FA	22,968.75	—	2,202,013	2252016
61746BDH6	MORGAN STANLEY SENIOR CORP BND			854,845	861,874.53	850,000.00	852,847.4	9,027.13		(1,286.71	)	—	—	1.477	1.336		FMAN	1,220.70	16,016.67	4,222,013	2252016
61747YDT9	MORGAN STANLEY SENIOR CORP BND			2,192,640	2,177,678.08	2,000,000.00	2,130,285.21	47,392.87		(12,399.06	)	—	—	4.75	2.271		MS	26,125.00	36,093.75	2,132,013	3222017
6174467X1	MORGAN STANLEY SUB CORP BND			5,373,150	5,351,036.85	5,000,000.00	5,373,150	(22,113.15	)	340.63		—	—	5	4.17		MN	26,388.89	53,125	6,272,014	11242025
620062AC3	MOTOR_12A ABS 12A 144A	F	2	394,666.67	394,973.32	394,666.67	394,666.67	306.65		82.61		—	—	1.286	1.289		MON	84.59	30,774	9,122,012	2252020
BRSFMMQE6	MOTOR_12X ABS 12X	O	2	78,035	83,919.47	49,060.99	77,764.58	6,154.89		0.02		—	6,149.32	1.243	0.951		MON	17.15	12,087	11,162,012	2252020
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECURED TERM LOAN		1	1,008,784.46	1,009,816	1,011,312.74	1,008,875.32	940.68		166.41		—	—	—	0.035		MJSD	0	16,833.75	3,212,014	3312021
61746REV9	MSAC ABS 04-H1		2	941,018.2	911,896.38	939,550.16	940,424.11	(28,527.73	)	69.78		—	—	0.892	0.88		MON	139.68	11,979	3,232,006	1252034
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2		2	1,905,424.71	1,906,665.57	1,850,000.00	1,904,978.35	1,687.22		(268.31	)	—	—	2.849	2.125		MON	4,392.21	1,276.27	6,052,014	6152047
61751XAE0	MSC CMBS 07-T25 A3		2	5,912,275.01	5,880,203.65	5,370,000.00	5,864,116.36	16,087.29		(27,696.38	)	—	—	5.514	(1.551	)	MON	24,675.16	48,264.15	5,222,014	11122049
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4		2	5,796,591.61	5,762,766.13	5,277,500.00	5,785,935.45	(23,169.32	)	(81,255.38	)	—	—	5.447	2.904		MON	23,955.46	114,999.27	5,282,014	2122044
628530AL1	MYLAN INC/PA CORP BND 144A		1	3,206,500	3,080,000	2,750,000.00	3,030,946.34	49,053.66		(22,840.15	)	—	—	7.875	1.685		JJ	99,859.38	47,500	5,302,013	7152020
65475UAC6	NAROT_12-A ABS 12-A		2	1,430,191.19	1,432,714.11	1,430,382.59	1,430,335.8	2,378.31		—		—	—	0.73	0.736		MON	464.08	1,617.44	2,152,012	5162016



65477LAB6	NAROT_13-B ABS 13-B A2		2	213,748.96	213,861.11	213,749.96	213,748.45	112.66		1.30		—	—	0.52	0.52	MON	49.40	1,166.88		7,242,013	4152016
65477MAC2	NAROT_13-C SENIOR ABS_13-C A3		2	4,729,020.42	4,720,584.18	4,730,000.00	4,729,227.02	(8,642.84	)	157.05		—	—	0.67	0.679	MON	1,408.49	15,729		12,042,013	8152018
65477MAD0	NAROT_13-C SENIOR ABS_13-C A4		2	3,089,600.16	3,086,371.35	3,090,000.00	3,089,648.69	(3,277.34	)	31.76		—	—	1.3	1.306	MON	1,785.34	17,459.4		12,042,013	6152020
63254AAF5	NATIONAL AUSTRALIA BANK LIMITE SENIOR CORP BND	E		4,326,340.75	4,348,080.84	4,325,000.00	4,325,742.17	22,338.67		(41,789.75	)	—	—	0.9	0.889	JJ	17,408.13	58,708.13		3,132,013	1202016
63254AAH1	NATIONAL AUSTRALIA BANK LIMITE SENIOR CORP BND	E		320,000	321,971.22	320,000.00	320,000	1,971.22		(6,308.16	)	—	—	0.778	0.816	JAJO	442.51	7,625		7,182,013	7252016
63254AAC2	NATIONAL AUSTRALIA BANK LIMITE SENIOR CORP BND MTN	E		3,297,888	3,337,623.3	3,300,000.00	3,299,212.36	38,410.94		849.98		—	—	1.6	1.622	FA	21,120.00	16,875		7,262,012	8072015
63253WAA9	NATIONAL AUSTRALIA BANK LTD SECURED LOCAL BND 144A	F		3,993,960	4,095,079.96	4,000,000.00	3,996,339.11	98,740.85		385.62		—	—	2	2.032	JD	2,444.44	150,000		6,122,012	6202017
6325C0CU3	NATIONAL AUSTRALIA BNK LIMITED SENIOR CORP BND 144A	F		1,999,700	2,004,550.48	2,000,000.00	1,999,728.36	4,822.12		—		—	—	1.25	1.255	MS	7,222.22	8,014.94		3,112,014	3172017
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MTN	A	1	11,657,163	11,618,978.53	11,670,000.00	11,661,295.12	(42,316.59	)	660.26		—	—	1.45	1.473	MN	25,382.25	47,362.5		11,022,012	11072017
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOTES		2	1,366,621.35	1,358,431.25	1,375,000.00	1,367,630.23	(9,198.98	)	(57.01	)	—	—	—	0.098	FMAN	0	(1,878.61	)	10,182,013	11262019
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR CORP BND		1	3,933,307.95	3,939,099.76	3,935,000.00	3,933,446.35	5,653.41		192.62		—	—	2.15	2.159	FA	35,956.06	1,852.5		1,212,014	2012019
63743HEG3	NATIONAL RURAL UTILITIES COOP SENIOR CORP BND MTN			6,000,000	6,005,746.92	6,000,000.00	6,000,000	5,746.92		1,166.81		—	—	0.48	0.48	FMAN	2,639.18	32,812.5		6,022,014	5272016
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP BND 144A			6,760,694.5	6,825,127.44	6,750,000.00	6,759,313.06	65,814.38		(23,865.21	)	—	—	0.911	0.924	JAJO	13,159.06	86,050		5,012,014	4152018
63946BAB6	NBCUNIVERSAL MEDIA LLC CORP BND			577,289.62	556,493.08	542,000.00	552,302.7	4,190.38		(258.21	)	—	—	3.65	1.34	AO	3,352.12	2,240.29		6,072,012	4302015
62888XAC8	NCUA CMBS_10-C1 A-PT		2	4,011,188.76	4,125,584.05	4,019,156.66	4,016,028.49	109,555.56		(6,459.87	)	—	—	2.65	2.735	MON	1,183.42	74,504.53		9,072,011	10292020
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		2	1,385,982.86	1,387,452	1,385,982.86	1,385,982.86	1,469.14		9.57		—	—	0.501	0.501	MON	462.45	8,056.3		6,102,011	12072020
62888VAA6	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 1A		2	922,458.54	927,419.52	922,458.54	922,458.54	4,960.98		—		—	—	0.602	0.603	MON	385.64	4,143.2		6,102,011	10072020
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2A		2	202,095.45	203,972.94	202,113.70	202,104.67	1,868.27		501.16		—	—	1.84	1.85	MON	278.92	33,557.18		9,072,011	10072020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	1,796,905.81	1,800,314.54	1,796,905.81	1,796,905.81	3,408.73		(535.91	)	—	—	0.532	0.533	MON	584.19	13,547.11		6,102,011	4062020
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A		2	990,102.46	991,122.26	990,102.46	990,102.46	1,019.8		(48.98	)	—	—	0.536	0.536	MON	383.00	7,879.25		6,102,011	5072020
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND EMTN	F		6,994,610	7,030,159.78	7,000,000.00	6,996,859.93	33,299.85		—		—	—	0.75	0.776	MS	13,416.67	3,086.34		3,192,013	3292016
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN			1,013,000	1,007,519.99	1,000,000.00	1,009,285.61	(1,765.62	)	(33,021.94	)	—	—	1.375	1.053	JUN	381.94	65,625		4,092,013	6212017
G6459FAE2	NETWORK RAIL INFRA FIN LOCAL BND EMTN GOVT GUAR	D		4,995,951.2	5,051,552.8	2,800,000.00	4,722,624.22	328,928.58		(130.89	)	—	323,971.78	4.875	0.982	NOV	138,118.41	29,804.98		11,252,013	11272015
64127WAJ2	NETWORK RAIL INFRA FIN UNSECURED CORP BND 144A	F		4,958,450	4,951,950.05	5,000,000.00	4,959,741.93	(7,791.88	)	1,509.58		—	—	0.75	1.002	AO	9,166.67	17,502.92		5,202,014	10032017
641423BM9	NEVADA PWR CO SECURED CORP BND			950,936.4	935,532.84	860,000.00	931,607.49	3,925.35		(6,498.87	)	—	—	5.95	1.015	MS	15,066.72	20,996.22		1,082,014	3152016
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX BND REV			5,050,000	4,998,136.5	5,050,000.00	5,050,000	(51,863.5	)	—		—	—	1.758	1.758	JD	3,945.73	70,050.53		4,172,013	12152018
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR BROADCASTING GROUP INC			1,636,324.85	1,639,401.15	1,636,324.85	1,636,324.85	3,076.3		—		—	—	—	—	MJSD	0	275.94		1,312,014	9242020



302570BC9	NEXTERA ENERGY CAPITAL HOLDING CORP BND			7,402,175	6,658,005.34	6,050,000.00	6,415,367.75	242,637.59		(786.90	)	—	—	7.875	3.581	JD	21,175.00	34,300	2,172,010	12152015
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		2	2,578,435.74	2,584,028.36	2,578,435.74	2,578,435.74	5,592.62		(606.30	)	—	—	0.522	0.523	MON	972.03	10,680.66	6,102,011	11062017
62888YAA0	NGN_11-R1 CMO_11-R1 IA		2	2,912,443.04	2,925,706.96	2,911,246.80	2,912,041.81	13,665.15		2.55		—	—	0.601	0.588	MON	1,312.24	3,939.98	6,102,011	1082020
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	6,598,360.91	6,609,833.95	6,589,866.66	6,596,481.82	13,352.13		(15,454.58	)	—	—	0.552	0.512	MON	2,021.81	32,710.9	6,152,012	3112020
62889FAA0	NGN_11-R4 CMO_11R4-1A		2	2,307,147.7	2,312,749.45	2,307,147.70	2,307,147.7	5,601.75		(182.67	)	—	—	0.532	0.533	MON	851.56	7,105.54	6,102,011	3062020
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A3		2	3,744,185.47	3,755,120.23	3,745,000.00	3,744,472.81	10,647.42		72.46		—	—	0.84	0.85	MON	1,398.14	7,556.06	7,242,013	11152017
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		2	1,680,000	1,680,823.27	1,680,000.00	1,680,000	823.27		3.08		—	—	0.452	0.452	MON	316.23	8,197.23	2,202,013	2152018
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO 04-R3 A1 144A		2	693,715.51	708,216.19	686,634.58	692,741.78	15,474.41		(605.12	)	—	—	6.5	6.243	MON	3,719.27	5,578.23	10,032,007	2252035
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		5,974,200	6,065,202.84	6,000,000.00	5,975,373.34	89,829.5		—		—	—	2.375	2.467	AO	34,437.50	1,269.87	3,312,014	4042019
65557HAE2	NORDEA BANK AB SENIOR CORP BND	F		4,989,850	5,006,812.7	5,000,000.00	4,993,638.98	13,173.72		1,173.34		—	—	0.875	0.944	MN	5,833.33	34,437.5	5,072,013	5132016
65557CAK9	NORDEA BANK AB SENIOR CORP BND 144A	F		4,000,000	4,005,479.72	4,000,000.00	4,000,000	5,479.72		22.36		—	—	0.59	0.59	JAJO	5,727.85	1,750	3,312,014	4042017
65557FAG1	NORDEA BANK AB SENIOR CORP BND 144A	F		7,971,170	7,945,486.48	8,000,000.00	7,977,226.03	(31,739.55	)	—		—	—	1.625	1.701	MN	16,611.11	5,727.85	5,302,013	5152018
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	D		2,616,684.94	2,822,573.84	1,645,000.00	2,616,536.73	206,037.11		76.57		—	198,119.7	0.975	0.924	FMAN	3,531.51	1,494.07	11,272,013	2152016
66989HAC2	NOVARTIS CAPITAL CORP CORP BND			11,438,623.04	11,379,789.36	11,156,000.00	11,270,483.23	109,306.13		(15,149.26	)	—	—	2.9	1.624	AO	60,211.41	39,846.02	7,182,013	4242015
BRSHM2RV7	NOVELIS INC/GA SENIOR SECURED TERM NOTES	G	2	1,408,800.29	1,426,358.73	1,422,510.83	1,412,579.39	13,779.34		255.24		—	—	—	0.256	FMAN	0	11,891.84	6,192,013	3102017
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2	1,644,967.8	1,658,389.66	1,656,319.26	1,647,417.09	10,972.57		71.93		—	—	—	0.097	MJSD	0	37,352.85	10,072,013	12112019
654624AE5	NTT CORP SENIOR CORP BND	F		4,459,748.5	4,467,982.41	4,450,000.00	4,456,045.92	11,936.49		6,584.68		—	—	1.4	1.354	JJ	28,208.05	27,430.05	7,232,012	7182017
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		1	2,663,267.75	2,783,613.37	2,665,000.00	2,663,531.97	120,081.4		—		—	—	3.2	3.214	MS	25,110.22	12,282.87	9,092,013	9152018
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	A		5,051,700	5,072,399.9	5,000,000.00	5,048,419.82	23,980.08		(20,780.37	)	—	—	2	1.762	MS	26,111.11	65,000	3,102,014	9272018
68323AAQ7	ONTARIO PROVINCE OF SENIOR CORP BND	A		1,965,569	1,963,003.89	1,900,000.00	1,945,652.63	17,351.26		(3,280.18	)	—	—	2.3	0.992	MN	6,190.83	30,000	8,302,013	5102016
68323ABJ2	ONTARIO PROVINCE OF SENIOR CORP BND	A		3,028,260	3,018,029.7	3,000,000.00	3,013,050.22	4,979.48		(24,150.40	)	—	—	0.95	0.466	MN	2,770.83	50,350	6,062,013	5262015
68323ABM5	ONTARIO PROVINCE OF SENIOR CORP BND	A		3,981,200	3,985,560	4,000,000.00	3,985,727.76	(167.76	)	67.27		—	—	1.1	1.21	AO	8,066.67	9,310	5,292,013	10252017
68323ACJ1	ONTARIO PROVINCE OF SENIOR GOVT BND	A		13,565,205	13,657,141.22	13,500,000.00	13,562,409.86	94,731.36		143.85		—	—	2	1.894	JJ	113,250.00	10,062.5	4,082,014	1302019
68389XAN5	ORACLE CORP SENIOR CORP BND			6,578,599.3	6,559,466.81	6,590,000.00	6,582,375.98	(22,909.17	)	(2,380.01	)	—	—	1.2	1.236	AO	16,694.66	114,349.03	10,182,012	10152017
68389XAQ8	ORACLE CORP SENIOR CORP BND			2,516,213	2,570,526.56	2,525,000.00	2,517,661.49	52,865.07		—		—	—	2.375	2.443	JJ	27,652.26	2,319.28	7,092,013	1152019
68389XAR6	ORACLE CORP SENIOR CORP BND			3,350,000	3,376,967.27	3,350,000.00	3,350,000	26,967.27		(76,266.96	)	—	—	0.806	0.851	JAJO	5,778.44	102,705.33	7,092,013	1152019
68389XAX3	ORACLE CORP SENIOR CORP BND			5,993,280	6,000,000	6,000,000.00	5,993,280	6,720		6,028.11		—	—	2.25	2.273	AO	0	9,500	6,302,014	10082019



68389XBA2	ORACLE CORP SENIOR CORP BND			4,992,750	5,000,000	5,000,000.00	4,992,750	7,250		5.40		—	—	2.8	2.823		JJ	0	1,343.75	6,302,014	7082021
BRSJXUUF0	OXBOW CARBON LLC SENIOR SECURED TERM NOTES			708,937.5	714,876.19	712,500.00	709,475.73	5,400.46		4,352.40		—	—	—	0.083		MJSD	0	169,190.97	8,062,013	7192019
L7256GAD9	OXEA FINANCE & CY SCA SENIOR SECURED TERM NOTES	F	2	2,337,366.94	2,352,750.21	2,343,225.00	2,338,183	14,567.21		1,083.06		—	—	—	0.038		FMAN	0	51,253.7	6,062,013	1152020
69371RL46	PACCAR FINANCIAL CORP CORP BND MTN			6,145,595.4	6,160,437.53	6,150,000.00	6,146,390.41	14,047.12		671.28		—	—	0.75	0.782		MN	5,765.63	13,016.67	6,022,014	5162016
69371RL20	PACCAR FINANCIAL CORP SENIOR CORP BND MTN			2,906,042.4	2,916,541.45	2,910,000.00	2,907,870.49	8,670.96		—		—	—	0.8	0.846		FA	9,247.33	—	2,052,013	2082016
69371RL38	PACCAR FINANCIAL CORP SENIOR CORP BND MTN			4,218,031.08	4,225,486.57	4,218,000.00	4,218,019.6	7,466.97		447.04		—	—	0.495	0.561		FMAN	3,130.92	12,671.25	7,112,013	2082016
69371RL79	PACCAR INC CORP BND MTN			3,850,000	3,884,062.45	3,850,000.00	3,850,000	34,062.45		(8,384.41	)	—	—	0.83	0.842		MJSD	2,217.76	35,966.18	12,032,013	12062018
BRSJA8RE1	PACIFIC DRILLING SA SENIOR SECURED TERM LOAN	F	1	1,310,116.5	1,323,283.5	1,316,700.00	1,311,484.28	11,799.22		436.62		—	—	—	0.1		MJSD	0	13,280.65	5,202,013	6032018
693304AQ0	PECO ENERGY CO SECURED CORP BND			2,157,587.25	2,170,296.05	2,160,000.00	2,157,668.47	12,627.58		922.70		—	—	1.2	1.248		AO	5,472.00	72,624.38	6,022,014	10152016
709599AG9	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A			824,678.25	825,388.88	825,000.00	824,995.45	393.43		—		—	—	2.5	2.52		JJ	9,739.58	6,523.67	7,102,012	7112014
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A			8,529,435	8,713,748.4	8,500,000.00	8,517,253.78	196,494.62		9.60		—	—	2.5	2.377		MS	62,569.45	14,932.86	2,212,013	3152016
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND 144A		1	1,354,620.6	1,366,941.85	1,355,000.00	1,354,623.26	12,318.59		551.53		—	—	2.5	2.506		JD	1,317.36	14,950	6,122,014	6152019
BRSFWC4C5	PEP BOYS - MANNY MOE & JACK TH SENIOR SECURED TERM LOAN			1,779,254.75	1,802,228.2	1,792,700.00	1,783,001.06	19,227.14		9,091.92		—	—	—	0.125		MJSD	0	22,599.43	9,272,012	10112018
713448CE6	PEPSICO INC SENIOR CORP BND			1,799,370	1,802,696.18	1,800,000.00	1,799,610.81	3,085.37		178.47		—	—	0.7	0.713		FA	4,375.00	7,799.99	2,252,013	2262016
713448CF3	PEPSICO INC SENIOR CORP BND			6,925,418.25	6,932,063.29	6,925,000.00	6,925,260.58	6,802.71		(6.04	)	—	—	0.437	0.494		FMAN	2,943.17	10,991.56	6,272,013	2262016
714294AA3	PERRIGO CO LTD SENIOR CORP BND 144A	F		699,279	699,856.12	700,000.00	699,432.14	423.98		560.64		—	—	1.3	1.335		MN	1,339.72	8,094.44	11,052,013	11082016
BRSHD5L53	PETCO ANIMAL SUPPLIES, INC. SENIOR SECURED TERM NOTES		2	1,819,724.69	1,869,209.37	1,862,365.18	1,828,612.25	40,597.12		163.95		—	—	—	0.527		MJSD	0	—	8,012,013	11242017
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP BND	F		4,669,544	4,608,731.31	4,700,000.00	4,675,308.38	(66,577.07	)	185.40		—	—	3	3.125		JJ	65,016.67	23,237.5	5,132,013	1152019
71647NAD1	PETROBRAS INT BRASPETRO BV SENIOR CORP BND	F		4,978,710	5,039,057.85	5,029,000.00	4,985,294.68	53,763.17		—		—	—	1.849	2.32		FMAN	10,846.04	25,940.86	3,212,014	5202016
71647NAG4	PETROBRAS INT BRASPETRO BV SENIOR CORP BND	F		4,997,850	5,106,253.8	5,000,000.00	4,998,048.16	108,205.64		(1,504.79	)	—	—	3.25	3.265		MS	46,944.44	16,843.75	3,102,014	3172017
71645WAT8	PETROBRAS INTL FINANCE CORP BND	F		797,304	822,356.2	800,000.00	799,095.33	23,260.87		185.07		—	—	3.875	3.95		JJ	13,261.11	23,196.88	1,202,011	1272016
71645WAV3	PETROBRAS INTL FINANCE CORP BND	F		1,790,982	1,808,838.72	1,800,000.00	1,798,133.84	10,704.88		275.78		—	—	2.875	3.051		FA	20,843.75	15,500	2,012,012	2062015
717081DF7	PFIZER INC SENIOR CORP BND			8,000,000	8,013,119.52	8,000,000.00	8,000,000	13,119.52		(3,800.48	)	—	—	0.531	0.575		MJSD	1,768.66	103,061.7	5,282,013	6152018
717081DG5	PFIZER INC SENIOR CORP BND			1,973,854.5	1,967,015.43	1,975,000.00	1,974,095.52	(7,080.09	)	83.87		—	—	1.5	1.512		JD	1,316.67	4,550	5,282,013	6152018
717081DL4	PFIZER INC SENIOR CORP BND			2,495,275	2,515,257.28	2,500,000.00	2,495,389.99	19,867.29		9.91		—	—	2.1	2.14		MN	6,708.34	1,929.86	5,122,014	5152019
717081DP5	PFIZER INC SENIOR CORP BND			3,600,000	3,599,928.04	3,600,000.00	3,600,000	(71.96	)	(456.37	)	—	—	0.374	0.374		FMAN	1,757.10	7,026.35	5,122,014	5152017
BRSM7GBC1	PHARMACEUTICAL RSRCE INC SENIOR SECURED TERM NOTES		1	3,433,369.91	3,432,334.54	3,432,334.54	3,430,120.82	2,213.72		—		—	—	—	(0.602	)	MJSD	0	—	2,202,014	9302019



BRSM2A4U7	PHARMEDIUM HLTH SENIOR SECURED TERM NOTES			338,673.12	340,659.21	340,375.00	338,769.12	1,890.09		164.99		—	—	—	0.071	MJSD	0	2,775.45	1,232,014	1282021
71722TAF1	PHEAA_04-1 ABS_04-1-A2		2	452,730	483,900	500,000.00	474,769.88	9,130.12		139.20		—	—	1.02	2.229	MON	565.41	11,909.28	3,092,010	4252044
71722TAG9	PHEAA_04-1 ABS_04-1-A3		2	1,177,098	1,281,280	1,300,000.00	1,222,855.02	58,424.98		1,321.19		—	—	1.652	2.691	MON	882.58	4,557.44	3,092,010	4252044
718172AX7	PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND			3,645,000	3,645,328.16	3,645,000.00	3,645,000	328.16		991.14		—	—	0.277	0.337	FMAN	982.15	37,016.67	2,262,013	2262015
718172BF5	PHILIP MORRIS INTERNATIONAL IN SENIOR CORP BND			9,798,073.75	9,840,435.42	9,875,000.00	9,807,274.65	33,160.77		200.17		—	—	1.875	2.034	JJ	117,779.95	19,786.32	11,042,013	1152019
718546AJ3	PHILLIPS 66 CORP BND			1,674,798.35	1,752,367.55	1,675,000.00	1,674,893.85	77,473.7		4,378.56		—	—	2.95	1.542	MN	8,235.42	73,079.17	1,242,013	5012017
718546AE4	PHILLIPS 66 SENIOR CORP BND			3,273,920.3	3,304,606	3,275,000.00	3,274,657.37	29,948.63		(3,398.45	)	—	—	1.95	0.894	MS	20,577.92	5,234.01	1,242,013	3052015
BRSN4Z6L6	PIER 1 IMPORTS INC. SENIOR SECURED TERM NOTES		1	977,777.78	995,061.73	987,654.32	977,971.39	17,090.34		—		—	—	—	0.143	MJSD	0	14,789.97	4,242,014	4232021
73328WAC5	PILOT_12-1 ABS 12-1 144A		2	1,023,229.7	1,023,297.83	1,023,400.19	1,023,366.51	(68.68	)	12.54		—	—	0.54	0.55	MON	153.51	5,947.51	10,102,012	12212015
BRSJ0MJU4	PINACLE FOOD FIN SECURED TERM LOAN			9,106,194.5	9,105,138.02	9,140,144.77	9,109,923.08	(4,785.06	)	1,026.62		—	—	—	0.056	MJSD	0	52,370.98	10,182,013	4292020
BRSJYB2V7	PINNACLE ENTERTAINMENT INC. SENIOR SECURED TERM NOTES			1,696,073.87	1,710,810.12	1,704,596.86	1,697,083.24	13,726.88		383.54		—	—	—	0.071	FMAN	0	15,524.66	9,032,013	8132020
69349LAH1	PNC BANK NA SENIOR CORP BND		1	6,438,647.6	6,450,618.65	6,440,000.00	6,439,286.16	11,332.49		39.80		—	—	0.8	0.807	JJ	21,896.00	10,960.87	1,232,013	1282016
69349LAJ7	PNC BANK NA SENIOR CORP BND			5,655,000	5,660,373.44	5,655,000.00	5,655,000	5,373.44		—		—	—	0.538	0.611	JAJO	5,407.19	35,101.8	1,232,013	1282016
69349LAL2	PNC BANK NA SENIOR CORP BND		1	1,849,392	1,850,740.16	1,850,000.00	1,849,589.41	1,150.75		—		—	—	0.547	0.592	JAJO	1,769.62	8,258.94	3,142,014	4292016
69349LAN8	PNC BANK NA SENIOR CORP BND		1	4,695,676	4,720,243	4,700,000.00	4,696,866.13	23,376.87		224.26		—	—	1.3	1.33	AO	14,935.55	25,760	8,202,013	10032016
69349LAP3	PNC BANK NA SENIOR CORP BND		1	2,596,620	2,602,375.8	2,600,000.00	2,597,378.16	4,997.64		(217.93	)	—	—	1.15	1.194	MN	4,983.33	13,861.09	10,212,013	11012016
69353RCG1	PNC BANK NA SENIOR CORP BND		1	3,005,460	3,004,463.88	3,000,000.00	3,005,081.31	(617.43	)	—		—	—	1.125	1.056	JJ	14,343.75	5,145.67	4,162,014	1272017
69353RCH9	PNC BANK NA SENIOR CORP BND		1	1,247,525	1,260,918.71	1,250,000.00	1,247,725.17	13,193.54		520.50		—	—	2.2	2.242	JJ	11,687.50	22,750	1,232,014	1282019
BRSNBGXW6	POST HOLDINGS INC SENIOR SECURED TERM NOTES		1	335,662.65	340,361.93	337,349.40	335,669.94	4,691.99		—		—	—	—	0.071	MJSD	0	—	5,282,014	6022021
73755LAG2	POTASH CORP OF SASKATCHEWAN IN CORP BND	A		1,776,592.85	1,716,322.72	1,655,000.00	1,714,410.36	1,912.36		47.40		—	—	3.75	0.85	MS	15,688.02	5,500	3,012,013	9302015
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F		3,397,355	3,408,078.22	3,250,000.00	3,317,488.07	90,590.15		1,806.11		—	—	3.9	2.731	MN	21,125.00	52,874.99	3,092,012	5012016
74005PBE3	PRAXAIR INC SENIOR CORP BND			10,145,322.16	10,165,066.46	10,150,000.00	10,146,543.31	18,523.15		(5,836.33	)	—	—	0.75	0.771	FA	27,489.58	46,165.66	6,022,014	2212016
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND			4,518,122	4,491,431.2	4,525,000.00	4,520,162.32	(28,731.12	)	3,148.54		—	—	1.25	1.281	JJ	26,081.60	50,407.81	12,172,012	1152018
74112WAC3	PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 A2 144A		2	429,743.49	430,625.21	429,787.13	429,764.19	861.02		—		—	—	1.09	1.098	MON	208.21	3,845.42	4,032,013	2152018
742651DE9	PRIVATE EXPORT FUNDING CORPORA AGENCY BND			915,990	848,115.01	750,000.00	857,251.56	(9,136.55	)	17.25		—	—	5.45	0.914	MS	12,035.42	354.17	9,132,012	9152017
742651DH2	PRIVATE EXPORT FUNDING CORPORA AGENCY BND			4,868,226	4,638,594	4,600,000.00	4,633,928.86	4,665.14		(4,197.86	)	—	—	3.05	0.497	AO	29,618.88	11,228.43	6,262,012	10152014
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED AGENCY BND			1,646,955	1,594,380	1,500,000.00	1,537,593.43	56,786.57		980.24		—	—	4.95	3.07	MN	9,487.50	56,250	11,272,012	11152015



742718DV8	PROCTER & GAMBLE COMPANY CORP BND			1,026,420	1,015,584.49	1,000,000.00	1,016,404.98	(820.49	)	(16,630.19	)	—	—	1.45	0.671	FA	5,477.78	39,101.05		3,052,013	8152016
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		2	823,327.26	815,204.94	639,890.00	814,996.48	208.46		14.80		—	—	9.36	4.463	JJ	29,946.86	6,449.6		2,142,014	1012021
742718ED7	PROCTER & GAMBLE COMPANY SENIOR CORP BND			2,999,730	2,995,917.9	3,000,000.00	2,999,788.68	(3,870.78	)	(2,882.63	)	—	—	0.75	0.753	MN	3,562.50	14,120.28		10,302,013	11042016
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND			4,772,675.81	4,775,637.89	4,771,000.00	4,772,019.78	3,618.11		(45,932.68	)	—	—	0.65	0.634	MN	3,962.58	69,406.25		3,212,013	11152015
743263AL9	PROGRESS ENERGY INC CORP BND			550,055	537,153.7	500,000.00	535,522.2	1,631.5		25.98		—	—	5.625	0.962	JJ	12,968.75	6,583.33		11,062,013	1152016
BRSE9C0N4	PROTECTION ONE, INC. SENIOR SECURED TERM LOAN		2	1,494,067.64	1,512,136.09	1,507,192.50	1,498,200.53	13,935.56		—		—	—	—	0.125	MJSD	0	9,681.18		12,132,013	3212019
1107098W5	PROVINCE OF BRITISH COLUMBIA CORP BND	A		6,555,625	6,405,000	6,250,000.00	6,395,630.54	9,369.46		62.72		—	—	2.85	0.406	JD	7,916.67	4,083.33		6,062,013	6152015
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	A		1,966,310	1,958,482.21	1,900,000.00	1,946,286.61	12,195.6		(116,267.79	)	—	—	2.1	0.792	MN	4,765.83	168,229.16		8,302,013	5182016
69362BAS1	PSEG POWER LLC CORP BND			1,099,885.31	1,083,484.88	1,000,000.00	1,039,126.64	44,358.24		81.22		—	—	5.32	3.462	MS	15,664.44	2,088		9,152,010	9152016
69362BAZ5	PSEG POWER LLC SENIOR CORP BND		1	49,925	50,422.21	50,000.00	49,934.29	487.92		(21,775.03	)	—	—	2.45	2.482	MN	156.53	49,500		11,052,013	11152018
74456QAY2	PUBLIC SERVICE ELECTRIC AND GA CORP BND			2,497,050	2,501,750	2,500,000.00	2,499,873.05	1,876.95		(4,060.01	)	—	—	0.85	0.891	FA	8,027.78	24,976.5		9,122,011	8152014
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED CORP BND MTN		1	3,898,908	3,990,414.25	3,900,000.00	3,899,078.3	91,335.95		(11,001.74	)	—	—	2.3	2.306	MS	26,411.67	35,675.36		9,092,013	9152018
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND REV		1	53,825.5	52,413.5	50,000.00	52,344.48	69.02		132.17		—	—	5	0.3	JJ	1,250.00	1,056.63		11,072,013	7012045
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND REV		1	985,000	1,003,510	1,000,000.00	985,685.29	17,824.71		(1,169.61	)	—	—	5	5.219	FA	20,833.33	1,250		1,082,014	8012022
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM NOTES	A		2,963,862.5	2,944,628.4	2,977,500.00	2,965,458.3	(20,829.9	)	147.26		—	—	—	0.065	MJSD	0	19,651.5		9,162,013	8172020
BRSLDR5F2	QUINTILES TRANSNATIONAL CORP. SENIOR SECURED TERM NOTES			2,556,569.69	2,560,404.54	2,556,569.69	2,556,569.69	3,834.85		—		—	—	—	—	MJSD	0	(6,324.87	)	11,252,013	6082018
74977RCE2	RABOBANK NEDERLAND NV CORP BND 144A	F		899,379	918,004.34	900,000.00	899,907.68	18,096.66		(1,398.37	)	—	—	3.2	3.215	MS	8,800.00	32,301.96		3,042,010	3112015
N7277KAG6	RABOBANK NEDERLAND NV CORP BND MTN	D		2,086,682.34	2,119,243.02	1,200,000.00	2,067,209.62	52,033.4		(16,144.31	)	—	54,473.72	4	1.109	SEP	66,107.95	31,449.04		2,202,014	9102015
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			4,474,260	4,554,830.7	4,500,000.00	4,476,524.38	78,306.32		(79,887.44	)	—	—	2.25	2.372	JJ	46,968.75	132,041.67		1,072,014	1142019
74977EPY3	RABOBANK NEDERLAND NV SENIOR CORP BND	F		11,530,721	11,590,116.49	11,525,000.00	11,528,702.59	61,413.9		(14,117.34	)	—	—	0.711	0.741	MJSD	2,957.38	62,642.19		7,172,013	3182016
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND	F		2,561,378.27	2,572,711.27	2,567,000.00	2,562,774.69	9,936.58		—		—	—	1.7	1.746	MS	12,364.38	10,467.44		3,122,013	3192018
BRSJ0UC66	RANPAK CORP SENIOR SECURED TERM NOTES			1,364,621.11	1,380,050.24	1,371,478.50	1,365,941.41	14,108.83		3,305.91		—	—	—	0.083	MJSD	0	211,765.8		4,102,013	4232019
BRSLM7UC5	RAVEN POWER FINANCE LLC SENIOR SECURED TERM NOTES		1	1,565,922.66	1,586,683	1,581,740.06	1,566,966.83	19,716.17		3,160.06		—	—	—	0.143	MJSD	0	98,400.26		12,162,013	12192020
P8588FAE2	REGENT SEVEN SEAS CRUISES INC SENIOR SECURED TERM NOTES			2,252,190	2,253,597.62	2,252,190.00	2,252,190	1,407.62		—		—	—	—	—	JAJO	0	—		2,062,014	12212018
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TERM LOAN			2,617,931.54	2,617,931.55	2,631,086.98	2,618,366.06	(434.51	)	161.75		—	—	—	0.071	MJSD	0	10,369.36		3,142,014	3192021
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 2A2		2	729,289.88	717,940.92	755,740.81	733,596.4	(15,655.48	)	(390.02	)	—	—	2.937	3.56	MON	1,849.43	22,762.52		8,162,007	9252035
76117PAD6	RESIDENTIAL REINSURANCE 2013 L CORP BND 144A	F		3,000,000	2,989,560	3,000,000.00	3,000,000	(10,440	)	—		—	—	5.25	5.25	MJSD	10,937.50	282,957.95		11,182,013	12062019



761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND			748,942.5	749,417.63	750,000.00	749,526.78	(109.15	)	31.68		—	—	1.05	1.098	AO	1,334.38	14,602.95	10,242,012	10302015
BRSNJBVT8	RHP HOTEL PROPERTIES LP SENIOR SECURED TERM LOAN		1	493,462.9	497,895.41	494,699.65	493,462.9	4,432.51		—		—	—	—	0.038	MJSD	0	—	6,052,014	1152021
76541VKB2	RICHMOND VA MUNITAX BND GO			1,500,000	1,521,675	1,500,000.00	1,500,000	21,675		—		—	—	1.207	1.207	JJ	8,348.42	21,975	6,142,012	7152016
76541VKC0	RICHMOND VA MUNITAX BND GO			5,000,000	5,107,650	5,000,000.00	5,000,000	107,650		—		—	—	1.507	1.507	JJ	34,744.73	25,005	6,142,012	7152017
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	F		1,298,947	1,318,379.4	1,300,000.00	1,299,708.77	18,670.63		591.56		—	—	1.875	1.892	MN	3,994.79	40,000	10,282,010	11022015
767201AM8	RIO TINTO FINANCE (USA) LTD CORP BND	F		4,651,892.5	4,773,748.65	4,625,000.00	4,644,296.29	129,452.36		(34,171.55	)	—	—	2.5	2.27	MN	13,168.40	52,875	2,212,013	5202016
76720AAJ5	RIO TINTO FINANCE (USA) PLC CORP BND	F		2,125,000	2,143,317.5	2,125,000.00	2,125,000	18,317.5		(721.53	)	—	—	1.072	1.113	MJSD	885.97	3,556.18	6,142,013	6172016
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP BND	F	1	4,019,848	4,120,711.04	4,025,000.00	4,022,127.95	98,583.09		(9,585.11	)	—	—	2	2.027	MS	22,137.50	34,276.67	3,192,012	3222017
78008TLB8	ROYAL BANK OF CANADA CORP BND MTN	A		517,250	515,297.66	500,000.00	514,006.49	1,291.17		161.37		—	—	2.3	0.919	JJ	5,143.06	9,875	1,032,014	7202016
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1,199,400	1,210,320.01	1,200,000.00	1,199,585.77	10,734.24		—		—	—	1.125	1.142	JJ	5,962.50	10,394.62	7,162,013	7222016
78010UNY9	ROYAL BANK OF CANADA SENIOR CORP BND	A		6,000,000	6,016,799.94	6,000,000.00	6,000,000	16,799.94		361.49		—	—	0.556	0.567	JAJO	6,392.28	13,291.66	1,152,014	1232017
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMTN	T		2,166,480.85	2,219,521.09	1,300,000.00	2,166,557.42	52,963.67		35.54		—	50,902.3	0.93	0.98	MJSD	1,529.17	3,504.22	5,282,014	6042019
78008SE28	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		8,000,000	8,025,520	8,000,000.00	8,000,000	25,520		(12,360.65	)	—	—	0.601	0.622	MJSD	2,936.27	47,164.84	6,022,014	3082016
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,094,875	4,098,890.5	4,100,000.00	4,096,335	2,555.5		1,373.05		—	—	1.5	1.526	JJ	28,187.50	19,515.54	1,072,013	1162018
78010USN8	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,998,100	5,031,699.35	5,000,000.00	4,998,211.77	33,487.58		—		—	—	2.15	2.158	MS	32,847.22	14,891.28	3,042,014	3152019
78355HJR1	RYDER SYSTEM INC. CORP BND MTN			1,871,662.5	1,987,444.07	1,875,000.00	1,873,300.39	114,143.68		224.21		—	—	3.5	3.533	JD	5,468.75	9,531.25	5,172,011	6012017
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 144A			2,117,028	2,113,137.85	2,050,000.00	2,104,867.22	8,270.63		(10,790.72	)	—	—	2.45	1.374	JJ	23,159.30	27,265.84	12,092,013	1152017
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 144A			3,000,000	3,016,920.09	3,000,000.00	3,000,000	16,920.09		(5,097.28	)	—	—	0.915	0.943	FMAN	4,653.03	14,375	8,062,013	8012018
78572MAD7	SABMILLER PLC CORP BND 144A	F		6,725,979	6,312,184.23	5,700,000.00	6,202,232.78	109,951.45		505.47		—	—	6.5	1.979	JJ	185,250.00	40,250	10,042,012	7012016
BRSKM5SR1	SABRE INC SENIOR SECURED TERM NOTES		2	1,806,350	1,815,571.42	1,806,350.00	1,806,350	9,221.42		3,581.10		—	—	—	0.083	FMAN	0	117,508.43	2,152,013	2192019
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES			5,269,119.17	5,316,541.26	5,295,597.17	5,275,038.84	41,502.42		859.21		—	—	—	—	MJSD	0	153,893.49	10,042,013	2192019
BRSHEWYR1	SAGE PRODUCTS HOLDINGS III LLC SENIOR SECURED TERM LOAN			851,387.37	861,298.11	858,345.40	851,596.68	9,701.43		11,168.12		—	—	—	0.143	MJSD	0	60,517.36	4,302,014	12132019
796269UF3	SAN ANTONIO TEX INDPT SCH DIST MUNI BND GO			1,000,000	1,002,490	1,000,000.00	1,000,000	2,490		—		—	—	2.235	2.235	FA	8,443.33	16,953.75	12,152,010	8152014
801060AB0	SANOFI SA SENIOR CORP BND	F		13,953,474.15	13,821,801.82	14,015,000.00	13,968,163.3	(146,361.48	)	24,664.29		—	—	1.25	1.341	AO	39,417.19	76,353.36	4,032,013	4102018
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SECURED TERM NOTES			5,509,293.09	5,499,484.5	5,523,012.54	5,509,782.26	(10,297.76	)	2,395.22		—	—	—	0.035	JAJO	0	46,055.41	3,312,014	3242021
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		1,503,915	1,533,979.67	1,500,000.00	1,502,933.29	31,046.38		1,263.17		—	—	1.95	1.858	MS	8,693.76	30,235.26	3,222,013	9142016
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		1,622,156.25	1,661,811.32	1,625,000.00	1,623,712.22	38,099.1		(26,935.53	)	—	—	1.95	1.987	MS	9,418.23	166,648.76	9,072,011	9142016



80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 144A	F		1,368,739.6	1,367,341.36	1,370,000.00	1,369,213.35	(1,871.99	)	899.05		—	—	1.25	1.269	FA	7,135.42	22,843.75	7,242,012	8012017
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2	1,768,465.65	1,811,539.65	1,804,070.78	1,773,580.63	37,959.02		215.54		—	—	1.128	1.32	JAJO	3,617.28	5,304.32	3,222,011	10282043
80705WAA7	SCHOL_12-B ABS 12-B 144A		2	398,855.21	397,394.41	400,000.01	399,402.81	(2,008.4	)	—		—	—	0.55	0.706	MON	6.11	6,345.4	9,192,012	10282025
80705XAA5	SCHOL_13-A ABS 13-A 144A		2	1,889,654.87	1,896,197.67	1,898,665.94	1,890,321.99	5,875.68		0.02		—	—	0.8	0.859	MON	42.17	4,108.06	3,122,013	1302045
80283GAB0	SDART_13-3 ABS_13-3-A2		2	1,540,703.66	1,541,273.73	1,540,796.11	1,540,762.59	511.14		—		—	—	0.55	0.556	MON	376.64	8,621.77	5,082,013	9152016
80283HAB8	SDART_13-4 ABS 13-4 A2		2	480,014.46	480,606.55	480,054.50	480,041.84	564.71		95.37		—	—	0.89	0.899	MON	189.89	6,979.82	7,112,013	9152016
80281CAD7	SDART_13-5 ABS 13-5 A2A		2	304,996.49	305,412.69	305,000.00	304,996.77	415.92		—		—	—	0.82	0.822	MON	111.16	2,302.06	11,142,013	2152018
80283JAC2	SDART_13-A ABS 13-A A3 144A		2	3,499,742.4	3,516,204.9	3,500,000.00	3,499,838.86	16,366.04		43.05		—	—	1.02	1.025	MON	1,586.67	3,367.11	8,152,013	1162018
80283XAD9	SDART_14-3 ABS 14-3 A3		2	774,991.48	775,364.23	775,000.00	774,991.5	372.73		0.56		—	—	0.81	0.812	MON	226.69	1,908.94	6,112,014	7162018
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TERM NOTE	F	1	833,862.44	843,242.33	846,560.85	833,862.44	9,379.89		(2,886.31	)	—	—	—	0.229	MJSD	0	21,846.91	6,182,014	2212021
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SECURED TERM LOAN		2	4,118,076.62	4,085,649.88	4,137,031.82	4,119,997.41	(34,347.53	)	922.43		—	—	—	0.069	MJSD	0	46,327.94	1,022,014	5142020
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED TERM NOTES			3,043,187.5	3,042,563.65	3,043,187.50	3,043,187.5	(623.85	)	615.61		—	—	—	—	MJSD	0	31,147.01	4,122,013	4292020
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM NOTES			657,383.24	669,129.4	662,911.29	658,413.51	10,715.89		2,969.32		—	—	—	0.146	FMAN	0	23,469.01	4,082,014	2082019
BRSNN30J7	SEVENTY SEVEN OPERATING LLC SENIOR SECURED TERM NOTES		1	203,754.27	206,186.01	204,778.16	203,754.27	2,431.74		—		—	—	—	0.072	MJSD	0	—	6,172,014	6252021
822582AQ5	SHELL INTERNATIONAL FINANCE BV CORP BND	F		6,148,980	6,159,642	6,000,000.00	6,044,589.04	115,052.96		1,744.33		—	—	3.1	2.335	JD	1,550.00	25,000	2,142,012	6282015
822582AZ5	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND	F		499,380	500,834.77	500,000.00	499,508.33	1,326.44		823.20		—	—	0.9	0.942	MN	575.00	5,856.43	11,122,013	11152016
822582BC5	SHELL INTERNATIONAL FINANCE BV SENIOR CORP BND	F		274,000	274,260.3	274,000.00	274,000	260.3		16.38		—	—	0.434	0.451	FMAN	155.20	1,100	11,122,013	11152016
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TERM LOAN	R	1	3,418,831.9	3,414,267.76	3,418,831.90	3,418,831.9	(4,564.14	)	576.25		—	—	—	—	FMAN	0	32,630.12	8,212,013	12132019
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A3	D	1	833,161.5	933,825.63	510,000.00	833,161.5	100,664.13		—		—	38,862	5.063	5.059	AO	8,564.72	482.88	10,272,009	1212055
828807CC9	SIMON PROPERTY GROUP LP CORP BND		1	2,235,849.5	2,175,886	2,150,000.00	2,176,388.12	(502.12	)	(4,165.39	)	—	—	4.2	0.536	FA	37,625.00	23,675.79	9,242,013	2012015
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	6,855,948.9	6,941,243.14	6,869,000.00	6,857,054.31	84,188.83		(19,333.95	)	—	—	2.2	2.24	FA	67,163.56	48,150.01	1,132,014	2012019
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND 144A		1	7,122,493.25	7,081,753.53	7,145,000.00	7,129,103.18	(47,349.65	)	272.50		—	—	1.5	1.564	FA	44,656.25	32,812.5	12,102,012	2012018
830505AP8	SKANDINAVISKA ENSKILDA BANKEN SENIOR CORP BND 144A	F		4,971,250	4,998,553.45	5,000,000.00	4,978,374.9	20,178.55		1,046.74		—	—	1.75	1.871	MS	24,791.67	11,062.5	3,132,013	3192018
784423AF2	SLCLT_04-1 ABS 04-1		2	983,750	989,678	1,000,000.00	986,992.56	2,685.44		22.22		—	—	0.384	0.684	FMAN	501.14	2,919.76	5,202,013	5152023
78442GJA5	SLM STUDENT LOAN TR 2003-10A 03-10A A1E 144A		2	249,968.75	250,000	250,000.00	249,996.97	3.03		101.13		—	—	1.609	1.616	MON	257.00	2,361.21	11,072,011	12152016
78442GJD9	SLM STUDENT LOAN TR 2003-10A ABS_03-10A A1H 144A		2	50,000	50,000	50,000.00	50,000	—		—		—	—	0.301	0.301	MON	2.08	18.41	11,072,011	12152016
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A		2	381,850.18	383,369.96	381,850.18	381,850.18	1,519.78		(207.71	)	—	—	1.252	1.255	MON	199.16	9,437.77	4,042,012	1182022



78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A	2	999,897.3	1,048,191	1,000,000.00	999,918.2	48,272.8		—		—	—	3.48	3.506	MON	1,546.67	27,173.78	4,042,012	10152030
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-A4	2	155,788.28	155,362.64	156,034.36	155,888.96	(526.32	)	1,456.59		—	—	0.309	0.386	JAJO	89.66	1,980.51	11,302,012	7252019
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2	2	7,431,679.88	7,471,484.69	7,446,114.22	7,435,590.79	35,893.9		(4,560.98	)	—	—	0.752	0.787	MON	933.25	34,884.09	5,182,011	11252027
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E A2A 144A	2	816,500	801,864.02	800,000.00	812,544.99	(10,680.97	)	(957.04	)	—	—	2.09	1.677	MON	743.11	3,848.76	3,192,013	6152045
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B 144A	2	2,118,046.59	2,123,532.39	2,118,046.59	2,118,046.59	5,485.8		—		—	—	0.802	0.803	MON	707.56	10,453.08	4,252,013	7152022
78447CAA8	SLM_12-D ABS 12-D 144A	2	473,125.31	475,855.26	473,125.31	473,125.31	2,729.95		177.31		—	—	1.202	1.205	MON	236.91	3,137.01	7,232,012	6152023
78442GHZ2	SLMA ABS 03-10A A1D 144A	2	200,000	200,000	200,000.00	200,000	—		—		—	—	1.641	1.645	MON	54.71	1,564.92	11,072,011	12152016
78442GJB3	SLMA ABS 03-10A A1F 144A	2	325,000	325,000	325,000.00	325,000	—		—		—	—	1.608	1.613	MON	275.82	397.48	12,262,013	12152016
784442AC9	SLMA ABS 08_2 A3	2	1,484,824.22	1,507,065.02	1,500,000.00	1,489,477.9	17,587.12		—		—	—	0.979	1.126	JAJO	2,732.34	338.24	3,272,012	4252023
78444YAC9	SLMA ABS 08-5 A3	2	13,034,051.14	12,895,432.6	12,804,774.79	12,853,431.11	42,001.49		4,538.37		—	—	1.529	0.988	JAJO	36,431.81	19,615.27	11,292,011	1252018
78444YAD7	SLMA ABS 08-5 A4	2	2,457,718.75	2,453,799.15	2,350,000.00	2,415,325.29	38,473.86		(10,590.39	)	—	—	1.929	1.379	JAJO	8,435.61	38,277.78	1,112,011	7252023
78442GMK9	SLMA ABS_04-7 A5	2	1,650,261.67	1,656,798.38	1,660,118.62	1,655,249.91	1,548.47		—		—	—	0.399	0.584	JAJO	1,232.00	351.85	5,132,011	1272020
78442GQP4	SLMA ABS_05-8 A3	2	2,983,464.13	3,029,957.28	3,037,903.19	3,019,740.8	10,216.48		113.55		—	—	0.339	0.79	JAJO	1,915.24	5,343.67	6,132,011	10252024
78445XAA4	SLMA_10-1 ABS 10-1A	2	3,142,612.17	3,126,041.63	3,136,312.81	3,142,559.93	(16,518.3	)	(17,651.57	)	—	—	0.552	0.508	MON	288.55	58,531.2	6,022,014	3252025
78446JAB2	SLMA_11-2 ABS 11-2	2	6,575,000	6,574,998.49	6,575,000.00	6,575,000	(1.51	)	(3,006.46	)	—	—	1.352	1.356	MON	1,481.56	23,119.02	5,182,011	10252034
78447AAA2	SLMA_12-3 ABS_12-3 A	2	1,514,751.46	1,527,946.02	1,514,751.46	1,514,751.46	13,194.56		1,039.12		—	—	0.802	0.803	MON	202.48	46,950.92	4,242,012	12262025
78447EAB2	SLMA_12-5 ABS 12-5	2	5,291,230.62	5,300,000	5,300,000.00	5,296,184.9	3,815.1		—		—	—	0.452	0.5	MON	399.27	2,842.65	7,102,012	6252019
78447KAB8	SLMA_12-7 ABS 12-7	2	3,997,370	3,998,203.72	4,000,000.00	3,998,693.15	(489.43	)	(96.69	)	—	—	0.432	0.452	MON	288.00	5,099.58	11,022,012	9252019
78446VAA7	SLMA_12-A ABS 12-A 144A	2	3,915,728.01	3,965,170.29	3,913,164.26	3,915,592.43	49,577.86		325.07		—	—	1.552	1.516	MON	2,530.10	6,397.48	5,132,014	8152025
78447FAA1	SLMA_12-E ABS 12-E 144A	2	2,012,584.88	2,020,702.78	2,012,291.42	2,012,531.88	8,170.9		1,005.14		—	—	0.902	0.895	MON	756.08	34,255.48	11,212,013	10162023
78448AAA1	SLMA_13-4 ABS 13-4	2	684,586.97	688,331.64	684,586.97	684,586.97	3,744.67		5.05		—	—	0.702	0.703	MON	80.10	4,696.57	8,062,013	6252027
78448BAA9	SLMA_13-5 ABS 13-5 A1	2	417,444.09	417,473.33	417,444.09	417,444.09	29.24		—		—	—	0.412	0.412	MON	28.66	839	9,112,013	5252018
78448CAF6	SLMA_13-6 ABS 13-6 A2	2	550,000	552,986.49	550,000.00	550,000	2,986.49		184.18		—	—	0.652	0.653	MON	59.77	2,223.21	11,062,013	2252021
78447RAA5	SLMA_13-A ABS 13-A 144A	2	545,353.52	547,051.68	546,036.07	545,461.98	1,589.7		134.42		—	—	0.752	0.819	MON	171.03	3,450.7	11,212,013	8152022
78447RAB3	SLMA_13-A ABS 13-A 144A	2	459,870.23	456,508.59	460,000.00	459,899.56	(3,390.97	)	(1,518.00	)	—	—	1.77	1.782	MON	361.87	8,359.98	2,272,013	5172027
78447RAC1	SLMA_13-A ABS 13-A 144A	2	2,425,000	2,447,334.21	2,425,000.00	2,425,000	22,334.21		11.62		—	—	1.202	1.205	MON	1,214.26	7,847.36	2,272,013	5172027
78447VAB4	SLMA_13-B ABS_13-B-A2A	2	804,859.37	795,203.13	805,000.00	804,882.03	(9,678.9	)	—		—	—	1.85	1.86	MON	661.89	5,401.49	4,252,013	6172030



78447VAC2	SLMA_13-B ABS_13-B-A2B		2	615,000	622,570.67	615,000.00	615,000	7,570.67		3.79		—	—	1.252	1.255	MON	320.76	3,191.28		4,252,013	5152030
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECURED TERM NOTES		1	5,411,468.28	5,494,924.54	5,438,661.59	5,413,628.86	81,295.68		—		—	—	—	0.072	FMAN	0	5,233.4		12,122,013	11092020
BRSM2T5A9	SNL FINANCIAL LC SENIOR SECURED TERM NOTES		1	3,811,002.87	3,850,270.86	3,832,297.39	3,812,970.5	37,300.36		—		—	—	—	0.115	MJSD	0	—		1,212,014	10232018
842400GB3	SOUTHERN CAL EDISON SECURED CORP BND			6,405,988	6,414,360.83	6,400,000.00	6,405,701.49	8,659.34		68.00		—	—	1.125	1.093	MN	10,400.00	2,416.66		5,062,014	5012017
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A			3,333,899.45	3,316,201.87	3,335,000.00	3,334,035.38	(17,833.51	)	75.53		—	—	2.2	2.207	JD	6,114.17	32,200		11,182,013	12012018
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		5,486,580	5,673,744.83	5,500,000.00	5,492,071.9	181,672.93		(28,618.87	)	—	—	2.3	2.35	JD	351.38	103,421.52		3,292,012	6302017
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		7,999,374.1	8,084,075.85	7,800,000.00	7,910,643.26	173,432.59		99.69		—	—	2.625	1.859	MN	19,337.50	5,606.25		12,062,012	5272016
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		5,854,157	5,787,958.89	5,900,000.00	5,864,279.06	(76,320.17	)	1,371.79		—	—	1.75	1.869	MN	13,193.06	70,765.98		11,072,012	11152019
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A		2	425,754.42	425,943.46	425,754.42	425,754.42	189.04		(62,899.54	)	—	—	0.701	0.702	MON	8.30	87,131.8		3,052,010	2252048
790849AH6	ST JUDE MEDICAL INC CORP BND			2,056,740	2,051,624.3	2,000,000.00	2,038,011.92	13,612.38		(2,424.46	)	—	—	2.5	1.249	JJ	23,055.56	7,962.5		9,192,013	1152016
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D		2,565,994.39	2,771,193.41	1,620,000.00	2,566,228.09	204,965.32		(564.99	)	—	203,052.49	0.755	0.76	FMAN	2,693.16	13,155.71		11,272,013	2152016
BRSJH5B15	STAR WEST GENERATION LLC SENIOR SECURED TERM NOTES		2	2,771,406.87	2,794,405.16	2,783,951.42	2,772,558.84	21,846.32		—		—	—	—	0.071	MJSD	0	62,807.24		12,022,013	3132020
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM LOAN			3,419,287.32	3,416,873.51	3,431,457.20	3,420,287.3	(3,413.79	)	23,524.10		—	—	—	0.055	MJSD	0	172,787.08		3,192,014	4172020
857477AK9	STATE STREET BOSTON CORP SENIOR CORP BND			4,051,931.5	4,032,961.32	4,075,000.00	4,054,734.04	(21,772.72	)	(2,577.76	)	—	—	1.35	1.482	MN	7,029.38	29,189.44		1,062,014	5152018
BRSN9R9S1	STATER BROS MARKETS SENIOR SECURED TERM NOTES		1	440,184.33	446,267.28	442,396.31	440,184.33	6,082.95		52.54		—	—	—	0.072	MJSD	0	—		5,092,014	5122021
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F		6,102,240	6,123,490.44	6,000,000.00	6,069,125.97	54,364.47		2,412.26		—	—	1.8	1.307	MN	11,400.00	52,125		4,112,013	11232016
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F		10,202,467.5	10,060,052.24	10,250,000.00	10,207,893.57	(147,841.33	)	(25,277.92	)	—	—	1.15	1.259	MN	15,061.79	147,655.86		4,292,014	5152018
85771PAM4	STATOILHYDRO ASA SENIOR CORP BND	F		325,162.5	325,143	325,000.00	325,144.89	(1.89	)	440.31		—	—	0.514	0.519	FMAN	218.03	942.36		1,022,014	5152018
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F		4,793,184	4,824,785.52	4,800,000.00	4,794,028.96	30,756.56		(13,648.89	)	—	—	1.95	1.98	MN	13,780.00	55,750		11,052,013	11082018
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED TERM NOTE	F		1,849,407.68	1,867,509.46	1,868,088.57	1,850,154.54	17,354.92		73.95		—	—	—	0.143	MJSD	0	6,777.63		2,212,014	3032021
863667AC5	STRYKER CORP CORP BND			517,415	512,107.51	500,000.00	513,697.75	(1,590.24	)	1,139.68		—	—	2	0.768	MS	2,527.78	5,787.72		11,142,013	9302016
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES		1	802,570.76	811,395.01	806,603.78	802,757.97	8,637.04		(2,655.20	)	—	—	—	0.071	MJSD	0	95,413.68		2,112,014	2122021
BRSE96403	SUNGARD DATA SYST INC. SENIOR SECURED TERM LOAN		2	839,110.46	843,361.63	839,696.36	839,188.69	4,172.94		—		—	—	—	0.035	JAJO	0	(8,106.59	)	3,072,013	3082020
BRSHJ8GU2	SUNGARD DATA SYST INC. SENIOR SECURED TERM NOTES		2	6,047,452.86	6,085,283.54	6,062,609.38	6,050,201.98	35,081.56		1,348.95		—	—	—	—	MJSD	0	33,895.51		—	1312020
86960BAE2	SVENSKA HANDELSBANKEN AB SENIOR CORP BND	F		5,000,470	5,106,836.7	5,000,000.00	5,000,331.58	106,505.12		2,813.71		—	—	2.5	2.498	JJ	54,166.67	65,000		9,192,013	1252019
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		4,991,550	5,042,162.75	5,000,000.00	4,992,098.18	50,064.57		—		—	—	2.375	2.411	FA	40,902.78	6,159.38		2,202,014	2272019
87020PAD9	SWEDBANK AB SENIOR CORP BND 144A	F		4,991,550	5,054,438	5,000,000.00	4,992,098.18	62,339.82		—		—	—	2.375	2.411	FA	40,902.78	1,491.36		2,202,014	2272019



87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F		2,695,518	2,723,976	2,700,000.00	2,696,665.41	27,310.59		(137.33	)	—	—	1	1.053	MN	3,450.00	1,401.12	8,222,013	11152016
87020DAF1	SWEDEN KINGDOM SENIOR GOVT BND 144A MTN	F		4,991,949.95	4,961,449.8	5,000,000.00	4,992,123.53	(30,673.73	)	32,416.63		—	—	1	1.044	FA	17,222.22	241,453.23	6,022,014	2272018
BRSNM4S56	SWIFT TRANSPORTATION CO LLC SENIOR SECURED TERM NOTES			621,280.28	624,783.74	622,837.37	621,280.28	3,503.46		—		—	—	—	0.037	MJSD	0	—	6,062,014	6092021
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES			2,812,674.91	2,842,861.45	2,841,085.77	2,821,456.58	21,404.87		1,597.72		—	—	—	0.142	JAJO	0	59,050.17	4,202,012	4232019
871829AP2	SYSCO CORP CORP BND			1,241,487.5	1,251,667.75	1,250,000.00	1,247,288.54	4,379.21		167.20		—	—	0.55	0.78	JD	362.85	12,071.25	6,062,012	6122015
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED CORP BND 144A	F		8,819,922.5	8,826,781.43	8,750,000.00	8,794,593.55	32,187.88		(969.76	)	—	—	1.625	1.432	MS	41,076.39	31,150	3,192,013	3172017
89236PAD5	TAOT_12-A ABS 12-A		2	749,928.68	754,199.99	750,000.00	749,969.98	4,230.01		1,238.44		—	—	0.99	0.995	MON	330.00	3,712.15	4,112,012	8152017
89231NAC7	TAOT_12-B ABS 12-B		2	3,259,012.55	3,259,192.14	3,259,322.51	3,259,219.46	(27.32	)	58.07		—	—	0.46	0.464	MON	666.35	17,850	9,182,012	7152016
89236VAC4	TAOT_13-B ABS 13-B A3		2	764,963.51	767,228.37	765,000.00	764,974.1	2,254.27		0.23		—	—	0.89	0.893	MON	302.60	3,533.76	9,112,013	7172017
89231MAC9	TAOT_14-A ABS_14-A A3		2	3,744,307.92	3,741,922.21	3,745,000.00	3,744,391.03	(2,468.82	)	241.93		—	—	0.67	0.679	MON	1,115.18	946.65	3,112,014	12152017
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4		2	9,998,335	10,022,599.8	10,000,000.00	9,998,353.41	24,246.39		(855.94	)	—	—	1.31	1.319	MON	4,730.56	2,321.19	6,102,014	9162019
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	F		7,000,000	7,275,870	7,000,000.00	7,000,000	275,870		—		—	—	8.525	8.592	MJSD	18,234.77	54,861.37	4,022,013	5092016
BRSCDUPD8	TEAM HLTH INC. TERM LOAN			3,773,786.26	3,788,009.07	3,792,750.01	3,781,854.01	6,155.06		1,571.81		—	—	—	0.071	MJSD	0	3,858.8	6,282,011	6292018
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SECURED TERM LOAN	A	2	4,853,449.15	4,866,391.69	4,865,613.19	4,855,912	10,479.69		5,988.02		—	—	—	0.042	MJSD	0	10,018.8	3,272,013	3282019
Z91GFLXY5	TEMSE_1 ABS 1 A	D	2	933,901	996,243.2	582,032.97	933,901	62,342.2		—		—	61,288.07	1.394	1.398	MON	304.01	3,918.55	11,072,013	11212021
G87623JG3	TESCO PLC SENIOR CORP BND	F		1,020,620	1,005,057.5	1,000,000.00	1,005,357.86	(300.36	)	671.89		—	—	2	0.746	JD	1,444.44	27,750	4,032,013	12052014
88166CAA6	TEVA PHARMACEUTICAL FINANCE II CORP BND	F		3,995,040	4,097,711.21	4,000,000.00	3,998,990.15	98,721.06		234.64		—	—	3	3.027	JD	5,333.33	8,156.25	6,152,010	6152015
882117V27	TEXAS A & M UNIVERSITY MUNITAX BND REV			1,000,000	1,014,910	1,000,000.00	1,000,000	14,910		—		—	—	1.239	1.239	JJ	6,195.00	20,721.25	6,262,012	7012016
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND			1,981,400	1,958,633.59	2,000,000.00	1,985,584.21	(26,950.62	)	293.69		—	—	1	1.193	MN	3,333.33	17,844.45	5,012,013	5012018
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CORP BND			2,320,396.5	2,319,477.33	2,325,000.00	2,320,853.93	(1,376.6	)	(31,816.74	)	—	—	0.875	0.942	MS	6,159.63	37,911.68	3,052,014	3122017
883556BA9	THERMO FISHER SCIENTIFIC INC CORP BND			648,869	666,618.76	650,000.00	649,503.49	17,115.27		(8,251.15	)	—	—	2.25	2.287	FA	5,525.00	13,541.67	8,092,011	8152016
BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN			2,218,965.52	2,258,200.86	2,241,379.31	2,219,151.97	39,048.89		42.42		—	—	—	0.144	MJSD	0	—	4,172,014	4242021
88732JAL2	TIME WARNER CABLE INC CORP BND			1,542,151	1,535,816.32	1,300,000.00	1,538,825.66	(3,009.34	)	457.43		—	—	6.75	1.953	JJ	43,875.00	6,159.63	6,052,014	7012018
88732JAX6	TIME WARNER CABLE INC CORP BND		1	4,156,840	4,303,177.48	4,000,000.00	4,149,233.18	153,944.3		119.33		—	—	4.125	3.467	FA	62,333.33	8,213.34	2,132,014	2152021
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND			4,979,185.72	5,049,227.92	5,003,000.00	4,982,652.8	66,575.12		27.94		—	—	1.75	1.849	AO	18,483.31	7,375	9,242,013	10152018
BRSH7BHQ6	TOMKINS LLC / TOMKINS INC SENIOR SECURED TERM LOAN		2	2,421,238.32	2,461,600.19	2,455,718.75	2,423,643.38	37,956.81		677.13		—	—	—	0.577	MJSD	0	40,147.17	4,302,014	9292016
89114QAC2	TORONTO-DOMINION BANK/THE CORP BND	A		2,300,000	2,300,183.91	2,300,000.00	2,300,000	183.91		—		—	—	0.527	0.549	JAJO	2,626.47	2,422.84	7,072,011	7142014



89114QAE8	TORONTO-DOMINION BANK/THE CORP BND	A		5,237,900	5,173,937.25	5,000,000.00	5,151,219.63	22,717.62		—		—	—	2.375	1.041	AO	23,750.00	12,835.72	2,222,013	10192016
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL BND 144A	A		1,594,560	1,622,431.89	1,600,000.00	1,597,008.93	25,422.96		1,228.05		—	—	1.5	1.571	MS	7,200.00	11,962.5	3,052,012	3132017
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN	A		2,938,030.2	2,906,562.29	2,940,000.00	2,938,478.7	(31,916.41	)	534.72		—	—	1.4	1.414	AO	6,974.33	12,000	4,232,013	4302018
89114QAQ1	TORONTO-DOMINION BANK/THE SENIOR CORP BND MTN	A		5,980,440	5,993,413.26	6,000,000.00	5,981,486.74	11,926.52		166.40		—	—	1.125	1.236	MN	11,062.50	8,159.72	4,282,014	5022017
89153UAD3	TOTAL CAPITAL CANADA LTD SENIOR CORP BND	A		2,502,892	2,511,524.78	2,500,000.00	2,502,475.45	9,049.33		81.90		—	—	0.606	0.606	JAJO	3,242.82	5,500	3,252,014	1152016
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		3,310,503	3,368,491.46	3,325,000.00	3,317,233.08	51,258.38		(6,279.45	)	—	—	1.5	1.591	FA	18,564.59	117,848.33	2,142,012	2172017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		5,739,247.5	5,818,407.58	5,750,000.00	5,743,464.24	74,943.34		916.57		—	—	1.55	1.589	JD	742.71	17,890.27	6,212,012	6282017
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND	F		2,173,434	2,181,479.61	2,175,000.00	2,174,257.55	7,222.06		303.18		—	—	0.75	0.772	JJ	7,068.75	12,787.5	9,182,012	1252016
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND	F		199,452	201,009.78	200,000.00	199,611.66	1,398.12		426.64		—	—	1	1.093	FA	772.22	6,609.17	8,052,013	8122016
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CORP BND	F		399,120	400,554.08	400,000.00	399,254	1,300.08		655.41		—	—	1	1.075	JJ	1,844.44	11,356.25	1,082,014	1102017
89152UAG7	TOTAL CAPITAL S.A. SENIOR CORP BND	F		5,998,320	6,101,727.42	6,000,000.00	5,998,601.63	103,125.79		1,224.48		—	—	2.125	2.131	FA	49,937.50	17,937.5	8,052,013	8102018
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SECURED TERM NOTES			502,678.77	502,130.85	502,678.77	502,678.77	(547.92	)	197.32		—	—	—	—	MJSD	0	7,268.23	3,202,014	4232020
89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A3		2	3,884,970.09	3,889,038.19	3,885,000.00	3,884,970.15	4,068.04		183.63		—	—	0.55	0.551	MON	949.67	11,258.92	4,092,013	1172017
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A4		2	764,782.82	762,341.19	765,000.00	764,859.87	(2,518.68	)	1,796.60		—	—	0.69	0.7	MON	234.60	5,385.21	4,092,013	11152018
89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND		1	5,741,750	5,725,495.34	5,750,000.00	5,742,117.95	(16,622.61	)	(2,460.81	)	—	—	0.75	0.802	MJSD	3,114.58	15,341.39	5,092,014	3052017
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN			6,077,710	6,158,570.28	6,000,000.00	6,053,738.51	104,831.77		2,628.05		—	—	2	1.582	MS	35,333.33	83,165.28	4,052,013	9152016
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			4,997,950	5,015,023.4	5,000,000.00	4,998,711.18	16,312.22		(11,928.50	)	—	—	0.8	0.814	MN	4,888.90	35,000	5,142,013	5172016
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN			3,365,258	3,359,514.91	3,300,000.00	3,347,947.59	11,567.32		908.09		—	—	1.75	1.237	MN	6,256.25	12,629.86	2,052,014	5222017
89233P7H3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN			2,000,000	2,002,180.18	2,000,000.00	2,000,000	2,180.18		(2,813.75	)	—	—	0.396	0.472	JAJO	1,517.43	4,331.25	1,172,013	1232015
89236TBB0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN			5,495,325	5,548,652.07	5,500,000.00	5,495,731.26	52,920.81		135.42		—	—	2.1	2.118	JJ	52,616.67	8,000	1,142,014	1172019
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND MTN			1,499,205	1,501,294.1	1,500,000.00	1,499,237.66	2,056.44		203.13		—	—	1.125	1.143	MN	2,109.38	12,000	5,132,014	5162017
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR SECURED TERM LOAN		1	492,525	481,389.98	495,000.00	493,111.97	(11,721.99	)	2,139.42		—	—	—	0.108	JAJO	0	15,280.49	5,062,013	12312017
893526DL4	TRANS-CANADA PIPELINES SENIOR CORP BND	A		2,914,148.25	2,931,288.75	2,925,000.00	2,922,544.84	8,743.91		(2,712.60	)	—	—	0.875	1.001	MS	8,460.16	46,981.39	2,282,012	3022015
BRSGZA7E7	TRANSFIRST HOLDINGS INC SENIOR SECURED TERM LOAN			1,820,970.55	1,843,962.6	1,839,364.19	1,826,423.74	17,538.86		486.74		—	—	—	0.199	MJSD	0	21,229.99	12,202,012	12272017
893830BB4	TRANSOCEAN INC CORP BND	F		3,346,132	3,522,188.29	3,052,000.00	3,340,990.87	181,197.42		(1,924.39	)	—	—	6.375	4.846	JD	8,106.88	12,534.38	6,022,014	12152021
BRSFWQSC8	TRANSTAR HOLDING COMPANY SENIOR SECURED TERM NOTES		1	1,067,626.22	1,079,424.04	1,078,410.33	1,070,666.68	8,757.36		1,202.16		—	—	—	0.166	MJSD	0	59,438.35	10,022,012	10092018
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN		1	2,431,406.25	2,442,289.69	2,437,500.00	2,431,557.39	10,732.3		22.31		—	—	—	0.036	MJSD	0	811.32	3,212,014	4092021



BRSJLDWX0	TRAVELPORT SENIOR SECURED TERM NOTES		1	1,459,059.04	1,517,754.69	1,481,278.21	1,462,532.66	55,222.03		9,398.92		—	—	—	0.252	MJSD	0	286,911.73	6,212,013	6262019
BRSL5JDW3	TRIBUNE COMPANY SENIOR SECURED TERM NOTES		1	10,207,991.06	10,268,727.33	10,233,575.00	10,209,662.44	59,064.89		2,497.91		—	—	—	0.036	MJSD	0	139,345.47	11,212,013	12272020
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			2,422,493.34	2,440,753.34	2,434,666.67	2,426,827.17	13,926.17		2,014.41		—	—	—	0.083	MJSD	0	59,662.8	4,302,012	5032018
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		5,711,170.95	5,622,588.63	5,715,000.00	5,712,094.38	(89,505.75	)	2,229.94		—	—	1.625	1.639	AO	22,701.25	62,500	3,272,013	4032018
BRSG6Z2D1	TURBF_12-3 SENIOR ABS 12-3	D	2	280,233.78	301,763.99	176,347.48	280,233.78	21,530.21		(812.42	)	—	21,293.96	1.094	1.096	MON	99.39	2,716.05	11,132,012	11202019
BRSL4ZHF1	TURBF_13-4 SENIOR ABS 13-4 A	D	2	1,589,736.04	1,688,655.57	988,000.00	1,589,563.1	99,092.47		(1,670.32	)	—	100,329.1	1.074	1.057	MON	546.66	4,213.23	11,272,013	1202021
G9141GAA6	TURBO FINANCE PLC TURBF_12-2 ABS 12-2	D	2	2,844.46	3,083.77	1,802.95	2,828.99	254.78		—		—	257.76	1.894	1.314	MON	1.76	5,960.09	8,152,012	2202019
BRSHQJZB1	TWIN RIVER MANAGEMENT GROUP IN SENIOR SECURED TERM NOTES		2	589,471.63	593,749.79	595,425.91	590,689.06	3,060.73		816.40		—	—	—	0.18	MJSD	0	33,878.18	3,222,013	11102018
902674MY3	UBS AG, LONDON BRANCH CORP BND 144A	F		4,975,000	5,042,096.05	5,000,000.00	4,995,207.78	46,888.27		—		—	—	1.875	2.048	JJ	41,145.83	—	1,192,012	1232015
90349CAB0	UBS AG, LONDON BRANCH SENIOR CORP BND 144A	F		1,994,860	2,006,340.02	2,000,000.00	1,997,013.43	9,326.59		2.56		—	—	0.75	0.837	MS	4,041.67	6,822.92	3,212,013	3242016
904764AL1	UNILEVER CAPITAL CORP SENIOR CORP BND			1,368,850	1,345,543.54	1,300,000.00	1,341,895.51	3,648.03		92.78		—	—	2.75	0.733	FA	14,002.09	6,246.52	11,062,013	2102016
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND			8,770,894	8,815,422.42	8,900,000.00	8,811,540.64	3,881.78		(27,378.57	)	—	—	0.85	1.179	FA	31,310.69	122,906.95	6,192,013	8022017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND			6,796,143.75	6,974,338.46	6,875,000.00	6,807,229.32	167,109.14		5,455.12		—	—	2.2	2.424	MS	48,315.97	48,281.25	9,032,013	3062019
BRSMNJ591	UNILEVER PLC SENIOR CORP BND EMTN	D		795,526.11	816,793.34	480,000.00	795,656.08	21,137.26		393.49		—	22,538.21	2	2.063	DEC	4,362.24	6,721.84	3,192,014	12192018
G924502M9	UNITED KINGDOM GILT GOVT BND	D		16,618,999.28	16,814,189.56	8,810,000.00	16,552,297.78	261,891.78		—		—	362,465.13	4.5	1.756	MS	213,676.41	83.69	5,142,014	3072019
G92450QY7	UNITED KINGDOM GILT GOVT BND	D		888,423.73	914,055.03	510,000.00	867,464.01	46,591.02		(176,478.59	)	—	48,875.74	4.75	0.444	MS	13,056.65	320,056.59	11,222,013	9072015
G92450YY8	UNITED KINGDOM GILT GOVT BND	D		17,201,080.79	17,745,412.35	9,755,000.00	16,868,240.97	877,171.38		(982.42	)	—	982,520.4	4	0.753	MS	210,307.84	1,895.73	11,292,013	9072016
G92451BF2	UNITED KINGDOM GILT GOVT BND	D		9,691,635.28	9,779,230.61	5,250,000.00	9,688,194.97	91,035.64		(601,061.16	)	—	68,035.22	3.75	2.238	MS	106,110.63	770,560.55	6,252,014	9072020
G92451CZ7	UNITED KINGDOM GILT GOVT BND	D		1,265,668.61	1,304,957.52	750,000.00	1,258,494.31	46,463.21		(3,440.31	)	—	48,540.34	2	0.757	JJ	11,336.01	9,957.32	1,092,014	1222016
G92451GE0	UNITED KINGDOM GILT GOVT BND	D		5,640,124.69	5,713,600.56	3,300,000.00	5,633,740.15	79,860.41		(19,014.69	)	—	100,270.14	1.75	1.105	JJ	43,643.68	30,165.57	4,242,014	1222017
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D		13,190,398.76	13,379,892.56	7,950,000.00	13,193,510.02	186,382.54		(20,635.49	)	—	257,492.12	1	1.337	MS	42,848.45	56,082.42	6,052,014	9072017
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D		41,442,238.73	43,023,890.33	25,710,000.00	41,512,724.87	1,511,165.46		5,574.44		—	1,757,214.77	1.25	1.652	JJ	242,874.26	17,745.45	2,282,014	7222018
912828B33	UNITED STATES TREASURY GOVT BND			17,551,729.96	17,539,645.85	17,550,000.00	17,551,501.12	(11,855.27	)	39,286.31		—	—	1.5	1.498	JJ	109,808.70	6,063.67	6,022,014	1312019
912828C24	UNITED STATES TREASURY GOVT BND			5,992,088.04	5,990,399.76	6,000,000.00	5,992,342.39	(1,942.63	)	(749.67	)	—	—	1.5	1.528	FA	30,081.52	125,869.48	6,022,014	2282019
912828C65	UNITED STATES TREASURY GOVT BND			2,010,006.7	2,005,780.02	2,000,000.00	2,009,776.82	(3,996.8	)	(19.89	)	—	—	1.625	1.518	MS	8,169.40	5,500.68	5,162,014	3312019
912828D31	UNITED STATES TREASURY GOVT BND			1,650,000	1,650,429	1,650,000.00	1,650,000	429		46.83		—	—	0.094	0.099	JAJO	276.51	835.18	4,292,014	4302016
912828NF3	UNITED STATES TREASURY GOVT BND			2,559,683.99	2,494,492	2,450,000.00	2,490,787.6	3,704.4		109.44		—	—	2.125	0.302	MN	4,409.67	1,959.48	12,112,012	5312015



912828NZ9	UNITED STATES TREASURY GOVT BND	7,449,129.93	7,397,820	7,300,000.00	7,366,124	31,696		(18,688.77	)	—	—	1.25	0.52	MS	23,060.46	22,242.45	8,282,013	9302015
912828PE4	UNITED STATES TREASURY GOVT BND	11,229,673.57	11,153,780	11,000,000.00	11,132,247.63	21,532.37		(37,226.97	)	—	—	1.25	0.344	AO	23,165.76	43,587.89	11,262,013	10312015
912828QF0	UNITED STATES TREASURY GOVT BND	8,394,687.5	8,235,919.76	8,000,000.00	8,224,565.64	11,354.12		(5.71	)	—	—	2	0.459	AO	26,956.52	242.68	2,012,013	4302016
912828QX1	UNITED STATES TREASURY GOVT BND	68,538,985.82	68,291,521.33	66,900,000.00	67,598,677.33	692,844		(72,031.08	)	—	—	1.5	0.992	JJ	418,587.02	154,183.2	8,162,011	7312016
912828RE2	UNITED STATES TREASURY GOVT BND	18,070,570.31	18,245,104.92	18,150,000.00	18,082,684.55	162,420.37		(39,350.54	)	—	—	1.5	1.592	FA	89,710.47	126,827.33	6,022,014	8312018
912828RF9	UNITED STATES TREASURY GOVT BND	63,202,549.81	63,197,390	62,550,000.00	62,926,897.08	270,492.92		(201,619.81	)	—	—	1	0.719	FA	209,066.58	583,916.5	3,122,014	8312016
912828RH5	UNITED STATES TREASURY GOVT BND	5,092,591.01	5,063,662.5	5,070,000.00	5,089,816.99	(26,154.49	)	(28,391.53	)	—	—	1.375	1.28	MS	17,523.36	126,911.5	11,262,013	9302018
912828RM4	UNITED STATES TREASURY GOVT BND	42,795,538.68	42,950,821.43	42,550,000.00	42,707,076.53	243,744.9		(70,977.19	)	—	—	1	0.84	AO	71,687.49	239,040.39	11,262,013	10312016
912828RU6	UNITED STATES TREASURY GOVT BND	24,025,195.46	24,096,813.27	23,950,000.00	24,005,744.37	91,068.9		(30,177.00	)	—	—	0.875	0.777	MN	17,749.83	153,738.35	5,032,013	11302016
912828SC5	UNITED STATES TREASURY GOVT BND	13,627,718.99	13,661,334.5	13,600,000.00	13,615,562.42	45,772.08		(9,188.36	)	—	—	0.875	0.83	JJ	49,638.12	77,862.29	11,222,013	1312017
912828SD3	UNITED STATES TREASURY GOVT BND	4,431,919.09	4,449,464.96	4,500,000.00	4,438,192.96	11,272		(804.98	)	—	—	1.25	1.562	JJ	23,463.40	7,963.13	2,202,014	1312019
912828SE1	UNITED STATES TREASURY GOVT BND	17,424,570.35	17,518,375	17,500,000.00	17,484,231.55	34,143.45		(3,733.45	)	—	—	0.25	0.395	FA	16,436.47	125,830.41	2,222,012	2152015
912828SJ0	UNITED STATES TREASURY GOVT BND	3,003,642.86	3,011,219.79	3,000,000.00	3,002,853.5	8,366.29		(15,486.68	)	—	—	0.875	0.839	FA	8,773.78	58,900.35	9,272,013	2282017
912828SM3	UNITED STATES TREASURY GOVT BND	200,664.73	201,196	200,000.00	200,614.67	581.33		482.85		—	—	1	0.887	MS	502.73	13,552.19	4,082,014	3312017
912828SP6	UNITED STATES TREASURY GOVT BND	2,854,796.65	2,856,241.5	2,850,000.00	2,851,491.33	4,750.17		23,025.85		—	—	0.375	0.309	AO	2,248.46	56,322.76	9,272,012	4152015
912828SY7	UNITED STATES TREASURY GOVT BND	9,608,903.37	9,635,591.91	9,700,000.00	9,614,510.83	21,081.08		(741.44	)	—	—	0.625	0.932	MN	5,134.90	17,993.67	6,232,014	5312017
912828TB6	UNITED STATES TREASURY GOVT BND	5,697,706.6	5,677,199.89	5,700,000.00	5,694,776.12	(17,576.23	)	(8,925.50	)	—	—	0.75	0.781	JD	116.17	38,316.89	11,082,013	6302017
912828TD2	UNITED STATES TREASURY GOVT BND	15,969,116.1	16,015,038.4	16,000,000.00	15,987,915.05	27,123.35		(288,159.70	)	—	—	0.25	0.323	JJ	18,453.04	414,878.56	3,112,013	7152015
912828TG5	UNITED STATES TREASURY GOVT BND	5,625,878.47	5,624,532.18	5,700,000.00	5,646,558.29	(22,026.11	)	(10,130.86	)	—	—	0.5	0.808	JJ	11,888.12	60,151.74	6,102,013	7312017
912828TK6	UNITED STATES TREASURY GOVT BND	6,004,697.58	6,005,399.4	6,000,000.00	6,004,618.31	781.09		384.17		—	—	0.25	0.181	FA	5,635.36	933.5	6,232,014	8152015
912828TM2	UNITED STATES TREASURY GOVT BND	10,536,391.33	10,582,407.11	10,700,000.00	10,557,473.2	24,933.91		16,828.45		—	—	0.625	1.054	FA	22,352.24	40,164.04	4,082,014	8312017
912828TP5	UNITED STATES TREASURY GOVT BND	8,842,204.59	8,858,318.12	8,850,000.00	8,845,137.83	13,180.29		10,910.83		—	—	0.25	0.296	MS	6,493.21	13,589.9	12,192,013	9152015
912828TS9	UNITED STATES TREASURY GOVT BND	19,148,635.61	19,061,066.2	19,300,000.00	19,185,753.61	(124,687.41	)	10,255.65		—	—	0.625	0.81	MS	30,321.04	62,295.61	11,082,013	9302017
912828TW0	UNITED STATES TREASURY GOVT BND	11,448,915.19	11,487,016.12	11,600,000.00	11,471,680.59	15,335.53		3,093.11		—	—	0.75	1.089	AO	14,657.60	18,542.83	2,042,014	10312017
912828UA6	UNITED STATES TREASURY GOVT BND	10,003,939.76	9,847,599.8	10,000,000.00	10,002,709.04	(155,109.24	)	15,442.99		—	—	0.625	0.617	MN	5,293.72	50,816.48	11,302,012	11302017
912828UC2	UNITED STATES TREASURY GOVT BND	10,002,751.18	10,001,900.5	10,000,000.00	10,002,628.18	(727.68	)	(37,588.57	)	—	—	0.25	0.232	JD	1,092.90	125,117.48	6,052,014	12152015
912828UE8	UNITED STATES TREASURY GOVT BND	29,971,059.27	29,620,800	30,000,000.00	29,973,634.62	(352,834.62	)	17,441.93		—	—	0.75	0.776	JD	611.41	38,221.71	6,022,014	12312017



912828UG3	UNITED STATES TREASURY GOVT BND	23,954,702.63	23,988,081.46	23,950,000.00	23,956,037.59	32,043.87		8,416.50		—	—	0.375	0.359		JJ	41,432.85	27,680.84	6,162,014	1152016
912828UJ7	UNITED STATES TREASURY GOVT BND	5,902,031.25	5,942,879.82	6,000,000.00	5,914,411.95	28,467.87		(1,615.14	)	—	—	0.875	1.284		JJ	21,899.17	33,971.61	12,192,013	1312018
912828UM0	UNITED STATES TREASURY GOVT BND	10,008,593.75	10,012,001	10,000,000.00	10,006,303.99	5,697.01		1,308.40		—	—	0.375	0.336		FA	14,088.40	28,822.05	11,262,013	2152016
912828UR9	UNITED STATES TREASURY GOVT BND	26,398,831.27	26,311,407.67	26,730,000.00	26,424,860.51	(113,452.84	)	(58,202.07	)	—	—	0.75	1.068		FA	67,006.59	116,914.58	6,022,014	2282018
912828UW8	UNITED STATES TREASURY GOVT BND	7,948,856.39	7,951,828.64	7,970,000.00	7,957,234.87	(5,406.23	)	(1,861.20	)	—	—	0.25	0.34		AO	4,191.87	18,062.58	4,252,013	4152016
912828UZ1	UNITED STATES TREASURY GOVT BND	32,536,757.81	32,222,849.01	33,000,000.00	32,638,365.58	(415,516.57	)	42,897.74		—	—	0.625	0.917		AO	34,748.64	208,988.14	5,292,013	4302018
912828VC1	UNITED STATES TREASURY GOVT BND	25,216,444.48	25,327,355.24	25,400,000.00	25,260,868.93	66,486.31		2,178.25		—	—	0.25	0.544		MN	8,110.05	32,892.36	5,012,014	5152016
912828VE7	UNITED STATES TREASURY GOVT BND	13,593,516.6	13,600,950	13,750,000.00	13,621,095.07	(20,145.07	)	27,673.12		—	—	1	1.245		MN	11,646.17	126,112	6,022,014	5312018
912828VG2	UNITED STATES TREASURY GOVT BND	103,352,243.86	103,427,060.03	103,300,000.00	103,351,257.93	75,802.1		2,076.50		—	—	0.5	0.474		JD	22,579.23	4,384.45	6,232,014	6152016
912828VK3	UNITED STATES TREASURY GOVT BND	4,487,519.53	4,510,305.18	4,500,000.00	4,489,873.58	20,431.6		744.77		—	—	1.375	1.433		JD	168.14	4,579.88	7,112,013	6302018
912828VL1	UNITED STATES TREASURY GOVT BND	10,044,564.75	10,031,098.9	10,000,000.00	10,042,724.37	(11,625.47	)	(973.45	)	—	—	0.625	0.414		JJ	28,832.87	19,125.68	5,302,014	7152016
912828VQ0	UNITED STATES TREASURY GOVT BND	35,989,454.17	36,246,745.23	36,198,600.00	36,027,650.58	219,094.65		17,676.37		—	—	1.375	1.494		JJ	207,446.05	149,750.31	5,212,014	7312018
912828VW7	UNITED STATES TREASURY GOVT BND	3,022,265.4	3,021,839.91	3,000,000.00	3,016,706.19	5,133.72		(573.49	)	—	—	0.875	0.62		MS	7,703.80	6,108.45	11,222,013	9152016
912828WB2	UNITED STATES TREASURY GOVT BND	3,543,091.17	3,548,907.72	3,546,000.00	3,544,042.86	4,864.86		(4,748.44	)	—	—	0.25	0.292		AO	1,493.56	40,182.01	11,222,013	10312015
912828WD8	UNITED STATES TREASURY GOVT BND	10,808,941.3	10,785,757.29	10,870,000.00	10,816,418.18	(30,660.89	)	7,263.19		—	—	1.25	1.368		AO	22,891.98	6,349.13	11,202,013	10312018
912828WK2	UNITED STATES TREASURY GOVT BND	5,248,149.65	5,248,635.53	5,250,000.00	5,248,473.65	161.88		19,703.53		—	—	0.07	0.109		JAJO	665.02	17,415.53	2,262,014	1312016
912828WL0	UNITED STATES TREASURY GOVT BND	3,971,406.25	3,979,679.88	4,000,000.00	3,971,679.93	7,999.95		870.70		—	—	1.5	1.651		MN	5,081.97	18,765.78	6,122,014	5312019
912828WM8	UNITED STATES TREASURY GOVT BND	4,992,187.5	4,995,299.9	5,000,000.00	4,992,253.61	3,046.29		324.00		—	—	0.375	0.456		MN	1,588.11	1,374.36	6,242,014	5312016
912828WP1	UNITED STATES TREASURY GOVT BND	24,455,060.69	24,507,592.8	24,500,000.00	24,455,628.22	51,964.58		(1,840.38	)	—	—	0.875	0.937		JD	9,371.58	5,524.86	6,162,014	6152017
912828SS0	UNITED STATES TREASURY GOVT BOND	16,573,534.62	16,529,535.17	16,500,000.00	16,548,544.83	(19,009.66	)	(2,034.40	)	—	—	0.875	0.77		AO	24,324.05	43,916.28	1,162,014	4302017
912828UX6	UNITED STATES TREASURY GOVT IBND TIPS	5,406,918.56	5,296,908.8	5,000,000.00	5,442,262.37	(145,353.57	)	9.35		—	—	0.125	(1.443	)	AO	1,348.51	2,832	5,032,013	4152018
913017BU2	UNITED TECH CORP SENIOR CORP BND	9,706,645.1	9,919,683.39	9,715,000.00	9,710,032.92	209,650.47		(36,473.30	)	—	—	1.8	1.818		JD	14,572.50	147,066.88	11,082,012	6012017
913017BX6	UNITED TECH CORP SENIOR CORP BND	8,033,289.74	8,010,217.13	7,976,000.00	7,995,973.55	14,243.58		(8,251.00	)	—	—	0.727	0.661		MJSD	4,673.31	32,715.62	6,202,013	6012015
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV	2,600,000	2,642,926	2,600,000.00	2,600,000	42,926		—		—	—	2.364	2.364		MN	13,829.40	6,195	4,042,014	5152019
914455KX7	UNIVERSITY MICH UNIV REVS MUNITAX BND REV	3,500,000	3,540,075	3,500,000.00	3,500,000	40,075		—		—	—	1.754	1.754		AO	15,347.50	11,175	10,282,010	4012015
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND REV	1,000,000	1,016,280	1,000,000.00	1,000,000	16,280		—		—	—	1.225	1.225		JD	1,020.83	13,829.4	6,282,012	12012016
BRSJE18C7	UNIVISION COMMUN INC. SENIOR SECURED TERM LOAN	6,210,028.13	6,226,880.23	6,221,250.00	6,211,690.99	15,189.24		1,228.58		—	—	—	0.027		MJSD	0	88,077.13	6,052,013	3012020



BRSM1V101	UNIVISION COMMUN INC. SENIOR SECURED TERM NOTES		1	1,942,919.9	1,975,973.66	1,975,075.00	1,944,261.82	31,711.84		183.43		—	—	—	0.273	MJSD	0	7,414.18	4,012,014	3012020
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES		1	4,604,685.88	4,627,233.88	4,622,888.36	4,605,519.67	21,714.21		546.83		—	—	—	0.076	MJSD	0	29,807.61	4,062,014	5232019
91159HHE3	US BANCORP SENIOR CORP BND MTN		1	4,993,800	5,004,937	5,000,000.00	4,994,578.51	10,358.49		(829.33	)	—	—	1.95	1.976	MN	12,458.33	59,067.71	11,042,013	11152018
91159HHF0	US BANCORP SENIOR CORP BND MTN		1	1,350,000	1,356,398.99	1,350,000.00	1,350,000	6,398.99		—		—	—	0.714	0.728	FMAN	1,258.16	5,845.81	11,042,013	11152018
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	7,498,875	7,515,803.7	7,500,000.00	7,499,030.28	16,773.42		441.01		—	—	1.1	1.105	JJ	34,604.16	9,276.9	1,272,014	1302017
90331HMD2	US BANK NATIONAL ASSOCIATION SENIOR CORP BND		1	3,000,000	3,001,470.12	3,000,000.00	3,000,000	1,470.12		—		—	—	0.455	0.466	JAJO	2,350.06	4,487.37	1,272,014	1302017
BRSLNVTL3	US RENAL CARE INC US RENAL CARE INC			2,322,667.49	2,353,628.77	2,343,014.91	2,324,528.78	29,099.99		661.65		—	—	—	0.156	MJSD	0	100,962.5	4,112,014	7032019
BRSND58U0	UTEX IND SENIOR SECURED TERM NOTES			738,299.08	752,211.76	742,009.13	738,299.08	13,912.68		7.29		—	—	—	0.072	MJSD	0	—	5,162,014	5212021
92867MAC4	VALET_13-1 ABS 13-1		2	5,689,676.24	5,688,535.29	5,690,000.00	5,689,811.39	(1,276.1	)	(243.88	)	—	—	0.56	0.562	MON	973.62	23,175.24	2,212,013	8212017
92867MAB6	VALET_13-1 ABS_13-1 A2		2	2,632,512.7	2,633,027.13	2,632,684.88	2,632,621.79	405.34		91.30		—	—	0.37	0.375	MON	297.64	10,513.48	2,212,013	1202016
92867PAC7	VALET_13-2 ABS_13-2 A3		2	4,044,066.83	4,038,028.53	4,045,000.00	4,044,287.5	(6,258.97	)	75.41		—	—	0.7	0.71	MON	865.18	7,114	11,062,013	4202018
92867PAD5	VALET_13-2 ABS_13-2 A4		2	5,279,070.19	5,261,903.18	5,280,000.00	5,279,216.65	(17,313.47	)	(7,770.75	)	—	—	1.16	1.167	MON	1,871.46	20,018.05	11,062,013	3202020
92867RAC3	VALET_14-1 ABS_14-1 A3		2	4,484,116.46	4,490,854.32	4,485,000.00	4,484,173.76	6,680.56		151.25		—	—	0.91	0.92	MON	1,247.08	10,920	4,232,014	10222018
922764AA3	VENTERRA RE LTD CORP BND 144A	F		7,500,000	7,686,450	7,500,000.00	7,500,000	186,450		—		—	—	3.775	3.814	MJSD	781.25	191,355	12,202,013	1092017
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND			733,862.96	724,862.81	710,000.00	725,824.05	(961.24	)	(8,182.45	)	—	—	2	1.031	MN	2,366.67	12,655.49	4,112,013	11012016
92343VAY0	VERIZON COMMUNICATIONS INC CORP BND			2,277,581	2,231,686.46	2,150,000.00	2,226,589.16	5,097.3		(9,231.20	)	—	—	3	0.944	AO	16,125.00	16,186.02	4,222,013	4012016
92344GAW6	VERIZON COMMUNICATIONS INC CORP BND			5,970,030	5,779,598	5,500,000.00	5,609,054.46	170,543.54		216.08		—	—	4.9	3.21	MS	79,352.78	22,893.75	2,172,010	9152015
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP BND			2,245,230	2,221,967.51	2,250,000.00	2,246,778.12	(24,810.61	)	(2,964.75	)	—	—	1.1	1.144	MN	4,125.01	38,453.12	11,022,012	11012017
92343VBL7	VERIZON COMMUNICATIONS INC SENIOR CORP BND			2,125,000	2,183,543.69	2,125,000.00	2,125,000	58,543.69		(24,108.16	)	—	—	1.761	1.782	MJSD	1,662.79	35,649.38	9,112,013	9152016
92343VBN3	VERIZON COMMUNICATIONS INC SENIOR CORP BND			4,646,448.32	4,769,902.82	4,625,000.00	4,641,217.52	128,685.3		(22,100.23	)	—	—	2.5	2.334	MS	34,045.13	37,942.5	6,022,014	9152016
92343VBP8	VERIZON COMMUNICATIONS INC SENIOR CORP BND			4,114,835.4	4,389,390.05	4,115,000.00	4,114,846.99	274,543.06		3,050.53		—	—	3.65	3.651	MS	44,642.04	69,685	9,112,013	9142018
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP BND			9,412,358.41	9,634,650.4	8,793,000.00	9,377,222.18	257,428.22		276.04		—	—	4.5	3.307	MS	116,507.25	28,285.83	6,022,014	9152020
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES			2,846,719.35	2,862,939.67	2,852,599.00	2,847,842.43	15,097.24		458.30		—	—	—	0.031	MJSD	0	27,025.64	4,032,013	10032019
BRSHKZ9A2	VEYANCE TECHNOLOGIES INC SENIOR SECURED TERM LOAN			4,732,104.17	4,819,155.67	4,804,166.67	4,752,713.45	66,442.22		—		—	—	—	0.331	MJSD	0	20,555.21	3,062,013	9152017
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM NOTES	F	2	5,318,750	5,308,455.6	5,320,000.00	5,318,892.38	(10,436.78	)	5,610.13		—	—	—	0.003	FMAN	0	23,623.09	9,252,013	6072020
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CORP BND		1	6,003,420	5,888,070.84	6,000,000.00	6,002,632.95	(114,562.11	)	(37,047.25	)	—	—	1.2	1.186	JJ	33,200.00	176,687.12	2,272,013	1152018
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		3,855,050.97	3,840,874.9	3,867,000.00	3,859,177.53	(18,302.63	)	(82,053.27	)	—	—	1.25	1.314	MS	12,755.73	104,000	9,192,012	9262017



92857WBB5	VODAFONE GROUP PLC SENIOR CORP BND	F		9,120,000	9,143,621.07	9,120,000.00	9,120,000	23,621.07		—		—	—	0.611	0.675		FMAN	6,654.19	8,804.17	2,112,013	2192016
BRSESZBW0	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		1,553,957.45	1,638,534.76	950,000.00	1,543,077.86	95,456.9		(89.70	)	—	97,019.24	2	1.252		AO	6,124.62	176.07	11,272,013	10232015
928668AA0	VOLKSWAGEN GROUP OF AMERICA FI SENIOR CORP BND 144A			4,996,900	4,993,705.75	5,000,000.00	4,997,007.78	(3,302.03	)	(9,091.85	)	—	—	1.25	1.271		MN	6,597.22	43,280.38	5,152,014	5232017
928670AR9	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A	F		5,000,000	5,010,549.95	5,000,000.00	5,000,000	10,549.95		—		—	—	0.829	0.912		FMAN	4,833.50	6,192.45	11,132,012	11202014
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CORP BND 144A	F		10,345,833.09	10,378,214.73	10,350,000.00	10,346,367.15	31,847.58		(33,599.46	)	—	—	1.125	1.14		MN	13,907.82	114,669.74	6,022,014	11182016
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			4,590,450	4,592,115.23	4,500,000.00	4,559,331.26	32,783.97		(1,517.51	)	—	—	1.875	1.281		OCT	60,468.75	6,875	4,032,013	10132016
92867KAC8	VWALT_12-A ABS_12-A A3		2	1,300,472.94	1,302,056.28	1,300,729.57	1,300,670.16	1,386.12		107.32		—	—	0.87	0.881		MON	345.78	13,051.05	6,132,012	7202015
BRSM3TBY9	VWR FUNDING INC SENIOR SECURED TERM LOAN			1,902,259.63	1,918,182.25	1,915,070.26	1,903,867.41	14,314.84		66.09		—	—	—	(0.039	)	JAJO	0	6,069.36	2,062,014	4032017
BRSLY7M07	W R GRACE & CO - CONN SENIOR SECURED TERM NOTES		1	2,083,366.69	2,087,282.79	2,088,588.16	2,083,627.87	3,654.92		38.31		—	—	—	0.036		MJSD	0	1,579.22	1,242,014	2032021
931142BY8	WAL-MART STORES INC CORP BND			4,448,840	4,167,264	4,000,000.00	4,161,744.81	5,519.19		—		—	—	4.5	0.443		JJ	90,000.00	13,399.53	9,132,012	7012015
931142CR2	WAL-MART STORES INC CORP BND			993,090	1,019,130	1,000,000.00	998,895.61	20,234.39		355.21		—	—	2.875	3.025		AO	7,187.50	9,350	3,242,010	4012015
931142CX9	WAL-MART STORES INC CORP BND			1,665,938.25	1,697,865.43	1,675,000.00	1,672,543.05	25,322.38		(43,591.64	)	—	—	1.5	1.613		AO	4,606.25	134,750	10,182,010	10252015
931142DE0	WAL-MART STORES INC SENIOR CORP BND			4,351,907.95	4,358,172.09	4,355,000.00	4,353,159.96	5,012.13		114.92		—	—	0.6	0.624		AO	5,806.67	3,025	4,042,013	4112016
931142DF7	WAL-MART STORES INC SENIOR CORP BND			6,993,560	6,914,635.7	7,000,000.00	6,995,099.76	(80,464.06	)	310.62		—	—	1.125	1.144		AO	17,500.00	25,175	4,042,013	4112018
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN			9,014,656.75	9,004,180.52	9,075,000.00	9,033,090.45	(28,909.93	)	163.85		—	—	1.1	1.238		JD	8,318.75	25,105.96	2,112,013	12012017
25468PDA1	WALT DISNEY COMPANY (THE) SENIOR CORP BND MTN			3,996,000	3,976,149	4,000,000.00	3,996,061.58	(19,912.58	)	282.44		—	—	1.85	1.871		MN	5,961.11	8,909.77	5,282,014	5302019
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2	2,426,735.24	2,384,790.85	2,451,634.67	2,428,545.9	(43,755.05	)	492.25		—	—	2.349	2.549		MON	4,798.65	14,050.74	1,102,008	10252035
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A		2	13,144,687.7	13,050,498.22	11,956,151.66	13,034,377.57	16,120.65		(43,782.41	)	—	—	5.297	(2.07	)	MON	52,776.45	45,582.9	6,022,014	11152048
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			1,028,937.99	1,024,053.86	1,025,012.24	1,023,147.93	905.93		22.96		—	—	—	(1.372	)	MJSD	0	1,541.71	5,302,013	3232018
94974BEU0	WELLS FARGO & COMPANY CORP BND			3,395,750	3,487,006	3,400,000.00	3,399,291.46	87,714.54		1,526.51		—	—	3.625	3.651		AO	26,019.45	96,443.75	1,052,012	4152015
94974BFA3	WELLS FARGO & COMPANY CORP BND			4,014,400	4,020,720	4,000,000.00	4,003,539.14	17,180.86		912.74		—	—	1.25	1.106		FA	19,166.67	18,145.64	7,242,012	2132015
94974BEZ9	WELLS FARGO & COMPANY SENIOR CORP BND			2,992,320	3,113,592	3,000,000.00	2,996,108.1	117,483.9		—		—	—	2.625	2.68		JD	3,500.00	10,356.68	12,052,011	12152016
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND			11,295,399	11,324,592.69	11,225,000.00	11,255,982.26	68,610.43		(15,580.65	)	—	—	1.5	1.221		JJ	84,187.50	62,338.06	2,132,013	7012015
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND			498,860	498,013.04	500,000.00	498,987.92	(974.88	)	(4,096.02	)	—	—	1.5	1.559		JJ	3,437.50	7,812.49	1,102,014	1162018
94974BFK1	WELLS FARGO & COMPANY SENIOR CORP BND			5,000,000	5,043,349.85	5,000,000.00	5,000,000	43,349.85		(80,604.43	)	—	—	0.856	0.906		JAJO	8,201.90	90,000	4,162,013	4232018
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND			4,000,000	4,025,360.12	4,000,000.00	4,000,000	25,360.12		(6,497.94	)	—	—	0.758	0.795		JAJO	5,894.39	40,381.45	7,222,013	7202016
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND			3,093,428	3,102,662.87	3,100,000.00	3,093,667.37	8,995.5		(2,028.51	)	—	—	2.125	2.17		AO	12,626.04	10,899.58	4,142,014	4222019



94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN			5,085,850	5,067,156.6	5,000,000.00	5,085,850	(18,693.4	)	554.69		—	—	4.1	3.918	JD	16,513.89	67,157.5	6,272,014	6032026
BRSMB8L58	WESCO AIRCRAFT SENIOR SECURED TERM NOTES			993,244.26	992,208.7	995,733.60	993,344.34	(1,135.64	)	—		—	—	—	0.036	MJSD	0	84,199.06	2,242,014	2282021
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM NOTES		1	557,200	561,379	557,200.00	557,200	4,179		745.16		—	—	—	—	FMAN	0	—	12,172,013	11122020
9612EMAK5	WESTPAC BANKING CORP - GTD CORP BND 144A	F		309,540	303,232.04	300,000.00	302,980.06	251.98		(202.34	)	—	—	2.7	0.437	JD	495.00	2,401.49	7,082,013	12092014
961214BN2	WESTPAC BANKING CORP CORP BND	F		2,307,718.43	2,307,696.75	2,250,000.00	2,303,836.41	3,860.34		(16,275.77	)	—	—	3	0.796	FA	27,562.50	24,669.51	6,022,014	8042015
96122WAB6	WESTPAC BANKING CORP SECURED LOCAL BND 144A	F		4,498,676.97	4,466,492.03	4,421,000.00	4,457,763.07	8,728.96		(19,504.18	)	—	—	1.375	0.575	JJ	27,692.65	67,394.15	4,262,013	7172015
961214BX0	WESTPAC BANKING CORP SENIOR CORP BND	F		4,000,000	4,032,439.56	4,000,000.00	4,000,000	32,439.56		1,799.68		—	—	0.993	1.129	MJSD	661.73	45,312.5	9,182,012	9252015
961214BY8	WESTPAC BANKING CORP SENIOR CORP BND	F		4,539,773.25	4,570,980.68	4,545,000.00	4,542,309.27	28,671.41		28.36		—	—	0.95	0.989	JJ	20,269.44	7,713.72	1,072,013	1122016
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	F		1,618,299	1,619,339.25	1,620,000.00	1,618,361.24	978.01		6.84		—	—	1.2	1.236	MN	2,160.00	1,955.56	5,142,014	5192017
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN	F		1,999,420	2,002,883.92	2,000,000.00	1,999,584.76	3,299.16		(38,534.72	)	—	—	1.6	1.606	JJ	15,022.22	50,243.44	1,072,013	1122018
949781AC2	WFMBS CMO 05-AR1 2A1		2	394,353.03	396,650.12	404,205.53	395,220.22	1,429.9		3,419.09		—	—	2.61	3.108	MON	879.24	23,232.17	5,272,008	2252035
949781AA6	WFMBS CMO 05-AR1 1A1		2	1,677,656.28	1,732,193.5	1,718,659.06	1,682,723.44	49,470.06		(35,422.01	)	—	—	2.61	3.054	MON	3,738.12	88,267.2	12,052,006	2252035
94982BAG5	WFMBS CMO 05-AR8 3A2		2	429,124.41	443,868	436,559.56	430,527.53	13,340.47		716.89		—	—	2.602	2.925	MON	946.71	2,190.17	12,152,005	6252035
949797AA2	WFMBS WHOLE CMO 07-15 A1		2	157,131.21	157,279.36	156,143.11	157,020.51	258.85		185.13		—	—	6	5.783	MON	780.72	2,875.56	1,172,008	11252037
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1		2	128,337.73	131,873.05	129,470.59	128,474.33	3,398.72		(97.37	)	—	—	2.615	2.761	MON	282.13	4,877.21	1,142,008	12252034
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	1,237,709.42	1,294,702.49	1,273,476.19	1,243,426.25	51,276.24		(525.10	)	—	—	2.613	3.23	MON	2,773.39	16,820.96	7,192,006	4252035
981464DG2	WFNMT_12-C ABS 12-C		2	3,188,784.29	3,215,931.51	3,190,000.00	3,189,145.29	26,786.22		122.01		—	—	2.23	2.247	MON	3,161.65	35,605.99	7,132,012	8152022
981464DX5	WFNMT_13-B ABS 13-B		2	2,210,123.46	2,208,824.96	2,210,000.00	2,210,113.48	(1,288.52	)	33.44		—	—	0.91	0.908	MON	893.82	3,419.76	6,252,014	3162020
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN		2	2,689,050	2,688,633.2	2,689,050.00	2,689,050	(416.8	)	17.41		—	—	—	—	JAJO	0	2,206.7	1,102,013	1232020
BRSF5Z2P7	WIRECO WORLDGROUP INC TERM NOTES			3,010,831.32	3,065,953.86	3,041,243.75	3,023,681.88	42,271.98		613.70		—	—	—	0.217	MJSD	0	12,749.93	6,282,012	2152017
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CORP BND		1	2,500,000	2,505,158.43	2,500,000.00	2,500,000	5,158.43		726.73		—	—	1.7	1.7	JD	1,888.89	16,687.5	6,102,013	6152018
982526AR6	WM WRIGLEY JR CO SENIOR CORP BND 144A			1,005,540	1,006,380.23	1,000,000.00	1,004,307.57	2,072.66		58.30		—	—	1.4	1.21	AO	2,722.22	3,589.75	10,242,013	10212016
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A			279,097.5	279,462.58	275,000.00	278,923.84	538.74		(110.60	)	—	—	2	1.555	AO	1,084.72	855.56	5,022,014	10202017
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	3,995,575	4,074,628	4,000,000.00	3,996,151.62	78,476.38		(626.80	)	—	—	2.4	2.423	AO	18,666.67	22,112.89	10,172,013	10212018
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2	2,791,416.02	2,673,736.34	3,046,565.94	2,817,626.8	(143,890.46	)	1,727.95		—	—	5.5	7.52	MON	13,963.43	26,838.41	12,172,007	11252035
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM LOAN		2	3,002,926.7	2,958,828.72	3,002,926.70	3,002,926.7	(44,097.98	)	2,766.10		—	—	—	—	FMAN	0	98,909.23	9,062,013	7012020
98158PAC2	WOART_11-B ABS_11-B A3		2	103,676.9	103,886.52	103,677.09	103,675.94	210.58		(0.22	)	—	—	0.96	0.961	MON	44.24	14.79	11,022,011	8152016



98158KAD1	WORLD OMNI AUTO RECEIVABLES TR ABS 11-A		2	2,695,939.18	2,709,296.72	2,696,059.15	2,696,007.89	13,288.83		517.16		—	—	1.91	1.918	MON	2,288.65	9,149.61	3,022,011	4152016
BRSLKWZ29	WTG HOLDINGS III CORP SENIOR SECURED TERM LOAN			460,361.62	464,215.71	462,675.00	460,507.28	3,708.43		134.68		—	—	—	0.071	MJSD	0	5,725.84	12,122,013	1152021
984121CF8	XEROX CORPORATION SENIOR CORP BND			1,298,375	1,351,032.58	1,300,000.00	1,299,090.93	51,941.65		192.15		—	—	2.95	2.977	MS	11,291.94	27,187.5	3,082,012	3152017
983919AG6	XILINX, INC. SENIOR CORP BND			1,989,540	1,988,174.28	2,000,000.00	1,990,139.49	(1,965.21	)	351.12		—	—	2.125	2.236	MS	12,868.06	29,312.5	3,052,014	3152019
98417EAU4	XSTRATA FINANCE CANADA LTD SENIOR CORP BND 144A	A		4,128,053.2	4,232,151.28	4,135,000.00	4,130,288.06	101,863.22		976.09		—	—	2.7	2.486	AO	20,468.25	6,940.45	10,182,012	10252017
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D		1,749,244.45	1,860,466.07	1,000,000.00	1,712,114.08	148,351.99		(20,414.00	)	—	96,632.89	4.75	3.078	APR	17,822.81	31,607.11	11,272,013	4122018
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	F	1	3,493,617.02	3,661,318.87	3,697,872.34	3,497,364.25	163,954.62		—		—	—	—	0.729	JAJO	0	183.26	2,072,014	1152022
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	F	1	2,191,489.36	2,359,422.99	2,382,978.73	2,194,956.2	164,466.79		3,747.23		—	—	—	1.076	JAJO	0	8,734.04	2,072,014	1152022
BRSM4TSP9	ZIGGO BV SENIOR SECURED TERM NOTES	F	1	3,909,351.07	3,880,408.15	3,919,148.94	3,909,351.07	(28,942.92	)	3,466.84		—	—	—	0.033	JAJO	0	5,478.72	2,072,014	1152022
TOTAL					5,154,629,638.02		5,115,944,858	38,684,780.02



Validus Holdings, Ltd. June 30, 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	6022014	LLOYDS BANK	9072014	5,602,821.64	(843.13	)	(60,919.54	)	—	114,353.53	3,315,000.00	5,622,603.61	89,335.02	—	5	0.312	MS	65,481.86	—
CDP FINANCIAL INC CORP BND 144A		125094AB8	2052014	Tax Free Exchange	11252014	6,057,706.23	3,074.61		(85,502.37	)	—	—	6,000,000.00	6,116,237.02	18,000	—	3	0.585	MN	106,908.34	—
CDN S/T INVT BLENDED ACCT		993252329	6302014	DIRECT		3,347,819.51	—		—		—	—	3,347,819.51	3,347,819.51	—	—	—	1.026		286.55	—
UNITED STATES TREASURY TBILL CASH		912796EK1	6232014	DEUTSCHE BANK AG	12182014	3,099,429.08	—		26.86		—	—	3,100,000.00	3,099,402.22	—	—	0.039	0.04	MAT	—	—
WESTERN AST INS CSH RES		52470G205	Multi			9,671,622.01	—		—		—	—	9,671,622.01	9,671,622.01	—					469.03	—
DREYFUS UNIVERSAL LIQUIDITY PL		B0A01CHL6	Multi			2,959,903.67	—		—			—	2,959,903.67	2,959,903.67	—					144.07	—
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	Multi			1,561,031.89	—		—			—	1,561,031.89	1,561,031.89	—					2,839.48	—
DREYFUS UNIVERSAL USD LIQ FD		DRFUNI$20	Multi			78,437,475.69	—		—			—	78,437,475.69	78,437,475.69	—					7.97	—
GOLDMAN SACHS		GLDSCS$03	Multi			43,231,323.52	—		—			—	43,231,323.52	43,231,323.52	—					1,636.86	—
BONY CASH RESERVE		S875996$0	Multi			593,877,474.77	—		—			—	593,877,474.77	593,877,474.77	—					9,002.02	—
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			10,844,829.6	—		0.02			52,750.32	6,373,412.83	10,844,829.6	—					12,087	—
DREYFUS INSTL RES MONEY #6542		BRS7B4Y98	Multi			13,102,167.47	—		—			—	13,102,167.47	13,102,167.47	—					10.19	—
GLENCORE FUNDING LLC		37790BG39	Multi			999,980.55	—		272.22			—	1,000,000	999,708.33	—					—
						816,650,825.63	2,231.48		(146,122.81	)	—	167,103.85	809,834,471.36	816,728,839.31	107,335.02



Validus Holdings, Ltd. June 30, 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	1,899,576.13	2,014,462.76	1,899,576.13	114,886.63		—	—	—	—	—	—
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	5,521,953.09	3,765,757.24	1,756,195.85		—	—	—	198,479.67	—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	4,407,128.62	6,241,759.12	4,407,128.62	1,834,630.5		—	—	—	—	—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	11,671,730.99	16,351,325.17	11,671,730.99	4,679,594.18		—	—	—	—	—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	2,791,761.65	3,720,849.89	2,791,761.65	929,088.24		—	—	—	—	—	—
BUFFETS INC			7/18/2012	920,570.56	0.07	920,570.56	(920,570.49	)	—	—	—	—	—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	147,347,129.47	221,111,978.00	147,347,129.47	73,764,848.53		—	—	—	—	—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	125,000,000	133,859,190.80	125,000,000	8,859,190.8		—	—	—	—	—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000.00	45,986,715.4	125,000,000.00	(79,013,284.6	)	—	—	—	—	—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	157,500,000.00	206,586,764.6	157,500,000.00	49,086,764.6		—	—	—	—	—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	100,000,000.00	100,000,000	100,000,000.00	—		—	—	—	—	—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	31,405,857.00	31,689,532	31,405,857.00	283,675		—	—	—	—	—	—
GUARDIAN GROWTH EQUITY			9/4/2009	6,181,301.52	10,303,235.74	6,181,301.52	4,121,934.22		—	—	—	—	—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	34,803.67	17,203.14	17,600.53		—	—	—	—	—	—
Total				717,908,033.62	783,422,587.67	717,908,033.62	65,514,554.05



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



Exhibit No.		Description

	99.1	Release regarding U.S. GAAP investment portfolio in a Schedule D - Part 1 format dated July 24, 2014



VALIDUS HOLDINGS, LTD. (Registrant)
By:		/s/ Jeffrey D. Sangster

Name:	Jeffrey D. Sangster
Title:	Executive Vice President & Chief Financial Officer



Item 2.02		Results of Operations and Financial Condition.



Item 9.01.		Financial Statements and Exhibits.



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