8-K

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

___________

FORM 8-K

___________

CURRENT REPORT

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

Date of Report (Date of earliest event reported): October 29, 2015

Commission file number 001-33606

___________

VALIDUS HOLDINGS, LTD.

(Exact name of registrant as specified in its charter)

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

29 Richmond Road, Pembroke, Bermuda HM 08

(Address of principal executive offices)

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

Not Applicable

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

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

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

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

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

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

Item 2.02 Results of Operations and Financial Condition.

On October 29, 2015, Validus Holdings, Ltd. released information regarding its U.S. GAAP basis investment portfolio in a Schedule D - Part 1 format. A copy of this release is attached to this Current Report on Form 8-K as Exhibit 99.1 and is incorporated herein by reference.

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

Item 9.01. Financial Statements and Exhibits.

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

Exhibit No.		Description
	99.1	Release regarding U.S. GAAP investment portfolio in a Schedule D - Part 1 format dated October 29, 2015

SIGNATURES

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

Date: October 29, 2015

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

EX-99.1

Validus Holdings, Ltd. September 30, 2015 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
00084DAE0	ABN AMRO BANK NV CORP BND 144A		F			6,261,360	6,197,382	6,000,000.00	6,220,693.13	(23,311.13	)	(40,666.87	)	—	—		4.25		FA	41,791.67	21,958.33		20150626	20170202
00084UAA0	ACASL_14-1A SENIOR ABS 14-1A A 144A		F	2		745,050	745,327.5	750,000.00	745,676.1	(348.6	)	626.10		—	—		1.797		JAJO	2,732.94	6,403.47		20150123	20260718
00101JAE6	ADT CORP SENIOR CORP BND					3,984,328.45	3,940,000	4,000,000.00	3,989,501.95	(49,501.95	)	4,252.25		—	—		2.25		JJ	19,000.00	90,000		20130430	20170715
001406AA5	AIM_15-1A ABS 15-1A A1 144A		F	2		3,354,166.66	3,354,428.28	3,354,166.66	3,354,154.75	273.53		(11.91	)	—	—		4.213		MON	6,280.49	82,841.03		20150213	20400215
00182EAW9	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO		F			999,880	1,001,923.83	1,000,000.00	999,899.52	2,024.31		37.23		—	—		1.75		MS	97.22	16,673.61		20150324	20180329
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B			2		1,279,669.4	1,277,481.19	1,279,669.40	1,279,669.4	(2,188.21	)	—		—	—		0.507		MON	288.09	6,887.97		20121016	20210115
00206RAR3	AT&T INC CORP BND					2,707,421.5	2,724,456.94	2,450,000.00	2,698,766.2	25,690.74		(8,655.30	)	—	—		5.8		FA	18,157.22	(789.45	)	20150812	20190215
00206RAT9	AT&T INC CORP BND		O			517,103.96	481,336.68	300,000.00	501,673.55	(20,336.87	)	(16,779.63	)	—	(17,453.96	)	5.875		APR	11,247.80	46,794.31		20141210	20170428
00206RAW2	AT&T INC CORP BND					6,239,590.5	6,247,185.75	6,175,000.00	6,183,586	63,599.75		(10,237.08	)	—	—		2.95		MN	68,816.95	94,068.13		20110524	20160515
00206RBM3	AT&T INC SENIOR CORP BND					997,780	992,653.12	1,000,000.00	998,071.62	(5,418.5	)	291.62		—	—		1.4		JD	4,666.67	—		20150527	20171201
00206RCA8	AT&T INC SENIOR CORP BND					3,523,968	3,481,841.02	3,450,000.00	3,515,475.43	(33,634.41	)	(8,492.57	)	—	—		2.375		MN	28,222.91	6,372.92		20150424	20181127
00206RCC4	AT&T INC SENIOR CORP BND					3,010,080	3,007,319.88	3,000,000.00	3,007,907.56	(587.68	)	(1,625.19	)	—	—		2.3		MS	3,833.33	69,000		20140305	20190311
00206RCL4	AT&T INC SENIOR CORP BND			1		599,694	590,806.78	600,000.00	599,720.8	(8,914.02	)	76.35		—	—		2.45		JD	6,002.50	27,253.53		20150423	20200630
00206RCN0	AT&T INC SENIOR CORP BND			1		1,794,672	1,717,143.32	1,800,000.00	1,794,864.22	(77,720.9	)	281.27		—	—		3.4		MN	24,990.00	13,846.5		20150929	20250515
002799AT1	ABBEY NATIONAL TREASURY SERVIC SENIOR CO		F			1,247,312.5	1,253,109.55	1,250,000.00	1,247,588.15	5,521.4		275.65		—	—		2.375		MS	1,236.98	14,843.75		20150309	20200316
002824AU4	ABBOTT LABORATORIES CORP BND					2,412,386	2,376,345.77	2,150,000.00	2,387,027.72	(10,681.95	)	(27,523.37	)	—	—		5.125		AO	55,093.75	(8,577.26	)	20150504	20190401
002824AZ3	ABBOTT LABORATORIES SENIOR CORP BND					1,092,919.5	1,085,940.8	1,095,000.00	1,093,142.15	(7,201.35	)	222.65		—	—		2		MS	973.33	11,254.17		20150305	20200315
00287YAJ8	ABBVIE INC SENIOR CORP BND					7,636,590.96	7,644,830.6	7,624,000.00	7,635,675.61	9,154.99		(3,533.48	)	—	—		1.75		MN	53,738.61	51,968.35		20150717	20171106
00287YAL3	ABBVIE INC SENIOR CORP BND					982,080	976,091	1,000,000.00	982,829.21	(6,738.21	)	749.21		—	—		2.9		MN	11,680.56	(1,691.67	)	20150521	20221106
00287YAN9	ABBVIE INC SENIOR CORP BND					4,745,677.5	4,735,358.46	4,750,000.00	4,746,227.59	(10,869.13	)	660.70		—	—		1.8		MN	32,537.50	5,212.5		20150708	20180514
00287YAT6	ABBVIE INC SENIOR CORP BND			1		9,361,460	9,348,721.4	9,400,000.00	9,364,225.66	(15,504.26	)	2,765.66		—	—		2.5		MN	89,430.54	—		20150505	20200514
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1			2		360,500	360,500	400,000.00	378,123.8	(17,623.8	)	3,138.85		—	—		1.699		MON	264.21	2,938.03		20100329	20351226
00432CBB6	AGSL_03-1 ABS_03-1-2003-1			2		311,937.5	311,937.5	350,000.00	325,650.25	(13,712.75	)	2,072.38		—	—		1.667		MON	207.80	3,017.25		20100329	20351226
00432CBP5	AGSL_03-1 ABS_04-1-2004-1			2		435,625	435,625	500,000.00	458,874.24	(23,249.24	)	4,050.95		—	—		1.627		MON	222.88	3,617.94		20100329	20321227
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,194,729.51	1,203,222.37	1,226,936.60	1,211,932.49	(8,710.12	)	8,884.49		—	—		0.509		FMAN	659.33	4,774.98		20120808	20241122
00452PAG2	ACIS_15-6A MEZZANIN ABS 15-6A B1 144A		F	1		2,238,750	2,253,161.25	2,250,000.00	2,239,451.82	13,709.43		701.82		—	—		2.78		FMAN	10,251.62	18,925.47		20150304	20270501
00452PAN7	ACIS_15-6A MEZZANIN ABS 15-6A C 144A		F	1		495,000	498,828	500,000.00	495,289.14	3,538.86		289.14		—	—		3.67		FMAN	3,007.44	5,553.02		20150304	20270501
00485YAA7	ACORN RE LTD SENIOR CORP BND 144A		F			17,050,000	17,189,639.5	17,050,000.00	17,050,000	139,639.5		—		—	—		3.663		MON	36,435.57	119,626.68		20150702	20180717

00507UAD3	ACTAVIS FUNDING SCS SENIOR CORP BND	F			9,707,707.38		9,637,900.79	9,715,000.00	9,709,132.45		(71,231.66	)	1,122.60		—	—	2.45	JD	70,082.93	119,008.75		20141113	20190615
00507UAN1	ACTAVIS FUNDING SCS SENIOR CORP BND	F			6,177,000		6,154,144.92	6,177,000.00	6,177,000		(22,855.08	)	—		—	—	1.416	MJSD	4,130.35	43,322.49		20150303	20180312
00507UAP6	ACTAVIS FUNDING SCS SENIOR CORP BND	F	1		2,224,888.75		2,229,003.31	2,225,000.00	2,224,900.24		4,103.07		21.08		—	—	3	MS	3,522.91	64,274.83		20150303	20200312
006897AG7	ADPK_13-1A MEZZANIN ABS 13-1A C 144A		2		2,504,750		2,486,717.5	2,500,000.00	2,504,364.81		(17,647.31	)	(385.19	)	—	—	3.289	JAJO	17,814.33	20,698.08		20150325	20240415
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND				1,544,936.3		1,505,287.4	1,490,000.00	1,503,719.72		1,567.68		(12,212.65	)	—	—	2	FA	4,883.89	29,800		20130307	20160802
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A	F	2		310,895.15		318,949.41	322,171.12	321,076.4		(2,126.99	)	10,198.20		—	—	0.464	MON	95.56	1,871.28		20131106	20320510
009363AR3	AIRGAS INC SENIOR CORP BND		1		3,569,966.76		3,628,041.68	3,572,000.00	3,570,013.79		58,027.89		47.03		—	—	3.05	FA	15,131.38	—		20150806	20200801
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND				3,345,913		3,350,033.5	3,350,000.00	3,349,947.45		86.05		1,025.63		—	—	0.55	AO	8,495.97	9,212.5		20121009	20151015
011395AB6	ALAMO RE LTD CORP BOND 144A	F			1,950,000		1,998,828	1,950,000.00	1,950,000		48,828		—		—	—	5.9	MJSD	0	33,876.35		20150506	20180607
011395AC4	ALAMO RE LTD CORP BOND 144A	F			2,600,000		2,653,170	2,600,000.00	2,600,000		53,170		—		—	—	4.6	MJSD	4,983.33	35,216.22		20150506	20190607
018490AP7	ALLERGAN INC/UNITED STATES SENIOR CORP B				970,860		978,122.79	1,000,000.00	979,080.47		(957.68	)	12,635.90		—	—	1.35	MS	600.00	32,325		20130307	20180315
01F0224A0	FNMA TBA MBS		2		2,537,500		2,548,437.5	2,500,000.00	2,537,500		10,937.5		—		—	—	2.5	MON	3,125.00	(3,125	)	20150914	20301001
01F030496	FNMA TBA MBS		2		(10,937.5	)	—	—	(10,887.97	)	10,887.97		49.53		—	—	3	MON	0	—		20150812	20300901
01F0304A3	FNMA TBA MBS		2		5,187,500		5,205,468.75	5,000,000.00	5,187,500		17,968.75		—		—	—	3	MON	7,500.00	(7,500	)	20150914	20301001
01F030694	FNMA TBA MBS		2		(36,078.53	)	—	—	(35,996.54	)	35,996.54		81.99		—	—	3	MON	0	—		20150810	20450901
01F0306A1	FNMA TBA MBS		2		10,888,920.47		11,012,011.88	10,866,000.00	10,888,920.47		123,091.41		—		—	—	3	MON	11,771.50	(11,771.5	)	20150909	20421001
01F032690	FNMA TBA MBS		2		(931.55	)	—	—	(929.5	)	929.5		2.05		—	—	3.5	MON	0	—		20150811	20450901
01F0326A7	FNMA TBA MBS		2		6,167,875.32		6,219,111.25	5,962,000.00	6,167,875.32		51,235.93		—		—	—	3.5	MON	7,535.30	(7,535.3	)	20150909	20451001
01F040685	FNMA TBA MBS		2		(15,312.5	)	—	—	(14,992.44	)	14,992.44		320.06		—	—	4	MON	0	—		20150707	20450801
01F040693	FNMA TBA MBS		2		(38,284.14	)	—	—	(37,423.92	)	37,423.92		860.22		—	—	4	MON	0	—		20150810	20450901
01F0406A0	FNMA TBA MBS		2		13,158,113.75		13,233,712.81	12,406,000.00	13,158,113.75		75,599.06		—		—	—	4	MON	17,919.78	(17,919.78	)	20150909	20441001
01F042699	FNMA TBA MBS		2		(13,204.69	)	—	—	(12,896.04	)	12,896.04		308.65		—	—	4.5	MON	0	—		20150811	20450901
01F0426A6	FNMA TBA MBS		2	1	6,779,139.85		6,786,231.26	6,260,000.00	6,779,139.85		7,091.41		—		—	—	4.5	MON	10,172.50	(10,172.5	)	20150910	20451001
01F0506A9	FNMA 30 YR		2		4,404,375		4,408,125	4,000,000.00	4,404,375		3,750		—		—	—			7,222.22	(7,222.22	)		0
02006MAC5	ALLYA_13-2 ABS 13-2 A3				698,161.79		698,222.81	698,189.30	698,178.18		44.63		13.20		—	—	0.79	Monthly	245.14	5,551.23		10232013	1152018
02006VAC5	ALLYA _14-3 SENIOR ABS _14-3-A3				4,584,325.95		4,592,473.64	4,585,000.00	4,584,429.29		8,044.35		198.07		—	—	1.28	Monthly	2,608.36	43,689.98		12102014	6172019
02006WAC3	ALLYA_14_2 ABS_14_2-A3		2		7,498,624.5		7,511,025.23	7,500,000.00	7,499,139.72		11,885.51		377.94		—	—	1.25	MON	4,166.67	70,312.5		20140917	20190415
021441AD2	ALTERA CORPORATION SENIOR CORP BND				1,397,858		1,404,533.62	1,400,000.00	1,399,287.64		5,245.98		321.63		—	—	1.75	MN	9,255.55	12,250		20120501	20170515
02209SAT0	ALTRIA GROUP INC SENIOR CORP BND		1		2,997,570		3,020,120.11	3,000,000.00	2,998,056.88		22,063.23		546.98		—	—	2.625	JJ	16,843.75	65,114.58		20141110	20200114
023135AH9	AMAZON.COM INC SENIOR CORP BND				3,092,176.38		3,085,737.43	3,100,000.00	3,093,991.59		(8,254.16	)	1,815.21		—	—	1.2	MN	12,606.66	11,883.34		20150130	20171129
023770AB6	AMERICAN AIRLINES INC. SECURED CORP BND		2		4,000,000		3,880,000	4,000,000.00	4,000,000		(120,000	)	—		—	—	3.7	MN	80,166.67	—		20150302	20241101
025816BJ7	AMERICAN EXPRESS COMPANY CAPSEC CORP BND		1		12,783,750		12,622,500	12,750,000.00	12,778,728.68		(156,228.68	)	(4,521.75	)	—	—	5.2	MN	250,466.67	405,743		20141125	20491231
02582JGJ3	AMXCA_13-3 ABS_13-3 A		2		1,124,871.08		1,126,642.55	1,125,000.00	1,124,914.36		1,728.19		53.94		—	—	0.98	MON	490.00	27,622.12		20131105	20190515
02582JGW4	AMERICAN EXPRESS CREDIT ACCOUN ABS 14-4		2		3,864,745.97		3,888,151.31	3,865,000.00	3,864,779.86		23,371.45		76.12		—	—	1.43	MON	2,456.42	41,452.11		20150601	20200615

02587UAB6	AMXCA_12-5 ABS 12-5		2	1,149,890.64	1,149,988.5	1,150,000.00	1,149,985.59	2.91		15.18		—	—	0.59	MON	301.56	5,088.78		20121101	20180515
0258M0DD8	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			1,027,420	1,014,284.59	1,000,000.00	1,016,452.19	(2,167.6	)	(8,167.44	)	—	—	2.375	MS	461.81	23,750		20120321	20170324
0258M0DJ5	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			304,584	302,908.45	300,000.00	304,251.15	(1,342.7	)	(332.85	)	—	—	2.125	JJ	1,133.33	301.04		20150707	20180727
0258M0DK2	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			995,980	1,003,297.81	1,000,000.00	996,850.98	6,446.83		648.12		—	—	2.125	MS	767.36	21,250		20140313	20190318
0258M0DP1	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			2,029,820	2,005,457.46	2,000,000.00	2,026,763.03	(21,305.57	)	(2,412.74	)	—	—	2.25	FA	5,750.00	33,125		20150409	20190815
0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO			3,465,350.2	3,470,216.8	3,470,000.00	3,466,910.55	3,306.25		1,140.55		—	—	1.55	MS	1,344.64	53,635.61		20140918	20170922
0258M0DT3	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	954,064.1	953,697.04	955,000.00	954,125.77	(428.73	)	61.67		—	—	2.375	MN	7,875.43	—		20150520	20200526
0258M0DX4	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		1	734,419.35	740,848.46	735,000.00	734,424.46	6,424		5.11		—	—	2.6	MS	902.41	—		20150909	20200914
02640FAG3	AGFMT_10-1 WHOLE CMO 10-1 144A		2	4,129,125	4,030,252.2	3,900,000.00	3,982,965.4	47,286.8		(114,507.57	)	—	—	5.65	MON	18,362.50	165,262.5		20141015	20580325
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A		2	1,559,407.74	1,529,568.48	1,559,407.74	1,559,407.74	(29,839.26	)	(0.01	)	—	—	1.25	MON	758.04	14,937.75		20140513	20310617
02665WAW1	AMERICAN HONDA FINANCE CORPORA SENIOR CO			249,210	249,382.55	250,000.00	249,261.5	121.05		51.50		—	—	1.6	JJ	855.56	(66.67	)	20150715	20180713
02666QM26	AMERICAN HONDA FINANCE CORPORA SENIOR CO			1,992,800	1,989,761.96	2,000,000.00	1,994,904.21	(5,142.25	)	1,571.60		—	—	1.6	FA	4,000.00	32,000		20130212	20180216
02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CO			5,000,000	5,007,399.75	5,000,000.00	5,000,000	7,399.75		—		—	—	0.707	FMAN	3,533.00	24,044.04		20130522	20160526
03062AAD8	AMCAR_14-3 ABS _14-3-A3		2	869,975.81	868,912.5	870,000.00	869,979.73	(1,067.23	)	3.00		—	—	1.15	MON	639.21	7,503.75		20140820	20190610
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2		2	203,042.55	203,026.25	203,083.11	203,079.69	(53.44	)	32.16		—	—	0.65	MON	84.34	2,378.47		20130403	20171208
03065EAD7	AMCAR_13-5 BAS_13-5 A3		2	368,079.52	368,008.36	368,129.84	368,115.61	(107.25	)	19.86		—	—	0.9	MON	211.67	2,939.96		20131105	20180910
03065NAD7	AMCAR_15-3 SENIOR ABS 15-3		2	1,199,826	1,203,960	1,200,000.00	1,199,834.31	4,125.69		8.31		—	—	1.54	MON	1,180.67	1,283.33		20150804	20200308
031162BD1	AMGEN INC CORP BND			726,110	721,890.54	700,000.00	725,164.79	(3,274.25	)	(945.21	)	—	—	3.45	AO	12,075.00	(7,110.83	)	20150714	20201001
031162BU3	AMGEN INC SENIOR CORP BND		1	755,253.68	758,308.53	759,000.00	755,840.83	2,467.7		1,177.03		—	—	2.2	MN	5,983.45	20,765.43		20150805	20190522
031162BW9	AMGEN INC SENIOR CORP BND		1	1,693,728.75	1,664,310.06	1,695,000.00	1,693,829.46	(29,519.4	)	112.67		—	—	2.125	MN	15,007.81	1,782.34		20150428	20200501
032511BJ5	ANADARKO PETROLEUM CORPORATION SENIOR CO		1	509,000	481,204.91	500,000.00	508,501.24	(27,296.33	)	(498.76	)	—	—	3.45	JJ	3,641.67	6,612.5		20150224	20240715
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		4,989,050	4,771,020.9	5,000,000.00	4,996,551.46	(225,530.56	)	1,659.58		—	—	2.625	AO	64,895.83	65,625		20120326	20170403
034863AF7	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		3,043,380	2,820,970.92	3,000,000.00	3,035,673.9	(214,702.98	)	(7,706.10	)	—	—	2.625	MS	875.00	33,906.25		20150417	20170927
034863AN0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP B	F		2,005,025	1,729,776	2,000,000.00	2,004,675.65	(274,899.65	)	(492.61	)	—	—	3.625	MN	27,590.28	18,024.31		20150512	20200514
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO			12,007,999	12,020,334.91	12,025,000.00	12,021,104.97	(770.06	)	1,237.72		—	—	1.375	JJ	34,905.90	174,252.61		20140715	20170715
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			4,388,367.6	4,420,869.88	4,460,000.00	4,411,038.84	9,831.04		16,940.25		—	—	1.25	JJ	11,459.71	64,682.29		20140910	20180117
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CO			1,995,357.5	2,007,941.9	2,000,000.00	1,996,647.66	11,294.24		2,007.01		—	—	2.15	FA	7,166.67	182,451.39		20140122	20190201
03763KAB2	AASET_14-1 ABS_14-1 A		2	3,309,192.96	3,248,605.77	3,298,076.93	3,308,279.81	(59,674.04	)	(1,504.79	)	—	—	5.125	MON	7,512.28	109,185.52		20150226	20291215
03765LAA0	APID_15-20A ABS 15-20A A1 144A	F	2	5,000,000	4,986,425	5,000,000.00	5,000,000	(13,575	)	—		—	—	1.839	JAJO	19,661.74	38,525.88		20150115	20270116
037833AG5	APPLE INC SENIOR CORP BND			8,000,000	8,003,759.12	8,000,000.00	8,000,000	3,759.12		—		—	—	0.55	FMAN	7,212.42	38,342.93		20130430	20180503
037833AJ9	APPLE INC CORP BND			13,071,587.2	13,046,328.18	13,120,000.00	13,094,603.08	(48,274.9	)	7,847.77		—	—	1	MN	53,937.77	77,400		20130430	20180503
037833AQ3	APPLE INC SENIOR CORP BND			5,064,200	5,087,754.8	5,000,000.00	5,051,500.22	36,254.58		(10,287.95	)	—	—	2.1	MN	42,291.67	52,500		20141023	20190506
037833AR1	APPLE INC SENIOR CORP BND			4,775,764	4,826,044.65	4,700,000.00	4,772,617.97	53,426.68		(3,146.03	)	—	—	2.85	MN	53,952.09	(18,232.09	)	20150916	20210506
037833BB5	APPLE INC SENIOR CORP BND			889,385.9	891,042.29	890,000.00	889,502.88	1,539.41		116.98		—	—	0.9	MN	3,070.50	—		20150506	20170512

039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			2,179,988.75	1,970,708.78	1,805,000.00	1,977,292.15	(6,583.37	)	(59,693.58	)	—	—		5.45	MS	4,372.11	123,204.82	20120925	20180315
04013YAU6	ARES_12-2A MEZZANIN ABS _12-2A CR 144A	F	2	500,000	497,750	500,000.00	500,000	(2,250	)	—		—	—		2.986	JAJO	3,359.25	1,528.92	20150515	20231012
040484EV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,275,987.5	1,264,125	1,250,000.00	1,266,319.99	(2,194.99	)	(7,228.01	)	—	—		1.94	JD	8,083.33	12,125	20120328	20170601
040484JY4	ARIZONA BRD REGENTS UNIV ARIZ MUNI BND R		1	1,654,640.8	1,658,687.8	1,420,000.00	1,630,938.33	27,749.47		(17,827.71	)	—	—		5	FA	11,833.33	71,000	20130913	20270801
04048RMV5	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,315,000	1,316,722.65	1,315,000.00	1,315,000	1,722.65		—		—	—		1.559	JJ	5,125.21	4,783.53	20150305	20180701
04048RMW3	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			1,750,000	1,756,160	1,750,000.00	1,750,000	6,160		—		—	—		2.048	JJ	8,960.00	8,362.67	20150305	20190701
04048RMX1	ARIZONA BRD REGENTS UNIV ARIZ MUNITAX BN			2,030,000	2,051,254.1	2,030,000.00	2,030,000	21,254.1		—		—	—		2.348	JJ	11,916.10	11,121.69	20150305	20200701
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX B			2,175,000	2,197,424.25	2,175,000.00	2,175,000	22,424.25		—		—	—		1.474	MS	2,671.63	32,059.5	20140604	20170901
040688NL3	ARIZONA WTR INFRASTRUCTURE FIN MUNITAX B			1,575,519.05	1,578,446.6	1,570,000.00	1,574,096.26	4,350.34		(1,422.79	)	—	—		1.413	AO	11,092.05	4,683.31	20150115	20171001
041036BU7	ARKANSAS RIVER PWR AUTH COLO MUNI BND RE			1,437,603.3	1,395,139.5	1,395,000.00	1,395,000	139.5		(31,806.54	)	—	—		5.25	AO	36,618.75	36,618.75	20060208	20151001
04280PAA5	AWPT_14-2A ABS 14-2A 144A	F	2	1,089,550	1,097,097.1	1,100,000.00	1,091,014.44	6,082.66		1,464.44		—	—		1.836	MJSD	953.70	12,390.34	20150123	20260312
047870CY4	ATLANTA GA (CITY OF) MUNI BND REV		2	6,949,070	6,862,220.9	5,710,000.00	6,872,579.92	(10,359.02	)	(57,378.97	)	—	—		5.5	MN	130,854.17	157,025	20131121	20271101
049382AC8	ATLAS IX CAPITAL LTD CORP BND 144A	F		1,000,000	1,004,050	1,000,000.00	1,000,000	4,050		—		—	—		7.119	JAJO	18,192.23	27,732.57	20150205	20190107
05178RAA3	AURORA MILITARY HOUSING MUNI BND 144A		2	1,165,681	1,165,681	1,100,000.00	1,156,234.71	9,446.29		(7,137.22	)	—	—		5.32	JD	17,230.89	29,260	20051208	20201215
0523966K9	AUSTIN TX (CITY OF) MUNITAX BND GO			315,677.25	319,684.05	315,000.00	315,509.53	4,174.52		(125.55	)	—	—		1.758	MS	461.48	5,537.7	20140910	20180901
0523966L7	AUSTIN TX (CITY OF) MUNITAX BND GO			201,750	205,454	200,000.00	201,407.8	4,046.2		(255.54	)	—	—		2.108	MS	351.33	4,216	20140910	20190901
0523966M5	AUSTIN TX (CITY OF) MUNITAX BND GO			386,563.1	397,065.9	385,000.00	386,316.15	10,749.75		(185.41	)	—	—		2.384	MS	764.87	9,178.4	20140910	20200901
05252EAB9	AUSTRALIA & NEW ZEALAND BANKIN LOCAL BN	E		1,846,263	1,850,044.4	1,850,000.00	1,849,983.16	61.24		1,224.72		—	—		1	AO	8,993.06	16,854.17	20120904	20151006
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO			774,550.5	771,608.61	775,000.00	774,760.21	(3,151.6	)	66.74		—	—		1.45	MN	4,245.28	5,618.75	20130509	20180515
05253JAH4	AUST & NZ BANK GROUP SENIOR CORP BND	R		8,391,180	8,405,429.42	8,400,000.00	8,393,230.12	12,199.3		2,050.12		—	—		1.5	JJ	26,250.00	63,000	20150112	20180116
053015AD5	AUTOMATIC DATA PROCESSING, INC SENIOR CO		1	1,613,562.65	1,623,393.16	1,615,000.00	1,613,574.66	9,818.5		12.01		—	—		2.25	MS	1,615.00	—	20150908	20200915
05329WAL6	AUTONATION INC CORP BND		1	4,599,908	4,671,495.64	4,600,000.00	4,599,908	71,587.64		—		—	—		3.35	JJ	4,280.56	—	20150916	20210115
05377RBM5	AESOP_13-1A ABS 13-1A C144A		2	2,063,125	2,052,600	2,000,000.00	2,053,847.39	(1,247.39	)	(9,277.61	)	—	—		4.42	MON	2,701.11	41,744.46	20150325	20190920
05377RBY9	AESOP_15-1A SUB ABS 15-1A B 144A		2	1,999,207.2	2,025,414	2,000,000.00	1,999,290.84	26,123.16		83.64		—	—		3.22	MON	1,967.78	41,323.36	20150122	20210720
055065AA4	AZZURRO RE I LTD CORP BND 144A	D		1,971,987.5	1,955,332.33	1,750,000.00	1,971,987.5	(16,655.17	)	—		—	(18,550	)	2.15	JAJO	8,952.79	—	20150612	20190116
05522RCU0	BACCT ABS 15-A2 A		2	4,374,475.22	4,384,668.79	4,375,000.00	4,374,526.81	10,141.98		51.59		—	—		1.36	MON	2,644.44	22,477.77	20150422	20200915
05531FAN3	BB&T CORP SENIOR CORP BND MTN		1	787,675.2	785,750.08	780,000.00	785,859.68	(109.6	)	(1,638.04	)	—	—		2.05	JD	4,530.50	7,995	20141126	20180619
05531FAU7	BB&T CORP SENIOR CORP BND MTN		1	2,048,852	2,074,204.08	2,050,000.00	2,048,907.56	25,296.52		55.56		—	—		2.625	JD	13,752.08	—	20150622	20200629
05531GAA9	BB&T CORP SUB CORP BND MTN		1	611,690.75	594,372.21	575,000.00	609,004.05	(14,631.84	)	(2,686.70	)	—	—		3.95	MS	567.82	12,176.43	20150304	20220322
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F		515,455	507,855.5	500,000.00	507,911.86	(56.36	)	(5,627.12	)	—	—		2.875	AO	6,628.47	7,187.5	20111006	20161015
055451AP3	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		6,706,708	6,741,493.74	6,725,000.00	6,719,736.33	21,757.41		2,776.37		—	—		1.625	FA	11,231.69	109,281.26	20120221	20170224
055451AU2	BHP BILLITON FINANCE (USA) LTD SENIOR CO	F		544,060	501,707.73	500,000.00	541,336.01	(39,628.28	)	(2,723.99	)	—	—		3.85	MS	53.47	11,389.58	20150224	20230930
05565AAN3	BNP PARIBAS SA CAPSEC CORP BND 144A	F	1	1,195,000	1,202,468.75	1,195,000.00	1,195,000	7,468.75		—		—	—		7.375	FA	10,281.98	—	20150812	99990101
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		4,773,490	4,806,140.25	4,750,000.00	4,755,309.6	50,830.65		(3,590.74	)	—	—		2.248	MN	44,491.67	53,390	20141205	20161101

05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		5,700,000	5,742,917.01	5,700,000.00	5,700,000	42,917.01		—		—	—	1.846	MN	42,673.37	52,611		20120502	20170505
05565QCC0	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		498,865	498,233.03	500,000.00	499,227.84	(994.81	)	269.53		—	—	1.375	MN	2,769.10	3,437.5		20121101	20171106
05565QCE6	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		1,105,638.75	1,115,962.98	1,125,000.00	1,110,890.09	5,072.89		3,919.41		—	—	1.375	MN	6,058.59	7,734.38		20130507	20180510
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		2,500,000	2,487,637.5	2,500,000.00	2,500,000	(12,362.5	)	—		—	—	0.821	FMAN	2,966.17	14,509.72		20130507	20180510
05565QCZ9	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		875,000	874,282.63	875,000.00	875,000	(717.37	)	—		—	—	3.062	MS	1,041.93	13,396.25		20150312	20220317
05578XAC2	BMWOT_13-A ABS 13-A A3		2	968,743.36	967,932.98	968,765.15	968,752.95	(819.97	)	17.82		—	—	0.67	MON	108.18	7,295.08		20131029	20171127
05579UAD5	BMWLT_14-1 ABS _14-1-A4		2	12,299,729.4	12,305,325.9	12,300,000.00	12,299,687.85	5,638.05		(21.58	)	—	—	0.99	MON	3,720.75	91,327.5		20140409	20170821
05580PAB7	BMWLT_15-1 ABS 2015-1 A2A		2	3,528,458.79	3,530,004.32	3,528,515.29	3,528,464.52	1,539.8		16.29		—	—	0.86	MON	927.22	22,323.82		20150601	20170221
059513AE1	BACM CMBS 07-4 A4		2	6,728,744.21	6,402,558.56	6,012,751.74	6,390,948.54	11,610.02		(235,681.62	)	—	—	5.742	MON	29,736.68	317,337.27		20141202	20510210
059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A		2	3,077,387.31	2,938,319.37	2,766,179.99	2,945,682.46	(7,363.09	)	(83,636.45	)	—	—	5.774	MON	13,309.94	120,370.52		20141014	20510210
060505EG5	BANK OF AMERICA CORP SUB CORP BND		1	4,862,500	4,862,500	5,000,000.00	4,862,500	—		(586.03	)	—	—	5.125	JD	74,027.78	199,040.18		20140801	99990101
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND		1	4,876,597	4,707,640	4,816,000.00	4,874,389.17	(166,749.17	)	(2,280.06	)	—	—	6.25	MS	21,738.89	224,490.27		20150413	20490929
060505EN0	BANK OF AMERICA CORP CAPSEC CORP BND		1	3,428,637.5	3,275,690	3,377,000.00	3,426,948.26	(151,258.26	)	(1,772.74	)	—	—	6.1	MS	8,010.99	107,227.65		20150415	20491231
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND			4,995,600	4,997,000	5,000,000.00	4,997,970.85	(970.85	)	1,096.53		—	—	1.25	FA	8,159.72	62,500		20140211	20170214
06050TLY6	BANK OF AMERICA CORP SENIOR CORP BND			3,445,273.5	3,446,574.01	3,450,000.00	3,446,066.07	507.94		792.57		—	—	1.65	MS	790.63	28,462.5		20150320	20180326
06050TMC3	BANK OF AMERICA CORP SENIOR CORP BND			999,130	997,366.1	1,000,000.00	999,221.57	(1,855.47	)	91.57		—	—	1.75	JD	5,736.11	—		20150529	20180605
06051GEG0	BANK OF AMERICA CORP CORP BND			4,145,930.76	4,047,920	4,000,000.00	4,037,985.87	9,934.13		(60,790.24	)	—	—	3.625	MS	5,638.89	145,000		20140602	20160317
06051GEQ8	BANK OF AMERICA CORP CORP BND			2,692,116	2,793,323.77	2,700,000.00	2,697,512.19	95,811.58		1,489.65		—	—	3.875	MS	2,615.63	175,300.69		20120319	20170322
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND			5,075,550	5,057,341	5,000,000.00	5,054,336.14	3,004.86		(11,853.04	)	—	—	2.6	JJ	27,444.44	130,000		20140520	20190115
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN			610,344	606,905.5	600,000.00	608,944.63	(2,039.13	)	(1,345.64	)	—	—	2.65	AO	7,950.00	68,325.82		20150227	20190401
06051GFH7	BANK OF AMERICA CORP SUB CORP BND MTN			768,375	749,419.1	750,000.00	767,649.17	(18,230.07	)	(725.83	)	—	—	4.2	FA	3,062.50	12,687.5		20150326	20240826
06051GFL8	BANK OF AMERICA CORP SUB CORP BND			2,028,700	1,980,801.84	2,000,000.00	2,027,705.94	(46,904.1	)	(249.78	)	—	—	4.25	AO	37,541.67	135,046.7		20150312	20261022
06051GFP9	BANK OF AMERICA CORP SUB CORP BND MTN			4,430,477.5	4,315,312.74	4,450,000.00	4,431,143.01	(115,830.27	)	775.45		—	—	3.95	AO	78,122.23	16,085.28		20150521	20250421
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1		2	781,184.32	781,624.57	781,423.75	781,407.44	217.13		188.64		—	—	1.03	MON	357.72	19,408.66		20120411	20161215
06054AAX7	BACM_2015-UBS7 LCF SENIOR CMBS_2015-UBS7		2	849,688.46	863,172.75	825,000.00	849,645.54	13,527.21		(42.92	)	—	—	3.705	MON	2,547.19	(1,952.84	)	20150914	20480915
06366RHA6	BANK OF MONTREAL SENIOR CORP BND MTN	A		260,418.6	259,519.27	260,000.00	260,382.21	(862.94	)	(36.39	)	—	—	1.4	MS	202.22	505.56		20150716	20170911
06366RMS1	BANK OF MONTREAL SENIOR CORP BND MTN	A	1	249,595	248,641.17	250,000.00	249,629.04	(987.87	)	34.04		—	—	1.45	AO	1,731.94	(916.32	)	20150707	20180409
063679ZT4	BANK OF MONTREAL CORP BND 144A	A		3,271,560	3,293,745.03	3,250,000.00	3,262,933.85	30,811.18		(7,239.84	)	—	—	1.95	JJ	10,738.55	63,375		20140822	20170130
064058AD2	BANK OF NEW YORK MELLON CORP/T CAPSEC CO		1	6,775,000	6,664,906.25	6,775,000.00	6,775,000	(110,093.75	)	—		—	—	4.95	JD	142,529.07	—		20150423	99990101
06406HCA5	BANK OF NEW YORK MELLON CORP BND MTN		1	1,497,285	1,522,593	1,500,000.00	1,499,280.32	23,312.68		407.58		—	—	2.4	JJ	7,400.00	36,000		20111117	20170117
06406HCE7	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	299,634	298,902.63	300,000.00	299,666.61	(763.98	)	32.61		—	—	1.3	JJ	715.00	162.5		20150707	20180125
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	999,410	1,000,490	1,000,000.00	999,915.34	574.66		354.50		—	—	0.7	MS	525.00	20,346.67		20130304	20160304
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CO			10,000,000	9,982,499.7	10,000,000.00	10,000,000	(17,500.3	)	—		—	—	0.772	MJSD	4,932.22	66,889.73		20140602	20180306
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP		1	7,491,675	7,573,417.28	7,500,000.00	7,494,348.18	79,069.1		1,173.84		—	—	2.2	MS	12,375.00	165,000		20140128	20190304

06406HCU1	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,996,120	2,017,297.22	2,000,000.00	1,997,162.77	20,134.45		557.87		—	—	2.2	MN	16,622.22	22,000		20140502	20190515
06406HCZ0	BANK OF NEW YORK MELLON CORP/T SENIOR CO		1	1,397,455	1,396,145.49	1,400,000.00	1,397,732.73	(1,587.24	)	277.73		—	—	2.15	FA	3,093.61	13,589.79		20150309	20200224
06406HDB2	BANK OF NEW YORK MELLON CORP/T SENIOR CO			3,999,640	3,999,882.2	4,000,000.00	3,999,681.06	201.14		41.06		—	—	1.6	MN	21,688.88	—		20150522	20180522
064159BW5	BANK OF NOVA SCOTIA SENIOR CORP BND	A		5,000,000	5,003,349.7	5,000,000.00	5,000,000	3,349.7		—		—	—	0.737	MJSD	1,638.22	29,602.75		20130308	20160315
064159DA1	BANK OF NOVA SCOTIA SENIOR CORP BND	A		1,999,420	2,000,071.2	2,000,000.00	1,999,765.85	305.35		226.68		—	—	1.1	JD	6,600.00	21,220.83		20131210	20161213
064159GM2	BANK OF NOVA SCOTIA SENIOR CORP BND	A	1	3,998,120	3,997,771.6	4,000,000.00	3,998,307.99	(536.39	)	187.99		—	—	1.7	JD	21,155.56	—		20150604	20180611
06415CAA7	BANK OF NOVA SCOTIA CORP BND 144A	A		1,140,524	1,112,113.2	1,100,000.00	1,108,317.65	3,795.55		(7,360.65	)	—	—	2.15	FA	3,810.28	23,650		20120524	20160803
06415CAE9	BANK OF NOVA SCOTIA SECURED LOCAL BND 14	A		6,272,140	6,252,575.51	6,200,000.00	6,242,223.11	10,352.4		(21,101.09	)	—	—	1.75	MS	2,712.50	108,500		20140820	20170322
06538PAB8	BANK OF TOKYO-MITSUBISHI UFJ L SENIOR CO	F		5,000,000	5,000,095	5,000,000.00	5,000,000	95		—		—	—	1.356	MJSD	3,201.67	—		20150908	20180914
06738EAD7	BARCLAYS PLC SENIOR CORP BND	F		916,761.6	925,116.11	920,000.00	917,306.23	7,809.88		457.52		—	—	2.75	MN	10,049.72	12,509.44		20141103	20191108
06738EAF2	BARCLAYS PLC SENIOR CORP BND	F		1,799,838	1,797,806.72	1,800,000.00	1,799,866.53	(2,059.81	)	28.53		—	—	2	MS	1,500.00	18,000		20150309	20180316
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND	F		4,454,777.25	4,531,074.06	4,455,000.00	4,454,846.16	76,227.9		32.37		—	—	2.5	FA	12,684.38	111,375		20140212	20190220
06739GBP3	BARCLAYS BANK PLC CORP BND	F		6,019,695	6,039,322.03	5,500,000.00	5,933,914.64	105,407.39		(58,266.11	)	—	—	5.14	AO	131,141.39	141,350		20140819	20201014
06742LAE3	DROCK_14-3 ABS_14-3 A		2	9,042,500.87	9,292,923.18	9,045,000.00	9,042,898.95	250,024.23		268.17		—	—	2.41	MON	9,688.20	163,488.33		20140912	20220715
06742LAG8	BCLDRY_14-5 SENIOR ABS2014-5 A		2	3,394,476.57	3,410,213	3,395,000.00	3,394,546.44	15,666.56		158.34		—	—	1.48	MON	2,233.16	40,336.4		20150601	20200915
06742LAH6	DROCK_15-1 ABS 15-1 A		2	1,574,279.92	1,603,350.05	1,575,000.00	1,574,335.7	29,014.35		55.78		—	—	2.2	MON	1,540.00	17,613.75		20150305	20221215
067901AQ1	BARRICK GOLD CORPORATION SENIOR CORP BND	A		498,770	443,895.23	500,000.00	498,868.75	(54,973.52	)	98.75		—	—	4.1	MN	8,541.67	3,644.44		20150224	20230501
069643BE3	BARTOW CNTY GA DEV AUTH MUNI BND REV			1,037,520	1,038,710	1,000,000.00	1,036,636.65	2,073.35		(671.80	)	—	—	2.7	FA	4,500.00	27,000		20130820	20430801
07177MAC7	BAXALTA INC SENIOR CORP BND 144A		1	9,636,915.2	9,618,262.39	9,640,000.00	9,637,073.12	(18,810.73	)	173.16		—	—	2.875	JD	75,446.39	7,267.36		20150929	20200623
07177MAF0	BAXALTA INC SENIOR CORP BND 144A			3,867,702.3	3,855,588.77	3,870,000.00	3,867,905.87	(12,317.1	)	203.57		—	—	2	JD	21,070.01	(38.89	)	20150624	20180622
072863AA1	BAYLOR SCOTT & WHITE HOLDINGS MUNITAX BN		1	2,415,000	2,405,236.17	2,415,000.00	2,415,000	(9,763.83	)	—		—	—	2.123	MN	22,644.45	—		20150415	20201115
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND		1	999,640	1,005,072.3	1,000,000.00	999,881.51	5,190.79		86.90		—	—	1.45	AO	7,169.44	7,250		20130904	20161003
07330NAD7	BRANCH BKG & TR CO SENIOR CORP BND		1	3,804,378.11	3,781,831.93	3,737,000.00	3,789,924.71	(8,092.78	)	(14,081.52	)	—	—	2.3	AO	39,632.96	51,037.7		20141126	20181015
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	569,004.4	583,817.65	580,024.87	570,191.33	13,626.32		2,217.60		—	—	3.182	MON	1,537.85	14,677.31		20070813	20341125
07387AAW5	BSARM CMO_05-3 2A1		2	752,688.12	710,171.03	766,826.47	754,286.09	(44,115.06	)	(10,439.27	)	—	—	2.719	MON	1,737.19	16,897.48		20070810	20350625
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A		2	484,885.01	455,067.92	447,043.50	455,729.58	(661.66	)	(15,978.25	)	—	—	5.707	MON	2,195.64	19,546.34		20140423	20380911
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T		2	5,303,832.65	5,013,784.05	4,787,662.74	5,008,996.96	4,787.09		(150,735.79	)	—	—	5.471	MON	21,827.76	204,522.59		20140416	20450112
07388YAE2	BSCMS_07-PW16 CMBS 07-PW16 A4		2	4,005,351.57	3,775,521.79	3,575,000.00	3,776,499.15	(977.36	)	(121,236.85	)	—	—	5.705	MON	17,562.72	155,260.26		20140424	20400611
075887BB4	BECTON DICKINSON AND COMPANY CORP BND			1,249,587.5	1,255,493.88	1,250,000.00	1,249,905.89	5,587.99		62.77		—	—	1.75	MN	8,689.24	10,937.5		20121108	20161108
075887BE8	BECTON DICKINSON AND COMPANY SENIOR CORP			4,395,855.87	4,433,612.99	4,385,000.00	4,394,219.33	39,393.66		(1,562.03	)	—	—	2.675	JD	34,537.96	61,788.78		20141210	20191215
084670BD9	BERKSHIRE HATHAWAY INC CORP BND			1,018,370	1,013,902	1,000,000.00	1,010,541.36	3,360.64		(5,869.89	)	—	—	1.9	JJ	3,219.44	19,000		20120124	20170131
09062XAC7	BIOGEN IDEC INC SENIOR CORP BND			5,248,193.85	5,309,292.84	5,255,000.00	5,248,251.19	61,041.65		57.34		—	—	2.9	MS	6,773.11	(54.38	)	20150911	20200915
095560AJ7	BHILL_13-1A MEZZANIN ABS 13-1A C1 144A	F	2	672,468.75	661,142.25	675,000.00	672,643.28	(11,501.03	)	174.53		—	—	3.289	JAJO	4,809.87	6,015.47		20150402	20260115
09658UAD1	BMWOT_14-A ABS 14-A-A4		2	1,999,785.4	2,010,019.98	2,000,000.00	1,999,831.67	10,188.31		36.12		—	—	1.5	MON	500.00	22,500		20141008	20210225

097023BE4	BOEING CO SENIOR CORP BND			1,970,180	1,974,308.03	2,000,000.00	1,981,572.42	(7,264.39	)	5,128.94		—	—	0.95	MN	7,177.77	9,500		20130430	20180515
097023BG9	BOEING CO SENIOR CORP BND			807,568	793,448.19	800,000.00	806,979.14	(13,530.95	)	(588.86	)	—	—	2.35	AO	7,885.56	2,663.33		20150304	20211030
10011AAA1	BOSPHORUS LTD SENIOR CORP BND 144A	F		2,080,000	2,080,873.6	2,080,000.00	2,080,000	873.6		—		—	—	3.579	MJSD	4,756.49	4,422.31		20150811	20180817
102022AX8	BOURBONNAIS ILL MUNI BND REV		1	1,236,560.5	1,214,618.5	1,150,000.00	1,209,000.47	5,618.03		(20,604.55	)	—	—	4.375	MN	20,963.54	25,156.25		20070727	20181101
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1		2	2,552,469.3	2,568,213.4	2,587,333.74	2,572,489.08	(4,275.68	)	6,897.55		—	—	1.129	FMAN	3,002.51	23,237.98		20110310	20300225
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND			6,369,088	6,405,078.16	6,400,000.00	6,370,692.69	34,385.47		3,311.66		—	—	1.75	MS	9,333.33	76,961.12		20150720	20190301
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	A		1,966,310	1,918,525	1,900,000.00	1,915,591.57	2,933.43		(18,404.85	)	—	—	2.1	MN	14,740.83	19,950		20130830	20160518
11070TAA6	PROVINCE OF BRITISH COLUMBIA SENIOR CORP	A		3,276,566.5	3,273,432.53	3,250,000.00	3,269,982.73	3,449.8		(6,155.83	)	—	—	1.2	AO	16,900.00	5,025		20150505	20170425
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CO	F		2,713,422.15	2,735,275.92	2,715,000.00	2,713,975.46	21,300.46		348.85		—	—	2.625	MS	2,969.54	66,948.47		20150508	20190916
111021AK7	BRITISH TELECOMMUNICATIONS PLC SENIOR CO	F		425,110.5	426,698.68	425,000.00	425,095.48	1,603.2		(15.02	)	—	—	2.35	FA	1,303.92	9,987.5		20141211	20190214
11102AAA9	BRITISH TELECOMMUNICATIONS PLC CORP BND	F		1,121,760	1,093,305.44	1,000,000.00	1,091,089.31	2,216.13		(29,029.10	)	—	—	5.95	JJ	12,561.11	59,500		20141211	20180115
114894GU6	BROWARD CNTY FLA MUNITAX BND REV			2,120,240	2,000,320	2,000,000.00	2,000,000	320		(89,660.49	)	—	—	6.8	AO	68,000.00	68,000		20010524	20151001
114894HA9	BROWARD CNTY FLA MUNITAX BND REV		2	2,299,520	2,262,020	2,000,000.00	2,262,016.68	3.32		(45,960.77	)	—	—	6.9	AO	69,000.00	188,025		20010524	20211001
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND			1,295,697	1,286,264.67	1,300,000.00	1,298,039.47	(11,774.8	)	632.61		—	—	1	JJ	2,744.44	13,000		20121210	20180115
12189LAY7	BURLINGTON NORTHERN SANTA FE R SENIOR CO		1	503,523.94	511,574.23	505,000.00	503,535.54	8,038.69		11.60		—	—	3.65	MS	2,099.26	—		20150814	20250901
12479RAB3	CAUTO_14-1A ABS_14-1A A 144A		2	2,998,196.46	3,052,029	3,000,000.00	2,998,262.93	53,766.07		58.65		—	—	3.66	MON	4,880.00	82,349.96		20141010	20441015
124857AL7	CBS CORP SENIOR CORP BND		1	1,973,560	1,987,064.66	2,000,000.00	1,978,752.29	8,312.37		3,885.36		—	—	2.3	FA	5,877.78	45,488.89		20140903	20190815
12543RBB4	CWHL_07-3 WHOLE LOAN_07-3-A26		2	1,844,586.38	1,831,461.6	1,976,624.93	1,844,586.38	(13,124.78	)	(1,999.95	)	—	—	6	MON	9,883.12	96,956.61		20091231	20370425
12548CAD9	CIFC_14-2A MEZZANIN ABS _14-2A-A3L 144A	F	1	1,918,000	1,967,551.8	2,000,000.00	1,927,325.29	40,226.51		7,388.71		—	—	3.179	FMAN	6,711.43	47,152.96		20141023	20260526
12549BAC2	CIFC_13-2A ABS _13-2A-A1L 144A	F	2	977,000	986,444	1,000,000.00	980,802.67	5,641.33		3,759.09		—	—	1.437	JAJO	2,993.75	10,637.42		20141223	20250421
125634AQ8	CLIF_14-2A ABS_14-2A A 144A		1	3,177,894.09	3,208,157.49	3,179,166.67	3,177,995.08	30,162.41		188.06		—	—	3.38	MON	3,880.35	84,288.76		20141009	20291018
12591BAC9	CNH_14-A ABS 14-A A3		2	2,864,965.68	2,862,450.15	2,865,000.00	2,864,968.74	(2,518.59	)	2.40		—	—	0.84	MON	1,069.60	18,049.5		20150601	20190515
12591BAD7	CNH_14-A ABS 14-A A4		2	999,951.7	1,003,300.02	1,000,000.00	999,962.28	3,337.74		5.07		—	—	1.5	MON	666.67	11,250		20140212	20200515
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3		2	2,440,396.26	2,440,490.18	2,440,396.76	2,440,383.88	106.3		22.79		—	—	0.69	MON	748.39	16,700.05		20130213	20180615
12591RAX8	COMM_14-CR15 CMBS 14-CR15 A2		2	2,807,496.48	2,808,589.8	2,710,000.00	2,798,380.06	10,209.74		(9,116.42	)	—	—	2.928	MON	6,612.40	39,013.16		20150227	20470210
12591TAB2	COMM_14-LC15 PRELCF SENIOR CMBS_14-LC15		2	1,041,445.31	1,033,331	1,000,000.00	1,036,455.89	(3,124.89	)	(4,989.42	)	—	—	2.84	MON	2,366.67	10,334.46		20150415	20470410
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR		2	10,295,555.12	10,400,890	10,000,000.00	10,211,139.03	189,750.97		(45,434.99	)	—	—	3.042	MON	25,350.00	228,150		20140602	20470410
12591VAE1	COMM_14-CR16 LCF SENIOR CMBS_14-CR16 A4		2	4,416,718.75	4,314,800.12	4,000,000.00	4,389,560.63	(74,760.51	)	(27,158.12	)	—	—	4.051	MON	13,503.33	90,472.31		20150205	20470410
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A		2	1,095,000	1,088,199.04	1,095,000.00	1,095,000	(6,800.96	)	—		—	—	1.006	MON	550.98	8,161.04		20140918	20270813
12592GAZ6	COMM_14-CCRE19 SENIOR CMBS _14-CCRE19-A2		2	1,045,429.68	1,036,200	1,000,000.00	1,040,133.5	(3,933.5	)	(5,296.18	)	—	—	2.965	MON	2,470.84	12,436.56		20150325	20470810
12592MBF6	COMM_14-LC17 SENIOR CMBS_14-LC17 A2		2	7,209,813.23	7,263,725	7,000,000.00	7,164,468.87	99,256.13		(34,016.53	)	—	—	3.164	MON	18,456.67	166,110.03		20140918	20471010
12592MBG4	COMM_14-LC17 PAC CMBS_14-LC17 ASB		2	1,776,500	1,823,216.02	1,700,000.00	1,776,073.84	47,142.18		(426.16	)	—	—	3.62	MON	5,128.33	(2,906.06	)	20150915	20471010
12592RBF5	COMM_14-CCRE21 SUPSEN SENIOR CMBS _14-CC		2	1,812,207.04	1,811,547.47	1,750,000.00	1,808,912.74	2,634.73		(3,294.30	)	—	—	3.528	MON	5,145.00	29,155		20150306	20471210
12592WAD0	CNH_15-A SENIOR ABS 15-A A4		2	1,064,890.41	1,070,093.9	1,065,000.00	1,064,899.93	5,193.97		9.52		—	—	1.85	MON	875.67	10,453.3		20150225	20210415

12592XAZ9	COMM_15-CR22 PRELCF SENIOR CMBS 15-CR22		2	4,295,038.66	4,293,890.75	4,170,000.00	4,282,672.07	11,218.68		(12,366.59	)	—	—	2.856	MON	9,924.60	51,607.92		20150318	20480310
12592XBD7	COMM_15-CR22 LCF SENIOR CMBS 15-CR22 A5		2	2,085,588.48	2,047,113.07	2,025,000.00	2,082,641.59	(35,528.52	)	(2,946.89	)	—	—	3.309	MON	5,583.94	29,036.49		20150318	20480310
12592XBE5	COMM_15-CR22 SUB CMBS 15-CR22 XA		2,4	2,824,866.57	2,581,282.79	39,996,944.25	2,666,392.62	(85,109.83	)	(167,941.92	)	—	—	1.031	MON	38,969.92	194,165.43		20150319	20480310
12593AAX3	COMM_15-CR23 PRELCF SENIOR CMBS 15-CR23		2	2,574,896.33	2,578,655	2,500,000.00	2,568,951.55	9,703.45		(5,944.78	)	—	—	2.852	MON	5,941.67	20,993.9		20150506	20480510
12593ABA2	COMM_15-CR23 LCF SENIOR CMBS 15-CR23		2	2,574,794.53	2,577,595	2,500,000.00	2,572,166.77	5,428.23		(2,627.76	)	—	—	3.497	MON	7,285.42	25,741.82		20150506	20480510
12613SAC6	CNH_13-C ABS_13-C A3		2	267,194.74	267,506.77	267,225.65	267,217.8	288.97		99.11		—	—	1.02	MON	121.14	15,671.31		20130820	20180815
12618SAC1	CNH_13-D ABS 13-D A3		2	607,203.81	606,445.15	607,228.46	607,219.07	(773.92	)	11.92		—	—	0.77	MON	207.81	4,301.86		20131114	20181015
12623PAD8	CNH_14-B ABS_14-B A4		2	11,904,022	11,977,931.2	11,920,000.00	11,908,680.86	69,250.34		3,538.55		—	—	1.61	MON	8,529.43	143,934.03		20140916	20210517
12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2		2	1,358,975.39	1,359,391.5	1,345,000.00	1,354,970.38	4,421.12		(2,891.07	)	—	—	2.122	MON	2,378.41	21,405.69		20140911	20460310
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F		1,367,170.56	1,366,582.11	1,372,000.00	1,371,010.37	(4,428.26	)	1,211.16		—	—	1.125	MN	6,088.26	7,717.5		20130502	20160509
12626BAB0	COMM MORTGAGE TRUST COMM_13-CR PRELCF SE		2	1,043,710.94	1,035,381	1,000,000.00	1,035,781.04	(400.04	)	(7,929.90	)	—	—	2.972	MON	2,476.66	12,465.84		20150325	20460810
12626GAB9	COMM MORTGAGE TRUST COMM_13-LC PRELCF SE		2	7,780,917.42	7,746,078.82	7,478,000.00	7,710,321.56	35,757.26		(59,583.04	)	—	—	3.009	MON	18,751.10	168,759.9		20141105	20460810
12626GAF0	COMM_13-LC13 LCF CMBS_13-LC13 A5		2	2,410,630.24	2,421,123.2	2,207,000.00	2,392,446.43	28,676.77		(16,544.84	)	—	—	4.205	MON	7,733.70	69,603.3		20141201	20460810
126281AX2	CSAIL_15-C1 PRELCF SENIOR CMBS_15-C1 A2		2	1,183,794.87	1,195,410.06	1,150,000.00	1,180,581.62	14,828.44		(3,916.08	)	—	—	2.97	MON	2,846.16	15,274.4		20150601	20500415
126281AZ7	CSAIL_15-C1 LCF SENIOR CMBS_15-C1 A4		2	3,270,230.95	3,288,438.02	3,175,000.00	3,265,349.38	23,088.64		(7,465.79	)	—	—	3.505	MON	9,273.65	81,313.61		20150306	20500415
12629NAB1	COMM_15-DC1 PRELCF SENIOR CMBS 15-DC1 A2		2	4,598,842.89	4,617,926.39	4,465,000.00	4,584,314.16	33,612.23		(14,528.73	)	—	—	2.87	MON	10,678.80	62,973.66		20150224	20480210
12629NAF2	COMM_15-DC1 LCF SENIOR CMBS 15-DC1 A5		2	5,975,812.51	5,903,471.84	5,800,000.00	5,966,847.47	(63,375.63	)	(8,965.04	)	—	—	3.35	MON	16,191.65	89,054.04		20150311	20480210
12630BAX6	COMM_13-CR13 PRELCF SENIOR CMBS 13-CR13		2	1,049,023.44	1,037,699	1,000,000.00	1,042,658.97	(4,959.97	)	(6,364.47	)	—	—	3.039	MON	2,532.50	11,311.83		20150414	20181210
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2		2	4,588,620.24	4,618,832.63	4,455,000.00	4,550,530.22	68,302.41		(20,804.96	)	—	—	3.012	MON	11,182.05	100,638.45		20140429	20470510
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2		2	3,295,997.06	3,290,281.6	3,200,000.00	3,270,846.97	19,434.63		(15,042.09	)	—	—	2.924	MON	7,797.33	70,175.97		20140619	20470715
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5		2	7,209,485.92	7,423,640.14	7,000,000.00	7,184,922.83	238,717.31		(14,734.34	)	—	—	3.828	MON	22,330.00	200,970		20140619	20470715
12632XAD0	CNH_14-C ABS 14-C		2	7,177,526.49	7,198,237.05	7,180,000.00	7,178,069.28	20,167.77		459.24		—	—	1.65	MON	5,265.33	88,852.59		20141016	20210915
12634GAA1	CNOOC FINANCE (2015) AUSTRALIA SENIOR CO	F		1,994,320	1,970,047	2,000,000.00	1,994,752.84	(24,705.84	)	432.84		—	—	2.625	MN	21,291.67	—		20150428	20200505
126408GM9	CSX CORPORATION CORP BND			3,984,295.81	3,865,076.22	3,491,000.00	3,866,733.66	(1,657.44	)	(111,005.64	)	—	—	6.25	MS	9,697.22	218,187.5		20141211	20180315
12648CAA4	CSMC_14-SURF SENIOR CMBS_14-SURF A 144A		2	—	—	—	—	—		(4,389.44	)	—	—	1.037	MON	0	54,476.97			20290215
126650CE8	CVS HEALTH CORP SENIOR CORP BND		1	4,096,729.8	4,113,360.83	4,095,000.00	4,096,849.68	16,511.15		66.09		—	—	2.25	FA	12,540.95	83,363.12		20150227	20190812
126650CJ7	CVS HEALTH CORP SENIOR CORP BND		1	6,990,624.6	7,094,568.52	6,985,000.00	6,990,686.85	103,881.67		62.25		—	—	2.8	JJ	38,572.73	(2,488.89	)	20150921	20200720
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2	220,075	216,523.61	224,351.69	220,040.96	(3,517.35	)	(3,369.29	)	—	—	5.5	MON	1,028.28	10,069.84		20080102	20351225
126802BS5	CABMT_12-2A ABS_11-2A A2		2	18,603,606.06	18,471,210.35	18,445,000.00	18,479,148.67	(7,938.32	)	(35,975.39	)	—	—	0.807	MON	6,611.92	109,363.07		20130307	20190617
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL	A		2,699,352	2,723,571.25	2,700,000.00	2,699,809.22	23,762.03		97.65		—	—	1.6	MS	3,000.00	43,200		20120228	20170306
135087C77	CANADA GOVERNMENT CORP BND	A		2,396,208	2,437,176.1	2,400,000.00	2,397,384.14	39,791.96		556.67		—	—	1.625	FA	3,683.33	39,000		20140220	20190227
135087E42	CANADA GOVERNMENT CORP BND	A		1,002,490	1,005,859.99	1,000,000.00	1,002,283.28	3,576.71		(206.72	)	—	—	1.125	MS	375.00	2,218.75		20150702	20180319
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	1,637,394	1,658,323.1	1,650,000.00	1,646,922.05	11,401.05		4,166.60		—	—	1.45	JD	7,044.58	35,053.75		20111107	20161215
14040HBF1	CAPITAL ONE FINANCIAL CORP SENIOR CORP B		1	515,380	497,090.88	500,000.00	514,513.64	(17,422.76	)	(866.36	)	—	—	3.75	AO	8,177.08	3,072.92		20150220	20240424

14040HBH7	CAPITAL ONE FINANCIAL CORP CAPSEC CORP B		1	3,351,875	3,299,750	3,350,000.00	3,351,875	(52,125	)	—		—	—	5.55	JD	70,754.80	(1,079.17	)	20150522	99990101
14041NEK3	COMET_13-A1 ABS 13-A1		2	10,273,447.45	10,276,150.8	10,275,000.00	10,274,846.76	1,304.04		395.79		—	—	0.63	MON	2,877.00	48,549.42		20130123	20181115
14041NEM9	COMET_13-A3-A3 ABS 13-A3-A3		2	3,979,525.19	3,984,366.07	3,980,000.00	3,979,819.56	4,546.51		133.73		—	—	0.96	MON	1,698.13	32,296		20131114	20190916
14041NEP2	COMET_14-A2 ABS _14-A2-A2		2	5,699,658.4	5,701,082.83	5,700,000.00	5,699,739.56	1,343.27		151.67		—	—	1.26	MON	3,192.00	70,350		20150601	20200115
14041NET4	COMET_14-A5 SENIOR ABS _14-A5-A		2	2,269,392.55	2,278,648.63	2,270,000.00	2,269,589.93	9,058.7		154.05		—	—	1.48	MON	1,493.15	25,197.03		20141006	20200715
140420NB2	CAPITAL ONE BANK USA NA SUB CORP BND			755,565	729,176.39	750,000.00	755,270.12	(26,093.73	)	(294.88	)	—	—	3.375	FA	3,234.38	9,421.87		20150326	20230215
14042E3Y4	CAPITAL ONE BANK USA NA / CAPI SENIOR CO		1	9,380,512.5	9,277,936.98	9,375,000.00	9,381,523.03	(103,586.05	)	(84.53	)	—	—	2.95	JJ	52,239.58	229,495.66		20150305	20210723
14042E5V8	CAPITAL ONE FIN CORP SENIOR CORP BND		1	4,010,623.65	4,023,538.06	4,015,000.00	4,010,792.76	12,745.3		169.11		—	—	2.35	FA	11,269.89	—		20150813	20180817
14310KAC5	CGMS_13-4 SENIOR ABS 13-4 A1 144A	F	2	1,489,350	1,492,108.5	1,500,000.00	1,490,900.23	1,208.27		1,550.23		—	—	1.759	JAJO	5,716.10	12,146.53		20150123	20251015
14311DAC0	CGMS_15-1A ABS_15-1A A 144A	F	2	4,987,000	4,978,615.5	5,000,000.00	4,988,256.63	(9,641.13	)	1,256.63		—	—	1.817	JAJO	18,422.36	33,961.21		20150205	20270420
14313LAC0	CARMX_13-1 ABS 13-1		2	1,827,155.52	1,826,568.16	1,827,200.37	1,827,184.24	(616.08	)	43.21		—	—	0.6	MON	487.26	14,127.8		20150601	20171016
14313QAD7	CARMX_14-1 SENIOR ABS 14-1 A4		2	5,010,351.56	5,008,750.15	5,000,000.00	5,007,735.45	1,014.7		(2,616.11	)	—	—	1.32	MON	2,933.33	43,083.33		20150114	20190715
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4		2	1,999,666.6	2,013,979.94	2,000,000.00	1,999,779.37	14,200.57		61.86		—	—	1.61	MON	1,431.11	24,149.97		20140507	20191015
14313TAC3	CARMAX AUTO OWNER TRUST CARMX_ ABS _14-3		2	1,199,904.84	1,201,235.96	1,200,000.00	1,199,938.89	1,297.07		22.66		—	—	1.16	MON	618.67	10,440		20140806	20190617
14313TAD1	CARMX_14-3 ABS_14-3-A4		2	2,685,161.72	2,710,104.69	2,685,000.00	2,685,350.91	24,753.78		(56.18	)	—	—	1.73	MON	2,064.47	34,181.96		20150114	20200218
14313VAC8	CARMX_15-3 SENIOR ABS 15-3 A3		2	1,199,924.29	1,208,183.99	1,200,000.00	1,199,926.68	8,257.31		2.39		—	—	1.63	MON	869.33	1,793.01		20150806	20200515
14313VAD6	CARMX_15-3 SENIOR ABS 15-3 A4		2	249,946.4	253,040.01	250,000.00	249,948.04	3,091.97		1.64		—	—	1.98	MON	220.00	453.75		20150806	20210216
14855GAB7	CASTLELAKE AIRCRAFT SECU TRUST ABS_14-1		2	935,290.64	921,517.2	930,637.45	935,168.03	(13,650.83	)	(247.91	)	—	—	5.25	MON	2,171.49	31,790.76		20150105	20290215
14889KAE2	CRMN_15-1A MEZZANIN ABS 15-1A 144A	F	1	742,800	738,112.5	750,000.00	743,216.31	(5,103.81	)	416.31		—	—	—	JAJO	0	—		20150331	20270422
14912L5T4	CATERPILLAR INC SENIOR CORP BND MTN			1,016,550	1,019,879.07	1,000,000.00	1,012,460.78	7,418.29		(3,050.33	)	—	—	2.45	MS	1,701.39	24,500		20130903	20180906
14912L6L0	CATERPILLAR INC SENIOR CORP BND MTN			2,899,739	2,907,562.42	2,900,000.00	2,899,763.9	7,798.52		24.90		—	—	1.7	JD	14,379.17	—		20150611	20180616
151020AQ7	CELGENE CORPORATION SENIOR CORP BND			4,990,950	5,061,108.4	5,000,000.00	4,991,175.69	69,932.71		225.69		—	—	2.875	FA	19,550.67	—		20150803	20200815
15672NAA2	CERB_14-1A ABS_14-1A-A 144A		2	1,869,203.37	1,869,179.07	1,869,203.37	1,869,203.37	(24.3	)	—		—	—	2.189	JAJO	8,864.51	26,830.59		20141120	20231015
15672NAC8	CERB_14-1A MEZZANIN ABS _14-1A-B 144A		2	991,577.3	998,859	1,000,000.00	993,780.18	5,078.82		2,075.99		—	—	2.989	JAJO	6,475.73	18,348.63		20141120	20231015
156792GT4	CERRITOS CALIF CMNTY COLLEGE D MUNI BND			500,000	510,710	500,000.00	500,000	10,710		—		—	—	2.165	FA	1,804.17	7,547.43		20141105	20190801
161571FQ2	CHASE ISSUANCE TRUST CHAIT_12- ABS 12-A7		2	5,000,000	4,974,850.1	5,000,000.00	5,000,000	(25,149.9	)	—		—	—	2.16	MON	4,800.00	66,300		20150130	20240916
161571FU3	CHAIT_13-A1 ABS 13-A1		2	4,954,296.87	5,016,000	5,000,000.00	4,968,159.17	47,840.83		9,822.14		—	—	1.3	MON	2,888.89	48,750.03		20140904	20200218
161571FW9	CHAIT_13-A3 ABS 13-A3		2	3,405,000	3,398,939.07	3,405,000.00	3,405,000	(6,060.93	)	—		—	—	0.487	MON	736.31	11,895.62		20130412	20200415
161571GC2	CHASE ISSUANCE TRUST ABS 13-A8		2	1,999,543.4	2,003,959.96	2,000,000.00	1,999,765.11	4,194.85		87.26		—	—	1.01	MON	897.78	15,149.97		20131025	20181015
161571GH1	CHAIT_13-A9 ABS 13-A9 A		2	1,500,000	1,503,285.03	1,500,000.00	1,500,000	3,285.03		—		—	—	0.627	MON	417.70	6,838.7		20131210	20201115
161571GJ7	CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1		2	11,497,919.65	11,539,215.35	11,500,000.00	11,498,672.29	40,543.06		339.31		—	—	1.15	MON	5,877.78	99,187.47		20140116	20190115
161571GQ1	CHASE ISSUANCE TRUST SENIOR ABS 14-A7 A		2	1,599,812.32	1,609,248.05	1,600,000.00	1,599,865.88	9,382.17		46.43		—	—	1.38	MON	981.33	16,560		20141107	20191115
161571GT5	CHAIT_15-A2 ABS_15-A2 A		2	11,224,451.1	11,336,689.08	11,225,000.00	11,224,550.17	112,138.91		99.07		—	—	1.59	MON	7,932.34	90,230.31		20150306	20200218
161630BD9	CHASE CMO_07-A1 11M1		2	1,951,712.62	1,796,552.45	1,933,211.15	1,949,236.23	(152,683.78	)	(9,023.84	)	—	—	2.465	MON	3,971.57	38,344.1		20080118	20370325

165182BA3	CHESAPEAKE FUNDING LLC CF_12-1 ABS 12-1A	2	199,257.73	199,257.73	199,257.73	199,257.73	—		—		—	—	0.949	MON	120.85	4,805.58		20120510	20231107
166430AA6	CHEST_14-1A ABS _14-1A-A 144A	2	2,823,000	2,822,717.7	2,823,000.00	2,823,000	(282.3	)	—		—	—	4.5	MJSD	5,646.00	98,685		20141211	20341215
166764AA8	CHEVRON CORP SENIOR CORP BND	1	990,820	994,804.23	1,000,000.00	993,675.19	1,129.04		2,130.15		—	—	1.104	JD	3,557.33	5,520		20121128	20171205
166764AC4	CHEVRON CORP SENIOR CORP BND		365,000	365,821.25	365,000.00	365,000	821.25		—		—	—	0.889	JD	874.30	2,980.62		20130617	20160624
166764AL4	CHEVRON CORP SENIOR CORP BND		1,000,000	999,960.33	1,000,000.00	1,000,000	(39.67	)	—		—	—	1.345	MN	5,081.11	9,928.72		20141110	20171115
166764AV2	CHEVRON CORP SENIOR CORP BND		2,380,000	2,374,021.68	2,380,000.00	2,380,000	(5,978.32	)	—		—	—	1.365	MS	2,617.01	16,153.26		20150224	20180302
170016XW4	CHIPPEWA VALLEY MICH SCHS MUNI BND GO	1	6,265,211	6,310,010	5,450,000.00	6,180,590.48	129,419.52		(63,404.08	)	—	—	5	MN	113,541.67	136,250		20130916	20270501
17119RAD4	CCART_13-AA ABS_13-AA A4 144A	2	884,992.92	888,991.31	885,000.00	884,987.15	4,004.16		(2.17	)	—	—	1.34	MON	527.07	8,894.25		20131016	20181217
17119VAC7	CCART_13-B ABS_13-B A3 144A	2	1,222,274.96	1,222,119.74	1,221,667.69	1,221,850.08	269.66		(609.42	)	—	—	0.85	MON	461.53	12,063.64		20140826	20180515
17119VAD5	CCART_13-B ABS_13-BA A4 144A	2	1,474,731.41	1,475,914.44	1,475,000.00	1,474,873.99	1,040.45		61.83		—	—	1.27	MON	832.55	14,049.36		20131106	20190315
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A	2	6,428,778.3	6,444,146.07	6,430,000.00	6,429,295.76	14,850.31		388.24		—	—	1.27	MON	3,629.37	61,245.72		20140918	20190515
17275RAR3	CISCO SYSTEMS INC SENIOR CORP BND		500,100	506,591.34	500,000.00	500,081.09	6,510.25		(15.45	)	—	—	2.125	MS	885.42	10,625		20140224	20190301
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND		3,499,790	3,509,532.92	3,500,000.00	3,499,899.53	9,633.39		52.00		—	—	1.1	MS	2,994.44	38,500		20140918	20170303
17275RAU6	CISCO SYSTEMS INC SENIOR CORP BND		5,998,980	6,034,722.3	6,000,000.00	5,999,075.52	35,646.78		95.52		—	—	1.65	JD	28,600.00	—		20150610	20180615
172967ES6	CITIGROUP INC CORP BND		446,400	442,251.25	400,000.00	442,986.22	(734.97	)	(3,413.78	)	—	—	6.125	MN	9,255.56	(4,015.28	)	20150709	20180515
172967GK1	CITIGROUP INC SUB CORP BND		10,802,675	10,713,195.58	10,500,000.00	10,763,628.6	(50,433.02	)	(25,205.20	)	—	—	4.05	JJ	72,056.26	425,250		20140819	20220730
172967GR6	CITIGROUP INC CAPSEC CORP BND	1	9,970,625	9,712,500	10,500,000.00	9,976,260.29	(263,760.29	)	3,782.71		—	—	5.35	MN	212,216.66	280,875		20141125	20491231
172967HC8	CITIGROUP INC SENIOR CORP BND		2,033,660	2,024,141.84	2,000,000.00	2,024,146.98	(5.14	)	(5,796.72	)	—	—	2.5	MS	694.44	50,000		20140701	20180926
172967HD6	CITIGROUP INC SENIOR CORP BND		2,101,400	2,065,059.36	2,000,000.00	2,095,291.32	(30,231.96	)	(6,108.68	)	—	—	3.875	AO	33,583.33	12,916.67		20150220	20231025
172967HU8	CITIGROUP INC SENIOR CORP BND		2,983,710	3,013,503.34	3,000,000.00	2,986,977	26,526.34		2,420.22		—	—	2.5	JJ	12,916.67	75,000		20140910	20190729
172967HY0	CITIGROUP INC SENIOR CORP BND		1,597,760	1,598,619.63	1,600,000.00	1,598,591.81	27.82		553.37		—	—	1.55	FA	3,237.78	24,800		20140807	20170814
172967JE2	CITIGROUP INC SENIOR CORP BND		759,848	762,440.29	760,000.00	759,890.17	2,550.12		46.98		—	—	1.85	MN	4,960.06	19,067.33		20141118	20171124
172967JJ1	CITIGROUP INC SENIOR CORP BND		9,176,257.6	9,162,101.28	9,210,000.00	9,180,006.36	(17,905.08	)	4,114.47		—	—	2.4	FA	26,402.00	124,629.34		20150305	20200218
172967JL6	CITIGROUP INC SUB CORP BND		1,248,150	1,217,515.38	1,250,000.00	1,248,228.69	(30,713.31	)	78.69		—	—	3.875	MS	672.74	24,218.75		20150319	20250326
172967JN2	CITIGROUP INC SENIOR CORP BND		6,504,315.75	6,488,958.45	6,525,000.00	6,507,207.16	(18,248.71	)	2,891.41		—	—	1.7	AO	47,451.25	—		20150422	20180427
172967JW2	CITIGROUP INC SENIOR CORP BND		199,948	200,814.15	200,000.00	199,950.89	863.26		2.89		—	—	2.15	JJ	728.61	—		20150723	20180730
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8	2	2,588,682.81	2,611,773.12	2,620,000.00	2,611,863.9	(90.78	)	3,970.48		—	—	0.329	JAJO	1,866.49	5,821.1		20110706	20181217
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8	2	2,601,748.05	2,448,157.48	2,250,000.00	2,434,942.98	13,214.5		(76,471.88	)	—	—	5.65	MS	3,884.37	144,498.75		20131203	20190920
17305EFC4	CCCIT ABS 13-A3 A3	2	12,642,449.5	12,683,124.69	12,645,000.00	12,644,243.53	38,881.16		627.28		—	—	1.11	JJ	26,902.24	140,359.5		20130801	20180723
17305EFE0	CCCIT_13-A6 ABS 13-A6 A6	2	884,570.31	879,278.73	875,000.00	878,307.5	971.23		(4,720.72	)	—	—	1.32	MS	770.00	31,670.1		20131210	20180907
17305EFK6	CCCIT_13-A10 ABS 13-A10 A10	2	11,385,664.06	11,379,504.5	11,375,000.00	11,376,883.29	2,621.21		(4,511.46	)	—	—	0.73	FA	12,455.63	83,037.5		20140326	20180207
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4	2	1,059,785.77	1,064,229.42	1,060,000.00	1,059,882.87	4,346.55		56.45		—	—	1.23	AO	5,686.02	6,519		20140429	20190424
17305EFS9	CITIBANK CREDIT CARD MASTER TR ABS_14-A6	2	4,866,375	4,897,487.9	4,800,000.00	4,861,170.05	36,317.85		(5,204.95	)	—	—	2.15	JJ	21,786.67	12,613.33		20150527	20210715
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8	2	5,967,968.73	6,018,722.44	5,950,000.00	5,964,308.27	54,414.17		(3,663.00	)	—	—	1.73	AO	49,180.05	43,982.85		20150126	20200409

17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC		2	9,088,242.19	9,072,252	9,000,000.00	9,050,993.11	21,258.89		(24,653.36	)	—	—	1.813	MON	13,597.51	122,377.59		20140807	20450910
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A		2	490,000	486,386.25	490,000.00	490,000	(3,613.75	)	—		—	—	0.957	JAJO	1,184.59	3,463.63		20140605	20330615
17322VAR7	CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2		2	3,316,556.2	3,329,512.23	3,220,000.00	3,301,162.94	28,349.29		(7,873.08	)	—	—	2.851	MON	7,650.18	68,851.62		20140717	20470710
17324DAU8	CGCMT_15-P1 LCF SENIOR CMBS 15-P1		2	1,029,952.4	1,049,410.02	1,000,000.00	1,029,639.03	19,770.99		(313.37	)	—	—	3.717	MON	3,097.50	1,239		20150806	20480915
177510AC8	CITRUS RE LTD CORP BND 144A	F		1,000,000	1,007,040	1,000,000.00	1,000,000	7,040		—		—	—	—	JAJO	0	13,217.47		20150401	20180409
177510AD6	CITRUS RE LTD CORP BND 144A	F		650,000	656,136	650,000.00	650,000	6,136		—		—	—	6.02	JAJO	8,261.16	10,869.95		20150401	20180409
177510AE4	CITRUS RE LTD CORP BND 144A	F		250,000	254,565	250,000.00	250,000	4,565		—		—	—	9.02	JAJO	4,760.70	6,264.08		20150401	20180409
180848DS9	CLARK CNTY NEV ARPT REV MUNITAX BND GO		1	4,625,530	4,599,567.6	3,910,000.00	4,490,416.55	109,151.05		(101,034.76	)	—	—	5.86	MN	95,469.17	114,563		20090610	20201101
191216AU4	COCA-COLA COMPANY (THE) CORP BND			3,041,280.96	3,032,118	3,000,000.00	3,013,376.53	18,741.47		(16,108.32	)	—	—	1.8	MS	4,500.00	76,300		20111214	20160901
191216BA7	COCA-COLA COMPANY (THE) SENIOR CORP BND			492,870	499,129.53	500,000.00	494,871.48	4,258.05		1,493.43		—	—	1.15	AO	2,875.00	2,875		20130228	20180401
191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			4,994,250	4,997,481	5,000,000.00	4,997,906.45	(425.45	)	1,978.39		—	—	0.75	MN	15,625.00	31,958.33		20140918	20161101
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1,890,937	1,889,549.95	1,900,000.00	1,895,257.18	(5,707.23	)	1,348.74		—	—	0.9	MN	7,125.00	8,550		20130429	20180501
19416QEF3	COLGATE-PALMOLIVE CO SENIOR CORP BND			993,190	1,005,899.89	1,000,000.00	994,673.85	11,226.04		1,104.77		—	—	1.75	MS	777.78	17,500		20140226	20190315
19624HAA6	COLNY_14-1 SENIOR CMBS _14-1-A		2	2,837,625.7	2,836,777.24	2,837,631.37	2,834,648.29	2,128.95		(2,926.44	)	—	—	2.543	MON	6,013.89	65,764.57		20141023	20500420
196479WD7	COLORADO HOUSING & FINANCE AUT MUNITAX B			920,000	935,805.6	920,000.00	920,000	15,805.6		—		—	—	2.024	MN	7,758.67	10,243.69		20141023	20190501
196479WE5	COLORADO HOUSING & FINANCE AUT MUNITAX B			1,010,000	1,030,149.5	1,010,000.00	1,010,000	20,149.5		—		—	—	2.144	MN	9,022.67	11,946.84		20141023	20191101
198280AA7	COLUMBIA PIPELINE GROUP INC SENIOR CORP			769,815.2	771,550.37	770,000.00	769,837.59	1,712.78		22.39		—	—	2.45	JD	6,759.96	—		20150519	20180601
198280AC3	COLUMBIA PIPELINE GROUP INC SENIOR CORP		1	2,994,600	2,996,572.05	3,000,000.00	2,994,963.21	1,608.84		363.21		—	—	3.3	JD	35,475.00	—		20150519	20200601
20030NBD2	COMCAST CORPORATION SENIOR CORP BND			2,006,540	2,029,958.8	2,000,000.00	2,006,432.88	23,525.92		(107.12	)	—	—	3.125	JJ	13,194.44	(4,687.5	)	20150807	20220715
200474BC7	COMM_15-LC19 LCF SENIOR CMBS 15-LC19 A4		2	5,149,702.7	5,046,950.14	5,000,000.00	5,140,412.17	(93,462.03	)	(9,290.53	)	—	—	3.183	MON	13,262.50	91,517.92		20150126	20480210
20271RAG5	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	E		2,497,875	2,509,692.58	2,500,000.00	2,498,617.86	11,074.72		521.59		—	—	1.4	MS	2,236.11	35,000		20140903	20170908
20271RAJ9	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO			12,284,849.55	12,330,603.63	12,300,000.00	12,287,418.16	43,185.47		2,898.55		—	—	1.625	MS	10,548.96	103,977.43		20150929	20180312
20281PCA8	COMMONWEALTH FING AUTH PA MUNITAX BND RE			564,185	550,930	500,000.00	547,140.93	3,789.07		(12,759.92	)	—	—	5.792	JD	9,653.33	14,480		20090430	20180601
20281PCB6	COMMONWEALTH FING AUTH PA MUNITAX BND RE			2,254,340	2,244,700	2,000,000.00	2,202,652.84	42,047.16		(38,763.87	)	—	—	5.892	JD	39,280.00	58,920		20090430	20190601
20772JKM3	CONNECTICUT (STATE OF) MUNITAX BND GO			2,273,043.5	2,307,691.75	2,275,000.00	2,273,398.76	34,292.99		288.10		—	—	1.896	AO	19,889.57	21,567		20141028	20191015
20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO			2,556,975	2,578,725	2,500,000.00	2,542,450.73	36,274.27		(10,773.47	)	—	—	2.172	FA	6,938.33	54,300		20140923	20180815
20775BN77	CONNECTICUT ST HSG FIN AUTH MUNI BND REV		1	198,329.25	196,801.15	185,000.00	196,861.99	(60.84	)	(58,213.13	)	—	—	4.1	MN	2,865.44	21,706.65		20131011	20281115
20825TAA5	CONOCO INC CORP BND	G		1,912,070.6	1,763,595.14	1,685,000.00	1,765,089.91	(1,494.77	)	(158,745.91	)	—	—	5.625	AO	43,704.69	213,103.14		20131022	20161015
20826FAJ5	CONOCOPHILLIPS CO SENIOR CORP BND		1	6,894,872.16	6,860,092.86	6,898,000.00	6,895,086.45	(34,993.59	)	214.29		—	—	2.2	MN	56,065.41	(54.51	)	20150916	20200515
20826FAL0	CONOCOPHILLIPS CO SENIOR CORP BND			7,339,119.2	7,307,903.72	7,340,000.00	7,339,223.82	(31,320.1	)	104.62		—	—	1.5	MN	40,675.84	—		20150513	20180515
209111EV1	CONSOLIDATED EDISON INC CORP BND			2,385,140	2,313,999.94	2,000,000.00	2,295,790.63	18,209.31		(66,899.43	)	—	—	7.125	JD	47,500.00	71,250		20081202	20181201
21684AAA4	RABOBANK NEDERLAND, UTRECHT SUB CORP BND	F		5,708,120	5,675,240.34	5,500,000.00	5,702,862.3	(27,621.96	)	(5,257.70	)	—	—	4.625	JD	84,791.66	(19,784.72	)	20150624	20231201
21685WBT3	RABOBANK NEDERLAND NV CORP BND	F		1,264,080	1,261,481	1,150,000.00	1,258,146.69	3,334.31		(5,933.31	)	—	—	4.5	JJ	11,500.00	4,600		20150604	20210111
216871AC7	COOPER US INC CORP BND			3,765,604.6	3,501,683.52	3,260,000.00	3,521,439.94	(19,756.42	)	(96,736.24	)	—	—	6.1	JJ	49,715.00	142,638.33		20150401	20170701

216871AF0	COOPER INDUSTRIES LTD. CORP BND			1,020,060		1,004,069.9	1,000,000.00	1,004,489.04		(419.14	)	(11,653.78	)	—	—	2.375	JJ	5,013.89	23,750		20101202	20160115
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			1,988,560		2,017,336.88	2,000,000.00	1,992,333.81		25,003.07		1,669.94		—	—	2.25	JJ	9,625.00	45,000		20140107	20190114
21870LAA4	CORE_15-CALW LCF SENIOR CMBS 15-CALW A 1		2	3,501,717.62		3,456,536	3,400,000.00	3,494,415.27		(37,879.27	)	(7,302.35	)	—	—	3.04	MON	8,613.34	40,769.75		20150401	20340210
219350BA2	CORNING INC SENIOR CORP BND			2,000,091.25		1,995,879.52	2,000,000.00	2,000,081.47		(4,201.95	)	13.94		—	—	1.5	MN	11,916.67	1,048.96		20150507	20180508
21H032688	GNMA TBA MBS		2	(12,818	)	—	—	(12,769.4	)	12,769.4		48.60			—	3.5	MON	0	—		20150710	20450801
21H032696	GNMA TBA MBS		2	(1,919.06	)	—	—	(1,916.56	)	1,916.56		2.50			—	3.5	MON	0	—		20150818	20450901
21H0326A3	GNMA TBA MBS		2	2,124,482.15		2,144,392.43	2,047,000.00	2,124,482.15		19,910.28		—		—	—	3.5	MON	3,980.28	(3,980.28	)	20150916	20451001
22160KAE5	COSTCO WHOLESALE CORPORATION SENIOR CORP			1,899,620		1,898,272.23	1,900,000.00	1,899,831.17		(1,558.94	)	5,002.01		—	—	1.125	JD	6,293.75	34,125.01		20121128	20171215
224287AA0	CRANBERRY RE LTD	F		1,950,000		1,987,108.5	1,950,000.00	1,950,000		37,108.5		—		—	—	3.81	JAJO	16,097.84	2,881.77		20150423	20180706
225313AF2	CREDIT AGRICOLE SA SUB CORP BND 144A	F		1,276,020.48		1,236,222.55	1,283,000.00	1,276,323.54		(40,100.99	)	303.06		—	—	4.375	MS	2,182.88	28,065.63		20150309	20250317
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BN	F		3,994,960		4,037,103.56	4,000,000.00	3,996,368.79		40,734.77		726.21		—	—	2.5	AO	46,111.11	50,000		20140409	20190415
22541QFV9	CSFB_03-17 WHOLE LOAN__03-17-1A4		2	391,065.64		388,407.77	384,362.36	390,792.68		(2,384.91	)	(1,833.94	)	—	—	5.5	MON	1,761.66	18,815.9		20030619	20330625
225436AA2	CREDIT SUISSE GROUP CCN CORP BND 144A	F	1	5,852,032.8		5,640,000	6,000,000.00	5,853,842.65		(213,842.65	)	1,223.94		—	—	6.25	JD	107,291.67	177,858.33		20150304	20491231
22546QAT4	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			4,997,421.26		4,997,581.85	5,000,000.00	4,997,776.68		(194.83	)	676.68		—	—	1.75	JJ	15,069.44	43,750		20150929	20180129
22546QAV9	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			1,145,767		1,145,080.8	1,150,000.00	1,146,179.65		(1,098.85	)	412.65		—	—	1.7	AO	8,254.44	(1,895.97	)	20150807	20180427
233046AC5	DNKN_15-1A ABS 15-1A A2I 144A		2	1,492,500		1,501,519.18	1,492,500.00	1,492,500		9,019.18		—		—	—	3.262	FMAN	5,544.72	27,696.42		20150122	20450220
233046AD3	DNKN_15-1A ABS 15-1A A2II 144A		2	1,492,500		1,505,347.44	1,492,500.00	1,492,500		12,847.44		—		—	—	3.98	FMAN	6,765.17	33,792.69		20150122	20450220
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	1,192,920		1,074,096.04	1,200,000.00	1,194,996.1		(120,900.06	)	1,004.97		—	—	2.7	AO	16,200.00	16,200		20140310	20190401
233851AK0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,112,230		3,049,194	3,000,000.00	3,063,254.14		(14,060.14	)	(36,695.71	)	—	—	2.95	JJ	19,666.67	88,500		20120104	20170111
233851BA1	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,014,510		996,017.38	1,000,000.00	1,010,833.18		(14,815.8	)	(2,764.70	)	—	—	2.375	FA	3,958.33	23,750		20130724	20180801
233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			5,002,681		4,959,590.12	5,020,000.00	5,009,321.64		(49,731.52	)	5,435.56		—	—	1.375	FA	11,504.16	95,769.51		20140724	20170801
233851BP8	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,673,593		1,646,757.76	1,675,000.00	1,673,859.53		(27,101.77	)	266.53		—	—	1.65	MS	2,226.36	13,818.75		20150223	20180302
233851BZ6	DAIMLER FINANCE NORTH AMERICA SENIOR COR			2,494,925		2,464,502.15	2,500,000.00	2,495,191.12		(30,688.97	)	266.12		—	—	2	FA	8,194.44	—		20150728	20180803
235308QJ5	DALLAS TEX INDPT SCH DIST MUNITAX BND GO			6,936,930		6,917,148	6,300,000.00	6,845,866.27		71,281.73		(91,063.73	)	—	—	4.25	FA	34,212.51	121,231.26		20150225	20190215
2354167B4	DALLAS TEX MUNITAX BND REV			1,750,000		1,779,767.5	1,750,000.00	1,750,000		29,767.5		—		—	—	1.96	AO	17,721.66	—		20150311	20191001
2354167C2	DALLAS TEX MUNITAX BND REV			1,500,000		1,534,725	1,500,000.00	1,500,000		34,725		—		—	—	2.21	AO	17,127.50	—		20150311	20201001
235851AL6	DANAHER CORPORATION CORP BND			1,822,080		1,845,166.25	1,825,000.00	1,824,554.68		20,611.57		(8,109.13	)	—	—	2.3	JD	11,426.53	35,170.83		20110620	20160623
235851AN2	DANAHER CORPORATION SENIOR CORP BND			3,912,122.74		3,935,018.48	3,917,000.00	3,912,192.83		22,825.65		70.09		—	—	1.65	MS	2,872.46	(7.89	)	20150911	20180915
235851AP7	DANAHER CORPORATION SENIOR CORP BND		1	4,274,587.45		4,325,279.09	4,285,000.00	4,274,674.05		50,605.04		86.60		—	—	2.4	MS	4,570.66	—		20150910	20200915
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND			4,923,571.75		4,948,640.54	4,925,000.00	4,924,581.73		24,058.81		210.85		—	—	1.4	MS	3,064.44	68,950		20120222	20170315
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP B			634,326.9		635,469.84	635,000.00	634,930.36		539.48		169.55		—	—	0.75	JJ	912.82	4,762.5		20130117	20160122
24422ESK6	JOHN DEERE CAPITAL CORP SENIOR CORP BND			1,989,880		2,008,197.78	2,000,000.00	1,992,100.35		16,097.43		1,650.84		—	—	1.95	MS	2,925.00	39,000		20140225	20190304
24422EST7	JOHN DEERE CAPITAL CORP SENIOR CORP BND			2,578,710		2,577,612.34	2,580,000.00	2,579,010.41		(1,398.07	)	300.41		—	—	1.35	JJ	7,256.25	17,415		20150113	20180116
24422ESX8	JOHN DEERE CAPITAL CORP SENIOR CORP BND			2,399,088		2,403,179.09	2,400,000.00	2,399,151.85		4,027.24		63.85		—	—	1.6	JJ	8,213.33	—		20150709	20180713

246343JR9	DELAWARE RIV JT TOLL BRDG COMM MUNITAX B			2,203,944.6	2,222,574.9	2,210,000.00	2,205,539.21	17,035.69		1,170.88		—	—	2.184	JJ	12,066.60	48,266.4		20121018	20180701
24703BAC9	DEFT_15-1 ABS 15-1 A3 144A		2	2,619,821.05	2,615,957.34	2,620,000.00	2,619,857.13	(3,899.79	)	36.08		—	—	1.3	MON	851.50	14,191.65		20150415	20200323
249218AR9	DENVER CO PUB SCHS CTFS MUNITAX BND REV			1,491,330	1,513,665	1,500,000.00	1,493,350.02	20,314.98		1,499.94		—	—	1.644	JD	7,261.00	12,330		20130418	20181215
249670AA8	DEPOSITORY TRUST & CLEARING CO CAPSEC CO		1	1,750,000	1,745,625	1,750,000.00	1,750,000	(4,375	)	—		—	—	4.875	JD	29,385.42	—		20150519	20491231
251525AP6	DEUTSCHE BANK AG SUB CORP BND	F		1,992,200	1,933,905.34	2,000,000.00	1,992,512.34	(58,607	)	389.14		—	—	4.5	AO	45,000.00	11,100		20150327	20250401
25152RYD9	DEUTSCHE BK LDN SENIOR CORP BND	F		4,994,050	4,994,668.95	5,000,000.00	4,995,278.48	(609.53	)	1,255.23		—	—	1.875	FA	12,500.00	48,177.08		20150210	20180213
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP			4,986,350	5,025,750	5,000,000.00	4,995,176.93	30,573.07		3,403.39		—	—	1.25	AO	28,298.61	31,250		20141205	20161018
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		4,651,160	4,662,783.32	4,650,000.00	4,654,097.94	8,685.38		(927.54	)	—	—	1.5	MN	27,125.00	77,010.41		20120508	20170511
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		2,485,750	2,463,829.63	2,500,000.00	2,492,547.33	(28,717.7	)	2,118.26		—	—	1.125	AO	11,875.00	14,062.5		20130424	20180429
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND			4,533,818.6	4,555,039.45	4,500,000.00	4,520,726.67	34,312.78		(10,454.51	)	—	—	2.4	MS	4,800.00	108,000		20150929	20170315
25466AAG6	DISCOVER BANK/GREENWOOD DE SENIOR CORP B		1	2,899,333	2,927,743.28	2,900,000.00	2,899,373.42	28,369.86		40.42		—	—	3.1	JD	29,217.50	—		20150601	20200604
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2		2	6,554,026.59	6,554,960.67	6,555,000.00	6,554,767.51	193.16		272.74		—	—	0.69	MON	2,010.20	45,058		20130206	20180815
254683BB0	DCENT_13 ABS 13		2	8,500,000	8,493,880.09	8,500,000.00	8,500,000	(6,119.91	)	—		—	—	0.507	MON	1,913.63	30,989.05		20150601	20200817
254683BJ3	DCENT_14-3 ABS_14-A3 A3		2	1,029,736.32	1,033,759.48	1,030,000.00	1,029,827.83	3,931.65		263.51		—	—	1.22	MON	558.49	9,424.53		20140428	20191015
254683BL8	DISCOVER CARD MASTER TRUST SENIOR ABS _1		2	2,499,783.5	2,514,875.03	2,500,000.00	2,499,820.94	15,054.09		29.66		—	—	1.39	MON	1,544.44	26,062.47		20141008	20200415
254683BP9	DCENT_15-A2 SENIOR ABS 15-A2 A		2	7,112,844.16	7,145,310.11	7,115,000.00	7,113,015.37	32,294.74		171.21		—	—	1.9	MON	6,008.22	51,069.9		20150422	20221017
254683BQ7	DISCOVER CARD MASTER TRUST SENIOR ABS_15		2	6,359,159.85	6,359,159.85	6,360,000.00	6,359,159.85	—		—		—	—	1.45	MON	0	—		20150930	20210315
25468PCS3	WALT DISNEY COMPANY (THE) CORP BND MTN			2,498,525	2,508,784	2,500,000.00	2,499,147.4	9,636.6		462.94		—	—	1.125	FA	3,593.75	28,125		20120316	20170215
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BN			3,102,781.25	3,118,544.34	3,125,000.00	3,115,209.03	3,335.31		3,321.21		—	—	1.1	JD	11,458.34	17,187.5		20121127	20171201
25468PCW4	WALT DISNEY COMPANY (THE) SENIOR CORP BN			755,389.44	761,875.74	776,000.00	755,831.39	6,044.35		441.95		—	—	2.35	JD	6,078.66	(2,988.68	)	20150727	20221201
25468PDD5	WALT DISNEY COMPANY (THE) SENIOR CORP BN			519,558	522,241.87	520,000.00	519,563.56	2,678.31		5.56		—	—	1.5	MS	303.33	—		20150914	20180917
25468PDF0	WALT DISNEY COMPANY (THE) CORP BND			648,453	660,578.37	650,000.00	648,458.1	12,120.27		5.10		—	—	3.15	MS	796.26	—		20150914	20250917
25476FHE1	DISTRICT OF COLUMBIA MUNI BND GO			5,731,050	5,558,150	5,000,000.00	5,533,750.06	24,399.94		(147,409.15	)	—	—	5	JD	83,333.33	125,000		20080813	20180601
25476FLG1	DISTRICT OF COLUMBIA MUNITAX BND GO			5,416,000	5,286,850	5,000,000.00	5,297,775.4	(10,925.4	)	(118,224.60	)	—	—	4.613	JD	76,883.34	77,524.03		20150127	20170601
254845GB0	DISTRICT COLUMBIA WTR & SWR AU MUNI BND		1	569,945	561,150	500,000.00	552,786.09	8,363.91		(12,801.98	)	—	—	5	AO	12,500.00	12,500		20090128	20241001
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F		8,395,963	8,288,486.2	8,200,000.00	8,226,471.24	62,014.96		(39,449.53	)	—	—	2.9	MS	1,321.11	237,800		20120612	20160329
25746UBE8	DOMINION RESOURCES INC CORP BND			563,170	557,067.68	500,000.00	558,256.4	(1,188.72	)	(4,913.60	)	—	—	6.4	JD	9,422.22	(1,955.56	)	20150701	20180615
25746UCD9	DOMINION RESOURCES INC SENIOR CORP BND			5,498,580	5,492,592.93	5,500,000.00	5,498,720.89	(6,127.96	)	245.46		—	—	1.9	JD	30,136.10	17,047.23		20150624	20180615
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND			1,423,418.25	1,432,281.75	1,425,000.00	1,424,903.22	7,378.53		249.22		—	—	2.9	JJ	8,724.17	41,325		20110106	20160115
26249MAA5	DRSLF_15-37A ABS 15-37A A 144A	F	2	5,000,000	4,969,500	5,000,000.00	5,000,000	(30,500	)	—		—	—	1.789	JAJO	19,378.67	31,521.18		20150129	20270415
26250DAU7	SHELL: DRSLF_12-24RA ABS 12-24RA CR 144	F	2	1,500,000	1,496,158.5	1,500,000.00	1,500,000	(3,841.5	)	—		—	—	3.021	FMAN	5,663.44	11,647.77		20150429	20231115
26441CAH8	DUKE ENERGY CORP SENIOR CORP BND			1,003,500	1,002,722.85	1,000,000.00	1,002,299.64	423.21		(901.76	)	—	—	1.625	FA	2,076.39	16,250		20120813	20170815
26441CAK1	DUKE ENERGY CORP SENIOR CORP BND		1	1,015,350	1,010,187.61	1,000,000.00	1,012,534.33	(2,346.72	)	(3,464.28	)	—	—	2.1	JD	6,183.33	9,517.08		20150218	20180615
26442CAJ3	DUKE ENERGY CORP CORP BND			1,114,270	1,093,085.78	1,000,000.00	1,104,529.21	(11,443.43	)	(9,740.79	)	—	—	4.3	JD	12,661.11	7,166.67		20150410	20200615

26442CAL8	DUKE ENERGY CORP CORP BND			507,730	504,800.8	500,000.00	504,240.02	560.78		(2,608.33	)	—	—	1.75	JD	2,576.39	4,375		20111205	20161215
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		4,863,518.4	4,963,016.2	4,920,000.00	4,881,902.32	81,113.88		8,236.94		—	—	2.15	JJ	20,274.50	105,780		20150916	20190122
268648AP7	EMC CORP/ MASSACHUSETTS SENIOR CORP BND			3,498,725	3,500,335.93	3,500,000.00	3,499,296.95	1,038.98		191.11		—	—	1.875	JD	21,875.00	32,812.5		20140402	20180601
26875PAM3	EOG RESOURCES INC SENIOR CORP BND		1	849,991.5	834,223.01	850,000.00	850,000.14	(15,777.13	)	8.64		—	—	3.15	AO	14,428.75	—		20150312	20250401
26971HAA0	EGLE_14-1A ABS_14-1A A1 144A	F	2	4,061,855.27	4,058,691.41	4,062,500.00	4,061,868.51	(3,177.1	)	163.63		—	—	2.57	MON	4,640.28	87,272.91		20141212	20391215
27332QAB0	EAST LANE RE VI LTD SENIOR CORP BND 144A	F		1,875,000	1,889,193.75	1,875,000.00	1,875,000	14,193.75		—		—	—	3.75	MJSD	4,492.19	36,420.09		20150302	20200313
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND			822,228	832,447.98	825,000.00	824,035.84	8,412.14		420.46		—	—	2.4	JD	6,600.00	9,900		20120529	20170601
278062AB0	EATON CORPORATION SENIOR CORP BND			4,680,469.42	4,660,972	4,675,000.00	4,679,624.62	(18,652.62	)	(1,139.43	)	—	—	1.5	MN	29,023.97	(1,916.67	)	20150825	20171102
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A		2	306,429.36	305,218.04	306,429.36	306,429.36	(1,211.32	)	—		—	—	1.145	JAJO	643.30	3,010.43		20100223	20230725
28336LBR9	EL PASO LLC CORP BND			2,428,386.4	2,349,877.29	2,140,000.00	2,368,496.81	(18,619.52	)	(59,889.59	)	—	—	7.25	JD	51,716.67	77,575		20141231	20180601
283695BP8	EL PASO NATURAL GAS COMPANY CORP BND			1,925,592.5	1,884,120.72	1,790,000.00	1,881,276.19	2,844.53		(43,060.09	)	—	—	5.95	AO	49,110.64	53,252.5		20150929	20170415
29100XAA3	EAFL_13-1 ABS 13- 1 A 144A	F	2	2,667,031.25	2,708,702.95	2,640,625.00	2,665,050.23	43,652.72		(3,326.67	)	—	—	4.65	MON	5,457.29	94,816.41		20141210	20381015
29270CYL3	ENERGY NORTHWEST MUNITAX BND REV			1,524,255	1,539,570	1,500,000.00	1,517,933.17	21,636.83		(6,043.48	)	—	—	2.147	JJ	8,051.25	55,016.88		20120816	20180701
29270CYM1	ENERGY NORTHWEST MUNITAX BND REV		2	1,201,090.8	1,207,969.03	1,190,000.00	1,199,926.57	8,042.46		(1,164.23	)	—	—	2.197	JJ	6,536.08	5,591.97		20150409	20190701
29273RAX7	ENERGY TRANSFER PARTNERS LP SENIOR CORP		1	917,705.7	900,694.3	890,000.00	916,378.43	(15,684.13	)	(1,357.10	)	—	—	4.15	AO	18,467.50	(8,182.42	)	20150618	20201001
29273RBH1	ENERGY TRANSFER PARTNERS LP SENIOR CORP			2,998,380	2,967,323.01	3,000,000.00	2,998,519.16	(31,196.15	)	139.16		—	—	2.5	JD	20,416.67	—		20150618	20180615
29358QAA7	ENSCO PLC CORP BND	F		513,090	415,000	500,000.00	511,955.05	(96,955.05	)	(1,134.95	)	—	—	4.7	MS	1,044.44	12,925		20150224	20210315
29358QAE9	ENSCO PLC SENIOR CORP BND	F	1	871,692.5	666,688.76	875,000.00	871,838.59	(205,149.83	)	146.09		—	—	5.2	MS	2,022.22	23,129.17		20150304	20250315
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A		2	490,932.54	490,383.94	490,491.86	490,520.46	(136.52	)	(195.00	)	—	—	0.93	MON	139.38	4,483.37		20131120	20180420
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS _13-2		2	1,012,275.41	1,012,271.78	1,012,433.76	1,012,382.44	(110.66	)	100.94		—	—	1.06	MON	327.92	12,065.62		20130807	20190320
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A		2	299,978.79	300,237.01	300,000.00	299,987.82	249.19		3.40		—	—	1.51	MON	138.42	3,397.5		20130807	20190320
29372EBE7	EFF_14-2 ABS_14-2 A2 144A		2	1,162,228.68	1,160,404.89	1,162,415.83	1,162,312.35	(1,907.46	)	74.65		—	—	1.05	MON	372.94	10,318.64		20140806	20200320
29379VAF0	ENTERPRISE PRODUCTS OPERATING CORP BND			5,488,700	5,479,908.75	5,000,000.00	5,478,017.33	1,891.42		(10,682.67	)	—	—	5.25	JJ	44,479.17	(17,500	)	20150819	20200131
29379VAU7	ENTERPRISE PRODUCTS OPERATING CORP BND			778,230	762,193.57	750,000.00	777,236.06	(15,042.49	)	(993.94	)	—	—	4.05	FA	3,881.25	4,218.75		20150622	20220215
29379VBG7	ENTERPRISE PRODUCTS OPERATING SENIOR COR			1,789,309.9	1,771,011.84	1,790,000.00	1,789,407.54	(18,395.7	)	97.64		—	—	1.65	MN	11,814.00	(1,145.83	)	20150528	20180507
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F		15,606,900	15,187,050	15,000,000.00	15,178,340.62	8,709.38		(212,601.52	)	—	—	2.5	MN	140,625.00	187,500		20140324	20160516
300141AC2	EVERGLADES RE LTD CORP BND 144A	F		25,186,500	24,850,560	24,000,000.00	24,845,549.94	5,010.06		(453,021.98	)	—	—	7.553	MJSD	146,015.00	1,645,584.49		20150128	20170428
30014LAA2	EVERGLADES RE II LTD CORP BND 144A	F	1	2,000,000	2,034,320	2,000,000.00	2,000,000	34,320		—		—	—	5.206	MJSD	8,098.11	33,475.01		20150430	20180503
300569GY0	EWING TWP N J SCH DIST MUNITAX BND GO			1,477,604.7	1,499,196.6	1,485,000.00	1,479,410.12	19,786.48		1,347.14		—	—	1.596	AO	11,850.30	11,850.3		20130308	20181001
30161MAP8	EXELON GENERATION CO LLC SENIOR CORP BND		1	1,129,785.3	1,133,283.47	1,130,000.00	1,129,815.39	3,468.08		30.09		—	—	2.95	JJ	7,037.39	16,852.69		20150108	20200115
30161NAG6	EXELON CORPORATION SENIOR CORP BND			1,973,965.55	1,970,181.53	1,975,000.00	1,974,129	(3,947.47	)	243.13		—	—	1.55	JD	9,353.82	3,231.53		20150715	20170609
30161NAH4	EXELON CORPORATION SENIOR CORP BND		1	3,814,056.1	3,830,365.32	3,810,000.00	3,813,825.57	16,539.75		(230.53	)	—	—	2.85	JD	33,178.75	(158.34	)	20150929	20200615
30219GAD0	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			4,067,024.68	4,166,756.2	4,100,000.00	4,088,521.03	78,235.17		6,090.42		—	—	2.65	FA	13,883.06	108,650		20130114	20170215
30219GAH1	EXPRESS SCRIPTS HOLDING CO SENIOR CORP B			6,461,775	6,436,846.26	6,500,000.00	6,470,123.25	(33,276.99	)	8,819.26		—	—	2.25	JD	43,062.50	99,862.5		20140722	20190615

30231GAB8	EXXON MOBIL CORP SENIOR CORP BND			5,000,000	4,993,249.9	5,000,000.00	5,000,000	(6,750.1	)	—		—	—	0.377	MJSD	838.22	11,635.75	20140918	20170315
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND		1	2,050,000	2,062,947.16	2,050,000.00	2,050,000	12,947.16		—		—	—	1.819	MS	1,657.31	37,289.5	20140317	20190315
30231GAF9	EXXON MOBIL CORP SENIOR CORP BND		1	1,920,000	1,877,464.61	1,920,000.00	1,920,000	(42,535.39	)	—		—	—	2.709	MS	3,612.00	26,150.88	20150303	20250306
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND			349,184.5	349,340.47	350,000.00	349,665.98	(325.51	)	121.24		—	—	2	AO	3,500.00	3,500	20120918	20171001
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A		2	200,605.14	200,655.1	200,605.14	200,605.14	49.96		—		—	—	0.743	MON	8.28	1,534.64	20100305	20480225
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		1,366,562.56	1,375,092.68	1,367,000.00	1,366,717.11	8,375.57		107.69		—	—	1.125	MS	1,110.69	15,378.76	20140827	20170905
30254WAF6	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F		7,524,617.94	7,526,842.7	7,534,000.00	7,527,462.42	(619.72	)	2,576.77		—	—	0.625	JJ	7,978.71	26,758.35	20150608	20170130
30262SAR9	FHLMC AGNECY CMBS 15-K42 B 144A		2	4,123,750	3,881,696	4,000,000.00	4,116,344.03	(234,648.03	)	(7,405.97	)	—	—	3.985	MON	13,282.43	88,236	20150204	20241225
302644EL9	FSU FINL ASSISTANCE INC FLA MUNITAX BND			920,061	922,887	900,000.00	913,499.39	9,387.61		(4,898.52	)	—	—	2.84	AO	12,780.00	12,780	20120215	20171001
30290FAE2	FREMF_12-K707 SUB CMBS_12-K707 B 144A		2	1,039,335.94	1,033,411	1,000,000.00	1,030,134.22	3,276.78		(7,174.61	)	—	—	4.019	MON	3,349.28	29,575.84	20141008	20470125
30291WAN4	FREMF SENIOR CMBS 14-K36 144A		2	2,163,906.25	2,043,158	2,000,000.00	2,152,155.67	(108,997.67	)	(11,750.58	)	—	—	4.503	MON	7,504.98	54,011.55	20150116	20461225
30291YAJ9	FREMF_14-K716 SUB CMBS 14-K716 B 144A		2	3,159,492.19	3,123,318	3,000,000.00	3,145,765.87	(22,447.87	)	(13,726.32	)	—	—	4.085	MON	10,213.60	69,523.36	20150130	20470825
31283AKB5	FHSTR CMO_282 150		2	3,561,874.88	3,557,114.53	3,642,222.30	3,566,686.81	(9,572.28	)	12,452.53		—	—	1.5	MON	4,552.78	43,759.94	20121017	20271015
3128JLHB8	FHLMC POOL # 1B1225		2	31,833.4	34,265.48	32,328.00	31,863.06	2,402.42		108.13		—	—	2.375	MON	63.98	601.84	20070402	20330901
3128JMW45	FHLMC POOL # 1B2566		2	54,073.62	57,477.31	54,498.71	54,097.92	3,379.39		53.74		—	—	2.4	MON	109.00	1,050.64	20070402	20341101
3128JMXM4	FHLMC POOL # 1B2583		2	909,952.06	962,613.61	920,054.26	910,765.02	51,848.59		2,477.60		—	—	2.408	MON	1,846.25	18,606.39	20080917	20341001
3128JMY68	FHLMC POOL # 1B2632		2	67,332.49	73,497.7	67,861.82	67,360.36	6,137.34		36.17		—	—	2.494	MON	141.04	1,302.87	20070403	20341101
3128JMZG5	FHLMC POOL # 1B2642		2	84,390.44	88,152.18	85,053.88	84,430.5	3,721.68		186.83		—	—	2.423	MON	171.74	1,832.56	20070402	20341101
3128JNAL9	FHLMC POOL # 1B2810		2	115,828.83	123,359.39	117,034.27	115,898.67	7,460.72		224.59		—	—	2.489	MON	242.75	2,411.65	20070402	20350201
3128JR6Z4	FHLMC POOL # 848088		2	4,834,127.06	4,860,618.25	4,600,507.53	4,819,401.21	41,217.04		(38,071.84	)	—	—	2.421	MON	9,281.52	89,915.39	20110308	20350401
3128JRJS6	FHLMC POOL # 847473		2	1,157,392.91	1,239,486.08	1,162,114.02	1,157,502.47	81,983.61		750.84		—	—	2.375	MON	2,300.02	22,321.04	20070926	20351201
3128JRKQ8	FHLMC POOL # 847503		2	573,555.92	622,060.15	587,274.30	574,358.91	47,701.24		1,697.23		—	—	2.441	MON	1,194.61	11,015.69	20060531	20351201
3128JRP26	FHLMC POOL # 847641		2	333,468.69	356,425.65	336,157.93	333,676.34	22,749.31		463.83		—	—	2.317	MON	649.06	6,460.76	20120222	20331201
3128JRPZ3	FHLMC POOL # 847640		2	217,441.32	234,404.29	218,632.88	217,484.73	16,919.56		212.63		—	—	2.389	MON	435.26	4,402.26	20061113	20360501
3128KW5Q2	FHLMC POOL # A66255		2	256,072.09	286,991.55	253,164.65	255,812.21	31,179.34		(1,118.67	)	—	—	6	MON	1,265.82	12,470.67	20071102	20370901
3128KWBZ5	FHLMC POOL # A65456		2	10,920.08	12,149.04	10,509.56	10,892.66	1,256.38		(13.43	)	—	—	6	MON	52.55	480.31	20090204	20370901
3128KWFX6	FHLMC POOL # A65582		2	20,228.87	22,505.43	19,468.38	20,176.6	2,328.83		(136.34	)	—	—	6	MON	97.34	984.06	20090204	20370901
3128KWFY4	FHLMC POOL # A65583		2	22,188.02	24,685.08	21,353.89	22,132.11	2,552.97		(84.17	)	—	—	6	MON	106.77	1,008.66	20090204	20370901
3128KWNV1	FHLMC POOL # A65804		2	339,834.13	387,242.46	335,975.64	339,529.28	47,713.18		(120.75	)	—	—	6	MON	1,679.88	15,267.8	20071102	20370901
3128KWNX7	FHLMC POOL # A65806		2	696,261.84	793,393.44	688,356.50	695,673.48	97,719.96		(1,983.44	)	—	—	6	MON	3,441.78	34,991.08	20071102	20370901
3128KWT29	FHLMC POOL # A65969		2	15,984.97	17,783.92	15,384.02	15,945.01	1,838.91		(49.02	)	—	—	6	MON	76.92	717.29	20090204	20370901
3128KWTK9	FHLMC POOL # A65954		2	22,024.21	24,502.8	21,196.21	21,962.19	2,540.61		(237.01	)	—	—	6	MON	105.98	1,080.72	20090204	20370901
3128KWTP8	FHLMC POOL # A65958		2	17,575.65	19,553.66	16,914.94	17,530.86	2,022.8		(59.50	)	—	—	6	MON	84.57	818.48	20090204	20370901
3128KWTZ6	FHLMC POOL # A65968		2	16,386.89	18,231.06	15,770.82	16,345.56	1,885.5		(179.88	)	—	—	6	MON	78.85	788.59	20090204	20370901

3128KYXE4	FHLMC POOL # A67877	2	19,291.68	21,462.79	18,566.44	19,238.77	2,224.02		(108.67	)	—	—	6	MON	92.83	904.47		20090204	20370401
3128M4HY2	FHLMC POOL # G02647	2	343,612.1	386,752.51	348,347.44	343,849.91	42,902.6		1,463.89		—	—	5.5	MON	1,596.59	16,851.09		20070409	20370201
3128M4ZG1	FHLMC POOL # G03143	2	2,510.89	2,793.45	2,416.48	2,504.33	289.12		(15.69	)	—	—	6	MON	12.08	118.77		20090204	20370701
3128M5HK9	FHLMC POOL # G03534	2	3,516,606	3,928,412.6	3,421,967.15	3,509,788.27	418,624.33		(26,688.41	)	—	—	6.5	MON	18,535.66	194,986.03		20071106	20371001
3128M6UB2	FHLMC POOL # G04778	2	60,425.89	67,242.2	58,154.25	60,271.73	6,970.47		(398.55	)	—	—	6	MON	290.77	2,893.75		20090204	20380701
3128M7AZ9	FHLMC POOL # G05124	2	145,195.68	161,574.39	139,737.20	144,834.26	16,740.13		(1,198.34	)	—	—	6	MON	698.69	7,068.96		20090204	20381201
3128M92M3	FHLMC POOL # G07680	2	3,903,214.09	3,957,178.36	3,692,619.38	3,899,309.36	57,869		(21,871.97	)	—	—	4	MON	12,308.74	116,811.42		20140812	20440401
3128MBBR7	FHLMC POOL # G12548	2	371,144.66	392,709.39	370,334.56	370,595.71	22,113.68		(210.43	)	—	—	5.5	MON	1,697.37	17,878.36		20070330	20220101
3128MBU70	FHLMC POOL # G13106	2	452,864.97	440,660.04	422,251.72	445,551.04	(4,891	)	(11,399.87	)	—	—	5	MON	1,759.38	18,741.57		20130717	20201001
3128MCRQ0	FHLMC POOL # G13895	2	1,152,834.31	1,117,377.18	1,070,847.54	1,121,268.18	(3,891	)	(32,963.59	)	—	—	5	MON	4,461.86	50,292.09		20111110	20191101
3128MD3A9	FHLMC POOL # G15093	2	524,207.81	528,422.83	505,488.93	523,902.5	4,520.33		(701.87	)	—	—	3	MON	1,263.72	1,922.24		20150713	20290401
3128MD5G4	FHLMC POOL # G15147	2	2,732,235.75	2,752,674.74	2,635,266.21	2,727,103.26	25,571.48		(13,477.87	)	—	—	3	MON	6,588.17	63,233.8		20140813	20290801
3128MDCL5	FHLMC POOL # G14375	2	140,375.16	138,832.83	131,904.42	139,626.67	(793.84	)	(2,333.78	)	—	—	4	MON	439.68	4,519.69		20131213	20260701
3128MDM91	FHLMC POOL # G14684	2	1,538,107.67	1,523,234.5	1,462,579.18	1,522,285.8	948.7		(17,387.50	)	—	—	3	MON	3,656.45	37,109.48		20130213	20230201
3128MDNM1	FHLMC POOL # G14696	2	626,476.17	617,120.96	564,234.09	616,209.04	911.92		(19,353.97	)	—	—	6	MON	2,821.17	29,590.22		20130301	20240301
3128MDVW0	FHLMC POOL # G14929	2	646,714.35	638,646.58	603,019.05	643,499.91	(4,853.33	)	(8,158.11	)	—	—	4	MON	2,010.06	19,687.3		20131119	20281001
3128MEHM6	FHLMC POOL # G15436	2	1,668,202.71	1,669,733.67	1,597,082.62	1,667,937.94	1,795.73		(264.77	)	—	—	3	MON	3,992.71	(3,061.08	)	20150921	20300601
3128MJU32	FHLMC POOL # G08601	2	1,607,660.01	1,602,228.83	1,504,353.25	1,607,005.17	(4,776.34	)	(14,380.79	)	—	—	4	MON	5,014.51	27,253.06		20150323	20440801
3128MJU81	FHLMC POOL # G08606	2	4,312,794.15	4,385,753.3	4,117,840.15	4,309,665.54	76,087.76		(39,857.36	)	—	—	4	MON	13,726.13	136,533.9		20140918	20440901
3128MJUW8	FHLMC POOL # G08596	2	3,835,931.82	3,830,305.5	3,537,968.54	3,831,957.29	(1,651.79	)	(62,027.78	)	—	—	4.5	MON	13,267.38	131,651.89		20140815	20440701
3128MJV23	FHLMC POOL # G08632	2	4,627,971.37	4,603,086.98	4,419,791.98	4,625,969.53	(22,882.55	)	(8,004.04	)	—	—	3.5	MON	12,891.07	62,944.84		20150323	20450301
3128MTB72	FHLMC POOL # H00962	2	44,957.95	49,756.49	44,093.31	44,901.03	4,855.46		(5.83	)	—	—	6.5	MON	238.84	2,149.56		20071031	20370701
3128MTEE4	FHLMC POOL # H01033	2	623,379.79	689,915.49	611,390.80	622,241.56	67,673.93		(3,635.59	)	—	—	6.5	MON	3,311.70	33,494.57		20071031	20370701
3128MTF29	FHLMC POOL # H01085	2	103,120.63	114,127.09	101,137.39	102,928.98	11,198.11		(70.94	)	—	—	6.5	MON	547.83	5,013.7		20071031	20370701
3128NCB37	FHLMC POOL # 1G0058	2	128,582.9	137,768.27	128,884.98	128,575.78	9,192.49		44.03		—	—	2.408	MON	258.63	2,563.02		20080917	20350101
3128NCD68	FHLMC POOL # 1G0125	2	1,004,996.72	1,089,091.97	1,026,488.84	1,006,864.83	82,227.14		5,569.37		—	—	2.311	MON	1,976.85	19,726.45		20051213	20350301
3128NCMS0	FHLMC POOL # 1G0369	2	159,004.78	164,434.27	158,213.70	158,895.4	5,538.87		(291.88	)	—	—	2.23	MON	294.01	3,411.31		20080827	20351001
3128PV4J6	FHLMC POOL # J16225	2	1,623,857.24	1,639,986.19	1,537,152.24	1,608,444.14	31,542.05		(13,379.09	)	—	—	4	MON	5,123.84	50,052.18		20110802	20260801
3128PVWH9	FHLMC POOL # J16048	2	2,023,872.06	2,043,974.17	1,915,808.50	2,003,877.56	40,096.61		(44,279.37	)	—	—	4	MON	6,386.03	152,612.86		20110802	20260701
3128QJ3B0	FHLMC POOL # 1G1694	2	1,014,831.78	1,087,294.45	1,030,081.83	1,015,884.48	71,409.97		2,317.67		—	—	2.265	MON	1,944.28	19,102.64		20070810	20370401
3128QJLG9	FHLMC POOL # 1G1227	2	163,418.96	168,938.33	160,214.70	163,027.44	5,910.89		(328.66	)	—	—	2.382	MON	318.03	3,049.41		20080104	20361001
3128QJRN8	FHLMC POOL # 1G1393	2	911,356.07	932,197.92	874,757.52	908,570.46	23,627.46		(3,571.30	)	—	—	2.482	MON	1,809.29	16,775.19		20120309	20361201
312929CM2	FHLMC POOL # A82776	2	6,404.93	7,127.42	6,164.13	6,388.44	738.98		(59.47	)	—	—	6	MON	30.82	291.25		20090204	20390101
31292KJH1	FHLMC POOL # C02964	2	1,399.48	1,556.98	1,346.87	1,395.83	161.15		(6.18	)	—	—	6	MON	6.73	63.69		20090204	20370701

31292SA91	FHLMC POOL # C09032	2	1,034,052.89	1,058,361.5	1,015,878.18	1,033,705.17	24,656.33		(2,257.30	)	—	—	3.5	MON	2,962.98	28,496.33		20140912	20430201
312930LH1	FHLMC POOL # A83928	2	15,656.91	17,423.08	15,068.31	15,618.68	1,804.4		(59.34	)	—	—	6	MON	75.34	727.83		20090204	20390101
312930LQ1	FHLMC POOL # A83935	2	27,707.73	30,833.3	26,666.10	27,634.92	3,198.38		(315.46	)	—	—	6	MON	133.33	1,407.18		20090204	20390101
312930RC6	FHLMC POOL # A84083	2	17,069.88	18,992.08	16,428.16	17,017.83	1,974.25		(136.15	)	—	—	6	MON	82.14	828.6		20090204	20390101
312930RV4	FHLMC POOL # A84100	2	9,193.92	10,231.03	8,848.28	9,169.67	1,061.36		(54.55	)	—	—	6	MON	44.24	445.81		20090204	20390101
312930TB6	FHLMC POOL # A84146	2	9,472.91	10,539.66	9,116.81	9,448.72	1,090.94		(58.02	)	—	—	6	MON	45.58	420.41		20090204	20390101
31295NXK9	FHLMC POOL # 789682	2	27,194.95	29,569.62	27,352.02	27,204.14	2,365.48		6.37		—	—	2.444	MON	55.71	491.28		20060810	20320901
31300L3D5	FHLMC POOL # 848896	2	1,470,388.27	1,473,168.04	1,397,873.58	1,468,994.38	4,173.66		(16,715.12	)	—	—	2.954	MON	3,441.10	34,732		20130422	20420501
31307MPM2	FHLMC POOL # J31328	2	356,454.51	356,124.24	342,025.32	356,345	(220.76	)	(109.51	)	—	—	3	MON	855.06	(456.04	)	20150902	20300401
31307MR40	FHLMC POOL # J31407	2	435,743.39	434,492.81	417,291.29	435,671.61	(1,178.8	)	(71.78	)	—	—	3	MON	1,043.23	(799.81	)	20150921	20300401
31307MRM0	FHLMC POOL # J31392	2	325,660.9	325,359.15	312,478.22	325,565.05	(205.9	)	(95.85	)	—	—	3	MON	781.19	(416.63	)	20150902	20300401
31307MSH0	FHLMC POOL # J31420	2	821,181.42	823,905.15	787,940.18	820,935.55	2,969.6		(245.87	)	—	—	3	MON	1,969.85	(1,050.59	)	20150902	20300401
31307MSY3	FHLMC POOL # J31435	2	1,807,989.04	1,806,313.83	1,734,802.08	1,807,439.35	(1,125.52	)	(549.69	)	—	—	3	MON	4,337.01	(2,313.07	)	20150902	20300401
31307NN34	FHLMC POOL # J32210	2	560,785.29	562,645.34	538,084.84	560,622.48	2,022.86		(162.81	)	—	—	3	MON	1,345.21	(717.45	)	20150902	20300701
31307NPD0	FHLMC POOL # J32220	2	106,733.33	107,087.35	102,412.79	106,703.04	384.31		(30.29	)	—	—	3	MON	256.04	(136.55	)	20150902	20300701
3130A0C65	FEDERAL HOME LOAN BANKS AGENCY BND		3,042,605	3,052,897.5	3,050,000.00	3,047,032.7	5,864.8		1,930.09		—	—	0.625	JD	4,924.49	12,003.47		20131203	20161228
3130A3HF4	FEDERAL HOME LOAN BANKS AGENCY BND		4,985,969.52	5,032,300.2	5,000,000.00	4,989,600.01	42,700.19		3,526.58		—	—	1.125	JD	17,656.26	32,500		20141223	20171208
3130A3J70	FEDERAL HOME LOAN BANKS AGENCY BND		9,996,000	10,011,300	10,000,000.00	9,997,725.8	13,574.2		1,481.30		—	—	0.625	MN	22,222.22	32,291.67		20141114	20161123
3130A4GJ5	FEDERAL HOME LOAN BANKS AGENCY BND		5,087,658.6	5,123,747.21	5,090,000.00	5,088,078.98	35,668.23		420.38		—	—	1.125	AO	24,813.76	9,225.62		20150226	20180425
3130A5EP0	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN		7,993,360	7,998,560.16	8,000,000.00	7,994,582.58	3,977.58		1,222.58		—	—	0.625	MN	16,805.56	2,083.33		20150514	20170530
3132GLQP2	FHLMC POOL # Q05262	2	3,003,020.02	3,026,759.64	2,901,906.73	2,997,799.88	28,959.76		(15,802.21	)	—	—	3.5	MON	8,463.89	82,781.94		20120203	20411201
3132GMDN9	FHLMC POOL # Q05809	2	4,237,818.71	4,283,461.61	4,003,844.07	4,232,918.36	50,543.25		(40,743.03	)	—	—	4	MON	13,346.14	131,971.81		20140627	20420101
3132M55C2	FHLMC POOL # Q25643	2	2,014,855.22	2,005,587.69	1,861,298.12	2,012,689.07	(7,101.38	)	(13,334.43	)	—	—	4	MON	6,204.33	42,717.26		20150122	20440401
3132M92R4	FHLMC POOL # Q29184	2	2,703,224.02	2,698,553.79	2,530,627.35	2,700,870.9	(2,317.11	)	(17,383.52	)	—	—	4	MON	8,435.42	80,071.8		20141211	20441001
3132QLQT3	FHLMC POOL # Q30465	2	2,784,712.95	2,790,665.32	2,671,587.89	2,783,046.23	7,619.09		(6,497.96	)	—	—	3.5	MON	7,792.13	72,281.81		20141211	20441201
3132QNGH6	FHLMC POOL # Q31999	2	2,295,241.16	2,273,891.17	2,183,344.78	2,294,030.04	(20,138.87	)	(3,270.58	)	—	—	3.5	MON	6,368.08	23,177.52		20150415	20450301
3132QNP37	FHLMC POOL # Q32241	2	1,953,746.89	1,939,609.37	1,862,374.09	1,952,717.76	(13,108.39	)	(3,081.60	)	—	—	3.5	MON	5,431.93	25,186.74		20150330	20450301
31335ACR7	FHLMC POOL # G60080	2	3,024,094.28	3,052,680.52	2,931,122.73	3,023,187.82	29,492.7		(2,621.77	)	—	—	3.5	MON	8,549.11	23,068.54		20150608	20450601
31335ACS5	FHLMC POOL # G60081	2	3,104,722.5	3,133,551.07	2,910,961.62	3,102,805.97	30,745.1		(6,456.47	)	—	—	4	MON	9,703.21	26,258.92		20150608	20450601
313370SZ2	FEDERAL HOME LOAN BANKS UNSEC AGENCY BND		8,252,625	8,234,400	8,000,000.00	8,164,409.51	69,990.49		(70,578.35	)	—	—	2.25	MS	11,500.00	218,793.75		20140911	20170908
313379EE5	FEDERAL HOME LOAN BANKS AGENCY BND		10,062,900	10,161,399.8	10,000,000.00	10,057,475.23	103,924.57		(5,424.77	)	—	—	1.625	JD	48,298.61	10,381.94		20150520	20190614
313382K85	FEDERAL HOME LOAN BANKS AGENCY BND		2,997,150	3,001,680.3	3,000,000.00	2,999,556.27	2,124.03		710.53		—	—	0.45	MS	487.50	13,500		20130313	20160318
313383HU8	FEDERAL HOME LOAN BANKS SENIOR AGENCY BN		2,002,900	2,026,940.16	2,000,000.00	2,002,885.95	24,054.21		(14.05	)	—	—	1.75	JD	10,597.22	(9,625	)	20150916	20200612
3133EEFE5	FFCB AGENCY BND		1,003,340	1,006,350.02	1,000,000.00	1,002,986.79	3,363.23		(427.86	)	—	—	1.125	JD	3,218.75	375		20150625	20171218

3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	711,499.64	791,891	701,632.94	708,913.22	82,977.78		(1,662.93	)	—	—	6	MON	3,508.16	34,789.54		20070206	20290315
3133XQSE3	FEDERAL HOME LOAN BANKS AGENCY BND		541,545	539,754.98	500,000.00	538,434.69	1,320.29		(3,110.31	)	—	—	4.11	AO	9,304.58	(5,023.33	)	20150715	20180418
31342A6F1	FHLMC POOL # 780870	2	207,148.98	222,384.69	210,367.58	207,339.96	15,044.73		439.40		—	—	2.439	MON	427.57	4,006.84		20120222	20330901
31342AZE2	FHLMC POOL # 780741	2	339,417.81	350,579.67	328,982.89	338,658.73	11,920.94		(828.19	)	—	—	2.5	MON	685.38	6,172.42		20091116	20330701
31349SJK0	FHLMC POOL # 781166	2	406,254.77	435,213.25	412,981.85	406,837.82	28,375.43		1,934.93		—	—	2.355	MON	810.48	8,405.49		20060109	20340101
31349UCW6	FHLMC POOL # 782785	2	101,170.96	108,722.52	101,966.32	101,224.01	7,498.51		109.24		—	—	2.243	MON	190.59	1,846.62		20070402	20341001
31349UEJ3	FHLMC POOL # 782837	2	174,527.19	185,895.66	175,899.22	174,603.12	11,292.54		152.71		—	—	2.375	MON	348.13	3,364.29		20070402	20341101
31349UJL3	FHLMC POOL # 782967	2	61,900.27	66,907.42	62,832.95	61,964.66	4,942.76		109.27		—	—	2.375	MON	124.36	1,185.37		20080930	20350101
31349ULB2	FHLMC POOL # 783022	2	174,370.37	187,049.5	175,927.34	174,455.17	12,594.33		305.41		—	—	2.467	MON	361.68	3,591.88		20070402	20350201
3134G62E2	FHLMC AGENCY BND	1	2,998,200	3,002,430.03	3,000,000.00	2,998,401.61	4,028.42		201.61		—	—	1.25	MN	13,020.83	(312.5	)	20150528	20180525
3134G6BH5	FHLMC AGENCY BND	1	5,000,000	5,009,700	5,000,000.00	5,000,000	9,700		—		—	—	1.25	JJ	10,590.28	31,250		20150123	20180130
3134G6XC2	FHLMC AGENCY BND	1	1,000,000	1,000,585	1,000,000.00	1,000,000	585		—		—	—	0.85	MN	3,140.28	—		20150421	20170518
3134G7WS6	FHLMC AGENCY BND	1	2,000,000	2,002,079.92	2,000,000.00	2,000,000	2,079.92		—		—	—	1	MS	166.67	—		20150911	20170928
3135G0B93	FNMA AGENCY BND	1	2,393,400	2,400,983.84	2,400,000.00	2,394,146.36	6,837.48		746.36		—	—	1.875	FA	6,000.00	19,875		20150303	20200213
3135G0E33	FNMA SENIOR AGENCY BND		4,990,850	5,030,300.15	5,000,000.00	4,991,747.32	38,552.83		897.32		—	—	1.125	JJ	11,093.75	6,562.5		20150604	20180720
3135G0E58	FNMA AGENCY BND		5,491,090	5,519,304.89	5,500,000.00	5,491,312.2	27,992.69		222.20		—	—	1.125	AO	5,156.25	—		20150827	20181019
3135G0SB0	FNMA UNSECURED AGENCY BND		14,971,672.35	15,005,700	15,000,000.00	14,997,804.21	7,895.79		7,415.82		—	—	0.375	JD	15,625.00	28,125		20130205	20151221
3135G0VA8	FNMA AGENCY BND		6,742,305	6,754,928.18	6,750,000.00	6,748,766.26	6,161.92		1,843.98		—	—	0.5	MS	93.75	33,750		20130214	20160330
3135G0WJ8	FNMA AGENCY BND		1,995,720	1,998,240.06	2,000,000.00	1,997,759.22	480.84		625.65		—	—	0.875	MN	6,319.45	8,750		20130411	20180521
3135G0XP3	FNMA UNSEC AGENCY BND		1,245,687.5	1,249,225	1,250,000.00	1,248,946.83	278.17		1,243.31		—	—	0.375	JJ	1,119.79	6,317.71		20130515	20160705
3135G0ZB2	FNMA AGENCY BND		6,726,442.5	6,767,550.68	6,750,000.00	6,738,165.89	29,384.79		5,643.27		—	—	0.75	AO	22,640.62	25,312.5		20140306	20170420
3136A1PM1	FNMA AGENCY CMO__11-96-PA	2	2,918,535.84	2,868,777.48	2,859,347.35	2,913,753.57	(44,976.09	)	(11,938.09	)	—	—	2.5	MON	5,956.97	57,844.87		20110906	20400325
3136A7TE2	FNMA_12-91 AGENCY CMO 12-91	2	3,003,104.26	3,126,432.53	3,115,608.90	3,005,184.51	121,248.02		22,910.87		—	—	2	MON	5,192.68	51,643.76		20120801	20420425
3136A9FV5	FNMA CMO_12-111 LB	2	583,865.19	588,943.94	565,059.98	583,624.33	5,319.61		(7,594.11	)	—	—	3.5	MON	1,648.09	17,557.09		20140228	20410525
3136A9LX4	FNR AGENCY CMO_12-114-DB	2	2,662,220.64	2,733,319	2,774,678.36	2,668,760.71	64,558.29		25,358.81		—	—	1.75	MON	4,046.41	40,444.65		20130111	20390825
3136ABFX6	FNMA CMO_12-146 NA	2	1,958,512.16	1,991,508.18	1,989,629.97	1,959,573.89	31,934.29		5,309.47		—	—	2	MON	3,316.05	32,365.11		20121205	20420925
3136ABTM5	FNMA AGENCY CMO__13-7-CT	2	1,625,455.69	1,636,942.21	1,630,314.01	1,625,601.66	11,340.55		3,947.56		—	—	2	MON	2,717.19	38,541.04		20130103	20430225
3136AEXL6	FNMA CMO_13-64 KA	2	2,425,785.22	2,472,789.16	2,508,749.58	2,430,039.04	42,750.12		8,623.40		—	—	2	MON	4,181.25	39,195.04		20130523	20330225
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF	2	1,369,289.7	1,369,772.44	1,370,360.32	1,369,461.1	311.34		175.54		—	—	0.444	MON	101.38	5,169.79		20130813	20430225
3136AFR30	FNMA CMO_13-81 JB	2	2,170,067.31	2,175,979.15	2,131,927.14	2,166,444.92	9,534.23		(7,467.20	)	—	—	2.75	MON	4,885.67	47,138.68		20131113	20421225
3136AH2M1	FNMA CMO_14-3 BL	2	3,808,804.37	3,825,763.43	3,764,496.25	3,802,634.27	23,129.16		(10,584.17	)	—	—	2.5	MON	7,842.70	76,146.39		20140108	20430625
3136AHYJ3	FNMA CMO_13-135 GB	2	4,088,594.68	4,177,731.58	4,110,152.45	4,089,826.16	87,905.42		3,463.26		—	—	2.5	MON	8,562.82	82,758.6		20131218	20320725
3136ALUX7	FNMA AGENCY CMO 2014-70 KP	2	4,622,228.13	4,659,780.57	4,386,456.10	4,599,997.58	59,782.99		(43,036.98	)	—	—	3.5	MON	12,793.83	122,350.35		20141024	20440325
3136AMM71	FNMA SUB CMBS_15-M4 X2	2,4	924,274.77	830,887.03	27,412,967.05	865,858.8	(34,971.77	)	(104,002.07	)	—	—	0.579	MON	15,340.06	126,319.59		20150313	20220725

31371NAC9	FNMA POOL # 256603	2	260,609.71	276,781.32	260,365.59	260,216.19	16,565.13		(53.96	)	—	—	5.5	MON	1,193.34	12,378.17	20080717	20220201
31371NE35	FNMA POOL # 256754	2	102,533.68	102,828.59	96,729.89	100,691.91	2,136.68		(1,801.40	)	—	—	5.5	MON	443.35	4,696.53	20090929	20220601
3137A0MS1	FHLMC AGENCY CMO_3688-JA	2	511,867.58	509,757.46	497,084.30	507,746.88	2,010.58		(14,168.18	)	—	—	3.5	MON	1,449.83	17,348.35	20100714	20300115
3137A22H3	FHLMC CMO_3745 BP	2	1,308,489	1,293,229.79	1,245,243.10	1,303,301.66	(10,071.87	)	(19,271.57	)	—	—	3.5	MON	3,631.96	37,197.3	20101013	20250815
3137A2QN4	FHLMC AGENCY CMO_37-60-NA	2	515,878.41	516,139.49	504,009.00	513,423.22	2,716.27		(6,940.79	)	—	—	3	MON	1,260.02	14,074.32	20130820	20371015
3137A47K7	FHLMC SENIOR CMO_3778 M	2	199,369.41	201,071.35	183,486.38	197,434.13	3,637.22		(2,969.17	)	—	—	4.5	MON	688.07	6,695.62	20140113	20390815
3137AAGA5	FHLMC CMO_3857 GL	2	771,398.32	780,350.8	748,974.03	770,327.73	10,023.07		(7,278.14	)	—	—	3	MON	1,872.44	19,624.07	20110712	20400515
3137ACNE5	FHLMC_3879 CMO_3879 MF	2	260,697.51	260,680.82	259,683.12	260,520.97	159.85		(270.75	)	—	—	0.557	MON	64.23	1,150.01	20131105	20380915
3137ALG60	FHLMC AGENCY CMO_4004-AE	2	1,771,878.45	1,766,997.61	1,789,161.75	1,772,784.53	(5,786.92	)	3,166.81		—	—	1.75	MON	2,609.19	25,434.96	20120313	20270215
3137APVD9	FHLMC AGENCY CMO_ _40-54-AE	2	1,866,519.46	1,876,943.46	1,902,534.45	1,868,621.2	8,322.26		8,596.48		—	—	1.5	MON	2,378.17	23,725.37	20120516	20270415
3137ARH58	FHLMC CMO_4057 CD	2	3,403,498.79	3,449,582.58	3,511,947.75	3,409,452.15	40,130.43		18,358.52		—	—	2	MON	5,853.25	56,779.97	20130905	20390415
3137AUDW6	FHLMC PAC AGENCY CMO 4105-MG	2	563,394.99	565,938.42	545,330.91	562,164.43	3,773.99		(2,965.60	)	—	—	3	MON	1,363.33	13,165.03	20141106	20401115
3137B6U82	FHLMC SENIOR AGENCY CMO 4286 MP	2	4,152,848.03	4,132,197.21	3,824,755.70	4,146,228.17	(14,030.96	)	(29,300.22	)	—	—	4	MON	12,749.19	54,586.95	20150422	20431215
3137B7TL3	FHLMC CMO_4306 A	2	4,300,095.14	4,394,165.59	4,164,067.55	4,289,204.52	104,961.07		(22,888.16	)	—	—	3.5	MON	12,145.20	116,748.34	20140220	20410315
3137B8MW4	FHLMC SENIOR AGENCY CMO_4322-DN	2	4,622,850.44	4,662,476.5	4,308,467.00	4,578,903.58	83,572.92		(57,792.43	)	—	—	4	MON	14,361.55	136,840.65	20140820	20430515
3137BDJQ0	FHLMC SENIOR AGENCY CMO_4384-HN	2	965,835.07	973,420.58	915,280.15	959,452.89	13,967.69		(8,279.63	)	—	—	3.5	MON	2,669.57	25,086.53	20141007	20400615
3137BDKF2	FHR AGENCY CMO_4384 LA	2	4,281,930.11	4,296,217.79	4,065,927.71	4,263,933.55	32,284.24		(31,567.85	)	—	—	3.5	MON	11,858.96	112,052.51	20140827	20400915
3137EADH9	FHLMC AGENCY BND		3,001,470	3,018,899.92	3,000,000.00	3,000,914.1	17,985.82		(427.83	)	—	—	1	JD	7,666.66	17,375	20140828	20170629
3137EADP1	FHLMC UNSECURED AGENCY BND		14,877,000	15,012,749.85	15,000,000.00	14,940,319.91	72,429.94		17,976.33		—	—	0.875	MS	8,750.00	131,250	20130201	20180307
3137EADQ9	FHLMC AGENCY BND		2,949,823	2,951,711	2,950,000.00	2,949,965.07	1,745.93		42.21		—	—	0.5	MN	5,654.17	7,375	20130306	20160513
3137EADV8	FHLMC AGENCY BND		3,497,270	3,508,574.83	3,500,000.00	3,497,703.05	10,871.78		433.05		—	—	0.75	JJ	8,895.83	—	20150528	20170714
31385W2S7	FNMA POOL # 555285	2	1,320,028.18	1,369,640.25	1,197,983.62	1,309,316.38	60,323.87		(23,857.69	)	—	—	6	MON	5,989.92	59,443.52	20110105	20330301
31385XAZ0	FNMA POOL # 555424	2	1,412,092.22	1,456,935.77	1,297,264.07	1,403,629.92	53,305.85		(27,474.91	)	—	—	5.5	MON	5,945.79	60,406.87	20120125	20330501
31385XEW3	FNMA POOL # 555549	2	49,175.53	51,810.53	49,578.36	49,313.72	2,496.81		165.72		—	—	5	MON	206.57	2,384.45	20071214	20180601
31385XK48	FNMA POOL # 555715	2	50,426.81	53,405.34	50,877.06	50,467.72	2,937.62		105.54		—	—	2.441	MON	103.49	1,009.05	20070402	20330701
3138A7Q76	FNMA POOL # AH5877	2	570,910.73	565,546.46	532,628.09	567,202.13	(1,655.67	)	(7,751.09	)	—	—	4	MON	1,775.43	17,617.66	20131217	20260201
3138A9YZ1	FNMA POOL # AH7927	2	1,473,759.12	1,507,011.01	1,423,706.90	1,465,300.51	41,710.5		(10,746.25	)	—	—	3.5	MON	4,152.48	41,020.47	20110803	20260801
3138AP6W3	FNMA POOL # AI9884	2	3,466,745.21	3,489,859.44	3,195,617.06	3,462,179.44	27,680		(86,857.09	)	—	—	4.5	MON	11,983.56	126,795.46	20140815	20410901
3138ATD31	FNMA POOL# AJ1921	2	395,739.56	402,945.88	370,851.93	394,719.32	8,226.56		(4,258.33	)	—	—	4.5	MON	1,390.69	13,747.29	20110920	20410901
3138E9KT6	FNMA POOL # AK4805	2	77,333.66	77,304.87	74,136.53	76,850.43	454.44		(543.62	)	—	—	3	MON	185.34	1,820.81	20120424	20270301
3138E9L40	FNMA POOL # AK4846	2	1,859,192.26	1,858,499.98	1,782,329.30	1,847,649.21	10,850.77		(14,510.73	)	—	—	3	MON	4,455.82	44,090.08	20120424	20270501
3138EBG33	FNMA POOL#AK6517	2	1,056,788.89	1,055,521.29	1,010,978.91	1,049,418.96	6,102.33		(10,488.08	)	—	—	3	MON	2,527.45	25,726.78	20120424	20270301
3138EGHT4	FNMA POOL # AL0241	2	3,516,654.44	3,520,295.9	3,295,495.79	3,506,528.74	13,767.16		(34,036.85	)	—	—	4	MON	10,984.99	107,476.07	20130227	20410401
3138EJPG7	FNMA POOL # AL2222	2	678,494.17	667,640.87	640,277.59	672,943.33	(5,302.46	)	(6,182.98	)	—	—	3	MON	1,600.69	15,648.42	20120807	20270801

3138EJRA8	FNMA POOL # AL2280	2	2,763,848.99	2,783,205.86	2,561,528.28	2,760,721.42	22,484.44		(47,399.42	)	—	—	4.5	MON	9,605.73	97,756.28	20140915	20420901
3138EKVP7	FNMA POOL # AL3321	2	4,567,463.26	4,634,252.68	4,439,818.46	4,564,536.36	69,716.32		(10,899.78	)	—	—	3.5	MON	12,949.47	122,314.05	20140627	20430201
3138ELZ63	FNMA POOL # AL4364	2	1,366,832.61	1,375,501.89	1,292,322.17	1,365,678.39	9,823.5		(25,755.37	)	—	—	3.622	MON	3,900.66	97,402.79	20140210	20420901
3138EMCW9	FNMA POOL # AL4584	2	316,394.34	308,880.99	294,662.97	314,690.21	(5,809.22	)	(6,096.41	)	—	—	4.5	MON	1,104.99	11,330.84	20131212	20270101
3138ENXH7	FNMA POOL # AL6079	2	4,844,417.26	4,824,755.21	4,574,925.55	4,840,361.9	(15,606.69	)	(11,626.83	)	—	—	3.5	MON	13,343.53	106,666.33	20150112	20441101
3138ENZV4	FNMA POOL # AL6155	2	3,088,696.08	3,071,213.22	2,877,806.79	3,086,566.79	(15,353.57	)	(7,927.24	)	—	—	4	MON	9,592.69	52,585.24	20150316	20441101
3138LURE7	FNMA POOL # AO4084	2	1,126,119.94	1,121,683.18	1,060,189.42	1,117,672.7	4,010.48		(14,831.88	)	—	—	3.5	MON	3,092.22	31,012.74	20130124	20270501
3138LYPM3	FNMA POOL # AO7627	2	1,084,738.53	1,089,885.3	1,045,216.31	1,082,304.81	7,580.49		(5,779.01	)	—	—	3	MON	2,613.04	24,765.09	20140815	20270601
3138M5GL7	FNMA POOL # AP2002	2	500,052.65	500,809.95	468,707.82	493,850.52	6,959.43		(8,290.19	)	—	—	3.5	MON	1,367.06	13,594.57	20130513	20220801
3138M8YB3	FNMA POOL # AP5205	2	4,683,885.42	4,618,436.67	4,515,948.57	4,660,144.26	(41,707.59	)	(26,817.54	)	—	—	2.5	MON	9,408.23	91,885.87	20120906	20270901
3138MBWZ5	FNMA POOL # AP7863	2	545,131.6	545,957.15	510,961.07	538,458.86	7,498.29		(10,958.30	)	—	—	3.5	MON	1,490.30	15,545.97	20130513	20220901
3138MFGG6	FNMA POOL # AQ0198	2	1,937,718.8	1,944,233.26	1,850,955.27	1,936,636.68	7,596.58		(5,547.84	)	—	—	3.5	MON	5,398.62	25,484.2	20150313	20421101
3138MRLL3	FNMA POOL # AQ9330	2	2,285,991.89	2,263,875.65	2,166,335.67	2,282,101.24	(18,225.59	)	(15,716.87	)	—	—	3.5	MON	6,318.48	60,959.45	20130225	20430101
3138W4AB7	FNMA POOL # AR6301	2	19,090.76	18,772.51	18,007.49	18,972.65	(200.14	)	(167.39	)	—	—	3	MON	45.02	433.53	20130429	20280301
3138W9GM6	FNMA POOL # AS0203	2	1,962,947.99	1,958,977	1,923,574.80	1,962,431.02	(3,454.02	)	(2,301.32	)	—	—	3	MON	4,808.93	26,669.34	20150316	20430801
3138W9LM0	FNMA POOL # AS0331	2	2,092,926.56	2,154,411.84	2,120,761.55	2,093,425.98	60,985.86		1,947.53		—	—	3	MON	5,301.90	49,490.32	20140909	20430801
3138W9VQ0	FNMA POOL # AS0622	2	1,732,768.41	1,738,215.12	1,664,123.31	1,726,713.92	11,501.2		(10,813.90	)	—	—	3	MON	4,160.31	40,165.72	20131023	20281001
3138WAJB4	FNMA POOL # AS1157	2	4,639,303.05	4,674,964.94	4,484,449.39	4,626,772.22	48,192.72		(28,579.60	)	—	—	3	MON	11,211.12	110,082.44	20131126	20281101
3138WAWT0	FNMA POOL # AS1557	2	4,542,878.47	4,590,741.25	4,279,426.30	4,537,697.06	53,044.19		(30,541.18	)	—	—	4	MON	14,264.76	136,023.86	20140627	20440101
3138WCAD5	FNMA POOL # AS2703	2	4,652,156.88	4,701,863.03	4,383,012.50	4,647,056.78	54,806.25		(29,579.66	)	—	—	4	MON	14,610.04	138,971.76	20140627	20440601
3138WCAV5	FNMA POOL # AS2719	2	6,681,213.22	6,746,675.71	6,279,427.96	6,674,845.59	71,830.12		(37,362.87	)	—	—	4	MON	20,931.43	199,643.14	20140815	20440601
3138WCFK4	FNMA POOL # AS2869	2	884,927	894,831.23	856,683.23	883,439.04	11,392.19		(4,172.45	)	—	—	3	MON	2,141.71	20,626.14	20140912	20290701
3138WCPT4	FNMA POOL # AS3133	2	3,771,097.03	3,844,422.13	3,664,594.76	3,768,994.74	75,427.39		(8,844.77	)	—	—	3.5	MON	10,688.40	100,231.39	20140813	20440801
3138WCZ63	FNMA POOL # AS3464	2	2,346,615.68	2,348,630.65	2,245,229.53	2,342,678.72	5,951.93		(12,749.05	)	—	—	3	MON	5,613.07	53,297.86	20141124	20291001
3138WD3H2	FNMA POOL # AS4399	2	482,174.74	479,301.99	472,503.05	482,052.24	(2,750.25	)	(490.37	)	—	—	3	MON	1,181.26	7,791.78	20150211	20450201
3138WDER8	FNMA POOL # AS3743	2	6,614,060.07	6,640,032.96	6,498,558.50	6,612,189.94	27,843.02		(12,114.00	)	—	—	2.5	MON	13,538.66	126,788.84	20150601	20291101
3138WDKR1	FNMA POOL # AS3903	2	3,452,578.57	3,442,558.33	3,225,766.83	3,449,843.86	(7,285.53	)	(23,134.54	)	—	—	4	MON	10,752.56	50,057.24	20150413	20441101
3138WEKK4	FNMA POOL # AS4797	2	4,734,501.68	4,693,647.12	4,495,335.79	4,731,813.51	(38,166.39	)	(7,750.61	)	—	—	3.5	MON	13,111.40	60,653.95	20150410	20450401
3138WNBL2	FNMA POOL # AT0942	2	4,882,356.3	4,964,456.08	4,874,739.52	4,882,168.5	82,287.58		(371.53	)	—	—	3	MON	12,186.85	32,982.92	20150608	20430401
3138WPLC6	FNMA POOL # AT2122	2	19,594.98	19,268.32	18,483.09	19,471.43	(203.11	)	(326.30	)	—	—	3	MON	46.21	477.53	20130429	20280301
3138WQAW2	FNMA POOL # AT2720	2	2,814,147.72	2,815,135.95	2,764,261.43	2,813,447.97	1,687.98		(3,683.01	)	—	—	3	MON	6,910.65	39,287.79	20150311	20430501
3138WTV45	FNMA POOL # AT6034	2	1,709,596.47	1,688,146.37	1,654,531.58	1,708,028.58	(19,882.21	)	(5,112.39	)	—	—	2.5	MON	3,446.94	15,618.23	20150401	20280501
3138X3EP3	FNMA POOL # AU3741	2	7,317,014.34	7,411,112.65	7,057,552.60	7,312,263.1	98,849.55		(21,925.52	)	—	—	3.5	MON	20,584.52	158,643.8	20150317	20430801
3138X4HN3	FNMA POOL # AU4736	2	2,027,411.66	2,047,984.84	2,005,476.76	2,027,055.43	20,929.41		(617.98	)	—	—	3	MON	5,013.69	28,430.42	20150306	20430901

3138X9U23	FNMA POOL # AU9600	2	1,590,182.07	1,596,557.36	1,526,269.53	1,584,665.56	11,891.8		(9,182.70	)	—	—	3	MON	3,815.67	36,767.7	20131023	20281001
3138XSFZ5	FNMA POOL # AW2883	2	4,711,054.41	4,808,477.95	4,457,532.25	4,705,685.73	102,792.22		(22,101.05	)	—	—	4	MON	14,858.44	141,821.04	20140605	20440401
3138XYQJ6	FNMA POOL # AW8556	2	4,755,729.34	4,862,712.84	4,610,917.70	4,752,836.41	109,876.43		(11,680.03	)	—	—	3.5	MON	13,448.51	126,333.75	20140813	20440801
3138Y17A7	FNMA POOL # AX0888	2	1,127,772.49	1,131,094.68	1,058,320.23	1,127,166.52	3,928.16		(1,048.30	)	—	—	4	MON	3,527.73	2,130.12	20150804	20441001
3138Y3X71	FNMA POOL # AX2501	2	463,248	461,499.39	432,436.95	462,785.72	(1,286.33	)	(3,358.34	)	—	—	4	MON	1,441.46	8,543.62	20150213	20441001
3138Y6YG3	FNMA POOL # AX5210	2	2,970,250.25	3,002,181.99	2,760,615.97	2,967,900.8	34,281.19		(4,293.88	)	—	—	4	MON	9,202.05	42,251.57	20150317	20441001
3138Y8CM0	FNMA POOL # AX6375	2	1,993,720.39	1,991,138.58	1,907,010.96	1,992,579.62	(1,441.04	)	(5,203.24	)	—	—	3.5	MON	5,562.11	32,053.22	20150306	20450201
3138YGAP7	FNMA POOL # AY2713	2	819,520	818,386.83	766,466.16	819,387.34	(1,000.51	)	(4,447.19	)	—	—	4	MON	2,554.89	13,470.53	20150327	20450201
3138YMJM2	FNMA POOL # AY7467	2	873,878.76	869,595.48	832,854.19	873,709.45	(4,113.97	)	(1,013.88	)	—	—	3.5	MON	2,429.16	12,294.95	20150327	20450401
3138YR5T1	FNMA POOL # AZ0857	2	8,149,432.17	8,294,589.46	8,168,577.28	8,149,430.81	145,158.65		33.23		—	—	3	MON	20,421.45	12,275.01	20150717	20450701
31392ER28	FNMA CMO_02-64 PG	2	796,957.75	820,074.22	723,474.46	795,164.69	24,909.53		(15,203.57	)	—	—	5.5	MON	3,315.92	33,596.34	20020918	20321025
31394BPP3	FNMA AGENCY CMO_04-88 HA	2	750.64	728.29	725.91	723.87	4.42		(11.70	)	—	—	6.5	MON	3.93	117.53	20080114	20340725
31394DA42	FNMA CMO_05-48 AR	2	54,356.93	57,704.18	53,969.04	54,055.35	3,648.83		(83.64	)	—	—	5.5	MON	247.36	2,646.77	20071220	20350225
31394EZX9	FNMA CMO_05-65 WL	2	98,194.97	94,458.2	94,333.20	94,788.56	(330.36	)	(9,799.35	)	—	—	5.5	MON	432.36	20,002.28	20121116	20340725
31395EC47	FHLMC CMO_2839 TS	2	590,172.54	574,036.35	549,317.08	574,364.53	(328.18	)	(17,912.82	)	—	—	5	MON	2,288.82	25,695.08	20130307	20190815
31395HJ43	FHLMC AGENCY CMO_2877-AL	2	673,459.11	680,767.82	624,463.68	669,980.77	10,787.05		(14,461.29	)	—	—	5	MON	2,601.93	26,629.11	20050812	20241015
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	2	129,326.65	129,228.73	129,316.54	129,321.57	(92.84	)	(4.12	)	—	—	0.357	MON	20.49	398.9	20110722	20201015
31397NLS2	FNMA AGENCY CMO_09-11 LC	2	596,382.81	591,804.27	560,312.68	593,271.79	(1,467.52	)	(15,243.61	)	—	—	4.5	MON	2,101.17	23,408.87	20140207	20490325
31398GEH8	FNMA AGENCY CMO_09-100-MA	2	561,127.4	561,886.78	541,634.00	560,377.57	1,509.21		(5,990.17	)	—	—	3	MON	1,354.09	14,075.66	20091113	20391125
31398JZR7	FHLMC AGENCY CMBS_K004-A1	2	1,054,537.07	1,048,097.85	1,003,460.90	1,043,107.77	4,990.08		(16,217.44	)	—	—	3.413	MON	2,854.01	27,959.83	20091007	20190525
31398MAY2	FNMA AGENCY CMO_10-9 MC	2	896,750	869,368.8	800,000.00	860,767.62	8,601.18		(20,530.97	)	—	—	5	MON	3,333.33	29,999.97	20140521	20360425
31398MU53	FNMA AGENCY CMO_10-29-PA	2	162,711.93	162,350.93	158,192.37	161,309.88	1,041.05		(4,491.98	)	—	—	4.5	MON	593.22	7,687.96	20100316	20381025
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ	2	1,374,055.58	1,377,332.71	1,229,923.87	1,364,475.73	12,856.98		(30,682.81	)	—	—	5.5	MON	5,637.15	56,284.93	20131120	20400415
31398QHE0	FHLMC AGENCY CMBS_ _K007-A1	2	3,195,764.21	3,163,344.31	3,055,311.55	3,160,483.38	2,860.93		(46,296.53	)	—	—	3.342	MON	8,509.04	80,282.35	20100610	20191225
31398QNB9	FHLMC CMO_3676 CA	2	39,602.02	39,045.54	38,755.22	39,072.65	(27.11	)	(1,739.10	)	—	—	4	MON	129.18	2,320.7	20100608	20240715
31398S6U2	FNMA AGENCY CMO_11-7-CA	2	6,300.12	6,229.22	6,231.20	6,242.07	(12.85	)	(876.49	)	—	—	3.5	MON	18.17	1,823.56	20110125	20240525
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142	2	442,121.2	443,781.2	441,018.66	442,113.13	1,668.07		(359.13	)	—	—	0.664	MON	48.80	3,000.05	20130815	20401225
31398SVZ3	FNMA AGENCY CMO _10-139-MA	2	1,797,053.96	1,750,439.67	1,757,836.65	1,796,232.99	(45,793.32	)	(8,300.03	)	—	—	2.5	MON	3,662.16	36,468.68	20101109	20401225
31398SZN6	FNMA AGENCY CMO _10-141-G	2	8,085,849.28	8,249,360.77	7,776,023.35	8,054,914.66	194,446.11		(20,205.65	)	—	—	3.5	MON	22,680.07	204,730.3	20140721	20300525
31398WV35	FHLMC AGENCY CMO 3654	2	48,307.32	47,094.55	45,015.55	46,606.17	488.38		(1,223.67	)	—	—	5	MON	187.56	2,105.82	20120201	20281115
31400EGH7	FNMA POOL # 685200	2	46,378.06	48,863.15	46,757.96	46,513.36	2,349.79		159.20		—	—	5	MON	194.82	2,289.61	20071214	20180301
31400PG58	FNMA POOL # 693320	2	51,400.48	55,312.54	51,852.18	51,443.36	3,869.18		22.95		—	—	2.291	MON	98.99	908.17	20060810	20330101
31400QJ87	FNMA POOL # 694287	2	6,217.82	6,692.08	6,273.32	6,222.89	469.19		12.43		—	—	2.225	MON	11.64	122.4	20070402	20330301
31400SA33	FNMA POOL # 695826	2	20,527.3	21,627.23	20,695.46	20,585.8	1,041.43		73.81		—	—	5	MON	86.23	1,002.34	20071214	20180401

31401A3C9	FNMA POOL # 702895	2	46,375.49	48,860.44	46,755.38	46,508.99	2,351.45	162.20		—	—	5	MON	194.81	2,306.74	20071214	20180401
31401DVW8	FNMA POOL # 705429	2	76,718	82,316.27	77,612.38	76,802.91	5,513.36	150.09		—	—	2.454	MON	158.72	1,522.01	20060810	20330401
31401MKS9	FNMA POOL # 712305	2	658,961.3	662,376.43	618,743.00	656,164.81	6,211.62	(4,703.14	)	—	—	2.55	MON	1,314.83	12,081.03	20120223	20330501
31402DQB9	FNMA POOL # 725950	2	86,042.06	91,198.77	86,828.92	86,271.53	4,927.24	267.70		—	—	5	MON	361.79	3,980.89	20080717	20191101
31402HD32	FNMA POOL # 729222	2	819,918.63	888,963.64	828,982.36	820,612.66	68,350.98	374.53		—	—	2.455	MON	1,695.96	14,918.52	20080917	20350701
31402RB81	FNMA POOL # 735463	2	79,374.74	86,018.92	80,031.29	79,438.09	6,580.83	96.11		—	—	2.285	MON	152.39	1,429.35	20060928	20350301
31402RF87	FNMA POOL # 735591	2	2,706,533.15	2,880,847.81	2,607,933.44	2,698,793.83	182,053.98	(22,480.73	)	—	—	5	MON	10,866.39	110,113.55	20100430	20350601
31402YSV7	FNMA POOL # 742232	2	1,965.44	2,133.72	1,995.97	1,967.28	166.44	48.56		—	—	2.75	MON	4.57	64.59	20070402	20330901
31403C2L4	FNMA POOL # 745179	2	159,353.06	167,891.74	160,658.41	159,742.4	8,149.34	565.96		—	—	5	MON	669.41	7,790.46	20071214	20190401
31403DCE7	FNMA POOL # 745369	2	145,797.66	154,389.6	146,991.92	146,125.69	8,263.91	412.42		—	—	5	MON	612.47	6,792.8	20071214	20191201
31403DCZ0	FNMA POOL # 745388	2	326,895.5	344,411.65	329,573.26	327,753.9	16,657.75	1,030.15		—	—	5	MON	1,373.22	15,599.92	20071214	20181101
31403H3P3	FNMA POOL # 749706	2	234,876.81	250,748.61	237,831.12	235,159.17	15,589.44	2,142.30		—	—	2.456	MON	486.76	6,287.36	20060515	20331101
31403KDB6	FNMA POOL # 750798	2	3,817.27	4,134.82	3,876.59	3,823.23	311.59	2.97		—	—	2.199	MON	7.10	65.02	20070402	20331201
31403VBR9	FNMA POOL # 758848	2	83,083.67	87,535.62	83,764.30	83,297.8	4,237.82	242.40		—	—	5	MON	349.01	3,971.31	20071214	20190101
31404CLB4	FNMA POOL # 764522	2	9,575.34	10,348.89	9,769.20	9,589.99	758.9	172.06		—	—	2.522	MON	20.53	240.17	20080930	20340601
31404LRF9	FNMA POOL # 771886	2	59,309.14	63,617.93	60,300.82	59,406.18	4,211.75	157.47		—	—	2.223	MON	111.71	1,126.49	20060810	20340201
31404NBP0	FNMA POOL # 773246	2	72,038.23	77,336.64	72,641.13	72,084.18	5,252.46	93.00		—	—	2.217	MON	134.14	1,318.93	20070402	20350201
31404VGA0	FNMA POOL # 779693	2	362,172.04	391,173.16	365,599.50	362,506.85	28,666.31	156.21		—	—	2.363	MON	719.93	6,146.76	20060224	20340701
31405PAG5	FNMA POOL # 794807	2	89,092.09	94,399.78	88,849.54	89,050.94	5,348.84	(42.69	)	—	—	2.178	MON	161.26	1,399.85	20070630	20341001
31405UMM8	FNMA POOL # 799664	2	39,753.87	42,549.21	40,066.41	39,783.22	2,765.99	33.55		—	—	2.201	MON	73.52	690.88	20070402	20341001
31405UR84	FNMA POOL # 799811	2	111,036.72	116,588.27	110,746.57	110,984.63	5,603.64	(54.67	)	—	—	1.918	MON	177.01	1,774.73	20070630	20341101
31405UTZ2	FNMA POOL # 799868	2	8,799.04	9,351.08	8,868.19	8,805.34	545.74	3.64		—	—	2.015	MON	14.89	136.15	20070402	20341101
31406BB90	FNMA POOL # 804764	2	122,635.22	132,429.94	123,599.26	122,720.24	9,709.7	109.23		—	—	2.129	MON	219.29	2,084.98	20070402	20350101
31406BEZ9	FNMA POOL # 804852	2	92,384.2	97,011.34	93,110.47	92,449.47	4,561.87	181.38		—	—	2.15	MON	166.82	1,772.35	20070402	20341201
31406BJF8	FNMA POOL # 804962	2	110,327.21	118,582.48	111,194.51	110,402.6	8,179.88	153.92		—	—	2.152	MON	199.41	2,007.21	20070402	20350101
31406BQQ6	FNMA POOL # 805163	2	150,068.51	161,771.1	151,324.55	150,177.19	11,593.91	129.45		—	—	2.18	MON	274.91	2,600.45	20070402	20350101
31406DG67	FNMA POOL # 806721	2	203,939.48	221,089.28	205,542.72	204,083.29	17,005.99	274.97		—	—	2.33	MON	399.10	3,877.73	20070402	20341101
31406GLK3	FNMA POOL # 809530	2	29,304.1	31,606.52	29,511.64	29,326.69	2,279.83	64.51		—	—	2.123	MON	52.21	558.63	20060928	20350201
31406MYP5	FNMA POOL # 814418	2	94,618.19	100,016.28	95,463.03	94,697.85	5,318.43	75.13		—	—	1.98	MON	157.51	1,498.38	20070402	20350301
31406PKU2	FNMA POOL # 815807	2	167,608.58	177,505.42	169,208.08	167,783.06	9,722.36	499.98		—	—	2.131	MON	300.49	3,187.32	20060928	20350201
31406TLC3	FNMA POOL # 819423	2	226,982.47	246,005.67	229,009.24	227,143.54	18,862.13	270.54		—	—	2.437	MON	465.08	4,471.55	20070402	20350401
31406TTE1	FNMA POOL # 819649	2	1,787,225.36	1,828,238.53	1,727,831.17	1,781,432.14	46,806.39	(13,426.60	)	—	—	2.14	MON	3,081.30	30,181.73	20091204	20350301
31406VHE9	FNMA POOL # 821129	2	98,599.56	103,660.82	99,479.96	98,656.92	5,003.9	315.43		—	—	2.259	MON	187.27	2,063.47	20070402	20350501
31407D5R2	FNMA POOL # 828056	2	431,463.85	446,127.56	424,235.14	430,708.26	15,419.3	(698.80	)	—	—	2.499	MON	883.47	7,634.8	20090220	20350601

31407E6W8	FNMA POOL # 828985	2	194,148.16	213,791.88	200,832.11	194,623.86	19,168.02	1,366.58		—	—	2.368	MON	396.31	3,795.83	20060316	20350801
31407GC22	FNMA POOL # 829989	2	706,723.3	765,108.84	713,439.65	707,288.82	57,820.02	922.24		—	—	2.393	MON	1,422.72	13,459.11	20060120	20350401
31408C6D3	FNMA POOL # 847868	2	894,251.41	948,846.81	903,854.85	895,311.44	53,535.37	1,748.70		—	—	2.155	MON	1,623.17	15,592.49	20060512	20351101
31409UBQ7	FNMA POOL # 878547	2	527,198.55	572,050.03	531,454.34	527,514.91	44,535.12	1,945.64		—	—	2.362	MON	1,046.08	12,482.26	20060504	20360301
31410FU60	FNMA POOL # 888105	2	137,742.74	145,123.46	138,871.06	138,015.9	7,107.56	476.88		—	—	5	MON	578.63	6,642.59	20071214	20200801
31410GC35	FNMA POOL # 888490	2	163,439.63	174,164.95	163,809.89	163,456.37	10,708.58	38.87		—	—	2.059	MON	281.07	2,650.26	20070618	20350501
31410GC50	FNMA POOL # 888492	2	70,867.8	75,612.54	70,733.19	70,837.22	4,775.32	(12.49	)	—	—	2.452	MON	144.53	1,322.11	20070618	20330501
31410GD83	FNMA POOL # 888527	2	16,390.4	17,934.29	16,699.16	16,412.98	1,521.31	62.69		—	—	2.522	MON	35.10	345.62	20070618	20340401
31410GDC4	FNMA POOL # 888499	2	510,007.09	539,002.14	512,872.59	510,231.96	28,770.18	597.94		—	—	2.465	MON	1,053.53	10,320.61	20120222	20330801
31410GDF7	FNMA POOL # 888502	2	67,855.01	73,158.02	68,737.01	67,962.41	5,195.61	155.61		—	—	1.842	MON	105.51	1,016	20070618	20330601
31410GDL4	FNMA POOL # 888507	2	271,764.65	287,962.58	276,521.88	272,181.09	15,781.49	699.96		—	—	2.324	MON	535.30	5,160.84	20070618	20350201
31410GDM2	FNMA POOL # 888508	2	330,753.18	360,150	335,377.46	331,148.83	29,001.17	602.45		—	—	2.283	MON	638.06	6,081.71	20070618	20340301
31410GDQ3	FNMA POOL # 888511	2	47,367.49	50,206.21	47,797.75	47,400.86	2,805.35	50.33		—	—	2.266	MON	90.26	862.91	20070618	20331201
31410GDS9	FNMA POOL # 888513	2	84,083.51	90,727.53	84,523.80	84,111.17	6,616.36	57.60		—	—	2.44	MON	171.87	1,635.74	20070618	20340201
31410GDX8	FNMA POOL # 888518	2	80,837.55	85,129.41	81,097.24	80,851.68	4,277.73	13.25		—	—	2.292	MON	154.90	1,424.67	20070618	20350401
31410GDY6	FNMA POOL # 888519	2	40,862.05	44,405.4	41,563.73	40,923.74	3,481.66	74.14		—	—	2.183	MON	75.58	718.84	20070618	20350101
31410GDZ3	FNMA POOL # 888520	2	551,550.39	591,739.72	555,065.79	551,862.84	39,876.88	476.78		—	—	2.319	MON	1,072.66	9,367.16	20070618	20330701
31410GFD0	FNMA POOL # 888564	2	3,000,433.72	3,072,378.69	2,911,275.90	2,965,532.2	106,846.49	(22,707.27	)	—	—	5	MON	12,130.32	126,489.09	20090226	20211001
31410GPR8	FNMA POOL # 888832	2	1,422,746.34	1,571,525.51	1,368,230.88	1,419,181.11	152,344.4	(13,464.83	)	—	—	6.5	MON	7,411.25	75,366.65	20080125	20371101
31410LK84	FNMA POOL # 890519	2	1,100,620.58	1,134,511.4	1,005,061.23	1,098,280.99	36,230.41	(25,128.15	)	—	—	6	MON	5,025.31	51,677.64	20131023	20401001
31411DA33	FNMA POOL # 904626	2	462,559.81	494,215.79	460,365.87	462,266.77	31,949.02	(200.89	)	—	—	2.355	MON	903.47	8,527.62	20061213	20361201
31411GUY6	FNMA POOL # 907899	2	1,212,041.85	1,257,962.56	1,202,087.05	1,210,847.53	47,115.03	(591.88	)	—	—	2.406	MON	2,410.18	22,436.67	20061214	20370101
31411KCZ4	FNMA POOL # 910088	2	1,258,245.44	1,414,900.06	1,246,558.95	1,257,306.18	157,593.88	(3,612.59	)	—	—	6	MON	6,232.79	67,193.8	20070329	20370301
31411LEA5	FNMA POOL # 911029	2	92,615.33	92,881.72	87,372.96	90,910.26	1,971.46	(2,245.87	)	—	—	5.5	MON	400.46	4,820.39	20090929	20220701
31411WPJ0	FNMA POOL # 916725	2	763,719.1	780,678.53	721,766.40	762,126.88	18,551.65	(6,515.48	)	—	—	2.506	MON	1,507.29	14,625.49	20120214	20361001
31412LMG2	FNMA POOL # 928359	2	89,027.13	89,283.19	83,987.86	87,429.03	1,854.16	(1,891.12	)	—	—	5.5	MON	384.94	4,446.49	20090929	20220501
31412LQN3	FNMA POOL # 928461	2	168,560.71	169,048.71	159,022.53	165,546.58	3,502.13	(2,099.24	)	—	—	5.5	MON	728.85	7,221.81	20150201	20220601
31412LVF4	FNMA POOL # 928614	2	979,205.55	979,567.24	921,469.70	961,711.59	17,855.65	(14,050.65	)	—	—	5.5	MON	4,223.40	42,797.85	20091021	20220801
31412SRH0	FNMA POOL # 933488	2	293,132.29	296,188.77	279,256.72	289,115.04	7,073.73	(3,902.17	)	—	—	5	MON	1,163.57	11,867.67	20090929	20230301
31414ARA2	FNMA POOL # 960481	2	581,200.77	582,064.27	553,689.34	573,197.1	8,867.17	(7,796.38	)	—	—	5	MON	2,307.04	22,986.17	20090929	20221201
31414CRJ9	FNMA POOL # 962289	2	673,997.43	681,025.17	642,093.41	664,789.75	16,235.42	(9,236.96	)	—	—	5	MON	2,675.39	28,868.37	20090929	20230301
31414GD22	FNMA POOL # 965521	2	91,389.66	91,652.54	86,216.68	89,938.86	1,713.68	(1,170.62	)	—	—	5.5	MON	395.16	4,075.38	20090929	20221201
31414NB45	FNMA POOL # 970859	2	724,036.78	730,498.9	688,738.90	714,977.84	15,521.06	(10,466.76	)	—	—	5	MON	2,869.75	29,844.94	20091021	20231201
31414RB79	FNMA POOL # 973562	2	652,342.13	674,714.3	615,417.11	642,597.19	32,117.11	(5,110.65	)	—	—	5.5	MON	2,820.66	26,938.33	20090929	20230301

31415MDG7	FNMA POOL # 984003	2	1,020,151.38	1,174,733.19	1,050,856.09	1,021,591.89	153,141.3		5,412.36		—	—	5.5	MON	4,816.42	49,464.98		20080725	20380601
31415MFS9	FNMA POOL # 984077	2	471,390.55	476,305.73	449,077.04	464,840.21	11,465.52		(4,897.09	)	—	—	5	MON	1,871.15	18,827.9		20090929	20230601
31416B4M7	FNMA POOL # 995528	2	793,267.18	798,712.2	763,559.94	783,490.16	15,222.04		(8,944.28	)	—	—	5	MON	3,181.50	33,501.53		20090320	20211201
31416B4N5	FNMA POOL # 995529	2	1,620,569.44	1,659,227.08	1,560,819.33	1,601,429.45	57,797.63		(14,578.35	)	—	—	5.5	MON	7,153.76	72,860.34		20090227	20221101
31416B4P0	FNMA POOL # 995530	2	853,854.37	868,236.94	818,799.53	841,030.33	27,206.61		(9,009.71	)	—	—	5.5	MON	3,752.83	38,795.45		20090320	20211201
31416B7J1	FNMA POOL # 995597	2	88,607.51	88,862.35	83,591.98	87,368.41	1,493.94		(1,420.27	)	—	—	5.5	MON	383.13	3,978.75		20090929	20240301
31416BLV8	FNMA POOL # 995040	2	333,176.17	336,149.82	316,933.34	328,542.24	7,607.58		(4,475.16	)	—	—	5	MON	1,320.56	13,803.39		20091021	20230601
31416BSE9	FNMA POOL # 995217	2	743,481	744,979.74	700,795.44	732,735.01	12,244.73		(12,271.81	)	—	—	5.5	MON	3,211.98	33,178.49		20091021	20231201
31416BSX7	FNMA POOL # 995234	2	877,296.22	853,825.16	817,039.56	852,818	1,007.16		(27,600.16	)	—	—	5	MON	3,404.33	39,878.45		20111110	20190701
31416CME3	FNMA POOL # 995957	2	1,623,394.06	1,636,362.97	1,542,817.98	1,604,045.17	32,317.8		(21,153.19	)	—	—	5	MON	6,428.41	65,676.72		20090928	20240601
31416MZC1	FNMA POOL # AA4338	2	1,416,110.89	1,426,405.17	1,316,164.63	1,412,504.27	13,900.9		(29,309.78	)	—	—	4.5	MON	4,935.61	51,763.07		20130321	20390401
31416TL49	FNMA POOL # AA9346	2	5,515,882.14	5,986,407.07	5,457,169.04	5,510,953.9	475,453.17		(10,562.34	)	—	—	4.5	MON	20,464.38	203,161.44		20100202	20390801
31417AP60	FNMA POOL # AB4044	2	4,443,162.98	4,529,693.89	4,313,750.48	4,439,760.1	89,933.79		(14,653.10	)	—	—	3.5	MON	12,581.77	120,084.11		20140627	20411201
31417CS30	FNMA POOL # AB5937	2	481,868.3	481,167.69	460,773.51	481,556.7	(389.01	)	(2,053.48	)	—	—	3.5	MON	1,343.92	7,932.89		20150219	20420801
31417F2Y3	FNMA POOL # AB8890	2	21,195.78	20,842.45	19,993.07	21,061.23	(218.78	)	(179.15	)	—	—	3	MON	49.98	484.67		20130429	20280401
31417FQC5	FNMA POOL # AB8550	2	1,947,476.92	1,922,431.38	1,881,975.35	1,939,369.63	(16,938.25	)	(9,092.53	)	—	—	2.5	MON	3,920.78	37,576.27		20130313	20280301
31417FX94	FNMA POOL # AB8803	2	16,227.18	15,956.68	15,306.41	16,124.81	(168.13	)	(179.99	)	—	—	3	MON	38.27	363.58		20130429	20280301
31418AMK1	FNMA POOL # MA1261	2	579,124.11	577,553.39	550,522.72	573,476.26	4,077.13		(6,712.42	)	—	—	3	MON	1,376.31	13,762.58		20130213	20221101
31419ALC9	FNMA POOL # AE0322	2	793,545.23	768,628.98	731,799.65	778,707.25	(10,078.27	)	(24,423.14	)	—	—	5	MON	3,049.17	33,368.09		20130226	20210501
31419BBT1	FNMA POOL # AE0949	2	2,682,243.81	2,706,663.5	2,530,045.76	2,675,638.5	31,025		(26,725.67	)	—	—	4	MON	8,433.49	83,219.22		20120502	20410201
31428XAZ9	FEDERAL EXPRESS CORP SENIOR CORP BND		1,151,136.45	1,156,129.33	1,155,000.00	1,151,451.44	4,677.89		314.99		—	—	2.3	FA	4,427.50	11,245.09		20150715	20200201
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND	1	7,895,000	7,480,000	8,000,000.00	7,896,783.1	(416,783.1	)	1,144.35		—	—	4.9	MS	1,088.89	392,000		20141124	20491231
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND	1	4,342,897.5	4,345,043.05	4,350,000.00	4,344,408.5	634.55		895.16		—	—	2.875	AO	62,531.25	48,443.75		20150313	20211001
31679NAA2	FSSLF_15-1A ABS 15-1A A 144A	2	3,985,600	4,010,240	4,000,000.00	3,987,273.84	22,966.16		1,673.84		—	—	2.287	JAJO	18,550.11	39,277.95		20150129	20270120
31679NAE4	FSSLF_15-1A MEZZANIN ABS 15-1A C1 144A	1	242,607.08	248,587.75	250,000.00	243,218.33	5,369.42		611.25		—	—	4.037	JAJO	2,046.53	4,289.94		20150129	20270120
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A	2	130,733.44	130,698.14	130,733.57	130,732	(33.86	)	(0.32	)	—	—	0.679	JJ	187.40	1,426.01		20130612	20190115
341099CK3	PROGRESS ENERGY FLORIDA SECURED CORP BND		360,821.5	358,606.08	325,000.00	358,849.32	(243.24	)	(1,972.18	)	—	—	5.65	JD	5,406.74	(2,448.33	)	20150729	20180615
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND		2,668,622.81	2,671,133.55	2,671,000.00	2,670,901.81	231.74		599.50		—	—	0.65	MN	6,558.79	8,680.75		20121115	20151115
34528QBP8	FORDF ABS 12-2	2	5,463,393.55	5,427,675.16	5,375,000.00	5,424,226.85	3,448.31		(28,399.40	)	—	—	1.92	MON	4,586.67	77,400		20140915	20190115
34528QDF8	FORDF_14-1 ABS 14-1 A2	2	500,761.72	499,035	500,000.00	500,558.45	(1,523.45	)	(203.27	)	—	—	0.607	MON	134.79	1,367.95		20150330	20190215
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4	2	2,219,364.64	2,224,329	2,220,000.00	2,219,595.76	4,733.24		158.89		—	—	1.4	MON	1,381.34	23,310		20140819	20190815
34530EAC1	FORDO_13-B ABS_13-B A3	2	439,587.8	439,513.42	439,610.57	439,605.06	(91.64	)	29.27		—	—	0.57	MON	111.36	5,628.11		20130514	20171015
34530GAD4	FORDO_13-D ABS 13-D A3	2	755,462.42	755,113.31	755,497.10	755,482.61	(369.3	)	41.78		—	—	0.67	MON	224.97	17,701.15		20131119	20180415
34530HAC4	FORDO_14-A ABS_14-A A3	2	1,956,153.86	1,956,076.65	1,956,186.20	1,956,174.96	(98.31	)	11.99		—	—	0.79	MON	686.84	18,617.31		20140326	20180515

34530KAB9	FORDO_14-B ABS _14-B-A3	2	3,502,310.68	3,505,484.2	3,505,000.00	3,503,623.56	1,860.64		956.97		—	—	0.9	MON	1,402.00	32,268.75	20140912	20181015
34530PAE2	FORDO_14-C ABS 2014-C A4	2	1,879,577.38	1,890,640.84	1,880,000.00	1,879,667.18	10,973.66		79.12		—	—	1.56	MON	1,303.47	21,996	20141118	20200215
34530QAE0	FORDO_15-A ABS 15-A A4	2	5,999,926.2	6,047,699.88	6,000,000.00	5,999,912.47	47,787.41		(13.73	)	—	—	1.64	MON	4,373.33	46,740	20150317	20200615
345397VP5	FORD MOTOR CREDIT COMPANY LLC CORP BND		1,583,764	1,513,867.39	1,400,000.00	1,520,808.24	(6,940.85	)	(52,932.93	)	—	—	6.625	FA	11,851.39	116,489.58	20120921	20170815
345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		2,497,650	2,492,120.25	2,500,000.00	2,499,045.24	(6,924.99	)	545.46		—	—	1.5	JJ	7,708.33	37,500	20131106	20170117
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		3,500,000	3,464,923.63	3,500,000.00	3,500,000	(35,076.37	)	—		—	—	1.724	JD	19,275.27	30,170	20140603	20171206
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		3,000,000	2,981,126.85	3,000,000.00	3,000,000	(18,873.15	)	—		—	—	1.684	MS	3,227.67	62,588.67	20140903	20170908
345397XF5	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		3,294,105	3,228,821.08	3,300,000.00	3,294,355.91	(65,534.83	)	250.91		—	—	2.459	MS	901.64	38,339.91	20150713	20200327
345397XH1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		2,000,000	1,990,547.18	2,000,000.00	2,000,000	(9,452.82	)	—		—	—	2.24	JD	13,066.67	—	20150611	20180615
345397XK4	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		6,500,000	6,526,309.08	6,500,000.00	6,500,000	26,309.08		—		—	—	3.157	FA	32,490.79	—	20150730	20200804
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND		1,237,731.84	1,213,279.96	1,128,000.00	1,219,560.45	(6,280.49	)	(11,580.77	)	—	—	4.875	FA	7,026.50	54,990	20140721	20210215
34960JAJ4	FCO_15-6A MEZZANIN ABS 15-6A	2	1,971,400	1,967,448	2,000,000.00	1,973,493.04	(6,045.04	)	2,093.04		—	—	3.92	MJSD	4,573.22	35,547.73	20150319	20270331
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND		1,541,552.5	1,549,350.31	1,550,000.00	1,546,603.59	2,746.72		1,268.53		—	—	1.375	MS	947.23	21,312.5	20120919	20170915
35671DAW5	FREEPORT-MCMORAN INC SENIOR CORP BND		1,598,080	1,488,000	1,600,000.00	1,599,442.8	(111,442.8	)	527.65		—	—	2.15	MS	2,866.67	68,889.58	20120208	20170301
35671DBD6	FREEPORT-MCMORAN INC SENIOR CORP BND		3,769,675.91	3,279,900	3,770,000.00	3,769,834.09	(489,934.09	)	(173.95	)	—	—	2.375	MS	3,979.44	97,322.22	20131010	20180315
359900XB8	FULTON CNTY GA DEV AUTH REV MUNI BND REV	2	2,210,380	2,128,440	2,000,000.00	2,171,635.02	(43,195.02	)	(29,033.93	)	—	—	5.491	MN	45,758.33	54,910	20090624	20191101
36179MEL0	GNMA POOL # MA0139	2	2,996,597.81	2,957,404.76	2,828,229.75	2,975,044.14	(17,639.38	)	(33,621.08	)	—	—	3	MON	7,070.57	70,111.7	20120619	20270620
36179MK82	GNMA POOL # MA0319	2	134,061	130,322.57	122,029.64	133,616.28	(3,293.71	)	(2,844.55	)	—	—	4	MON	406.77	4,146.8	20121004	20420820
36179MNJ5	GNMA POOL # MA0393	2	1,702,524.8	1,658,172.92	1,552,656.99	1,697,566.88	(39,393.96	)	(28,107.48	)	—	—	4	MON	5,175.52	51,349.03	20121018	20420920
36179MQN3	GNMA POOL # MA0461	2	1,574,226.23	1,516,593.27	1,479,014.66	1,570,162.43	(53,569.16	)	(12,868.05	)	—	—	3	MON	3,697.54	35,838.37	20121031	20421020
36179Q3H2	GNMA POOL # MA2600	2	2,758,001.55	2,743,055.58	2,684,185.83	2,758,390.1	(15,334.52	)	(2,347.91	)	—	—	3	MON	6,710.46	29,502.83	20150326	20450220
36179Q6P1	GNMA POOL # MA2678	2	2,248,281.76	2,242,836.43	2,137,721.86	2,247,304.65	(4,468.22	)	(6,161.28	)	—	—	3.5	MON	6,235.03	27,537	20150323	20450320
36179RD63	GNMA POOL # MA2825	2	2,037,737.64	2,058,785.59	2,014,601.22	2,037,768.93	21,016.66		(232.05	)	—	—	3	MON	5,036.50	12,348.71	20150616	20450520
36192KAR8	GSMS_12-GCJ7 PRELCF SENIOR CMBS_12-GCJ7	2	4,148,653.91	4,105,390.64	4,060,000.00	4,116,354.29	(10,963.65	)	(32,299.62	)	—	—	2.318	MON	7,842.56	54,375.08	20150129	20450510
36201YER3	GNMA POOL # 606844	2	583,822.82	627,382.15	557,161.76	581,012.07	46,370.08		(6,471.33	)	—	—	5	MON	2,321.51	23,080.94	20100423	20330915
36202E4Z9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	133,335.75	130,156.56	124,311.95	133,264.09	(3,107.53	)	(9,293.25	)	—	—	4.5	MON	466.17	7,476.88	20090721	20390520
36202EVH9	GNMA GNMA II 30YR SF - JUMBO-CONFOR	2	71,062.95	69,986.99	64,144.90	71,024.8	(1,037.81	)	(1,989.39	)	—	—	6	MON	320.72	3,408.09	20081101	20380820
36202FZV1	GNMA POOL # 005256	2	2,627,075.3	2,589,860.54	2,450,201.39	2,601,798.72	(11,938.18	)	(36,498.62	)	—	—	3.5	MON	7,146.42	72,133.78	20120118	20261220
36202KME2	GNMA POOL # 008457	2	270,497.52	272,472.94	266,746.40	269,378.87	3,094.07		(518.45	)	—	—	1.625	MON	361.22	3,504.71	20090318	20240720
36204J4C7	GNMA POOL # 371719	2	149,139.25	156,431.11	140,366.35	146,078.86	10,352.25		(966.52	)	—	—	6.5	MON	760.32	7,190.46	20080911	20240415
36204SV60	GNMA POOL # 378737	2	132,130.03	137,572.1	124,357.67	129,419.45	8,152.65		(859.57	)	—	—	6.5	MON	673.60	6,351.89	20080911	20240115
36205BKY7	GNMA POOL # 385611	2	225,614.77	236,645.75	212,343.31	220,989.56	15,656.19		(1,766.37	)	—	—	6.5	MON	1,150.19	11,038.99	20080911	20240415
3620A2KC9	GNMA POOL # 716791	2	603,210.6	605,022.36	570,580.50	595,900.71	9,121.65		(9,550.10	)	—	—	5	MON	2,377.42	24,275.42	20090929	20240415
3620A5FJ3	GNMA POOL # 719369	2	433,392.63	431,876.76	406,047.84	428,038.89	3,837.87		(2,780.23	)	—	—	4.5	MON	1,522.68	14,218.1	20100831	20250415

3620A6AC1	GNMA POOL # 720103	2	429,712.57	465,138.52	422,321.94	429,007.03	36,131.49		(1,098.11	)	—	—	4.5	MON	1,583.71	15,677.11	20090618	20390615
3620A6DZ7	GNMA POOL # 720220	2	673,565.44	680,010.71	641,300.02	665,406.44	14,604.27		(10,193.71	)	—	—	5	MON	2,672.08	29,579.89	20090729	20240715
3620ADCM2	GNMA POOL # 726476	2	3,687,734.78	3,720,109.19	3,500,667.84	3,643,478.32	76,630.87		(39,014.00	)	—	—	4.5	MON	13,127.50	131,026.06	20091208	20241115
3620ASPY9	GNMA POOL # 738539	2	2,581,961.83	2,571,111.66	2,403,571.68	2,575,572.01	(4,460.35	)	(38,921.03	)	—	—	4	MON	8,011.91	81,433.67	20111003	20410715
36210B4N2	GNMA POOL # 487829	2	180,558.95	185,388.77	174,453.08	178,848.22	6,540.55		(998.05	)	—	—	4.5	MON	654.20	6,358.41	20090326	20240415
36210B4Q5	GNMA POOL # 487831	2	67,878.72	68,082.58	64,206.87	67,066.5	1,016.08		(804.03	)	—	—	5	MON	267.53	2,538.85	20090929	20240415
36210B4R3	GNMA POOL # 487832	2	159,841.69	162,191.55	152,958.54	158,103	4,088.55		(2,940.59	)	—	—	5	MON	637.33	6,723.16	20090326	20240415
36210BZH1	GNMA POOL # 487744	2	333,391.33	334,392.7	315,356.86	329,473.21	4,919.49		(3,024.19	)	—	—	5	MON	1,313.99	13,033.33	20090929	20240315
36210BZJ7	GNMA POOL # 487745	2	216,524.7	217,175.06	204,812.02	213,866.79	3,308.27		(1,916.70	)	—	—	5	MON	853.38	8,180.07	20090929	20240315
36211V6Q8	GNMA POOL # 524779	2	133,059.94	135,117.12	127,425.36	131,668.76	3,448.36		(1,551.40	)	—	—	5	MON	530.94	5,635.21	20090326	20240115
36225BPY8	GNMA POOL # 781339	2	170,262.01	176,805.7	154,257.75	167,783.98	9,021.72		(2,169.26	)	—	—	8	MON	1,028.39	9,840.61	20080307	20310915
36225C6Y7	GNMA POOL # 080886	2	5,781,831.48	5,795,496.18	5,640,811.20	5,770,895.37	24,600.81		(13,966.55	)	—	—	1.75	MON	8,226.18	73,748.73	20110302	20340420
36225CD29	GNMA POOL # 080120	2	262,468.23	268,350.56	259,789.14	261,912.63	6,437.93		(291.27	)	—	—	1.625	MON	351.80	3,364.4	20090318	20271020
36225DAS3	GNMA POOL # 080916	2	200,675.31	209,817.5	201,652.06	200,755.43	9,062.07		100.41		—	—	1.75	MON	294.08	2,639.11	20080417	20340520
36225DJA3	GNMA POOL # 081156	2	510,274.6	526,945.63	508,843.53	510,079.85	16,865.78		(255.60	)	—	—	1.625	MON	689.06	6,873.48	20090318	20341120
36225DJZ8	GNMA POOL # 081179	2	515,000.48	521,947.66	513,556.14	514,817.25	7,130.41		(187.39	)	—	—	1.625	MON	695.44	6,713.19	20090318	20341220
36225DLE2	GNMA POOL # 081224	2	306,185.25	319,644.89	307,627.26	306,304.69	13,340.2		144.53		—	—	1.75	MON	448.62	4,151.73	20090318	20350120
36225EVZ2	GNMA POOL # 082431	2	1,458,503.96	1,485,099.64	1,440,497.74	1,455,030.14	30,069.5		(2,967.94	)	—	—	1.625	MON	1,950.67	19,289.41	20091028	20391220
36225EWE8	GNMA POOL # 082444	2	203,707.43	204,008.49	199,468.71	203,350.53	657.96		(184.27	)	—	—	2.75	MON	457.12	4,331.36	20091103	20391220
36241KBP2	GNMA POOL # 781846	2	2,313,737.34	2,633,518.19	2,240,907.84	2,309,400.63	324,117.56		(12,011.54	)	—	—	6.5	MON	12,138.25	118,836.54	20080815	20340915
36241KEC8	GNMA POOL # 781931	2	1,559,088.01	1,751,188.78	1,510,012.57	1,556,344.71	194,844.07		(7,248.80	)	—	—	6.5	MON	8,179.23	79,286.13	20080815	20350515
36241KEH7	GNMA POOL # 781936	2	823,764.32	869,898.92	796,749.55	820,979.86	48,919.06		(7,099.45	)	—	—	4.5	MON	2,987.81	30,638.6	20100603	20350615
36241KGU6	GNMA POOL # 782011	2	79,273.81	86,836.66	77,576.78	79,096.68	7,739.98		(327.49	)	—	—	5	MON	323.24	3,219.79	20090714	20351215
36241KKB3	GNMA POOL # 782090	2	1,827,734.68	2,038,814.63	1,758,494.00	1,819,543.63	219,271		(9,537.06	)	—	—	6.5	MON	9,525.17	91,584.64	20071130	20360515
36241LHQ2	GNMA POOL # 782939	2	2,766,264.83	2,947,845.85	2,639,939.58	2,755,295.03	192,550.82		(20,787.59	)	—	—	5	MON	10,999.75	107,557.01	20100423	20360915
36241LN36	GNMA POOL # 783110	2	585,336.27	610,081.23	540,570.28	581,649.19	28,432.04		(7,172.13	)	—	—	5.5	MON	2,477.61	24,298.72	20100923	20360415
36248GAB6	GSMS_13-GC16 SENIOR CMBS 13-GC16	2	5,454,217.19	5,406,009.48	5,220,000.00	5,413,308.45	(7,298.97	)	(34,708.52	)	—	—	3.033	MON	13,193.55	108,126.45	20150406	20461110
36250GAP0	GSMS_15-GC30 LCF SENIOR CMBS_15-GC30 A4	2	3,709,994.08	3,672,966.6	3,602,000.00	3,706,617.19	(33,650.59	)	(3,376.89	)	—	—	3.382	MON	10,151.64	31,131.7	20150515	20500510
36250PAB1	GSMSCII_15-GC32 SENIOR CMBS_15-GC32 A2	2	5,149,852.5	5,207,525	5,000,000.00	5,145,150.7	62,374.3		(4,701.80	)	—	—	3.062	MON	12,758.33	12,758.33	20150716	20480710
36251FAT3	GS MORTGAGE SECURITIES TRUST G SUPSEN SE	2	1,528,064.84	1,538,970.34	1,490,000.00	1,526,640.66	12,329.68		(1,424.18	)	—	—	2.898	MON	3,598.35	5,517.47	20150710	20480210
36290SJB8	GNMA POOL # 615958	2	3,563,894.5	3,829,798.59	3,401,144.43	3,545,020.35	284,778.24		(24,496.94	)	—	—	5	MON	14,171.43	133,897.28	20100423	20330915
36292DWW8	GNMA POOL # 646061	2	95,910.62	105,331.72	91,973.04	95,595.17	9,736.55		(353.83	)	—	—	6.5	MON	498.19	4,816.64	20080131	20371115
36295KAT0	GNMA POOL # 672418	2	61,759.37	67,825.86	59,223.86	61,576.3	6,249.56		(66.37	)	—	—	6.5	MON	320.80	2,915.34	20080131	20371215
36295P4L3	GNMA POOL # 676827	2	238,511.34	241,056.35	228,274.63	235,820.49	5,235.86		(1,224.54	)	—	—	5	MON	951.14	8,935.52	20090326	20230515

36295PZJ4	GNMA POOL # 676745		2	68,766.37	69,541.75	65,854.38	67,893.21	1,648.54		(772.80	)	—	—	5	MON	274.39	2,918.41	20090326	20230315
36295QJE1	GNMA POOL # 677161		2	249,484.11	251,038.75	237,727.72	246,201.99	4,836.76		(1,685.33	)	—	—	5	MON	990.53	9,397.94	20090427	20230815
36295TVQ4	GNMA POOL # 680223		2	21,361.81	23,460.14	20,484.81	21,310.02	2,150.12		(36.10	)	—	—	6.5	MON	110.96	1,019.25	20080131	20380115
36296DR67	GNMA POOL # 688209		2	18,862.2	18,975.49	17,969.34	18,563.55	411.94		(159.09	)	—	—	5	MON	74.87	731.38	20090729	20230715
36296E5H5	GNMA POOL # 689448		2	158,240.96	160,025.21	151,540.07	156,551.42	3,473.79		(858.29	)	—	—	5	MON	631.42	5,976.69	20090326	20230715
36296TPY3	GNMA POOL # 700739		2	175,437.45	178,739.31	166,156.08	173,145.97	5,593.34		(3,506.16	)	—	—	5.5	MON	761.55	8,225.82	20090603	20231015
36296U3C2	GNMA POOL # 701995		2	65,191.74	65,926.81	62,431.12	64,475.13	1,451.68		(311.57	)	—	—	5	MON	260.13	2,441.56	20090326	20240115
36296UC73	GNMA POOL # 701294		2	147,979.39	150,109.99	141,564.74	146,467.73	3,642.26		(1,486.05	)	—	—	5	MON	589.85	6,020.73	20090327	20240115
36296URS1	GNMA POOL # 701697		2	217,989.5	218,644.23	206,197.56	215,013.39	3,630.84		(2,269.76	)	—	—	5	MON	859.16	8,466.84	20090929	20240215
36296UUL2	GNMA POOL # 701787		2	200,743.31	205,383.51	193,691.73	198,905.64	6,477.87		(805.71	)	—	—	5	MON	807.05	7,561.64	20090611	20240315
36296XHH0	GNMA POOL # 704132		2	72,874.72	72,792.35	68,932.62	71,928.52	863.83		(779.13	)	—	—	5	MON	287.22	2,916.01	20090929	20231215
36296XLY8	GNMA POOL # 704243		2	286,414.3	293,034.78	276,353.31	283,846.6	9,188.18		(3,294.40	)	—	—	5	MON	1,151.47	12,280.44	20090611	20240115
36296XWP5	GNMA POOL # 704554		2	1,187,278.38	1,215,455.36	1,146,263.62	1,177,536.12	37,919.24		(6,538.87	)	—	—	5	MON	4,776.10	46,353.39	20090611	20240615
36297A3K7	GNMA		2	212,319.52	215,602.07	203,328.58	210,330.78	5,271.29		(6,141.84	)	—	—	5	MON	847.20	11,258.25	20090326	20240115
36297AKF9	GNMA POOL # 705994		2	234,705.13	235,410.1	222,009.00	232,044.39	3,365.71		(4,235.00	)	—	—	5	MON	925.04	9,802.96	20090929	20240115
36297DFF9	GNMA POOL # 708566		2	655,879.88	657,849.88	620,400.73	647,139.15	10,710.73		(10,072.62	)	—	—	5	MON	2,585.00	26,582.98	20090929	20240415
36297DTR8	GNMA POOL # 708960		2	130,384.35	132,400.15	124,863.06	128,750.38	3,649.77		(624.87	)	—	—	5	MON	520.26	4,870.35	20090326	20240315
36297G2R0	GNMA POOL # 711884		2	792,851.18	795,232.55	749,962.67	782,719.32	12,513.23		(6,147.91	)	—	—	5	MON	3,124.84	29,718.74	20090929	20240415
36297JJ54	GNMA POOL # 713184		2	660,047.14	662,029.61	624,342.52	650,651.47	11,378.14		(8,624.18	)	—	—	5	MON	2,601.43	26,752.37	20090929	20240415
36297KZF1	GNMA POOL # 714542		2	276,119.34	282,416.7	266,339.68	273,650.33	8,766.37		(1,045.59	)	—	—	5	MON	1,109.75	10,367.11	20090611	20240615
36319QAA0	GALXY_15-19A ABS 15-19A A1A 144A	E	2	4,992,450	4,984,065	5,000,000.00	4,993,305.92	(9,240.92	)	855.92		—	—	1.843	JAJO	17,657.29	37,657.26	20150129	20270124
36354TAB8	GALILEO RE LTD UNSEC CORP BND 144A	F		2,400,000	2,444,184	2,400,000.00	2,400,000	44,184		—		—	—	13.5	JAJO	75,600.00	139,577.14	20150129	20180108
36830NAC3	GEEMT_13-1 ABS 13-1 A3		2	1,554,004.08	1,555,532.62	1,554,039.19	1,554,028.98	1,503.64		31.99		—	—	0.95	MON	369.09	18,485.42	20130917	20170322
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND			8,899,150.88	8,901,895.64	8,963,000.00	8,935,040.14	(33,144.5	)	12,747.34		—	—	1	MN	33,860.23	57,787.22	20130221	20171115
369604BC6	GENERAL ELECTRIC CAPITAL CORP CORP BND			637,118.1	616,356.73	570,000.00	616,859	(502.27	)	(9,661.84	)	—	—	5.25	JD	9,559.38	5,600	20150707	20171206
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND			524,858.25	525,031.5	525,000.00	524,998.95	32.55		92.71		—	—	0.85	AO	2,132.08	10,892.4	20121001	20151009
36962G3H5	GENERAL ELECTRIC CAPITAL CORP CORP BND			4,247,302.75	4,243,238.36	3,895,000.00	4,219,683.77	23,554.59		(27,618.98	)	—	—	5.625	MS	9,737.50	27,386.72	20150727	20170915
36962G4D3	GENERAL ELECTRIC CAPITAL CORP CORP BND			261,337.5	288,619.77	250,000.00	255,194.7	33,425.07		(894.44	)	—	—	6	FA	2,250.00	15,000	20091029	20190807
36962G4T8	GENERAL ELECTRIC CAPITAL CORP CORP BND			2,878,200	3,005,220	3,000,000.00	2,997,142.51	8,077.49		20,009.45		—	—	2.25	MN	26,625.01	33,750	20110106	20151109
36962G5J9	GENERAL ELECTRIC CAPITAL CORP CORP BND M			1,417,600	1,416,694.35	1,250,000.00	1,405,996.52	10,697.83		(11,603.48	)	—	—	4.65	AO	26,479.17	1,776.04	20150331	20211017
36962G5S9	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			3,359,720	3,315,701.48	3,250,000.00	3,304,722.51	10,978.97		(27,624.58	)	—	—	2.45	MS	3,538.89	79,625	20140918	20170315
36962G5W0	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			2,055,620	2,038,978.28	2,000,000.00	2,034,139.43	4,838.85		(16,021.09	)	—	—	2.3	AO	19,677.78	23,000	20120424	20170427
36962G7F5	GENERAL ELECTRIC CAPITAL CORP SENIOR COR			5,000,000	4,998,300.15	5,000,000.00	5,000,000	(1,699.85	)	—		—	—	0.796	JAJO	8,731.69	28,937.37	20141205	20190114
37045XAV8	GENERAL MOTORS FINANCIAL CO IN SENIOR CO			3,347,119	3,315,852.34	3,350,000.00	3,347,561.87	(31,709.53	)	449.14		—	—	2.4	AO	38,190.00	540	20150407	20180410

37045XAY2	GENERAL MOTORS FINANCIAL CO IN SENIOR CO		1	1,999,440	1,981,032.72	2,000,000.00	1,999,462.64	(18,429.92	)	22.64		—	—	3.2	JJ	13,866.67	—		20150708	20200713
372546AR2	GEORGE WASHINGTON UNIV D C UNSEC MUNITAX			3,886,305.5	3,886,432.55	3,850,000.00	3,874,189.29	12,243.26		(9,028.29	)	—	—	1.827	MS	3,126.20	70,339.5		20120619	20170915
37331NAF8	GEORGIA-PACIFIC LLC SENIOR CORP BND 144A		1	7,000,000	7,019,543.86	7,000,000.00	7,000,000	19,543.86		—		—	—	2.539	MN	67,142.45	93,308.25		20141103	20191115
375558AY9	GILEAD SCIENCES INC SENIOR CORP BND			698,404	702,696.67	700,000.00	698,681.32	4,015.35		249.90		—	—	2.35	FA	2,741.67	11,606.39		20141112	20200201
375558BB8	GILEAD SCIENCES INC SENIOR CORP BND			3,243,400	3,268,850.07	3,250,000.00	3,243,446.44	25,403.63		46.44		—	—	2.55	MS	3,913.54	(619.79	)	20150916	20200901
375558BE2	GILEAD SCIENCES INC SENIOR CORP BND			4,902,470.8	4,932,340.19	4,900,000.00	4,902,434.51	29,905.68		(36.29	)	—	—	1.85	MS	4,280.70	(103.81	)	20150910	20180904
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F		6,277,383	6,340,236.34	6,300,000.00	6,292,550.86	47,685.48		938.77		—	—	1.5	MN	37,537.49	73,291.67		20120502	20170508
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144			2,636,803	2,245,875	2,650,000.00	2,642,032.19	(396,157.19	)	1,726.45		—	—	2.5	JJ	13,986.11	66,250		20130522	20190115
380881CP5	GCCT_15-2A SENIOR ABS 15-2A A 144A	A	2	1,499,754.15	1,498,899	1,500,000.00	1,499,775.15	(876.15	)	21.00		—	—	2.02	MON	1,346.67	11,446.67		20150422	20220415
380956AD4	GOLDCORP INC SENIOR CORP BND	A	1	4,361,985	4,216,924.22	4,500,000.00	4,365,671.94	(148,747.72	)	3,686.94		—	—	3.7	MS	7,400.00	30,525		20150706	20230315
38141EC49	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			3,000,000	3,004,050.06	3,000,000.00	3,000,000	4,050.06		—		—	—	1.137	MJSD	1,516.27	32,353.26		20141211	20171215
38141GES9	GOLDMAN SACHS GROUP INC/THE CORP BND			6,077,662.5	5,987,578.28	5,250,000.00	6,020,251.84	(32,673.56	)	(39,283.03	)	—	—	5.95	JJ	65,945.83	312,375		20140819	20270115
38141GRD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			3,089,430	3,051,020.97	3,000,000.00	3,083,847.38	(32,826.41	)	(5,582.62	)	—	—	3.625	JJ	20,843.75	39,875		20150305	20230122
38141GVP6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	5,788,168	5,830,114.64	5,800,000.00	5,788,265.65	41,848.99		97.65		—	—	2.75	MS	7,088.89	—		20150908	20200915
38145XAA1	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			6,807,750	6,844,618.06	6,750,000.00	6,794,226.31	50,391.75		(8,350.37	)	—	—	2.625	JJ	30,023.45	348,766.25		20141125	20190131
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	7,181,300	6,973,750	7,000,000.00	7,140,582.17	(166,832.17	)	(29,677.14	)	—	—	5.7	MN	156,275.00	257,493.54		20140715	20491231
38148BAB4	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	3,445,000	3,354,568.75	3,445,000.00	3,445,000	(90,431.25	)	—		—	—	5.375	MN	72,524.42	—		20150416	99990101
38148LAA4	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1,665,345	1,652,373.18	1,650,000.00	1,663,664.94	(11,291.76	)	(480.47	)	—	—	2.6	AO	18,828.34	35,688.61		20150225	20200423
38148LAC0	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	1,937,940	1,964,009.71	2,000,000.00	1,939,416.85	24,592.86		1,476.85		—	—	3.5	JJ	13,222.23	5,250		20150623	20250123
38148LAD8	GOLDMAN SACHS GROUP INC/THE SENIOR CORP			2,000,000	1,998,880	2,000,000.00	2,000,000	(1,120	)	—		—	—	0.999	FMAN	2,109.21	4,979.38		20150519	20170522
38148LAE6	GOLDMAN SACHS GROUP INC/THE SENIOR CORP		1	4,705,071.5	4,682,327.5	4,675,000.00	4,704,210.68	(21,883.18	)	(860.82	)	—	—	3.75	MN	62,820.31	(4,010.42	)	20150527	20250522
38173XAA6	GOCAP_2014-21A ABS _2014-21A-A 144A		2	4,000,000	3,999,908	4,000,000.00	4,000,000	(92	)	—		—	—	2.195	JAJO	16,097.40	58,280.15		20141107	20261025
38174GAE4	GOCAP_15-24A MEZZANIN ABS 15-24A C 144A	F	1	1,500,000	1,491,595.5	1,500,000.00	1,500,000	(8,404.5	)	—		—	—	4.019	FMAN	29,140.29	—		20150331	20270205
38259PAC6	GOOGLE CORP BND			3,073,380	3,029,309.7	3,000,000.00	3,028,482.22	827.48		(43,073.37	)	—	—	2.125	MN	23,375.00	50,527.78		20110615	20160519
38373MUZ1	GNMA CMBS_06-32 C		2	3,065,255.76	3,036,278.16	2,919,068.79	3,053,389.4	(17,111.24	)	(130,198.76	)	—	—	5.297	MON	12,885.28	160,075.31		20080711	20381116
38374B4M2	GNMA AGENCY CMO_03-77-TK		2	1,051,148.23	1,062,528.06	954,443.96	1,048,347.43	14,180.63		(17,201.87	)	—	—	5	MON	3,976.85	38,811.36		20080703	20330915
38374D2N8	GNMA CMO_08-36 AN		2	534,742.87	521,888.56	511,715.65	521,606.91	281.65		(17,196.46	)	—	—	4.25	MON	1,812.32	23,405.92		20131016	20221016
38374YGV9	GNMA AGENCY CMO 10-86		2	486,980.5	467,230.72	461,729.67	466,511.35	719.37		(19,032.99	)	—	—	3.5	MON	1,346.71	21,081.29		20120215	20360120
38375JCJ2	GNMA GNMA_06-68 D		2	2,151,560	2,170,614	2,000,000.00	2,105,288.52	65,325.48		(36,329.91	)	—	—	5.305	MON	8,841.67	79,575.03		20090312	20371216
38375PXQ9	GNMA CMO 08-11 FB		2	709,232.69	714,341.47	706,657.28	709,115.19	5,226.28		(651.62	)	—	—	0.816	MON	176.19	4,714.24		20121203	20380220
38375XRK2	GNMA AGENCYCMO _ 08-69-QD		2	1,445,512.96	1,395,607.39	1,290,383.10	1,438,579.87	(42,972.48	)	(35,808.78	)	—	—	5.75	MON	6,183.09	62,684.09		20081027	20380720
38376EX34	GNMA CMO_09-109 NH		2	543,645.42	538,154.88	524,056.20	537,600.15	554.73		(15,373.44	)	—	—	4	MON	1,746.85	21,495.59		20091118	20370720
38376FNL2	GNMA AGENCY CMO__09-66-UG		2	562,345.67	558,170.54	532,272.30	558,000.56	169.98		(15,208.22	)	—	—	4.5	MON	1,996.02	22,539.77		20100322	20380720
38376JDT8	GNMA AGENCY CMO 09-106-ME		2	465,579.1	460,434.12	446,963.10	462,831.26	(2,397.14	)	(7,997.46	)	—	—	3.5	MON	1,303.64	14,357.01		20100316	20390120

38376KG21	GNMA CMO_09-91 UE		2	535,930.46	526,767.97	519,503.75	527,991.74	(1,223.77	)	(21,807.81	)	—	—	4	MON	1,731.68	25,953.03	20091028	20370420
38376P6D7	GNMA CMO 09-127 PL		2	911,355.43	903,696.54	858,716.13	905,859.9	(2,163.36	)	(22,204.09	)	—	—	4.25	MON	3,041.29	32,860.98	20100211	20381020
38376PPV6	GNMA CMO_09-118 AC		2	1,400,263.13	1,385,832.48	1,353,211.95	1,394,803.28	(8,970.8	)	(19,386.70	)	—	—	3	MON	3,383.03	36,767.84	20100125	20381020
38376TFQ0	GNMA CMO_10-2 PK		2	551,891	545,927.88	532,754.46	545,569.45	358.43		(15,816.99	)	—	—	4	MON	1,775.85	22,122.9	20100309	20370620
38376VDX2	GNMA AGENCY CMO 10-20 ND		2	561,517.82	556,113.77	547,576.50	557,644.71	(1,530.94	)	(10,481.62	)	—	—	3	MON	1,368.94	16,415.07	20100219	20381220
38376WSP1	GNMA AGENCY CMO 10-24		2	143,250.78	143,043.92	142,316.82	143,043.09	0.83		(375.09	)	—	—	0.736	MON	32.01	892.92	20121205	20381220
38376YC58	GNMA AGENCY CMO 10-47		2	365,696.12	355,316.37	354,185.10	355,193.17	123.2		(9,606.11	)	—	—	3	MON	885.46	18,031.95	20120321	20301116
38377GYS2	GNMA CMO_10-68 YE		2	1,612,106.76	1,627,734.02	1,569,632.50	1,608,275.03	19,458.99		(15,327.45	)	—	—	3	MON	3,924.08	41,975.23	20100810	20390520
38377JEA7	GNMA AGENCY CMO 10-109 CH		2	299,086.29	297,568.24	290,772.03	295,631.31	1,936.93		(5,290.81	)	—	—	3	MON	726.93	8,493.41	20130926	20371220
38377KKN9	GNMA CMO_10-115 QJ		2	1,324,034.65	1,318,664.63	1,265,021.40	1,316,013.55	2,651.08		(22,322.26	)	—	—	3.5	MON	3,689.65	39,009.21	20100917	20381120
38377LN38	GNMA AGENCY CMO__10-130-LG		2	1,647,267.54	1,633,849.62	1,589,612.30	1,636,707.39	(2,857.77	)	(31,184.84	)	—	—	3.5	MON	4,636.37	51,482.14	20101012	20381116
38377MSG2	GNMA AGENCY CMO_2010-144 PA		2	1,102,397.67	1,110,045.79	1,079,173.86	1,099,875.55	10,170.24		(8,583.33	)	—	—	3	MON	2,697.93	28,516.62	20101109	20400916
38378FWR7	GNMA AGENCY CMO__13-28-ME		2	3,099,539.34	3,198,072.73	3,216,891.55	3,112,956.54	85,116.19		37,454.52		—	—	1.75	MON	4,691.30	48,663.24	20130214	20421120
38378NEK5	GNMA AGENCY CMBS _13-156-AD		2	1,760,083.22	1,819,611.26	1,777,858.26	1,761,029.57	58,581.69		2,160.87		—	—	2.761	MON	4,090.94	40,060.72	20131011	20520416
3837H1U41	GNMA AGENCY CMO_99-2-E		2	163,750.97	167,787.58	143,248.53	162,591.75	5,195.83		(2,774.86	)	—	—	6.5	MON	775.93	6,558.77	20141125	20290120
39055TAC2	GRTLK_15-1A ABS 15-1A 144A	F	2	450,000	445,311	450,000.00	450,000	(4,689	)	—		—	—	2.986	JAJO	2,351.48	—	20150720	20260715
39153VBJ2	GALC_13-1 ABS 13-1 144A		2	262,683.65	262,722.56	262,705.48	262,701.56	21		33.04		—	—	0.78	MON	91.07	5,528.75	20130205	20160615
40053RAA0	GRX_15-1A ABS 15-1A		2	2,777,120.5	2,759,319.16	2,777,120.50	2,777,120.5	(17,801.34	)	—		—	—	3.75	JAJO	21,985.54	31,924.92	20150225	20230715
404280AP4	HSBC HOLDINGS PLC SUB CORP BND	F		11,665,187.5	11,202,340.84	11,250,000.00	11,624,548.2	(422,207.36	)	(26,875.12	)	—	—	4.25	MS	22,578.12	460,682.29	20150326	20240314
404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	9,302,500	8,917,562.5	9,265,000.00	9,302,500	(384,937.5	)	—		—	—	5.625	JJ	107,126.57	425,625.02	20150414	99990101
404280AT6	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	3,800,000	3,624,250	3,800,000.00	3,800,000	(175,750	)	—		—	—	6.375	MS	672.92	121,125	20150323	20491231
404280AU3	HSBC HOLDINGS PLC SUB CORP BND	F	1	2,975,400	2,954,667.42	3,000,000.00	2,975,637.9	(20,970.48	)	237.90		—	—	4.25	FA	15,229.16	—	20150810	20250818
40428HPH9	HSBC USA INC SENIOR CORP BND			2,991,420	2,986,839.51	3,000,000.00	2,996,043.15	(9,203.64	)	1,263.67		—	—	1.625	JJ	10,156.25	48,750	20121213	20180116
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND			938,383.2	954,977.09	940,000.00	939,010.55	15,966.54		235.36		—	—	2.625	MS	479.79	24,675.02	20130917	20180924
40428HPK2	HSBC USA INC SENIOR CORP BND			4,500,000	4,507,996.5	4,500,000.00	4,500,000	7,996.5		—		—	—	1.207	MJSD	1,055.69	49,757.74	20130917	20180924
40428HPN6	HSBC USA INC SENIOR CORP BND			299,817	298,819.13	300,000.00	299,847.78	(1,028.65	)	26.13		—	—	2.375	MN	2,731.25	3,562.5	20141105	20191113
40428HPR7	HSBC USA INC SENIOR CORP BND			672,975	668,653.44	675,000.00	673,193.76	(4,540.32	)	275.30		—	—	2.35	MS	1,145.62	14,937.18	20150303	20200305
40428HPU0	HSBC USA INC SENIOR CORP BND			5,989,740	6,004,751.58	6,000,000.00	5,990,238.15	14,513.43		498.15		—	—	2	FA	18,000.00	—	20150804	20180807
40434CAD7	HSBC USA INC SENIOR CORP BND			1,047,450	1,014,260.56	1,000,000.00	1,044,786.44	(30,525.88	)	(2,663.56	)	—	—	3.5	JD	9,527.78	11,472.22	20150220	20240623
40538FAJ2	HLAF_14-C-1 SENIOR ABS 14-C-1 144A	F	2	478,000	474,985.5	500,000.00	479,822.97	(4,837.47	)	1,822.97		—	—	3.295	JAJO	3,249.24	7,713.83	20150128	20251022
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND		1	499,645	501,720.09	500,000.00	499,793.7	1,926.39		52.68		—	—	2	FA	1,666.67	10,000	20130729	20180801
406373A$6	HALO_06-1R WHOLE CMO 06-1R 144A			1,210,663.87	1,233,769.45	1,223,164.61	1,210,663.87	23,105.58		10,416.12		—	—	6	Monthly	6,115.82	80,528.45	9302014	8252036
411707AA0	CKE RESAURANT HOLDINGS INC HNG ABS_13-1A		2	495,048.34	498,423.41	481,250.00	493,925.6	4,497.81		(1,284.02	)	—	—	4.474	MJSD	657.90	11,917.62	20150225	20430320
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1		2	708,167.16	707,838.43	708,169.14	708,166.6	(328.17	)	5.50		—	—	0.65	MON	204.58	5,672.55	20130416	20180716

413875AP0	HARRIS CORPORATION SENIOR CORP BND			6,494,300	6,470,534.01	6,500,000.00	6,494,679.19	(24,145.18	)	379.19		—	—	1.999	AO	55,583.31	(9,995	)	20150722	20180427
415690MD5	HARRISONBURG VA REDEV & HSG AU MUNI BND		1	1,078,160.5	1,078,644.25	1,075,000.00	1,074,871.65	3,772.6		(128.35	)	—	—	7	FA	12,541.67	86,993.47		20010627	20200801
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND	F		10,000,000	10,162,500	10,000,000.00	10,000,000	162,500		—		—	—	1.945	JD	52,947.23	97,250.01		20140623	20190623
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		6,237,424.98	6,256,939.35	6,275,000.00	6,255,933.81	1,005.54		6,904.33		—	—	1.4	AO	43,925.00	41,105.56		20150716	20171001
423074AZ6	HEINZ H. J. COMPANY SENIOR CORP BND 144A		1	4,489,785	4,534,180.51	4,500,000.00	4,490,258.65	43,921.86		522.23		—	—	2.8	JJ	31,150.00	3,188.89		20150623	20200702
423074BA0	HEINZ H. J. COMPANY SENIOR CORP BND 144A		1	997,640	1,020,396.27	1,000,000.00	997,712.68	22,683.59		111.05		—	—	3.5	JJ	8,652.78	5,152.78		20150623	20220715
423074BH5	HEINZ H. J. COMPANY SENIOR CORP BND 144A			6,586,800	6,608,561.19	6,600,000.00	6,587,860.24	20,700.95		1,279.59		—	—	2	JJ	32,633.33	6,713.89		20150929	20180702
4252005H1	HENDERSON NEV MUNI BND GO		1	2,787,406	2,808,830.9	2,410,000.00	2,653,380.88	155,450.02		(99,929.45	)	—	—	5	JD	40,166.67	60,250		20130917	20280601
427028AA3	CANADA GOVERNMENT GOVT BND	A		251,847.5	250,632.5	250,000.00	250,568.1	64.4		(308.83	)	—	—	0.875	FA	285.59	2,187.5		20120808	20170214
427866AS7	HERSHEY COMPANY THE CORP BND			1,321,912.75	1,332,879.78	1,325,000.00	1,324,304.94	8,574.84		472.33		—	—	1.5	MN	8,281.25	9,937.5		20111108	20161101
427866AV0	HERSHEY COMPANY THE SENIOR CORP BND			999,740	1,004,499.89	1,000,000.00	999,749.46	4,750.43		9.46		—	—	1.6	FA	1,777.78	—		20150818	20180821
42806DAJ8	HERTZ_15-3A ABS_15-3A B 144A		2	2,499,756.75	2,480,770	2,500,000.00	2,499,756.75	(18,986.75	)	—		—	—	3.71	MON	0	—		20150930	20210925
428236AM5	HEWLETT-PACKARD COMPANY CORP BND			2,959,320	2,878,782.41	2,730,000.00	2,884,904.12	(6,121.71	)	(74,415.88	)	—	—	5.4	MS	12,285.00	89,680.5		20150116	20170301
428236BU6	HEWLETT-PACKARD COMPANY CORP BND		1	1,045,500	1,022,350	1,000,000.00	1,024,820.19	(2,470.19	)	(15,456.40	)	—	—	3.3	JD	10,266.67	16,500		20111206	20161209
428236BW2	HEWLETT-PACKARD COMPANY UNSEC CORP BND			1,874,718.75	1,931,224.69	1,875,000.00	1,874,896.5	56,328.19		38.07		—	—	2.6	MS	2,166.67	48,750		20120307	20170915
428236BZ5	HEWLETT-PACKARD COMPANY SENIOR CORP BND			500,000	504,495.01	500,000.00	500,000	4,495.01		—		—	—	1.226	JAJO	1,344.98	4,524.15		20140109	20190114
42824CAC3	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	6,906,148.8	6,915,000	6,915,000.00	6,906,148.8	8,851.2		—		—	—	2.85	AO	0	—		20150930	20181005
42824CAE9	HEWLETT PACKARD ENTERPRISE CO CORP BND 1		1	8,297,676	8,300,000	8,300,000.00	8,297,676	2,324		—		—	—	3.6	AO	0	—		20150930	20201015
429827AB4	HEF_04-1 ABS 04-1 A2 144A		2	164,000	164,000	200,000.00	176,076.64	(12,076.64	)	2,015.18		—	—	1.701	MON	198.45	1,388.55		20090910	20440101
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,000	164,000	200,000.00	174,784.65	(10,784.65	)	1,698.80		—	—	1.709	MON	75.78	1,923.4		20090910	20440101
429827AF5	HEF_04-1 ABS 04-1 A6 144A		2	164,000	164,000	200,000.00	174,326.25	(10,326.25	)	1,689.27		—	—	1.66	MON	202.89	1,442.21		20090910	20440101
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1		2	164,224	164,224	200,000.00	174,192.16	(9,968.16	)	1,632.62		—	—	1.703	MON	55.66	1,622.79		20090910	20440101
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1		2	164,196	164,196	200,000.00	173,967.38	(9,771.38	)	1,599.92		—	—	1.706	MON	158.17	1,618.31		20090910	20440101
429827AN8	HEF_04-1 ABS 04-1 A13 144A		2	164,000	164,000	200,000.00	173,125.71	(9,125.71	)	1,422.43		—	—	1.703	MON	205.29	1,416.17		20090910	20440101
429827AQ1	HEF_04-1 ABS 04-1 A15 144A			246,000	246,000	300,000.00	252,552.95	(6,552.95	)	(303.30	)	—	—	1.695	MON	153.25	2,448.41		20090910	20440101
437076BB7	HOME DEPOT INC SENIOR CORP BND		1	307,867.56	307,197.97	300,000.00	307,319.63	(121.66	)	(547.93	)	—	—	2.25	MS	393.76	1,092.37		20150708	20180910
437076BG6	HOME DEPOT INC SENIOR CORP BND		1	6,022,754.4	6,040,865.83	6,045,000.00	6,023,714.96	17,150.87		960.56		—	—	2.625	JD	52,452.97	—		20150528	20220601
43812XAC9	HAROT_13-3 ABS 13-3 A3		2	1,849,344.49	1,849,846.46	1,849,644.85	1,849,581.06	265.4		166.77		—	—	0.77	MON	632.99	17,078.35		20130717	20170515
43813JAD7	HAROT_14-1 SENIOR ABS_14-1 A4		2	2,019,621.09	2,025,121.43	2,025,000.00	2,021,028.54	4,092.89		1,407.45		—	—	1.04	MON	585.00	10,647		20150316	20200221
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1		2	1,996,953.13	1,998,854	2,000,000.00	1,999,309.33	(455.33	)	3,349.31		—	—	0.62	MON	344.44	28,158.35		20140327	20190321
43814EAC9	HAROT 2013-2 ABS 13-2 A3		2	1,211,036.58	1,211,017.2	1,211,150.43	1,211,124.57	(107.37	)	101.88		—	—	0.53	MON	267.46	11,273.96		20130417	20170216
43814GAC4	HAROT ABS_14-2-A3		2	868,368.75	868,938.6	870,000.00	869,236.2	(297.6	)	549.42		—	—	0.77	MON	241.91	5,024.25		###########	20180319
43814GAD2	HAROT_14-2 SENIOR ABS 14-2 A4		2	2,001,406.25	2,003,520.06	2,000,000.00	2,000,986.31	2,533.75		(393.64	)	—	—	1.18	MON	852.22	17,700.03		20141028	20200518
438516AX4	HONEYWELL INTERNATIONAL INC CORP BND			275,045	273,643.72	250,000.00	273,100.96	542.76		(1,944.04	)	—	—	5.3	MS	1,104.17	1,656.25		20150713	20180301

438516AZ9	HONEYWELL INTERNATIONAL INC CORP BND			2,872,791.36	2,877,811.93	2,592,000.00	2,868,445.81	9,366.12		(4,345.55	)	—	—	5	FA	16,560.00	(9,360	)	20150908	20190215
438516BA3	HONEYWELL INTERNATIONAL INC CORP BND			1,126,518.6	1,131,390.36	1,020,000.00	1,121,580.7	9,809.66		(4,937.90	)	—	—	4.25	MS	3,612.50	8,670		20150616	20210301
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND			1,500,000	1,506,420	1,500,000.00	1,500,000	6,420		—		—	—	1.259	MN	7,868.75	9,442.5		20150929	20171101
438670QB0	HONOLULU HAWAII CITY & CNTY MUNI BND GO		1	724,262.5	699,549.5	650,000.00	697,396.45	2,153.05		(20,121.58	)	—	—	5	JJ	8,125.00	32,500		20090107	20240701
4424356L2	HOUSTON TEX MUNI BND REV		1	452,780.27	458,948.5	415,000.00	451,357.76	7,590.74		(1,422.51	)	—	—	5	MN	7,838.89	(6,109.72	)	20150831	20211115
4424356Y4	HOUSTON TEX MUNI BND REV		1	147,289.97	149,296.5	135,000.00	146,827.23	2,469.27		(462.74	)	—	—	5	MN	2,550.00	(1,987.5	)	20150831	20211115
44256PCM3	HOWARD CNTY MD MUNI BND GO			1,161,540	1,163,060	1,000,000.00	1,158,647.97	4,412.03		(2,892.03	)	—	—	5	FA	6,388.89	(2,222.23	)	20150827	20200215
44328MAL8	HSBC BANK PLC CORP BND 144A	F		3,123,450	3,044,856	3,000,000.00	3,027,951.08	16,904.92		(31,997.18	)	—	—	3.1	MN	32,808.33	46,500		20130624	20160524
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		5,739,247.5	5,702,922.39	5,750,000.00	5,744,258.83	(41,336.44	)	1,595.72		—	—	1.5	MN	32,583.33	43,125		20130508	20180515
448814JB0	HYDRO-QUEBEC SENIOR CORP BND	A		1,020,280	1,010,320	1,000,000.00	1,008,679.1	1,640.9		(12,376.94	)	—	—	2	JD	5,055.56	16,555.56		20110623	20160630
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B		2	612,696.24	612,686.48	612,730.44	612,723.74	(37.26	)	19.79		—	—	0.71	MON	193.34	5,930.37		20131105	20170915
44890RAC5	HART_14-A ABS 14-A A3		2	2,288,787.15	2,289,638.66	2,290,000.00	2,289,514.91	123.75		434.10		—	—	0.79	MON	804.04	13,568.22		20140724	20180716
44890UAD6	HART_14-B ABS _14-B-A4		2	10,532,832.89	10,545,359.9	10,500,000.00	10,523,384.08	21,975.82		(7,536.69	)	—	—	1.46	MON	6,813.33	114,974.91		20141017	20191115
44890WAC4	HART_15-A ABS 15-A A3		2	7,998,836	7,990,319.84	8,000,000.00	7,999,159.72	(8,839.88	)	357.05		—	—	1.05	MON	3,733.33	63,410.67		20150114	20190415
44890WAD2	HART_15-A ABS 15-A A4		2	5,679,985.23	5,673,751.94	5,680,000.00	5,679,971.28	(6,219.34	)	(13.95	)	—	—	1.37	MON	3,458.49	50,580.42		20150114	20200715
44890YAD8	HART SENIOR ABS 15-B A3		2	3,999,963.6	3,988,959.96	4,000,000.00	3,999,967.22	(11,007.26	)	3.62		—	—	1.12	MON	1,991.11	17,795.54		20150415	20191115
44890YAE6	HART SENIOR ABS 15-B A4		2	2,604,421.17	2,597,106.82	2,605,000.00	2,604,481.5	(7,374.68	)	60.33		—	—	1.48	MON	1,713.51	15,314.49		20150415	20210615
44920UAC2	HYUNDAI CAPITAL SERVICES INC CORP BND 14	F		2,982,210	3,076,017	3,000,000.00	2,997,066.11	78,950.89		2,595.44		—	—	4.375	JJ	23,333.33	131,250		20110120	20160727
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A			1,991,020	2,076,893.16	2,000,000.00	1,997,034.08	79,859.08		1,254.86		—	—	4	JD	25,111.11	40,000		20111201	20170608
44987CAB4	ING BANK NV SENIOR CORP BND 144A	F		3,529,556.1	3,533,219.17	3,535,000.00	3,530,516.36	2,702.81		960.26		—	—	1.8	MS	2,651.25	31,815		20150310	20180316
44987CAE8	ING BANK NV SENIOR CORP BND MTN 144A	F		2,748,322.5	2,756,030.09	2,750,000.00	2,748,389.13	7,640.96		66.63		—	—	2.05	FA	6,890.28	—		20150810	20180817
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND RE			4,100,000	4,125,461	4,100,000.00	4,100,000	25,461		—		—	—	1.56	JD	18,832.67	31,980		20150929	20170615
454795DQ5	IN HLTH CLARIAN MUNI BND REV		1	405,442	396,849.9	365,000.00	394,437.91	2,411.99		(8,228.52	)	—	—	5.25	MN	7,984.38	9,581.25		20080410	20241101
454795DR3	IN HLTH CLARIAN MUNI BND REV		1	381,825.5	378,231	350,000.00	373,228.77	5,002.23		(6,433.94	)	—	—	5.25	MN	7,656.25	9,187.5		20080410	20251101
45505UAH1	INDIANA ST FINANCE AUTHORITY MUNI BND RE			2,301,800	2,235,320	2,000,000.00	2,229,166.82	6,153.18		(54,252.24	)	—	—	5	MN	41,666.67	50,000		20080320	20181101
45506DCD5	INDIANA ST FINANCE AUTHORITY MUNI BND RE		1	2,909,805	2,927,578.5	2,550,000.00	2,867,798.84	59,779.66		(31,630.64	)	—	—	5	JJ	31,875.00	127,500		20130917	20280701
456873AA6	INGERSOLL-RAND LUXEMBOURG FINA SENIOR CO	F	1	1,502,730	1,493,506.52	1,500,000.00	1,502,298.21	(8,791.69	)	(545.56	)	—	—	2.625	MN	16,406.25	43,531.25		20141024	20200501
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR COR			2,989,816.8	3,010,481.42	2,964,000.00	2,982,861.54	27,619.88		(4,087.02	)	—	—	2.875	JJ	17,989.84	85,215		20140616	20190115
458140AH3	INTEL CORPORATION CORP BND			2,042,800	2,024,936	2,000,000.00	2,021,463.43	3,472.57		(19,323.04	)	—	—	1.95	AO	19,500.00	30,712.5		20111018	20161001
458140AQ3	INTEL CORPORATION SENIOR CORP BND			5,020,276.5	5,090,048.73	5,025,000.00	5,020,431.87	69,616.86		155.37		—	—	2.45	JJ	21,202.71	—		20150929	20200729
458182DT6	INTER-AMERICAN DEV BANK CORP BND	F		2,050,000	2,051,619.54	2,050,000.00	2,050,000	1,619.54		—		—	—	0.366	MJSD	354.31	4,644.24		20130905	20180912
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN	F		5,000,000	5,007,249.85	5,000,000.00	5,000,000	7,249.85		—		—	—	0.335	MJSD	465.42	10,785.81		20140613	20180620
4581X0BV9	INTER AMERICAN DEV BK CORP BND	F		2,009,980	2,011,960	2,000,000.00	2,004,989.83	6,970.17		(3,615.14	)	—	—	1.125	MS	1,000.00	36,437.5		20150916	20170315
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND			3,260,491.75	3,292,647.01	3,275,000.00	3,270,994.13	21,652.88		1,144.57		—	—	1.25	FA	6,254.33	55,871.88		20120222	20170206

459200HE4	INTERNATIONAL BUSINESS MACHINE SENIOR CO			248,777.5	251,389.89	250,000.00	248,842.5	2,547.39		65.00		—	—	1.875	MN	1,770.83	(807.29	)	20150714	20190515
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,149,710.1	1,153,636.79	1,155,000.00	1,152,466.47	1,170.32		790.99		—	—	1.25	FA	2,125.52	14,437.5		20130205	20180208
459200HZ7	INTERNATIONAL BUSINESS MACHINE SENIOR CO			1,545,272.5	1,544,780.08	1,550,000.00	1,546,285.99	(1,505.91	)	2,799.86		—	—	1.125	FA	2,664.06	28,875		20150203	20180206
45950VCP9	INTERNATIONAL FINANCE CO CORP BND	F		251,581.68	252,183.99	252,000.00	251,842.53	341.46		269.88		—	—	0.625	MN	595.00	2,996.88		20131105	20161115
46603BAB5	IVYH_14-9A MEZZANIN ABS_14-9A-B1 144A	F	2	3,938,672.8	3,906,752	4,000,000.00	3,947,124.8	(40,372.8	)	6,666.45		—	—	2.737	JAJO	22,200.11	83,818.48		20141001	20251018
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND			4,144,978.5	4,155,270.09	4,150,000.00	4,149,317.01	5,953.08		1,265.78		—	—	1.125	FA	4,539.07	46,687.5		20130221	20160226
46623EKD0	JPMORGAN CHASE & CO SENIOR CORP BND MTN		1	2,507,025	2,492,871.28	2,500,000.00	2,506,165.35	(13,294.07	)	(859.65	)	—	—	1.7	MS	3,541.66	10,979.17		20150522	20180301
466247E74	JPMMT CMO_06-A1 2A2		2	56,599.64	50,999.48	56,555.43	56,573.18	(5,573.7	)	(771.51	)	—	—	2.756	MON	129.89	1,227.79		20080206	20360225
46625HHX1	JPMORGAN CHASE & CO CORP BND			2,138,360	2,021,000	2,000,000.00	2,018,763.91	2,236.09		(41,200.28	)	—	—	3.45	MS	5,750.00	126,425.73		20130110	20160301
46625HJA9	JPMORGAN CHASE & CO CORP BND			1,353,620	1,346,716.75	1,325,000.00	1,330,160.39	16,556.36		(59,114.66	)	—	—	3.15	JJ	9,970.63	235,156.25		20120131	20160705
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND			8,620,000	8,659,134.37	8,620,000.00	8,620,000	39,134.37		—		—	—	1.195	JAJO	18,886.57	83,015.75		20130117	20180125
46625HJG6	JPMORGAN CHASE & CO CORP BND			7,239,770	7,251,421	7,250,000.00	7,247,528.09	3,892.91		188.17		—	—	1.8	JJ	23,925.00	153,451.25		20141125	20180125
46625HJH4	JPMORGAN CHASE & CO SENIOR CORP BND			2,609,958	2,581,461.06	2,600,000.00	2,609,607.05	(28,145.99	)	(1,457.15	)	—	—	3.2	JJ	15,253.33	35,688.9		20150515	20230125
46625HJQ4	JPMORGAN CHASE & CO SUB CORP BND		1	3,187,500	3,123,750	3,000,000.00	3,175,099.67	(51,349.67	)	(11,826.14	)	—	—	6.75	FA	33,750.00	202,500		20141211	20491231
46625HJR2	JPMORGAN CHASE & CO SENIOR CORP BND			1,518,345	1,508,314.71	1,500,000.00	1,515,670.67	(7,355.96	)	(2,674.33	)	—	—	2.35	JJ	6,168.75	11,423.61		20150713	20190128
46625HJY7	JP MORGAN H&Q SUB CORP BND			3,148,383.75	3,121,383.45	3,165,000.00	3,149,851.46	(28,468.01	)	1,501.01		—	—	3.875	MS	7,154.22	205,902.44		20140903	20240910
46625HKC3	JPMORGAN CHASE & CO SENIOR CORP BND		1	996,100	965,744.71	1,000,000.00	996,317.46	(30,572.75	)	217.46		—	—	3.125	JJ	5,902.78	12,239.58		20150225	20250123
46625HLW8	JPMORGAN CHASE & CO SENIOR CORP BND		1	3,420,024	3,430,190.47	3,400,000.00	3,419,150.57	11,039.9		(873.43	)	—	—	2.75	JD	25,452.78	(3,116.67	)	20150707	20200623
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-		2	7,714,536.12	7,291,254.96	7,024,939.50	7,352,762.26	(61,507.3	)	(182,369.82	)	—	—	5.42	MON	31,729.31	288,506.11		20140408	20490115
46639EAB7	JPMCC_12-LC9 PRELCF SENIOR CMBS_12-LC9-A		2	1,131,500.78	1,135,627.41	1,130,000.00	1,130,586.62	5,040.79		(762.13	)	—	—	1.677	MON	1,579.08	14,211.72		20141007	20471215
46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM		2	2,209,382.81	2,221,491.18	2,140,000.00	2,186,570.46	34,920.72		(16,602.17	)	—	—	3.019	MON	5,384.42	48,459.78		20140916	20460815
46641BAB9	JPMCC_13-C16 SENIOR CMBS 13-C16		2	4,500,916.02	4,489,172.68	4,325,000.00	4,455,413.59	33,759.09		(37,619.74	)	—	—	3.07	MON	11,064.79	99,583.11		20141030	20461215
46641KAA1	JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A		2	5,004,687.5	4,998,810	5,000,000.00	5,003,161.12	(4,351.12	)	(157.70	)	—	—	1.157	MON	2,570.12	42,957.72		20140415	20281215
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A		2	1,910,646.29	1,929,901.19	1,855,000.00	1,892,277.01	37,624.18		(10,192.04	)	—	—	3.046	MON	4,707.99	42,371.91		20140429	20470415
46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2		2	7,209,986	7,243,621	7,000,000.00	7,154,555.21	89,065.79		(33,174.37	)	—	—	2.872	MON	16,751.00	150,759		20140612	20470715
46642EAY2	JPMBB LCF SENIOR CMBS _14-C21-A5		2	2,133,984.38	2,114,400.02	2,000,000.00	2,126,552.32	(12,152.3	)	(7,432.06	)	—	—	3.775	MON	6,291.33	34,602.31		20150311	20470815
46643ABB8	JPMBB_14-C23 SENIOR SENIOR CMBS _14-C23-		2	7,209,986	7,324,807	7,000,000.00	7,167,901.37	156,905.63		(31,672.89	)	—	—	3.181	MON	18,557.58	167,018.22		20140917	20470915
46643DAE7	JPMMT_14-OAK4 WHOLE CMO 14-OAK4		2	2,441,396.25	2,458,117.63	2,409,768.04	2,436,286.91	21,830.72		(20,461.94	)	—	—	3.5	MON	7,028.49	78,366.49		20141007	20440925
46644FAB7	JPMBB_15-C28 SENIOR CMBS 15-C28 A2		2	3,089,994	3,086,688	3,000,000.00	3,081,935.49	4,752.51		(8,058.51	)	—	—	2.773	MON	6,933.25	29,581.87		20150402	20481015
46644RAZ8	JPMCCMSC_15-C29 SENIOR CMBS 15-C29		2	2,059,986	2,086,600	2,000,000.00	2,058,609.51	27,990.49		(1,376.49	)	—	—	3.611	MON	6,018.00	12,236.6		20150604	20480515
473240EC9	JEFFERSON CNTY MO SCH DIST NO MUNITAX BN			312,726	307,866	300,000.00	307,501.53	364.47		(3,891.84	)	—	—	3	MS	750.00	9,000		20120921	20170301
476576HQ9	JERSEY CITY N J MUNITAX BND GO			2,225,000	2,260,622.25	2,225,000.00	2,225,000	35,622.25		—		—	—	2.525	MS	4,681.77	40,731.41		20141121	20190901
477879AC4	JDOT_13-B ABS_13-B A3		2	2,646,040.62	2,647,708.67	2,646,401.34	2,646,317.67	1,391		224.20		—	—	0.87	MON	1,023.27	25,329.65		20130827	20170815
47787UAD5	JDOT_15-A SENIOR ABS 15-A A3		2	2,029,840.93	2,035,838.28	2,030,000.00	2,029,868.92	5,969.36		30.30		—	—	1.32	MON	1,190.93	13,695.73		20150601	20190617

478111AA5	JOHNS HOPKINS HEALTH SYSTEM CO SENIOR CO			244,815	250,220	250,000.00	246,213.52	4,006.48		1,044.00		—	—	1.424	MN	1,344.89	1,780		20130501	20180515
478115AC2	JOHNS HOPKINS UNIVERSITY CORP BND			1,750,000	1,755,972.75	1,750,000.00	1,750,000	5,972.75		—		—	—	1.477	JJ	6,461.88	9,549.21		20150210	20180701
478160AW4	JOHNSON & JOHNSON CORP BND			122,861.25	131,759.09	125,000.00	123,869.31	7,889.78		156.68		—	—	2.95	MS	307.29	3,687.5		20100812	20200901
478160BF0	JOHNSON & JOHNSON SENIOR CORP BND			1,498,185	1,500,919.35	1,500,000.00	1,499,290.3	1,629.05		489.91		—	—	0.7	MN	3,587.50	6,173.61		20131202	20161128
478160BL7	JOHNSON & JOHNSON SENIOR CORP BND			2,647,906.5	2,657,730.53	2,650,000.00	2,648,500.45	9,230.08		516.04		—	—	1.125	MN	10,765.63	14,906.25		20141118	20171121
48121CJN7	JPMORGAN CHS BNK CORP BND			3,254,790	3,099,150	3,000,000.00	3,105,081.72	(5,931.72	)	(143,772.60	)	—	—	5.875	JD	52,875.00	132,187.5		20120118	20160613
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND			3,517,855	3,530,435.41	3,500,000.00	3,510,685.21	19,750.2		(5,065.91	)	—	—	2	FA	8,944.44	82,222.22		20140401	20170815
48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND		1	7,439,250	7,275,000	7,500,000.00	7,440,761.92	(165,761.92	)	493.66		—	—	5	JJ	93,750.00	397,916.66		20140813	20491231
482485AC3	KKR_13-2A ABS 13-2A 144A	F	2	1,516,800	1,552,707.2	1,600,000.00	1,528,505.39	24,201.81		9,265.25		—	—	2.094	JAJO	6,514.98	24,932.62		20141016	20260123
48274LAD3	KVK CLO LTD 2014-1A ABS 14-1A C 144A	F	1	729,375	709,686	750,000.00	730,914.84	(21,228.84	)	1,539.84		—	—	3.221	FMAN	3,019.22	10,030.38		20150313	20260515
48274MAD1	KVK_14-2A ABS 14-2A C 144A	F	1	476,250	478,386	500,000.00	478,179.42	206.58		1,929.42		—	—	3.289	JAJO	3,562.87	7,573.66		20150126	20260715
487836BF4	KELLOGG COMPANY CORP BND			253,590	251,892.63	250,000.00	251,911.76	(19.13	)	(1,254.27	)	—	—	1.875	MN	1,744.79	2,343.75		20111114	20161117
487836BH0	KELLOGG COMPANY SENIOR CORP BND			3,027,000	3,014,567.88	3,000,000.00	3,016,831.21	(2,263.33	)	(7,608.69	)	—	—	1.75	MN	19,541.66	26,250		20120515	20170517
491552ZL2	KY ST TPK AUTH ECONOMIC MUNI BND REV		1	2,344,460	2,347,260	2,000,000.00	2,309,117.54	38,142.46		(26,597.30	)	—	—	5	JJ	25,000.00	100,000		20130913	20280701
491674BE6	KENTUCKY UTILITIES COMPANY CORP BND		1	783,795	780,825.01	750,000.00	782,811.29	(1,986.28	)	(983.71	)	—	—	3.25	MN	10,156.25	(6,364.58	)	20150929	20201101
49327M2F0	KEY BANK NATIONAL ASSOCIATION SENIOR COR			499,780	504,462.55	500,000.00	499,819.44	4,643.11		36.88		—	—	2.5	JD	3,680.56	6,979.17		20141118	20191215
494074AE7	KILIMANJARO RE LIMITED CORP BND 144A	F		29,453,000	29,293,500	29,500,000.00	29,455,341.75	(161,841.75	)	2,341.75		—	—	3.763	JAJO	283,688.40	499,940.2		20150602	20191125
494550AY2	KINDER MORGAN ENERGY PARTNERS CORP BND			1,100,800	1,064,162.83	1,000,000.00	1,088,791.24	(24,628.41	)	(12,008.76	)	—	—	5.95	FA	7,602.78	12,065.28		20150528	20180215
494550BM7	KINDER MORGAN ENERGY PARTNERS SENIOR COR		1	994,820	890,518.58	1,000,000.00	995,167.9	(104,649.32	)	347.90		—	—	3.45	FA	4,408.34	16,100		20150224	20230215
49456BAD3	KINDER MORGAN HOLDCO LLC SENIOR CORP BND			2,582,053.1	2,539,284.25	2,585,000.00	2,582,866.61	(43,582.36	)	721.57		—	—	2	JD	17,233.33	26,568.05		20150929	20171201
49456BAE1	KINDER MORGAN HOLDCO LLC SENIOR CORP BND		1	4,291,114	4,216,319.81	4,295,000.00	4,291,758.08	(75,438.27	)	1,106.21		—	—	3.05	JD	43,665.84	117,134.83		20141210	20191201
496026KV6	KINGS LOC SCH DIST OHIO MUNITAX BND GO			1,250,394.5	1,255,392.35	1,165,000.00	1,230,478.36	24,913.99		(14,908.72	)	—	—	3.75	JD	14,562.50	21,843.75		20130221	20181201
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F		1,096,205	1,102,629.07	1,100,000.00	1,098,468.15	4,160.92		566.61		—	—	1	MS	152.78	11,000		20120919	20170926
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F		398,900	400,747.96	400,000.00	399,579.32	1,168.64		274.29		—	—	0.75	MN	1,083.33	1,500		20131113	20161121
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		6,859,842	6,910,763.86	6,900,000.00	6,881,596.53	29,167.33		7,017.19		—	—	0.875	MS	4,360.42	60,375		20141205	20170905
500769GL2	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		13,977,590.26	14,024,461.73	13,992,000.00	13,980,387.71	44,074.02		2,927.99		—	—	1	JJ	25,263.32	56,125.55		20150916	20180126
500769GN8	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F		798,760	799,376	800,000.00	799,215.71	160.29		668.26		—	—	0.5	MS	177.77	3,097.23		20150303	20160915
500769GP3	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F		2,091,873	2,103,738.02	2,100,000.00	2,092,651.3	11,086.72		778.30		—	—	1.5	AO	15,662.51	—		20150326	20200420
500769GS7	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F		7,577,771	7,615,199.77	7,600,000.00	7,578,073.07	37,126.7		302.07		—	—	1.125	FA	18,050.00	(13,818.75	)	20150916	20180806
50076QAX4	KRAFT FOODS GROUP INC SENIOR CORP BND			280,917.5	278,325.23	250,000.00	278,823.93	(498.7	)	(2,093.57	)	—	—	6.125	FA	1,616.32	1,701.39		20150708	20180823
50076QAY2	KRAFT FOODS GROUP INC CORP BND			3,718,985.96	3,768,186.83	3,725,000.00	3,722,646.02	45,540.81		1,022.06		—	—	2.25	JD	27,006.25	41,906.25		20130116	20170605
50208XAA0	LMC_15-CRE1 SENIOR CMBS 15-CRE1 A 144A		2	4,000,000	3,972,832	4,000,000.00	4,000,000	(27,168	)	—		—	—	1.946	MON	1,945.60	48,623.4		20150128	20320222
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND			4,369,600.73	4,324,915.32	4,385,000.00	4,374,530.79	(49,615.47	)	4,544.73		—	—	1.5	MN	22,473.13	30,145.83		20150105	20170528
502413BD8	L-3 COMMUNICATIONS CORP SENIOR CORP BND		1	750,033.99	724,389.36	761,000.00	750,406.98	(26,017.62	)	372.99		—	—	3.95	MN	10,270.33	584.49		20150518	20240528

502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CO	F		3,041,246.5	3,067,195.81	3,050,000.00	3,046,865.44	20,330.37		1,319.50		—	—	1.625	JD	12,665.98	24,781.26	20120626	20170629
50540RAR3	LABORATORY CORP OF AMER HLDGS SENIOR COR			2,147,592	2,149,886.82	2,150,000.00	2,147,896.97	1,989.85		304.97		—	—	2.625	FA	9,406.25	28,375.52	20150121	20200201
52109RBM2	LBUBS CMBS 07-C7		2	10,967,231.93	10,454,422.51	9,707,165.13	10,426,249.28	28,173.23		(283,150.59	)	—	—	5.866	MON	31,634.57	428,447.09	20140602	20450915
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A	F		4,981,330.69	4,997,499.85	5,000,000.00	4,987,423.75	10,076.1		3,430.71		—	—	2.5	MN	46,875.00	62,500	20140602	20180516
52349HAM5	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	150,543	150,559.5	150,000.00	150,000	559.5		—		—	—	7.02	JD	3,510.00	6,318	20010615	20171201
52349HAN3	LEE CNTY FLA HSG FIN AUTH SING MUNITAX B		1	200,552	200,638	200,000.00	200,000	638		—		—	—	7.27	JD	4,846.67	7,270	20010615	20211201
532457BF4	ELI LILLY AND COMPANY SENIOR CORP BND			996,180	1,007,149.81	1,000,000.00	997,012.04	10,137.77		618.95		—	—	1.95	MS	866.67	19,500	20140220	20190315
532457BK3	ELI LILLY AND COMPANY SENIOR CORP BND			719,366.4	718,787.38	720,000.00	719,485.45	(698.07	)	176.32		—	—	1.25	MS	750.00	6,893.75	20150224	20180301
539830AX7	LOCKHEED MARTIN CORPORATION CORP BND			1,022,350	1,010,702	1,000,000.00	1,010,963.88	(261.88	)	(8,477.66	)	—	—	2.125	MS	944.44	21,250	20110906	20160915
539830BE8	LOCKHEED MARTIN CORPORATION SENIOR CORP		1	774,387.75	749,455.96	775,000.00	774,429.28	(24,973.32	)	41.53		—	—	2.9	MS	1,872.92	10,925.35	20150303	20250301
54008PAA1	LWCLO_14-1A ABS _14-1A-A1 144A	F	2	498,500	497,345	500,000.00	498,866.7	(1,521.7	)	366.70		—	—	1.665	JAJO	1,526.34	4,884.6	20141230	20240125
542799AC5	LONGPOINT RE III LTD CORP BND 144A	F	1	1,750,000	1,777,510	1,750,000.00	1,750,000	27,510		—		—	—	0.979	FMAN	2,142.44	17,135.42	20150507	20180523
546398PF9	LOUISIANA PUB FACS AUTH REV MUNI BND REV		1	1,443,685.5	1,417,961.7	1,395,000.00	1,416,139.5	1,822.2		(20,732.17	)	—	—	5	JJ	17,437.50	69,750	20061020	20180701
546415S50	LOUISIANA STATE OF MUNITAX BND GO			4,779,355	4,825,050	4,750,000.00	4,773,769.66	51,280.34		(5,585.34	)	—	—	1.5	FA	11,875.00	28,104.17	20150304	20180201
54910DAA5	LSTRZ_15-6 WHOLE CMO 15-6 A 144A		2	934,161.83	910,937.77	943,384.54	934,929.07	(23,991.3	)	1,320.73		—	—	2.197	MON	1,728.40	6,047.02	20150520	20200501
55274QAD7	MASTR_06-2 RMBS_06-2-1A4		2	724,990.2	712,504.82	751,316.32	724,990.2	(12,485.38	)	(3,948.07	)	—	—	6	MON	3,756.58	35,922.4	20091231	20360625
55279EAE7	MCFCL_13-1A MEZZANIN ABS_13-1A C 144A		2	249,750	247,427	250,000.00	249,771.28	(2,344.28	)	21.28		—	—	3.837	JAJO	1,945.15	1,567.23	20150519	20230420
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CO		1	7,797,036	7,794,839.37	7,800,000.00	7,798,192.03	(3,352.66	)	733.99		—	—	1.4	JJ	20,020.01	109,200	20140722	20170725
553794AA6	UNIONBANCAL CORPORATION SENIOR CORP BND		1	714,520.95	712,270.31	715,000.00	714,621.43	(2,351.12	)	100.48		—	—	1.625	FA	1,678.26	5,777.1	20150205	20180209
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		5,996,040	6,262,878	6,000,000.00	5,998,798.79	264,079.21		614.32		—	—	5	FA	32,500.00	300,000	20150929	20170222
56040PAT5	MAINE EDL LN AUTH MUNI BND REV			2,512,498.45	2,484,310.95	2,255,000.00	2,453,095.71	31,215.24		(68,185.49	)	—	—	5.5	JD	41,341.67	66,379.65	20140903	20181201
560427KM7	MAINE HEALTH & HIGHER EDL FACS MUNI BND		1	155,637.05	155,647.9	155,000.00	154,999.75	648.15		(0.25	)	—	—	5.25	JJ	2,034.38	9,187.5	20100731	20210701
562013AA0	MANATEE RE LTD CORP BND 144A	E		680,000	683,801.2	680,000.00	680,000	3,801.2		—		—	—	5.015	MJSD	189.46	17,516.37	20150323	20171222
563469TU9	MANITOBA PROVINCE OF CORP BND	A		10,161,200	10,067,668.9	10,000,000.00	10,064,327.15	3,341.75		(31,609.54	)	—	—	1.3	AO	64,277.78	65,000	20130606	20170403
56577AAC6	MCLO_14-7A ABS _14-7A-A2 144A	F	2	3,976,000	4,022,440	4,000,000.00	3,978,830.7	43,609.3		2,480.53		—	—	2.944	JAJO	21,259.33	80,742.06	20141030	20251028
570850KA4	MARLBORO TWP N J BRD ED MUNITAX BND GO			1,492,545	1,509,855	1,500,000.00	1,494,482.49	15,372.51		1,444.11		—	—	1.526	JJ	4,832.33	22,890	20130306	20180715
574192L81	MARYLAND ST MUNI BND GO		1	1,096,404.5	1,059,155	950,000.00	1,058,113.86	1,041.14		(28,658.52	)	—	—	5	JJ	10,027.78	47,500	20080930	20230715
575718AC5	MA INSTITUTE OF TECH CORP BND			1,018,330	1,025,520	1,000,000.00	1,014,773.49	10,746.51		(2,849.78	)	—	—	2.051	JJ	5,127.50	15,496.44	20141021	20190701
57586NWY3	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND		1	1,700,000	1,699,983	1,700,000.00	1,700,000	(17	)	—		—	—	1.85	JD	10,483.33	5,678.48	20150318	20180601
57587ABR8	MASSACHUSETTS ST HSG FIN AGY MUNITAX BND			497,465	510,610	500,000.00	497,937.92	12,672.08		346.55		—	—	2.608	JD	4,346.67	6,520	20140226	20191201
576049CK4	MASSACHUSETTS ST WTR RES AUTH MUNI BND R		2	1,970,647.7	1,912,768.1	1,735,000.00	1,924,439.03	(11,670.93	)	(92,910.05	)	—	—	6.5	JJ	23,808.06	142,025	20081029	20190715
57772KAC5	MAXIM INTEG PROD INC SENIOR CORP BND			502,925	502,074.55	500,000.00	502,244.57	(170.02	)	(513.85	)	—	—	2.5	MN	4,722.22	6,250	20131114	20181115
580645AJ8	MCGRAW-HILL COMPANIES INC (THE SENIOR CO		1	69,918.1	70,539.89	70,000.00	69,921.25	618.64		3.15		—	—	2.5	FA	209.03	—	20150813	20180815
585055BA3	MEDTRONIC INC SENIOR CORP BND			3,444,825	3,446,122.58	3,450,000.00	3,447,375.42	(1,252.84	)	766.35		—	—	1.375	AO	23,718.75	23,718.75	20130319	20180401

585055BB1	MEDTRONIC INC SENIOR CORP BND			2,996,910	2,991,000	3,000,000.00	2,998,542.66	(7,542.66	)	865.63		—	—	0.875	FA	2,479.17	30,199.65		20140220	20170227
585055BQ8	MEDTRONIC INC MEDTRONIC INC			7,097,170.04	7,102,129.37	7,100,000.00	7,097,270.84	4,858.53		100.80		—	—	1.5	MS	4,733.34	3,845.83		20150902	20180315
585055BS4	MEDTRONIC INC MEDTRONIC INC			777,493.21	758,433.21	750,000.00	777,299.75	(18,866.54	)	(193.46	)	—	—	3.5	MS	1,166.67	947.92		20150902	20250315
58768EAF6	MBALT_14-A ABS _14-A-A4		2	7,999,290.4	8,000,048	8,000,000.00	7,999,647.21	400.79		151.42		—	—	0.9	MON	3,200.00	54,000		20140401	20191216
58768LAB9	MBALT_15-A ABS 2015-A A2A		2	3,849,807.45	3,850,731.98	3,849,961.99	3,849,862.09	869.89		149.26		—	—	0.78	MON	1,334.65	22,899.18		20150601	20170215
58768WAC3	MBART_13-1 ABS 13-1		2	1,297,738.46	1,298,365.03	1,297,786.22	1,297,771.28	593.75		36.63		—	—	0.78	MON	449.90	12,521.54		20130723	20170815
58933YAG0	MERCK & CO INC SENIOR CORP BND			5,236,908.45	5,249,438.37	5,255,000.00	5,243,584.99	5,853.38		3,211.75		—	—	1.3	MN	25,238.60	41,574.72		20150717	20180518
58933YAS4	MERCK & CO INC SENIOR CORP BND			1,592,567.45	1,598,593.48	1,595,000.00	1,592,826.76	5,766.72		266.87		—	—	1.85	FA	4,180.24	13,728.28		20150512	20200210
59012UAA3	MERNA REINSURANCE LTD CORP BND 144A	F		4,750,000	4,738,457.5	4,750,000.00	4,750,000	(11,542.5	)	—		—	—	2	MJSD	263.89	54,758.06		20150316	20180409
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND			1,943,287.5	1,853,762.33	1,750,000.00	1,859,298.65	(5,536.32	)	(54,945.48	)	—	—	5.7	MN	41,285.42	86,925		20140626	20170502
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND			16,629,940	16,812,781.6	16,645,000.00	16,633,033.7	179,747.9		2,295.14		—	—	1.848	JJ	76,899.90	270,858.55		20140923	20190701
59334DHN7	MIAMI DADE CNTY FLA MUNI BND REV		1	1,146,570	1,145,370	1,000,000.00	1,132,192.78	13,177.22		(10,742.97	)	—	—	5	AO	25,000.00	25,000		20130917	20281001
5946103D7	MICHIGAN STATE OF MUNI BND GO		1	2,308,400	2,254,860	2,000,000.00	2,234,355.32	20,504.68		(55,317.24	)	—	—	5.25	MN	43,750.00	52,500		20081029	20221101
5946106P7	MICHIGAN STATE OF MUNI BND GO			1,652,295	1,635,810	1,500,000.00	1,637,441.16	(1,631.16	)	(14,853.84	)	—	—	3.99	MN	24,937.50	2,549.17		20150414	20191101
5946142G3	MICHIGAN ST BLDG AUTH MUNI BND REV			3,419,970	3,285,060	3,000,000.00	3,282,592.09	2,467.91		(102,421.39	)	—	—	5.5	AO	76,083.33	82,500		20081107	20171015
594918AS3	MICROSOFT CORP SENIOR CORP BND			2,093,680.15	2,091,752.45	2,095,000.00	2,094,309.11	(2,556.66	)	196.42		—	—	1	MN	8,729.17	10,475		20130425	20180501
594918AV6	MICROSOFT CORP SENIOR CORP BND			646,249.5	656,944.78	650,000.00	647,577.23	9,367.55		551.07		—	—	1.625	JD	3,374.13	5,281.25		20131203	20181206
594918BA1	MICROSOFT CORP SENIOR CORP BND		1	2,099,307	2,093,696.58	2,100,000.00	2,099,375.49	(5,678.91	)	68.49		—	—	2.375	FA	6,788.54	21,612.5		20150303	20220212
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND		1	839,529.6	854,325.53	840,000.00	839,695.82	14,629.71		62.35		—	—	2.4	MS	896.00	20,160		20130912	20190315
59562VAX5	BERKSHIRE HATHAWAY ENERGY CO SENIOR CORP		1	1,506,105	1,499,944.73	1,500,000.00	1,505,960.31	(6,015.58	)	(144.69	)	—	—	2	MN	11,333.34	(8,916.66	)	20150828	20181115
602245ZF2	MILWAUKEE CNTY WIS ARPT REV MUNITAX BND			2,044,940	2,055,820	2,000,000.00	2,034,406.88	21,413.12		(7,886.48	)	—	—	2.126	JD	14,173.33	21,260		20130621	20181201
60636YGX3	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			351,792	351,816.5	350,000.00	351,147.4	669.1		(484.43	)	—	—	1.45	JJ	1,268.75	5,075		20121017	20170701
60636YGY1	MISSOURI ST HSG DEV COMMN MUNITAX BND RE			552,601.5	553,520	550,000.00	551,816.15	1,703.85		(592.00	)	—	—	1.7	JJ	2,337.50	9,350		20121017	20180101
60687VAE5	MLCFC CMBS_06-3 A4		2	5,364,279.34	5,137,422.71	5,014,467.81	5,142,324.52	(4,901.81	)	(166,548.62	)	—	—	5.414	MON	22,623.60	218,123.33		20140814	20460712
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A		2	2,453,386.8	2,359,616.99	2,291,713.59	2,364,656.86	(5,039.87	)	(68,203.94	)	—	—	5.409	MON	10,329.90	96,320.28		20140925	20460712
61166WAT8	MONSANTO COMPANY SENIOR CORP BND			2,994,450	2,940,639.51	3,000,000.00	2,995,379.49	(54,739.98	)	550.35		—	—	2.75	JJ	17,416.67	85,708.33		20140626	20210715
6174466Q7	MORGAN STANLEY CORP BND MTN			281,282.5	277,923.38	250,000.00	278,882.81	(959.43	)	(2,399.69	)	—	—	6.625	AO	8,281.25	(4,738.72	)	20150709	20180401
6174467U7	MORGAN STANLEY SENIOR CORP BND			2,997,870	3,012,245.19	3,000,000.00	2,998,878.9	13,366.29		315.24		—	—	2.125	AO	27,625.00	31,875		20130422	20180425
6174467X1	MORGAN STANLEY SUB CORP BND			7,593,470	7,422,754.15	7,000,000.00	7,552,870.65	(130,116.5	)	(27,841.03	)	—	—	5	MN	123,472.23	136,388.89		20150408	20251124
6174468B8	MORGAN STANLEY SENIOR CORP BND			989,237.7	991,170.73	990,000.00	989,303.75	1,866.98		66.05		—	—	2.2	JD	6,836.50	—		20150603	20181207
61745MVW0	MSM_04-1 MSM_04-1		2	156,998.11	156,160.29	153,556.89	155,964.31	195.98		(2,474.25	)	—	—	5	MON	639.82	7,479.76		20060309	20181125
61746REV9	MSAC ABS 04-H1		2	941,018.19	906,810.59	939,550.15	940,415.8	(33,605.21	)	(18.69	)	—	—	0.934	MON	146.24	6,559.39		20060323	20340125
617474AA9	MORGAN STANLEY CORP BND X		1	2,400,000	2,364,000	2,400,000.00	2,400,000	(36,000	)	—		—	—	5.55	JJ	28,120.00	42,920		20150312	99990101
61747WAL3	MORGAN STANLEY CORP BND			2,254,140	2,256,668.4	2,000,000.00	2,244,074.54	12,593.86		(10,065.46	)	—	—	5.5	JJ	19,250.00	9,777.77		20150623	20210728

61747YDT9	MORGAN STANLEY SENIOR CORP BND			2,192,640	2,093,962.86	2,000,000.00	2,071,526.47	22,436.39		(35,235.32	)	—	—	4.75	MS	2,375.00	95,000	20130213	20170322
61747YDW2	MORGAN STANLEY SENIOR CORP BND			7,924,806	7,930,108.96	7,900,000.00	7,922,171.74	7,937.22		(2,634.26	)	—	—	2.65	JJ	37,217.77	93,081.25	20150304	20200127
6174824M3	MORGAN STANLEY SUB CORP BND			5,929,440	5,860,454.55	5,500,000.00	5,878,980.14	(18,525.59	)	(34,439.12	)	—	—	4.875	MN	111,718.75	134,062.5	20140819	20221101
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4		2	5,796,591.61	5,481,633.49	5,277,500.00	5,505,615.27	(23,981.78	)	(173,060.93	)	—	—	5.447	MON	23,955.46	215,599.14	20140528	20440212
61751XAE0	MSC CMBS 07-T25 A3		2	5,701,505.52	5,374,104.91	5,178,562.34	5,389,679.75	(15,574.84	)	(154,883.87	)	—	—	5.514	MON	23,795.50	216,183.33	20140522	20491112
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4		2	4,205,527.93	3,980,965.27	3,741,754.95	3,912,798.75	68,166.52		(153,150.41	)	—	—	5.645	MON	18,151.97	162,851.43	20140411	20420611
61759LAA6	MSRR CMBS_10-GG10 A4A 144A		2	5,566,472.57	5,437,841.37	5,181,314.69	5,442,727.84	(4,886.47	)	(127,299.47	)	—	—	5.795	MON	25,856.81	197,374.78	20150106	20450815
61761JB32	MORGAN STANLEY SENIOR CORP BND			5,048,934	5,086,941.98	5,055,000.00	5,049,266.7	37,675.28		332.70		—	—	2.8	JD	41,282.49	—	20150611	20200616
61761JQK8	MORGAN STANLEY CAPSEC CORP BND		1	7,295,765	7,141,250	7,250,000.00	7,286,435.17	(145,185.17	)	(6,824.98	)	—	—	5.45	JJ	83,415.28	409,166.32	20150113	20491229
61761JVM8	MORGAN STANLEY SENIOR CORP BND			4,859,745.8	4,870,750.92	4,865,000.00	4,861,149.21	9,601.71		1,310.44		—	—	1.875	JJ	21,791.15	53,210.94	20141202	20180105
61761JVN6	MORGAN STANLEY SENIOR CORP BND			4,183,000	4,181,410.37	4,183,000.00	4,183,000	(1,589.63	)	—		—	—	1.024	JAJO	10,346.48	24,394.77	20141202	20180105
61762TAB2	MORGAN STANLEY BAML TRUST MSBA SUB CMBS		2	8,656,964.85	8,622,886.6	8,300,000.00	8,541,831.81	81,054.79		(101,287.71	)	—	—	3.085	MON	21,337.93	192,041.37	20141105	20460815
61763KBA1	MORGAN STANLEY BAML TRUST MSBA SENIOR CM		2	1,012,640.62	1,021,287.98	950,000.00	1,011,566.24	9,721.74		(1,074.38	)	—	—	4.051	MON	3,207.03	3,207.03	20150730	20470415
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2		2	1,905,424.71	1,913,647.4	1,850,000.00	1,890,257.23	23,390.17		(9,153.07	)	—	—	2.849	MON	4,392.21	39,529.89	20140605	20470615
61763UAV4	MSBAM_14-C17 SUPSEN SENIOR CMBS 14-C17-A		2	12,301,941.41	12,323,550.08	11,800,000.00	12,274,317.41	49,232.67		(22,981.51	)	—	—	3.119	MON	30,670.17	74,804.02	20150922	20470815
61764PBR2	MSBAM_14-C19 PRELCF SENIOR CMBS_14-C19-A		2	6,063,823.92	6,128,051.82	5,866,000.00	6,033,833.95	94,217.87		(29,723.37	)	—	—	3.1	MON	15,158.72	126,177.98	20141209	20471215
61764RBF4	MSBAM_15-C20 SENIOR CMBS 15-C20 A4		2	5,149,631	5,048,420	5,000,000.00	5,140,311.45	(91,891.45	)	(9,319.55	)	—	—	3.249	MON	13,537.50	95,665	20150123	20480215
61765LAR1	MSBAM_15-C24 SUPSEN SENIOR CMBS 15-C24 A		2	4,480,472.6	4,539,777.45	4,350,000.00	4,476,437.55	63,339.9		(4,035.05	)	—	—	3.088	MON	11,194.00	9,701.47	20150724	20480515
61974QAC0	MTL6_15 LCF SEN CMBS 15 MT6 A2A2 144A		2	1,500,000	1,506,370.5	1,500,000.00	1,500,000	6,370.5		—		—	—	2.605	MON	3,256.26	17,149.64	20150226	20300205
62405QAJ2	MHAWK_13-1A ABS_13-1A C	F	2	1,203,125	1,190,038.75	1,250,000.00	1,208,127.12	(18,088.37	)	5,002.12		—	—	3.007	JAJO	7,621.91	15,871.64	20150211	20240120
628530AL1	MYLAN INC/PA CORP BND 144A		1	—	—	—	—	—		(89,799.04	)	—	—	7.875	JJ	0	223,437.5		20200715
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A		2	831,139.49	832,582.35	831,139.49	831,139.49	1,442.86		(0.01	)	—	—	0.564	MON	304.16	4,536.23	20101110	20171106
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2		2	44,680.85	44,783.9	44,684.88	44,684.15	99.75		4.42		—	—	1.84	MON	61.67	1,269.72	20110907	20201007
62888XAC8	NCUA CMBS_10-C1 A-PT		2	2,849,361.77	2,866,316.26	2,855,021.80	2,854,060.73	12,255.53		1,108.40		—	—	2.65	MON	840.64	72,405.07	20110907	20201029
62888YAA0	NGN_11-R1 CMO_11-R1 IA		2	1,055,611.1	1,060,235.12	1,055,203.90	1,055,418.72	4,816.4		(74.75	)	—	—	0.653	MON	516.63	6,349.8	20110214	20200108
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A		2	1,039,072.8	1,038,099.19	1,039,072.80	1,039,072.8	(973.61	)	(0.02	)	—	—	0.554	MON	367.97	4,458.03	20110610	20201207
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	5,282,516.65	5,267,538.96	5,275,716.31	5,280,127.1	(12,588.14	)	(1,202.05	)	—	—	0.603	MON	1,854.81	25,029.27	20120615	20200311
62889FAA0	NGN_11-R4 CMO_11R4-1A		2	596,940.86	597,964.61	596,940.86	596,940.86	1,023.75		(36.82	)	—	—	0.579	MON	220.91	3,592.4	20110325	20200306
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	379,864.66	379,961.53	379,864.66	379,864.66	96.87		10.70		—	—	0.583	MON	165.89	2,607.61	20110408	20200406
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A		2	38,684.78	38,691.2	38,684.78	38,684.78	6.42		(26.67	)	—	—	0.583	MON	14.11	823.25	20110427	20200507
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		2	616,758.88	623,288.7	610,463.47	615,713.24	7,575.46		(516.47	)	—	—	6.5	MON	3,306.68	29,827.18	20071003	20350225
62983QAD5	NAKAMA RE LTD UNSEC CORP BND 144A	F		1,000,000	1,000,830	1,000,000.00	1,000,000	830		—		—	—	2.125	JAJO	5,430.56	11,453.55	20141212	20190116
62983QAE3	NAKAMA RE LTD UNSEC CORP BND 144A	F		1,250,000	1,256,675	1,250,000.00	1,250,000	6,675		—		—	—	2.875	JAJO	9,184.03	19,366.4	20141212	20200116
63254AAB4	NATIONAL AUSTRALIA BANK LIMITE CORP BND			6,201,540	6,128,204.52	6,000,000.00	6,152,825.67	(24,621.15	)	(48,714.33	)	—	—	2.75	MS	10,083.33	66,458.34	20150409	20170309

63254AAK4	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO	E		2,799,272	2,804,103.48	2,800,000.00	2,799,317.09	4,786.39		45.09		—	—	1.875	JJ	9,916.67	—	20150716	20180723
6325C0CU3	NATIONAL AUSTRALIA BANK LTD SENIOR CORP	F		1,999,700	2,000,092.46	2,000,000.00	1,999,852.45	240.01		74.22		—	—	1.25	MS	972.22	25,000	20140311	20170317
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MT	A	1	3,166,513	3,140,964.73	3,170,000.00	3,168,504.07	(27,539.34	)	521.34		—	—	1.45	MN	18,386.00	22,982.5	20121102	20171107
63307EAB3	NATIONAL BK OF CANADA CORP BND 144A	A		1,025,660	1,015,039.9	1,000,000.00	1,013,176.23	1,863.67		(9,308.19	)	—	—	2.2	AO	9,900.00	11,000	20111012	20161019
637432MN2	NATIONAL RURAL UTILITIES COOP CORP BND			1,031,830	1,010,110	1,000,000.00	1,009,399.15	710.85		(16,700.46	)	—	—	3.05	MS	2,541.67	30,500	20110214	20160301
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR COR		1	2,933,737.95	2,951,142.82	2,935,000.00	2,934,146.87	16,995.95		183.72		—	—	2.15	FA	10,517.08	63,102.5	20140121	20190201
637432NB7	NATIONAL RURAL UTILITIES COOP SECURED CO		1	998,640	1,004,800.11	1,000,000.00	998,870.34	5,929.77		195.30		—	—	2.3	MN	8,688.89	11,691.67	20141104	20191115
637432NC5	NATIONAL RURAL UTILITIES COOP SECURED CO		1	1,995,840	1,977,599.94	2,000,000.00	1,996,381.16	(18,781.22	)	541.16		—	—	2	JJ	7,111.11	20,000	20150120	20200127
63743HEG3	NATIONAL RURAL UTILITIES COOP			6,000,000	6,003,908.94	6,000,000.00	6,000,000	3,908.94		—			—	0.5752	FMAN	3,163.60	23,471.74	20140602	20160527
63902HAA7	THE NATURE CONSESRVANCY MUNI BND REV			3,437,400	3,375,840	3,000,000.00	3,350,229	25,611		(65,592.49	)	—	—	6.3	JJ	47,250.00	189,000	20090618	20190701
63939EAB9	NAVSL_15-AA SENIOR ABS 15-AA A2A 144A		2	329,878.46	333,201	330,000.00	329,891.09	3,309.91		12.63		—	—	2.65	MON	388.67	5,635.67	20150113	20281215
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			6,760,694.5	6,743,587.44	6,750,000.00	6,756,270.04	(12,682.6	)	(1,819.86	)	—	—	0.974	JAJO	14,241.83	48,013.04	20140501	20180415
64127WAJ2	NETWORK RAIL INFRA FIN UNSECURED CORP BN	F		3,470,915	3,494,294.93	3,500,000.00	3,482,532.56	11,762.37		6,417.24		—	—	0.75	AO	12,979.17	13,125	20140520	20171003
64128QAE5	NEUB_14-18A MEZZANIN ABS 14-18A 144A	F	1	500,000	492,440	500,000.00	500,000	(7,560	)	—		—	—	3.425	FMAN	2,283.33	6,443.9	20150326	20251114
641423BM9	NEVADA POWER COMPANY SECURED CORP BND			950,936.4	879,727.54	860,000.00	879,256.56	470.98		(31,291.28	)	—	—	5.95	MS	2,274.22	51,170	20140108	20160315
644682D29	NEW HAMPSHIRE ST MUNITAX BND GO			2,580,441	2,543,875	2,350,000.00	2,531,997.61	11,877.39		(48,443.39	)	—	—	4.375	MS	8,567.71	58,831.6	20150202	20180301
645771XB7	NEW JERSEY BLDG AUTH MUNITAX BND REV			690,125.2	693,579.6	680,000.00	687,459.68	6,119.92		(1,999.31	)	—	—	2.303	JD	4,611.12	7,830.2	20131115	20180615
645918S53	NJ ST EDA PENSION MUNITAX BND REV			1,985,660	2,025,040	2,000,000.00	1,990,500.47	34,539.53		3,604.02		—	—	1.651	MS	2,751.67	33,020	20120919	20170901
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX B			5,050,000	5,023,487.4	5,050,000.00	5,050,000	(26,512.6	)	—		—	—	1.758	JD	26,140.48	44,389.5	20150929	20181215
64966F5S9	NEW YORK NY MUNI BND GO			20,092.4	20,093.6	20,000.00	20,000	93.6		(82.04	)	—	—	5.75	FA	191.67	1,364.83	20140721	20160801
64966KEB5	NEW YORK NY MUNI BND GO		1	5,804,500	5,858,500	5,000,000.00	5,717,546.15	140,953.85		(65,392.37	)	—	—	5	FA	41,666.67	250,000	20130912	20280801
64972FYE0	NEW YORK NY CITY MUN WTR FIN MUNI BND RE		1	2,323,000	2,242,320	2,000,000.00	2,236,563.2	5,756.8		(64,551.89	)	—	—	5.25	JD	30,916.67	52,500	20081205	20230615
64972HKE1	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	1,144,760	1,115,510	1,000,000.00	1,107,022.53	8,487.47		(28,255.67	)	—	—	5	JJ	10,555.56	50,000	20081031	20190715
64972HKH4	NEW YORK NY CITY TRANSITIONAL MUNI BND R		1	3,442,770	3,363,660	3,000,000.00	3,327,603.55	36,056.45		(86,253.65	)	—	—	5.25	JJ	33,250.00	157,500	20081031	20220715
649791CH1	NEW YORK ST MUNITAX BND GO			811,747.5	803,595	750,000.00	801,770.26	1,824.74		(9,977.24	)	—	—	4.09	MS	2,556.25	12,014.37	20150407	20180301
649883XV2	NEW YORK ST MTG AGY MUNI BND REV		1	1,895,785.65	1,904,697.3	1,815,000.00	1,888,103.2	16,594.1		(13,782.49	)	—	—	4.45	AO	40,383.75	44,500	20140213	20291001
649907XR8	NEW YORK ST DORM AUTH MUNI BND REV			3,053,370	3,074,760	3,000,000.00	3,040,873.08	33,886.92		(9,361.38	)	—	—	2.05	JD	20,500.00	30,750	20131205	20181201
650035C48	NEW YORK ST URBAN DEV CORP MUNI BND REV		1	5,269,005	5,305,995	4,500,000.00	5,186,829.53	119,165.47		(63,146.73	)	—	—	5	MS	10,000.00	237,569.44	20130911	20280315
650035K72	NEW YORK ST URBAN DEV CORP MUNITAX BND R			11,437,620	11,494,164	11,400,000.00	11,429,813.61	64,350.39		(7,806.39	)	—	—	1.44	MS	7,296.00	100,320	20150202	20180315
651229AP1	NEWELL RUBBERMAID INC SENIOR CORP BND		1	4,355,116.8	4,386,611.36	4,360,000.00	4,355,935.27	30,676.09		729.55		—	—	2.875	JD	41,783.33	66,853.33	20141114	20191201
65251KAG9	NWSTR_13-1A ABS 13-1A C 144A		2	250,000	248,807.25	250,000.00	250,000	(1,192.75	)	—		—	—	4.145	MJSD	287.85	3,437.49	20150519	20230920
65251QAA9	NSCDN_14-1A ABS2014-1A A1 144A		2	2,500,000	2,494,612.5	2,500,000.00	2,500,000	(5,387.5	)	—		—	—	2.145	JAJO	9,831.71	28,422.71	20141216	20270125
65251TAC9	NWSTR_15-1A ABS_15-1A B 144A		1	2,000,000	1,989,078	2,000,000.00	2,000,000	(10,922	)	—		—	—	3.067	JAJO	33,221.50	—	20150311	20270120
65251TAE5	NWSTR_15-1A ABS_15-1A C 144A		1	1,000,000	999,905	1,000,000.00	1,000,000	(95	)	—		—	—	4.117	JAJO	22,298.25	—	20150311	20270120

654624AE5	NTT CORP SENIOR CORP BND	F		4,459,748.5	4,442,369.23	4,450,000.00	4,453,590.21	(11,220.98	)	(1,477.14	)	—	—	1.4	JJ	12,633.05	62,300		20120723	20170718
65474VAG6	NMOTR_13-A SENIOR ABS 13-A		2	1,680,000	1,679,227.23	1,680,000.00	1,680,000	(772.77	)	—		—	—	0.507	MON	378.22	6,126.15		20130220	20180215
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A		2	854,353.57	854,795.78	854,539.42	854,491.68	304.1		178.73		—	—	0.84	MON	319.03	16,564.38		20130724	20171115
65477MAC2	NAROT_13-C SENIOR ABS_13-C A3		2	909,772.65	909,770	909,961.09	909,892.26	(122.26	)	185.21		—	—	0.67	MON	270.97	16,533.52		20131204	20180815
65477MAD0	NAROT_13-C SENIOR ABS_13-C A4		2	3,089,600.16	3,098,868.4	3,090,000.00	3,089,771.21	9,097.19		76.86		—	—	1.3	MON	1,785.34	30,127.5		20131204	20200615
65477UAB6	NISSAN AUTO RECEIVABLES OWNER ABS_15-A A		2	549,972.28	549,830.05	550,000.00	549,984.13	(154.08	)	11.85		—	—	0.67	MON	163.78	1,545.64		20150407	20170915
655044AH8	NOBLE ENERGY INC SENIOR CORP BND		1	2,733,399	2,510,699.03	2,700,000.00	2,732,251.92	(221,552.89	)	(1,147.08	)	—	—	3.9	MN	39,780.00	—		20150512	20241115
65504LAH0	NOBLE HOLDING INTERNATIONAL LT SENIOR CO	F		505,725	460,000	500,000.00	503,425.92	(43,425.92	)	(1,714.15	)	—	—	2.5	MS	555.56	12,500		20120207	20170315
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	F	1	13,045,700	12,661,081.4	12,980,000.00	13,045,700	(384,618.6	)	—		—	—	5.5	MS	15,864.44	704,427.78		20150414	99990101
65557CAR4	NORDEA BANK AB SENIOR CORP BND MTN 144A	F		798,096	806,114.68	800,000.00	798,109.83	8,004.85		13.83		—	—	2.5	MS	777.77	—		20150909	20200917
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		5,974,200	6,072,990	6,000,000.00	5,981,569.71	91,420.29		3,721.79		—	—	2.375	AO	70,062.50	71,250		20140331	20190404
65562QAW5	NORDIC INVESTMENT BANK CORP BND	F		2,980,170	3,090,210.12	3,000,000.00	2,982,815.36	107,394.76		1,971.61		—	—	2.25	MS	187.50	67,500		20141205	20210930
666807BF8	NORTHROP GRUMMAN CORP SENIOR CORP BND			396,929.38	396,236.19	398,000.00	397,007.89	(771.7	)	78.51		—	—	1.75	JD	2,321.67	(851.28	)	20150710	20180601
66859TAC3	WOODS_14-14A MEZZANIN ABS 14-14A-B 144A	F	2	2,942,475	2,991,198	3,000,000.00	2,947,948.57	43,249.43		5,229.71		—	—	2.774	FMAN	11,559.17	53,742.74		20141117	20251112
66989HAE8	NOVARTIS CAPITAL CORP SENIOR CORP BND			1,954,120	1,960,835.42	2,000,000.00	1,954,491.16	6,344.26		371.16		—	—	2.4	MS	1,333.34	1,600		20150903	20220921
67107KAC0	OCP_14-7A ABS_14-7A-A2A 144A	F	2	3,850,000	3,953,864	4,000,000.00	3,870,055.03	83,808.97		16,473.85		—	—	2.387	JAJO	19,361.22	61,850.8		20141031	20261020
674000AG9	OAKCL_14-1A ABS_14-1A B 144A	F	1	480,000	480,175	500,000.00	488,597.65	(8,422.65	)	8,597.65		—	—	3.127	FMAN	2,127.83	8,478.75		20150126	20250213
67400LAC2	OAKTA_14-A2 MEZZANIN ABS 14-A2-B 144A	F	2	3,930,000	3,967,049.6	4,000,000.00	3,937,637.2	29,412.4		7,283.67		—	—	2.621	FMAN	13,102.50	69,703.31		20141204	20251115
674599CD5	OCCIDENTAL PETROLEUM CORPORATI SENIOR CO		1	494,780	497,440.15	500,000.00	496,300.59	1,139.56		1,138.35		—	—	1.5	FA	958.33	7,500		20120619	20180215
677521HK5	OHIO ST MUNITAX BND GO			2,176,480	2,180,100	2,000,000.00	2,154,947.23	25,152.77		(21,532.77	)	—	—	3.911	FA	13,036.67	30,418.89		20150306	20190801
67756AVS8	OHIO ST HIGHER EDL FAC REV MUNI BND REV		1	440,307	441,237.9	435,000.00	436,992.03	4,245.87		(2,489.90	)	—	—	4.375	MN	7,929.69	9,515.63		20060615	20170501
67756BXS4	OHIO ST MUNI BND REV		1	2,905,950	2,820,775	2,500,000.00	2,810,572.77	10,202.23		(75,183.82	)	—	—	5.5	JD	45,833.33	76,770.83		20090311	20241201
6824544G5	ONEIDA CNTY N Y MUNITAX BND GO			1,532,874	1,576,862	1,400,000.00	1,512,010.76	64,851.24		(15,717.51	)	—	—	5.387	FA	12,569.67	75,418		20090804	20200801
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		1	3,686,877.75	3,652,582.76	3,665,000.00	3,685,229.11	(32,646.35	)	(2,078.87	)	—	—	3.2	MS	5,212.44	94,435.56		20150528	20180915
683234C55	ONTARIO PROVINCE OF CORP BND	A		4,903,430	4,908,722.05	4,900,000.00	4,902,962.52	5,759.53		(467.48	)	—	—	1.2	FA	7,676.67	15,680		20150505	20180214
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	A		8,097,420	8,161,120.64	8,000,000.00	8,079,870.24	81,250.4		(8,695.31	)	—	—	2	MS	1,777.78	100,833.33		20150917	20180927
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND	A		2,939,850	2,999,070.06	3,000,000.00	2,951,543.66	47,526.4		8,618.67		—	—	1.65	MS	550.00	49,500		20140923	20190927
68389XAN5	ORACLE CORPORATION SENIOR CORP BND			6,578,599.3	6,593,076.47	6,590,000.00	6,585,239.51	7,836.96		2,720.39		—	—	1.2	AO	36,464.66	47,340		20121018	20171015
68389XAQ8	ORACLE CORPORATION SENIOR CORP BND			1,019,460	1,018,725.13	1,000,000.00	1,017,828.28	896.85		(1,631.72	)	—	—	2.375	JJ	5,013.89	2,375		20150604	20190115
68389XAR6	ORACLE CORPORATION SENIOR CORP BND			2,350,000	2,351,480.59	2,350,000.00	2,350,000	1,480.59		—		—	—	0.869	JAJO	4,423.64	17,193.77		20130709	20190115
68389XAU9	ORACLE CORPORATION SENIOR CORP BND		1	1,098,436.5	1,065,538.68	1,050,000.00	1,095,764.28	(30,225.6	)	(2,672.22	)	—	—	3.4	JJ	8,230.84	12,098.34		20150303	20240708
69144VAA1	OXFIN_14-1A ABS _14-1A-A 144A		1	2,750,000	2,742,575	2,750,000.00	2,750,000	(7,425	)	—		—	—	3.475	MON	4,247.22	71,671.86		20141120	20221215
693304AP2	PECO ENERGY CO SECURED CORP BND		1	359,969.3	359,891.48	370,000.00	360,260.8	(369.32	)	291.50		—	—	2.375	MS	390.56	1,586.63		20150707	20220915
69331CAF5	PG&E CORP SENIOR CORP BND		1	500,605	499,900.02	500,000.00	500,475.53	(575.51	)	(98.39	)	—	—	2.4	MS	1,000.00	12,000		20140224	20190301

69349LAJ7	PNC BANK NATIONAL ASSOCIATION SENIOR COR			3,155,000	3,155,037.86	3,155,000.00	3,155,000	37.86		—		—	—	0.604	JAJO	3,438.42	13,541.36		20130123	20160128
69349LAN8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	4,695,676	4,715,220.01	4,700,000.00	4,698,591.98	16,628.03		1,033.85		—	—	1.3	AO	30,210.55	30,550		20130820	20161003
69353RCG1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	3,005,460	2,995,214.7	3,000,000.00	3,002,550.37	(7,335.67	)	(1,523.42	)	—	—	1.125	JJ	6,000.00	33,750		20140416	20170127
69353RCH9	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	3,249,925	3,277,878.37	3,250,000.00	3,250,058.87	27,819.5		(93.54	)	—	—	2.2	JJ	12,512.50	71,500		20140123	20190128
69353RDY1	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1,999,620	2,000,515.74	2,000,000.00	1,999,753.12	762.62		113.81		—	—	1.5	AO	13,583.33	22,687.5		20140915	20171018
69353RDZ8	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	1,511,580	1,512,708.32	1,500,000.00	1,509,528.02	3,180.3		(2,093.81	)	—	—	2.4	AO	16,300.00	34,866.67		20141027	20191018
69353REK0	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	703,353	674,284.38	700,000.00	703,185.56	(28,901.18	)	(167.44	)	—	—	2.95	FA	2,179.72	9,808.74		20150225	20250223
69353REP9	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	927,861	926,073.08	930,000.00	927,996.22	(1,923.14	)	135.22		—	—	2.3	JD	7,130.00	—		20150527	20200601
69353RER5	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	2,249,730	2,256,482.28	2,250,000.00	2,249,747.04	6,735.24		17.04		—	—	1.85	JJ	8,093.75	—		20150716	20180720
69353RES3	PNC BANK NATIONAL ASSOCIATION SENIOR COR		1	249,825	252,040.98	250,000.00	249,831.45	2,209.53		6.45		—	—	2.6	JJ	1,263.89	—		20150716	20200721
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F		1,620,277	1,570,044.6	1,550,000.00	1,560,422.15	9,622.45		(26,779.09	)	—	—	3.9	MN	25,187.50	88,605.83		20120309	20160501
69362BAZ5	PSEG POWER LLC SENIOR CORP BND		1	49,925	50,265	50,000.00	49,952.37	312.63		10.88		—	—	2.45	MN	462.78	612.5		20131105	20181115
69371RL79	PACCAR FINANCIAL CORP CORP BND MTN			3,850,000	3,862,250.7	3,850,000.00	3,850,000	12,250.7		—		—	—	0.932	MJSD	2,292.46	25,193.82		20131203	20181206
69371RM45	PACCAR FINANCIAL CORP SENIOR CORP BND			2,622,532.5	2,623,681.8	2,625,000.00	2,622,985.35	696.45		452.85		—	—	1.45	MS	2,326.04	19,031.25		20150303	20180309
69371RM52	PACCAR FINANCIAL CORP SENIOR CORP BND MT			5,967,113	5,948,752.72	5,975,000.00	5,968,067.18	(19,314.46	)	954.18		—	—	1.4	MN	30,904.03	—		20150511	20180518
694308GL5	PACIFIC GAS AND ELECTRIC CO CORP BND			645,360.2	626,748.03	580,000.00	627,930.03	(1,182	)	(16,181.27	)	—	—	5.625	MN	10,965.63	16,312.5		20141208	20171130
695114CK2	PACIFICORP CORP BND			4,465,800	4,457,444.77	4,000,000.00	4,447,833.01	9,611.76		(17,966.99	)	—	—	5.5	JJ	46,444.45	(16,500	)	20150807	20190115
69834LAA8	PANDA RE LTD CORP BND	F		15,000,000	15,017,400	15,000,000.00	15,000,000	17,400		—		—	—	4.065	MJSD	1,693.85	157,528.48		20150626	20180630
705870AA1	PELICAN III RE LTD CORP BND	F		680,000	687,969.6	680,000.00	680,000	7,969.6		—		—	—	6.01	MJSD	2,611.07	16,688.16		20150407	20180416
709132AK0	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND		1	868,208	843,384	800,000.00	843,752.7	(368.7	)	(18,352.61	)	—	—	5	JJ	10,000.00	40,000		20070228	20180701
70917N5C4	PENNSYLVANIA ST HIGHER EDL FAC MUNI BND		1	1,990,595.2	1,946,169.2	1,940,000.00	1,940,000	6,169.2		(33,699.23	)	—	—	5	JJ	24,250.00	97,000		20050602	20180701
709193LV6	PENNSYLVANIA ST INDL DEV AUTH MUNI BND R		1	286,887.65	276,144.4	245,000.00	275,826.31	318.09		(8,285.44	)	—	—	5.5	JJ	3,368.75	13,475		20120508	20230701
70922PAE2	PA TURNPIKE-E MUNITAX BND REV			4,500,000	4,563,225	4,500,000.00	4,500,000	63,225		—		—	—	1.699	JD	25,485.00	38,227.5		20140911	20181201
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND			1,539,795	1,509,247.5	1,500,000.00	1,506,067.78	3,179.72		(9,825.02	)	—	—	2.5	MS	1,666.67	37,500		20130221	20160315
709599AK0	PENSKE TRUCK LEASING CO SENIOR CORP BND			308,928	307,937.55	300,000.00	308,288.4	(350.85	)	(639.60	)	—	—	3.375	MS	450.00	1,546.87		20150715	20180315
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	1,354,620.6	1,344,256.52	1,355,000.00	1,354,713.28	(10,456.76	)	54.83		—	—	2.5	JD	9,974.31	16,937.5		20140612	20190615
709599AR5	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	3,645,860.6	3,595,346.52	3,578,000.00	3,640,466.86	(45,120.34	)	(14,181.16	)	—	—	3.05	JJ	24,857.16	79,610.33		20150529	20200109
709599AS3	PENSKE TRUCK LEASING CO SENIOR CORP BND		1	3,914,266.76	3,910,234.12	3,988,000.00	3,914,515.67	(4,281.55	)	248.91		—	—	3.375	FA	22,432.51	(19,244.62	)	20150918	20220201
71338QAA4	PEPPERDINE UNIVERSITY SENIOR CORP BND			1,929,098.4	1,937,526.38	1,704,000.00	1,884,706.63	52,819.75		(33,355.59	)	—	—	5.45	FA	15,478.00	92,868		20120202	20190801
713448BJ6	PEPSICO INC CORP BND			264,146.85	253,514.07	215,000.00	252,471.55	1,042.52		(8,729.63	)	—	—	7.9	MN	7,077.08	8,492.5		20081021	20181101
713448CB2	PEPSICO INC SENIOR CORP BND			300,783	300,957.25	300,000.00	300,703.03	254.22		(79.97	)	—	—	1.25	FA	500.00	312.5		20150708	20170813
713448CE6	PEPSICO INC SENIOR CORP BND			1,799,370	1,801,223.82	1,800,000.00	1,799,905.01	1,318.81		176.48		—	—	0.7	FA	1,225.00	12,600		20130225	20160226
713448CR7	PEPSICO INC SENIOR CORP BND			1,589,809.2	1,585,137.14	1,590,000.00	1,589,835.55	(4,698.41	)	26.35		—	—	1.25	AO	8,336.46	—		20150427	20180430
713448CW6	PEPSICO INC SENIOR CORP BND			2,999,040	3,005,752.02	3,000,000.00	2,999,138.29	6,613.73		98.29		—	—	1.125	JJ	6,937.50	—		20150714	20170717

713448CX4	PEPSICO INC SENIOR CORP BND		1	1,999,620	2,042,630.62	2,000,000.00	1,999,630.12	43,000.5		10.12		—	—	3.1	JJ	12,744.44	—		20150714	20220717
714294AB1	PERRIGO CO LTD SENIOR CORP BND	F		699,493.02	696,975.72	700,000.00	699,732.85	(2,757.13	)	178.82		—	—	1.3	MN	3,614.72	4,550		20141003	20161108
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F		4,669,544	3,392,636.44	4,700,000.00	4,681,773.02	(1,289,136.58	)	3,908.30		—	—	3	JJ	29,766.67	141,000		20130513	20190115
71647NAD1	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F		1,498,860	1,426,945	1,514,000.00	1,509,452.63	(82,507.63	)	6,524.18		—	—	1.953	FMAN	3,449.38	34,361.82		20140321	20160520
717081DF7	PFIZER INC SENIOR CORP BND			4,000,000	3,985,840.16	4,000,000.00	4,000,000	(14,159.84	)	—		—	—	0.637	MJSD	1,132.80	19,260.54		20130528	20180615
717081DG5	PFIZER INC SENIOR CORP BND			2,224,094.5	2,228,461.46	2,225,000.00	2,224,600.21	3,861.25		152.66		—	—	1.5	JD	9,827.09	14,447.92		20150715	20180615
717081DL4	PFIZER INC SENIOR CORP BND			2,495,275	2,528,288.28	2,500,000.00	2,496,527.6	31,760.68		684.26		—	—	2.1	MN	19,833.34	26,250		20140512	20190515
71722TAF1	PHEAA_04-1 ABS_04-1-A2		2	452,730	452,730	500,000.00	482,129.21	(29,399.21	)	6,011.24		—	—	0.592	MON	115.64	4,806.04		20100309	20440425
71722TAG9	PHEAA_04-1 ABS_04-1-A3		2	1,177,098	1,177,098	1,300,000.00	1,238,864.75	(61,766.75	)	13,191.87		—	—	0.72	MON	564.16	13,601.26		20100309	20440425
718172AA7	PHILIP MORRIS INTERNATIONAL IN CORP BND			215,716.6	215,107.41	195,000.00	215,041.45	65.96		(675.15	)	—	—	5.65	MN	4,131.56	(3,127.9	)	20150922	20180516
718172AL3	PHILIP MORRIS INTERNATIONAL IN CORP BND			1,285,262.5	1,253,057.58	1,250,000.00	1,282,871.25	(29,813.67	)	(2,391.25	)	—	—	2.9	MN	13,694.44	3,927.08		20150331	20211115
718172BN8	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			3,325,728.7	3,328,315.35	3,335,000.00	3,328,447.36	(132.01	)	2,281.84		—	—	1.25	MN	16,443.40	20,727.96		20141103	20171109
718172BP3	PHILIP MORRIS INTERNATIONAL IN SENIOR CO			1,705,690.8	1,711,666	1,710,000.00	1,705,986.32	5,679.68		295.52		—	—	1.25	FA	2,968.75	—		20150804	20170811
718546AJ3	PHILLIPS 66 CORP BND			1,674,798.35	1,712,936.58	1,675,000.00	1,674,939.58	37,997		27.53		—	—	2.95	MN	20,588.54	24,706.25		20130124	20170501
71884AXW4	PHOENIX ARIZ CIVIC IMPT CORP MUNITAX BND			2,000,000	1,996,020	2,000,000.00	2,000,000	(3,980	)	—		—	—	2.001	JJ	15,452.17	—		20150422	20200701
72650RBD3	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	523,505	482,853.93	500,000.00	522,043.46	(39,189.53	)	(1,461.54	)	—	—	3.85	AO	8,876.39	2,566.67		20150224	20231015
72650RBF8	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	724,942.5	695,328.83	750,000.00	725,555.27	(30,226.44	)	612.77		—	—	3.6	MN	11,250.00	(4,050	)	20150622	20241101
72650RBG6	PLAINS ALL AMERICAN PIPELINE L SENIOR CO		1	2,994,390	2,944,016.88	3,000,000.00	2,995,256.67	(51,239.79	)	806.76		—	—	2.6	JD	22,966.67	40,300		20141202	20191215
73358WGY4	PORT AUTH NY & NJ MUNI BND REV		1	2,773,939	2,782,832.5	2,450,000.00	2,734,742.11	48,090.39		(29,285.93	)	—	—	5	AO	61,250.00	61,250		20140117	20281001
73358WUA0	PORT AUTH NY & NJ MUNITAX BND REV			2,000,000	2,030,480	2,000,000.00	2,000,000	30,480		—		—	—	2.529	AO	23,323.00	24,447		20141008	20201015
733911BR1	PORT CORPUS CHRISTI AUTH TEX MUNITAX BND			1,000,000	1,022,100	1,000,000.00	1,000,000	22,100		—		—	—	3.487	JD	12,010.78	—		20150508	20251201
73674NBG5	PORTLAND ORE SWR SYS REV MUNITAX BND REV			509,363.2	513,049.7	505,000.00	507,785.39	5,264.31		(1,188.02	)	—	—	2.772	JD	4,121.81	6,999.3		20120628	20170615
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO			2,250,000	2,267,032.5	2,250,000.00	2,250,000	17,032.5		—		—	—	1.418	FA	5,317.50	31,905		20150929	20170201
74005PAZ7	PRAXAIR INC CORP BND			818,683.05	812,507.69	795,000.00	817,752.46	(5,244.77	)	(930.59	)	—	—	3	MS	1,987.50	4,372.5		20150622	20210901
74005PBE3	PRAXAIR INC SENIOR CORP BND		2	3,998,570.51	4,003,000	4,000,000.00	3,999,677.04	3,322.96		620.86		—	—	0.75	Feb-Aug	3,333.33	30,000		6022014	2212016
74005PBP8	PRAXAIR INC CORP BND		1	5,994,360	6,022,884	6,000,000.00	5,994,380.61	28,503.39		20.61		—	—	2.25	MS	2,625.00	—		20150921	20200924
740189AK1	PRECISION CASTPARTS CORP SENIOR CORP BND			3,232,645	3,233,879.68	3,250,000.00	3,232,706.33	1,173.35		61.33		—	—	1.25	JJ	8,576.39	(8,237.85	)	20150923	20180115
74153WBZ1	PRICOA GLOBAL FUND SECURED CORP BND 144A			985,230	996,860.5	1,000,000.00	989,176.72	7,683.78		2,943.67		—	—	1.6	MN	5,422.22	8,000		20130521	20180529
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED A			1,646,955	1,508,070	1,500,000.00	1,503,396.27	4,673.73		(20,616.19	)	—	—	4.95	MN	28,050.00	37,125		20121127	20151115
742718DV8	PROCTER & GAMBLE COMPANY CORP BND			1,026,420	1,007,290	1,000,000.00	1,006,763.72	526.28		(6,613.79	)	—	—	1.45	FA	1,852.78	21,669.44		20130305	20160815
742741AA9	PROCTER & GAMBLE COMPANY CORP BND		2	689,912.46	647,407.86	536,200.00	657,855.78	(10,447.92	)	(33,285.62	)	—	—	9.36	JJ	12,547.08	55,194.98		20140214	20210101
744320AV4	PRUDENTIAL FINANCIAL INC CAPSEC CORP BND		1	570,000	567,150	570,000.00	570,000	(2,850	)	—		—	—	5.375	MN	11,318.85	—		20150513	20450515
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED C		1	1,099,692	1,119,360.11	1,100,000.00	1,099,814.69	19,545.42		44.75		—	—	2.3	MS	1,124.45	25,300		20130909	20180915
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND	R	2	53,825.5	50,000	50,000.00	50,000	—		(1,173.12	)	—	—	5	JJ	625.00	2,500		20131107	20450701

74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND	R	1	985,000	683,320	1,000,000.00	987,531.1	(304,211.1	)	1,120.84		—	—	5	FA	8,333.33	50,000		20140108	20220801
747525AD5	QUALCOMM INCORPORATED SENIOR CORP BND			2,872,817.5	2,865,434.36	2,875,000.00	2,872,968.15	(7,533.79	)	151.89		—	—	2.25	MN	23,539.07	(656.24	)	20150709	20200520
747525AG8	QUALCOMM INCORPORATED SENIOR CORP BND			6,036,899.7	6,010,712.34	6,045,000.00	6,037,866.69	(27,154.35	)	966.99		—	—	1.4	MN	30,795.92	—		20150513	20180518
74825FAB0	QUEEN STREET X RE LTD CORP BND 144A	F		680,000	680,217.6	680,000.00	680,000	217.6		—		—	—	5.77	MJSD	1,089.94	19,006.99		20150325	20200608
74834LAX8	QUEST DIAGNOSTICS INC SENIOR CORP BND		1	1,249,450	1,204,845.34	1,250,000.00	1,249,497.77	(44,652.43	)	47.77		—	—	3.5	MS	121.53	24,305.56		20150305	20250330
74977EPZ0	RABOBANK NEDERLAND NV SENIOR CORP BND	R		2,021,600	2,001,395.42	2,000,000.00	2,018,243.79	(16,848.37	)	(3,356.21	)	—	—	1.7	MS	1,133.33	14,638.89		20150409	20180319
75886AAQ1	REGENCY ENERGY PARTNERS LP/REG SENIOR CO		1	3,675,000	3,407,358.64	3,500,000.00	3,667,420.62	(260,061.98	)	(7,579.38	)	—	—	5	AO	87,500.00	(23,819.44	)	20150515	20221001
75887HAL6	REGT5_14-1A ABS_14-1A A2B2 144A	F	2	3,000,000	3,020,421	3,000,000.00	3,000,000	20,421		—		—	—	3.445	JAJO	18,948.05	74,562.89		20141008	20261025
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		2	588,807.02	569,201.88	610,162.71	593,110.43	(23,908.55	)	1,956.66		—	—	2.992	MON	1,521.14	13,952.43		20070816	20350925
76117QAC6	RESIDENTIAL REINSURANCE 2014 L SENIOR CO	F		500,000	493,705	500,000.00	500,000	(6,295	)	—		—	—	4.81	MJSD	1,536.57	18,571.58		20141120	20181206
76118DAA8	RESIDENTIAL REINSURANCE 2015 L CORP BND	F		250,000	255,640	250,000.00	250,000	5,640		—		—	—	11	MJSD	1,756.95	7,562.51		20150521	20190606
76118DAB6	RESIDENTIAL REINSURANCE 2015 L CORP BND	F		500,000	506,395	500,000.00	500,000	6,395		—		—	—	6.01	MJSD	1,919.91	8,263.98		20150521	20190606
76131VAA1	RETAIL PROPERTIES OF AME SENIOR CORP BND		1	1,458,055.9	1,413,725	1,465,000.00	1,458,375.6	(44,650.6	)	319.70		—	—	4	MS	2,604.44	29,788.33		20150305	20250315
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND			399,436	400,012.04	400,000.00	399,984.9	27.14		142.15		—	—	1.05	AO	1,761.67	2,100		20121024	20151030
761713BC9	REYNOLDS AMERICAN INC SENIOR CORP BND			4,380,934.75	4,424,097.25	4,375,000.00	4,380,420.73	43,676.52		(514.02	)	—	—	2.3	JD	30,467.01	(789.03	)	20150929	20180612
761713BE5	REYNOLDS AMERICAN INC SENIOR CORP BND			1,805,688	1,849,299.91	1,800,000.00	1,805,457.73	43,842.18		(230.27	)	—	—	3.25	JD	17,712.50	(839.58	)	20150708	20200612
761713BG0	REYNOLDS AMERICAN INC SENIOR CORP BND		1	229,303.1	241,024.64	230,000.00	229,320.08	11,704.56		16.98		—	—	4.45	JD	3,098.94	—		20150609	20250612
76541VKC0	RICHMOND VA MUNITAX BND GO			5,000,000	5,054,550	5,000,000.00	5,000,000	54,550		—		—	—	1.507	JJ	15,907.22	75,350		20150929	20170715
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	F		1,298,947	1,300,988	1,300,000.00	1,299,980.9	1,007.1		163.45		—	—	1.875	MN	10,088.54	12,187.5		20101028	20151102
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	1	4,019,848	4,036,212.85	4,025,000.00	4,023,425.61	12,787.24		777.71		—	—	2	MS	2,012.50	80,500		20120319	20170322
769047GX3	RIVERSIDE CALIF MUNITAX BND REV			1,103,470	1,071,010	1,000,000.00	1,067,533.57	3,476.43		(26,968.49	)	—	—	5.61	FA	9,350.00	56,100		20090807	20170801
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,094,875	4,093,451.12	4,100,000.00	4,097,608.08	(4,156.96	)	766.82		—	—	1.5	JJ	12,812.50	61,500		20130107	20180116
78010USN8	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		805,752	804,628.79	800,000.00	804,976.91	(348.12	)	(775.09	)	—	—	2.15	MS	764.45	8,886.66		20150304	20190315
78011DAC8	ROYAL BANK OF CANADA SECURED LOCAL BND	A		7,567,742.8	7,579,621.23	7,580,000.00	7,570,927.77	8,693.46		2,537.48		—	—	1.2	MS	3,032.00	43,302		20150608	20170919
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1,199,400	1,204,306.8	1,200,000.00	1,199,836.45	4,470.35		150.73		—	—	1.125	JJ	2,587.50	13,500		20130716	20160722
783186QV4	RUTGERS UNIVERSITY NEW JERSEY MUNITAX BN			1,152,610.5	1,161,097.5	1,150,000.00	1,151,904.87	9,192.63		(533.23	)	—	—	2.009	MN	9,626.46	11,551.75		20130614	20180501
78355HJT7	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	1,018,640	1,010,865.17	1,000,000.00	1,013,172.52	(2,307.35	)	(4,077.96	)	—	—	2.5	MS	2,083.33	25,000		20120815	20180301
78355HJV2	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	1,009,062.5	1,006,692.28	1,000,000.00	1,008,762.57	(2,070.29	)	(299.93	)	—	—	2.45	MN	9,255.56	(6,890.62	)	20150904	20181115
78355HJX8	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	2,028,450.85	2,033,027.29	2,035,000.00	2,028,928.59	4,098.7		477.74		—	—	2.45	MS	4,154.80	10,970.56		20150610	20190903
78355HJZ3	RYDER SYSTEM INC. SENIOR CORP BND MTN		1	443,776.25	440,857.25	445,000.00	443,866.01	(3,008.76	)	89.76		—	—	2.5	MN	4,326.39	—		20150504	20200511
78403DAG5	SBA TOWER TRUST SECURED CORP BND 144A		1	4,000,000	4,012,760	4,000,000.00	4,000,000	12,760		—		—	—	2.898	MON	5,152.00	86,940		20141007	20441015
784423AF2	SLCLT_04-1 ABS 04-1		2	983,750	982,575	1,000,000.00	991,362.39	(8,787.39	)	2,550.32		—	—	0.481	FMAN	600.63	3,144.37		20130520	20230515
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-		2	89,356.81	89,106.86	89,497.96	89,452.34	(345.48	)	54.89		—	—	0.375	JAJO	61.55	291.85		20121130	20190725
784442AC9	SLMA ABS 08_2 A3		2	1,357,080.66	1,343,901.96	1,370,950.82	1,363,074.99	(19,173.03	)	1,589.85		—	—	1.045	JAJO	2,626.76	11,209.74		20120327	20230425

78444YAD7	SLMA ABS 08-5 A4		2	2,457,718.75	2,360,340.05	2,350,000.00	2,400,859.28	(40,519.23	)	(9,044.07	)	—	—	1.995	JAJO	8,595.56	34,851.27	20110111	20230725
78445XAA4	SLMA_10-1 ABS 10-1A		2	1,253,599.69	1,234,005.88	1,253,599.69	1,253,599.69	(19,593.81	)	(39.79	)	—	—	0.594	MON	124.09	6,412.85	20100730	20250325
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2		2	2,744,735.32	2,732,328.45	2,750,066.30	2,746,919.97	(14,591.52	)	1,425.50		—	—	0.794	MON	363.87	21,305.1	20110518	20271125
78446JAB2	SLMA_11-2 ABS 11-2		2	775,000	781,602.98	775,000.00	775,000	6,602.98		—		—	—	1.394	MON	180.05	42,848.2	20110518	20341025
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB		2	502,508.79	495,829.5	465,000.00	492,652.94	3,176.56		(6,386.19	)	—	—	4.54	MON	938.27	15,833.25	20140731	20441017
78446VAA7	SLMA_12-A ABS 12-A 144A		2	688,642.89	689,499.98	687,252.64	688,016.88	1,483.1		(896.23	)	—	—	1.607	MON	490.71	15,654.8	20140513	20250815
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A		2	40,013.67	40,013.67	40,013.67	40,013.67	—		—		—	—	1.307	MON	23.24	1,531.94	20120404	20220118
78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A		2	999,897.3	1,025,367	1,000,000.00	999,937.66	25,429.34		9.66		—	—	3.48	MON	1,546.67	26,100	20120404	20301015
78447AAA2	SLMA_12-3 ABS_12-3 A		2	1,266,361.12	1,238,678.5	1,266,361.12	1,266,361.12	(27,682.62	)	—		—	—	0.844	MON	178.12	8,497.82	20120424	20251226
78447CAA8	SLM_12-D ABS 12-D 144A		2	177,226.38	177,327.4	177,226.38	177,226.38	101.02		—		—	—	1.257	MON	98.98	2,605.8	20120723	20230615
78447FAA1	SLMA_12-E ABS 12-E 144A		2	666,822.68	666,299.18	666,672.52	666,741.22	(442.04	)	(91.43	)	—	—	0.957	MON	283.43	7,015.56	20131121	20231016
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E		2	816,500	804,800	800,000.00	808,716.87	(3,916.87	)	(2,158.05	)	—	—	2.09	MON	743.11	12,539.97	20130319	20450615
78447KAB8	SLMA_12-7 ABS 12-7		2	1,361,937.62	1,349,764.1	1,362,833.67	1,362,590.86	(12,826.76	)	213.94		—	—	0.474	MON	107.64	6,180.66	20121102	20190925
78447RAA5	SLMA_13-A ABS 13-A 144A		2	333,905.96	333,705.36	334,323.85	334,105.1	(399.74	)	197.02		—	—	0.807	MON	119.84	2,393.57	20131121	20220815
78447RAB3	SLMA_13-A ABS 13-A 144A		2	459,870.23	457,580.4	460,000.00	459,925.63	(2,345.23	)	14.12		—	—	1.77	MON	361.87	6,106.5	20130227	20270517
78447RAC1	SLMA_13-A ABS 13-A 144A		2	2,425,000	2,416,755.1	2,425,000.00	2,425,000	(8,244.9	)	—		—	—	1.257	MON	1,354.29	22,683.63	20130227	20270517
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B		2	1,375,780.84	1,374,336.22	1,375,780.84	1,375,780.84	(1,444.62	)	—		—	—	0.857	MON	523.74	10,375.31	20130425	20220715
78447VAB4	SLMA_13-B ABS_13-B-A2A		2	804,859.37	803,390.02	805,000.00	804,908.86	(1,518.84	)	15.33		—	—	1.85	MON	661.89	11,169.45	20130425	20300617
78447VAC2	SLMA_13-B ABS_13-B-A2B		2	615,000	611,002.49	615,000.00	615,000	(3,997.51	)	—		—	—	1.307	MON	357.12	5,986.8	20130425	20300515
78448AAA1	SLMA_13-4 ABS 13-4		2	559,430.19	542,647.29	559,430.19	559,430.19	(16,782.9	)	—		—	—	0.744	MON	69.36	3,325.96	20130806	20270625
78448CAF6	SLMA_13-6 ABS 13-6 A2		2	550,000	547,805.49	550,000.00	550,000	(2,194.51	)	—		—	—	0.694	MON	63.61	2,838.77	20131106	20210225
78448MAD9	SMAT_15-1US ABS_15-1US A3A	F	2	1,949,905.62	1,949,902.5	1,950,000.00	1,949,911.37	(8.87	)	5.75		—	—	1.5	MON	1,381.25	14,137.5	20150310	20180914
78467MAA1	SRER_11-RS ABS_11-RS A1B1 144A	F	2	2,230,371.29	2,237,122.77	2,331,127.83	2,301,692.39	(64,569.62	)	83,752.40		—	—	0.454	MON	647.19	8,978.48	20141113	20460509
78572MAF2	SABMILLER PLC CORP BND 144A	F		3,491,297.4	3,322,866.88	2,980,000.00	3,342,275.17	(19,408.29	)	(94,151.04	)	—	—	6.5	JJ	40,892.22	193,700	20140721	20180715
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 1			1,600,778	1,572,760.2	1,550,000.00	1,571,411.9	1,348.3		(19,823.01	)	—	—	2.45	JJ	8,016.94	84,490.97	20131209	20170115
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 1			2,750,000	2,737,625.08	2,750,000.00	2,750,000	(12,374.92	)	—		—	—	0.99	FMAN	4,462.33	20,317.68	20130806	20180801
786134UZ7	SACRAMENTO SATN MUNITAX BND REV			2,485,000	2,543,347.8	2,485,000.00	2,485,000	58,347.8		—		—	—	2.239	JD	18,546.38	29,674.21	20141106	20191201
790849AL7	ST JUDE MEDICAL INC SENIOR CORP BND			2,324,384.7	2,332,096.74	2,330,000.00	2,324,424.92	7,671.82		40.22		—	—	2	MS	1,035.56	—	20150914	20180915
801060AB0	SANOFI SENIOR CORP BND	F		8,831,060.7	8,832,520.17	8,870,000.00	8,850,014.26	(17,494.09	)	6,162.95		—	—	1.25	AO	52,665.63	57,937.5	20130403	20180410
802385MG6	SANTA MONICA CALIF CMNTY COLLE MUNITAX B			3,421,699.2	3,458,988.8	3,440,000.00	3,426,373.18	32,615.62		3,488.77		—	—	1.864	FA	10,686.93	64,121.6	20130606	20180801
80281CAD7	SDART_13-5 ABS 13-5 A2A		2	77,865.89	77,855.89	77,866.79	77,866.15	(10.26	)	2.62		—	—	0.82	MON	28.38	1,497.64	20131114	20180215
80283JAC2	SDART_13-A ABS 13-A A3 144A		2	741,818.92	741,888.35	741,873.52	741,863.39	24.96		102.46		—	—	1.02	MON	336.32	16,822.61	20130815	20180116
80283XAD9	SDART_14-3 ABS 14-3 A3		2	774,991.48	774,380	775,000.00	774,992.25	(612.25	)	0.52		—	—	0.81	MON	279.00	4,708.17	20140611	20180716
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		780,183.75	782,725.74	775,000.00	776,526.08	6,199.66		(1,175.68	)	—	—	1.95	MS	713.65	19,785.73	20130322	20160914

80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		698,775	706,978.09	700,000.00	699,757.05	7,221.04		186.79		—	—	1.95	MS	644.58	13,650	20110907	20160914
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 14	F		1,368,739.6	1,362,673.06	1,370,000.00	1,369,528.74	(6,855.68	)	189.63		—	—	1.25	FA	2,854.17	17,125	20120724	20170801
80705TAA4	SCHOL_11-A ABS 11-A A 144A		2	1,378,079.85	1,384,737.82	1,405,825.20	1,384,615.1	122.72		7,354.46		—	—	1.194	JAJO	3,029.71	13,495.44	20110322	20431028
80705WAA7	SCHOL_12-B ABS 12-B 144A		2	190,857.6	190,764.38	191,405.40	191,237.24	(472.86	)	241.21		—	—	0.594	MON	9.48	1,124.62	20120919	20251028
80705XAA5	SCHOL_13-A ABS 13-A 144A		2	1,382,604.17	1,331,962.34	1,389,197.27	1,383,718.16	(51,755.82	)	1,976.18		—	—	0.844	MON	97.74	9,620.77	20130312	20450130
808513AK1	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	668,795.03	670,223.39	669,000.00	668,825.63	1,397.76		30.60		—	—	1.5	MS	585.38	5,017.5	20150304	20180310
808513AL9	CHARLES SCHWAB CORPORATIO SENIOR CORP BN		1	318,656	313,279.6	320,000.00	318,720.77	(5,441.17	)	64.77		—	—	3	MS	560.00	4,800	20150303	20250310
811065AB7	SCRIPPS NETWORKS INTERACTIVE I SENIOR CO		1	685,610	677,994.74	680,000.00	684,721.93	(6,727.19	)	(746.05	)	—	—	2.75	MN	7,064.44	15,089.1	20141204	20191115
81618TAA8	SELECT INCOME REIT SENIOR CORP BND		1	2,939,857.97	2,964,750	2,950,000.00	2,941,140.89	23,609.11		2,468.89		—	—	2.85	FA	14,012.50	41,570.42	20150929	20180201
81881UAE7	SHACK_13-4A ABS 2013-4A C 144A	F	2	1,214,375	1,227,006.25	1,250,000.00	1,217,672.8	9,333.45		3,297.80		—	—	3.286	JAJO	9,176.01	20,968.6	20150106	20250113
81881VAJ4	SHACK_14-5A ABS 14-5A C1 144A	F	2	475,000	470,047.5	500,000.00	477,137.44	(7,089.94	)	2,137.44		—	—	3.011	FMAN	2,299.99	7,945.25	20150121	20260507
821697YN3	SHELBY CNTY TENN HEALTH EDL & MUNI BND R		1	5,647,650	5,484,750	5,000,000.00	5,460,992.96	23,757.04		(139,064.82	)	—	—	5.25	MS	21,875.00	262,500	20080521	20210901
822582AR3	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		993,640	998,103.79	1,000,000.00	995,820.98	2,282.81		1,632.15		—	—	1.125	FA	1,250.00	11,250	20120814	20170821
822582BG6	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		1,317,201.6	1,319,362.72	1,320,000.00	1,317,408.68	1,954.04		355.40		—	—	2.125	MN	10,908.33	7,827.08	20150506	20200511
82620KAB9	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		7,598,480	7,556,608.11	7,600,000.00	7,598,650.7	(42,042.59	)	170.70		—	—	1.45	MN	37,957.78	—	20150518	20180525
82620KAC7	SIEMENS FINANCIERINGSMAATSCHAP SENIOR CO	F		5,892,212	5,880,243.15	5,900,000.00	5,892,723.72	(12,480.57	)	557.21		—	—	2.15	MN	43,692.77	3,870	20150518	20200527
826239EQ4	SIERRA CALIF JT CMNTY COLLEGE MUNI BND G		1	1,366,855.5	1,366,085	1,150,000.00	1,344,699.74	21,385.26		(16,653.37	)	—	—	5	FA	9,583.33	57,500	20130913	20270801
82735LAA1	SBY_14-1 ABS_14-1 A 144A		2	1,134,490.57	1,111,011.15	1,134,490.57	1,134,490.57	(23,479.42	)	—		—	—	1.207	MON	532.63	11,238.83	20140730	20310917
828807BZ9	SIMON PROPERTY GROUP LP CORP BND			3,411,840	3,342,488.7	3,000,000.00	3,358,079.85	(15,591.15	)	(53,760.15	)	—	—	6.125	MN	61,760.42	13,270.83	20150429	20180530
828807CA3	SIMON PROPERTY GROUP LP CORP BND		1	405,007.68	386,937.34	308,000.00	386,636.82	300.52		(17,297.02	)	—	—	10.35	AO	15,939.00	15,939	20141211	20190401
828807CD7	SIMON PROPERTY GROUP LP CORP BND		1	1,964,190.21	1,932,813.06	1,706,000.00	1,943,335.91	(10,522.85	)	(20,854.30	)	—	—	5.65	FA	16,064.83	20,326.66	20150513	20200201
828807CJ4	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	102,377	101,350.56	100,000.00	101,881.22	(530.66	)	(495.78	)	—	—	2.15	MS	95.56	883.89	20150414	20170915
828807CM7	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	6,867,544	6,833,229.81	6,860,000.00	6,866,469.83	(33,240.02	)	(1,095.34	)	—	—	1.5	FA	17,150.00	19,972.5	20150720	20180201
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	7,358,478.9	7,446,881.26	7,369,000.00	7,362,136.89	84,744.37		1,443.04		—	—	2.2	FA	27,019.66	162,118	20140113	20190201
828807CR6	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	840,720	821,918.08	800,000.00	838,412.08	(16,494	)	(2,307.92	)	—	—	3.75	FA	5,000.00	11,833.34	20150304	20240201
828807CU9	SIMON PROPERTY GROUP LP SENIOR CORP BND		1	599,658	605,124.75	600,000.00	599,664.27	5,460.48		6.27		—	—	2.5	MS	1,833.33	—	20150810	20200901
83164JU46	SBA PRIME FLTR SBA PRIME FLTR		2	1,323,396.3	1,383,665.04	1,307,393.80	1,322,287.19	61,377.85		(2,402.69	)	—	—	2.35	MON	2,560.31	24,481.15	20091117	20310425
83367TBH1	SOCIETE GENERALE SA CAPSEC CORP BND 144A	F	1	3,870,000	3,690,000	4,000,000.00	3,871,424.49	(181,424.49	)	847.42		—	—	6	JJ	42,666.67	240,000	20140827	20491231
83703EJY2	SOUTH CAROLINA JOBS-ECONOMIC D MUNI BND		1	993,750	1,002,420	1,000,000.00	996,694.02	5,725.98		2,171.70		—	—	5	MN	20,833.33	25,000	20060106	20161101
842400GB3	SOUTHERN CALIFORNIA EDISON CO. SECURED C			4,405,808	4,388,559.91	4,400,000.00	4,403,111.28	(14,551.37	)	(1,449.16	)	—	—	1.125	MN	20,625.00	24,750	20140506	20170501
842400GF4	SOUTHERN CALIFORNIA EDISON CO. SECURED C		2	4,248,214.3	4,224,848.99	4,248,214.30	4,248,214.3	(23,365.31	)	—		—	—	1.845	FA	13,063.26	45,721.42	20150113	20220201
842587CM7	SOUTHERN COMPANY (THE) SENIOR CORP BND		1	5,989,680	5,953,784.16	6,000,000.00	5,990,268.22	(36,484.06	)	588.22		—	—	2.75	JD	49,958.34	—	20150609	20200615
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A			3,333,899.45	3,350,229.74	3,335,000.00	3,334,299.24	15,930.5		158.65		—	—	2.2	JD	24,456.67	36,685	20131118	20181201
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		7,999,374.1	7,889,824.8	7,800,000.00	7,838,247.04	51,577.76		(43,448.05	)	—	—	2.625	MN	70,525.00	102,375	20121206	20160527

84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		2,294,388	2,345,218.07	2,300,000.00	2,298,041.42	47,176.65		1,898.73		—	—	2.3	JD	13,371.94	79,196.67		20120329	20170630
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		5,854,157	5,876,872.11	5,900,000.00	5,872,275.26	4,596.85		4,806.44		—	—	1.75	MN	39,005.56	51,625		20121107	20191115
84861CAA3	SPMF 2014-4A SENIOR CMBS _14-4A A1		2	3,992,636	4,032,732	4,000,000.00	3,992,606.92	40,125.08		(5.02	)	—	—	3.501	MON	11,671.33	105,018.67		20141121	20450120
853254AW0	STANDARD CHARTERED PLC SENIOR CORP BND 1	F		9,490,215	9,208,862.43	9,500,000.00	9,491,063.25	(282,200.82	)	848.25		—	—	2.25	AO	97,375.00	—		20150413	20200417
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND R			4,157,579	4,093,937.71	3,700,000.00	4,061,643.22	32,294.49		(72,321.83	)	—	—	4.75	MN	73,229.17	87,875		20140930	20190501
855244AF6	STARBUCKS CORP SENIOR CORP BND		1	498,600	506,950.04	500,000.00	498,929.72	8,020.32		242.12		—	—	2	JD	3,222.22	5,000		20131202	20181205
85571XAL1	SRTP _14-STAR ABS _14-STAR -B		2	2,000,000	1,982,690	2,000,000.00	2,000,000	(17,310	)	—		—	—	1.857	MON	1,650.67	26,534.97		20141107	20271115
857477AG8	STATE STREET CORP SENIOR CORP BND			1,888,683	1,861,353.7	1,700,000.00	1,881,688.4	(20,334.7	)	(6,994.60	)	—	—	4.375	MS	4,958.34	11,776.03		20150707	20210307
857477AK9	STATE STREET CORP SENIOR CORP BND			4,051,931.5	4,051,941.95	4,075,000.00	4,061,118.24	(9,176.29	)	3,837.40		—	—	1.35	MN	20,782.50	27,506.25		20140106	20180515
857477AN3	STATE STREET CORP SENIOR CORP BND			729,281	699,422.05	700,000.00	727,773.42	(28,351.37	)	(1,507.58	)	—	—	3.3	JD	6,737.50	6,673.34		20150225	20241216
857477AQ6	STATE STREET CORP CAPSEC CORP BND		1	4,375,000	4,364,062.5	4,375,000.00	4,375,000	(10,937.5	)	—		—	—	5.25	MS	10,208.33	72,734.38		20150514	99990101
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F		3,107,100	3,029,057.1	3,000,000.00	3,034,336.54	(5,279.44	)	(23,238.37	)	—	—	1.8	MN	19,200.00	31,000		20130411	20161123
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F		10,202,467.5	10,126,524.81	10,250,000.00	10,221,215.32	(94,690.51	)	8,001.45		—	—	1.15	MN	44,530.54	58,937.5		20140429	20180515
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F		1,300,434	1,305,030.71	1,300,000.00	1,300,482.36	4,548.35		(72.66	)	—	—	1.95	MN	10,069.59	21,233.33		20131105	20181108
86212TAA7	STORE MASTER FUNDING LLC STR_1 ABS_12-1A		2	2,222,436.68	2,233,716.4	2,103,148.72	2,220,729.7	12,986.7		(2,818.67	)	—	—	5.77	MON	3,707.97	64,360.65		20150306	20420820
86213BAB3	STR_14-1A WHOLE CMO _14-1A-A2 144A		2	1,091,890.63	1,064,029.86	993,333.33	1,090,123.01	(26,093.15	)	(2,098.34	)	—	—	5	MON	1,517.59	32,066.21		20150123	20440420
86213CAA3	STR_15-1A ABS 15-1A A1 144A		2	1,496,554.41	1,509,263.15	1,496,875.01	1,496,557.53	12,705.62		3.77		—	—	3.75	MON	1,715.17	24,042.97		20150414	20450420
8628113T1	STRATFORD REC CO LLC MUNITAX BND GO			782,955	783,105	750,000.00	774,650.2	8,454.8		(6,228.45	)	—	—	2.989	FA	2,864.46	22,417.5		20131018	20180815
864425AB9	SUBURBAN HOSP HEALTHCARE SYS I MUNITAX B		2	135,620.76	134,362.8	132,000.00	133,007.72	1,355.08		(4,681.45	)	—	—	7.705	FA	1,299.57	14,793.6		20050323	20160215
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F		2,695,518	2,713,230	2,700,000.00	2,698,412.29	14,817.71		1,047.92		—	—	1	MN	10,200.00	13,500		20130822	20161115
87020DAR5	SWEDEN KINGDOM CORP BND 144A MTN	F		1,994,860	2,001,440.12	2,000,000.00	1,996,029.98	5,410.14		1,169.98		—	—	0.875	JJ	3,305.56	8,750		20150115	20180123
87154EAE0	SYMP_14-15A MEZZANIN ABS_14-15A C 144A	F	1	1,005,000	997,572.3	1,000,000.00	1,004,698.34	(7,126.04	)	(301.66	)	—	—	3.489	JAJO	7,364.61	11,547.51		20150316	20261017
87158YAQ5	SYMP_12-10AR MEZZANIN ABS 12-10AR CR 144	F	2	2,500,000	2,511,867.5	2,500,000.00	2,500,000	11,867.5		—		—	—	3.144	JAJO	15,283.82	19,762.48		20150408	20230723
87165LAA9	SYNCT_14-1 SENIOR ABS _14-1-A		2	904,748.95	907,986.52	905,000.00	904,820.06	3,166.46		62.10		—	—	1.61	MON	647.58	10,927.89		20141114	20201115
87165LAP6	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	8,048,915.67	8,048,915.67	8,050,000.00	8,048,916.25	(0.58	)	0.58		—	—	1.74	MON	360.01	—		20150925	20210915
87165LAT8	GE CAPITAL CREDIT CARD MASTER SENIOR ABS		2	3,699,965.96	3,718,722	3,700,000.00	3,699,965.67	18,756.33		(0.29	)	—	—	2.38	MON	244.61	—		20150925	20230915
87236YAE8	TD AMERITRADE HLDG CORP SENIOR CORP BND		1	3,915,776.25	3,941,797.55	3,925,000.00	3,916,494.56	25,302.99		718.31		—	—	2.95	AO	64,969.66	—		20150304	20220401
87247CAA1	TICP_14-2A ABS _14-2A-A1A 144A	F	1	3,720,000	3,702,542.25	3,750,000.00	3,724,278.63	(21,736.38	)	4,131.84		—	—	1.737	JAJO	13,208.44	59,996.9		20141217	20260720
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		5,711,170.95	5,635,104.12	5,715,000.00	5,713,042.24	(77,938.12	)	568.21		—	—	1.625	AO	45,918.44	46,434.38		20130327	20180403
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED C	F		3,796,792.5	3,762,873.75	3,750,000.00	3,766,754.97	(3,881.22	)	(9,271.00	)	—	—	1.625	MS	2,369.79	83,416.67		20130319	20170317
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	F		7,000,000	7,245,140	7,000,000.00	7,000,000	245,140		—		—	—	8.495	MJSD	16,518.06	451,208.33		20130402	20160509
87612EAS5	TARGET CORPORATION CORP BND			1,131,160	1,107,528	1,000,000.00	1,109,199.45	(1,671.45	)	(21,960.55	)	—	—	6	JJ	12,666.67	15,333.33		20150408	20180115
87612EAV8	TARGET CORPORATION CORP BND			1,287,518	1,275,339.9	1,175,000.00	1,276,108.56	(768.66	)	(11,409.44	)	—	—	3.875	JJ	9,612.15	16,315.37		20150303	20200715
87612EBB1	TARGET CORPORATION SENIOR CORP BND			1,762,452.45	1,771,506.05	1,735,000.00	1,761,694.38	9,811.67		(758.07	)	—	—	2.3	JD	10,530.48	(5,961.47	)	20150903	20190626

87970UAE6	TELOS_14-6A ABS _14-6A-B1 144A	F	2	2,405,585	2,442,042.5	2,500,000.00	2,416,000.17	26,042.33		9,355.94		—	—	2.389	JAJO	12,605.97	37,324.11	20141030	20270117
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND			2,552,790.6	2,615,504.91	2,565,000.00	2,557,526.15	57,978.76		1,774.67		—	—	1.75	AO	20,698.12	22,443.75	20130924	20181015
88165FAC6	TEVA PHARMACEUTICAL FIN CO. BV CORP BND	F		1,026,840	1,011,556	1,000,000.00	1,014,173.83	(2,617.83	)	(9,461.92	)	—	—	2.4	MN	9,400.00	12,000	20111107	20161110
8821172X1	TEXAS A & M UNIV PERM UNIV FD MUNITAX BN			2,005,720	2,009,100	2,000,000.00	2,005,238.91	3,861.09		(481.09	)	—	—	1.75	JJ	8,750.01	6,611.11	20150408	20200701
88224LAC2	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B			1,500,000	1,491,642	1,500,000.00	1,500,000	(8,358	)	—		—	—	1.305	AO	9,787.50	5,709.38	20141209	20171001
88224LAE8	TEXAS CHILDRENS HEALTH PLAN (T MUNITAX B			2,000,000	2,003,624	2,000,000.00	2,000,000	3,624		—		—	—	2.075	AO	20,750.00	12,104.16	20141209	20191001
882508AR5	TEXAS INSTRUMENTS INCORPORATED CORP BND			514,270	505,505	500,000.00	505,495.84	9.16		(6,549.77	)	—	—	2.375	MN	4,486.11	5,937.5	20110516	20160516
882508AU8	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			295,140	297,719.72	300,000.00	295,384.28	2,335.44		244.28		—	—	1.65	FA	797.50	247.5	20150710	20190803
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			2,470,300	2,470,257.95	2,500,000.00	2,482,149.67	(11,891.72	)	5,042.72		—	—	1	MN	10,416.66	12,500	20130501	20180501
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CO			1,996,040	1,995,650.48	2,000,000.00	1,998,075.1	(2,424.62	)	1,065.74		—	—	0.875	MS	923.61	19,506.43	20140305	20170312
882806AT9	TEXAS TECH UNIV MUNI BND REV		1	2,263,420	2,219,100	2,000,000.00	2,204,916.12	14,183.88		(43,868.97	)	—	—	5	FA	12,777.78	100,000	20090203	20240215
882806EL2	TEXAS TECH UNIV MUNITAX BND REV			5,000,000	5,053,150	5,000,000.00	5,000,000	53,150		—		—	—	1.804	FA	11,525.56	31,570	20150318	20190215
883556BB7	THERMO FISHER SCIENTIFIC INC SENIOR CORP			2,001,260	2,001,277.62	2,000,000.00	2,000,897.95	379.67		(397.85	)	—	—	1.85	JJ	7,811.11	74,303.19	20120816	20180115
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP			6,824,023.1	6,852,172.29	6,810,000.00	6,820,887.16	31,285.13		(4,101.28	)	—	—	2.4	FA	26,706.67	181,653.33	20150514	20190201
88428LAA0	THIRD POINT RE USA HOLDINGS IN SENIOR CO			12,000,000	12,000,000	12,000,000.00	12,000,000	—		—		—	—	7	FA	112,000.01	420,000	20150210	20250213
88579YAD3	3M CO CORP BND			5,032,167	5,115,620.81	5,075,000.00	5,066,215	49,405.81		6,496.41		—	—	1.375	MS	387.67	69,781.26	20110926	20160929
88579YAP6	3M CO SENIOR CORP BND MTN			4,167,568.5	4,195,285.07	4,175,000.00	4,167,932.14	27,352.93		363.64		—	—	1.375	FA	8,610.94	—	20150804	20180807
88732JAL2	TIME WARNER CABLE INC CORP BND			1,304,897	1,221,241.78	1,100,000.00	1,240,581.3	(19,339.52	)	(40,682.45	)	—	—	6.75	JJ	18,562.50	86,437.5	20140605	20180701
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A		5,138,450	5,139,576.06	5,100,000.00	5,123,296.86	16,279.2		(11,846.65	)	—	—	1.5	MS	3,825.00	76,500	20140813	20170313
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		2,938,030.2	2,919,953.02	2,940,000.00	2,938,966.66	(19,013.64	)	292.56		—	—	1.4	AO	17,264.33	20,580	20130423	20180430
89114QAV0	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		4,200,834	4,236,779.83	4,200,000.00	4,201,094.82	35,685.01		78.82		—	—	2.25	MN	38,325.00	41,050	20150304	20191105
89114QB64	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		204,797.05	204,881.05	205,000.00	204,809.63	71.42		12.58		—	—	1.75	JJ	677.64	—	20150716	20180723
89152UAA0	TOTAL CAPITAL S.A. CORP BND	F		5,126,400	5,000,400	5,000,000.00	5,000,343.97	56.03		(93,981.84	)	—	—	3.125	AO	77,690.97	78,125	20090925	20151002
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		1,593,024	1,609,451.04	1,600,000.00	1,598,022.84	11,428.2		1,107.67		—	—	1.5	FA	2,933.34	62,311.46	20120214	20170217
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		4,092,333	4,126,993.54	4,100,000.00	4,097,262.87	29,730.67		1,412.25		—	—	1.55	JD	16,417.09	42,644.38	20150929	20170628
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		2,173,434	2,176,653	2,175,000.00	2,174,849.96	1,803.04		355.85		—	—	0.75	JJ	2,990.63	16,312.5	20120918	20160125
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		99,726	100,212.01	100,000.00	99,920.18	291.83		113.99		—	—	1	FA	136.11	1,883.33	20130805	20160812
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		399,120	399,257.96	400,000.00	399,621.01	(363.05	)	220.66		—	—	1	JJ	900.00	3,977.78	20140108	20170110
89153VAK5	TOTAL CAPITAL INTERNATIONAL SA TOTAL CAP	F		1,998,760	2,027,209.94	2,000,000.00	1,999,062.56	28,147.38		207.68		—	—	2.125	JJ	9,562.50	42,500	20140108	20190110
89190AAD2	TAOT_14-C ABS _14-C-A4		2	2,499,252.75	2,513,999.95	2,500,000.00	2,499,461.2	14,538.75		162.75		—	—	1.44	MON	1,600.00	27,000	20141007	20200415
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4		2	9,998,335	10,035,199.7	10,000,000.00	9,998,937.52	36,262.18		354.15		—	—	1.31	MON	5,822.22	98,250.03	20140610	20190916
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN			2,595,875	2,530,972.5	2,500,000.00	2,527,003.58	3,968.92		(25,223.88	)	—	—	2	MS	2,222.22	70,333.33	20130405	20160915
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			5,067,400	5,044,814.3	5,000,000.00	5,042,098.88	2,715.42		(19,492.45	)	—	—	1.75	MN	31,354.17	46,861.11	20120517	20170522
89236PAD5	TAOT_12-A ABS 12-A		2	330,453.53	330,629.04	330,484.95	330,480.85	148.19		16.43		—	—	0.99	MON	145.41	4,881.26	20120411	20170815

89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	1,154,002.8	1,153,756.1	1,154,011.68	1,154,005.64	(249.54	)	20.91		—	—	0.55	MON	282.09	10,100.71		20130409	20170117
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A		2	2,805,309.38	2,807,274.3	2,810,000.00	2,807,261.11	13.19		1,840.79		—	—	0.69	MON	861.73	10,857.42		20150316	20181115
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			3,598,524	3,604,428	3,600,000.00	3,599,688.27	4,739.73		375.32		—	—	0.8	MN	10,720.00	16,111.12		20130514	20160517
89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND		1	2,991,000	2,995,539	3,000,000.00	2,995,361.35	177.65		2,401.26		—	—	0.75	MJSD	1,625.00	16,875		20140723	20170303
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,499,205	1,498,269.54	1,500,000.00	1,499,566.07	(1,296.53	)	197.06		—	—	1.125	MN	6,328.13	8,437.5		20140513	20170516
89236TCA1	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			5,527,417.05	5,536,088.24	5,535,000.00	5,529,207.57	6,880.67		1,790.52		—	—	1.45	JJ	17,612.07	40,128.75		20150107	20180112
89236TCF0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,119,160	1,122,083.94	1,120,000.00	1,119,248.43	2,835.51		88.43		—	—	2.15	MS	1,270.89	12,040		20150309	20200312
89236TCP8	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND			1,248,937.5	1,249,281.32	1,250,000.00	1,249,012.99	268.33		75.49		—	—	1.55	JJ	4,197.92	—		20150708	20180713
89236VAC4	TAOT_13-B ABS 13-B A3		2	457,749.11	458,088.18	457,770.94	457,763.98	324.2		12.16		—	—	0.89	MON	181.07	4,547.48		20130911	20170717
89236VAD2	TAOT_13-B SENIOR ABS_13-B A4		2	629,492.19	629,106.25	625,000.00	628,183.06	923.19		(1,309.13	)	—	—	1.46	MON	405.56	4,461.08		20150316	20190115
89267XAF5	TRADEWYND RE LTD CORP BND 144A	F		500,000	500,350	500,000.00	500,000	350		—		—	—	5.013	JAJO	6,405.50	12,717.75		20141205	20180108
89267XAG3	TRADEWYND RE LTD CORP BND 144A	F		500,000	500,960	500,000.00	500,000	960		—		—	—	6.75	JAJO	8,625.00	17,115.92		20141205	20160108
89267XAH1	TRADEWYND RE LTD CORP BND 144A	F		9,250,000	9,371,267.5	9,250,000.00	9,250,000	121,267.5		—		—	—	7.038	JAJO	166,358.68	572,325.04		20141205	20180108
89289YAB6	TRAMLINE RE II LTD CORP BND 144A	F		1,000,000	1,025,490	1,000,000.00	1,000,000	25,490		—		—	—	9.75	JAJO	24,916.67	51,814.61		20141204	20190104
893526DK6	TRANSCANADA PIPELINES LIMITED CORP BND	A		1,071,740	1,054,682.77	1,000,000.00	1,065,979.79	(11,297.02	)	(5,760.21	)	—	—	3.8	AO	19,000.00	(1,266.67	)	20150408	20201001
89352HAN9	TRANSCANADA PIPELINES LIMITED SENIOR COR	A		824,735.5	826,902.57	825,000.00	825,040.21	1,862.36		304.71		—	—	1.875	JJ	3,394.54	5,286.46		20150715	20180112
89356BAA6	TRANSCANADA TRUST CAPSEC CORP BND	A	1	1,075,000	1,032,000	1,075,000.00	1,075,000	(43,000	)	—		—	—	5.625	MN	22,003.91	—		20150513	20750520
89837LAA3	PRINCETON UNIVERSITY MUNI BND REV			1,525,670.4	1,485,082.87	1,340,000.00	1,486,715.59	(1,632.72	)	(30,901.35	)	—	—	4.95	MS	5,527.50	66,330		20141017	20190301
89837RAA0	TRUSTEES OF DARTMOUTH COLLEGE MUNITAX BN			566,110	552,552.03	500,000.00	556,336.69	(3,784.66	)	(9,773.31	)	—	—	4.75	JD	7,916.67	7,718.75		20150130	20190601
898711Q33	TUCSON ARIZ CTFS PARTN MUNITAX BND GO			506,550	505,500	500,000.00	504,200.51	1,299.49		(1,765.30	)	—	—	2.139	JJ	2,673.75	10,695		20120322	20170701
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BN	F	1	1,634,149.8	1,639,325.13	1,635,000.00	1,634,340.14	4,984.99		122.52		—	—	2.35	FA	6,403.75	38,529.23		20140728	20190801
90261XHH8	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			3,967,644.3	3,942,998.78	3,945,000.00	3,964,347.96	(21,349.18	)	(3,296.34	)	—	—	1.8	MS	986.25	29,982		20150421	20180326
90261XHK1	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			831,893.8	831,266.42	835,000.00	832,109.92	(843.5	)	216.12		—	—	2.35	MS	272.54	6,268.3		20150527	20200326
90261XHL9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			12,987,780	12,942,084.61	13,000,000.00	12,989,795.07	(47,710.46	)	2,015.07		—	—	1.375	JD	59,583.34	—		20150929	20170601
90261XHM7	UBS AG (STAMFORD BRANCH) SENIOR CORP BND			1,500,000	1,498,905.03	1,500,000.00	1,500,000	(1,094.97	)	—		—	—	0.884	MJSD	1,105.50	3,230.54		20150527	20170601
90264AAA7	UBS PD FD TST IV CORP BND		1	5,206,250	5,062,500	5,000,000.00	5,206,250	(143,750	)	—		—	—	6.243	MN	117,923.33	156,075		20141110	99990101
90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2		2	1,368,685.5	1,372,571.64	1,355,000.00	1,366,020.44	6,551.2		(1,982.00	)	—	—	2.137	MON	2,412.46	21,712.14		20140923	20460310
90323WAA8	URSA RE LTD CORP BND 144A	F		1,250,000	1,243,600	1,250,000.00	1,250,000	(6,400	)	—		—	—	3.555	MJSD	3,652.40	32,736.32		20141114	20171207
90323WAB6	URSA RE LTD CORP BND 144A	F		1,250,000	1,251,262.5	1,250,000.00	1,250,000	1,262.5		—		—	—	5.055	MJSD	5,193.49	46,760.28		20141114	20171207
90323WAC4	URSA RE LTD SENIOR CORP BND 144A	F		2,500,000	2,513,975	2,500,000.00	2,500,000	13,975		—		—	—	5	MJSD	5,479.45	—		20150910	20180921
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	5,749,137.5	5,760,897.4	5,750,000.00	5,749,614.56	11,282.84		225.13		—	—	1.1	JJ	10,717.36	67,772.22		20140127	20170130
90331HMH3	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	3,997,760	4,009,415.28	4,000,000.00	3,998,537.2	10,878.08		550.18		—	—	1.375	MS	3,055.56	55,000		20140908	20170911
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	4,000,000	3,983,200.08	4,000,000.00	4,000,000	(16,799.92	)	—		—	—	0.533	MJSD	1,184.44	14,950.02		20140908	20170911
90331HML4	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	8,737,837.5	8,794,835.83	8,745,000.00	8,739,170.5	55,665.33		1,219.35		—	—	2.125	AO	78,978.28	125,451.76		20150729	20191028

90331HMQ3	US BANK NA/CINCINNATI OH SENIOR CORP BND		1	6,689,816	6,693,727.93	6,700,000.00	6,692,087.55	1,640.38		2,271.55		—	—	1.35	JJ	16,331.25	44,973.75		20150122	20180126
90351DAA5	UBS GROUP FUNDING JERSEY LTD SENIOR CORP	F		5,989,740	6,017,719.56	6,000,000.00	5,989,776.88	27,942.68		36.88		—	—	2.95	MS	3,441.67	—		20150921	20200924
903724AK8	AID-UKRAINE AGENCY BND	F		4,285,000	4,369,298.81	4,285,000.00	4,285,000	84,298.81		—		—	—	1.844	MN	29,630.78	39,507.7		20140514	20190516
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND			3,088,000	3,119,505.41	3,125,000.00	3,111,173.65	8,331.76		8,531.68		—	—	0.85	FA	4,353.30	40,162.5		20120730	20170802
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND			2,616,071.25	2,675,078.32	2,625,000.00	2,620,677.62	54,400.7		880.04		—	—	2.2	MS	4,010.42	57,750		20130911	20190306
904764AR8	UNILEVER CAPITAL CORP SENIOR CORP BND			546,815.5	551,105.18	550,000.00	546,918.1	4,187.08		102.60		—	—	2.1	JJ	1,957.08	—		20150728	20200730
907818CZ9	UNION PACIFIC CORPORATION CORP BND			275,372.5	273,502.87	250,000.00	273,133.66	369.21		(2,238.84	)	—	—	5.75	MN	5,430.56	(2,435.76	)	20150713	20171115
907818DA3	UNION PACIFIC CORPORATION CORP BND			1,999,631.7	1,952,050.1	1,749,000.00	1,936,486.34	15,563.76		(47,347.77	)	—	—	5.7	FA	12,738.55	99,693		20121205	20180815
907818EA2	UNION PACIFIC CORPORATION SENIOR CORP BN		1	1,006,336.49	988,615.27	1,000,000.00	1,005,436.01	(16,820.74	)	(900.48	)	—	—	1.8	FA	3,000.00	8,860.9		20150202	20200201
907818EE4	UNION PACIFIC CORPORATION SENIOR CORP BN		1	3,247,400	3,274,860.5	3,250,000.00	3,247,540.37	27,320.13		140.37		—	—	2.25	JD	20,718.75	—		20150616	20200619
91159HHE3	US BANCORP SENIOR CORP BND MTN		1	4,993,800	5,038,203.45	5,000,000.00	4,996,081.34	42,122.11		903.57		—	—	1.95	MN	36,833.33	48,750		20131104	20181115
912828A34	UNITED STATES TREASURY GOVT BND			1,987,730	2,016,200.1	2,000,000.00	1,990,839.34	25,360.76		2,302.50		—	—	1.25	MN	8,401.64	4,474.04		20150721	20181130
912828A42	UNITED STATES TREASURY GOVT BND			3,964,379.7	4,000,866.5	3,895,000.00	3,957,497.69	43,368.81		(6,882.01	)	—	—	2	MN	26,179.52	33,545.07		20150223	20201130
912828B90	UNITED STATES TREASURY GOVT BND			1,020,783.25	1,025,200.04	1,000,000.00	1,019,070.06	6,129.98		(2,276.11	)	—	—	2	FA	1,703.30	11,902.18		20150326	20210228
912828C99	UNITED STATES TREASURY GOVT BND			5,080,199.41	5,075,790.23	5,000,000.00	5,170,668.74	(94,878.51	)	90,469.33		—	—	0.125	AO	2,939.32	363.01		20150324	20190415
912828D49	UNITED STATES TREASURY GOVT BND			11,900,742.77	11,905,339.86	11,850,000.00	11,889,800.31	15,539.55		(10,942.46	)	—	—	0.875	FA	13,242.70	31,685.46		20150814	20170815
912828D56	UNITED STATES TREASURY GOVT BND			1,187,039.09	1,220,573.69	1,185,000.00	1,186,994.88	33,578.81		(101.93	)	—	—	2.375	FA	3,460.30	10,009.71		20150710	20240815
912828G38	UNITED STATES TREASURY GOVT BND			5,217,968.75	5,093,899.9	5,000,000.00	5,204,204.09	(110,304.19	)	(17,657.64	)	—	—	2.25	MN	42,493.21	74,723.45		20150127	20241115
912828G53	UNITED STATES TREASURY GOVT BND			8,160,117.19	8,359,229.75	8,250,000.00	8,163,927.87	195,301.88		3,980.32		—	—	1.875	MN	51,985.15	(5,110.15	)	20150612	20211130
912828G87	UNITED STATES TREASURY GOVT BND			7,508,008.33	7,515,803.11	7,317,000.00	7,489,591.85	26,211.26		(20,940.08	)	—	—	2.125	JD	39,294.08	87,665.23		20150116	20211231
912828G95	UNITED STATES TREASURY GOVT BND			6,094,687.5	6,090,720.06	6,000,000.00	6,081,969.71	8,750.35		(12,717.79	)	—	—	1.625	JD	24,639.95	41,747.24		20150121	20191231
912828H37	UNITED STATES TREASURY GOVT BND			6,176,314.12	6,216,368	6,200,000.00	6,179,306.22	37,061.78		6,108.08		—	—	0.875	JJ	11,498.64	26,159.35		20150601	20180115
912828J27	UNITED STATES TREASURY GOVT BND			1,224,474.61	1,225,178.42	1,230,000.00	1,224,762.87	415.55		2,994.04		—	—	2	FA	3,141.85	107,472.91		20150312	20250215
912828J35	UNITED STATES TREASURY GOVT BND			399,313.17	400,064	400,000.00	399,497.14	566.86		227.11		—	—	0.5	FA	170.33	1,113.45		20150323	20170228
912828J68	UNITED STATES TREASURY GOVT BND			1,376,125.36	1,382,122.47	1,375,000.00	1,375,933.97	6,188.5		(33.25	)	—	—	1	MS	604.40	9,830.41		20150323	20180315
912828J92	UNITED STATES TREASURY GOVT BND			10,182,874.96	10,203,877.25	10,205,000.00	10,184,951	18,926.25		2,318.28		—	—	0.5	MS	139.41	9,278.61		20150814	20170331
912828K25	UNITED STATES TREASURY GOVT BND			31,127,459.88	31,300,154.45	31,350,000.00	31,156,420.52	143,733.93		30,200.62		—	—	0.75	AO	108,568.65	(14,124.99	)	20150701	20180415
912828K66	UNITED STATES TREASURY GOVT BND			70,793,081.74	70,945,327.87	71,000,000.00	70,828,498.21	116,829.66		36,017.69		—	—	0.5	AO	148,559.79	(29,266.32	)	20150911	20170430
912828K74	UNITED STATES TREASURY GOVT BND			2,948,392.03	2,959,083.63	2,975,000.00	2,948,538.81	10,544.82		146.78		—	—	2	FA	7,275.82	(5,317.93	)	20150929	20250815
912828L32	UNITED STATES TREASURY GOVT BND			5,039,699.34	5,060,762.61	5,055,000.00	5,039,764.43	20,998.18		65.09		—	—	1.375	FA	5,919.50	(4,463.27	)	20150922	20200831
912828QF0	UNITED STATES TREASURY GOVT BND			5,864,093.28	5,657,960	5,600,000.00	5,650,172.22	7,787.78		(73,226.24	)	—	—	2	AO	46,869.57	76,505.14		20130201	20160430
912828QX1	UNITED STATES TREASURY GOVT BND			19,992,897.35	19,685,835	19,500,000.00	19,584,382.18	101,452.82		(159,163.34	)	—	—	1.5	JJ	49,279.89	838,245.31		20110816	20160731
912828RF9	UNITED STATES TREASURY GOVT BND			30,965,659.6	30,874,372.93	30,700,000.00	30,807,755.25	66,617.68		(111,331.88	)	—	—	1	FA	26,145.60	475,031.84		20150319	20160831
912828RH5	UNITED STATES TREASURY GOVT BND			28,870,107.74	29,075,682.43	28,700,000.00	28,861,797.93	213,884.5		(6,755.67	)	—	—	1.375	MS	1,078.19	162,621.94		20150916	20180930

912828RP7	UNITED STATES TREASURY GOVT BND	3,021,810	3,072,300.13	3,000,000.00	3,016,592.91	55,707.22		(4,868.42	)	—	—	1.75	AO	21,970.11	38,947.01		20130402	20181031
912828RU6	UNITED STATES TREASURY GOVT BND	48,844,375.67	48,796,153.36	48,550,000.00	48,714,194.49	81,958.87		(81,010.64	)	—	—	0.875	MN	142,645.33	134,947.23		20150605	20161130
912828SC5	UNITED STATES TREASURY GOVT BND	20,250,163.62	20,255,785.49	20,150,000.00	20,228,313.02	27,472.47		(19,305.68	)	—	—	0.875	JJ	29,704.82	44,585.12		20150708	20170131
912828SJ0	UNITED STATES TREASURY GOVT BND	3,003,642.86	3,016,290	3,000,000.00	3,001,522.38	14,767.62		(794.81	)	—	—	0.875	FA	2,235.58	26,250		20130927	20170228
912828SM3	UNITED STATES TREASURY GOVT BND	23,321,081.4	23,367,737.63	23,200,000.00	23,278,716.6	89,021.03		(46,880.81	)	—	—	1	MS	633.88	273,475.41		20141230	20170331
912828SS0	UNITED STATES TREASURY GOVT BOND	11,585,839.31	11,559,339.89	11,500,000.00	11,533,187.31	26,152.58		(15,553.75	)	—	—	0.875	AO	42,109.38	50,312.5		20130313	20170430
912828TB6	UNITED STATES TREASURY GOVT BND	905,440.52	902,475	900,000.00	901,934.3	540.7		(824.08	)	—	—	0.75	JD	1,705.84	3,375		20120713	20170630
912828TC4	UNITED STATES TREASURY GOVT BND	965,630	995,149.99	1,000,000.00	972,657.75	22,492.24		11,799.74		—	—	1	JD	2,527.17	14,392.27		20140506	20190630
912828TG5	UNITED STATES TREASURY GOVT BND	9,143,093.31	9,182,796.37	9,200,000.00	9,164,066.17	18,730.2		13,504.61		—	—	0.5	JJ	7,750.00	29,022.67		20150126	20170731
912828TH3	UNITED STATES TREASURY GOVT BND	1,825,487.57	1,879,157	1,900,000.00	1,840,258.62	38,898.38		18,571.61		—	—	0.875	JJ	2,800.95	32,072.54		20141003	20190731
912828TJ9	UNITED STATES TREASURY GOVT BND	10,582,380.98	10,711,116.22	10,800,000.00	10,587,709.51	123,406.71		5,328.53		—	—	1.625	FA	22,414.40	20,846.69		20150806	20220815
912828TM2	UNITED STATES TREASURY GOVT BND	36,401,076.52	36,498,540.73	36,500,000.00	36,406,626.52	91,914.21		9,004.68		—	—	0.625	FA	19,428.22	15,466.12		20150928	20170831
912828TS9	UNITED STATES TREASURY GOVT BND	16,462,183.92	16,592,862.17	16,600,000.00	16,519,788.32	73,073.85		35,347.10		—	—	0.625	MS	283.48	108,424.12		20150701	20170930
912828TW0	UNITED STATES TREASURY GOVT BND	53,313,950.76	53,584,528.4	53,500,000.00	53,379,042.59	205,485.81		47,081.34		—	—	0.75	AO	167,914.39	14,137.9		20150825	20171031
912828UA6	UNITED STATES TREASURY GOVT BND	24,640,988.36	24,855,677.76	24,900,000.00	24,710,713.24	144,964.52		62,162.63		—	—	0.625	MN	52,300.20	56,979.17		20150930	20171130
912828UB4	UNITED STATES TREASURY GOVT BND	2,875,320	2,970,360.03	3,000,000.00	2,898,624.74	71,735.29		17,412.47		—	—	1	MN	10,081.97	15,000		20140506	20191130
912828UE8	UNITED STATES TREASURY GOVT BND	15,383,548.69	15,477,580.92	15,470,000.00	15,402,521.63	75,059.29		18,675.89		—	—	0.75	JD	29,321.53	55,254.48		20150316	20171231
912828UJ7	UNITED STATES TREASURY GOVT BND	22,926,366.77	23,061,181.38	23,000,000.00	22,935,080.24	126,101.14		13,811.95		—	—	0.875	JJ	33,906.25	152,585.35		20150605	20180131
912828UR9	UNITED STATES TREASURY GOVT BND	20,693,689.47	20,935,335	20,950,000.00	20,783,170.92	152,164.08		67,497.69		—	—	0.75	FA	13,381.52	278,379.32		20150331	20180228
912828UZ1	UNITED STATES TREASURY GOVT BND	12,754,387.06	12,760,105.88	12,825,000.00	12,762,349.7	(2,243.82	)	20,105.40		—	—	0.625	AO	33,543.65	50,858.27		20150601	20180430
912828VG2	UNITED STATES TREASURY GOVT BND	1,351,037.43	1,352,349	1,350,000.00	1,350,406.41	1,942.59		(552.94	)	—	—	0.5	JD	1,991.80	7,188.06		20140902	20160615
912828VQ0	UNITED STATES TREASURY GOVT BND	11,526,633.58	11,610,707.57	11,455,600.00	11,519,794.97	90,912.6		(5,925.69	)	—	—	1.375	JJ	26,537.77	210,861.62		20150910	20180731
912828VW7	UNITED STATES TREASURY GOVT BND	3,022,265.4	3,014,100.3	3,000,000.00	3,007,266.67	6,833.63		(5,636.87	)	—	—	0.875	MS	1,153.85	26,250		20131122	20160915
912828WB2	UNITED STATES TREASURY GOVT BND	3,543,091.17	3,546,354.6	3,546,000.00	3,545,880.02	474.58		1,098.97		—	—	0.25	AO	3,709.81	4,432.5		20131122	20151031
912828WD8	UNITED STATES TREASURY GOVT BND	25,480,165.24	25,618,948	25,400,000.00	25,479,735.59	139,212.41		(9,541.23	)	—	—	1.25	AO	132,866.85	43,791.44		20150409	20181031
912828WF3	UNITED STATES TREASURY GOVT BND	12,811,934.15	12,829,440	12,800,000.00	12,806,719.15	22,720.85		(5,926.00	)	—	—	0.625	MN	30,191.91	63,302.22		20141114	20161115
912828WL0	UNITED STATES TREASURY GOVT BND	6,070,322.58	6,080,999.88	6,000,000.00	6,070,220.89	10,778.99		(101.69	)	—	—	1.5	MN	30,245.90	(29,754.1	)	20150928	20190531
912828WN6	UNITED STATES TREASURY GOVT BND	4,338,172.67	4,403,329	4,300,000.00	4,336,468.24	66,860.76		(2,622.24	)	—	—	2	MN	29,054.05	9,799.13		20150729	20210531
912828WR7	UNITED STATES TREASURY GOVT BND	3,393,729.36	3,452,007.44	3,350,000.00	3,392,350.93	59,656.51		(1,378.43	)	—	—	2.125	JD	17,990.32	(1,975.72	)	20150728	20210630
912828XA3	UNITED STATES TREASURY GOVT BND	3,395,490.1	3,413,871.9	3,400,000.00	3,395,863.41	18,008.49		443.04		—	—	1	MN	12,835.59	(3,302.98	)	20150702	20180515
912828XK1	UNITED STATES TREASURY GOVT BND	14,782,710.94	14,849,703.15	14,850,000.00	14,784,048.42	65,654.73		1,337.48		—	—	0.875	JJ	27,541.10	(20,126.19	)	20150909	20180715
913017BQ1	UNITED TECHNOLOGIES CORPORATN CORP BND	1,286,397.8	1,266,202.65	1,115,000.00	1,269,192.98	(2,990.33	)	(17,204.82	)	—	—	6.125	FA	11,382.29	14,986.69		20150507	20190201
913017BU2	UNITED TECHNOLOGIES CORPORATN SENIOR COR	9,706,645.1	9,829,095.19	9,715,000.00	9,712,131.46	116,963.73		1,260.50		—	—	1.8	JD	58,290.00	87,435		20121108	20170601
913017BZ1	UNITED TECHNOLOGIES CORPORATN JR SUB COR	3,312,375	3,289,791.75	3,300,000.00	3,310,708.73	(20,916.98	)	(1,666.27	)	—	—	1.778	FA	9,779.00	14,179.55		20150429	20180504

91412GTA3	UNIVERSITY CALIFORNIA MUNITAX BND REV			2,082,058.5	2,089,716.6	2,010,000.00	2,071,598.7	18,117.9		(10,459.80	)	—	—	2.566	MN	19,484.50	13,467.23		20150206	20190515
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV			2,600,000	2,684,656	2,600,000.00	2,600,000	84,656		—		—	—	2.364	MN	23,219.73	30,732		20150929	20190515
914353ZH3	UNIVERSITY ILL MUNI BND REV		1	5,689,300	5,637,850	5,000,000.00	5,617,184.04	20,665.96		(53,887.50	)	—	—	5	AO	125,000.00	125,000		20130911	20280401
914440LQ3	UNIVERSITY MASS BLDG AUTH MUNITAX BND R			995,610	1,006,420	1,000,000.00	996,665.49	9,754.51		785.77		—	—	1.333	MN	5,554.17	6,665		20130308	20181101
914682AM1	UNIVERSITY N MEX UNIV REVS MUNITAX BND R		1	1,264,462.7	1,265,479.25	1,255,000.00	1,255,000	10,479.25		—		—	—	7.8	JD	24,744.41	56,745		20010122	20200630
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			1,000,000	1,007,700	1,000,000.00	1,000,000	7,700		—		—	—	1.225	JD	4,083.33	6,125		20150601	20161201
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			1,000,000	1,002,270	1,000,000.00	1,000,000	2,270		—		—	—	0.759	JD	2,530.00	3,795		20140925	20161201
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND R			500,000	505,760	500,000.00	500,000	5,760		—		—	—	1.317	JD	2,195.00	3,292.5		20140925	20171201
91802RAT6	UTILITY DEBT SECURITIZATION AU MUNITAX B			1,986,780	2,033,700	2,000,000.00	1,988,739.58	44,960.42		1,378.88		—	—	2.042	JD	12,025.11	20,420		20131212	20210615
91830XAE2	VOYA_12-3AR ABS 12-3AR CR 144A	F	2	4,000,000	4,016,284	4,000,000.00	4,000,000	16,284		—		—	—	3.239	JAJO	28,069.60	32,611.37		20150324	20221015
922764AA3	VENTERRA RE LTD CORP BND 144A	F		7,500,000	7,514,550	7,500,000.00	7,500,000	14,550		—		—	—	3.75	MJSD	781.25	213,495.65		20131220	20170109
92328CAN5	VENTR_12-11A MEZZANIN ABS 12-11A CR 144A	F	2	1,000,000	994,601.3	1,000,000.00	1,000,000	(5,398.7	)	—		—	—	3.259	FMAN	4,345.73	8,241.67		20150423	20221114
92329JAE9	VENTR_12-12A ABS_ 12-12A C1	F	2	1,165,800	1,179,356.4	1,200,000.00	1,170,828.33	8,528.07		3,826.63		—	—	3.175	FMAN	3,598.56	28,308.46		20141002	20240228
92329JAF6	VENT_12-12A MEZZANIN ABS_12-12A C2 144A	F	2	1,000,937.5	992,491	1,000,000.00	1,000,832.44	(8,341.44	)	(105.06	)	—	—	3.825	FMAN	3,612.69	23,747.99		20150108	20240228
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND			4,800,422.96	4,750,583.71	4,710,000.00	4,752,198.87	(1,615.16	)	(32,070.15	)	—	—	2	MN	39,250.01	58,766.67		20130411	20161101
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP B			2,245,230	2,230,380.13	2,250,000.00	2,247,971.65	(17,591.52	)	715.49		—	—	1.1	MN	10,312.51	12,375		20121102	20171101
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP B			1,669,099.99	1,691,793.33	1,564,000.00	1,648,684.04	43,109.29		(11,581.50	)	—	—	4.5	MS	3,128.00	70,380		20140602	20200915
92343VCB8	VERIZON COMMUNICATIONS INC SENIOR CORP B			303,390	305,050.9	300,000.00	303,216.91	1,833.99		(173.09	)	—	—	2.55	JD	2,210.00	(616.25	)	20150713	20190617
92343VCH5	VERIZON COMMUNICATIONS INC SENIOR CORP B			9,502,904.87	9,496,398.57	9,450,000.00	9,497,557.67	(1,159.1	)	(5,347.20	)	—	—	2.625	FA	27,562.50	105,856.78		20150929	20200221
92553PAJ1	VIACOM INC CORP BND			4,077,640	3,923,901.68	4,000,000.00	4,074,716.08	(150,814.4	)	(2,923.92	)	—	—	3.875	JD	45,638.89	(3,444.44	)	20150618	20211215
92553PAY8	VIACOM INC SENIOR CORP BND		1	999,860	989,159.16	1,000,000.00	999,883.58	(10,724.42	)	22.10		—	—	2.75	JD	8,097.22	14,131.94		20141203	20191215
927781GU2	VIRGINIA COLLEGE BLDG AUTH VA MUNI BND R		1	6,594,258.3	6,444,154.85	6,055,000.00	6,411,629.45	32,525.4		(136,067.67	)	—	—	4.5	MS	22,706.25	272,475		20130916	20270901
927804FF6	VIRGINIA ELECTRIC AND POWER CO CORP BND			1,122,560	1,095,118.03	1,000,000.00	1,104,136.85	(9,018.82	)	(18,423.15	)	—	—	5.4	AO	22,650.00	2,400		20150409	20180430
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CO		1	4,008,660	3,975,675.36	4,000,000.00	4,004,070.49	(28,395.13	)	(1,376.86	)	—	—	1.2	JJ	10,133.33	48,000		20141205	20180115
928077HH2	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1,405,000	1,416,422.65	1,405,000.00	1,405,000	11,422.65		—		—	—	1.662	JJ	5,837.78	6,616.15		20150305	20180701
928077HJ8	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			1,500,000	1,517,775	1,500,000.00	1,500,000	17,775		—		—	—	2.098	JJ	7,867.50	8,916.5		20150305	20190701
928077HK5	VIRGINIA PORT AUTH PORT FAC RE MUNITAX B			2,010,000	2,037,436.5	2,010,000.00	2,010,000	27,436.5		—		—	—	2.348	JJ	11,798.70	13,371.85		20150305	20200701
92812QWJ2	VIRGINIA ST HSG DEV AUTH MUNITAX BND REV		1	3,439,440	3,344,100	3,000,000.00	3,310,227.87	33,872.13		(96,587.94	)	—	—	6.32	MN	79,000.00	94,800		20090325	20191101
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		1,442,528.77	1,437,229.84	1,447,000.00	1,445,188.7	(7,958.86	)	5,362.01		—	—	1.25	MS	251.22	69,348.61		20120919	20170926
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A		2	3,819,901.45	3,805,636.83	3,820,000.00	3,819,938.1	(14,301.27	)	24.85		—	—	1.4	MON	1,634.11	40,110.03		20140812	20190722
928668AM4	VOLKSWAGEN GROUP OF AMERICA FI SENIOR CO			529,231.5	489,585.36	530,000.00	529,283.68	(39,698.32	)	52.18		—	—	2.4	MN	4,558.00	—		20150519	20200522
928670AK4	VOLKSWAGEN INTERNATIONAL FINAN CORP BND	F		255,160	247,239.44	250,000.00	254,463.58	(7,224.14	)	(696.42	)	—	—	2.375	MS	148.44	1,236.98		20150707	20170322
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F		5,347,646	5,216,262.84	5,350,000.00	5,349,101.78	(132,838.94	)	588.22		—	—	1.125	MN	22,235.94	30,093.75		20131113	20161118
92867MAC4	VALET_13-1 ABS 13-1		2	2,469,467.26	2,465,439.07	2,469,607.77	2,469,565.22	(4,126.15	)	89.69		—	—	0.56	MON	422.58	17,341.01		20130221	20170821

92867PAC7	VALET_13-2 ABS_13-2 A3	2	321,206.82	320,600.79	321,280.94	321,255.67	(654.88	)	167.64		—	—	0.7	MON	68.72	14,430.43	20131106	20180420
92867PAD5	VALET_13-2 ABS_13-2 A4	2	1,779,686.54	1,773,734.46	1,780,000.00	1,779,835.35	(6,100.89	)	127.46		—	—	1.16	MON	630.90	32,628.15	20131106	20200320
92867TAD7	VOLKSWAGEN AUTO LOAN ENHANCED ABS _14-2-	2	4,299,269	4,256,914.04	4,300,000.00	4,299,444.24	(42,530.2	)	139.39		—	—	1.39	MON	1,826.31	44,827.47	20141015	20210520
928904FR7	VOLUSIA CNTY FLA HSG FIN AUTH MUNITAX BN	1	541,571.4	541,803.6	540,000.00	540,000	1,803.6		(1,027.62	)	—	—	7.45	JD	13,410.00	20,115	20010517	20211201
92890KAX3	WFRBS_14-C22 SENIOR CMBS_14-C22-A2	2	2,059,998.01	2,074,758.01	2,000,000.00	2,049,301.38	25,456.63		(7,996.71	)	—	—	2.976	MON	4,960.00	44,640	20140905	20570915
9292274U7	WAMU_03-S4 WAMU_03-S4	2	524,268.41	543,705.71	516,866.88	524,179.3	19,526.41		(1,415.37	)	—	—	5.5	MON	2,368.97	23,903.11	20030718	20330625
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8	2	1,816,807.73	1,761,069.27	1,835,449.01	1,818,423.51	(57,354.24	)	2,752.22		—	—	2.43	MON	3,716.43	38,301.97	20080110	20351025
92930RAB8	WFRBS_12-C9 SENIOR CMBS 12-C9	2	1,436,021.48	1,432,395.71	1,425,000.00	1,431,985.04	410.67		(3,128.18	)	—	—	1.829	MON	2,171.94	19,547.46	20141009	20451115
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE	2	1,470,037.5	1,474,191.2	1,460,000.00	1,466,409.6	7,781.6		(2,668.13	)	—	—	2.029	MON	2,468.62	22,217.58	20140918	20450315
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A	2	6,303,750	6,248,970	6,000,000.00	6,216,094.38	32,875.62		(61,921.18	)	—	—	3.223	MON	16,115.00	145,035	20140721	20460915
92938GAB4	WFRBS_13-C17 SENIOR CMBS_13-C17 A2	2	7,276,171.88	7,228,788	7,000,000.00	7,209,636.37	19,151.63		(54,471.41	)	—	—	2.921	MON	17,039.16	153,352.44	20141024	20461215
92939FAR0	WFRBS_14-C21 PRELCF SENIOR CMBS_14-C21 A	2	1,043,750	1,034,290	1,000,000.00	1,038,863.71	(4,573.71	)	(4,886.29	)	—	—	2.917	MON	2,430.83	11,424.9	20150407	20470815
92939LAB2	WFRBS_14-C25 PRELCF SENIOR CMBS _14-C25-	2	5,664,840.5	5,692,395.5	5,500,000.00	5,638,441.12	53,954.38		(26,001.13	)	—	—	2.932	MON	13,438.33	120,944.97	20141118	20471115
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A	2	11,839,559.37	11,195,701.26	10,769,032.41	11,216,161.71	(20,460.45	)	(365,662.20	)	—	—	5.297	MON	47,536.30	499,996.73	20140602	20481115
931142DE0	WAL-MART STORES INC SENIOR CORP BND		4,351,907.95	4,357,264.6	4,355,000.00	4,354,452.34	2,812.26		773.04		—	—	0.6	AO	12,339.17	13,065	20130404	20160411
931142DF7	WAL-MART STORES INC SENIOR CORP BND		491,370	499,677.62	500,000.00	493,772.91	5,904.71		2,456.30		—	—	1.125	AO	2,656.25	61,437.5	20130404	20180411
931427AE8	WALGREENS BOOTS ALLIANCE INC SENIOR CORP		1,497,945	1,504,781.81	1,500,000.00	1,498,529.92	6,251.89		544.89		—	—	1.75	MN	9,770.83	20,075.41	20141106	20171117
932117JZ8	WALL TWP N J SCH DIST MUNITAX BND GO		382,363.6	380,885.4	380,000.00	381,048.29	(162.89	)	(987.02	)	—	—	1.866	JJ	1,496.95	7,090.8	20120608	20160715
932117KA1	WALL TWP N J SCH DIST MUNITAX BND GO		391,778.4	392,223	390,000.00	391,152.87	1,070.13		(471.71	)	—	—	2.116	JJ	1,742.17	8,252.4	20120608	20170715
93730PAG1	WASHINGTON BIOMEDICAL RESEARCH MUNITAX B		1,281,226.5	1,284,642	1,150,000.00	1,254,742.01	29,899.99		(19,901.54	)	—	—	4.881	JJ	14,032.88	56,131.5	20130212	20190701
93934FEN8	WMALT_05-5 CMO 05-9-2A2	2	2,212,056.42	2,376,659.99	2,414,249.86	2,236,273.09	140,386.9		(9,945.47	)	—	—	5.5	MON	11,065.31	106,919.69	20071217	20351125
939720LK2	WASHINGTON STATE MUNITAX BND REV		2,685,609	2,691,252	2,700,000.00	2,687,490.98	3,761.02		1,881.98		—	—	1.15	JJ	7,762.50	5,261.25	20150429	20180701
939720LL0	WASHINGTON STATE MUNITAX BND REV		587,188.8	602,271.45	605,000.00	590,807.66	11,463.79		2,710.07		—	—	1.45	JJ	2,193.13	8,772.5	20130815	20190701
93974CQX1	WASHINGTON STATE MUNITAX BND GO		4,875,697.2	4,857,626.4	4,440,000.00	4,820,553.37	37,073.03		(55,143.83	)	—	—	4.019	FA	29,740.60	73,360.15	20150226	20190801
94106LBA6	WASTE MANAGEMENT INC SENIOR CORP BND	1	2,140,841	2,102,648.23	2,150,000.00	2,141,316.78	(38,668.55	)	475.78		—	—	3.125	MS	5,598.96	34,526.91	20150218	20250301
942683AG8	ACTAVIS INC SENIOR CORP BND		248,442.5	249,406.38	250,000.00	248,951.9	454.48		380.23		—	—	1.875	AO	2,343.75	2,343.75	20120927	20171001
949746PM7	WELLS FARGO & COMPANY CORP BND	1	6,615,000	6,360,000	6,000,000.00	6,456,160.8	(96,160.8	)	(128,206.25	)	—	—	7.98	MS	21,280.00	478,800	20141022	20491231
949746RE3	WELLS FARGO & COMPANY SUB CORP BND		3,579,452	3,597,661.82	3,400,000.00	3,563,094.79	34,567.03		(12,390.98	)	—	—	4.48	JJ	31,733.33	152,320	20131126	20240116
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND	1	3,543,750	3,500,000	3,500,000.00	3,543,750	(43,750	)	154.50		—	—	5.9	JD	60,802.78	103,250	20141211	99990101
949746RN3	WELLS FARGO & COMPANY CAPSEC CORP BND	1	6,452,500	6,440,775	6,330,000.00	6,452,500	(11,725	)	—		—	—	5.875	JD	109,500.21	110,921.61	20150511	99990101
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND		498,860	499,537.58	500,000.00	499,339.11	198.47		211.45		—	—	1.5	JJ	1,562.50	7,500	20140110	20180116
94974BFJ4	WELLS FARGO & COMPANY SRSUB CORP BND MTN		1,972,740	1,992,203.68	2,000,000.00	1,975,632.37	16,571.31		2,157.57		—	—	3.45	FA	9,200.00	69,000	20140929	20230213
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND		4,000,000	4,009,960.32	4,000,000.00	4,000,000	9,960.32		—		—	—	0.817	JAJO	6,626.78	23,783.33	20130722	20160720
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND		3,093,428	3,120,054.74	3,100,000.00	3,095,252.31	24,802.43		951.80		—	—	2.125	AO	29,094.79	32,937.51	20140414	20190422

94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN			5,085,850	5,060,195.15	5,000,000.00	5,078,726.6	(18,531.45	)	(4,394.26	)	—	—	4.1	JD	67,194.45	102,500		20140627	20260603
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND			1,498,515	1,499,519.12	1,500,000.00	1,499,033.1	486.02		364.96		—	—	1.4	MS	1,341.66	20,941.67		20140902	20170908
94974BGF1	WELLS FARGO & COMPANY SENIOR CORP BND MT			1,024,948.75	1,021,374.43	1,025,000.00	1,024,961.56	(3,587.13	)	12.81		—	—	2.15	JJ	3,734.13	8,937.43		20150227	20200130
94974BGH7	WELLS FARGO & COMPANY SENIOR CORP BND MT			2,816,971	2,805,125.84	2,900,000.00	2,818,942.63	(13,816.79	)	1,971.63		—	—	3	FA	10,150.00	21,358.33		20150623	20250219
94974BGM6	WELLS FARGO & COMPANY SENIOR CORP BND MT			1,099,384	1,110,622.42	1,100,000.00	1,099,406.4	11,216.02		22.40		—	—	2.6	JJ	5,481.66	—		20150715	20200722
949781AA6	WFMBS CMO 05-AR1 1A1		2	1,279,678.61	1,318,474.26	1,310,954.62	1,284,041.54	34,432.72		4,728.53		—	—	2.617	MON	2,859.49	28,039.47		20061205	20350225
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	862,191.84	889,854.45	887,107.08	866,955.36	22,899.09		5,905.59		—	—	2.639	MON	1,950.99	20,097.43		20060719	20350425
94982BAG5	WFMBS CMO 05-AR8 3A2		2	336,498.07	349,618.91	342,328.34	337,673.08	11,945.83		819.42		—	—	2.719	MON	775.71	7,603.85		20051215	20350625
94984FAE9	WFMBS_06-11 RMBS__06-11-A5		2	—	—	—	—	—		1,398.39		—	—	6	MON	0	28,572.56			20360925
94988HAD3	WFCM_12-LC5 SENIOR CMBS 12-LC5		2	3,048,281.25	3,048,990.09	3,000,000.00	3,048,093.8	896.29		(187.45	)	—	—	2.528	MON	6,320.00	(5,056	)	20150922	20451015
94989DAW9	WFCM_15-C27 SENIOR SENIOR CMBS 15-C27 A5		2	3,089,817.01	3,067,410.06	3,000,000.00	3,085,117.48	(17,707.42	)	(4,699.53	)	—	—	3.451	MON	8,627.51	48,584.13		20150303	20480215
94989EAB3	WELLS_15-LC20 SENIOR CMBS 15-LC20 A2		2	875,480.45	871,522	850,000.00	873,387.88	(1,865.88	)	(2,092.57	)	—	—	2.678	MON	1,896.92	9,484.6		20150325	20500415
94989HAF7	WFCM_15-NXS1 PRELCF SENIOR CMBS 15-NXS1		2	6,666,127.88	6,665,033.04	6,500,000.00	6,660,386.7	4,646.34		(5,741.18	)	—	—	2.632	MON	14,256.67	8,956.13		20150923	20480515
94989NBE6	WFCM_15-C30 LCF SENIOR CMBS 15-C30		2	1,210,178.33	1,221,847.25	1,175,000.00	1,209,747.99	12,099.26		(430.34	)	—	—	3.664	MON	3,587.67	2,272.19		20150727	20580915
94989VAB5	WFCM_15-NXS3 PRELCF SENIOR CMBS_15-NXS3		2	8,239,776	8,239,776	8,000,000.00	8,239,776	—		—		—	—	2.848	MON	21,629.62	(21,629.62	)	20150925	20570915
94989VAD1	WFCM_15-NXS3 LCF SENIOR CMBS_15-NXS3 A4		2	1,342,002.7	1,341,959.7	1,303,000.00	1,342,002.7	(43	)	—		—	—	3.617	MON	1,570.98	(1,570.98	)	20150925	20570915
95058XAB4	WEN_15-1A ABS_15-1A A2II 144A		2	2,500,000	2,522,205	2,500,000.00	2,500,000	22,205		—		—	—	4.08	MJSD	4,533.33	29,466.67		20150519	20450615
95168QAG5	WSTC_13-1A MEZZANIN ABS _13-1A-B 144A	F	1	479,500	479,484.5	500,000.00	481,824.58	(2,340.08	)	2,010.72		—	—	3.211	FMAN	2,452.77	11,961.19		20141112	20251107
960895VY3	WESTMORELAND CNTY PA MUNITAX BND GO			244,617.8	245,737.45	245,000.00	244,737.85	999.6		88.62		—	—	1.442	JD	1,177.63	1,766.45		20130522	20171201
960895VZ0	WESTMORELAND CNTY PA MUNITAX BND GO			575,742.8	583,665.6	580,000.00	576,741.64	6,923.96		743.13		—	—	1.642	JD	3,174.53	4,761.8		20130522	20181201
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	F		1,618,299	1,614,865.2	1,620,000.00	1,619,064.5	(4,199.3	)	422.35		—	—	1.2	MN	7,128.00	9,720		20140514	20170519
961214CK7	WESTPAC BANKING CORP SENIOR CORP BND	F		2,249,865	2,245,369.61	2,250,000.00	2,249,901.91	(4,532.3	)	33.15		—	—	1.5	JD	11,250.00	16,875		20141117	20171201
9698714J8	WILLIAMSON CNTY TENN MUNITAX BND GO			418,676	418,120	400,000.00	413,433.93	4,686.07		(3,911.66	)	—	—	2.95	AO	5,900.00	5,900		20130327	20180401
97652QAC3	WIN_14-2 WHOLE CMO 14-2		2	2,717,876.32	2,742,276.21	2,681,012.40	2,712,549.64	29,726.57		(19,250.27	)	—	—	3.5	MON	7,819.62	84,510.03		20141008	20440920
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CO		1	2,500,000	2,508,499.9	2,500,000.00	2,500,000	8,499.9		—		—	—	1.7	JD	12,513.89	21,250		20130610	20180615
976826BG1	WISCONSIN POWER AND LIGHT COMP SENIOR CO			560,420	548,099.98	500,000.00	548,317.19	(217.21	)	(9,083.82	)	—	—	5	JJ	5,277.78	25,000		20090707	20190715
977100AU0	WISCONSIN ST MUNITAX BND REV			2,243,300	2,190,660	2,000,000.00	2,181,102.26	9,557.74		(51,098.43	)	—	—	5.05	MN	42,083.33	50,500		20141029	20180501
981464DG2	WFNMT_12-C ABS 12-C		2	3,188,784.29	3,252,205	3,190,000.00	3,189,385.73	62,819.27		145.36		—	—	2.23	MON	3,161.65	53,352.72		20120713	20220815
981464DX5	WFNMT_13-B ABS 13-B		2	1,624,986.35	1,626,218.75	1,625,000.00	1,624,964.79	1,253.96		(39.58	)	—	—	0.91	MON	657.22	13,471.42		20130514	20200316
981464EN6	WFNMT_14-C SENIOR ABS 14-C		2	719,834.4	722,433.58	720,000.00	719,874.98	2,558.6		33.84		—	—	1.54	MON	492.80	8,316		20141103	20210815
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A			252,277.5	252,787	250,000.00	252,074.11	712.89		(733.33	)	—	—	2	AO	2,236.11	2,381.95		20150714	20171020
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	8,396,608	8,417,860.47	8,275,000.00	8,378,185.58	39,674.89		(16,790.34	)	—	—	2.4	AO	88,266.67	44,546.67		20150429	20181021
983919AG6	XILINX, INC. SENIOR CORP BND			1,989,540	2,001,262.36	2,000,000.00	1,992,660.17	8,602.19		1,510.08		—	—	2.125	MS	1,888.89	42,500		20140305	20190315
984121CF8	XEROX CORPORATION SENIOR CORP BND			1,298,375	1,319,371.86	1,300,000.00	1,299,501.86	19,870		246.77		—	—	2.95	MS	1,704.44	38,350		20120308	20170315

98417EAU4	XSTRATA FINANCE (CANADA) LTD SENIOR CORP	A		4,128,053.2	3,700,825	4,135,000.00	4,132,015.88	(431,190.88	)	1,039.08		—	—		2.7	AO	48,379.50	55,822.5	20121018	20171025
98420EAC9	XLIT LTD JRSUB CORP BND	F	1	512,678.65	506,550.69	505,000.00	512,047.94	(5,497.25	)	(630.71	)	—	—		4.45	MS	62.42	10,494.58	20150410	20250331
98954RAC4	ZIGG_14-1A SENIOR ABS _14-1A-B1 144A	F	2	2,899,800	2,920,800	3,000,000.00	2,910,603.45	10,196.55		9,768.71		—	—		2.389	JAJO	15,127.17	44,977.69	20141104	20261017
98956PAE2	ZIMMER HOLDINGS INC SENIOR CORP BND			1,469,000.4	1,469,254.06	1,470,000.00	1,469,176.08	77.98		359.96		—	—		2	AO	15,680.00	17,011.11	20150310	20180401
98956PAF9	ZIMMER HOLDINGS INC SENIOR CORP BND		1	2,045,182.5	1,999,849.35	2,050,000.00	2,045,419.32	(45,569.97	)	236.82		—	—		3.55	AO	38,813.33	—	20150310	20250401
98956PAK8	ZIMMER HOLDINGS INC SENIOR CORP BND		1	684,643.8	686,575.52	685,000.00	684,683.24	1,892.28		39.44		—	—		2.7	AO	9,864.00	—	20150310	20200401
BL1658048	SS&C TECHNOLOGIES INC SECURED TERM LOAN		1	635,236.4	640,557.71	638,428.55	635,305.71	5,252		159.48		—	—		—	MJSD	0	—	20150629	20220708
BL1711854	SUMMIT MATERIALS LLC SENIOR SECURED TERM		1	238,203	239,250.38	239,400.00	238,234.27	1,016.11		34.27		—	—		—	MJSD	0	1,841.67	20150625	20220618
BL1714478	MJ ACQUISITION CORP SENIOR SECURED TERM		1	364,805.22	365,487.29	365,719.52	364,830.73	656.56		27.80		—	—		—	MJSD	0	—	20150508	20220601
BRS2RYU09	JPMORGAN CHASE BANK NA SUB CORP BND	O		1,258,281.25	1,174,764.74	750,000.00	1,222,197.74	(47,433	)	(33,168.05	)	—	(43,048.01	)	5.375	SEP	499.53	63,292.64	20141204	20160928
BRS8R3U20	HUNTSMAN INTL LLC TERM LOAN			—	—	—	—	—		—		—	—		—	FMAN	0	331.3		20160630
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		2	95,107.24	94,388	94,921.94	94,953.96	(565.96	)	(110.75	)	—	—		—	JAJO	0	4,078.62	20111101	20160726
BRSAUE236	DAVITA HEALTHCARE PARTNERS INC TERM LOAN		2	—	—	—	—	—		—		—	—		—	JAJO	0	3,549.94		20161020
BRSB93KD0	CONVATEC INC TERM LOAN		2	238,610.61	238,909.62	239,208.63	238,636.53	273.09		27.42		—	—		—	MJSD	0	1,585.4	20150609	20200615
BRSBWG6S8	DELTA AIR LINES INC TERM LOAN		2	—	—	—	—	—		—		—	—		—	JAJO	0	3,904.63		20170420
BRSBYALT0	ENVISION HEALTHCARE CORP TERM LOAN		2	4,048,018.42	4,072,611.54	4,068,360.10	4,059,517.85	13,093.69		2,707.64		—	—		—	FMAN	0	133,613.99	20120625	20180525
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN		2	—	—	—	—	—		3,040.21		—	—		—	MJSD	0	35,034.8		20190214
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SEC	A	2	4,049,598.95	4,034,374.9	4,059,748.33	4,053,789.32	(19,414.42	)	1,367.69		—	—		—	MJSD	0	111,438.46	20130327	20190328
BRSE9C0N4	PROTECTION ONE, INC. SENIOR SECURED TERM		2	—	—	—	—	—		7,966.51		—	—		—	MJSD	0	32,176.43		20190321
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOT		2	3,008,812.87	2,927,918.19	3,023,147.33	3,015,232.02	(87,313.83	)	2,358.45		—	—		—	JAJO	0	93,998.71	20130912	20180504
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES		2	1,822,674.91	1,675,388.05	1,841,085.77	1,831,665.69	(156,277.64	)	2,815.56		—	—		—	JAJO	0	85,649.32	20120420	20190423
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			2,339,125.6	2,342,064.2	2,350,880.00	2,345,775.06	(3,710.86	)	1,707.13		—	—		—	MJSD	0	71,522.75	20120430	20180503
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN	F		—	—	—	—	—		2,823.51		—	—		—	MJSD	0	8,658.43		20161221
BRSFHP193	MCC IOWA LLC TERM LOAN			2,837,250	2,910,363.75	2,910,000.00	2,867,231.03	43,132.72		7,750.77		—	—		—	FMAN	0	88,723.35	20120815	20200120
BRSFJDVV6	CAPSUGEL HEALTHCARE LTD TERM LOAN		2	—	—	—	—	—		2,157.37		—	—		—	FMAN	0	33,634.64		20180801
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SEC		2	5,639,532.59	5,625,380.7	5,660,760.45	5,646,785.8	(21,405.1	)	5,471.46		—	—		—	JAJO	0	155,637.62	20131220	20190304
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	E	2	1,569,941.31	1,569,750.62	1,577,638.81	1,573,229.91	(3,479.29	)	910.49		—	—		—	JAJO	0	57,108.59	20121029	20190828
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN		2	—	—	—	—	—		10,529.75		—	—		—	FMAN	0	66,764.72		20180702
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2	1,560,518.48	1,559,234.29	1,571,016.92	1,564,669.67	(5,435.38	)	1,704.62		—	—		—	MJSD	0	45,879.19	20131007	20191211
BRSGEJ3J4	E_CARAT_12 ABS CARAT	D	2	5,939.24	5,597.79	3,694.82	5,939.24	(341.45	)	—		—	(342.51	)	1.3	MON	2.54	679.22	20121210	20200618
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED		2	1,030,533.91	1,029,239.3	1,035,712.50	1,032,565.12	(3,325.82	)	585.15		—	—		—	MJSD	0	28,150.88	20121213	20191220
BRSGV88K1	MEDASSETS INC SENIOR SECURED TERM LOAN		2	—	—	—	—	—		23.03		—	—		—	MJSD	0	1,191.95		20191213
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN		2	—	—	—	—	—		—		—	—		—	JAJO	0	28,291.65		20200123
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		2	4,442,540.04	4,441,362.77	4,442,540.04	4,442,540.04	(1,177.27	)	—		—	—		—	JAJO	0	127,164.51	20130124	20200128

BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM			678,790.29	684,413.37	684,413.37	680,966.84	3,446.53		853.32	—	—	—	FMAN	0	28,580.38		20150416	20190208
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TE		2	2,583,267.46	2,284,722.51	2,587,454.71	2,582,390.83	(297,668.32	)	967.83	—	—	—	MJSD	0	88,749.2		20130904	20191220
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TE	R	2	3,267,905.09	2,992,861.86	3,267,905.09	3,267,905.09	(275,043.23	)	—	—	—	—	FMAN	0	99,489.55		20130821	20191213
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECU			2,270,998.47	2,284,096	2,299,039.76	2,278,845.03	5,250.97		3,544.20	—	—	—	FMAN	0	46,351.49		20140116	20200208
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR SECUR		2	3,147,147.84	3,194,634.74	3,193,309.52	3,161,939.96	32,694.78		5,466.69	—	—	—	FMAN	0	92,970.22		20130904	20200228
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		2	5,719,534.46	5,687,511.28	5,734,534.46	5,724,323.73	(36,812.45	)	1,744.62	—	—	—	FMAN	0	234,445.3		20130911	20200208
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECUR		2	1,150,654.89	1,098,875.42	1,150,654.89	1,150,654.89	(51,779.47	)	—	—	—	—	MJSD	0	37,273.03		20130206	20200207
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		2	5,202,252.15	5,215,976.71	5,228,394.15	5,213,564.69	2,412.02		3,406.68	—	—	—	FMAN	0	159,407.03		20130215	20190219
BRSHD5L53	PETCO ANIMAL SUPPLIES INC SENIOR SECURED		2	1,299,951.54	1,342,503.19	1,342,147.52	1,320,905.64	21,597.55		7,301.32	—	—	—	MJSD	0	43,591.4		20130801	20171124
BRSHFDW29	ALLIANCE LAUNDRY SYST LLC SENIOR SECURED		2	—	—	—	—	—		48.07	—	—	—	MJSD	0	8,566.75			20181210
BRSHH3U39	IASIS HELTHCARE CORP SENIOR SECURED TERM		2	—	—	—	—	—		17.75	—	—	—	FMAN	0	(12,757.51	)		20180503
BRSHJ8GU2	SUNGARD DATA SYSTEMS INC SENIOR SECURED		2	1,558,702.86	1,563,343.81	1,562,609.38	1,560,114.17	3,229.64		450.34	—	—	—	JAJO	0	51,495.16		20130307	20200308
BRSHKZ9A2	VEYANCE TECHNOLOGIES INC SENIOR SECURED			—	—	—	—	—		41,491.65	—	—	—	MJSD	0	20,033.85			20170915
BRSHM2RV7	NOVELIS INC/GA SENIOR SECURED TERM NOTES	G	2	—	—	—	—	—		8,067.84	—	—	—	FMAN	0	22,529.86			20170310
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1	2,574,697.77	2,461,778.86	2,602,770.96	2,580,706.59	(118,927.73	)	3,637.98	—	—	—	MJSD	0	84,313.75		20140715	20200327
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES			2,846,719.35	2,854,096.61	2,852,599.00	2,848,973.56	5,123.05		675.79	—	—	—	MJSD	0	91,936.89		20130403	20191003
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN		2	397,468.88	397,966.34	397,966.34	397,619.98	346.36		56.59	—	—	—	MJSD	0	14,314.37		20130605	20200427
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F		2,990,820	3,017,159.97	3,000,000.00	2,995,239.27	21,920.7		1,362.33	—	—	1.5	APR	20,375.00	45,000		20130410	20180418
BRSHYLWT1	HERTZ CORPORATION (THE) SENIOR SECURED T		2	4,786,996.02	4,754,345.03	4,818,796.43	4,801,588.51	(47,243.48	)	10,191.90	—	—	—	MJSD	0	177,017.53		20130801	20180311
BRSHZJ755	FLYING FORTRESS INC SENIOR SECURED TERM		1	1,063,095.24	1,065,921.29	1,064,425.77	1,063,189.07	2,732.22		93.83	—	—	—	JAJO	0	13,039.22		20150501	20200430
BRSJ078E5	CSC HOLDINGS LLC SENIOR SECURED TERM LOA		2	—	—	—	—	—		6,524.47	—	—	—	MJSD	0	85,710.39			20200417
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM			3,376,068.37	3,343,570.21	3,388,021.05	3,379,414.47	(35,844.26	)	1,521.69	—	—	—	MJSD	0	90,383.19		20140319	20200417
BRSJ0MJU4	PINACLE FOOD FIN SENIOR SECURED TERM LOA		2	2,989,768.64	3,001,649.38	3,004,458.54	2,991,306.06	10,343.32		3,007.96	—	—	—	MJSD	0	162,569.5		20150319	20200429
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED			—	—	—	—	—		—	—	—	—	MJSD	0	51,315.81			20200429
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TE		2	3,744,365.6	3,749,433.19	3,753,750.00	3,747,583.2	1,849.99		1,060.50	—	—	—	MJSD	0	99,774.89		20130423	20200430
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR SECURE			—	—	—	—	—		17,301.86	—	—	—	MJSD	0	98,395.51			20200423
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SE		2	5,084,714.13	5,049,340.61	5,124,283.25	5,092,829.58	(43,488.97	)	4,520.69	—	—	—	JAJO	0	117,171.57		20140710	20210103
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR SE		2	—	—	—	—	—		686.07	—	—	—	JAJO	0	47,035.77			20200503
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR SECUR		2	—	—	—	—	—		364.92	—	—	—	JAJO	0	15,527.13			20171231
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOT		2	1,366,621.35	1,367,554.38	1,375,000.00	1,369,332.77	(1,778.39	)	1,017.31	—	—	—	FMAN	0	30,610.93		20131018	20191126
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SE			6,561,802.6	6,471,114.49	6,615,227.21	6,574,200.57	(103,086.08	)	4,924.37	—	—	—	MJSD	0	163,866.2		20140225	20220131
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		2	2,965,106.46	2,915,070.29	2,965,106.46	2,965,106.46	(50,036.17	)	—	—	—	—	FMAN	0	84,748.84		20130906	20200701
BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR SECUR		2	—	—	—	—	—		976.54	—	—	—	MJSD	0	46,593.52			20200522
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SE		2	3,009,940.26	2,892,111.68	3,026,408.56	3,014,658.79	(122,547.11	)	1,893.92	—	—	—	MJSD	0	69,209.91		20140102	20200514

BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			1,015,937.04	1,007,897.55	1,011,904.69	1,010,719.48	(2,821.93	)	399.43	—	—	—	MJSD	0	30,889.59	20130530	20180323
BRSJD2Z02	MCC IOWA LLC SENIOR SECURED TERM LOAN		2	3,650,962.5	3,602,295.17	3,650,962.50	3,650,962.5	(48,667.33	)	—	—	—	—	FMAN	0	90,439.59	20130523	20210129
BRSJE18C7	UNIVISION COMMUNICATIONS INC SENIOR SECU		2	6,128,918.74	6,108,979.41	6,140,140.61	6,132,680.39	(23,700.98	)	1,254.48	—	—	—	MJSD	0	187,196.82	20130605	20200301
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TE		2	1,934,444.05	1,885,051.11	1,940,021.62	1,936,004.36	(50,953.25	)	668.94	—	—	—	FMAN	0	65,345.99	20140804	20200607
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES		2	1,016,974.3	985,509.11	1,016,974.30	1,016,974.3	(31,465.19	)	—	—	—	—	FMAN	0	29,070.1	20130524	20200603
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED T		2	2,967,737.57	2,928,162.79	2,967,737.57	2,967,737.57	(39,574.78	)	—	—	—	—	MJSD	0	73,482.4	20150416	20200531
BRSJH5B15	STAR WEST GENERATION LLC SENIOR SECURED		2	792,002.73	792,604.21	795,587.66	793,045.42	(441.21	)	546.75	—	—	—	MJSD	0	31,779.01	20131202	20200313
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOA	E		1,365,772.85	1,358,280	1,372,000.00	1,367,254.62	(8,974.62	)	794.36	—	—	—	MJSD	0	44,373.77	20140401	20200717
BRSJLDWX0	TRAVELPORT SENIOR SECURED TERM NOTES		1	—	—	—	—	—		—	—	—	—	MJSD	0	6,997.99		20190626
BRSJQMFE6	AMERICAN AIRLINES GROUP INC SENIOR SECUR		2	3,195,284.54	3,187,602.3	3,211,285.53	3,200,855.97	(13,253.67	)	2,113.69	—	—	—	MJSD	0	86,424.5	20130930	20190627
BRSJYB2V7	PINNACLE ENTERTAINMENT INC SENIOR SECURE		2	653,080.87	656,887.78	656,362.69	654,060.07	2,827.71		3,493.09	—	—	—	FMAN	0	36,574.79	20130903	20200813
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN	F		9,988,500	10,032,500	10,000,000.00	9,996,804.93	35,695.07		2,874.23	—	—	0.875	JUL	15,069.44	87,500	20130723	20160729
BRSK3G0V9	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SEC			—	—	—	—	—		—	—	—	—	MJSD	0	52.88		20200423
BRSK4S5S4	BMC SOFTWARE FINANCE INC SENIOR SECURED		2	3,684,363.02	3,369,165.88	3,693,248.43	3,686,590.67	(317,424.79	)	1,805.56	—	—	—	FMAN	0	159,976.2	20140716	20200910
BRSK5A7F8	BOYD GAMING CORPORATION SENIOR SECURED T		2	3,118,803.22	3,141,908	3,139,459.22	3,122,215.81	19,692.19		3,296.69	—	—	—	FMAN	0	107,176.15	20141114	20200814
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TER		2	962,682.64	971,212.5	970,000.00	964,656.18	6,556.32		1,038.61	—	—	—	MJSD	0	28,913.96	20140430	20190801
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A		2,926,550	2,872,027.2	2,940,000.00	2,930,543.73	(58,516.53	)	1,537.02	—	—	—	MJSD	0	72,827.08	20130916	20200817
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SEC		2	1,510,272.26	1,509,011.18	1,510,272.26	1,510,272.26	(1,261.08	)	—	—	—	—	FMAN	0	52,140.41	20130826	20200817
BRSK82AW2	EPICOR SOFTWARE CORP SENIOR SECURED TERM		2	—	—	—	—	—		18,406.00	—	—	—	MJSD	0	71,836.92		20180516
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		2	2,724,587	2,733,632.34	2,738,191.44	2,728,076.41	5,555.93		1,724.81	—	—	—	MJSD	0	87,195.23	20141120	20200910
BRSKDJZL6	ALLISON TRANSMISSION INC SENIOR SECURED		2	—	—	—	—	—		95.88	—	—	—	MJSD	0	20,532.39		20190823
BRSKGJPN0	FREESCALE SEMICONDUCTOR INC SENIOR SECUR		2	—	—	—	—	—		—	—	—	—	MJSD	0	552.76		20210115
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F		4,986,800	5,027,400	5,000,000.00	4,995,687.61	31,712.39		3,286.45	—	—	1.25	MS	2,083.33	62,500	20130910	20160919
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES			1,170,120	1,172,083.92	1,176,000.00	1,171,810.83	273.09		678.33	—	—	—	MJSD	0	26,010.31	20130927	20200918
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECU		2	2,695,239.18	2,705,803.45	2,708,783.11	2,698,947.45	6,856		3,207.67	—	—	—	MJSD	0	79,683.59	20131031	20201026
BRSKM5SR1	SABRE INC SENIOR SECURED TERM NOTES		2	1,783,600	1,783,600	1,783,600.00	1,783,600	—		—	—	—	—	MJSD	0	57,719.66	20131004	20190219
BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR B		2	1,620,061	1,614,658.1	1,620,061.00	1,620,061	(5,402.9	)	—	—	—	—	MJSD	0	50,746.09	20140131	20201001
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM L		2	1,428,605.34	1,423,840.94	1,428,605.34	1,428,605.34	(4,764.4	)	—	—	—	—	MJSD	0	36,297.22	20131217	20201001
BRSKV4ZQ8	NEIMAN MARCUS GROUP INC. THE SENIOR SECU			—	—	—	—	—		—	—	—	—	MJSD	0	39.2		20201025
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURE			4,055,423.36	3,978,616.09	4,096,387.22	4,066,189.03	(87,572.94	)	4,688.00	—	—	—	MJSD	0	187,333.08	20131205	20201030
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURE			2,021,420.08	1,770,956.25	2,023,950.00	2,022,070.5	(251,114.25	)	294.70	—	—	—	JAJO	0	57,907.46	20131219	20201123
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F		1,000,000	1,000,000	1,000,000.00	1,000,000	—		—	—	—	6.5	MJSD	180.56	141,862.58	20131015	20170630
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECUR		2	2,206,742.88	1,962,781.35	2,217,832.03	2,209,628.45	(246,847.1	)	1,690.82	—	—	—	FMAN	0	87,165.47	20131212	20201109
BRSL5JDW3	TRIBUNE COMPANY SENIOR SECURED TERM NOTE		2	—	—	—	—	—		7,619.03	—	—	—	MJSD	0	200,623.42		20201227

BRSL762A9	BMW FIN N.V. SENIOR CORP BND EMTN	D		1,543,559.25	1,497,095.74	1,000,000.00	1,540,693.99	(43,598.25	)	(2,865.26	)	—	(10,355.49	)	1.75	NOV	22,722.08	(12,356.68	)	20150506	20171120
BRSL7M1V9	FMG RESOURCES (AUGUST 2006) PT SENIOR SE	F		5,522,386.07	4,564,796.51	5,564,246.47	5,536,316.4	(971,519.89	)	6,885.91		—	—		—	MJSD	0	196,755.16		20131115	20190630
BRSL801J3	EW SCRIPPS CO SENIOR SECURED TERM NOTES		2	—	—	—	—	—		17.28		—	—		—	MJSD	0	896.22			20201126
BRSLAS6T2	CHG HEALTHCARE SERVICES INC SENIOR SECUR		2	383,780.68	385,389.09	385,709.23	383,849.48	1,539.61		73.83		—	—		—	MJSD	0	5,023.61		20150519	20191119
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TE		2	2,249,329.4	2,214,450.1	2,257,477.62	2,251,864.44	(37,414.34	)	1,096.34		—	—		—	MJSD	0	73,130.22		20131202	20191016
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM		2	1,898,414.24	1,889,823.97	1,893,364.56	1,898,209.09	(8,385.12	)	(205.15	)	—	—		—	FMAN	0	35,078.75		20150603	20201112
BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOT		2	5,232,901.29	4,460,873.15	5,279,139.82	5,240,311.93	(779,438.78	)	5,512.94		—	—		—	MJSD	0	170,142.27		20140930	20201223
BRSLNCKT7	BERRY PLASTICS CORP SENIOR SECURED TERM		2	—	—	—	—	—		70.13		—	—		—	MJSD	0	(34,449.15	)		20210106
BRSLNVTL3	US RENAL CARE INC SENIOR SECURED TERM NO		2	2,481,436.69	2,497,704.27	2,498,753.74	2,483,585.33	14,118.94		3,154.59		—	—		—	MJSD	0	80,942.12		20150320	20190703
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES		2	3,128,710.26	3,051,595.52	3,146,639.77	3,132,078.47	(80,482.95	)	2,407.41		—	—		—	MJSD	0	89,944.6		20140731	20200603
BRSLUXX69	LLOYDS BANK PLC CORP BND EMTN	O		1,138,043.7	1,053,414.48	695,000.00	1,138,958.09	(85,543.61	)	453.22		—	(86,920.3	)	0.832	JAJO	1,843.36	8,232.51		20140107	20170116
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE		2	2,104,725	2,101,897.6	2,110,000.00	2,105,947.53	(4,049.93	)	565.95		—	—		—	MJSD	0	48,002.5		20140117	20210201
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED L	D		1,128,753.97	1,045,710.54	690,000.00	1,129,693.16	(83,982.62	)	523.16		—	(85,194.16	)	0.884	JAJO	1,794.08	9,181.2		20140113	20170120
BRSLX7XX4	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F		3,163,264	3,228,176	3,200,000.00	3,175,221.02	52,954.98		5,357.36		—	—		2.15	JJ	13,186.67	68,800		20140113	20190122
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES		2	4,558,191.45	4,566,399.47	4,576,192.52	4,563,400.85	2,998.62		2,792.47		—	—		—	MJSD	0	122,263.34		20140406	20190523
BRSM16718	MEDIACOM LLC SENIOR SECURED TERM NOTES		2	—	—	—	—	—		700.51		—	—		—	MJSD	0	29,485.33			20180331
BRSM1V101	UNIVISION COMMUNICATIONS INC SENIOR SECU		2	1,917,472.33	1,939,771.5	1,949,519.10	1,925,541.11	14,230.39		4,081.39		—	—		—	MJSD	0	59,433.44		20140401	20200301
BRSM2A4U7	PHARMEDIUM HLTH SENIOR SECURED TERM NOTE			327,548.47	326,313.99	329,194.44	327,936.12	(1,622.13	)	187.59		—	—		—	MJSD	0	10,645.8		20140123	20210128
BRSM2E0G4	KINETIC CONCEPTS INC / KCI USA SENIOR SE			243,782.83	243,897.41	243,782.83	243,782.83	114.58		—		—	—		—	MJSD	0	7,810.94		20140430	20161104
BRSM2T5A9	SNL FINANCIAL LC SENIOR SECURED TERM NOT			—	—	—	—	—		13,960.57		—	—		—	MJSD	0	139,045.63			20181023
BRSM3TBY9	VWR FUNDING INC SENIOR SECURED TERM LOAN		2	—	—	—	—	—		4,322.04		—	—		—	JAJO	0	7,522.85			20170403
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SE		2	3,951,715.82	3,918,350.88	3,961,531.57	3,953,825.19	(35,474.31	)	1,374.29		—	—		—	JAJO	0	121,179.32		20140331	20210324
BRSM3VKC2	CHRYSLER GROUP LLC SENIOR SECURED TERM N		2	2,942,976.86	2,937,431.04	2,957,765.68	2,947,834.22	(10,403.18	)	2,648.98		—	—		—	FMAN	0	97,680.78		20140205	20181231
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECU			561,366.59	563,059.14	564,187.51	562,204.76	854.38		431.15		—	—		—	MJSD	0	25,743.29		20140128	20190804
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM		2	2,658,809.32	2,679,612.58	2,679,237.49	2,665,288.89	14,323.69		3,544.12		—	—		—	FMAN	0	66,528.22		20140430	20181018
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECU		2	1,865,319.79	1,855,168.34	1,874,693.27	1,867,446.67	(12,278.33	)	1,066.36		—	—		—	MJSD	0	60,710.38		20140212	20210212
BRSM7GBC1	PHARMACEUTICAL RSRCE INC SENIOR SECURED		2	—	—	—	—	—		(1,354.05	)	—	—		—	MJSD	0	101,539.01			20190930
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES		2	792,513.49	782,557.28	796,495.96	793,414.71	(10,857.43	)	454.74		—	—		—	MJSD	0	28,884.27		20140211	20210212
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SEC			308,779.52	302,997.12	308,394.02	308,700.54	(5,703.42	)	(113.29	)	—	—		—	MJSD	87.66	17,135.15		20140709	20200423
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TER	F	2	821,323.16	511,413.32	833,830.60	823,510.82	(312,097.5	)	1,508.88		—	—		—	MJSD	0	25,421.1		20140618	20210221
BRSM9GPX8	ADS WASTE HOLDINGS INC SENIOR SECURED TE		2	5,524,256.25	5,455,203.05	5,524,256.25	5,524,256.25	(69,053.2	)	—		—	—		—	FMAN	0	212,963.63		20140401	20191009
BRSMAKDJ1	RISE_14-1 ABS 14-1 A	F	2	493,803.58	499,289.72	495,572.92	493,854.61	5,435.11		81.72		—	—		4.75	MON	1,046.21	4,356.43		20150218	20390215
BRSMB8L58	WESCO AIRCRAFT SENIOR SECURED TERM NOTES		2	—	—	—	—	—		168.39		—	—		—	FMAN	0	16,890.95			20210228
BRSMDQNY1	ACCELLENT INC SECURED TERM LOAN			3,819,803.53	3,819,803.53	3,819,803.53	3,819,803.53	—		—		—	—		—	MJSD	0	132,511.54		20140221	20210312

BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCOR		2	6,077,992.1	6,072,787.72	6,089,930.89	6,080,563.52	(7,775.8	)	1,281.18		—	—		—	MJSD	0	182,027.22	20140401	20210317
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECU		2	2,463,715.56	2,420,174.64	2,468,671.70	2,464,607.25	(44,432.61	)	620.28		—	—		—	MJSD	0	80,135.01	20140731	20201025
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED			1,072,796.25	1,018,614.63	1,083,632.58	1,075,060.4	(56,445.77	)	1,593.73		—	—		—	MJSD	0	34,096.13	20140313	20210312
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED			78,681.63	74,707.81	79,476.39	78,847.68	(4,139.87	)	85.90		—	—		—	MJSD	0	3,164.16	20140313	20210312
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN		2	2,400,937.49	2,386,652.23	2,406,954.89	2,402,169.63	(15,517.4	)	688.31		—	—		—	MJSD	0	76,527.93	20140321	20210409
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECU		2	839,082.44	832,247.8	841,185.39	839,533.51	(7,285.71	)	456.23		—	—		—	MJSD	0	25,490.06	20140321	20210331
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TER			2,585,125.39	2,594,868.33	2,598,115.98	2,587,890.09	6,978.24		1,483.98		—	—		—	MJSD	0	74,257.6	20140314	20210319
BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SEC		2	947,380.84	809,838.69	948,566.55	947,667.62	(137,828.93	)	501.48		—	—		—	MJSD	0	67,252.95	20140711	20190329
BRSMQYER5	CAPITAL SAFETY NORTH AMERICA H SENIOR SE		2	—	—	—	—	—		4,708.74		—	—		—	MJSD	0	91,429.24		20210329
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES			871,086.04	869,444.56	875,463.37	871,946.66	(2,502.1	)	1,438.12		—	—		—	MJSD	0	28,114.12	20140325	20210430
BRSMTEQ36	MICROSEMI CORPORATION SENIOR SECURED TER			—	—	—	—	—		990.98		—	—		—	MJSD	0	33,163.8		20200219
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR		2	3,682,488.02	3,512,559.48	3,690,942.74	3,684,223.96	(171,664.48	)	965.95		—	—		—	MJSD	0	98,685.13	20150414	20210415
BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN			2,196,775.84	2,216,191.8	2,218,965.51	2,200,981.08	15,210.72		2,505.68		—	—		—	MJSD	0	77,363.63	20140417	20210424
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SEC		2	3,903,918.3	3,929,656.69	3,923,535.97	3,907,441.61	22,215.08		2,406.55		—	—		—	MJSD	0	135,590.09	20141124	20210520
BRSN8X546	DAIMLER AG UNSEC CORP BND	D		1,540,012.53	1,381,315.32	915,000.00	1,540,441.26	(159,125.94	)	264.00		—	(154,821.67	)	1.625	DEC	18,073.38	—	20140509	20161202
BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN		2	3,938,674.81	3,915,377.17	3,957,424.81	3,940,913.84	(25,536.67	)	2,167.59		—	—		—	MJSD	0	113,107	20141114	20210604
BRSNBGXW6	POST HOLDINGS INC SENIOR SECURED TERM NO		2	127,749	128,583.54	128,390.95	127,789.28	794.26		2,104.69		—	—		—	MJSD	0	4,991.45	20150323	20210602
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMT	T		1,166,566.62	1,057,271.26	700,000.00	1,167,308.7	(110,037.44	)	461.70		—	(108,898.04	)	0.986	MJSD	771.88	8,978.39	20140528	20190604
BRSNJBVT8	RHP HOTEL PROPERTIES LP SENIOR SECURED T		2	—	—	—	—	—		25.22		—	—		—	MJSD	0	2,924.27		20210115
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SE		2	708,161.33	711,716.37	711,719.93	708,737.07	2,979.3		456.69		—	—		—	MJSD	0	17,574.48	20140619	20210624
BRSNJVR77	FIFTH THIRD PROCESSING SOLUTIO SENIOR SE		2	—	—	—	—	—		390.01		—	—		—	MJSD	0	2,936.42	0	20210613
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM		2	985,612.12	988,522.05	989,387.76	986,179.99	2,342.06		419.18		—	—		—	MJSD	0	36,223.36	20140912	20210613
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM		2	526,613.85	530,580.66	529,260.16	527,196.28	3,384.38		374.11		—	—		—	MJSD	0	16,135.15	20140606	20200128
BRSNN0P72	MEDIACOM BROADBAND GROUP SENIOR SECURED		2	—	—	—	—	—		22.43		—	—		—	MJSD	0	2,432.22		20210630
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOT		2	4,056,417.33	3,852,448.38	4,054,461.95	4,047,722.26	(195,273.88	)	(8,887.51	)	—	—		—	MJSD	0	103,539.48	20150416	20210706
BRSNUUGN3	TGI FRIDAYS INC SENIOR SECURED TERM NOTE			1,161,382.2	1,157,930.26	1,155,521.00	1,161,084.62	(3,154.36	)	(297.58	)	—	—		—	MJSD	0	18,119.18	20150421	20200715
BRSNUZ2R8	BAYONNE ENERGY CENTER LLC SENIOR SECURED			—	—	—	—	—		978.84		—	—		—	MJSD	0	4,925.12		20210819
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES			421,098.23	418,982.15	423,214.29	421,459.59	(2,477.44	)	246.90		—	—		—	MJSD	0	11,289.22	20140701	20210708
BRSNZFA49	ADVANTAGE SALES & MARKETING IN SENIOR SE		2	1,821,411.34	1,798,264.04	1,827,968.53	1,821,991.74	(23,727.7	)	449.18		—	—		—	MJSD	0	41,041.01	20150807	20210723
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SEC		2	217,486.33	126,229.51	218,579.23	217,691.14	(91,461.63	)	136.73		—	—		—	MJSD	0	8,734.05	20140709	20200804
BRSP22SV0	FIRST DATA CORPORATION SENIOR SECURED TE		2	1,977,500	1,983,500	2,000,000.00	1,983,124.31	375.69		4,208.18		—	—		—	MJSD	0	56,021.06	20140731	20180924
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SEC			103,011.76	103,173.78	103,529.40	103,092.08	81.7		60.96		—	—		—	MJSD	0	3,550.71	20140723	20210730
BRSP4SGF9	SOUTHCROSS ENERGY PARTNERS LP SENIOR SEC		2	—	—	—	—	—		—		—	—		—	MJSD	0	703.88		20210804
BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			1,788,807.25	1,780,064.97	1,795,000.00	1,791,181.74	(11,116.77	)	1,532.13		—	—		1.375	FA	4,113.54	24,681.26	20140724	20170801

BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTE		2	917,757.27	913,145.45	922,369.14	918,493.83	(5,348.38	)	527.18		—	—		—	MJSD	0	33,391.83	20140724	20210806
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TE		2	1,252,195.37	1,230,799.02	1,256,603.37	1,252,755.91	(21,956.89	)	464.06		—	—		—	MJSD	0	46,836.68	20150813	20210829
BRSP8QSG4	WSCFP_14 SENIOR CMBS 14	D	2	1,785,379.5	1,683,734.83	1,110,000.00	1,785,379.5	(101,644.67	)	—		—	(104,007	)	1.445	FMAN	3,746.82	19,623.97	20141007	20191104
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES			437,800.02	440,000	440,000.00	438,147.25	1,852.75		252.86		—	—		—	MJSD	0	13,413.84	20140730	20210730
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN			2,849,971.83	2,875,175.35	2,878,759.41	2,854,079.56	21,095.79		3,467.93		—	—		—	MJSD	0	84,176.62	20140806	20210915
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES			798,000.01	800,000.01	800,000.01	798,304.45	1,695.56		230.93		—	—		—	MJSD	0	21,340.18	20140808	20210806
BRSPDTF35	ALBERTSONS INC SENIOR SECURED TERM NOTES		2	—	—	—	—	—		—		—	—		—	MJSD	0	7,090.34		20210825
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND	D		9,054,787.5	7,495,507.13	6,750,000.00	9,054,787.5	(1,559,280.37	)	—		—	(1,520,100	)	5.36	JAJO	96,188.56	370,290.01	20140808	20180108
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TE		2	1,306,433.34	1,113,437.51	1,319,629.64	1,308,325.9	(194,888.39	)	1,504.39		—	—		—	MJSD	0	57,830.99	20140916	20210918
BRSQGX3A8	MUELLER WATER PRODUCTS INC SENIOR SECURE		1	481,576.93	486,012.75	483,996.90	481,825.71	4,187.04		313.87		—	—		—	MJSD	0	15,754.99	20141119	20211124
BRSQHT1U4	B/E AEROSPACE INC SENIOR SECURED TERM NO		1	1,154,834.1	1,164,084.39	1,160,637.30	1,155,425.49	8,658.9		973.76		—	—		—	MJSD	0	25,786.88	20141121	20211216
BRSQNU464	PACKERS HOLDINGS LLC SENIOR SECURED TERM		2	—	—	—	—	—		24.28		—	—		—	MJSD	0	1,014.62		20211202
BRSQP4874	CREGANNA-TACTX MEDICAL SENIOR SECURED TE	F		351,805.81	353,358.35	354,464.28	352,071.39	1,286.96		285.68		—	—		—	MJSD	0	12,392.41	20141120	20211201
BRSQPSFE8	TERRA-GEN FINANCE CO LLC SENIOR SECURED		1	707,160.72	696,500	710,714.29	707,533.94	(11,033.94	)	391.08		—	—		—	MJSD	0	27,531.52	20141126	20211209
BRSQQJLY6	GLOBAL CASH ACCESS SENIOR SECURED TERM L		1	2,287,367.39	2,328,737.39	2,322,200.39	2,291,253.02	37,484.37		4,416.09		—	—		—	MJSD	0	84,364.76	20141125	20201218
BRSQRAFX3	SABLE INTERNATIONAL FINANCE LI SENIOR SE	F		—	—	—	—	—		2,999.38		—	—		—	MJSD	0	10,253.02		20170428
BRSQT5KB4	RPI FINANCE TRUST SENIOR SECURED TERM NO		1	1,601,757.91	1,598,922.8	1,601,757.91	1,601,757.91	(2,835.11	)	—		—	—		—	MJSD	0	19,527.78	20150501	20201109
BRSQTPNS0	HEALTHPLAN HOLDINGS INC SENIOR SECURED T			5,891,447.37	5,803,075.66	5,891,447.37	5,891,447.37	(88,371.71	)	—		—	—		—	MJSD	0	177,703.59	20141128	20191112
BRSR021B1	CHIEF POWER FINANCE LLC SENIOR SECURED T			3,743,142.86	3,771,500	3,780,952.38	3,747,636.49	23,863.51		4,779.35		—	—		—	MJSD	0	157,174.27	20141216	20201231
BRSR05RF7	AIRXCEL, INC. REVOLVE LOAN			6,711,914.07	6,678,354.5	6,711,914.07	6,711,914.07	(33,559.57	)	—		—	—		—	MN	0	276,026.02	20150408	20191118
BRSR05TD0	COMPONENT HARDWARE GROUP INC SENIOR SECU			3,028,235.3	2,982,811.77	3,028,235.30	3,028,235.3	(45,423.53	)	—		—	—		—	JAJO	0	129,707.73	20141124	20190701
BRSR05VG0	HEALTHPLAN HOLDINGS INC REVOLVE LOAN			—	—	—	—	—		—		—	—		—	MN	0	447.8		20191112
BRSR060V9	HIGH PERFORMANCE HOLDINGS INC SENIOR SEC			—	—	—	—	—		—		—	—		—	MJSD	0	266,767.21		20191208
BRSR063T1	RICHELIEU FOODS INC REVOLVE LOAN			—	—	—	—	—		—		—	—		—	FMAN	0	12,073.57		20190521
BRSR06452	RICHELIEU FOODS INC SENIOR SECURED TERM			4,915,217.13	4,866,064.96	4,915,217.13	4,915,217.13	(49,152.17	)	—		—	—		—	JAJO	0	230,169.83	20141123	20190521
BRSR1R5H8	SHELL: ATLAS_14-1 ABS 14-1		2	3,833,200	3,860,273.89	3,833,200.00	3,833,200	27,073.89		—		—	—		4.875	MON	8,305.27	104,910.55	20141218	20201215
BRSR4UG78	DISA HOLDINGS ACQUISITION SUBS SENIOR SE			5,497,327.34	5,414,867.43	5,497,327.34	5,497,327.34	(82,459.91	)	—		—	—		—	MJSD	0	164,723.39	20141224	20201209
BRSR5UKB3	BIOTELEMETRY INC TERM NOTES			4,178,571.43	4,157,678.57	4,178,571.43	4,178,571.43	(20,892.86	)	—		—	—		—	MJSD	0	145,040.67	20150102	20191230
BRSRFJ2T8	DOLLAR TREE INC SENIOR SECURED TERM NOTE		1	1,231,504.92	1,240,100.7	1,237,693.39	1,231,993.44	8,107.26		1,707.46		—	—		—	MJSD	0	42,296.84	20150206	20220309
BRSRG6TU3	NOMACORC SENIOR SECURED REVOLVE LOAN			337,500	334,968.75	337,500.00	337,500	(2,531.25	)	—		—	—		—	JAJO	0	9,539.06	20150409	20200105
BRSRG6UY3	NOMACORC SENIOR SECURED TERM LOAN			5,970,000	5,925,225	5,970,000.00	5,970,000	(44,775	)	—		—	—		—	JAJO	0	298,203.32	20150109	20210105
BRSRP3A63	MOTOR_15 -1X ABS 2015-1X A2	D	2	1,736,923	1,709,067.67	1,130,000.00	1,736,923	(27,855.33	)	—		—	(25,255.5	)	0.989	MON	277.87	9,781.96	20150220	20220625
BRSRYEAL6	EXPRESS OIL CHANGE LLC SENIOR SECURED TE			2,857,306.18	2,828,733.12	2,857,306.18	2,857,306.18	(28,573.06	)	—		—	—		—	JAJO	0	180,839.04	20150218	20171229
BRSRYEXL1	EXPRESS OIL CHANGE LLC SENIOR SECURED RE			—	—	—	—	—		(0.01	)	—	—		—	JAJO	0	6,720.37		20171229

BRSRYF745	LAZER SPOT INC SENIOR SECURED TERM NOTES			2,930,019.23	2,900,719.04	2,930,019.23	2,930,019.23	(29,300.19	)	—	—	—	—	FMAN	0	127,133.13	20150224	20210209
BRSRYHP25	LAZER SPOT INC SENIOR SECURED REVOLVE NO			111,263.73	110,151.09	111,263.73	111,263.73	(1,112.64	)	—	—	—	—	FMAN	0	7,416.04	20150731	20210209
BRSRYJ4P3	CSDVRS LLC SENIOR SECURED TERM NOTES			6,676,630.43	6,643,247.28	6,676,630.43	6,676,630.43	(33,383.15	)	—	—	—	—	MJSD	0	316,554.69	20150220	20200505
BRSS5NWZ1	EXPRESS OIL CHANGE LLC SENIOR SECURED TE			2,458,723.45	2,446,429.83	2,458,723.45	2,458,723.45	(12,293.62	)	—	—	—	—	MJSD	0	47,700.84	20150317	20171229
BRSS99PD5	INVENTUS SOLUTIONS INC SENIOR SECURED TE			5,863,818.84	5,878,552.07	5,893,285.28	5,867,027.41	11,524.66		3,607.34	—	—	—	MJSD	0	155,280.41	20150310	20191230
BRSS9F410	CASCADE DRILLING L.P. SENIOR SECURED TE			4,458,761	4,425,320.29	4,458,761.00	4,458,761	(33,440.71	)	—	—	—	—	MJSD	0	171,202.22	20150309	20210220
BRSS9F6W0	CASCADE DRILLING L.P. SENIOR SECURED TE			549,853.37	545,729.46	549,853.37	549,853.37	(4,123.91	)	—	—	—	—	MJSD	0	109,618.87	20150916	20200220
BRSSB5RH9	RANDALL-REILLY PUBLISHING CO TERM NOTES			6,898,584.9	6,872,715.21	6,898,584.90	6,898,584.9	(25,869.69	)	—	—	—	—	MJSD	0	278,950.47	20150312	20181015
BRSSD9JL9	TOWNSQUARE MEDIA INC SENIOR SECURED TERM		1	389,345.36	390,496.26	391,227.86	389,453.12	1,043.14		248.57	—	—	—	MJSD	0	6,980.13	20150821	20220401
BRSSJC1F8	PHILLIPS & TEMRO INDUSTRIES IN SENIOR SE			3,331,813.52	3,298,495.38	3,331,813.52	3,331,813.52	(33,318.14	)	—	—	—	—	MJSD	0	138,830.51	20150327	20210312
BRSSLFQA2	NORTEK INC SENIOR SECURED TERM NOTES			951,327.53	956,864.1	962,882.11	951,952.69	4,911.41		654.29	—	—	—	MJSD	0	4,672.37	20150401	20201016
BRSSLJ0J3	BENDON INC SENIOR SECURED TERM NOTES			257,220.22	255,934.12	257,220.22	257,220.22	(1,286.1	)	—	—	—	—	MJSD	0	16,065.53	20150414	20210330
BRSSLJ0T1	BENDON INC SENIOR SECURED TERM NOTES			6,080,878.83	6,020,070.04	6,080,878.83	6,080,878.83	(60,808.79	)	—	—	—	—	MJSD	0	167,507.73	20150414	20210330
BRSSLXJH6	MONITRON INTL SENIOR SECURED TERM NOTES			481,605.54	482,363.04	484,025.67	481,765.56	597.48		172.18	—	—	—	MJSD	0	10,201.63	20150402	20220408
BRSSLXJJ2	CPM HOLDINGS INC SENIOR SECURED TERM NOT			968,301.37	981,339.21	978,082.20	968,850.77	12,488.44		573.91	—	—	—	MJSD	0	23,042.53	20150402	20220401
BRSSM4ZS7	LONGVIEW POWER SENIOR SECURED TERM NOTES		1	1,149,120	1,154,923.63	1,160,727.27	1,149,977.38	4,946.25		886.47	—	—	—	MJSD	0	32,817.14	20150408	20210413
BRSSM5ZR6	AIR MEDICAL GROUP HOLDINGS INC SENIOR SE		1	1,512,874.96	1,499,846.8	1,516,666.63	1,513,075.15	(13,228.35	)	209.69	—	—	—	MJSD	0	13,114.04	20150415	20220428
BRSSM7M39	PACIFIC MERGER SUB INC SENIOR SECURED TE		1	739,301.66	738,001.38	743,016.74	739,499.98	(1,498.6	)	207.63	—	—	—	MJSD	0	14,556.17	20150417	20220415
BRSSMZMQ6	STAPLES INC SENIOR SECURED TERM LOAN		1	3,035,850.5	3,039,298.25	3,051,106.03	3,035,850.5	3,447.75		—	—	—	—	MJSD	0	—	20150424	20210423
BRSSNVRZ9	HVFII_15-1 ABS_15-1 B		2	2,999,848.2	2,977,500	3,000,000.00	2,999,854.99	(22,354.99	)	6.79	—	—	3.52	MON	1,760.00	47,226.67	20150407	20210525
BRSSREB56	SCIENCE APPLICATIONS INTERNATI SENIOR SE		1	—	—	—	—	—		10.30	—	—	—	MJSD	0	1,090.24		20220504
BRSSU3BU1	HANESBRANDS INC SENIOR SECURED TERM NOTE		1	—	—	—	—	—		—	—	—	—	MJSD	0	379.23		20220429
BRSSUAB92	TEKNI-PLEX, INC. SENIOR SECURED TERM LOA		1	90,074.87	90,391.72	90,527.51	90,093.54	298.18		19.80	—	—	—	MJSD	0	564.53	20150415	20220601
BRSSVEHW6	DJO FINANCE LLC SENIOR SECURED TERM NOTE		1	537,837.84	539,302.7	540,540.54	538,015.84	1,286.86		178.00	—	—	—	JAJO	0	1,850.6	20150424	20200608
BRSSW6XL8	KLOCKNER PENTAPLAST OF AMERICA SENIOR SE		1	359,915.86	362,454.22	360,817.91	359,983.21	2,471.01		69.61	—	—	—	JAJO	0	6,732.05	20150423	20200428
BRSSWB4N5	KP GERMANY ERSTE GMBH SENIOR SECURED TER	F	1	153,810.19	154,894.96	154,195.68	153,838.98	1,055.98		29.76	—	—	—	JAJO	0	2,876.94	20150423	20200428
BRSSXBMU8	HORIZON PHARMA INC SENIOR SECURED TERM L		1	321,461.54	316,615.38	323,076.92	321,556.47	(4,941.09	)	98.98	—	—	—	FMAN	0	2,960.94	20150429	20210507
BRST0A6G3	NXTC_15-1A MEZZANIN ABS 15-1A 144A		2	1,000,000	989,145	1,000,000.00	1,000,000	(10,855	)	—	—	—	3.928	MJSD	763.68	4,582.08	20150423	20270421
BRST248L2	STERIGENICS-NORDION HOLDINGS L SENIOR SE		1	395,123.04	394,672.87	396,158.46	395,159.14	(486.27	)	36.10	—	—	—	MJSD	0	4,147.53	20150813	20220516
BRST2JC18	DUBOIS CHEMICALS INC SENIOR SECURED TERM			3,614,964.72	3,633,222.11	3,651,479.51	3,619,222.29	13,999.82		4,350.58	—	—	—	MJSD	0	64,380.87	20150413	20181220
BRST4R1R3	CHEMOURS COMPANY LLC SENIOR SECURED TERM		1	1,869,257.14	1,674,567.38	1,894,842.86	1,869,498.83	(194,931.45	)	253.93	—	—	—	MJSD	0	12,755.11	20150918	20220512
BRST7Y914	HOUGHTON MIFFLIN HARCOURT PUBL SENIOR SE		1	1,158,574.9	1,154,208.42	1,164,396.89	1,158,853.26	(4,644.84	)	292.95	—	—	—	MJSD	0	13,359.28	20150511	20210528
BRST927R7	ARIA ENERGY OPERATING LLC SENIOR SECURED		1	961,094.89	961,094.89	970,802.92	961,122.64	(27.75	)	52.08	—	—	—	FMAN	0	—	20150518	20220527
BRSTA3686	TTM TECHNOLOGIES, INC. SENIOR SECURED TE			314,460.28	304,684.32	325,865.58	315,001.85	(10,317.53	)	541.57	—	—	—	MJSD	0	4,073.32	20150507	20210531

BRSTA36J2	BLACK KNIGHT INFOSERV LLC SENIOR SECURED			366,952.65	369,711.7	367,872.34	366,978.73	2,732.97		28.38	—	—	—	MJSD	0	2,689.13	20150507	20220527
BRSTB10K8	MSHC INC SENIOR SECURED TERM NOTES			2,096,512.38	2,075,547.26	2,096,512.38	2,096,512.38	(20,965.12	)	—	—	—	—	MJSD	0	32,680.68	20150511	20180930
BRSTB5SJ2	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,495,520	3,483,134.52	3,500,000.00	3,496,060.31	(12,925.79	)	540.31	—	—	1.65	MN	21,335.42	—	20150511	20180518
BRSTBTC24	INFILTRATOR SYSTEMS INTEGRATED SENIOR SE		1	465,258.41	467,986.83	467,596.39	465,312.78	2,674.05		60.23	—	—	—	MJSD	0	3,896.64	20150521	20220527
BRSTBY9Y7	A. SCHULMAN INC SENIOR SECURED TERM LOAN			163,798.93	163,745.56	164,209.45	163,811.5	(65.94	)	13.60	—	—	—	MJSD	0	868.47	20150511	20220601
BRSTCP7D3	ITALICS MERGER SUB INC SENIOR SECURED TE		1	211,334.75	210,954.45	211,864.41	211,342.67	(388.22	)	7.92	—	—	—	FMAN	0	—	20150603	20220805
BRSTFAHT7	EPICOR SOFTWARE CORP SENIOR SECURED TERM		1	1,149,678.88	1,146,797.48	1,152,560.28	1,149,804.35	(3,006.87	)	132.69	—	—	—	FMAN	0	16,770.06	20150521	20220601
BRSTH5E10	PHYSIO-CONTROL INTERNATIONAL I SENIOR SE		1	2,426,237.5	2,426,249.69	2,438,429.65	2,426,739.31	(489.62	)	501.81	—	—	—	MJSD	0	6,705.68	20150519	20220606
BRSTJ1FE8	NOVELIS INC/GA SENIOR SECURED TERM NOTES		1	2,842,275.6	2,811,312.39	2,851,533.27	2,842,705.76	(31,393.37	)	465.89	—	—	—	FMAN	0	36,451.79	20150529	20220602
BRSTM9RG9	BASS PRO GROUP LLC SENIOR SECURED TERM L		1	1,422,107.48	1,419,726.6	1,425,671.65	1,422,260.96	(2,534.36	)	162.44	—	—	—	MJSD	0	39.21	20150529	20200605
BRSTMGQQ2	CAMPING WORLD INC SENIOR SECURED TERM LO			255,178.18	256,244.94	255,817.72	255,204.54	1,040.4		34.89	—	—	—	MJSD	0	807.62	20150526	20200220
BRSTMLUW3	COMMSCOPE INC. SENIOR SECURED TERM NOTES		1	273,121.39	273,977.03	273,805.90	273,139.74	837.29		18.35	—	—	—	MJSD	0	—	20150528	20221229
BRSTMMAT0	ON ASSIGNMENT, INC. SENIOR SECURED TERM		1	710,445.07	714,757.73	714,015.15	710,566.47	4,191.26		339.20	—	—	—	MJSD	0	6,652.86	20150601	20220603
BRSTU73F2	THEOREM CLINICAL RESEARCH INC SENIOR SEC			—	—	—	—	—		—	—	—	—	MJSD	0	37,379.76		20190731
BRSTV33U7	ALERE INC SENIOR SECURED TERM NOTES		1	1,032,878.47	1,036,921.97	1,035,467.14	1,032,932.12	3,989.85		60.14	—	—	—	MJSD	0	6,250	20150611	20220620
BRSTZUYC9	CORPORATE VISIONS INC SENIOR SECURED TER			3,494,128.14	3,502,951.7	3,529,422.37	3,494,428.73	8,522.97		747.35	—	—	—	FMAN	0	42,045.3	20150602	20491231
BRSTZV1D1	CORPORATE VISIONS INC SENIOR SECURED TER			547,168.7	548,550.44	552,695.66	547,168.7	1,381.74		—	—	—	—	FMAN	0	211.14	20150602	20210529
BRSU0Q006	US ACUTE CARE SOLUTIONS LLC SENIOR SECUR			5,280,882.36	5,254,477.95	5,280,882.36	5,280,882.36	(26,404.41	)	—	—	—	—	MJSD	0	114,705.89	20150519	20210515
BRSU0Q0J5	US ACUTE CARE SOLUTIONS LLC SENIOR SECUR			—	—	—	—	—		—	—	—	—	MJSD	0	22,474.49		20200515
BRSU0QNT8	THEOREM CLINICAL RESEARCH INC SENIOR SEC			—	—	—	—	—		—	—	—	—	MJSD	0	57,313.06		20190731
BRSU0R0P9	PHYSIOTHERAPY ASSOCIATES HOLDI SENIOR SE			1,025,068.68	1,027,644.23	1,030,219.78	1,025,068.68	2,575.55		—	—	—	—	MJSD	0	—	20150610	20200604
BRSU0R137	PHYSIOTHERAPY ASSOCIATES HOLDI SENIOR SE			4,326,923.08	4,332,331.73	4,326,923.08	4,326,923.08	5,408.65		—	—	—	—	MJSD	0	74,849.78	20150610	20210604
BRSU1MK36	GARRETSON RESOLUTION GROUP INC SENIOR SE			6,357,077.2	6,309,399.12	6,357,077.20	6,357,077.2	(47,678.08	)	—	—	—	—	MJSD	0	215,900.74	20150529	20210521
BRSU1ML43	GARRETSON RESOLUTION GROUP INC SENIOR SE			206,364.22	204,816.49	206,364.22	206,364.22	(1,547.73	)	—	—	—	—	MJSD	0	12,521.64	20150928	20200522
BRSU5BEP4	AWP INC SENIOR SECURED TERM LOAN			3,730,045.18	3,702,069.84	3,730,045.18	3,730,045.18	(27,975.34	)	—	—	—	—	MJSD	0	81,750.16	20150609	20210605
BRSU5BES8	AWP INC SENIOR SECURED REVOLVE LOAN			323,150.5	323,324.89	325,768.15	323,150.5	174.39		640.03	—	—	—	MJSD	0	3,364.21	20150622	20200605
BRSU64W61	UNIVAR USA INC SENIOR SECURED TERM LOAN		1	1,809,653.08	1,782,834.71	1,814,977.97	1,809,801.07	(26,966.36	)	147.99	—	—	—	MJSD	0	1,912.84	20150806	20220701
BRSU7A6L2	PROTECTION ONE ALARM MONITORIN SENIOR SE		1	1,555,087.23	1,565,840	1,562,901.74	1,555,390.5	10,449.5		303.27	—	—	—	MJSD	0	18,233.85	20150619	20210701
BRSU8MLL8	FLAVOR PRODUCERS INC SENIOR SECURED TERM			488,215.49	486,994.95	488,215.49	488,215.49	(1,220.54	)	—	—	—	—	MJSD	0	—	20150617	20200617
BRSU8MMR4	FLAVOR PRODUCERS INC SENIOR SECURED TERM			732,323.23	730,492.42	732,323.23	732,323.23	(1,830.81	)	—	—	—	—	MJSD	0	19,406.54	20150617	20200617
BRSU8MNA0	FLAVOR PRODUCERS INC SENIOR SECURED TERM			1,196,127.95	1,190,147.31	1,196,127.95	1,196,127.95	(5,980.64	)	—	—	—	—	MJSD	0	—	20150617	20200617
BRSU95US9	SS&C EUROPEAN HOLDINGS SARL SENIOR SECUR	F	1	100,489.37	101,331.17	100,994.35	100,500.33	830.84		47.02	—	—	—	MJSD	0	834.41	20150629	20220708
BRSU975A2	TRIBUNE COMPANY SENIOR SECURED TERM LOAN		1	3,733,307.02	3,713,808.48	3,740,704.14	3,733,645.78	(19,837.3	)	430.00	—	—	—	MJSD	0	38,255.33	20150701	20201228
BRSUA8MG6	ANCHOR GLASS CONTAINERS CORP SENIOR SECU		1	989,144.56	996,386.68	994,115.13	989,292.86	7,093.82		336.92	—	—	—	MJSD	0	3,031.44	20150624	20220701

BRSUCDW31	SAFEWORKS LLC SENIOR SECURED TERM LOAN			2,355,666.32	2,332,109.66	2,355,666.32	2,355,666.32	(23,556.66	)	—	—	—	—	JAJO	0	21,438.41	20150623	20190731
BRSUDWG69	SIX FLAGS THEME PARKS INC SENIOR SECURED			1,175,865.57	1,180,775.32	1,178,812.60	1,175,933.27	4,842.05		75.09	—	—	—	MJSD	0	6,548.96	20150629	20220630
BRSUM53S4	ELDORADO RESORTS INC SENIOR SECURED TERM		1	232,015.9	233,327.54	233,181.81	232,042.83	1,284.71		29.85	—	—	—	MJSD	0	579.55	20150716	20220725
BRSUR9351	USAGM HOLDCO LLC SENIOR SECURED TERM NOT		1	1,326,114.56	1,325,699.32	1,339,509.66	1,326,417.74	(718.42	)	303.18	—	—	—	MJSD	0	10,074.23	20150727	20220728
BRSUR9CY8	USAGM HOLDCO LLC SENIOR SECURED TERM NOT		1	100,377.35	100,277.25	101,321.88	100,377.35	(100.1	)	—	—	—	—	MJSD	0	963.56	20150924	20220728
BRSUTDDX8	CHARTER COMMUNICATION OPER LLC SENIOR SE		1	693,115.81	692,104.8	694,852.94	693,137.61	(1,032.81	)	21.80	—	—	—	JAJO	0	1,823.99	20150723	20230124
BRSUU8H62	ALIX PARTNERS LLP SENIOR SECURED TERM LO		1	706,194.69	707,192.92	707,964.60	706,215.02	977.9		20.33	—	—	—	MJSD	0	2,477.88	20150723	20220728
BRSUUC731	HILLENBRAND INDUSTRIES INC SENIOR SECURE		1	570,603.82	573,718.54	572,033.90	570,608.87	3,109.67		5.05	—	—	—	MJSD	0	196.64	20150730	20220908
BRSUVAL12	NUMERICABLE US LLC SENIOR SECURED TERM N		1	523,469.39	516,416.33	524,781.34	523,488.56	(7,072.23	)	19.17	—	—	—	MJSD	0	—	20150727	20220729
BRSUVD0Y7	ACTAGRO LLC SENIOR SECURED REVOLVE NOTES			829,166.66	831,250	833,333.33	829,166.66	2,083.34		—	—	—	—	MJSD	0	—	20150710	20161230
BRSUVD142	ACTAGRO LLC SENIOR SECURED TERM LOAN			6,666,666.67	6,650,000	6,666,666.67	6,666,666.67	(16,666.67	)	—	—	—	—	MJSD	0	39,055.77	20150710	20161230
BRSUW2BS1	GRUDEN ACQUISITION INC SENIOR SECURED TE		1	910,732.54	909,196.26	919,931.86	910,844.08	(1,647.82	)	111.54	—	—	—	MJSD	0	4,408.01	20150731	20220818
BRSUW3MP3	ASURION LLC SENIOR SECURED TERM LOAN		1	1,324,559.64	1,261,952.57	1,331,215.72	1,324,684.77	(62,732.2	)	141.81	—	—	—	MJSD	0	8,711.66	20150730	20220804
BRSUY9361	PHARMACEUTICAL PRODUCT DEV, IN SENIOR SE		1	1,686,083.48	1,677,429.44	1,693,304.17	1,686,181.96	(8,752.52	)	115.53	—	—	—	MJSD	0	5,797.91	20150806	20220818
BRSUYEPU3	PROLAMPAC INTERMEDIATE INC SENIOR SECURE		1	315,897.44	317,891.74	319,088.32	315,924.99	1,966.75		27.55	—	—	—	MJSD	0	—	20150806	20220818
BRSUZA516	CHI OVERHEAD DOORS INC SENIOR SECURED TE			404,619.72	406,011.04	405,633.80	404,636.11	1,374.93		16.39	—	—	—	MJSD	0	374.65	20150728	20220729
BRSV1F5E2	ARDENT LEGACY ACQUISITIONS INC SENIOR SE			968,478.26	981,929.35	978,260.87	968,701.64	13,227.71		223.38	—	—	—	MJSD	0	8,654.89	20150730	20210730
BRSV27V59	PARTY CITY HOLDINGS INC SENIOR SECURED T		1	180,000	180,338.35	180,451.13	180,006.36	331.99		6.36	—	—	—	MJSD	0	33.39	20150806	20220819
BRSV3DKS7	BESTOP INC SENIOR SECURED REVOLVE NOTES			105,000	103,687.5	105,000.00	105,000	(1,312.5	)	—	—	—	—	MJSD	0	2,777.5	20150730	20491230
BRSV3DL15	BESTOP INC SENIOR SECURED TERM NOTES			4,200,000	4,137,000	4,200,000.00	4,200,000	(63,000	)	—	—	—	—	MJSD	0	111,100.1	20150730	20491230
BRSV3DLL1	PRECYSE SOLUTIONS LLC SENIOR SECURED TER			5,918,715	5,933,661.25	5,978,500.00	5,919,838.8	13,822.45		1,123.80	—	—	—	MJSD	0	—	20150730	20220730
BRSV3DN70	PRECYSE SOLUTIONS LLC SENIOR SECURED TER			1,076,130	1,078,847.5	1,087,000.00	1,076,130	2,717.5		—	—	—	—	MJSD	0	—	20150730	20200730
BRSV5TM33	DTZ US BORROWER LLC SENIOR SECURED TERM		1	3,126,887.9	3,103,111.42	3,129,508.83	3,126,887.9	(23,776.48	)	—	—	—	—	MJSD	0	—	20150812	20211104
BRSV8NG22	ALION SCIENCE AND TECHNOLOGY C SENIOR SE			789,274.36	788,282.81	793,240.56	789,299.97	(1,017.16	)	35.55	—	—	—	MJSD	0	3.95	20150812	20210819
BRSV8P7W1	HUDSONS BAY CO SENIOR SECURED TERM LOAN	A	1	1,530,704.72	1,547,042.49	1,538,396.70	1,530,704.72	16,337.77		—	—	—	—	FMAN	0	—	20150814	20220930
BRSVA6HU3	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED			51,129.3	50,362.36	51,129.30	51,129.3	(766.94	)	—	—	—	—	MJSD	0	11,288.92	20150909	20190731
BRSVA6N02	CUSTOM WINDOW SYSTEMS INC SENIOR SECURED			3,501,704.79	3,449,179.22	3,501,704.79	3,501,704.79	(52,525.57	)	—	—	—	—	MJSD	0	65,814.07	20150731	20190731
BRSVAW935	LAZER SPOT MERGER SUB, INC SENIOR SECURE			55,631.87	55,075.55	55,631.87	55,631.87	(556.32	)	—	—	—	—	MJSD	0	—	20150817	20210209
BRSVBJ4B0	OSMOSE HOLDINGS INC SENIOR SECURED TERM			664,564.01	668,320.97	667,903.53	664,585.09	3,735.88		21.08	—	—	—	MJSD	0	1,646.89	20150818	20220822
BRSVLEZT7	AURORA PARTS AND ACCESSORIES L SENIOR SE			1,339,031.5	1,342,412.89	1,352,557.07	1,339,031.5	3,381.39		—	—	—	—	MJSD	0	—	20150817	20210817
BRSVLF005	AURORA PARTS AND ACCESSORIES L SENIOR SE			5,998,861.13	6,014,009.77	6,059,455.69	5,999,692.02	14,317.75		830.89	—	—	—	MJSD	0	13,525.57	20150817	20210817
BRSVRWC82	EVESTMENT INC SENIOR SECURED TERM NOTES			238,239.82	237,641.22	239,437.00	238,239.82	(598.6	)	—	—	—	—	MJSD	0	—	20150902	20200828
BRSVRWCF6	EVESTMENT INC SENIOR SECURED TERM NOTES			4,860,563	4,824,108.78	4,860,563.00	4,860,563	(36,454.22	)	—	—	—	—	MJSD	0	24,302.82	20150914	20210828
BRSVTZPY2	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			67,262.05	66,925.74	67,262.05	67,262.05	(336.31	)	—	—	—	—	MJSD	0	3,217.2	20150908	20180731

BRSVTZRG9	WORLDWIDE EXPRESS OPERATIONS L SENIOR SE			3,332,378.39	3,315,716.5	3,332,378.39	3,332,378.39	(16,661.89	)	—		—	—		—	MJSD	0	32,493.7		20150930	20190731
BRSVUV3M9	BERRY PLASTICS CORP SECURED TERM LOAN		1	268,009.11	269,187.54	269,355.89	268,009.11	1,178.43		—		—	—		—	MJSD	0	—		20150917	20221003
BRSVV6ED1	MSHC INC SENIOR SECURED TERM LOAN			1,699,951.51	1,687,201.87	1,699,951.51	1,699,951.51	(12,749.64	)	—		—	—		—	MJSD	0	—		20150901	20491231
BRSW0ZRH6	SOPHIA LP SENIOR SECURED TERM NOTES		1	585,676.91	588,160.89	588,620.01	585,676.91	2,483.98		—		—	—		—	MJSD	0	—		20150918	20220930
BRSW3NGN9	BEACON ROOFING SECURED TERM LOAN		1	331,886.17	333,413.85	333,553.94	331,886.17	1,527.68		—		—	—		—	MJSD	0	—		20150925	20220923
BRSW52WF2	QUANTUM PARTNERS SENIOR CORP BND	I		594,008.22	594,008.22	600,008.30	594,008.22	—		—		—	—		—	JD	0	—		20150921	20491231
BRSW52XU8	QUANTUM PARTNERS SENIOR CORP BND	I		792,010.95	792,010.95	800,011.06	792,010.95	—		—		—	—		—	JD	0	—		20150921	20491231
BRSW52XV6	QUANTUM PARTNERS CORP BND	I		2,455,233.95	2,455,233.95	2,480,034.29	2,455,233.95	—		—		—	—		—	JD	0	—		20150921	20491231
BRSW6MLL6	NEPTUNE FINCO CORP SECURED TERM LOAN		1	2,976,648.35	3,009,134.62	3,021,978.02	2,976,648.35	32,486.27		—		—	—		—	MJSD	0	—		20150925	20220923
BRSWD1953	SMYTH COMPANIES LLC CORP BOND			3,130,943.72	3,130,943.72	3,146,677.11	3,130,943.72	—		—		—	—		5.5	JAJO	0	—		20150925	20200925
BRSWD19K0	SMYTH COMPANIES LLC CORP BOND			1,043,647.91	1,043,647.91	1,048,892.37	1,043,647.91	—		—		—	—		—	JAJO	0	—		20150925	20200925
C0456KAB7	ATLANTIC POWER LP SENIOR SECURED TERM NO	A		—	—	—	—	—		—		—	—		—	MJSD	0	6,852.1			20210224
C0787CAB5	BAUER PERFORMANCE SPORTS LTD SENIOR SECU	G	2	364,593.69	366,885.68	366,425.82	364,968.16	1,917.52		—		—	—		—	MJSD	0	—		20140403	20210415
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SE	A	2	377,432.25	374,871.78	379,328.89	377,755.93	(2,884.15	)	226.88		—	—		—	MJSD	0	12,284.37		20140626	20210630
C9413PAU7	VALEANT PHARMACEUTICALS INTERN SENIOR SE	A	2	1,843,131.67	1,836,398.22	1,852,393.64	1,843,646.24	(7,248.02	)	—		—	—		—	MJSD	0	—		20150313	20220401
D06216BG5	BASF SE CORP BND	D		1,209,815.55	1,134,044.94	700,000.00	1,169,886.26	(35,841.32	)	(37,862.14	)	—	(35,061.75	)	5.875	MAR	31,942.65	64,218.74		20141215	20170331
D1668RML8	DAIMLER AG SENIOR CORP BND EMTN	D		825,838.42	779,144.9	520,000.00	823,178.99	(44,034.09	)	(2,477.91	)	—	(28,639.61	)	1.75	NOV	11,904.02	—		20141210	20171108
D2553KEX2	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		605,765.99	589,594.08	400,000.00	603,898.76	(14,304.68	)	—		—	10,051.8		1.75	FA	1,140.71	—		20150416	20170821
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		3,325,845.87	2,884,614.16	1,750,000.00	3,025,249.36	(140,635.2	)	(91,916.58	)	—	(149,155.42	)	5.625	AUG	14,371.87	163,233.98		20131113	20170825
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D		4,941,552.5	4,420,288.76	2,840,000.00	4,628,808.44	(208,519.68	)	(75,599.42	)	—	(236,122.95	)	3.75	SEP	10,496.36	173,813.33		20131113	20160907
F4113NCA5	ORANGE SA CORP BND	D		1,399,257.68	1,286,921.38	750,000.00	1,340,286.57	(53,365.19	)	(54,847.16	)	—	(49,221.97	)	8	DEC	68,676.42	3,032.96		20141127	20171220
F7S02WAB2	RCI BANQUE SA SENIOR CORP BND EMTN	D		521,157.62	511,853.17	340,000.00	519,329.71	(7,476.54	)	(2,442.59	)	—	1,151.08		2.125	OCT	10,818.02	(615.94	)	20150116	20171006
F9208ZKB2	TOTAL CAPITAL S.A. CORP BND MTN	D		1,654,432.94	1,551,526.72	970,000.00	1,619,388.85	(67,862.13	)	(32,652.01	)	—	(56,340.93	)	4.25	DEC	48,980.34	—		20141210	20171208
G0054BMY6	ABBEY NATIONAL TREASURY SERVIC LOCAL BON	D		1,038,015.04	1,014,585.17	640,000.00	1,027,660.53	(13,075.36	)	(12,226.60	)	—	(6,907.22	)	4.125	SEP	1,827.75	17,144.98		20150506	20170914
G079E0AA9	BARCLAYS BANK PLC LOCAL BND	D	1	703,522.13	667,201.95	410,000.00	688,465.29	(21,263.34	)	(19,722.84	)	—	(24,248.99	)	6.75	JAN	29,697.16	84,064.47		20141204	20230116
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F		2,841,307.5	2,851,966.5	2,850,000.00	2,848,563.15	3,403.35		2,172.68		—	—		1.125	MAR	16,209.38	32,062.5		20130320	20160329
G089B6CD0	BARCLAYS BANK PLC SENIOR CORP BND EMTN	D		2,679,360.59	2,599,143.45	1,700,000.00	2,689,869.52	(90,726.07	)	2,296.94		—	(119,300.86	)	1.5	APR	19,395.88	42,304.5		20120328	20170404
G1163HET9	BG ENERGY CAPITAL PLC CORP BND EMTN	D		793,607.43	746,888.23	460,000.00	774,655.89	(27,767.66	)	(19,668.65	)	—	(26,951.42	)	5.125	DEC	28,104.29	4,583.37		20141210	20171207
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LO	D		2,147,105	1,962,238.6	1,200,000.00	2,067,785.66	(105,547.06	)	(73,089.13	)	—	(101,136.95	)	6.625	JUN	31,641.44	173,994.43		20141210	20170623
G1658KAC5	BSKYB FINANCE UK PLC CORP BND	D		1,798,940.03	1,739,652.96	1,070,000.00	1,775,342.39	(35,689.43	)	(23,597.64	)	—	(21,444.72	)	5.75	OCT	87,263.56	(54,628.78	)	20150615	20171020
G1698AAB1	BUPA FINANCE PLC LOCAL BND EMTN	D		802,257.24	743,041.81	470,000.00	767,543.32	(24,501.51	)	(32,941.44	)	—	(23,003.45	)	7.5	JJ	12,525.14	54,643.67		20141215	20160704
G2479P4N2	COVENTRY BLDG SOC LOCAL BND EMTN	D		714,838.63	697,539.54	425,000.00	699,532.59	(1,993.05	)	(15,306.04	)	—	(92.35	)	4.625	APR	13,590.77	7,832.08		20150109	20180419
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		2,196,369.7	1,969,958.5	1,250,000.00	2,106,657.42	(136,698.92	)	(58,745.37	)	—	(130,608.1	)	5.375	NOV	86,501.98	6,516.17		20141127	20161111
G3401LAB1	FCE BANK PLC SENIOR LOCAL BND EMTN	D		821,902.57	767,178.11	489,000.00	802,137.9	(34,959.79	)	(19,376.97	)	—	(29,458.49	)	4.825	FEB	21,961.59	54,319.64		20141127	20170215

G4123EAC0	GRIFOLS WORLDWIDE OPERATIONS U SECURED T		2	—	—	—	—	—		4,306.96		—	—		—	MJSD	0	72,426.88			20210227
G4273QAJ6	HAMMERSON PLC CORP BND	D		1,627,602.82	1,519,562.89	964,000.00	1,581,968.12	(62,405.23	)	(44,033.75	)	—	(55,719.77	)	5.25	DEC	59,027.27	3,816.51		20141204	20161215
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	D		1,092,522.87	1,062,360.83	700,000.00	1,092,264.77	(29,903.94	)	(103.82	)	—	(31,857.09	)	0.986	FMAN	1,250.01	9,066.96		20131113	20160516
G463CFAA4	HSBC HOLDINGS PLC SUB LOCAL BND EMTN	D	1	1,297,336.09	1,209,814.09	750,000.00	1,263,885.07	(54,070.98	)	(34,826.70	)	—	(46,416.13	)	6.375	OCT	66,418.25	23,207.84		20141125	20221018
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F		3,693,081	3,673,754.49	3,700,000.00	3,696,305.68	(22,551.19	)	1,026.81		—	—		1.5	MN	20,966.67	27,750		20130508	20180515
G4721VAY0	IMPERIAL TOBACCO FIN PLC CORP BND	D		359,843.58	338,980.45	200,000.00	350,693.7	(11,713.25	)	(17,314.88	)	—	(10,510.37	)	6.25	DEC	15,131.96	18,139.65		20141215	20181204
G4804LAA4	INTRCONT HOTELS LOCAL BND	D		1,192,373.75	1,030,258.88	650,000.00	1,129,702.31	(99,443.43	)	(36,361.47	)	—	(98,041.03	)	6	DEC	46,196.55	9,052.04		20140403	20161209
G4S15PP89	LLOYDS BANK PLC CORP BND EMTN	O	1	1,145,701.13	1,043,176.35	630,000.00	1,083,525.32	(40,348.97	)	(57,198.79	)	—	(38,163.72	)	10.75	DEC	78,105.10	—		20141204	20211216
G5274WAA8	KIZUNA RE II LTD CORP BND 144A	D		1,912,522.91	1,920,331.53	230,000,000.00	1,912,522.91	7,808.62		—		—	7,904.64		0.035	JAJO	176.21	9,774.98		20150320	20190405
G54404AK7	LEGAL & GEN GRP PLC LOCAL BND	D	1	1,611,530.25	1,550,801.05	1,000,000.00	1,581,835.25	(31,034.2	)	(29,695.00	)	—	3,506.11		6.385	MN	39,949.41	27,191.42		20150116	20491231
G5577Y5Y2	LLYODS TSB BANK PLC - LT GTD SENIOR LOCA	D		2,389,915.16	2,278,388.78	1,490,000.00	2,394,994.54	(116,605.76	)	1,155.25		—	(139,430.8	)	1.5	MAY	14,031.55	52,076.83		20131113	20170502
G6459BEM9	NETWORK RAIL INFRA FIN SECURED CORP BND	D		2,340,423.68	2,276,991.21	1,500,000.00	2,338,817.62	(61,826.41	)	—		—	(62,075.87	)	1	DEC	18,044.73	—		20141230	20171207
G65016AG5	NEXT PLC LOCAL BND	D		1,188,131.34	1,104,438.02	700,000.00	1,149,187.69	(44,749.67	)	(36,285.38	)	—	(39,981.93	)	5.875	OCT	58,238.98	—		20141210	20161012
G7457KAB7	REED ELSEVIER INVESTMENTS PLC CORP BND	D		453,589.73	420,130.91	250,000.00	437,306.44	(17,175.53	)	(24,489.01	)	—	(15,711.53	)	7	DEC	20,578.59	18,452.47		20141203	20171211
G79314AG8	SCOTTISH POWER UK PLC CORP BND	D		1,525,102.18	1,401,904.05	850,000.00	1,455,965.34	(54,061.29	)	(64,537.28	)	—	(50,655.18	)	8.375	FEB	65,219.69	111,718.1		20141210	20170220
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A	D	1	833,161.5	800,572.25	510,000.00	833,161.5	(32,589.25	)	—		—	(60,639	)	5.06	AO	17,707.69	20,828.11		20091027	20550121
G8842PAG7	SSE PLC CAPSEC CORP BND	D	1	809,569.26	756,833.48	525,000.00	809,569.26	(52,735.78	)	—		—	(16,210.24	)	3.875	SEP	16,907.48	—		20150224	99990101
G916E2AB6	UBS AG, LONDON BRANCH CORP BND EMTN	D		1,061,101.22	981,693.13	623,000.00	1,019,631.36	(37,938.23	)	(44,528.34	)	—	(36,633.27	)	6.375	JUL	11,649.04	96,029.83		20141203	20160720
G918UHAA3	UBS AG JERSEY BRANCH CORP BND EMTN	D	1	274,088.34	255,329.32	150,000.00	268,089.99	(12,760.67	)	(8,098.78	)	—	(9,442.61	)	6.375	NOV	12,082.46	8,802.5		20141204	20241119
G92435BV0	UNITED KINGDOM GILT IBND GOVT 8 MO	D		5,243,611.28	5,182,345.41	1,058,000.00	5,122,003.34	60,342.07		(121,435.37	)	—	14,247.03		2.5	JJ	22,224.61	58,175.96		20150309	20160726
G924504T2	UNITED KINGDOM GILT GOVT BND	D		913,611	881,130.08	500,000.00	911,733.08	(30,603	)	(1,877.92	)	—	(34,069.4	)	4	MS	1,981.97	1,111.74		20150824	20220307
G92450K80	UNITED KINGDOM GILT SENIOR GOVT BND	D		7,577,081.13	7,538,272.04	4,500,000.00	7,569,687.96	(31,415.92	)	(14,700.68	)	—	(26,859.68	)	5	MS	22,880.18	(5,268.02	)	20150930	20180307
G92451GE0	UNITED KINGDOM GILT GOVT BND	D		2,015,520.07	1,971,259.3	1,280,000.00	2,000,471.05	(29,211.75	)	(43,795.66	)	—	(30,113.08	)	1.75	JJ	6,336.11	159,629.72		20150216	20170122
G9368PAP9	VIRGIN MEDIA INV SENIOR SECURED TERM NOT	F	2	3,580,818.97	3,535,072.23	3,582,068.97	3,581,194.63	(46,122.4	)	—		—	—		—	AO	0	—		20130925	20200607
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D		1,726,750.91	1,645,779.66	1,000,000.00	1,666,118.8	(20,339.14	)	(19,611.61	)	—	(83,878.23	)	4.75	APR	34,915.57	67,051		20150109	20180412
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D		2,867,433.02	2,825,546.48	1,850,000.00	2,864,518.27	(38,971.79	)	(2,468.90	)	—	(48,288.55	)	1	MS	1,833.33	33,515.55		20150529	20170907
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D		3,074,121	3,045,835.07	1,984,000.00	3,071,498.42	(25,663.35	)	(3,667.79	)	—	(46,206.88	)	1.25	JJ	7,014.97	12,439.06		20150622	20180722
G9T44MJU7	UNITED KINGDOM GILT GOVT BND	D		661,813.69	652,131.68	415,000.00	661,176.67	(9,044.99	)	(637.02	)	—	(19,507.42	)	2	JJ	2,347.75	572.58		20150702	20200722
G9T44MKL5	UNITED KINGDOM GILT GOVT BND	D		1,588,840.21	1,561,872.36	1,010,000.00	1,588,765.52	(26,893.16	)	281.86		—	(50,316.48	)	2	MS	2,001.80	5,275.6		20150825	20250907
L0001UAB5	AI CHEM & CY SCA SENIOR SECURED TERM NOT	F	2	337,520.55	339,216.64	339,216.64	338,166.88	1,049.76		—		—	—		—	JAJO	0	—		20130312	20191003
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECUR	E	2	175,123.12	176,003.15	176,003.15	175,458.47	544.68		106.52		—	—		—	MJSD	0	7,279.32		20130312	20191003
L0593NQJ1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	D		2,407,935.08	2,221,064.6	1,280,000.00	2,288,918.21	(67,853.61	)	(112,822.58	)	—	(68,599.39	)	8.75	AUG	16,352.00	174,893.6		20141215	20170825
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN	D		2,647,506.52	2,512,890.73	1,500,000.00	2,585,824.8	(72,934.07	)	(61,217.68	)	—	(77,497.74	)	4.75	OCT	100,579.71	9,459.68		20141215	20181015
L2465BAJ5	DELTA 2 (LUX) SARL SENIOR SECURED TERM N	F	2	3,530,276.1	3,491,478.54	3,548,016.18	3,532,951.22	(41,472.68	)	—		—	—		—	MJSD	0	—		20140730	20210730

L29678AC0	ENDO LUXEMBOURG FINANCE I COMP SENIOR SE	F	1	2,553,555.49	2,556,038.65	2,559,955.38	2,553,562.99	2,475.66		—		—	—		—	MJSD	0	—		20150624	20220926
L3953TAB0	FLY FUNDING II SARL SENIOR SECURED TERM	F	2	1,902,357.17	1,895,806.21	1,907,125.00	1,903,839.43	(8,033.22	)	—		—	—		—	FMAN	0	—		20131115	20190809
L6278NAB4	STENA INTERNATIONAL SARL SENIOR SECURED	F		1,826,232.15	1,572,588.8	1,844,678.94	1,830,277.6	(257,688.8	)	—		—	—		—	MJSD	0	—		20140221	20210303
L7256GAD9	OXEA FINANCE & CY SCA SENIOR SECURED TER	F	2	—	—	—	—	—		228.45		—	—		—	FMAN	0	46,685.3			20200115
L7307NAD3	PACIFIC DRILLING SA SENIOR SECURED TERM	F	1	2,880,155.32	2,507,816.69	4,179,694.48	2,884,183.48	(376,366.79	)	—		—	—		—	MJSD	0	—		20150925	20180603
L9339LAB9	TRINSEO MATERIALS OPERATING SC SENIOR SE	E	1	568,575	566,733.9	570,000.00	568,610.52	(1,876.62	)	39.09		—	—		—	JAJO	0	—		20150428	20211105
N0501WAC2	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	2,218,723.41	2,181,282.45	2,218,723.41	2,218,723.41	(37,440.96	)	—		—	—		—	AO	0	—		20140207	20220115
N0501WAE8	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	1,429,787.22	1,405,659.56	1,429,787.22	1,429,787.22	(24,127.66	)	—		—	—		—	AO	0	—		20141110	20220115
N0501WAG3	ZIGGO BV SENIOR SECURED TERM NOTES	F	2	2,351,489.41	2,311,808.03	2,351,489.41	2,351,489.41	(39,681.38	)	—		—	—		—	AO	0	—		20141110	20220115
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	D		868,563.04	778,339.14	500,000.00	839,770.1	(61,430.96	)	(13,320.21	)	—	(63,211.53	)	3.875	DEC	22,114.73	1,845.57		20140102	20161223
N6088VDF2	ING BANK NV LOCAL BND	D	1	1,746,017.19	1,657,426.42	1,000,000.00	1,727,763.11	(70,336.69	)	(18,254.08	)	—	(46,775.79	)	6.875	MAY	34,576.93	(5,264.12	)	20150612	20230529
N6803F7R2	PACCAR FINANCIAL EUROPE BV SENIOR CORP B	D		839,094	805,828.75	535,000.00	839,094	(33,265.25	)	—		—	(28,702.75	)	1.513	MAY	4,039.25	—		20150518	20180529
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND	F		2,398,152	2,404,344	2,400,000.00	2,399,693.32	4,650.68		1,039.68		—	—		0.75	MS	100.00	43,875		20130319	20160329
N7278SAC7	RABOBANK NEDERLAND NV SENIOR CORP BND	D		1,584,765.11	1,506,986	960,000.00	1,563,510.5	(56,524.5	)	(19,341.69	)	—	(56,173.73	)	3.25	NOV	41,707.38	—		20141203	20171101
N7993YBH6	SIEMENS FINANCIERINGSMAATSCHAP CORP BND	D	1	1,661,494.54	1,550,750.61	1,000,000.00	1,620,365.63	(69,615.02	)	(39,172.64	)	—	(58,193.66	)	6.125	SEP	4,240.52	105,755.33		20141210	20660914
U0662KFC0	BANK OF AMERICA CORP SUB CORP BND EMTN	O		583,873.33	547,918.98	350,000.00	569,460.42	(21,541.44	)	(22,521.70	)	—	(20,057.43	)	5.25	MN	10,766.83	34,343.03		20141204	20161109
U17406FZ4	CITIGROUP INC CORP BND	O		1,338,483.55	1,242,873.28	720,000.00	1,289,064.45	(46,191.17	)	(47,498.49	)	—	(44,848.45	)	7.625	APR	41,990.18	99,795.61		20141210	20180403
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND			5,230,800	5,047,306	5,000,000.00	5,065,336.2	(18,030.2	)	(50,409.59	)	—	—		2.625	MS	5,833.34	131,250		20130408	20160915
U36963R70	GENERAL ELECTRIC CAPITAL CORP CORP BND	O		803,536.82	749,281.37	450,000.00	777,752.06	(28,470.69	)	(23,468.32	)	—	(27,943.04	)	6.25	DEC	32,802.66	—		20141203	20171215
U5904RYZ0	BANK OF AMERICA CORP CORP BND	O		1,447,761.81	1,384,220.96	800,000.00	1,427,545.18	(43,324.22	)	(20,216.63	)	—	(36,503.65	)	7.75	APR	38,478.95	(12,639.87	)	20150615	20180430
U6176TBG2	MORGAN STANLEY CORP BND	O		1,198,165.7	1,120,344.17	700,000.00	1,161,700.31	(41,356.14	)	(33,229.28	)	—	(41,737.51	)	5.75	FEB	37,629.11	63,240.8		20141203	20170214
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN			1,013,000	1,002,789.99	1,000,000.00	1,005,409.19	(2,619.2	)	(2,318.39	)	—	—		1.375	JUN	3,819.44	13,750		20130409	20170621
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			4,590,450	4,433,445	4,500,000.00	4,527,044.44	(93,599.44	)	(19,343.18	)	—	—		1.875	OCT	81,562.50	—		20130403	20161013
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	D		852,544.54	811,323.2	535,000.00	850,791.43	(39,468.23	)	(523.22	)	—	(40,045.17	)	1.036	FMAN	1,003.83	12,245.91		20131113	20160215
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D		1,090,004.75	1,045,585.12	690,000.00	1,090,451.44	(44,866.32	)	179.61		—	(45,359.74	)	0.816	FMAN	1,019.62	9,941.5		20131113	20160215
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		4,991,550	5,064,140	5,000,000.00	4,994,137.33	70,002.67		1,228.22		—	—		2.375	FA	11,215.28	118,750		20140220	20190227
Y2112GAB4	DRILLSHIPS FINANCING HOLDING I SENIOR SE	F	1	—	—	—	—	—		—		—	—		—	JAJO	0	—			20210331
Y2112MAB1	DRILLSHIPS OCEAN VENTURES INC SENIOR SEC	F	1	0.04	0.03	0.04	0.04	(0.01	)	—		—	—		—	MJSD	0	—		20140718	20210725
Z91GFLXY5	TEMSE_1 ABS 1 A	D	2	287,104.99	271,590.1	178,931.78	287,104.99	(15,514.89	)	—		—	(16,068.08	)	1.408	MON	102.20	4,804.9		20131107	20211121
Z91QYBKC6	ECRT_5 ABS 5	D	2	—	—	—	—	—		—		—	—		0.908	MON	0	2,559.56			20230418
Z91S44T73	DLM_15-1A1 ABS 15-1A1	D	2	1,525,000	1,504,828.39	1,000,000.00	1,525,000	(20,171.61	)	—		—	(10,250	)	1.158	MON	469.71	6,507.76		20150506	20200419
					5,578,856,357.86		5,581,846,105.18	(2,989,747.32	)

Validus Holdings, Ltd. September 30, 2015 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
ERIE PA		295407J27	20150706		20151115	585,612.16	3,424.34	(1,183.52	)	—	—		585,000.00	586,795.68	14,696.5	—	0.23		At Mat	9,185.31	—
ERIE PA		295407H94	20150706		20151115	2,517,631.77	16,733.73	(5,088.10	)	—	—		2,515,000	2,522,719.87	63,182.39	0	6.65		MN	39,488.99	0
UNITED STATES TREASURY		912796FZ7	20150320		20160303	549,458.49	—	1,489.10		—	—		550,000	548,773.65	—	0	6.65		At Mat	0	0
COLORADO HOUSING & FINANCE AUT		19648CAE1	20150601		20160515	5,004,981.23	28,368.77	(2,640.56	)	—	—		5,000,000	5,007,621.79	30,222.22	0	1.6		MN	26,666.66	0
BNY MELLON USD LIQ INVESTOR 97		DRFUNI$20	20150615		0	1,473,547,315.45	—	—		—	—		1,473,547,315.45	1,473,547,315.45	—	—	—		At Mat	10.36	—
GOLDMAN SACHS		GLDSCS$03	20150525		0	58,687,848.81	—	—		—	—		58,687,848.81	58,687,848.81	—	—	—		At Mat	18,800.67	—
THE DREYFUS FUND INC		BRS7BB2L0	20150427		0	5,289,815.73	—	—		—	—		5,289,815.73	5,289,815.73	—	—	—		At Mat	666.09	—
CDN S/T INVT BLENDED ACCT		993252329	20141222		0	5,431,567.57	—	—		—	—		5,431,567.57	5,431,567.57	—	—	—		At Mat	1,741.48	—
ICS INS GBP LIQ CORE DIST		BRS263RF1	20150515		0	6,808,312.65	—	(0.02	)	—	(66,585.87	)	4,450,719.12	6,808,312.65	—	—	—		At Mat	18,738.02	—
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	20150605		0	6,654,517.83	—	—		—	—		6,654,517.83	6,654,517.83	—	—	—		At Mat	10,928.68	—
WESTERN AST INS CSH RES		52470G205	20150605		0	1,415,081.63	—	—		—	—		1,415,081.63	1,415,081.63	—	—	—		At Mat	808.15	—
BONY CASH RESERVE		S875996$0	20150630		0	14,485.09	—	—		—	—		14,485.09	14,485.09	—	—	—		At Mat	55.34	—
DREYFUS UNIVERSAL USD LIQ CLAS		BRS781392	20150930		0	138,702.58	—	—		—	—		138,702.58	138,702.58	—	—	—		At Mat	—	—
BBH OVERNIGHT DEPOSITS		BRS000000	20150630		20150701	75,029,464.78	—	—		—	—		75,029,464.78	75,029,464.78	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150415		20151001	5,000,000.00	—	—		—	—		5,000,000.00	5,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150315		20160309	8,000,000.00	—	—		—	—		8,000,000.00	8,000,000	—	—			At Mat	—	—
BARCLAYS TERM DEPOSIT		BRS000000	20150225		20150815	4,218,029.97	—	—		—	—		4,218,029.97	4,218,029.97	—	—			At Mat	—	—
HSBC TERM DEPOSIT		BRS000000	20150415		20150716	2,812,019.98	—	—		—	—		2,812,019.98	2,812,019.98	—	—			At Mat	—	—
						1,661,704,845.72	48,526.84	(7,423.10	)		(66,585.87	)		1,661,713,073.06	108,101.11

Validus Holdings, Ltd. September 30, 2015 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	1,456,936.76	1,439,809.73	1,456,936.76	(17,127.03	)	—	—	—	—		—	—
AIG SELECT HEDGE LTD			9/4/2009	17.30	17.36	17.30	0.06		—	—	—	—		—	—
SVG DIAMOND HOLDINGS II LTD			11/30/2012	3,765,757.24	6,205,233.75	3,765,757.24	2,973,243.5		—	—	—	(533,766.99	)	—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	2,144,639.48	4,861,680.25	2,144,639.48	2,717,040.77		—	—	—	—		—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	13,955,448.33	20,917,876.16	13,955,448.33	6,962,427.83		—	—	—	—		—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	1,816,411.71	3,473,536.71	1,816,411.71	1,657,125		—	—	—	—		—	—
BUFFETS INC			7/18/2012	920,570.56	0.07	920,570.56	(920,570.49	)	—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	109,742,545.1	109,742,544	109,742,545.1	(1.1	)	—	—	—	—		—	—
VINTAGE VI LP			9/30/2014	4,903,863.78	5,179,441.99	4,903,863.78	275,578.21		—	—	—	—		—	—
PRUDENTIAL CAPITAL PARTNERS IV			9/30/2014	4,623,196.56	4,511,029.28	4,623,196.56	(112,167.28	)	—	—	—	—		—	—
CONNING CAPITAL PARTNERS VI			9/30/2014	630,933.01	583,201.87	630,933.01	(47,731.14	)	—	—	—	—		—	—
CENTURY FOCUSED FUND III LP			9/30/2014	9,267,649.56	10,367,666.01	9,267,649.56	1,100,016.45		—	—	—	—		—	—
HIGHBRIDGE MEZZANINE PARTNERS			9/30/2014	7,698,259.23	7,802,213.61	7,698,259.23	103,954.38		—	—	—	—		—	—
CENTURY CAPITAL PARTNERS IV LP			9/30/2014	1,706,761.74	1,771,120.79	1,706,761.74	64,359.05		—	—	—	—		—	—
GUARDIAN GROWTH EQUITY			9/4/2009	4,378,569.6	6,971,189.1	4,378,569.6	2,592,619.5		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	34,163.99	17,203.14	16,960.85		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	12,555,913	11,443,538	12,555,913	(1,112,375	)	—	—	—	—		—	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	1,923,557	1,424,302	1,923,557	(499,255	)	—	—	—	—		—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	175,147,129.47	210,707,324	175,147,129.47	35,560,194.53		—	—	—	—		—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000	31,460,502.9	125,000,000	(93,539,497.1	)	—	—	—	—		—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	220,634,661.4	217,011,475.93	220,634,661.4	(3,623,185.47	)	—	—	—	—		—	—
GAIA PAULSON MERGER ARBITRAGE - SCHRODERS			7/1/2014	25,000,000	23,527,500	25,000,000	(1,472,500	)	—	—	—	—		—	—
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	18,799,338.86	19,376,986.51	18,799,338.86	577,647.65		—	—	—	—		—	—
LLOYD'S OVERSEAS DEPOSITS			10/1/2013	61,092,657.71	61,092,657.71	61,092,657.71	—		—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	8,359,167.51	8,359,167.51	8,359,167.51	—		—			—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	17,763,230.9	17,763,230.9	17,763,230.9	—		—			—
GUGGENHEIM PARTNERS FUND LTD			1/1/2015	31,346,878.09	31,346,878.09	31,346,878.09	—		—			—
				864,651,297.04	817,374,288.22	864,651,297.04	(46,743,241.83	)				(533,766.99	)