Validus Holdings, Ltd. March 31, 2013 GAAP short-term investments portfolio in Schedule D format | ||||||||||||||||||||||||||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | CHANGE IN BOOK/ADJUSTED CARRYING VALUE | 12 | 13 | INTEREST | ||||||||||||||||||||||
8 | 9 | 10 | 11 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | ||||||||||||||||||||||
DATE | GAAP | CURRENT YEAR | TOTAL FX CHG | PAR | ACTUAL | ACCRUED | NON-ADMITTED ACCRUED | INTEREST | EFFECTIVE RATE | HOW | GROSS REC'D | PAID FOR | ||||||||||||||||||||
DESCRIPTION | * | CUSIP | ACQUIRED | NAME OF VENDOR | MATURITY DATE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | IN B/A. C.V. | VALUE | COST | INTEREST | INTEREST | RATE | OF INTEREST | PAID | DURING YEAR | ACCRUED INT | |||||||||||||
UNITED STATES TREASURY TBILL CASH | 912796AN9 | 2/22/2013 | NOMURA SECURITIES INTL. INC. | 7/5/2013 | 14,995,407.77 | — | 1,836.10 | — | — | 15,000,000.00 | 14,993,571.67 | — | — | 0.116 | 0.118 | MAT | — | — | ||||||||||||||
UNITED STATES TREASURY GOVT BND | 912828QE3 | 7/11/2012 | CREDIT SUISSE FIRST BOSTON COR | 4/30/2013 | 400,134.48 | 5.52 | (723.40 | ) | — | — | 400,000.00 | 401,345.09 | 1,049.72 | — | 0.625 | 0.205 | AO | 5,058.70 | — | |||||||||||||
JOHANNESBURG CITY SENIOR LOCAL BND | S1782RAC6 | 11/30/2012 | DIRECT | 4/26/2013 | 394,968.42 | (74.66 | ) | (3,204.94 | ) | — | (12,594.55 | ) | 3,500,000.00 | 399,320.61 | 15,392.93 | — | 9.7 | 6.276 | AO | — | — | |||||||||||
GLAXOSK CAP INC CORP BND | 377372AC1 | 6/22/2012 | KEY BANK | 5/15/2013 | 889,760.91 | (70.32 | ) | (9,738.22 | ) | — | — | 885,000.00 | 919,568.10 | 16,215.17 | — | 4.85 | 0.415 | MN | — | — | ||||||||||||
RESIDENTIAL REINSURANCE 2010 L CORP BND | 76114WAB8 | 6/28/2012 | RBC DOMINION SECURITIES INC. | 6/6/2013 | 6,004,246.25 | 39,313.75 | (5,727.42 | ) | — | — | 6,000,000.00 | 6,021,000.00 | 28,600.00 | — | 6.6 | 6.293 | MJSD | 99,039.34 | — | |||||||||||||
LAND AND AGRICULTURAL DEVELOPM CASH CP | BRSH21RK5 | 1/3/2013 | DIRECT | 7/4/2013 | 1,036,051.72 | — | 13,371.62 | — | (68,767.46 | ) | 9,000,000.00 | 1,022,680.10 | — | — | — | 5.5 | MAT | — | — | |||||||||||||
RES REINSURANCE CORP BND 144A | 76114WAF9 | 6/26/2012 | RBC DOMINION SECURITIES INC. | 6/6/2013 | 1,000,000.00 | 6,720.00 | — | — | — | 1,000,000.00 | 1,000,000.00 | 4,513.89 | — | 6.25 | 6.25 | MJSD | 15,631.55 | — | ||||||||||||||
SPAREBNK 1 BOLIG LOCAL BND 144A | 84650WAA4 | 11/14/2012 | Various | 10/25/2013 | 1,306,077.55 | 109.01 | (2,661.05 | ) | — | — | 1,300,000.00 | 1,310,010.00 | 7,041.67 | — | 1.25 | 0.422 | AO | — | — | |||||||||||||
MTN HOLDINGS CD CASH | BRSGVK2F1 | 12/5/2012 | DIRECT | 9/4/2013 | 1,407,056.90 | — | 7,620.51 | — | (59,483.34 | ) | 35,785,000.00 | 1,397,472.90 | 22,228.45 | — | 5.297 | 7.774 | MAT | — | — | |||||||||||||
BIDVESTCO CP CASH | BRSHBVLS8 | 2/4/2013 | DIRECT | 5/8/2013 | 669,687.81 | — | 5,170.68 | — | (19,121.00 | ) | 6,000,000.00 | 664,517.13 | — | — | 5.054 | 5.191 | MAT | — | — | |||||||||||||
PICK N PAY STORES LTD CORP BND MTN | BRSHG9QN8 | 2/19/2013 | DIRECT | 5/23/2013 | 1,014,644.71 | — | — | — | (33,659.47 | ) | 9,000,000.00 | 1,014,644.71 | 1,012.22 | — | 1 | 1 | MAT | — | — | |||||||||||||
BVT CPM 200613 CASH CD | BRSHJZDC5 | 2/19/2013 | DIRECT | 6/20/2013 | 668,689.83 | — | 3,803.94 | — | (22,182.88 | ) | 6,000,000.00 | 664,885.89 | — | — | — | 5.209 | MAT | — | — | |||||||||||||
ABSA BANK LTD LOACL BND | BRSHKELX5 | 2/27/2013 | DIRECT | 1/7/2014 | 340,874.99 | (2,002.00 | ) | (273.72 | ) | — | (11,636.89 | ) | 3,000,000.00 | 341,148.71 | 4,062.09 | — | 5.519 | 4.63 | JAJO | — | — | |||||||||||
VODACOM GROUP LTD CORP BND | BRSHKEQB8 | 2/27/2013 | DIRECT | 5/28/2013 | 1,354,210.75 | (660.95 | ) | — | — | (46,230.43 | ) | 12,000,000.00 | 1,354,210.75 | 5,912.57 | — | 5.183 | 5.183 | MAT | — | — | ||||||||||||
MACQUARIE SECURITIES SOUTH AFR CASH CD | BRSGDH6L1 | 3/4/2013 | DIRECT | 6/11/2013 | — | — | — | — | — | — | — | — | — | 5.085 | 5.227 | MAT | 17,643.47 | — | ||||||||||||||
MERCEDES BENZ SOUTH AFRICA PTY CORP BND | S50381128 | 3/27/2013 | DIRECT | 3/27/2014 | 753,607.90 | 9.61 | — | — | 9,380.62 | 7,000,000.00 | 753,607.90 | 471.88 | — | 5.575 | 5.614 | MJSD | — | — | ||||||||||||||
MERCEDES BENZ SOUTH AFRICA PTY SENIOR | S50381BW1 | 11/30/2012 | DIRECT | 5/26/2013 | 395,707.47 | (2.37 | ) | (140.29 | ) | — | (14,029.42 | ) | 3,500,000.00 | 395,859.74 | — | — | — | (0.195 | ) | FMAN | 840.71 | — | ||||||||||
TOYOTA FN SRV ZA UNSECURED LOCAL BND MTN | S87136115 | 2/7/2013 | DIRECT | 11/14/2013 | — | — | 1,123.33 | — | — | — | — | — | — | 5.751 | 5.903 | FMAN | — | — | ||||||||||||||
WESTERN AST INS CSH RES | 52470G205 | Multi | 25,087,071.37 | — | — | — | — | 25,087,071.37 | 25,087,071.37 | — | — | 482.49 | ||||||||||||||||||||
DREYFUS UNIVERSAL LIQUIDITY PL | B0A01CHL6 | Multi | 1,489,710.55 | — | — | — | — | 1,489,710.55 | 1,489,710.55 | — | — | 64.88 | ||||||||||||||||||||
CITI-INSTITUTION LIQ FUND USD | B0A0ATCJ9 | Multi | 33,357,639.18 | — | — | — | — | 33,357,639.18 | 33,357,639.18 | — | — | 4,148.81 | ||||||||||||||||||||
ML INST LIQ FUND - AGENCY | BRS263RF1 | Multi | 3,344,973.58 | — | — | — | 295.32 | 2,203,081.37 | 3,344,973.58 | — | — | — |
JPMORGAN LIQUIDITY FUNDS - US | BRS6A96T7 | Multi | 12,806,388.23 | — | — | — | — | 12,806,388.23 | 12,806,388.23 | — | — | — | ||||||||||||||||||||
GOLDMAN SACHS USD LIQ RESERVE | BRSCL4F97 | Multi | 37,082,467.51 | — | — | — | — | 37,082,467.51 | 37,082,467.51 | — | — | 3.34 | ||||||||||||||||||||
AFRICAN BANK | BRSGW8WQ0 | Multi | 900,461.28 | (124.06 | ) | 94.54 | — | (28,713.43 | ) | 8,000,000.00 | 900,333.13 | — | — | 13,437.76 | ||||||||||||||||||
CHINA CONSTRN BK | BRSGW8XS5 | Multi | 1,125,605.62 | (141.10 | ) | 107.52 | — | (35,892.72 | ) | 10,000,000.00 | 1,125,459.87 | — | — | 15,696.19 | ||||||||||||||||||
ABSA BANK LTD | BRSGW9KP3 | Multi | 112,588.17 | (14.02 | ) | 10.69 | — | (3,590.15 | ) | 1,000,000.00 | 112,573.68 | — | — | 1,560.81 | ||||||||||||||||||
ABSA BANK LTD | BRSGW9KS7 | Multi | 337,764.50 | (42.06 | ) | 32.05 | — | (10,770.45 | ) | 3,000,000.00 | 337,721.05 | — | — | 4,682.44 | ||||||||||||||||||
ABSA BANK LTD | BRSGW9L72 | Multi | 1,801,256.39 | (91.72 | ) | 70.47 | — | (57,437.51 | ) | 16,000,000.00 | 1,801,161.65 | — | — | 24,746.06 | ||||||||||||||||||
FIRSTRAND LTD | BRSGW9PH6 | Multi | 450,362.54 | 227.78 | (144.82 | ) | — | (14,360.92 | ) | 4,000,000.00 | 450,597.82 | 7,970.38 | — | 6,271.64 | ||||||||||||||||||
FIRSTRAND LTD | BRSGW9QE2 | Multi | 337,770.26 | 367.45 | (5.15 | ) | — | (10,770.64 | ) | 3,000,000.00 | 337,765.81 | 555.23 | — | 4,846.01 | ||||||||||||||||||
FIRSTRAND LTD | BRSGW9S34 | Multi | 1,913,834.07 | (97.93 | ) | 74.92 | — | (61,027.32 | ) | 17,000,000.00 | 1,913,732.91 | — | — | 26,413.27 | ||||||||||||||||||
INVESTEC BANK | BRSGW9SX8 | Multi | 337,769.86 | (14.39 | ) | (4.72 | ) | — | (10,770.62 | ) | 3,000,000.00 | 337,764.59 | 560.73 | — | 4,894.04 | |||||||||||||||||
INVESTEC BANK | BRSGW9T41 | Multi | 462,579.94 | 1,233.49 | (1,086.31 | ) | — | (24,665.55 | ) | 4,000,000.00 | 463,892.64 | 5,162.69 | — | 8,017.43 | ||||||||||||||||||
NEDBANK LTD | BRSGW9TH2 | Multi | 2,251,569.49 | (115.22 | ) | 88.37 | — | (71,796.85 | ) | 20,000,000.00 | 2,251,450.48 | — | — | 31,074.43 | ||||||||||||||||||
STANDARD BK OF SOUTH AFRICA LT | BRSGW9U64 | Multi | 450,342.21 | (12.87 | ) | 9.81 | — | (14,360.27 | ) | 4,000,000.00 | 450,328.92 | — | — | 6,203.49 | ||||||||||||||||||
STANDARD BK OF SOUTH AFRICA LT | BRSGW9UE7 | Multi | 1,576,099.34 | (80.25 | ) | 63.09 | — | (50,257.82 | ) | 14,000,000.00 | 1,576,016.44 | — | — | 21,652.80 | ||||||||||||||||||
NEDBANK LTD | BRSGWAVF0 | Multi | 112,600.80 | 108.12 | (73.60 | ) | — | (3,590.55 | ) | 1,000,000.00 | 112,712.48 | 2,114.66 | — | 1,596.29 | ||||||||||||||||||
NAMPAK LTD | BRSGYQDQ9 | Multi | 342,244.65 | (5,413.18 | ) | 4,702.81 | — | (18,944.89 | ) | 3,000,000.00 | 336,514.27 | — | — | — | ||||||||||||||||||
ABSA BANK LTD | BRSH7SXF5 | Multi | 114,549.86 | (178.56 | ) | (398.29 | ) | — | (5,224.66 | ) | 1,000,000.00 | 114,948.15 | — | — | 1,547.47 | |||||||||||||||||
STANDARD BK OF SOUTH AFRICA LT | BRSH7SXP3 | Multi | 114,284.07 | (9.58 | ) | (38.59 | ) | — | (5,212.54 | ) | 1,000,000.00 | 114,322.66 | — | — | — | |||||||||||||||||
BARLOWS PLC | BRSHMSAH9 | Multi | 984,469.08 | — | 3,472.79 | — | (12,790.81 | ) | 9,000,000.00 | 980,996.29 | — | — | — | |||||||||||||||||||
MACQUARIE SECURITIES SOUTH AFR | BRSHR7A80 | Multi | 1,088,253.48 | — | 3,843.07 | — | (9,240.32 | ) | 10,000,000.00 | 1,084,410.41 | — | — | — | |||||||||||||||||||
TOYOTA FN SRV ZA | BRSHR7B97 | Multi | 107,730.58 | — | 273.46 | — | 127.41 | 1,000,000.00 | 107,457.12 | — | — | — | ||||||||||||||||||||
DM AFB FRN 070314 J+90 | BRSHR7D04 | Multi | 329,050.20 | 57.13 | — | — | (2,055.12 | ) | 3,000,000.00 | 329,050.20 | 1,340.92 | — | — | |||||||||||||||||||
DM STD FRS 081113 J+37.5 | BRSHR7D20 | Multi | 545,649.97 | 173.36 | (29.17 | ) | — | (261.68 | ) | 5,000,000.00 | 545,679.14 | 4,229.50 | — | (2,363.62 | ) | |||||||||||||||||
AFB FRN 130913 J+45 | BRSHR7D38 | Multi | 108,869.61 | 54.39 | — | — | 128.75 | 1,000,000.00 | 108,869.61 | 316.69 | — | — | ||||||||||||||||||||
DREYFUS UNIVERSAL USD LIQ FD | DRFUNI$20 | Multi | 60,921,077.90 | — | — | — | — | 60,921,077.90 | 60,921,077.90 | — | — | 935.56 | ||||||||||||||||||||
GOLDMAN SACHS | GLDSCS$03 | Multi | 12,259,272.51 | — | — | — | — | 12,259,272.51 | 12,259,272.51 | — | — | 1,124.73 |
RESILIENT PROPERTY INCOME FUND | S6917M183 | Multi | 1,356,192.72 | (1,750.20 | ) | — | — | (48,212.40 | ) | 12,000,000.00 | 1,356,192.72 | 7,677.06 | — | — | ||||||||||||||||||
TOYOTA FN SRV ZA | S87137AF2 | Multi | 1,244,446.97 | 467.27 | 766.76 | — | (45,904.34 | ) | 11,000,000.00 | 1,243,680.21 | 8,343.91 | — | 2,149.90 | |||||||||||||||||||
BONY CASH RESERVE | S875996$0 | Multi | 86,607,117.00 | — | — | — | — | 86,607,117.00 | 86,607,117.00 | — | — | 2,201.27 | ||||||||||||||||||||
BONY CASH RESERVE | S99992562 | Multi | 44,266,547.01 | — | — | — | — | 44,266,547.01 | 44,266,547.01 | — | — | — | ||||||||||||||||||||
GOLDMAN SACHS USD LIQ RESERVE | S99992802 | Multi | 30,713.84 | — | — | — | — | 30,713.84 | 30,713.84 | — | — | 0.39 | ||||||||||||||||||||
BLACKROCK INTL $ RESERVE | S99993578 | Multi | 13,911.12 | — | — | — | — | 13,911.12 | 13,911.12 | — | — | 3,083.71 | ||||||||||||||||||||
368,404,362.92 | 37,951.44 | 22,286.84 | — | (823,624.90 | ) | 600,494,997.59 | 368,414,365.35 | 144,772.36 |
Validus Holdings, Ltd. March 31, 2013 GAAP fixed maturity portfolio in Schedule D format | ||||||||||||||||||||||||||||||||
1 | 2 | Codes | 6 | 7 | 9 | 10 | CHANGE IN BOOK/ADJUSTED CARRYING VALUE | INTEREST | DATES | |||||||||||||||||||||||
3 | 4 | 5 | 8 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | ||||||||||||||||||
FOREIGN | BOND | NAIC | GAAP FAIR | GAAP | CURRENT YEAR | TOTAL FX CHG | INTEREST | EFFECTIVE | HOW | ACCRUED | GROSS REC'D | |||||||||||||||||||||
CUSIP | DESCRIPTION | * | CODE | CHAR | DESIG | ACTUAL COST | MARKET VALUE | PAR VALUE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | IN B/A. C.V. | RATE | RATE OF | PAID | INTEREST | DURING YEAR | ACQUIRED | MATURITY | ||||||||||||
03979GAL9 | ARDEN REALTY LP SENIOR CORP BND | 3,226,650.00 | 3,194,966.58 | 3,000,000.00 | 3,108,645.48 | 86,321.10 | (15,634.48 | ) | — | — | 5.25 | 3.007 | MS | 13,125.01 | 78,750.00 | 11/27/2012 | 3/1/2015 | |||||||||||||||
BRSC095F6 | IPAYMENT INC. TERM LOAN | 2,878,806.40 | 2,916,412.24 | 2,898,297.88 | 2,881,953.74 | 34,458.50 | 1,197.40 | — | — | — | 0.139 | FMAN | — | 42,242.52 | 9/19/2012 | 3/31/2017 | ||||||||||||||||
00432CCM1 | ACCESS GROUP INC ACCSS_05-2 ABS 05-2 | 2,267,767.11 | 2,303,902.33 | 2,328,900.75 | 2,277,351.46 | 26,550.87 | 6,049.59 | — | — | 0.469 | 1.574 | FMAN | 1,153.18 | 3,046.22 | 8/8/2012 | 11/22/2024 | ||||||||||||||||
02005EAC4 | ALLYA_12-3 ABS 12-3 | 2,999,894.70 | 3,014,488.23 | 3,000,000.00 | 2,999,916.30 | 14,571.93 | 6.51 | — | — | 0.85 | 0.852 | MON | 1,133.33 | 6,375.00 | 5/22/2012 | 8/15/2016 | ||||||||||||||||
06052YAC3 | BAAT_12-1 ABS 12-1 | 6,999,750.10 | 7,024,920.22 | 7,000,000.00 | 6,999,819.96 | 25,100.26 | 22.98 | — | — | 0.78 | 0.782 | MON | 2,426.67 | 13,650.00 | 4/11/2012 | 6/15/2016 | ||||||||||||||||
06052YAD1 | BANK OF AMERICA AUTO TRUST BAA ABS 12-1 | 4,998,468.00 | 5,044,150.15 | 5,000,000.00 | 4,998,889.34 | 45,260.81 | 110.53 | — | — | 1.03 | 1.041 | MON | 2,288.89 | 12,874.98 | 4/11/2012 | 12/15/2016 | ||||||||||||||||
12591AAC1 | CNH_12-B ABS 12-B | 2,099,925.87 | 2,109,786.06 | 2,100,000.00 | 2,099,940.94 | 9,845.12 | 4.80 | — | — | 0.86 | 0.862 | MON | 802.67 | 4,515.00 | 6/12/2012 | 9/15/2017 | ||||||||||||||||
14041NEK3 | COMET_13-A1 ABS 13-A1 | 10,273,447.45 | 10,265,855.56 | 10,275,000.00 | 10,273,372.90 | (7,517.34 | ) | (74.55 | ) | — | — | 0.63 | 0.627 | MON | 2,877.00 | 7,911.75 | 1/23/2013 | 11/15/2018 | ||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 4,799,854.56 | 4,793,423.96 | 4,800,000.00 | 4,799,857.43 | (6,433.47 | ) | 2.87 | — | — | 0.6 | 0.602 | MON | 1,280.00 | 2,480.00 | 2/6/2013 | 10/16/2017 | |||||||||||||||
161571FR0 | CHAIT_12-8 ABS 12-8 | 5,000,828.50 | 4,992,377.85 | 5,000,000.00 | 5,000,741.42 | (8,363.57 | ) | (85.96 | ) | — | — | 0.54 | 0.535 | MON | 1,200.00 | 6,750.00 | 12/6/2012 | 10/16/2017 | ||||||||||||||
161571FV1 | CHAIT_13-A2 ABS 13-A2 | 5,000,000.00 | 5,000,000.00 | 5,000,000.00 | 5,000,000.00 | — | — | — | — | 0.303 | 0.303 | MON | 715.89 | 714.71 | 2/19/2013 | 2/15/2017 | ||||||||||||||||
254683AW5 | DCENT_12-A4 ABS 12-A4 | 4,000,000.00 | 4,023,165.28 | 4,000,000.00 | 4,000,000.00 | 23,165.28 | — | — | — | 0.573 | 0.574 | MON | 1,082.71 | 5,625.71 | 6/5/2012 | 11/15/2019 | ||||||||||||||||
254683BB0 | DCENT_13 ABS 13 | 8,500,000.00 | 8,500,000.00 | 8,500,000.00 | 8,500,000.00 | — | — | — | — | 0.503 | 0.504 | MON | 2,019.79 | 3,557.26 | 2/6/2013 | 8/17/2020 | ||||||||||||||||
28140DAA1 | ELAB_12-1 ABS 12-1 | 4,424,836.92 | 4,435,912.29 | 4,424,836.92 | 4,424,836.92 | 11,075.37 | — | — | — | 0.654 | 0.655 | MON | 562.87 | 8,226.22 | 9/19/2012 | 6/25/2022 | ||||||||||||||||
34529UAD6 | FORDO_12-A ABS 12-A | 2,339,403.30 | 2,368,342.90 | 2,340,000.00 | 2,339,590.64 | 28,752.26 | 39.81 | — | — | 1.15 | 1.16 | MON | 1,196.00 | 6,727.50 | 1/18/2012 | 6/15/2017 | ||||||||||||||||
34529XAD0 | FCALT_12-B ABS 12-B | 8,011,562.50 | 8,004,320.08 | 8,000,000.00 | 8,010,300.32 | (5,980.24 | ) | (1,262.18 | ) | — | — | 0.57 | 0.467 | MON | 2,026.67 | 4,940.00 | 2/1/2013 | 9/15/2015 | ||||||||||||||
36162RAC2 | GEEST_12-1A ABS 12-1A 144A | 2,999,393.10 | 3,010,680.09 | 3,000,000.00 | 2,999,612.31 | 11,067.78 | 65.88 | — | — | 1.04 | 1.051 | MON | 866.67 | 7,800.00 | 5/22/2012 | 9/21/2015 |
39153VBJ2 | GALC_13-1 ABS 13-1 144A | 1,774,852.50 | 1,775,940.77 | 1,775,000.00 | 1,774,858.73 | 1,082.04 | 6.23 | — | — | 0.78 | 0.786 | MON | 615.33 | 1,230.67 | 2/5/2013 | 6/15/2016 | ||||||||||||||||
43813EAD8 | HONDA AUTO RECEIVABLES OWNER T ABS 12-2 | 1,599,694.08 | 1,613,539.68 | 1,600,000.00 | 1,599,786.40 | 13,753.28 | 24.82 | — | — | 0.91 | 0.918 | MON | 647.10 | 3,639.99 | 4/18/2012 | 5/15/2018 | ||||||||||||||||
43813UAC4 | HAROT_12-1 ABS 12-1 | 2,749,835.00 | 2,759,972.82 | 2,750,000.00 | 2,749,896.59 | 10,076.23 | 13.98 | — | — | 0.77 | 0.773 | MON | 941.11 | 5,293.74 | 2/14/2012 | 1/15/2016 | ||||||||||||||||
43814CAC3 | HAROT_13-1 ABS 13-1 | 2,996,718.75 | 2,997,300.12 | 3,000,000.00 | 2,996,837.45 | 462.67 | 118.70 | — | — | 0.48 | 0.533 | MON | 400.00 | 680.00 | 2/27/2013 | 11/21/2016 | ||||||||||||||||
44890JAB5 | HART_13-A ABS 13-A | 2,299,850.28 | 2,299,356.00 | 2,300,000.00 | 2,299,862.45 | (506.45 | ) | 12.17 | — | — | 0.4 | 0.404 | MON | 408.89 | 1,150.00 | 1/24/2013 | 12/15/2015 | |||||||||||||||
44890KAC0 | HART_12-C ABS 12-C | 2,199,722.58 | 2,199,692.00 | 2,200,000.00 | 2,199,772.43 | (80.43 | ) | 27.70 | — | — | 0.53 | 0.536 | MON | 518.22 | 2,915.01 | 10/10/2012 | 4/17/2017 | |||||||||||||||
44921SAC6 | HALST_13-A ABS 13-A 144A | 3,849,881.04 | 3,848,998.96 | 3,850,000.00 | 3,849,885.87 | (886.91 | ) | 4.83 | — | — | 0.51 | 0.512 | MON | 2,181.67 | — | 2/27/2013 | 9/15/2015 | |||||||||||||||
47787BAB1 | JDOT_12-A ABS 12-A | 212,119.14 | 212,217.43 | 212,121.98 | 212,119.96 | 97.47 | 1.08 | — | — | 0.59 | 0.591 | MON | 55.62 | 497.52 | 2/22/2012 | 6/16/2014 | ||||||||||||||||
47787BAD7 | JDOT_12-A ABS 12-A | 3,999,112.40 | 4,034,119.88 | 4,000,000.00 | 3,999,356.91 | 34,762.97 | 62.10 | — | — | 0.99 | 0.998 | MON | 1,760.00 | 9,900.00 | 2/22/2012 | 6/15/2018 | ||||||||||||||||
58768TAC0 | MBALT_12-A ABS 12-A | 1,999,889.60 | 2,006,199.96 | 2,000,000.00 | 1,999,940.21 | 6,259.75 | 12.39 | — | — | 0.88 | 0.884 | MON | 782.22 | 4,400.01 | 3/15/2012 | 11/17/2014 | ||||||||||||||||
61205PAJ8 | MHESA_12-1 ABS 12-1 | 938,115.18 | 942,805.76 | 938,115.18 | 938,115.18 | 4,690.58 | — | — | — | 0.803 | 0.805 | MON | 251.16 | 2,291.00 | 4/27/2012 | 9/20/2022 | ||||||||||||||||
65474VAG6 | NMOTR_13-A SENIOR ABS 13-A | 1,680,000.00 | 1,680,000.00 | 1,680,000.00 | 1,680,000.00 | — | — | — | — | 0.503 | 0.503 | MON | 399.21 | 352.59 | 2/20/2013 | 2/15/2018 | ||||||||||||||||
65475UAC6 | NAROT_12-A ABS 12-A | 2,699,638.74 | 2,709,463.34 | 2,700,000.00 | 2,699,783.61 | 9,679.73 | 32.78 | — | — | 0.73 | 0.736 | MON | 876.00 | 4,927.50 | 2/15/2012 | 5/16/2016 | ||||||||||||||||
73328WAB7 | PILOT_12-1 ABS 12-1 144A | 6,249,568.75 | 6,251,625.06 | 6,250,000.00 | 6,249,758.75 | 1,866.31 | 101.95 | — | — | 0.44 | 0.447 | MON | 763.89 | 6,875.01 | 10/10/2012 | 2/23/2015 | ||||||||||||||||
73328WAC5 | PILOT_12-1 ABS 12-1 144A | 1,749,708.45 | 1,750,227.50 | 1,750,000.00 | 1,749,776.78 | 450.72 | 35.13 | — | — | 0.54 | 0.549 | MON | 262.50 | 2,362.50 | 10/10/2012 | 12/21/2015 | ||||||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 6,575,000.00 | 6,658,151.66 | 6,575,000.00 | 6,575,000.00 | 83,151.66 | — | — | — | 1.404 | 1.408 | MON | 1,795.24 | 22,839.63 | 12/26/2012 | 10/25/2034 | ||||||||||||||||
78446VAA7 | SLMA_12-A ABS 12-A 144A | 5,344,983.26 | 5,426,814.84 | 5,344,983.26 | 5,344,983.26 | 81,831.58 | — | — | — | 1.603 | 1.609 | MON | 4,046.51 | 21,846.64 | 2/2/2012 | 8/15/2025 | ||||||||||||||||
78447EAB2 | SLMA_12-5 ABS 12-5 | 5,291,230.62 | 5,292,580.05 | 5,300,000.00 | 5,293,311.55 | (731.50 | ) | 732.06 | — | — | 0.504 | 0.561 | MON | 519.61 | 6,618.13 | 7/10/2012 | 6/25/2019 | |||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2,425,000.00 | 2,424,975.78 | 2,425,000.00 | 2,425,000.00 | (24.22 | ) | — | — | — | 1.253 | 1.256 | MON | 2,025.19 | — | 2/27/2013 | 5/17/2027 | |||||||||||||||
80705WAA7 | SCHOL_12-B ABS 12-B 144A | 797,573.23 | 797,618.84 | 799,862.46 | 797,697.79 | (78.95 | ) | 98.22 | — | — | 0.604 | 0.667 | MON | 53.66 | 1,225.19 | 9/19/2012 | 10/28/2025 | |||||||||||||||
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2,597,612.94 | 2,597,211.00 | 2,610,000.00 | 2,597,637.00 | (426.00 | ) | 24.06 | — | — | 0.853 | 0.887 | MON | 742.57 | — | 3/12/2013 | 1/30/2045 | |||||||||||||||
89231NAC7 | TAOT_12-B ABS 12-B | 3,999,619.60 | 3,998,096.32 | 4,000,000.00 | 3,999,709.67 | (1,613.35 | ) | 43.89 | — | — | 0.46 | 0.465 | MON | 817.78 | 4,599.99 | 9/18/2012 | 7/15/2016 | |||||||||||||||
89236PAD5 | TAOT_12-A ABS 12-A | 749,928.68 | 756,097.53 | 750,000.00 | 749,946.81 | 6,150.72 | 4.77 | — | — | 0.99 | 0.995 | MON | 330.00 | 1,856.25 | 4/11/2012 | 8/15/2017 | ||||||||||||||||
92867GAC7 | VALET_12-1 ABS 12-1 | 3,919,954.53 | 3,938,619.92 | 3,920,000.00 | 3,919,958.98 | 18,660.94 | 1.03 | — | — | 0.85 | 0.852 | MON | 1,018.11 | 8,330.01 | 1/19/2012 | 8/22/2016 | ||||||||||||||||
BRSFMMQE6 | MOTOR_12X ABS 12X | O | 1,272,457.03 | 1,219,424.68 | 800,000.00 | 1,272,263.69 | (52,839.01 | ) | (156.88 | ) | — | (53,072.88 | ) | 1.244 | 1.139 | MON | 289.78 | 3,710.60 | 12/28/2012 | 2/25/2020 | ||||||||||||
620062AC3 | MOTOR_12A ABS 12A 144A | F | 740,000.00 | 742,289.56 | 740,000.00 | 740,000.00 | 2,289.56 | — | — | — | 1.286 | 1.289 | MON | 158.61 | 2,379.12 | 9/12/2012 | 2/25/2020 | |||||||||||||||
BRSG6Z2D1 | TURBF_12-3 SENIOR ABS 12-3 | D | 1,099,858.78 | 1,052,583.54 | 692,126.85 | 1,099,858.78 | (47,275.24 | ) | — | — | (48,898.76 | ) | 1.094 | 1.096 | MON | 379.20 | 4,602.97 | 11/13/2012 | 11/20/2019 | |||||||||||||
BRSGEJ3J4 | E_CARAT_12 ABS CARAT | D | 669,666.35 | 636,922.04 | 416,601.67 | 669,666.35 | (32,744.31 | ) | — | — | (37,077.54 | ) | 1.3 | 1.303 | MON | 311.04 | 2,326.57 | 12/10/2012 | 6/18/2020 | |||||||||||||
G9141GAA6 | TURBO FINANCE PLC TURBF_12-2 ABS 12-2 | D | 630,465.88 | 610,652.85 | 399,618.43 | 629,208.92 | (18,556.07 | ) | (1,266.28 | ) | — | (19,522.28 | ) | 1.894 | 1.269 | MON | 379.08 | 3,423.54 | 8/15/2012 | 2/20/2019 | ||||||||||||
31331GVD8 | FED FARM CR BKS AGENCY BND | 2,284,046.00 | 2,290,905.92 | 2,290,000.00 | 2,289,969.53 | 936.39 | 391.81 | — | — | 2.2 | 2.27 | AO | 24,210.39 | — | 5/4/2009 | 4/8/2013 | ||||||||||||||||
31331K2T6 | FED FARM CR BKS AGENCY BND | 1,800,000.00 | 1,804,592.83 | 1,800,000.00 | 1,800,000.00 | 4,592.83 | — | — | — | 0.39 | 0.35 | MJSD | 386.50 | 1,843.00 | 1/27/2012 | 6/13/2014 | ||||||||||||||||
31331KEF3 | FED FARM CR BKS AGENCY BND | 1,999,640.00 | 1,999,999.54 | 2,000,000.00 | 1,999,991.50 | 8.04 | 47.78 | — | — | 0.173 | 0.177 | MON | 144.34 | 877.96 | 6/7/2011 | 4/17/2013 | ||||||||||||||||
31331KHV5 | FED FARM CR BKS AGENCY BND | 998,457.50 | 1,000,616.67 | 1,000,000.00 | 999,001.68 | 1,614.99 | 80.43 | — | — | 0.273 | 0.289 | MON | 91.07 | 688.80 | 7/28/2011 | 4/20/2016 | ||||||||||||||||
3133EA5A2 | FED FARM CR BKS AGENCY BND | 5,000,000.00 | 4,992,021.55 | 5,000,000.00 | 5,000,000.00 | (7,978.45 | ) | — | — | — | 0.87 | 0.87 | AO | 19,695.83 | — | 10/11/2012 | 10/18/2017 |
3133EA5D6 | FED FARM CR BKS AGENCY BND | 4,498,920.00 | 4,501,543.50 | 4,500,000.00 | 4,499,074.70 | 2,468.80 | 110.53 | — | — | 0.224 | 0.237 | MON | 252.23 | 2,540.62 | 11/23/2012 | 4/23/2015 | ||||||||||||||||
3133EAK31 | FED FARM CR BKS AGENCY BND | 499,140.63 | 499,864.16 | 500,000.00 | 499,312.57 | 551.59 | 70.38 | — | — | 0.47 | 0.528 | FA | 267.64 | 1,175.00 | 8/22/2012 | 8/20/2015 | ||||||||||||||||
3133EAQP6 | FED FARM CR BKS AGENCY BND | 2,000,380.00 | 1,999,380.04 | 2,000,000.00 | 2,000,242.07 | (862.03 | ) | (53.42 | ) | — | — | 0.32 | 0.309 | MN | 2,400.00 | — | 8/8/2012 | 5/16/2014 | ||||||||||||||
3133EAVE5 | FED FARM CR BKS AGENCY BND | 6,497,855.00 | 6,502,197.52 | 6,500,000.00 | 6,498,228.85 | 3,968.67 | 195.78 | — | — | 0.225 | 0.249 | MON | 405.70 | 3,669.78 | 10/10/2012 | 6/22/2015 | ||||||||||||||||
3133EAX29 | FED FARM CR BKS AGENCY BND | 5,000,000.00 | 4,995,528.35 | 5,000,000.00 | 5,000,000.00 | (4,471.65 | ) | — | — | — | 0.98 | 0.98 | MS | 1,769.44 | 24,500.00 | 9/12/2012 | 9/18/2017 | |||||||||||||||
3133EAYZ5 | FED FARM CR BKS AGENCY BND | 2,524,312.44 | 2,525,753.03 | 2,525,000.00 | 2,524,492.25 | 1,260.78 | 63.61 | — | — | 0.228 | 0.282 | MON | 192.07 | 1,455.17 | 7/16/2012 | 3/20/2015 | ||||||||||||||||
3133ECHV9 | FED FARM CR BKS AGENCY BND | 4,998,100.00 | 4,993,149.95 | 5,000,000.00 | 4,998,120.46 | (4,970.51 | ) | 20.46 | — | — | 0.35 | 0.367 | JJ | 777.78 | (291.67 | ) | 3/20/2013 | 7/30/2015 | ||||||||||||||
3134G2MJ8 | FHLMC AGENCY BND | 14,685,125.07 | 14,699,368.06 | 14,700,000.00 | 14,698,430.26 | 937.80 | 1,834.00 | — | — | 0.153 | 0.185 | MON | 938.35 | 5,718.02 | 6/9/2011 | 6/17/2013 | ||||||||||||||||
45818WAE6 | INTER-AMERICAN DEV BANK CORP BND | E | 10,232,329.30 | 10,162,519.31 | 10,100,000.00 | 10,156,085.32 | 6,433.99 | (12,180.99 | ) | — | — | 0.739 | 0.359 | FMAN | 8,294.34 | 19,695.00 | 2/22/2012 | 5/20/2014 | ||||||||||||||
4581X0AF5 | INTER-AMERICAN DEV BANK CORP BND EMTN | E | 7,418,582.14 | 7,262,624.88 | 7,200,000.00 | 7,222,855.40 | 39,769.48 | (20,944.66 | ) | — | — | 3.5 | 2.314 | JJ | 58,100.00 | 126,000.00 | 11/12/2010 | 7/8/2013 | ||||||||||||||
45950KAT7 | INTERNATIONAL FINANCE CO CORP BND | E | 4,683,362.00 | 4,715,909.07 | 4,700,000.00 | 4,699,568.20 | 16,340.87 | 883.23 | — | — | 3.5 | 3.576 | MN | 62,144.45 | — | 12/14/2011 | 5/15/2013 | |||||||||||||||
45950KAZ3 | INTERNATIONAL FINANCE CO CORP BND | E | 8,216,320.00 | 8,230,960.08 | 8,000,000.00 | 8,054,652.87 | 176,307.21 | (12,566.48 | ) | — | — | 3 | 2.342 | AO | 106,000.00 | — | 12/11/2009 | 4/22/2014 | ||||||||||||||
45950VBV7 | INTERNATIONAL FINANCE CO UNSECURED CORP | E | 299,595.00 | 300,674.99 | 300,000.00 | 299,716.10 | 958.89 | 33.05 | — | — | 0.5 | 0.545 | MN | 566.67 | — | 4/26/2012 | 5/15/2015 | |||||||||||||||
45950VCJ3 | INTERNATIONAL FINANCE CO SENIOR CORP BND | E | 6,189,658.02 | 6,201,565.61 | 6,202,000.00 | 6,190,059.40 | 11,506.21 | 401.38 | — | — | 0.5 | 0.562 | MN | 3,359.42 | — | 2/14/2013 | 5/16/2016 | |||||||||||||||
62889KAA9 | NATIONAL CREDIT UNION ADMINIST AGENCY | 3,200,000.00 | 3,199,936.00 | 3,200,000.00 | 3,200,000.00 | (64.00 | ) | — | — | — | 0.222 | 0.205 | MON | 395.02 | 1,809.28 | 6/8/2011 | 6/12/2013 | |||||||||||||||
742651DB5 | PRIVATE EXPORT FUNDING CORPORA SECURED | 1,646,955.00 | 1,673,295.02 | 1,500,000.00 | 1,570,495.09 | 102,799.93 | (6,398.70 | ) | — | — | 4.95 | 3.07 | MN | 28,050.00 | — | 11/27/2012 | 11/15/2015 | |||||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 915,990.00 | 899,677.56 | 750,000.00 | 898,140.11 | 1,537.45 | (8,062.93 | ) | — | — | 5.45 | 0.914 | MS | 1,816.67 | 20,437.50 | 9/13/2012 | 9/15/2017 | |||||||||||||||
742651DF6 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 7,321,566.00 | 7,007,700.70 | 7,000,000.00 | 7,008,544.87 | (844.17 | ) | (54,931.31 | ) | — | — | 3.55 | 0.37 | AO | 114,586.11 | — | 11/2/2011 | 4/15/2013 | ||||||||||||||
742651DH2 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 4,868,226.00 | 4,794,902.00 | 4,600,000.00 | 4,779,763.10 | 15,138.90 | (28,750.96 | ) | — | — | 3.05 | 0.497 | AO | 64,693.88 | — | 6/26/2012 | 10/15/2014 | |||||||||||||||
912828JQ4 | UNITED STATES TREASURY GOVT BND | 10,331,674.13 | 10,151,200.00 | 10,000,000.00 | 10,142,905.99 | 8,294.01 | (61,170.93 | ) | — | — | 2.75 | 0.283 | AO | 115,469.61 | — | 6/22/2012 | 10/31/2013 | |||||||||||||||
912828KJ8 | UNITED STATES TREASURY GOVT BND | 1,021,350.61 | 1,015,679.93 | 1,000,000.00 | 1,014,884.63 | 795.30 | (3,683.09 | ) | — | — | 1.75 | 0.255 | MS | 47.82 | 8,750.00 | 10/23/2012 | 3/31/2014 | |||||||||||||||
912828KV1 | UNITED STATES TREASURY GOVT BND | 6,410,665.48 | 6,399,437.88 | 6,250,000.00 | 6,399,404.04 | 33.84 | (12,781.74 | ) | — | — | 2.25 | 0.194 | MN | 47,132.55 | (33,100.95 | ) | 2/27/2013 | 5/31/2014 | ||||||||||||||
912828LZ1 | UNITED STATES TREASURY GOVT BND | 3,412,500.00 | 3,351,985.26 | 3,250,000.00 | 3,316,427.27 | 35,557.99 | (11,895.13 | ) | — | — | 2.125 | 0.885 | MN | 23,147.32 | 5,078.98 | 10/14/2010 | 11/30/2014 | |||||||||||||||
912828MH0 | UNITED STATES TREASURY GOVT BND | 10,207,203.37 | 10,653,838.84 | 10,275,000.00 | 10,249,185.49 | 404,653.35 | 3,848.04 | — | — | 2.25 | 2.391 | JJ | 38,318.37 | 148,823.65 | 1/29/2010 | 1/31/2015 | ||||||||||||||||
912828MR8 | UNITED STATES TREASURY GOVT BND | 10,521,517.88 | 10,405,400.10 | 10,000,000.00 | 10,373,707.34 | 31,692.76 | (57,166.48 | ) | — | — | 2.375 | 0.412 | FA | 20,652.17 | 209,944.75 | 6/27/2012 | 2/28/2015 | |||||||||||||||
912828NF3 | UNITED STATES TREASURY GOVT BND | 15,422,061.14 | 15,337,787.65 | 14,750,000.00 | 15,326,556.56 | 11,231.09 | (65,613.46 | ) | — | — | 2.125 | 0.312 | MN | 105,053.22 | — | 12/11/2012 | 5/31/2015 | |||||||||||||||
912828NZ9 | UNITED STATES TREASURY GOVT BND | 12,191,496.90 | 12,180,364.36 | 11,900,000.00 | 12,081,319.66 | 99,044.70 | (17,894.80 | ) | — | — | 1.25 | 0.633 | MS | 808.43 | 74,375.00 | 9/16/2011 | 9/30/2015 | |||||||||||||||
912828PE4 | UNITED STATES TREASURY GOVT BND | 2,979,986.28 | 2,969,281.00 | 2,900,000.00 | 2,954,762.48 | 14,518.52 | (15,123.58 | ) | — | — | 1.25 | 0.512 | AO | 15,220.99 | 64,682.32 | 1/18/2012 | 10/31/2015 | |||||||||||||||
912828PQ7 | UNITED STATES TREASURY GOVT BND | 10,123,517.88 | 10,067,200.00 | 10,000,000.00 | 10,053,908.23 | 13,291.77 | (16,900.11 | ) | — | — | 1 | 0.316 | JJ | 20,994.48 | 50,000.00 | 6/22/2012 | 1/15/2014 | |||||||||||||||
912828QE3 | UNITED STATES TREASURY GOVT BND | 299,872.10 | 300,105.00 | 300,000.00 | 299,994.84 | 110.16 | 16.02 | — | — | 0.625 | 0.647 | AO | 787.29 | — | 4/27/2011 | 4/30/2013 | ||||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 20,986,718.75 | 20,989,398.20 | 20,000,000.00 | 20,941,486.17 | 47,912.03 | (45,232.58 | ) | — | — | 2 | 0.459 | AO | 167,955.80 | (108,287.29 | ) | 2/1/2013 | 4/30/2016 | ||||||||||||||
912828QH6 | UNITED STATES TREASURY GOVT BND | 10,155,111.63 | 10,095,300.00 | 10,000,000.00 | 10,085,472.40 | 9,827.60 | (24,033.91 | ) | — | — | 1.25 | 0.272 | FA | 15,538.67 | 62,500.00 | 7/12/2012 | 2/15/2014 | |||||||||||||||
912828QM5 | UNITED STATES TREASURY GOVT BND | 44,436,709.90 | 44,398,642.64 | 44,000,000.00 | 44,392,322.65 | 6,319.99 | (44,387.25 | ) | — | — | 1 | 0.204 | MN | 166,519.34 | (110,607.73 | ) | 2/14/2013 | 5/15/2014 | ||||||||||||||
912828QS2 | UNITED STATES TREASURY GOVT BND | 119,865,008.02 | 119,792,540.00 | 119,000,000.00 | 119,770,376.26 | 22,163.74 | (94,631.76 | ) | — | — | 0.75 | 0.212 | JD | 262,355.76 | (129,951.92 | ) | 2/5/2013 | 6/15/2014 |
912828QU7 | UNITED STATES TREASURY GOVT BND | 7,922,921.87 | 7,892,311.58 | 7,850,000.00 | 7,882,252.64 | 10,058.94 | (6,187.51 | ) | — | — | 0.625 | 0.306 | JJ | 10,300.42 | 24,531.25 | 8/9/2011 | 7/15/2014 | |||||||||||||||
912828QX1 | UNITED STATES TREASURY GOVT BND | 70,268,081.36 | 71,024,321.95 | 68,600,000.00 | 69,731,302.00 | 1,293,019.95 | (82,468.76 | ) | — | — | 1.5 | 0.996 | JJ | 170,552.49 | 514,500.00 | 8/16/2011 | 7/31/2016 | |||||||||||||||
912828RA0 | UNITED STATES TREASURY GOVT BND | 13,266,562.50 | 13,258,746.33 | 13,250,000.00 | 13,253,227.65 | 5,518.68 | (4,807.78 | ) | — | — | 0.375 | 0.277 | JD | 12,490.50 | 6,191.64 | 3/20/2012 | 6/30/2013 | |||||||||||||||
912828RB8 | UNITED STATES TREASURY GOVT BND | 201,063.17 | 200,801.99 | 200,000.00 | 200,488.78 | 313.21 | (87.39 | ) | — | — | 0.5 | 0.322 | FA | 124.31 | 500.00 | 8/10/2011 | 8/15/2014 | |||||||||||||||
912828RD4 | UNITED STATES TREASURY GOVT BND | 6,240,987.73 | 6,249,875.00 | 6,250,000.00 | 6,248,020.95 | 1,854.05 | 1,639.06 | — | — | 0.125 | 0.197 | FA | 679.35 | 6,411.35 | 9/6/2011 | 8/31/2013 | ||||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 37,306,557.22 | 37,590,399.74 | 36,900,000.00 | 37,213,781.54 | 376,618.20 | (23,285.27 | ) | — | — | 1 | 0.745 | FA | 32,262.29 | 201,323.20 | 9/6/2012 | 8/31/2016 | |||||||||||||||
912828RG7 | UNITED STATES TREASURY GOVT BND | 4,189,842.19 | 4,202,141.79 | 4,200,000.00 | 4,195,033.42 | 7,108.37 | 969.70 | — | — | 0.25 | 0.332 | MS | 485.05 | 6,666.44 | 9/21/2011 | 9/15/2014 | ||||||||||||||||
912828RJ1 | UNITED STATES TREASURY GOVT BND | 5,960,625.00 | 6,112,260.12 | 6,000,000.00 | 5,972,051.02 | 140,209.10 | 1,931.55 | — | — | 1 | 1.136 | MS | 163.93 | 30,000.00 | 10/11/2011 | 9/30/2016 | ||||||||||||||||
912828RK8 | UNITED STATES TREASURY SENIOR GOVT BND | 9,981,674.13 | 10,000,399.00 | 10,000,000.00 | 9,992,835.64 | 7,563.36 | 3,557.32 | — | — | 0.125 | 0.269 | MS | 34.15 | 6,250.00 | 6/21/2012 | 9/30/2013 | ||||||||||||||||
912828RL6 | UNITED STATES TREASURY GOVT BND | 11,646,710.74 | 11,648,603.88 | 11,600,000.00 | 11,643,296.46 | 5,307.42 | (2,712.43 | ) | — | — | 0.5 | 0.257 | AO | 26,769.23 | (18,406.59 | ) | 2/25/2013 | 10/15/2014 | ||||||||||||||
912828RM4 | UNITED STATES TREASURY GOVT BND | 80,949,925.63 | 81,382,946.40 | 79,900,000.00 | 80,865,860.46 | 517,085.94 | (74,106.92 | ) | — | — | 1 | 0.657 | AO | 335,491.72 | (2,720.99 | ) | 2/4/2013 | 10/31/2016 | ||||||||||||||
912828RQ5 | UNITED STATES TREASURY GOVT BND | 33,894,390.91 | 33,980,004.00 | 33,900,000.00 | 33,897,097.32 | 82,906.68 | 1,294.64 | — | — | 0.375 | 0.38 | MN | 48,110.85 | 24,913.68 | 12/13/2011 | 11/15/2014 | ||||||||||||||||
912828RS1 | UNITED STATES TREASURY GOVT BND | 5,000,000.00 | 5,003,500.00 | 5,000,000.00 | 5,000,000.00 | 3,500.00 | — | — | — | 0.25 | 0.25 | MN | 4,189.56 | 3,262.36 | 12/2/2011 | 11/30/2013 | ||||||||||||||||
912828RU6 | UNITED STATES TREASURY GOVT BND | 17,725,393.44 | 17,995,125.55 | 17,750,000.00 | 17,731,960.96 | 263,164.59 | 1,261.97 | — | — | 0.875 | 0.903 | MN | 52,055.29 | 11,472.36 | 12/19/2011 | 11/30/2016 | ||||||||||||||||
912828RV4 | UNITED STATES TREASURY GOVT BND | 7,974,062.50 | 8,002,960.24 | 8,000,000.00 | 7,985,149.39 | 17,810.85 | 2,205.07 | — | — | 0.25 | 0.359 | JD | 5,879.12 | 370.88 | 12/19/2011 | 12/15/2014 | ||||||||||||||||
912828RX0 | UNITED STATES TREASURY GOVT BND | 10,077,377.25 | 10,134,700.80 | 10,000,000.00 | 10,064,360.67 | 70,340.13 | (4,626.02 | ) | — | — | 0.875 | 0.7 | JD | 22,241.62 | — | 6/21/2012 | 12/31/2016 | |||||||||||||||
912828RZ5 | UNITED STATES TREASURY GOVT BND | 3,392,175.46 | 3,400,748.10 | 3,400,000.00 | 3,395,274.98 | 5,473.12 | 652.63 | — | — | 0.25 | 0.328 | JJ | 1,784.53 | 4,250.00 | 1/25/2012 | 1/15/2015 | ||||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 17,274,081.05 | 17,427,555.66 | 17,200,000.00 | 17,265,931.94 | 161,623.72 | (4,208.46 | ) | — | — | 0.875 | 0.773 | JJ | 24,944.75 | 56,952.77 | 1/4/2013 | 1/31/2017 | |||||||||||||||
912828SE1 | UNITED STATES TREASURY GOVT BND | 50,787,123.99 | 50,997,451.54 | 51,000,000.00 | 50,866,256.41 | 131,195.13 | 18,844.86 | — | — | 0.25 | 0.39 | FA | 15,849.44 | 69,799.72 | 5/21/2012 | 2/15/2015 | ||||||||||||||||
912828SK7 | UNITED STATES TREASURY GOVT BND | 10,315,557.95 | 10,324,925.69 | 10,300,000.00 | 10,312,701.25 | 12,224.44 | (1,728.50 | ) | — | — | 0.375 | 0.312 | MS | 1,784.31 | 20,949.24 | 11/26/2012 | 3/15/2015 | |||||||||||||||
912828SP6 | UNITED STATES TREASURY GOVT BND | 34,054,293.59 | 34,075,480.00 | 34,000,000.00 | 34,044,537.25 | 30,942.75 | (5,123.54 | ) | — | — | 0.375 | 0.31 | AO | 58,846.16 | 432.69 | 2/13/2013 | 4/15/2015 | |||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 16,623,160.75 | 16,697,505.99 | 16,500,000.00 | 16,621,787.03 | 75,718.96 | (1,373.72 | ) | — | — | 0.875 | 0.691 | AO | 60,621.55 | (53,841.51 | ) | 3/13/2013 | 4/30/2017 | ||||||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 2,515,195.88 | 2,514,225.00 | 2,500,000.00 | 2,513,047.91 | 1,177.09 | (753.49 | ) | — | — | 0.75 | 0.625 | JD | 4,713.39 | — | 7/13/2012 | 6/30/2017 | |||||||||||||||
912828TD2 | UNITED STATES TREASURY GOVT BND | 36,219,498.17 | 36,269,871.00 | 36,300,000.00 | 36,231,737.09 | 38,133.91 | 6,531.76 | — | — | 0.25 | 0.332 | JJ | 19,052.49 | 37,502.08 | 3/11/2013 | 7/15/2015 | ||||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 2,184,108.93 | 2,187,350.07 | 2,200,000.00 | 2,186,195.87 | 1,154.20 | 776.17 | — | — | 0.5 | 0.647 | JJ | 1,823.20 | 5,500.00 | 7/30/2012 | 7/31/2017 | ||||||||||||||||
912828TL4 | UNITED STATES TREASURY GOVT BND | 2,999,531.25 | 3,001,529.85 | 3,000,000.00 | 2,999,656.00 | 1,873.85 | 60.16 | — | — | 0.25 | 0.258 | FA | 652.17 | 3,750.00 | 9/24/2012 | 8/31/2014 | ||||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 1,993,053.58 | 1,997,940.06 | 2,000,000.00 | 1,993,441.86 | 4,498.20 | 363.82 | — | — | 0.625 | 0.701 | FA | 1,086.96 | 6,250.00 | 12/24/2012 | 8/31/2017 | ||||||||||||||||
912828TP5 | UNITED STATES TREASURY GOVT BND | 4,244,189.46 | 4,243,880.13 | 4,250,000.00 | 4,244,215.02 | (334.89 | ) | 592.62 | — | — | 0.25 | 0.306 | MS | 490.83 | 4,565.96 | 3/27/2013 | 9/15/2015 | |||||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 13,731,000.00 | 13,772,952.14 | 13,800,000.00 | 13,737,187.53 | 35,764.61 | 3,395.55 | — | — | 0.625 | 0.728 | MS | 235.65 | 43,125.00 | 10/18/2012 | 9/30/2017 | ||||||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 13,404,474.69 | 13,385,412.27 | 13,430,000.00 | 13,405,586.58 | (20,174.31 | ) | 1,173.79 | — | — | 0.625 | 0.665 | MN | 28,132.90 | (2,237.98 | ) | 1/4/2013 | 11/30/2017 | ||||||||||||||
912828UC2 | UNITED STATES TREASURY GOVT BND | 74,709,960.94 | 74,838,753.00 | 75,000,000.00 | 74,726,279.93 | 112,473.07 | 18,839.01 | — | — | 0.25 | 0.386 | JD | 55,116.76 | (20,032.14 | ) | 1/31/2013 | 12/15/2015 | |||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 62,884,388.61 | 63,109,487.14 | 63,020,000.00 | 62,887,677.15 | 221,809.99 | 6,545.87 | — | — | 0.75 | 0.795 | JD | 118,815.34 | (41,742.26 | ) | 3/22/2013 | 12/31/2017 | |||||||||||||||
912828UJ7 | UNITED STATES TREASURY GOVT BND | 10,196,812.50 | 10,266,095.49 | 10,200,000.00 | 10,196,882.86 | 69,212.63 | 83.54 | — | — | 0.875 | 0.881 | JJ | 14,792.82 | (2,715.65 | ) | 2/15/2013 | 1/31/2018 | |||||||||||||||
912828UK4 | UNITED STATES TREASURY GOVT BND | 65,984,062.35 | 66,014,521.98 | 66,000,000.00 | 65,985,125.57 | 29,396.41 | 1,125.44 | — | — | 0.25 | 0.262 | JJ | 27,348.07 | (1,359.59 | ) | 2/22/2013 | 1/31/2015 |
912828UR9 | UNITED STATES TREASURY GOVT BND | 43,953,831.26 | 44,247,034.99 | 44,255,000.00 | 43,957,192.46 | 289,842.53 | 3,453.24 | — | — | 0.75 | 0.89 | FA | 28,907.92 | (10,687.80 | ) | 3/27/2013 | 2/28/2018 | |||||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 4,864,064.77 | 4,865,346.31 | 4,590,770.45 | 4,853,917.13 | 11,429.18 | (14,343.69 | ) | — | — | 3 | 1.773 | MON | 11,476.93 | 35,344.44 | 6/19/2012 | 6/20/2027 | |||||||||||||||
36179MK82 | GNMA POOL # MA0319 | 246,187.85 | 242,578.07 | 224,093.61 | 245,964.04 | (3,385.97 | ) | (1,784.02 | ) | — | — | 4 | 1.913 | MON | 746.98 | 2,362.07 | 10/4/2012 | 8/20/2042 | ||||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 3,009,784.08 | 2,971,251.95 | 2,744,842.44 | 3,007,811.26 | (36,559.31 | ) | (21,896.55 | ) | — | — | 4 | 1.929 | MON | 9,149.47 | 29,009.59 | 10/18/2012 | 9/20/2042 | ||||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 2,092,410.19 | 2,054,846.34 | 1,965,858.08 | 2,091,355.75 | (36,509.41 | ) | (2,068.75 | ) | — | — | 3 | 2.098 | MON | 4,914.65 | 14,889.98 | 10/31/2012 | 10/20/2042 | ||||||||||||||
36201YER3 | GNMA POOL # 606844 | 1,066,934.58 | 1,118,648.71 | 1,018,211.56 | 1,065,236.34 | 53,412.37 | (3,822.56 | ) | — | — | 5 | 3.705 | MON | 4,242.55 | 13,326.72 | 4/23/2010 | 9/15/2033 | |||||||||||||||
36202E5P0 | GNMA POOL # 004454 | 12,543.67 | 12,714.71 | 11,790.20 | 12,460.77 | 253.94 | (77.06 | ) | — | — | 4.5 | 2.788 | MON | 44.21 | 140.92 | 10/7/2010 | 6/20/2024 | |||||||||||||||
36202EVU0 | GNMA POOL # 004227 | 10,715.21 | 10,924.71 | 10,071.57 | 10,659.46 | 265.25 | (662.75 | ) | — | — | 4.5 | 2.482 | MON | 37.77 | 233.93 | 10/7/2010 | 7/20/2023 | |||||||||||||||
36202FAE6 | GNMA POOL # 004505 | 39,206.30 | 39,674.23 | 36,851.27 | 38,950.17 | 724.06 | (218.12 | ) | — | — | 4.5 | 2.813 | MON | 138.19 | 437.59 | 10/7/2010 | 8/20/2024 | |||||||||||||||
36202FBR6 | GNMA POOL # 004548 | 24,364.48 | 24,655.27 | 22,900.96 | 24,210.60 | 444.67 | (183.31 | ) | — | — | 4.5 | 2.797 | MON | 85.88 | 278.27 | 10/7/2010 | 10/20/2024 | |||||||||||||||
36202FD78 | GNMA POOL # 004626 | 1,167,109.75 | 1,181,216.67 | 1,097,004.31 | 1,159,933.48 | 21,283.19 | (6,531.00 | ) | — | — | 4.5 | 2.836 | MON | 4,113.77 | 12,997.65 | 10/7/2010 | 2/20/2025 | |||||||||||||||
36202FET9 | GNMA POOL # 004646 | 191,421.49 | 193,735.21 | 179,923.27 | 190,266.98 | 3,468.23 | (843.84 | ) | — | — | 4.5 | 2.824 | MON | 674.71 | 2,105.61 | 10/7/2010 | 3/20/2025 | |||||||||||||||
36202FF43 | GNMA POOL # 004687 | 530,162.65 | 536,570.74 | 498,317.06 | 527,582.79 | 8,987.95 | (2,242.28 | ) | — | — | 4.5 | 2.832 | MON | 1,868.69 | 5,815.81 | 10/7/2010 | 5/20/2025 | |||||||||||||||
36202FFH4 | GNMA POOL # 004668 | 706,096.11 | 714,630.72 | 663,682.63 | 701,928.29 | 12,702.43 | (5,884.97 | ) | — | — | 4.5 | 2.807 | MON | 2,488.81 | 8,095.17 | 10/7/2010 | 4/20/2025 | |||||||||||||||
36202FZV1 | GNMA POOL # 005256 | 5,526,277.96 | 5,509,259.55 | 5,154,208.54 | 5,506,924.34 | 2,335.21 | (29,634.53 | ) | — | — | 3.5 | 1.904 | MON | 15,033.10 | 46,985.02 | 1/18/2012 | 12/20/2026 | |||||||||||||||
36202KME2 | GNMA POOL # 008457 | 406,900.69 | 416,891.16 | 401,258.00 | 406,046.09 | 10,845.07 | (373.10 | ) | — | — | 1.75 | 1.365 | MON | 585.17 | 1,854.72 | 3/18/2009 | 7/20/2024 | |||||||||||||||
36204J4C7 | GNMA POOL # 371719 | 240,882.77 | 259,824.98 | 226,713.20 | 238,293.61 | 21,531.37 | (591.36 | ) | — | — | 6.5 | 5.043 | MON | 1,228.03 | 3,757.21 | 9/11/2008 | 4/15/2024 | |||||||||||||||
36204SV60 | GNMA POOL # 378737 | 243,251.96 | 269,350.94 | 228,943.00 | 240,811.83 | 28,539.11 | (3,404.04 | ) | — | — | 6.5 | 4.867 | MON | 1,240.11 | 4,638.42 | 9/11/2008 | 1/15/2024 | |||||||||||||||
36205BKY7 | GNMA POOL # 385611 | 344,726.35 | 371,834.47 | 324,448.34 | 341,172.52 | 30,661.95 | (2,245.42 | ) | — | — | 6.5 | 4.975 | MON | 1,757.43 | 5,822.87 | 9/11/2008 | 4/15/2024 | |||||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 1,216,597.26 | 1,254,732.76 | 1,150,786.62 | 1,210,604.12 | 44,128.64 | (4,197.76 | ) | — | — | 5 | 2.843 | MON | 4,794.94 | 15,040.90 | 9/29/2009 | 4/15/2024 | |||||||||||||||
3620A32R4 | GNMA POOL # 718184 | 75,919.41 | 76,959.00 | 71,338.16 | 75,551.79 | 1,407.21 | (630.38 | ) | — | — | 4.5 | 2.402 | MON | 267.52 | 871.29 | 10/7/2010 | 3/15/2025 | |||||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 694,080.70 | 701,525.04 | 650,287.88 | 690,571.00 | 10,954.04 | (7,228.00 | ) | — | — | 4.5 | 2.319 | MON | 2,438.58 | 8,366.17 | 8/31/2010 | 4/15/2025 | |||||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 698,620.34 | 771,165.36 | 686,604.74 | 697,951.21 | 73,214.15 | (663.46 | ) | — | — | 4.5 | 4.237 | MON | 2,574.77 | 7,971.03 | 6/18/2009 | 6/15/2039 | |||||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 1,293,139.17 | 1,342,403.77 | 1,231,194.68 | 1,286,318.48 | 56,085.29 | (2,513.28 | ) | — | — | 5 | 3.393 | MON | 5,129.98 | 15,610.92 | 7/29/2009 | 7/15/2024 | |||||||||||||||
3620A7R64 | GNMA POOL # 721509 | 360,412.82 | 365,348.11 | 338,664.25 | 358,482.38 | 6,865.73 | (2,155.41 | ) | — | — | 4.5 | 2.588 | MON | 1,269.99 | 4,111.92 | 10/7/2010 | 2/15/2025 | |||||||||||||||
3620A7RQ0 | GNMA POOL # 721495 | 439,380.82 | 445,397.41 | 412,867.00 | 436,909.51 | 8,487.90 | (1,006.74 | ) | — | — | 4.5 | 2.659 | MON | 1,548.25 | 4,697.25 | 10/7/2010 | 1/15/2025 | |||||||||||||||
3620A9MU2 | GNMA POOL # 723171 | 40,632.51 | 41,174.48 | 38,180.60 | 40,423.99 | 750.49 | (278.33 | ) | — | — | 4.5 | 2.394 | MON | 143.18 | 455.87 | 10/7/2010 | 10/15/2024 | |||||||||||||||
3620A9QJ3 | GNMA POOL # 723257 | 572,658.11 | 580,296.44 | 538,101.88 | 569,598.35 | 10,698.09 | (4,005.11 | ) | — | — | 4.5 | 2.454 | MON | 2,017.88 | 6,446.15 | 10/7/2010 | 9/15/2024 | |||||||||||||||
3620A9WS6 | GNMA POOL # 723457 | 597,367.79 | 605,335.73 | 561,320.51 | 594,116.95 | 11,218.78 | (3,412.46 | ) | — | — | 4.5 | 2.57 | MON | 2,104.95 | 6,619.92 | 10/7/2010 | 12/15/2024 | |||||||||||||||
3620A9WW7 | GNMA POOL # 723461 | 306,745.41 | 310,836.89 | 288,235.29 | 305,164.61 | 5,672.28 | (2,087.62 | ) | — | — | 4.5 | 2.457 | MON | 1,080.88 | 3,454.74 | 10/7/2010 | 12/15/2024 | |||||||||||||||
3620A9ZN4 | GNMA POOL # 723549 | 781,985.57 | 792,693.60 | 734,797.78 | 777,758.18 | 14,935.42 | (4,298.05 | ) | — | — | 4.5 | 2.582 | MON | 2,755.49 | 8,714.41 | 10/7/2010 | 1/15/2025 | |||||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 8,093,437.21 | 8,285,326.42 | 7,682,883.13 | 8,051,563.44 | 233,762.98 | (27,248.77 | ) | — | — | 4.5 | 2.746 | MON | 28,810.81 | 89,544.44 | 12/8/2009 | 11/15/2024 | |||||||||||||||
3620AFY35 | GNMA POOL # 728930 | 100,002.68 | 101,336.56 | 93,968.17 | 99,483.34 | 1,853.22 | (566.45 | ) | — | — | 4.5 | 2.474 | MON | 352.38 | 1,123.98 | 10/7/2010 | 12/15/2024 | |||||||||||||||
3620AKQR0 | GNMA POOL # 732264 | 224,440.71 | 227,514.05 | 210,897.15 | 223,268.00 | 4,246.05 | (1,742.16 | ) | — | — | 4.5 | 2.587 | MON | 790.86 | 2,552.32 | 10/7/2010 | 4/15/2025 |
3620AKR57 | GNMA POOL # 732308 | 45,990.29 | 46,620.06 | 43,215.08 | 45,808.09 | 811.97 | (69.53 | ) | — | — | 4.5 | 1.909 | MON | 162.06 | 491.04 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AL5N0 | GNMA POOL # 733553 | 495,055.68 | 501,834.67 | 465,182.26 | 492,653.33 | 9,181.34 | (1,404.16 | ) | — | — | 4.5 | 2.433 | MON | 1,744.43 | 5,371.04 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQ5X7 | GNMA POOL # 737162 | 329,635.00 | 334,148.82 | 309,743.65 | 327,889.24 | 6,259.58 | (717.08 | ) | — | — | 4.5 | 2.614 | MON | 1,161.54 | 3,525.53 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQ6A6 | GNMA POOL # 737165 | 1,101,324.31 | 1,116,405.16 | 1,034,866.48 | 1,095,812.40 | 20,592.76 | (6,937.51 | ) | — | — | 4.5 | 2.499 | MON | 3,880.75 | 12,406.50 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQG72 | GNMA POOL # 736522 | 571,802.40 | 579,632.30 | 537,297.80 | 568,931.24 | 10,701.06 | (1,589.01 | ) | — | — | 4.5 | 2.506 | MON | 2,014.87 | 6,172.43 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQHC0 | GNMA POOL # 736527 | 204,447.28 | 207,246.86 | 192,110.21 | 203,373.14 | 3,873.72 | (2,404.92 | ) | — | — | 4.5 | 2.598 | MON | 720.41 | 2,491.71 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQXC2 | GNMA POOL # 736975 | 376,545.95 | 381,702.14 | 353,823.83 | 374,609.93 | 7,092.21 | (1,440.50 | ) | — | — | 4.5 | 2.505 | MON | 1,326.84 | 4,113.11 | 10/7/2010 | 2/15/2025 | |||||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 4,599,682.74 | 4,667,296.12 | 4,281,886.47 | 4,594,613.90 | 72,682.22 | (31,685.57 | ) | — | — | 4 | 2.193 | MON | 14,272.96 | 45,762.36 | 10/3/2011 | 7/15/2041 | |||||||||||||||
3620AWE48 | GNMA POOL # 741855 | 204,258.58 | 207,055.57 | 191,932.89 | 203,197.01 | 3,858.56 | (1,462.19 | ) | — | — | 4.5 | 2.601 | MON | 719.75 | 2,345.69 | 10/7/2010 | 5/15/2025 | |||||||||||||||
3620AWE63 | GNMA POOL # 741857 | 163,990.19 | 166,235.77 | 154,094.44 | 163,190.66 | 3,045.11 | (1,284.86 | ) | — | — | 4.5 | 2.47 | MON | 577.85 | 1,933.37 | 10/7/2010 | 5/15/2025 | |||||||||||||||
36210B4N2 | GNMA POOL # 487829 | 325,652.36 | 339,312.05 | 314,639.97 | 324,287.34 | 15,024.71 | (1,573.60 | ) | — | — | 4.5 | 3.323 | MON | 1,179.90 | 3,848.39 | 3/26/2009 | 4/15/2024 | |||||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 121,396.00 | 125,201.30 | 114,829.22 | 120,836.48 | 4,364.82 | (755.94 | ) | — | — | 5 | 2.721 | MON | 478.46 | 1,532.97 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36210B4R3 | GNMA POOL # 487832 | 489,941.13 | 511,192.01 | 468,843.20 | 487,684.99 | 23,507.02 | (600.62 | ) | — | — | 5 | 3.257 | MON | 1,953.51 | 5,926.73 | 3/26/2009 | 4/15/2024 | |||||||||||||||
36210BZH1 | GNMA POOL # 487744 | 605,746.80 | 624,734.58 | 572,979.54 | 602,787.24 | 21,947.34 | (2,176.56 | ) | — | — | 5 | 2.802 | MON | 2,387.41 | 7,408.78 | 9/29/2009 | 3/15/2024 | |||||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 370,600.23 | 382,217.08 | 350,552.98 | 368,754.60 | 13,462.48 | (836.75 | ) | — | — | 5 | 2.836 | MON | 1,460.64 | 4,435.14 | 9/29/2009 | 3/15/2024 | |||||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 219,650.14 | 229,348.78 | 210,348.78 | 218,557.97 | 10,790.81 | (311.09 | ) | — | — | 5 | 3.384 | MON | 876.45 | 2,664.94 | 3/26/2009 | 1/15/2024 | |||||||||||||||
36225BPY8 | GNMA POOL # 781339 | 251,889.56 | 261,988.54 | 228,212.50 | 250,186.88 | 11,801.66 | (878.32 | ) | — | — | 8 | 5.531 | MON | 1,521.42 | 4,663.00 | 3/7/2008 | 9/15/2031 | |||||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 8,229,209.95 | 8,321,900.63 | 8,028,497.50 | 8,219,338.48 | 102,562.15 | (7,062.55 | ) | — | — | 1.75 | 1.338 | MON | 11,708.23 | 35,698.40 | 3/2/2011 | 4/20/2034 | |||||||||||||||
36225CD29 | GNMA POOL # 080120 | 368,831.75 | 378,262.81 | 365,067.00 | 368,452.61 | 9,810.20 | (109.85 | ) | — | — | 1.625 | 1.341 | MON | 494.36 | 1,507.93 | 3/18/2009 | 10/20/2027 | |||||||||||||||
36225DAS3 | GNMA POOL # 080916 | 288,772.40 | 302,052.03 | 290,177.95 | 288,884.02 | 13,168.01 | 52.14 | — | — | 1.75 | 1.816 | MON | 423.18 | 1,295.20 | 4/17/2008 | 5/20/2034 | ||||||||||||||||
36225DJA3 | GNMA POOL # 081156 | 749,432.01 | 783,127.32 | 747,330.20 | 749,216.80 | 33,910.52 | (69.41 | ) | — | — | 1.625 | 1.573 | MON | 1,012.01 | 3,087.84 | 3/18/2009 | 11/20/2034 | |||||||||||||||
36225DJZ8 | GNMA POOL # 081179 | 739,805.86 | 746,170.65 | 737,731.00 | 739,593.17 | 6,577.48 | (80.11 | ) | — | — | 1.625 | 1.573 | MON | 999.01 | 3,060.80 | 3/18/2009 | 12/20/2034 | |||||||||||||||
36225DLE2 | GNMA POOL # 081224 | 466,082.49 | 487,922.08 | 468,277.57 | 466,219.21 | 21,702.87 | 112.08 | — | — | 1.625 | 1.692 | MON | 634.13 | 1,960.38 | 3/18/2009 | 1/20/2035 | ||||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2,385,384.52 | 2,494,234.17 | 2,355,935.33 | 2,382,196.60 | 112,037.57 | (2,047.00 | ) | — | — | 2 | 1.908 | MON | 3,926.56 | 14,371.63 | 10/28/2009 | 12/20/2039 | |||||||||||||||
36225EWE8 | GNMA POOL # 082444 | 468,441.21 | 476,843.72 | 458,693.96 | 468,136.18 | 8,707.54 | (975.47 | ) | — | — | 3.75 | 3.243 | MON | 1,433.42 | 4,543.69 | 11/3/2009 | 12/20/2039 | |||||||||||||||
36241K6L7 | GNMA POOL # 782675 | 50,139.17 | 50,807.94 | 47,113.59 | 49,888.66 | 919.28 | (397.52 | ) | — | — | 4.5 | 2.213 | MON | 176.68 | 568.09 | 10/7/2010 | 6/15/2024 | |||||||||||||||
36241KBP2 | GNMA POOL # 781846 | 3,869,696.65 | 4,347,173.24 | 3,747,890.24 | 3,863,526.83 | 483,646.41 | (7,878.01 | ) | — | — | 6.5 | 5.711 | MON | 20,301.08 | 63,450.26 | 8/15/2008 | 9/15/2034 | |||||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2,615,003.12 | 2,929,913.42 | 2,532,690.69 | 2,611,044.88 | 318,868.54 | (6,126.54 | ) | — | — | 6.5 | 5.721 | MON | 13,718.74 | 42,988.76 | 8/15/2008 | 5/15/2035 | |||||||||||||||
36241KEH7 | GNMA POOL # 781936 | 1,770,656.26 | 1,871,620.67 | 1,712,588.83 | 1,768,427.77 | 103,192.90 | (6,889.60 | ) | — | — | 4.5 | 3.722 | MON | 6,422.20 | 20,914.81 | 6/3/2010 | 6/15/2035 | |||||||||||||||
36241KGU6 | GNMA POOL # 782011 | 149,083.58 | 159,674.25 | 145,892.10 | 148,957.88 | 10,716.37 | (321.98 | ) | — | — | 5 | 4.417 | MON | 607.88 | 1,936.76 | 7/14/2009 | 12/15/2035 | |||||||||||||||
36241KKB3 | GNMA POOL # 782090 | 3,158,995.90 | 3,489,567.24 | 3,039,322.60 | 3,152,006.18 | 337,561.06 | (6,719.00 | ) | — | — | 6.5 | 5.597 | MON | 16,462.99 | 51,140.93 | 11/30/2007 | 5/15/2036 | |||||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 5,102,986.77 | 5,376,175.46 | 4,869,951.94 | 5,096,447.04 | 279,728.42 | (22,504.72 | ) | — | — | 5 | 3.796 | MON | 20,291.46 | 64,376.39 | 4/23/2010 | 9/15/2036 | |||||||||||||||
36241LN36 | GNMA POOL # 783110 | 1,186,648.41 | 1,204,036.23 | 1,095,894.64 | 1,184,682.47 | 19,353.76 | (8,209.69 | ) | — | — | 5.5 | 3.222 | MON | 5,022.85 | 15,800.48 | 9/23/2010 | 4/15/2036 | |||||||||||||||
36290SJB8 | GNMA POOL # 615958 | 6,119,335.03 | 6,415,938.15 | 5,839,887.29 | 6,108,881.11 | 307,057.04 | (20,407.58 | ) | — | — | 5 | 3.779 | MON | 24,332.86 | 76,163.20 | 4/23/2010 | 9/15/2033 |
36292DWW8 | GNMA POOL # 646061 | 189,426.40 | 207,816.62 | 181,649.55 | 189,076.01 | 18,740.61 | (671.13 | ) | — | — | 6.5 | 5.246 | MON | 983.94 | 3,145.79 | 1/31/2008 | 11/15/2037 | |||||||||||||||
36295KAT0 | GNMA POOL # 672418 | 101,036.51 | 110,845.51 | 96,888.48 | 100,852.29 | 9,993.22 | (25.00 | ) | — | — | 6.5 | 5.206 | MON | 524.81 | 1,578.88 | 1/31/2008 | 12/15/2037 | |||||||||||||||
36295P4L3 | GNMA POOL # 676827 | 579,573.49 | 596,812.88 | 554,698.70 | 576,559.92 | 20,252.96 | (880.14 | ) | — | — | 5 | 3.233 | MON | 2,311.25 | 7,019.63 | 3/26/2009 | 5/15/2023 | |||||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 121,942.44 | 125,644.79 | 116,778.65 | 121,225.23 | 4,419.56 | (1,195.96 | ) | — | — | 5 | 3.447 | MON | 486.58 | 1,663.90 | 3/26/2009 | 3/15/2023 | |||||||||||||||
36295QJE1 | GNMA POOL # 677161 | 970,583.50 | 995,063.74 | 924,846.94 | 965,555.42 | 29,508.32 | (3,848.86 | ) | — | — | 5 | 3.129 | MON | 3,853.53 | 12,171.48 | 4/27/2009 | 8/15/2023 | |||||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 93,734.42 | 102,834.48 | 89,886.15 | 93,564.02 | 9,270.46 | (433.61 | ) | — | — | 6.5 | 5.215 | MON | 486.88 | 1,599.61 | 1/31/2008 | 1/15/2038 | |||||||||||||||
36296A5Y6 | GNMA POOL # 685863 | 87,288.15 | 89,289.08 | 82,020.86 | 86,739.36 | 2,549.72 | (360.60 | ) | — | — | 4.5 | 2.344 | MON | 307.58 | 959.71 | 10/7/2010 | 5/15/2023 | |||||||||||||||
36296DR67 | GNMA POOL # 688209 | 60,228.21 | 61,733.51 | 57,377.28 | 59,915.74 | 1,817.77 | (125.19 | ) | — | — | 5 | 3.154 | MON | 239.07 | 728.94 | 7/29/2009 | 7/15/2023 | |||||||||||||||
36296E5H5 | GNMA POOL # 689448 | 338,445.15 | 348,720.81 | 324,113.28 | 336,711.21 | 12,009.60 | (575.76 | ) | — | — | 5 | 3.302 | MON | 1,350.47 | 4,113.74 | 3/26/2009 | 7/15/2023 | |||||||||||||||
36296TPY3 | GNMA POOL # 700739 | 453,763.37 | 469,391.56 | 429,757.39 | 450,950.51 | 18,441.05 | (2,896.69 | ) | — | — | 5.5 | 3.261 | MON | 1,969.72 | 6,342.44 | 6/3/2009 | 10/15/2023 | |||||||||||||||
36296U3C2 | GNMA POOL # 701995 | 284,735.09 | 293,380.03 | 272,677.63 | 283,467.07 | 9,912.96 | (7,716.45 | ) | — | — | 5 | 3.182 | MON | 1,136.16 | 4,204.23 | 3/26/2009 | 1/15/2024 | |||||||||||||||
36296UC73 | GNMA POOL # 701294 | 263,183.30 | 274,516.60 | 251,774.75 | 261,801.16 | 12,715.44 | (514.82 | ) | — | — | 5 | 3.4 | MON | 1,049.06 | 3,207.02 | 3/27/2009 | 1/15/2024 | |||||||||||||||
36296URS1 | GNMA POOL # 701697 | 729,007.00 | 751,858.50 | 689,572.10 | 725,331.52 | 26,526.98 | (4,008.93 | ) | — | — | 5 | 2.833 | MON | 2,873.22 | 9,144.12 | 9/29/2009 | 2/15/2024 | |||||||||||||||
36296UUL2 | GNMA POOL # 701787 | 247,542.64 | 260,421.26 | 238,847.12 | 246,502.70 | 13,918.56 | (289.67 | ) | — | — | 5 | 3.746 | MON | 995.20 | 3,020.63 | 6/11/2009 | 3/15/2024 | |||||||||||||||
36296UXG0 | GNMA POOL # 701879 | 279,762.45 | 283,494.01 | 262,880.57 | 278,403.42 | 5,090.59 | (2,843.24 | ) | — | — | 4.5 | 2.109 | MON | 985.80 | 3,339.29 | 10/7/2010 | 5/15/2024 | |||||||||||||||
36296XHH0 | GNMA POOL # 704132 | 99,022.46 | 100,777.30 | 93,665.94 | 98,496.91 | 2,280.39 | (225.85 | ) | — | — | 5 | 2.872 | MON | 390.27 | 1,185.07 | 9/29/2009 | 12/15/2023 | |||||||||||||||
36296XLY8 | GNMA POOL # 704243 | 560,300.65 | 589,450.77 | 540,618.75 | 558,079.40 | 31,371.37 | (636.91 | ) | — | — | 5 | 3.63 | MON | 2,252.58 | 6,837.76 | 6/11/2009 | 1/15/2024 | |||||||||||||||
36296XWP5 | GNMA POOL # 704554 | 1,921,201.14 | 2,022,372.83 | 1,854,832.90 | 1,914,092.78 | 108,280.05 | (7,320.44 | ) | — | — | 5 | 3.667 | MON | 7,728.47 | 24,707.45 | 6/11/2009 | 6/15/2024 | |||||||||||||||
36297A3K7 | GNMA | 421,666.72 | 440,285.38 | 403,810.71 | 419,752.74 | 20,532.64 | (500.62 | ) | — | — | 5 | 3.219 | MON | 1,682.54 | 5,104.45 | 3/26/2009 | 1/15/2024 | |||||||||||||||
36297AKC6 | GNMA POOL # 705991 | 78,370.03 | 79,415.36 | 73,640.90 | 77,983.58 | 1,431.78 | (169.85 | ) | — | — | 4.5 | 2.011 | MON | 276.15 | 839.99 | 10/7/2010 | 1/15/2024 | |||||||||||||||
36297AKF9 | GNMA POOL # 705994 | 529,829.55 | 546,437.63 | 501,168.96 | 527,330.32 | 19,107.31 | (2,838.16 | ) | — | — | 5 | 2.682 | MON | 2,088.20 | 6,620.82 | 9/29/2009 | 1/15/2024 | |||||||||||||||
36297CV22 | GNMA POOL # 708133 | 71,405.00 | 72,357.43 | 67,096.17 | 71,046.22 | 1,311.21 | (142.83 | ) | — | — | 4.5 | 2.062 | MON | 251.61 | 764.33 | 10/7/2010 | 1/15/2024 | |||||||||||||||
36297DFF9 | GNMA POOL # 708566 | 1,430,681.91 | 1,475,528.15 | 1,353,290.61 | 1,423,193.42 | 52,334.73 | (6,542.35 | ) | — | — | 5 | 2.949 | MON | 5,638.71 | 17,755.90 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36297DP35 | GNMA POOL # 708842 | 33,924.59 | 34,377.09 | 31,877.46 | 33,741.15 | 635.94 | (869.23 | ) | — | — | 4.5 | 2.368 | MON | 119.54 | 412.34 | 10/7/2010 | 5/15/2024 | |||||||||||||||
36297DTR8 | GNMA POOL # 708960 | 586,536.85 | 612,435.32 | 561,699.19 | 583,520.32 | 28,915.00 | (1,035.03 | ) | — | — | 5 | 3.481 | MON | 2,340.41 | 7,107.74 | 3/26/2009 | 3/15/2024 | |||||||||||||||
36297G2R0 | GNMA POOL # 711884 | 1,862,510.68 | 1,920,893.05 | 1,761,760.03 | 1,853,833.54 | 67,059.51 | (19,261.83 | ) | — | — | 5 | 2.741 | MON | 7,340.67 | 25,460.35 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36297GCD0 | GNMA POOL # 711168 | 759,243.91 | 769,640.53 | 713,428.43 | 755,549.67 | 14,090.86 | (4,700.33 | ) | — | — | 4.5 | 2.385 | MON | 2,675.36 | 8,462.78 | 10/7/2010 | 2/15/2025 | |||||||||||||||
36297JJ54 | GNMA POOL # 713184 | 1,249,855.97 | 1,289,034.02 | 1,182,246.26 | 1,243,212.09 | 45,821.93 | (9,747.86 | ) | — | — | 5 | 2.975 | MON | 4,926.03 | 16,152.18 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36297KZF1 | GNMA POOL # 714542 | 431,229.11 | 453,527.40 | 415,955.72 | 429,390.06 | 24,137.34 | (477.99 | ) | — | — | 5 | 3.793 | MON | 1,733.15 | 5,257.51 | 6/11/2009 | 6/15/2024 | |||||||||||||||
383742TU7 | GNMA CMO 08-17 EH | 800,219.53 | 778,837.50 | 761,773.77 | 774,352.49 | 4,485.01 | (5,608.86 | ) | — | — | 5.25 | 0.943 | MON | 3,332.76 | 13,246.69 | 3/15/2011 | 1/16/2032 | |||||||||||||||
38374CQ53 | GNMA CMO_03-86 VJ | 229,574.34 | 218,152.30 | 218,252.48 | 219,084.02 | (931.72 | ) | (5,286.71 | ) | — | — | 5.5 | 0.603 | MON | 1,000.32 | 13,024.71 | 5/13/2011 | 6/20/2022 | ||||||||||||||
38374GRG9 | GNMA CMO_04-38 VA | 1,013,612.82 | 965,356.88 | 952,028.48 | 963,263.53 | 2,093.35 | (3,574.40 | ) | — | — | 5 | (0.709 | ) | MON | 3,966.79 | 12,784.93 | 1/7/2011 | 5/20/2015 | ||||||||||||||
38374H7F1 | GNMA AGENCY CMO 04-69-FG | 453,495.60 | 453,206.77 | 453,070.85 | 453,141.71 | 65.06 | (115.81 | ) | — | — | 0.503 | 0.43 | MON | 69.66 | 945.26 | 5/21/2010 | 10/20/2032 | |||||||||||||||
38374JUS3 | GNMA CMO_04-82 MA | 2,509,657.52 | 2,409,094.17 | 2,360,468.52 | 2,432,868.36 | (23,774.19 | ) | (16,112.41 | ) | — | — | 5 | 0.638 | MON | 9,835.28 | 35,913.73 | 3/9/2011 | 11/20/2032 |
38374VKJ7 | GNMA CMO_09-45 BA | 3,483,285.87 | 3,307,952.98 | 3,244,982.47 | 3,291,915.27 | 16,037.71 | (14,082.09 | ) | — | — | 5 | 0.294 | MON | 13,520.76 | 47,261.40 | 3/7/2011 | 12/20/2033 | |||||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 1,736,402.97 | 1,701,871.10 | 1,730,097.64 | 1,736,362.92 | (34,491.82 | ) | (912.76 | ) | — | — | 0.803 | 0.684 | MON | 424.60 | 3,822.03 | 12/3/2012 | 2/20/2038 | ||||||||||||||
38376CUM9 | GNMA CMO_09-79 PA | 8,690,918.69 | 8,419,850.47 | 8,179,086.78 | 8,441,911.45 | (22,060.98 | ) | 10,049.16 | — | — | 4.5 | 0.077 | MON | 30,671.58 | 100,357.92 | 8/2/2011 | 9/20/2032 | |||||||||||||||
38376WSP1 | GNMA_10-24 AGENCY CMO 10-24 | 328,337.24 | 328,251.62 | 326,196.58 | 328,302.83 | (51.21 | ) | (258.80 | ) | — | — | 0.723 | 0.48 | MON | 72.08 | 632.15 | 12/5/2012 | 12/20/2038 | ||||||||||||||
38376YC58 | GNMA_10-47 AGENCY CMO 10-47 | 3,285,092.41 | 3,261,229.75 | 3,181,687.56 | 3,256,197.81 | 5,031.94 | (5,392.22 | ) | — | — | 3 | 0.956 | MON | 7,954.22 | 25,417.72 | 3/21/2012 | 11/16/2030 | |||||||||||||||
38376YG96 | GNMA CMO_10-47 TA | 253,908.38 | 250,900.62 | 247,715.49 | 251,558.46 | (657.84 | ) | (938.21 | ) | — | — | 3 | 1.202 | MON | 619.29 | 2,182.53 | 6/4/2012 | 11/16/2030 | ||||||||||||||
38377MC61 | GNMA CMO_10-147 MG | 1,146,269.85 | 1,153,712.31 | 1,083,943.12 | 1,143,173.56 | 10,538.75 | (5,209.21 | ) | — | — | 2 | 0.372 | MON | 1,806.57 | 5,702.02 | 7/24/2012 | 11/16/2025 | |||||||||||||||
38376GZ29 | GNMA CMBS_11-096 AB | 3,647,794.97 | 3,687,895.41 | 3,611,678.17 | 3,631,935.57 | 55,959.84 | (2,990.53 | ) | — | — | 2.161 | 1.617 | MON | 6,502.53 | 19,820.75 | 7/7/2011 | 11/16/2036 | |||||||||||||||
38374YGV9 | GNMA_10-86 AGENCY CMO 10-86 | 2,170,008.09 | 2,141,074.66 | 2,057,489.16 | 2,150,821.10 | (9,746.44 | ) | (97.82 | ) | — | — | 3.5 | 0.864 | MON | 6,001.01 | 18,696.92 | 2/15/2012 | 1/20/2036 | ||||||||||||||
38376JSV7 | GNMA AGENCY CMO 09-103 | 1,205,581.79 | 1,186,373.12 | 1,147,148.89 | 1,184,864.30 | 1,508.82 | (1,367.41 | ) | — | — | 4.5 | 0.657 | MON | 4,301.81 | 13,965.32 | 2/6/2012 | 12/20/2032 | |||||||||||||||
38377WZ56 | GNMA_11-99 CMO_11-99 | 5,628,475.87 | 5,649,089.36 | 5,618,818.53 | 5,627,832.18 | 21,257.18 | (604.93 | ) | — | — | 0.603 | 0.567 | MON | 1,412.19 | 8,813.87 | 5/31/2012 | 7/16/2041 | |||||||||||||||
1107098W5 | BRITISH COLUMBIA PROVINCE OF CORP BND | A | 10,569,800.00 | 10,539,399.70 | 10,000,000.00 | 10,328,207.47 | 211,192.23 | (36,233.55 | ) | — | — | 2.85 | 1.335 | JD | 83,916.67 | — | 7/27/2011 | 6/15/2015 | ||||||||||||||
1107098Z8 | BRITISH COLUMBIA PROVINCE OF CORP BND | A | 3,499,335.00 | 3,665,305.00 | 3,500,000.00 | 3,499,575.69 | 165,729.31 | 32.53 | — | — | 2.1 | 2.104 | MN | 27,154.17 | — | 5/11/2011 | 5/18/2016 | |||||||||||||||
30216BCD2 | EXPORT DEVELOPMENT CANADA CORP BND | A | 5,212,650.00 | 5,202,550.15 | 5,000,000.00 | 5,202,435.36 | 114.79 | (10,214.64 | ) | — | — | 2.25 | 0.366 | MN | 38,437.50 | (25,937.50 | ) | 2/15/2013 | 5/28/2015 | |||||||||||||
427028AA3 | CANADA (GOVERNMENT OF) GOVT BND | A | 2,550,398.50 | 2,568,487.45 | 2,550,000.00 | 2,550,464.64 | 18,022.81 | (29.43 | ) | — | — | 0.875 | 0.87 | FA | 2,913.02 | 11,156.25 | 8/8/2012 | 2/14/2017 | ||||||||||||||
4488148U0 | HYDRO-QUEBEC SENIOR CORP BND | A | 4,994,200.00 | 5,070,750.05 | 5,000,000.00 | 4,995,082.24 | 75,667.81 | 279.84 | — | — | 1.375 | 1.399 | JD | 19,479.17 | — | 6/12/2012 | 6/19/2017 | |||||||||||||||
6832348A9 | ONTARIO PROVINCE CORP BND | A | 3,925,674.04 | 3,919,012.65 | 3,750,000.00 | 3,801,350.46 | 117,662.19 | (18,994.09 | ) | — | — | 4.1 | 2.938 | JD | 44,843.75 | 39,633.33 | 2/19/2010 | 6/16/2014 | ||||||||||||||
6832348Y7 | ONTARIO PROVINCE CORP BND | A | 5,224,450.00 | 5,238,900.00 | 5,000,000.00 | 5,129,623.37 | 109,276.63 | (14,265.72 | ) | — | — | 2.7 | 1.502 | JD | 39,375.00 | — | 7/28/2011 | 6/16/2015 | ||||||||||||||
68323ABJ2 | ONTARIO PROVINCE SENIOR CORP BND | A | 4,898,971.00 | 4,947,186.85 | 4,900,000.00 | 4,899,260.79 | 47,926.06 | 84.47 | — | — | 0.95 | 0.957 | MN | 16,163.19 | — | 5/16/2012 | 5/26/2015 | |||||||||||||||
BRSDRTRZ3 | EXPORT DEVELOPMENT CANADA(LT)G CORP BND | T | 3,070,723.61 | 3,064,586.51 | 2,000,000.00 | 3,070,828.73 | (6,242.22 | ) | 24.87 | — | (34,098.10 | ) | 1 | 1.001 | DEC | 8,962.91 | — | 1/11/2012 | 12/8/2014 | |||||||||||||
06425YAE9 | BK OF ENGLAND EURO NOTE GOVT BND 144A | F | 4,998,200.00 | 5,001,599.90 | 5,000,000.00 | 4,998,220.94 | 3,378.96 | 20.94 | — | — | 0.5 | 0.512 | MS | 833.33 | — | 3/11/2013 | 3/21/2016 | |||||||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR | F | 4,611,321.60 | 4,644,415.91 | 4,480,000.00 | 4,535,019.01 | 109,396.90 | (9,182.52 | ) | — | — | 2.9 | 2.041 | MS | 5,052.44 | 64,960.00 | 2/22/2011 | 9/17/2014 | ||||||||||||||
298785FB7 | EUROPEAN INVESTMENT BANK CORP BND | F | 15,739,300.00 | 15,661,348.35 | 15,000,000.00 | 15,649,124.63 | 12,223.72 | (55,349.62 | ) | — | — | 2.875 | 0.446 | JJ | 91,041.66 | 43,125.00 | 2/15/2013 | 1/15/2015 | ||||||||||||||
298785FV3 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 10,154,000.00 | 10,146,600.30 | 10,000,000.00 | 10,152,619.44 | (6,019.14 | ) | (1,380.56 | ) | — | — | 1.125 | 0.372 | AO | 51,875.00 | (50,000.00 | ) | 3/20/2013 | 4/15/2015 | ||||||||||||
298785GB6 | EUROPEAN INVESTMENT BANK CORP BND | F | 9,990,400.00 | 10,018,000.80 | 10,000,000.00 | 9,990,685.37 | 27,315.43 | 285.37 | — | — | 0.625 | 0.656 | AO | 6,076.39 | — | 2/19/2013 | 4/15/2016 | |||||||||||||||
30254WAB5 | FMS WERTMANAGEMENT ANSTALT DES SENIOR | F | 10,769,073.75 | 10,782,758.65 | 10,775,000.00 | 10,769,137.17 | 13,621.48 | 63.42 | — | — | 0.625 | 0.643 | AO | 2,244.79 | — | 3/13/2013 | 4/18/2016 | |||||||||||||||
459058CX9 | INTL BANK FOR RECONSTRUCT CORP BND | F | 14,987,700.00 | 15,013,498.35 | 15,000,000.00 | 14,988,200.94 | 25,297.41 | 500.94 | — | — | 0.5 | 0.526 | AO | 10,000.00 | — | 2/6/2013 | 4/15/2016 | |||||||||||||||
48245ACF6 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 9,895,433.13 | 9,912,299.86 | 9,900,000.00 | 9,896,155.70 | 16,144.16 | 722.57 | — | — | 0.211 | 0.254 | FA | 3,655.58 | — | 1/23/2013 | 2/28/2014 | |||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205.00 | 1,100,209.06 | 1,100,000.00 | 1,096,587.58 | 3,621.48 | 184.06 | — | — | 1 | 1.071 | MS | 152.78 | 5,500.00 | 9/19/2012 | 9/26/2017 | |||||||||||||||
500769AX2 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | F | 6,356,400.60 | 6,345,720.54 | 6,000,000.00 | 6,112,539.11 | 233,181.43 | (17,589.75 | ) | — | — | 4.125 | 2.87 | AO | 114,125.00 | — | 8/31/2009 | 10/15/2014 | ||||||||||||||
500769EM2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 5,216,400.00 | 5,225,299.45 | 5,000,000.00 | 5,208,975.76 | 16,323.69 | (7,424.24 | ) | — | — | 2 | 0.665 | JD | 33,333.33 | (21,666.67 | ) | 2/13/2013 | 6/1/2016 | |||||||||||||
500769EP5 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | F | 7,500,000.00 | 7,500,074.92 | 7,500,000.00 | 7,500,000.00 | 74.92 | — | — | — | 0.213 | 0.2 | MON | 621.83 | 4,089.70 | 6/8/2011 | 6/17/2013 | |||||||||||||||
500769FC3 | KREDITANSTALT FUER WIDERAUFBAU SENIOR | F | 4,984,150.00 | 5,025,450.15 | 5,000,000.00 | 4,989,062.77 | 36,387.38 | 1,299.15 | — | — | 0.625 | 0.732 | AO | 13,628.47 | — | 4/17/2012 | 4/24/2015 | |||||||||||||||
500769FP4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 9,967,900.00 | 9,987,500.00 | 10,000,000.00 | 9,968,868.09 | 18,631.91 | 968.09 | — | — | 0.5 | 0.603 | AO | 4,861.11 | — | 2/20/2013 | 4/19/2016 |
515110BG8 | LANDWIRTSCHAFTLICHE RENTENBANK SENIOR | F | 2,993,280.00 | 2,997,269.91 | 3,000,000.00 | 2,994,010.07 | 3,259.84 | 326.42 | — | — | 0.875 | 0.921 | MS | 1,385.42 | 13,125.00 | 9/5/2012 | 9/12/2017 | |||||||||||||||
62944BAH7 | BANK NEDERLANDSE GEMEENTEN UNSEC CORP | F | 15,055,200.00 | 15,252,900.76 | 15,000,000.00 | 15,036,787.48 | 216,113.28 | (4,552.88 | ) | — | — | 1.375 | 1.249 | MS | 4,583.33 | 175,312.50 | 3/22/2013 | 3/23/2015 | ||||||||||||||
64127WAF0 | NETWORK RAIL INFRASTRUCTURE FI CORP BND | F | 4,988,500.00 | 5,045,049.65 | 5,000,000.00 | 4,993,047.63 | 52,002.02 | 947.18 | — | — | 0.876 | 0.954 | JJ | 8,395.00 | 21,900.00 | 1/11/2012 | 1/20/2015 | |||||||||||||||
71645WAT8 | PETROBRAS INTERNATIONAL FINANC CORP BND | F | 797,304.00 | 835,866.76 | 800,000.00 | 798,413.84 | 37,452.92 | 131.19 | — | — | 3.875 | 3.95 | JJ | 5,511.11 | 15,500.00 | 1/20/2011 | 1/27/2016 | |||||||||||||||
71645WAV3 | PETROBRAS INTERNATIONAL FINANC CORP BND | F | 1,790,982.00 | 1,836,087.89 | 1,800,000.00 | 1,794,342.33 | 41,745.56 | 732.25 | — | — | 2.875 | 3.051 | FA | 7,906.25 | 25,875.00 | 2/1/2012 | 2/6/2015 | |||||||||||||||
780099CC9 | ROYAL BANK OF SCOTLAND PLC THE SENIOR | F | 1,699,031.00 | 1,748,586.68 | 1,700,000.00 | 1,699,199.44 | 49,387.24 | 77.72 | — | — | 2.55 | 2.57 | MS | 1,565.42 | 21,675.00 | 9/11/2012 | 9/18/2015 | |||||||||||||||
85771PAD4 | STATOIL ASA SENIOR CORP BND | F | 2,995,140.00 | 3,090,434.43 | 3,000,000.00 | 2,996,415.28 | 94,019.15 | 236.12 | — | — | 1.8 | 1.834 | MN | 19,200.00 | — | 11/16/2011 | 11/23/2016 | |||||||||||||||
85771SAB2 | STATOIL ASA CORP BND | F | 6,477,797.25 | 6,432,753.78 | 6,225,000.00 | 6,293,078.04 | 139,675.74 | (19,923.59 | ) | — | — | 3.875 | 2.799 | AO | 111,228.64 | 29,207.81 | 4/6/2010 | 4/15/2014 | ||||||||||||||
87020DAF1 | SWEDEN KINGDOM SENIOR GOVT BND 144A MTN | F | 9,978,600.00 | 10,033,499.90 | 10,000,000.00 | 9,978,981.09 | 54,518.81 | 381.09 | — | — | 1 | 1.044 | FA | 9,444.44 | — | 2/20/2013 | 2/27/2018 | |||||||||||||||
BRS96AL33 | BANK NEDERLANDSE GEMEENTEN CORP BND EMTN | D | 2,949,500.73 | 3,004,096.79 | 1,950,000.00 | 2,936,611.62 | 67,485.17 | (1,147.79 | ) | — | 27,622.85 | 2.625 | 2.447 | DEC | 22,452.16 | — | 4/27/2010 | 12/10/2013 | ||||||||||||||
BRS9ND148 | EUROPEAN INVESTMENT BANK CORP BND | D | 2,615,296.23 | 2,744,789.41 | 1,700,000.00 | 2,589,900.23 | 154,889.18 | (2,415.15 | ) | — | 18,725.69 | 3 | 2.571 | DEC | 23,055.88 | — | 7/12/2010 | 12/7/2015 | ||||||||||||||
BRSDR1PS2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,183,652.29 | 3,137,070.63 | 2,000,000.00 | 3,180,434.26 | (43,363.63 | ) | (804.52 | ) | — | (134,498.97 | ) | 1.75 | 1.634 | JAN | 9,594.82 | 56,404.70 | 3/20/2012 | 1/22/2016 | ||||||||||||
BRSF8V463 | FMS WERTMANAGEMENT ANSTALT DES SENIOR | D | 2,179,374.25 | 2,147,974.13 | 1,400,000.00 | 2,180,814.92 | (32,840.79 | ) | 527.08 | — | (60,599.53 | ) | 1 | 1.098 | DEC | 6,656.50 | — | 7/16/2012 | 12/1/2015 | |||||||||||||
BRSHR53W9 | NEDERLANDSE WATERSCHAPSBANK NV CORP BND | F | 6,994,610.00 | 6,989,577.77 | 7,000,000.00 | 6,994,638.41 | (5,060.64 | ) | 28.41 | — | — | 0.75 | 0.776 | MS | 729.17 | — | 3/19/2013 | 3/29/2016 | ||||||||||||||
D2R6KTMR2 | FMS WERTMANAGEMENT ANSTALT DES SENIOR | D | 2,668,745.00 | 2,590,931.05 | 1,700,000.00 | 2,668,745.00 | (77,813.95 | ) | — | — | (87,380.00 | ) | 0.74 | 0.983 | FMAN | 2,433.23 | 5,129.12 | 7/26/2012 | 8/3/2015 | |||||||||||||
D40859GT7 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | D | 3,582,188.95 | 3,395,579.65 | 1,850,000.00 | 3,532,884.51 | (137,304.86 | ) | (32,627.93 | ) | — | (157,068.96 | ) | 5.625 | 0.923 | AUG | 90,397.01 | — | 11/13/2012 | 8/25/2017 | ||||||||||||
D4085B7T2 | KREDITANSTALT FUER WIDERAUFBAU CORP BND | D | 3,496,559.00 | 3,354,166.77 | 2,000,000.00 | 3,411,215.99 | (57,049.22 | ) | (15,425.75 | ) | — | (163,716.98 | ) | 3.75 | 1.649 | SEP | 60,707.92 | — | 11/9/2011 | 9/7/2016 | ||||||||||||
G3157R8G6 | EUROPEAN BK RECONSTR AND DEVLP CORP BND | D | 2,188,451.06 | 2,060,790.90 | 1,344,000.00 | 2,191,231.42 | (130,440.52 | ) | 367.89 | — | (151,397.35 | ) | 1.875 | 1.935 | DEC | 11,053.37 | — | 4/7/2011 | 12/10/2013 | |||||||||||||
G5577Y5Y2 | LLYODS TSB BANK PLC - LT GTD SENIOR | D | 3,363,326.11 | 3,281,898.76 | 2,100,000.00 | 3,366,940.79 | (85,042.03 | ) | 974.02 | — | (194,017.54 | ) | 1.5 | 1.62 | MAY | 41,092.43 | — | 4/25/2012 | 5/2/2017 | |||||||||||||
G6459FAE2 | NETWORK RAIL INFRASTRUCTURE FI LOCAL BND | D | 2,735,751.98 | 2,537,090.57 | 1,500,000.00 | 2,620,309.16 | (83,218.59 | ) | (20,850.83 | ) | — | (125,758.41 | ) | 4.875 | 1.207 | NOV | 35,913.88 | — | 11/9/2011 | 11/27/2015 | ||||||||||||
G924502M9 | UNITED KINGDOM GILT GOVT BND | D | 1,424,341.36 | 1,428,849.30 | 780,000.00 | 1,423,700.33 | 5,148.97 | (14,476.91 | ) | — | 468.96 | 4.5 | 0.979 | MS | 3,621.95 | 83,369.71 | 3/21/2013 | 3/7/2019 | ||||||||||||||
G924504Y1 | UNITED KINGDOM GILT GOVT BND | D | 6,394,031.46 | 5,991,147.73 | 3,872,000.00 | 6,342,360.30 | (351,212.57 | ) | (54,513.20 | ) | — | (354,138.94 | ) | 2.25 | 0.261 | MS | 9,067.42 | 180,068.83 | 10/30/2012 | 3/7/2014 | ||||||||||||
G924507Q5 | UNITED KINGDOM GILT GOVT BND | D | 15,284,313.95 | 14,296,054.91 | 9,000,000.00 | 15,051,974.81 | (755,919.90 | ) | (79,406.70 | ) | — | (832,810.62 | ) | 2.75 | 0.5 | JJ | 68,411.44 | 157,159.75 | 1/2/2013 | 1/22/2015 | ||||||||||||
G92450K80 | UNITED KINGDOM GILT SENIOR GOVT BND | D | 12,038,076.29 | 12,163,340.26 | 6,630,000.00 | 12,009,016.45 | 154,323.81 | (45,314.20 | ) | — | 46,254.96 | 5 | 0.898 | MS | 34,442.82 | 83,110.45 | 3/21/2013 | 3/7/2018 | ||||||||||||||
G92450NU8 | UNITED KINGDOM GILT GOVT BND | D | 15,103,090.83 | 13,629,971.63 | 8,400,000.00 | 14,291,136.03 | (661,164.40 | ) | (127,217.18 | ) | — | (835,683.50 | ) | 5 | 1.122 | MS | 43,713.38 | 336,567.00 | 11/9/2011 | 9/7/2014 | ||||||||||||
G92450YT9 | UNITED KINGDOM GILT IBND GOVT 3 MO | D | 3,272,733.62 | 3,331,660.31 | 1,452,000.00 | 3,255,686.73 | 75,973.58 | (17,046.89 | ) | — | 42,640.64 | 1.25 | (2.373 | ) | MN | 12,721.72 | (10,279.85 | ) | 3/8/2013 | 11/22/2017 | ||||||||||||
G92451CZ7 | UNITED KINGDOM GILT GOVT BND | D | 3,902,677.90 | 3,739,281.82 | 2,350,000.00 | 3,852,302.62 | (113,020.80 | ) | (9,041.75 | ) | — | (184,886.38 | ) | 2 | 0.995 | JJ | 12,991.26 | 36,736.38 | 11/9/2011 | 1/22/2016 | ||||||||||||
G92451GE0 | UNITED KINGDOM GILT GOVT BND | D | 7,884,787.26 | 7,645,699.44 | 4,800,000.00 | 7,833,661.88 | (187,962.44 | ) | (19,737.39 | ) | — | (247,356.62 | ) | 1.75 | 0.662 | JJ | 23,218.42 | 66,444.01 | 10/30/2012 | 1/22/2017 | ||||||||||||
G9T44MEB4 | UNITED KINGDOM GILT GOVT BND | D | 22,644,343.37 | 21,687,552.16 | 14,055,000.00 | 22,631,908.39 | (944,356.23 | ) | (8,327.89 | ) | — | (1,156,365.85 | ) | 1 | 0.855 | MS | 14,628.39 | 87,061.29 | 2/4/2013 | 9/7/2017 | ||||||||||||
419791YG7 | HAWAII ST MUNI BND GO | 2,007,940.00 | 2,092,680.00 | 2,000,000.00 | 2,003,070.06 | 89,609.94 | (401.50 | ) | — | — | 3 | 2.914 | FA | 10,000.00 | 30,000.00 | 2/10/2010 | 2/1/2015 | |||||||||||||||
4521518V8 | ILLINOIS ST MUNI BND GO | 2,300,000.00 | 2,416,425.91 | 2,300,000.00 | 2,300,000.00 | 116,425.91 | — | — | — | 4.421 | 4.421 | JJ | 25,420.75 | 50,841.50 | 12/28/2012 | 1/1/2015 | ||||||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND | 1,500,000.00 | 1,526,610.00 | 1,500,000.00 | 1,500,000.00 | 26,610.00 | — | — | — | 1.259 | 1.259 | MN | 6,872.04 | — | 10/26/2012 | 11/1/2017 | ||||||||||||||||
76541VKB2 | RICHMOND VA MUNITAX BND GO | 1,500,000.00 | 1,510,035.00 | 1,500,000.00 | 1,500,000.00 | 10,035.00 | — | — | — | 1.207 | 1.207 | JJ | 3,822.17 | 9,907.46 | 6/14/2012 | 7/15/2016 | ||||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000.00 | 5,042,650.00 | 5,000,000.00 | 5,000,000.00 | 42,650.00 | — | — | — | 1.507 | 1.507 | JJ | 15,907.22 | 41,233.20 | 6/14/2012 | 7/15/2017 |
796269UF3 | SAN ANTONIO TEX INDPT SCH DIST MUNI BND | 1,000,000.00 | 1,026,710.00 | 1,000,000.00 | 1,000,000.00 | 26,710.00 | — | — | — | 2.235 | 2.235 | FA | 2,855.83 | 11,175.00 | 12/15/2010 | 8/15/2014 | ||||||||||||||||
167562MD6 | CHICAGO IL MIDWAY ARPT MUNITAX BND REV | 3,081,036.68 | 3,062,610.00 | 3,000,000.00 | 3,080,522.69 | (17,912.69 | ) | (437.05 | ) | — | — | 3.532 | 3.389 | JJ | 26,490.00 | 52,980.00 | 12/3/2012 | 1/1/2041 | ||||||||||||||
19648CAE1 | COLORADO HOUSING & FINANCE AUT MUNITAX | 5,030,400.00 | 5,090,800.00 | 5,000,000.00 | 5,024,562.74 | 66,237.26 | (1,909.56 | ) | — | — | 1.6 | 1.438 | MN | 30,222.22 | — | 6/21/2012 | 5/15/2016 | |||||||||||||||
313371PC4 | FEDERAL HOME LOAN BANKS UNSEC AGENCY BND | 2,524,200.00 | 2,525,250.05 | 2,500,000.00 | 2,516,593.67 | 8,656.38 | (2,406.30 | ) | — | — | 0.875 | 0.482 | JD | 6,623.26 | — | 6/18/2012 | 12/12/2014 | |||||||||||||||
313372VR2 | FEDERAL HOME LOAN BANKS AGENCY BND | 10,112,500.00 | 10,076,259.70 | 10,000,000.00 | 10,035,031.54 | 41,228.16 | (11,563.11 | ) | — | — | 1.2 | 0.729 | JD | 30,333.33 | — | 7/29/2011 | 12/30/2013 | |||||||||||||||
313373JR4 | FEDERAL HOME LOAN BANKS AGENCY BND | 3,153,589.70 | 3,141,664.06 | 3,100,000.00 | 3,121,840.73 | 19,823.33 | (4,684.80 | ) | — | — | 1.375 | 0.762 | MN | 14,563.54 | 176.46 | 7/18/2011 | 5/28/2014 | |||||||||||||||
313376GY5 | FEDERAL HOME LOAN BANKS AGENCY BND | 2,002,860.00 | 2,000,960.00 | 2,000,000.00 | 2,000,502.55 | 457.45 | (494.78 | ) | — | — | 0.33 | 0.23 | MN | 2,218.33 | — | 1/25/2012 | 7/1/2013 | |||||||||||||||
313382K85 | FEDERAL HOME LOAN BANKS AGENCY BND | 2,997,150.00 | 2,994,570.00 | 3,000,000.00 | 2,997,185.92 | (2,615.92 | ) | 35.92 | — | — | 0.45 | 0.482 | MS | 487.50 | — | 3/13/2013 | 3/18/2016 | |||||||||||||||
3133XSP93 | FEDERAL HOME LOAN BANKS AGENCY BND | 3,612,678.30 | 3,536,344.35 | 3,465,000.00 | 3,491,429.09 | 44,915.26 | (9,261.09 | ) | — | — | 3.125 | 2.022 | JD | 32,484.38 | — | 11/25/2009 | 12/13/2013 | |||||||||||||||
3133XWE70 | FEDERAL HOME LOAN BANKS AGENCY BND | 7,454,591.35 | 7,595,996.84 | 7,395,000.00 | 7,433,840.33 | 162,156.51 | (7,983.45 | ) | — | — | 2.5 | 2.052 | JD | 55,462.50 | — | 6/22/2012 | 6/13/2014 | |||||||||||||||
3133XWKV0 | FEDERAL HOME LOAN BANKS AGENCY BND | 1,809,325.00 | 1,786,382.41 | 1,750,000.00 | 1,783,024.08 | 3,358.33 | (8,582.54 | ) | — | — | 2.375 | 0.385 | MS | 1,962.67 | 20,781.25 | 6/27/2012 | 3/14/2014 | |||||||||||||||
3133XXYX9 | FEDERAL HOME LOAN BANKS AGENCY BND | 9,188,566.41 | 8,958,914.11 | 8,925,000.00 | 8,956,622.49 | 2,291.62 | (35,136.10 | ) | — | — | 1.875 | 0.281 | JD | 46,484.38 | — | 8/10/2011 | 6/21/2013 | |||||||||||||||
3134G2U42 | FHLMC AGENCY BND | 4,200,497.09 | 4,213,999.50 | 4,210,000.00 | 4,207,455.75 | 6,543.75 | 1,165.61 | — | — | 0.375 | 0.488 | AO | 7,279.80 | — | 10/18/2011 | 10/15/2013 | ||||||||||||||||
3134G2UA8 | FHLMC AGENCY BND | 11,107,050.00 | 11,114,729.90 | 11,000,000.00 | 11,055,657.24 | 59,072.66 | (9,818.33 | ) | — | — | 1 | 0.634 | FA | 12,527.77 | 55,000.00 | 1/17/2012 | 8/20/2014 | |||||||||||||||
3134G2WG3 | FHLMC AGENCY BND | 1,704,960.60 | 1,711,662.09 | 1,700,000.00 | 1,702,387.86 | 9,274.23 | (399.85 | ) | — | — | 0.75 | 0.654 | MS | 318.75 | 6,375.00 | 8/24/2011 | 9/22/2014 | |||||||||||||||
3134G32F6 | FHLMC UNSECURED AGENCY BND | 2,000,000.00 | 2,000,060.12 | 2,000,000.00 | 2,000,000.00 | 60.12 | — | — | — | 0.52 | 0.516 | JD | 2,686.67 | — | 12/19/2012 | 12/28/2015 | ||||||||||||||||
3134G36A3 | FHLMC AGENCY BND | 16,750,000.00 | 16,754,522.50 | 16,750,000.00 | 16,750,000.00 | 4,522.50 | — | — | — | 0.6 | 0.6 | FA | 8,654.17 | — | 2/26/2013 | 3/28/2016 | ||||||||||||||||
3134G36F2 | FREDDIE MAC GOLD AGENCY BND | 2,130,000.00 | 2,131,575.99 | 2,130,000.00 | 2,130,000.00 | 1,575.99 | — | — | — | 0.42 | 0.42 | MS | 323.05 | — | 2/25/2013 | 9/18/2015 | ||||||||||||||||
3134G3J76 | FHLMC AGENCY BND | 7,002,107.00 | 6,998,529.72 | 7,000,000.00 | 7,001,726.66 | (3,196.94 | ) | (174.40 | ) | — | — | 0.45 | 0.44 | MS | 2,362.50 | 16,100.00 | 9/14/2012 | 9/4/2015 | ||||||||||||||
3134G3LA6 | FHLMC AGENCY BND | 2,100,663.18 | 2,103,633.00 | 2,100,000.00 | 2,100,290.27 | 3,342.73 | (78.43 | ) | — | — | 0.375 | 0.36 | FA | 743.75 | 3,937.50 | 1/26/2012 | 2/27/2014 | |||||||||||||||
3134G3NL0 | FHLMC AGENCY BND | 5,991,600.00 | 6,012,135.48 | 6,000,000.00 | 5,994,662.79 | 17,472.69 | 687.25 | — | — | 0.5 | 0.547 | FA | 3,083.33 | 15,000.00 | 2/6/2012 | 2/24/2015 | ||||||||||||||||
3134G3W55 | FHLMC UNSECURED AGENCY BND | 249,972.50 | 250,145.00 | 250,000.00 | 249,975.26 | 169.74 | 2.41 | — | — | 0.45 | 0.454 | MN | 453.13 | — | 12/18/2012 | 11/24/2015 | ||||||||||||||||
31359MA45 | FNMA AGENCY BND | 10,962,357.43 | 10,952,600.10 | 10,000,000.00 | 10,398,202.36 | 554,397.74 | (46,576.35 | ) | — | — | 5 | 2.972 | AO | 230,555.56 | — | 11/27/2012 | 4/15/2015 | |||||||||||||||
31359MZC0 | FNMA AGENCY BND | 5,904,904.90 | 5,831,642.89 | 5,300,000.00 | 5,601,286.46 | 230,356.43 | (28,465.81 | ) | — | — | 4.375 | 2.065 | AO | 106,920.14 | — | 7/16/2010 | 10/15/2015 | |||||||||||||||
3135G0CL5 | FNMA AGENCY BND | 14,292,278.00 | 14,300,501.93 | 14,300,000.00 | 14,299,443.13 | 1,058.80 | 1,089.44 | — | — | 0.2 | 0.406 | FMAN | 3,417.82 | 8,076.32 | 12/14/2011 | 5/17/2013 | ||||||||||||||||
3135G0RT2 | FNMA UNSECURED AGENCY BND | 9,955,500.00 | 10,008,900.50 | 10,000,000.00 | 9,959,030.58 | 49,869.92 | 2,097.42 | — | — | 0.875 | 0.964 | JD | 24,548.61 | — | 11/27/2012 | 12/20/2017 | ||||||||||||||||
3135G0SB0 | FNMA UNSECURED AGENCY BND | 14,971,672.35 | 14,995,500.15 | 15,000,000.00 | 14,973,092.52 | 22,407.63 | 1,420.17 | — | — | 0.375 | 0.441 | JD | 15,625.00 | (7,343.75 | ) | 2/5/2013 | 12/21/2015 | |||||||||||||||
3135G0UM3 | FNMA AGENCY BND | 9,996,500.00 | 10,022,599.80 | 10,000,000.00 | 9,996,608.85 | 25,990.95 | 108.85 | — | — | 0.52 | 0.532 | FA | 5,055.56 | — | 2/5/2013 | 2/26/2016 | ||||||||||||||||
3135G0US0 | FNMA AGENCY BND | 3,001,200.00 | 3,004,199.97 | 3,000,000.00 | 3,001,175.18 | 3,024.79 | (24.82 | ) | — | — | 0.55 | 0.506 | FA | 1,604.17 | (1,329.17 | ) | 3/22/2013 | 2/26/2016 | ||||||||||||||
3135G0VA8 | FNMA AGENCY BND | 6,742,305.00 | 6,761,137.57 | 6,750,000.00 | 6,742,619.56 | 18,518.01 | 314.56 | — | — | 0.5 | 0.537 | MS | 93.75 | 4,218.75 | 2/14/2013 | 3/30/2016 | ||||||||||||||||
3135G0VB6 | FNMA UNSECURED AGENCY BND | 4,000,000.00 | 4,003,160.08 | 4,000,000.00 | 4,000,000.00 | 3,160.08 | — | — | — | 0.65 | 0.65 | FA | 2,238.89 | — | 2/13/2013 | 3/28/2016 | ||||||||||||||||
3136FRX73 | FANNIE MAE AGENCY BND | 6,999,930.00 | 7,025,345.53 | 7,000,000.00 | 6,999,957.01 | 25,388.52 | 4.30 | — | — | 1 | 1 | MS | 4,277.78 | 35,000.00 | 8/31/2011 | 9/9/2015 | ||||||||||||||||
3137EACH0 | FHLMC AGENCY BND | 8,563,258.24 | 8,387,519.52 | 8,000,000.00 | 8,322,114.24 | 65,405.28 | (42,471.15 | ) | — | — | 2.875 | 0.691 | FA | 33,222.22 | 115,000.00 | 11/2/2011 | 2/9/2015 | |||||||||||||||
3137EACV9 | FHLMC AGENCY BND | 5,068,250.00 | 5,053,450.00 | 5,000,000.00 | 5,031,750.07 | 21,699.93 | (5,519.50 | ) | — | — | 1 | 0.547 | FA | 4,722.22 | 25,000.00 | 8/9/2011 | 8/27/2014 |
3137EACX5 | FHLMC AGENCY AGENCY BND | 7,975,120.00 | 8,009,359.20 | 8,000,000.00 | 7,992,578.56 | 16,780.64 | 3,158.25 | — | — | 0.375 | 0.536 | AO | 12,583.33 | — | 11/17/2011 | 10/30/2013 | ||||||||||||||||
3137EACY3 | FHLMC AGENCY BND | 17,056,310.00 | 17,132,939.66 | 17,000,000.00 | 17,035,118.57 | 97,821.09 | (5,266.88 | ) | — | — | 0.75 | 0.624 | MN | 44,625.00 | — | 4/4/2012 | 11/25/2014 | |||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000.00 | 14,976,450.30 | 15,000,000.00 | 14,880,616.85 | 95,833.45 | 3,616.85 | — | — | 0.875 | 1.041 | MS | 8,750.00 | 11,302.09 | 2/1/2013 | 3/7/2018 | ||||||||||||||||
3137EADQ9 | FHLMC AGENCY BND | 5,276,683.38 | 5,284,651.49 | 5,277,000.00 | 5,276,690.19 | 7,961.30 | 6.81 | — | — | 0.5 | 0.502 | MN | 1,978.88 | — | 3/6/2013 | 5/13/2016 | ||||||||||||||||
31398AU34 | FNMA AGENCY BND | 5,234,460.00 | 5,495,227.76 | 5,250,000.00 | 5,242,673.52 | 252,554.24 | 756.44 | — | — | 2.375 | 2.437 | JJ | 21,820.31 | 62,343.75 | 6/10/2010 | 7/28/2015 | ||||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND | 4,100,000.00 | 4,161,992.00 | 4,100,000.00 | 4,100,000.00 | 61,992.00 | — | — | — | 1.56 | 1.56 | JD | 18,832.67 | — | 5/10/2012 | 6/15/2017 | ||||||||||||||||
57583PEM7 | MASSACHUSETTS ST MUNITAX BND REV | 4,625,000.00 | 4,913,368.75 | 4,625,000.00 | 4,625,000.00 | 288,368.75 | — | — | — | 2.983 | 2.983 | JD | 40,622.66 | — | 12/15/2010 | 12/15/2015 | ||||||||||||||||
83714RAX1 | SOUTH CAROLINA STUDENT LN MUNI BND REV | 1,252,602.61 | 1,266,667.22 | 1,266,654.55 | 1,262,769.14 | 3,898.08 | 2,093.55 | — | — | 0.387 | 1.13 | MJSD | 422.22 | 1,525.51 | 3/30/2011 | 12/3/2018 | ||||||||||||||||
882117V27 | TEXAS A & M UNIVERSITY MUNITAX BND REV | 1,000,000.00 | 1,001,880.00 | 1,000,000.00 | 1,000,000.00 | 1,880.00 | — | — | — | 1.239 | 1.239 | JJ | 3,097.50 | 5,609.92 | 6/26/2012 | 7/1/2016 | ||||||||||||||||
91412GFC4 | UNIVERSITY CALIF REVS MUNI BND REV | 1,300,000.00 | 1,302,470.00 | 1,300,000.00 | 1,300,000.00 | 2,470.00 | — | — | — | 0.887 | 0.887 | JJ | 2,843.26 | 5,893.62 | 7/20/2011 | 7/1/2013 | ||||||||||||||||
914455KX7 | UNIVERSITY MICH UNIV REVS MUNITAX BND | 3,500,000.00 | 3,576,265.00 | 3,500,000.00 | 3,500,000.00 | 76,265.00 | — | — | — | 1.754 | 1.754 | AO | 30,695.00 | — | 10/28/2010 | 4/1/2015 | ||||||||||||||||
914713G63 | UNIVERSITY N C CHAPEL HILL MUNITAX BND | 1,000,000.00 | 1,006,180.00 | 1,000,000.00 | 1,000,000.00 | 6,180.00 | — | — | — | 1.225 | 1.225 | JD | 4,083.33 | — | 6/28/2012 | 12/1/2016 | ||||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 697,080.76 | 698,391.28 | 697,080.76 | 697,080.76 | 1,310.52 | — | — | — | 0.754 | 0.755 | MON | 43.78 | 1,346.94 | 3/5/2010 | 2/25/2048 | ||||||||||||||||
3128JLHB8 | FREDDIE MAC GOLD POOL # 1B1225 | 65,390.17 | 70,938.35 | 66,406.17 | 65,439.67 | 5,498.68 | 15.67 | — | — | 2.875 | 3.186 | MON | 159.10 | 480.37 | 4/2/2007 | 9/1/2033 | ||||||||||||||||
3128JMW45 | FREDDIE MAC GOLD POOL # 1B2566 | 74,922.00 | 78,901.80 | 75,510.98 | 74,945.00 | 3,956.80 | 78.05 | — | — | 2.976 | 3.079 | MON | 187.27 | 598.02 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
3128JMXM4 | FREDDIE MAC GOLD POOL # 1B2583 | 1,530,100.07 | 1,598,759.81 | 1,547,087.11 | 1,530,968.84 | 67,790.97 | 296.23 | — | — | 2.955 | 3.133 | MON | 3,809.70 | 11,499.70 | 9/17/2008 | 10/1/2034 | ||||||||||||||||
3128JMY68 | FREDDIE MAC GOLD POOL # 1B2632 | 97,379.49 | 106,773.19 | 98,145.03 | 97,409.48 | 9,363.71 | 87.35 | — | — | 2.902 | 3.007 | MON | 237.35 | 784.15 | 4/3/2007 | 11/1/2034 | ||||||||||||||||
3128JMZG5 | FREDDIE MAC GOLD POOL # 1B2642 | 149,331.39 | 160,478.38 | 150,505.38 | 149,375.51 | 11,102.87 | 75.32 | — | — | 2.912 | 3.02 | MON | 365.23 | 1,121.70 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
3128JNAL9 | FREDDIE MAC GOLD POOL # 1B2810 | 167,924.97 | 182,564.09 | 169,672.58 | 168,003.01 | 14,561.08 | 62.72 | — | — | 2.779 | 2.944 | MON | 392.93 | 1,225.25 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
3128JR6Z4 | FREDDIE MAC GOLD POOL # 848088 | 7,813,999.05 | 7,927,934.31 | 7,436,370.86 | 7,800,003.06 | 127,931.25 | (19,431.67 | ) | — | — | 2.412 | 1.367 | MON | 14,947.11 | 45,794.78 | 3/8/2011 | 4/1/2035 | |||||||||||||||
3128JRJS6 | FREDDIE MAC GOLD POOL # 847473 | 1,865,568.89 | 1,969,272.76 | 1,873,178.69 | 1,865,719.32 | 103,553.44 | 262.33 | — | — | 2.369 | 2.403 | MON | 3,697.97 | 11,342.89 | 9/26/2007 | 12/1/2035 | ||||||||||||||||
3128JRKQ8 | FREDDIE MAC GOLD POOL # 847503 | 887,391.09 | 967,166.38 | 908,615.80 | 888,508.57 | 78,657.81 | 1,450.29 | — | — | 2.773 | 3.259 | MON | 2,099.66 | 6,606.25 | 5/31/2006 | 12/1/2035 | ||||||||||||||||
3128JRP26 | FREDDIE MAC GOLD POOL # 847641 | 527,838.24 | 568,041.45 | 532,094.99 | 528,024.99 | 40,016.46 | 65.40 | — | — | 2.689 | 2.811 | MON | 1,192.34 | 3,603.62 | 2/22/2012 | 12/1/2033 | ||||||||||||||||
3128JRPZ3 | FREDDIE MAC GOLD POOL # 847640 | 337,406.74 | 365,256.76 | 339,255.68 | 337,460.18 | 27,796.58 | 76.25 | — | — | 2.748 | 2.803 | MON | 776.90 | 2,503.63 | 11/13/2006 | 5/1/2036 | ||||||||||||||||
3128KW5Q2 | FHLMC GOLD POOL # A66255 | 829,476.59 | 910,963.49 | 820,058.73 | 829,009.18 | 81,954.31 | (4,353.99 | ) | — | — | 6 | 5.692 | MON | 4,100.29 | 16,287.00 | 11/2/2007 | 9/1/2037 | |||||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 16,733.80 | 18,020.80 | 16,104.72 | 16,709.31 | 1,311.49 | (84.66 | ) | — | — | 6 | 4.932 | MON | 80.52 | 263.27 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 40,448.21 | 43,559.07 | 38,927.60 | 40,388.60 | 3,170.47 | (17.58 | ) | — | — | 6 | 4.959 | MON | 194.64 | 587.54 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWFY4 | FHLMC GOLD POOL # A65583 | 46,744.29 | 50,339.40 | 44,987.00 | 46,674.77 | 3,664.63 | (266.54 | ) | — | — | 6 | 4.981 | MON | 224.94 | 749.71 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWNV1 | FHLMC GOLD POOL # A65804 | 1,435,435.89 | 1,581,773.36 | 1,419,137.99 | 1,434,652.06 | 147,121.30 | (3,392.73 | ) | — | — | 6 | 5.674 | MON | 7,095.69 | 25,397.72 | 11/2/2007 | 9/1/2037 | |||||||||||||||
3128KWNX7 | FHLMC GOLD POOL # A65806 | 1,792,807.20 | 1,975,577.38 | 1,772,451.72 | 1,791,837.07 | 183,740.31 | (2,247.78 | ) | — | — | 6 | 5.675 | MON | 8,862.26 | 28,084.07 | 11/2/2007 | 9/1/2037 | |||||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 30,343.02 | 32,676.69 | 29,202.30 | 30,298.64 | 2,378.05 | (108.54 | ) | — | — | 6 | 4.945 | MON | 146.01 | 466.84 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 46,072.91 | 49,616.36 | 44,340.84 | 46,005.20 | 3,611.16 | (127.52 | ) | — | — | 6 | 4.968 | MON | 221.70 | 704.33 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 39,323.74 | 42,348.14 | 37,845.42 | 39,267.38 | 3,080.76 | (94.77 | ) | ��� | — | 6 | 4.912 | MON | 189.23 | 585.95 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 34,702.49 | 37,371.45 | 33,397.89 | 34,651.79 | 2,719.66 | (51.16 | ) | — | — | 6 | 4.935 | MON | 166.99 | 519.04 | 2/4/2009 | 9/1/2037 |
3128KYXE4 | FHLMC GOLD POOL # A67877 | 26,465.68 | 28,501.17 | 25,470.75 | 26,424.86 | 2,076.31 | (61.91 | ) | — | — | 6 | 4.981 | MON | 127.35 | 397.66 | 2/4/2009 | 4/1/2037 | |||||||||||||||
3128M4HY2 | FHLMC GOLD POOL # G02647 | 1,093,818.54 | 1,199,068.85 | 1,108,892.56 | 1,094,302.37 | 104,766.48 | 2,627.99 | — | — | 5.5 | 6.037 | MON | 5,082.42 | 17,113.91 | 4/9/2007 | 2/1/2037 | ||||||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 4,508.72 | 4,855.45 | 4,339.19 | 4,502.02 | 353.43 | (9.73 | ) | — | — | 6 | 4.939 | MON | 21.70 | 67.52 | 2/4/2009 | 7/1/2037 | |||||||||||||||
3128M5HK9 | FHLMC GOLD POOL # G03534 | 8,333,547.34 | 9,085,479.11 | 8,109,275.16 | 8,323,830.26 | 761,648.85 | (21,114.61 | ) | — | — | 6.5 | 5.712 | MON | 43,925.24 | 140,886.22 | 11/6/2007 | 10/1/2037 | |||||||||||||||
3128M6UB2 | FHLMC GOLD POOL # G04778 | 106,063.51 | 114,220.83 | 102,076.16 | 105,908.62 | 8,312.21 | (286.24 | ) | — | — | 6 | 5.03 | MON | 510.38 | 1,602.96 | 2/4/2009 | 7/1/2038 | |||||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 292,393.57 | 314,881.49 | 281,401.34 | 291,976.48 | 22,905.01 | (807.00 | ) | — | — | 6 | 5.047 | MON | 1,407.01 | 4,429.42 | 2/4/2009 | 12/1/2038 | |||||||||||||||
3128MBBR7 | FHLMC GOLD POOL # G12548 | 935,485.09 | 1,009,608.92 | 933,443.20 | 934,718.99 | 74,889.93 | (277.83 | ) | — | — | 5.5 | 5.402 | MON | 4,278.28 | 13,863.23 | 3/30/2007 | 1/1/2022 | |||||||||||||||
3128MCRQ0 | FHLMC GOLD POOL # G13895 | 3,671,976.01 | 3,643,781.83 | 3,410,834.04 | 3,637,942.55 | 5,839.28 | (33,329.78 | ) | — | — | 5 | 2.138 | MON | 14,211.81 | 45,667.82 | 11/10/2011 | 11/1/2019 | |||||||||||||||
3128MDM91 | FHLMC GOLD POOL # G14684 | 2,493,587.23 | 2,485,557.63 | 2,371,140.07 | 2,491,803.59 | (6,245.96 | ) | (3,273.98 | ) | — | — | 3 | 1.949 | MON | 5,927.85 | 2,400.00 | 2/13/2013 | 2/1/2023 | ||||||||||||||
3128MDNM1 | FHLMC GOLD POOL # G14696 | 1,604,625.85 | 1,581,850.95 | 1,445,202.00 | 1,601,901.98 | (20,051.03 | ) | (2,723.87 | ) | — | — | 6 | 1.813 | MON | 7,226.01 | (3,131.27 | ) | 3/1/2013 | 3/1/2024 | |||||||||||||
3128MJQ37 | FHLMC GOLD POOL # G08473 | 1,047,225.60 | 1,065,409.42 | 1,011,964.94 | 1,046,439.48 | 18,969.94 | (2,997.15 | ) | — | — | 3.5 | 2.522 | MON | 2,951.56 | 9,359.70 | 2/3/2012 | 1/1/2042 | |||||||||||||||
3128MTB72 | FHLMC GOLD POOL # H00962 | 157,184.27 | 169,636.17 | 154,161.28 | 157,060.92 | 12,575.25 | (407.88 | ) | — | — | 6.5 | 5.781 | MON | 835.04 | 2,690.58 | 10/31/2007 | 7/1/2037 | |||||||||||||||
3128MTEE4 | FHLMC GOLD POOL # H01033 | 2,984,815.11 | 3,221,267.26 | 2,927,410.41 | 2,982,409.46 | 238,857.80 | (13,614.58 | ) | — | — | 6.5 | 5.839 | MON | 15,856.81 | 53,582.38 | 10/31/2007 | 7/1/2037 | |||||||||||||||
3128MTF29 | FHLMC GOLD POOL # H01085 | 530,430.85 | 572,450.71 | 520,229.47 | 529,985.70 | 42,465.01 | (1,917.57 | ) | — | — | 6.5 | 5.898 | MON | 2,817.91 | 9,542.08 | 10/31/2007 | 7/1/2037 | |||||||||||||||
3128NCB37 | FREDDIE MAC GOLD POOL # 1G0058 | 214,387.41 | 224,432.23 | 214,891.07 | 214,374.27 | 10,057.96 | 20.00 | — | — | 2.73 | 2.725 | MON | 488.88 | 1,541.44 | 9/17/2008 | 1/1/2035 | ||||||||||||||||
3128NCD68 | FREDDIE MAC GOLD POOL # 1G0125 | 1,886,825.07 | 2,051,237.21 | 1,927,175.30 | 1,889,763.66 | 161,473.55 | 3,577.35 | — | — | 2.668 | 3.026 | MON | 4,284.75 | 13,888.27 | 12/13/2005 | 3/1/2035 | ||||||||||||||||
3128NCMS0 | FREDDIE MAC GOLD POOL # 1G0369 | 296,088.74 | 306,531.57 | 294,615.67 | 295,937.26 | 10,594.31 | (320.60 | ) | — | — | 2.735 | 2.593 | MON | 671.48 | 2,447.47 | 8/27/2008 | 10/1/2035 | |||||||||||||||
3128PV4J6 | FHLMC GOLD POOL # J16225 | 2,600,932.68 | 2,667,635.82 | 2,462,057.26 | 2,592,971.38 | 74,664.44 | (8,597.72 | ) | — | — | 4 | 2.373 | MON | 8,206.86 | 25,395.66 | 8/2/2011 | 8/1/2026 | |||||||||||||||
3128PVWH9 | FHLMC GOLD POOL # J16048 | 7,796,300.88 | 7,996,243.70 | 7,380,021.56 | 7,771,746.58 | 224,497.12 | (21,745.31 | ) | — | — | 4 | 2.406 | MON | 24,600.08 | 75,718.02 | 8/2/2011 | 7/1/2026 | |||||||||||||||
3128QJ3B0 | FREDDIE MAC GOLD POOL # 1G1694 | 1,435,922.29 | 1,535,179.05 | 1,457,500.12 | 1,436,853.38 | 98,325.67 | 2,077.12 | — | — | 2.75 | 3.005 | MON | 3,340.10 | 10,415.22 | 8/10/2007 | 4/1/2037 | ||||||||||||||||
3128QJLG9 | FREDDIE MAC GOLD POOL # 1G1227 | 238,779.69 | 247,220.14 | 234,097.76 | 238,458.95 | 8,761.19 | (333.86 | ) | — | — | 2.947 | 2.495 | MON | 574.91 | 1,796.49 | 1/4/2008 | 10/1/2036 | |||||||||||||||
3128QJRN8 | FREDDIE MAC GOLD POOL # 1G1393 | 1,623,795.50 | 1,613,448.77 | 1,558,586.52 | 1,621,923.48 | (8,474.71 | ) | (2,380.17 | ) | — | — | 2.853 | 1.9 | MON | 3,705.54 | 11,462.00 | 3/9/2012 | 12/1/2036 | ||||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 11,941.51 | 12,859.92 | 11,492.57 | 11,925.66 | 934.26 | (52.05 | ) | — | — | 6 | 4.914 | MON | 57.46 | 185.95 | 2/4/2009 | 1/1/2039 | |||||||||||||||
31292KJH1 | FHLMC GOLD POOL # C02964 | 2,140.27 | 2,304.87 | 2,059.80 | 2,137.16 | 167.71 | (4.87 | ) | — | — | 6 | 4.895 | MON | 10.30 | 32.28 | 2/4/2009 | 7/1/2037 | |||||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 21,989.36 | 23,680.56 | 21,162.70 | 21,956.26 | 1,724.30 | (192.51 | ) | — | — | 6 | 5.134 | MON | 105.81 | 369.74 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 52,303.06 | 56,325.67 | 50,336.78 | 52,224.15 | 4,101.52 | (167.54 | ) | — | — | 6 | 5.144 | MON | 251.68 | 795.85 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 31,598.11 | 34,028.32 | 30,410.22 | 31,545.10 | 2,483.22 | (20.21 | ) | — | — | 6 | 5.237 | MON | 152.05 | 460.52 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 13,010.00 | 14,010.62 | 12,520.92 | 12,990.93 | 1,019.69 | (3.28 | ) | — | — | 6 | 5.091 | MON | 62.60 | 188.31 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 15,826.91 | 17,044.17 | 15,231.93 | 15,805.24 | 1,238.93 | (54.63 | ) | — | — | 6 | 4.994 | MON | 76.16 | 235.87 | 2/4/2009 | 1/1/2039 | |||||||||||||||
31295NXK9 | FREDDIE MAC GOLD POOL # 789682 | 36,987.21 | 39,145.21 | 37,200.84 | 36,996.03 | 2,149.18 | 2.93 | — | — | 2.401 | 2.478 | MON | 74.43 | 224.85 | 8/10/2006 | 9/1/2032 | ||||||||||||||||
31306YAL5 | FHLMC GOLD POOL # J20911 | 2,220,420.79 | 2,241,851.78 | 2,110,760.21 | 2,218,707.59 | 23,144.19 | (2,648.48 | ) | — | — | 3 | 1.363 | MON | 5,276.90 | 2,128.77 | 2/13/2013 | 10/1/2022 | |||||||||||||||
3132GLQP2 | FHLMC GOLD POOL # Q05262 | 4,262,732.86 | 4,334,055.27 | 4,119,204.33 | 4,259,560.63 | 74,494.64 | (8,224.27 | ) | — | — | 3.5 | 2.543 | MON | 12,014.35 | 37,442.99 | 2/3/2012 | 12/1/2041 | |||||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 1,299,637.65 | 1,442,451.59 | 1,281,614.94 | 1,296,953.04 | 145,498.55 | (1,663.09 | ) | — | — | 6 | 5.605 | MON | 6,408.07 | 19,984.86 | 2/6/2007 | 3/15/2029 | |||||||||||||||
31342A6F1 | FREDDIE MAC GOLD POOL # 780870 | 345,493.62 | 372,228.89 | 350,861.81 | 345,790.62 | 26,438.27 | 277.58 | — | — | 2.408 | 2.709 | MON | 704.06 | 2,178.34 | 2/22/2012 | 9/1/2033 |
31342AZE2 | FREDDIE MAC GOLD POOL # 780741 | 516,872.54 | 535,424.53 | 500,982.02 | 516,069.70 | 19,354.83 | (560.78 | ) | — | — | 2.375 | 1.554 | MON | 991.53 | 3,034.71 | 11/16/2009 | 7/1/2033 | |||||||||||||||
31349SJK0 | FREDDIE MAC GOLD POOL # 781166 | 748,269.30 | 809,498.44 | 760,659.74 | 749,090.99 | 60,407.45 | 266.65 | — | — | 2.432 | 2.736 | MON | 1,541.60 | 4,557.76 | 1/9/2006 | 1/1/2034 | ||||||||||||||||
31349UCW6 | FREDDIE MAC GOLD POOL # 782785 | 154,615.16 | 163,894.87 | 155,830.68 | 154,668.53 | 9,226.34 | 52.27 | — | — | 2.279 | 2.399 | MON | 295.95 | 916.32 | 4/2/2007 | 10/1/2034 | ||||||||||||||||
31349UEJ3 | FREDDIE MAC GOLD POOL # 782837 | 289,183.66 | 305,709.91 | 291,457.03 | 289,286.99 | 16,422.92 | 175.66 | — | — | 2.379 | 2.491 | MON | 577.81 | 1,818.67 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31349UJL3 | FHLMC GOLD POOL # 782967 | 97,567.82 | 105,445.67 | 99,037.92 | 97,647.74 | 7,797.93 | 85.50 | — | — | 2.459 | 2.711 | MON | 202.95 | 617.56 | 9/30/2008 | 1/1/2035 | ||||||||||||||||
31349ULB2 | FREDDIE MAC GOLD POOL # 783022 | 287,500.48 | 306,770.97 | 290,067.57 | 287,625.16 | 19,145.81 | 172.58 | — | — | 2.4 | 2.531 | MON | 580.14 | 1,807.92 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
3136A7QW5 | FNMA_12-86 AGENCY CMO 12-86 | 1,506,615.24 | 1,506,691.92 | 1,488,934.15 | 1,501,229.34 | 5,462.58 | (8,613.83 | ) | — | — | 2 | 0.919 | MON | 2,481.56 | 9,888.23 | 9/6/2012 | 3/25/2041 | |||||||||||||||
31371NAC9 | FANNIE MAE POOL # 256603 | 596,807.96 | 647,885.43 | 596,248.97 | 596,388.38 | 51,497.05 | (87.55 | ) | — | — | 5.5 | 5.387 | MON | 2,732.81 | 8,912.64 | 7/17/2008 | 2/1/2022 | |||||||||||||||
31371NE35 | FANNIE MAE POOL # 256754 | 237,651.75 | 243,615.96 | 224,199.77 | 235,812.08 | 7,803.88 | (1,353.69 | ) | — | — | 5.5 | 3.235 | MON | 1,027.58 | 3,245.92 | 9/29/2009 | 6/1/2022 | |||||||||||||||
3137A63Z3 | FHLMC_3792 AGENCY CMO 3792 | 4,562,473.02 | 4,541,852.33 | 4,531,320.18 | 4,560,987.90 | (19,135.57 | ) | (2,962.05 | ) | — | — | 0.603 | 0.424 | MON | 1,214.79 | 7,104.41 | 11/9/2012 | 11/15/2040 | ||||||||||||||
3137A7SR2 | FHLMC CMO_3824 FA | 5,268,145.39 | 5,259,537.24 | 5,267,733.84 | 5,268,135.02 | (8,597.78 | ) | (29.37 | ) | — | — | 0.353 | 0.349 | MON | 826.92 | 3,087.21 | 2/20/2013 | 3/15/2026 | ||||||||||||||
3137ACKA6 | FHLMC_3876 AGENCY CMO 3876 | 870,025.92 | 864,673.92 | 835,433.74 | 866,133.98 | (1,460.06 | ) | (4,994.77 | ) | — | — | 2.75 | 0.868 | MON | 1,914.54 | 6,161.63 | 10/1/2012 | 6/15/2026 | ||||||||||||||
31385W2S7 | FANNIE MAE POOL # 555285 | 2,708,083.42 | 2,721,970.84 | 2,457,704.76 | 2,699,141.19 | 22,829.65 | (24,119.35 | ) | — | — | 6 | 2.895 | MON | 12,288.52 | 39,180.65 | 1/5/2011 | 3/1/2033 | |||||||||||||||
31385XAZ0 | FANNIE MAE POOL # 555424 | 3,254,338.30 | 3,284,543.49 | 2,989,702.88 | 3,247,476.35 | 37,067.14 | (34,599.37 | ) | — | — | 5.5 | 2.439 | MON | 13,702.80 | 44,661.50 | 1/25/2012 | 5/1/2033 | |||||||||||||||
31385XEW3 | FANNIE MAE POOL # 555549 | 164,824.41 | 178,988.83 | 166,174.58 | 165,095.22 | 13,893.61 | 169.96 | — | — | 5 | 5.222 | MON | 692.40 | 2,247.02 | 12/14/2007 | 6/1/2018 | ||||||||||||||||
31385XK48 | FANNIE MAE POOL # 555715 | 99,153.03 | 106,087.58 | 100,038.35 | 99,203.07 | 6,884.51 | 41.02 | — | — | 2.363 | 2.551 | MON | 196.99 | 602.04 | 4/2/2007 | 7/1/2033 | ||||||||||||||||
3138A9YZ1 | FANNIE MAE POOL # AH7927 | 2,608,365.63 | 2,671,125.59 | 2,519,779.63 | 2,604,189.43 | 66,936.16 | (13,044.61 | ) | — | — | 3.5 | 2.066 | MON | 7,349.36 | 23,987.33 | 8/3/2011 | 8/1/2026 | |||||||||||||||
3138ATD31 | FANNIE MAE POOL# AJ1921 | 648,070.61 | 655,013.08 | 607,314.14 | 647,532.22 | 7,480.86 | (1,804.44 | ) | — | — | 4.5 | 2.237 | MON | 2,277.43 | 7,050.39 | 9/20/2011 | 9/1/2041 | |||||||||||||||
3138E9KT6 | FANNIE MAE POOL # AK4805 | 147,405.88 | 148,655.65 | 141,311.81 | 147,207.64 | 1,448.01 | (129.03 | ) | — | — | 3 | 1.533 | MON | 353.28 | 1,070.87 | 4/24/2012 | 3/1/2027 | |||||||||||||||
3138E9L40 | FANNIE MAE POOL # AK4846 | 2,971,259.53 | 2,996,451.16 | 2,848,421.35 | 2,967,277.22 | 29,173.94 | (6,345.45 | ) | — | — | 3 | 1.576 | MON | 7,121.05 | 22,063.19 | 4/24/2012 | 5/1/2027 | |||||||||||||||
3138EBG33 | FANNIE MAE POOL#AK6517 | 1,628,153.97 | 1,650,203.91 | 1,557,576.30 | 1,625,381.68 | 24,822.23 | (3,166.79 | ) | — | — | 3 | 1.881 | MON | 3,893.94 | 11,998.24 | 4/24/2012 | 3/1/2027 | |||||||||||||||
3138EGHT4 | FANNIE MAE POOL # AL0241 | 5,327,286.42 | 5,362,837.68 | 4,992,259.04 | 5,326,024.50 | 36,813.18 | (1,261.92 | ) | — | — | 4 | 3.457 | MON | 16,640.87 | (1,664.09 | ) | 2/27/2013 | 4/1/2041 | ||||||||||||||
3138EH3F7 | FANNIE MAE POOL # AL1697 | 3,779,945.92 | 3,776,665.07 | 3,544,564.67 | 3,779,945.92 | (3,280.85 | ) | — | — | — | 4 | 3.467 | MON | 3,938.41 | (3,938.41 | ) | 3/22/2013 | 10/1/2041 | ||||||||||||||
3138EJPG7 | FANNIE MAE POOL # AL2222 | 989,418.15 | 982,211.53 | 933,688.60 | 987,770.41 | (5,558.88 | ) | (2,178.88 | ) | — | — | 3 | 1.508 | MON | 2,334.22 | 7,140.71 | 8/7/2012 | 8/1/2027 | ||||||||||||||
3138LURE7 | FANNIE MAE POOL # AO4084 | 1,901,842.61 | 1,901,592.62 | 1,790,496.13 | 1,901,082.97 | 509.65 | (14,000.23 | ) | — | — | 3.5 | 1.733 | MON | 5,222.28 | 6,044.59 | 1/24/2013 | 5/1/2027 | |||||||||||||||
3138M8HY2 | FANNIE MAE POOL # AP4746 | 2,637,389.16 | 2,648,561.37 | 2,499,894.94 | 2,636,769.97 | 11,791.40 | (619.19 | ) | — | — | 3 | 2.202 | MON | 6,249.74 | (3,541.52 | ) | 3/13/2013 | 8/1/2027 | ||||||||||||||
3138M8YB3 | FANNIE MAE POOL # AP5205 | 6,617,440.15 | 6,622,720.63 | 6,380,177.30 | 6,611,806.91 | 10,913.72 | (16,436.05 | ) | — | — | 2.5 | 1.352 | MON | 13,292.04 | 41,657.76 | 9/6/2012 | 9/1/2027 | |||||||||||||||
3138MCU77 | FANNIE MAE POOL # AP8705 | 1,184,238.28 | 1,188,119.63 | 1,125,000.00 | 1,184,143.56 | 3,976.07 | (94.72 | ) | — | — | 3.5 | 3.102 | MON | 3,281.25 | (1,968.75 | ) | 3/14/2013 | 3/1/2043 | ||||||||||||||
3138MRLL3 | FANNIE MAE POOL # AQ9330 | 3,132,381.35 | 3,134,969.71 | 2,968,422.39 | 3,131,985.45 | 2,984.26 | (1,532.77 | ) | — | — | 3.5 | 2.135 | MON | 8,657.90 | 871.79 | 2/25/2013 | 1/1/2043 | |||||||||||||||
31393RDQ0 | FHLMC CMO_2613 BV | 865,420.04 | 843,003.63 | 825,745.55 | 840,909.44 | 2,094.19 | (11,015.94 | ) | — | — | 5 | 1.114 | MON | 3,440.61 | 14,654.61 | 2/24/2011 | 7/15/2032 | |||||||||||||||
31394BPP3 | FNMA AGENCY CMO_04-88 HA | 17,961.53 | 18,368.05 | 17,369.88 | 17,584.80 | 783.25 | (63.08 | ) | — | — | 6.5 | 5.194 | MON | 94.09 | 314.19 | 1/14/2008 | 7/25/2034 | |||||||||||||||
31394DA42 | FNMA CMO_05-48 AR | 138,286.44 | 150,236.26 | 137,299.60 | 137,827.46 | 12,408.80 | (76.18 | ) | — | — | 5.5 | 5.252 | MON | 629.29 | 1,998.57 | 12/20/2007 | 2/25/2035 | |||||||||||||||
31394EZX9 | FNMA CMO_05-65 WL | 4,023,733.79 | 4,030,933.27 | 3,865,490.28 | 4,004,276.03 | 26,657.24 | (43,611.45 | ) | — | — | 5.5 | 1.666 | MON | 17,716.84 | 60,363.99 | 11/16/2012 | 7/25/2034 | |||||||||||||||
31395CQZ7 | FHLMC_2825 AGENCY CMO 2825 | 797,255.79 | 785,544.52 | 773,917.34 | 788,237.11 | (2,692.59 | ) | (10,803.15 | ) | — | — | 5.5 | 2.122 | MON | 3,547.12 | 14,369.01 | 6/25/2012 | 9/15/2032 |
31395EC47 | FHLMC CMO_2839 TS | 1,767,103.13 | 1,760,848.39 | 1,644,773.13 | 1,764,225.54 | (3,377.15 | ) | (2,877.59 | ) | — | — | 5 | 1.572 | MON | 6,853.22 | (2,512.85 | ) | 3/7/2013 | 8/15/2019 | |||||||||||||
31396CLF5 | FHLMC AGENCY CMO_3054 DW | 51,471.83 | 54,010.23 | 51,665.58 | 51,516.51 | 2,493.72 | 42.66 | — | — | 5.5 | 5.652 | MON | 236.80 | 830.97 | 6/17/2008 | 5/15/2034 | ||||||||||||||||
31396L5J5 | FNMA CMO_06-129 FA | 685,746.82 | 682,864.26 | 686,175.68 | 685,904.80 | (3,040.54 | ) | 85.37 | — | — | 0.404 | 0.436 | MON | 46.23 | 796.20 | 3/23/2011 | 1/25/2037 | |||||||||||||||
31396UWM8 | FHLMC AGENCY CMO 3184 FA | 951,139.51 | 951,885.77 | 952,180.95 | 951,684.74 | 201.03 | 157.61 | — | — | 0.353 | 0.413 | MON | 149.47 | 992.91 | 4/23/2010 | 2/15/2033 | ||||||||||||||||
31397G7M6 | FHLMC CMO_R011 AB | 226,807.68 | 226,188.07 | 224,910.00 | 224,690.46 | 1,497.61 | (208.74 | ) | — | — | 5.5 | 4.803 | MON | 1,030.84 | 6,361.23 | 9/4/2008 | 12/15/2020 | |||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 394,465.54 | 394,485.21 | 394,434.72 | 394,460.11 | 25.10 | (4.24 | ) | — | — | 0.353 | 0.35 | MON | 61.92 | 373.30 | 7/22/2011 | 10/15/2020 | |||||||||||||||
31397JRY2 | FHLMC_3345 AGENCY CMO 3345 | 3,106,988.40 | 3,107,947.52 | 3,106,503.00 | 3,106,983.42 | 964.10 | (46.31 | ) | — | — | 0.403 | 0.389 | MON | 556.68 | 375.68 | 2/28/2013 | 11/15/2036 | |||||||||||||||
31397MTX5 | FNMA CMO_08-81 KA | 1,364,433.18 | 1,422,707.76 | 1,369,139.58 | 1,364,515.15 | 58,192.61 | 877.89 | — | — | 5 | 5.057 | MON | 5,704.75 | 19,244.55 | 7/29/2008 | 10/25/2022 | ||||||||||||||||
31397Y5H0 | FHLMC CMO_3484 DA | 1,281,125.92 | 1,269,189.77 | 1,231,481.80 | 1,251,577.79 | 17,611.98 | (6,137.01 | ) | — | — | 5 | 2.893 | MON | 5,131.18 | 17,753.17 | 6/1/2009 | 9/15/2022 | |||||||||||||||
31398T6X4 | FNMA CMO 10-113 FA | 2,556,862.46 | 2,577,687.70 | 2,562,869.19 | 2,557,655.84 | 20,031.86 | 572.92 | — | — | 0.604 | 0.676 | MON | 258.08 | 4,236.46 | 8/10/2011 | 10/25/2040 | ||||||||||||||||
31398TX22 | FNMA_10-87 AGENCY CMO_10-103 MA | 3,012,024.57 | 2,945,086.28 | 2,864,332.44 | 2,911,014.51 | 34,071.77 | (27,036.90 | ) | — | — | 4 | (0.032 | ) | MON | 9,547.77 | 43,283.19 | 9/7/2011 | 3/25/2030 | ||||||||||||||
31400EGH7 | FANNIE MAE POOL # 685200 | 154,086.89 | 167,328.53 | 155,349.07 | 154,347.22 | 12,981.31 | 146.70 | — | — | 5 | 5.227 | MON | 647.29 | 2,083.88 | 12/14/2007 | 3/1/2018 | ||||||||||||||||
31400PG58 | FANNIE MAE POOL # 693320 | 60,132.34 | 64,165.87 | 60,660.76 | 60,168.13 | 3,997.74 | 8.73 | — | — | 2.392 | 2.573 | MON | 120.92 | 359.22 | 8/10/2006 | 1/1/2033 | ||||||||||||||||
31400QJ87 | FANNIE MAE POOL # 694287 | 10,058.95 | 10,871.22 | 10,148.77 | 10,064.32 | 806.90 | 1.74 | — | — | 2.403 | 2.586 | MON | 20.32 | 68.82 | 4/2/2007 | 3/1/2033 | ||||||||||||||||
31400SA33 | FANNIE MAE POOL # 695826 | 77,968.80 | 84,669.16 | 78,607.49 | 78,096.74 | 6,572.42 | 51.25 | — | — | 5 | 5.23 | MON | 327.53 | 1,024.93 | 12/14/2007 | 4/1/2018 | ||||||||||||||||
31401A3C9 | FANNIE MAE POOL # 702895 | 163,733.07 | 177,803.73 | 165,074.32 | 164,015.49 | 13,788.24 | 136.74 | — | — | 5 | 5.219 | MON | 687.81 | 2,186.67 | 12/14/2007 | 4/1/2018 | ||||||||||||||||
31401DVW8 | FANNIE MAE POOL # 705429 | 135,177.28 | 143,868.36 | 136,753.16 | 135,282.51 | 8,585.85 | 23.95 | — | — | 2.341 | 2.601 | MON | 266.78 | 803.68 | 8/10/2006 | 4/1/2033 | ||||||||||||||||
31401MKS9 | FANNIE MAE POOL # 712305 | 1,079,884.84 | 1,083,666.12 | 1,013,976.37 | 1,078,470.47 | 5,195.65 | (3,624.49 | ) | — | — | 2.925 | 1.28 | MON | 2,471.57 | 7,628.04 | 2/23/2012 | 5/1/2033 | |||||||||||||||
31402DQB9 | FANNIE MAE POOL # 725950 | 243,286.36 | 264,507.89 | 245,511.30 | 243,642.88 | 20,865.01 | 256.55 | — | — | 5 | 5.25 | MON | 1,022.96 | 3,292.61 | 7/17/2008 | 11/1/2019 | ||||||||||||||||
31402HD32 | FANNIE MAE POOL # 729222 | 1,305,494.97 | 1,376,482.61 | 1,319,926.46 | 1,306,521.63 | 69,960.98 | 1,903.15 | — | — | 2.33 | 2.526 | MON | 2,562.86 | 8,278.18 | 9/17/2008 | 7/1/2035 | ||||||||||||||||
31402RB81 | FANNIE MAE POOL # 735463 | 101,047.46 | 108,954.31 | 101,883.25 | 101,106.44 | 7,847.87 | 14.91 | — | — | 2.539 | 2.679 | MON | 215.57 | 706.07 | 9/28/2006 | 3/1/2035 | ||||||||||||||||
31402RF87 | FANNIE MAE POOL # 735591 | 6,114,095.93 | 6,387,451.80 | 5,891,357.76 | 6,106,296.25 | 281,155.55 | (30,615.79 | ) | — | — | 5 | 3.486 | MON | 24,547.32 | 80,361.54 | 4/30/2010 | 6/1/2035 | |||||||||||||||
31402YSV7 | FANNIE MAE POOL # 742232 | 12,277.98 | 13,378.25 | 12,468.75 | 12,288.26 | 1,089.99 | 3.04 | — | — | 2.75 | 3.12 | MON | 28.57 | 93.43 | 4/2/2007 | 9/1/2033 | ||||||||||||||||
31403C2L4 | FANNIE MAE POOL # 745179 | 560,006.39 | 608,131.35 | 564,593.73 | 560,804.43 | 47,326.92 | 557.02 | — | — | 5 | 5.218 | MON | 2,352.48 | 7,571.32 | 12/14/2007 | 4/1/2019 | ||||||||||||||||
31403DCE7 | FANNIE MAE POOL # 745369 | 413,779.16 | 449,447.30 | 417,168.61 | 414,341.92 | 35,105.38 | 330.81 | — | — | 5 | 5.203 | MON | 1,738.20 | 5,525.23 | 12/14/2007 | 12/1/2019 | ||||||||||||||||
31403DCZ0 | FANNIE MAE POOL # 745388 | 1,023,578.50 | 1,111,541.15 | 1,031,963.18 | 1,025,167.85 | 86,373.30 | 1,005.32 | — | — | 5 | 5.217 | MON | 4,299.85 | 13,873.23 | 12/14/2007 | 11/1/2018 | ||||||||||||||||
31403H3P3 | FANNIE MAE POOL # 749706 | 693,546.84 | 751,373.51 | 702,270.36 | 694,095.75 | 57,277.76 | 135.67 | — | — | 2.844 | 3.112 | MON | 1,664.38 | 5,021.78 | 5/15/2006 | 11/1/2033 | ||||||||||||||||
31403KDB6 | FANNIE MAE POOL # 750798 | 5,184.61 | 5,475.13 | 5,265.16 | 5,189.00 | 286.13 | 1.11 | — | — | 2.55 | 2.914 | MON | 11.19 | 33.75 | 4/2/2007 | 12/1/2033 | ||||||||||||||||
31403VBR9 | FANNIE MAE POOL # 758848 | 209,007.12 | 226,968.46 | 210,719.23 | 209,306.72 | 17,661.74 | 189.44 | — | — | 5 | 5.227 | MON | 878.00 | 2,788.21 | 12/14/2007 | 1/1/2019 | ||||||||||||||||
31404CLB4 | FANNIE MAE POOL # 764522 | 26,054.55 | 28,309.87 | 26,582.04 | 26,086.74 | 2,223.13 | 78.45 | — | — | 2.397 | 2.821 | MON | 53.10 | 167.73 | 9/30/2008 | 6/1/2034 | ||||||||||||||||
31404LRF9 | FANNIE MAE POOL # 771886 | 82,724.18 | 87,912.31 | 84,107.37 | 82,805.89 | 5,106.42 | 190.11 | — | — | 2.58 | 2.994 | MON | 180.83 | 622.09 | 8/10/2006 | 2/1/2034 | ||||||||||||||||
31404NBP0 | FANNIE MAE POOL # 773246 | 113,878.75 | 121,620.51 | 114,831.84 | 113,933.45 | 7,687.06 | 40.01 | — | — | 2.506 | 2.656 | MON | 239.81 | 750.83 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
31404VGA0 | FANNIE MAE POOL # 779693 | 591,817.93 | 637,300.20 | 597,418.71 | 592,220.99 | 45,079.21 | 120.84 | — | — | 2.632 | 2.798 | MON | 1,310.34 | 3,953.78 | 2/24/2006 | 7/1/2034 | ||||||||||||||||
31405PAG5 | FANNIE MAE POOL # 794807 | 150,512.55 | 160,194.92 | 150,102.79 | 150,467.07 | 9,727.85 | (27.44 | ) | — | — | 2.575 | 2.495 | MON | 322.09 | 1,004.97 | 6/30/2007 | 10/1/2034 |
31405UMM8 | FANNIE MAE POOL # 799664 | 56,500.90 | 61,026.34 | 56,945.08 | 56,526.19 | 4,500.15 | 7.18 | — | — | 2.622 | 2.762 | MON | 124.42 | 375.56 | 4/2/2007 | 10/1/2034 | ||||||||||||||||
31405UR84 | FANNIE MAE POOL # 799811 | 203,260.25 | 214,982.89 | 202,729.11 | 203,198.67 | 11,784.22 | (12.88 | ) | — | — | 2.339 | 2.267 | MON | 395.15 | 1,192.35 | 6/30/2007 | 11/1/2034 | |||||||||||||||
31405UTZ2 | FANNIE MAE POOL # 799868 | 14,434.31 | 15,457.06 | 14,547.75 | 14,440.32 | 1,016.74 | 1.97 | — | — | 2.529 | 2.678 | MON | 30.66 | 92.66 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31406BB90 | FANNIE MAE POOL # 804764 | 176,660.70 | 191,039.71 | 178,049.49 | 176,737.76 | 14,301.95 | 42.34 | — | — | 2.491 | 2.634 | MON | 369.60 | 1,123.05 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406BEZ9 | FANNIE MAE POOL # 804852 | 153,405.11 | 165,723.11 | 154,611.09 | 153,471.28 | 12,251.83 | 66.05 | — | — | 2.519 | 2.663 | MON | 324.55 | 1,000.69 | 4/2/2007 | 12/1/2034 | ||||||||||||||||
31406BJF8 | FANNIE MAE POOL # 804962 | 169,857.09 | 183,133.32 | 171,192.39 | 169,930.19 | 13,203.13 | 31.28 | — | — | 2.469 | 2.614 | MON | 352.23 | 1,082.86 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406BQQ6 | FANNIE MAE POOL # 805163 | 235,219.48 | 254,082.09 | 237,188.17 | 235,330.70 | 18,751.39 | 65.66 | — | — | 2.449 | 2.603 | MON | 484.06 | 1,521.22 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406DG67 | FANNIE MAE POOL # 806721 | 349,409.02 | 373,745.30 | 352,155.85 | 349,551.01 | 24,194.29 | 175.58 | — | — | 2.777 | 2.924 | MON | 814.95 | 2,567.66 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31406GLK3 | FANNIE MAE POOL # 809530 | 51,832.35 | 56,275.49 | 52,199.42 | 51,858.68 | 4,416.81 | 78.90 | — | — | 2.471 | 2.584 | MON | 107.49 | 377.96 | 9/28/2006 | 2/1/2035 | ||||||||||||||||
31406MYP5 | FANNIE MAE POOL # 814418 | 152,223.26 | 160,658.96 | 153,582.48 | 152,300.66 | 8,358.30 | 131.43 | — | — | 2.259 | 2.427 | MON | 289.12 | 1,004.93 | 4/2/2007 | 3/1/2035 | ||||||||||||||||
31406PKU2 | FANNIE MAE POOL # 815807 | 267,957.26 | 286,548.70 | 270,514.38 | 268,152.05 | 18,396.65 | 219.44 | — | — | 2.381 | 2.543 | MON | 536.75 | 1,779.80 | 9/28/2006 | 2/1/2035 | ||||||||||||||||
31406TLC3 | FANNIE MAE POOL # 819423 | 349,864.83 | 375,304.93 | 352,988.80 | 350,044.00 | 25,260.93 | 205.96 | — | — | 2.688 | 2.847 | MON | 790.69 | 2,670.86 | 4/2/2007 | 4/1/2035 | ||||||||||||||||
31406TTE1 | FANNIE MAE POOL # 819649 | 2,680,599.95 | 2,767,247.30 | 2,591,516.56 | 2,676,055.18 | 91,192.12 | (2,508.51 | ) | — | — | 2.39 | 1.669 | MON | 5,161.44 | 16,688.04 | 12/4/2009 | 3/1/2035 | |||||||||||||||
31406VHE9 | FANNIE MAE POOL # 821129 | 183,864.26 | 196,790.64 | 185,505.97 | 183,958.94 | 12,831.70 | 132.19 | — | — | 2.676 | 2.834 | MON | 413.68 | 1,357.66 | 4/2/2007 | 5/1/2035 | ||||||||||||||||
31407D5R2 | FANNIE MAE POOL # 828056 | 675,741.82 | 709,268.90 | 664,420.51 | 674,948.63 | 34,320.27 | (1,334.60 | ) | — | — | 2.749 | 2.393 | MON | 1,522.07 | 4,907.65 | 2/20/2009 | 6/1/2035 | |||||||||||||||
31407E6W8 | FANNIE MAE POOL # 828985 | 375,291.83 | 403,831.51 | 388,212.02 | 376,254.03 | 27,577.48 | 937.15 | — | — | 2.243 | 2.909 | MON | 725.63 | 2,286.55 | 3/16/2006 | 8/1/2035 | ||||||||||||||||
31407GC22 | FANNIE MAE POOL # 829989 | 1,121,074.41 | 1,201,180.30 | 1,131,728.57 | 1,121,660.02 | 79,520.28 | 190.13 | — | — | 2.732 | 2.927 | MON | 2,576.57 | 7,978.58 | 1/20/2006 | 4/1/2035 | ||||||||||||||||
31408C6D3 | FANNIE MAE POOL # 847868 | 1,307,303.40 | 1,399,696.30 | 1,321,342.65 | 1,308,222.59 | 91,473.71 | 864.87 | — | — | 2.569 | 2.76 | MON | 2,828.77 | 8,944.89 | 5/12/2006 | 11/1/2035 | ||||||||||||||||
31409UBQ7 | FANNIE MAE POOL # 878547 | 1,004,875.72 | 1,094,952.46 | 1,012,987.54 | 1,005,331.20 | 89,621.26 | 131.64 | — | — | 2.612 | 2.757 | MON | 2,204.94 | 7,217.23 | 5/4/2006 | 3/1/2036 | ||||||||||||||||
31410FU60 | FANNIE MAE POOL # 888105 | 440,869.44 | 478,756.18 | 444,480.85 | 441,392.12 | 37,364.06 | 461.80 | — | — | 5 | 5.207 | MON | 1,852.00 | 5,998.64 | 12/14/2007 | 8/1/2020 | ||||||||||||||||
31410GC35 | FANNIE MAE POOL # 888490 | 212,148.86 | 221,625.15 | 212,629.45 | 212,158.98 | 9,466.17 | 73.73 | — | — | 2.362 | 2.388 | MON | 418.53 | 1,439.30 | 6/18/2007 | 5/1/2035 | ||||||||||||||||
31410GC50 | FANNIE MAE POOL # 888492 | 106,642.99 | 110,709.87 | 106,440.37 | 106,618.42 | 4,091.45 | (22.84 | ) | — | — | 2.355 | 2.279 | MON | 208.89 | 663.66 | 6/18/2007 | 5/1/2033 | |||||||||||||||
31410GD83 | FANNIE MAE POOL # 888527 | 29,074.73 | 31,928.16 | 29,622.40 | 29,107.90 | 2,820.26 | 43.18 | — | — | 2.456 | 2.862 | MON | 60.63 | 188.68 | 6/18/2007 | 4/1/2034 | ||||||||||||||||
31410GDC4 | FANNIE MAE POOL # 888499 | 913,090.17 | 966,542.10 | 918,220.39 | 913,343.69 | 53,198.41 | 260.01 | — | — | 2.35 | 2.457 | MON | 1,798.18 | 5,591.60 | 2/22/2012 | 8/1/2033 | ||||||||||||||||
31410GDF7 | FANNIE MAE POOL # 888502 | 116,862.96 | 126,373.97 | 118,381.97 | 116,965.01 | 9,408.96 | 64.71 | — | — | 1.962 | 2.23 | MON | 193.55 | 622.80 | 6/18/2007 | 6/1/2033 | ||||||||||||||||
31410GDL4 | FANNIE MAE POOL # 888507 | 465,546.30 | 494,660.52 | 473,695.69 | 466,056.09 | 28,604.43 | 677.75 | — | — | 2.388 | 2.731 | MON | 942.65 | 2,955.30 | 6/18/2007 | 2/1/2035 | ||||||||||||||||
31410GDM2 | FANNIE MAE POOL # 888508 | 578,126.44 | 621,449.65 | 586,209.26 | 578,598.12 | 42,851.53 | 583.67 | — | — | 2.535 | 2.832 | MON | 1,238.37 | 4,125.76 | 6/18/2007 | 3/1/2034 | ||||||||||||||||
31410GDQ3 | FANNIE MAE POOL # 888511 | 86,222.05 | 93,011.90 | 87,005.21 | 86,263.57 | 6,748.33 | 34.05 | — | — | 2.649 | 2.837 | MON | 192.06 | 590.87 | 6/18/2007 | 12/1/2033 | ||||||||||||||||
31410GDS9 | FANNIE MAE POOL # 888513 | 126,753.94 | 134,888.05 | 127,417.69 | 126,783.34 | 8,104.71 | 45.45 | — | — | 2.475 | 2.574 | MON | 262.80 | 821.42 | 6/18/2007 | 2/1/2034 | ||||||||||||||||
31410GDX8 | FANNIE MAE POOL # 888518 | 98,900.26 | 105,275.09 | 99,218.03 | 98,911.02 | 6,364.07 | 23.99 | — | — | 2.548 | 2.592 | MON | 210.67 | 692.75 | 6/18/2007 | 4/1/2035 | ||||||||||||||||
31410GDY6 | FANNIE MAE POOL # 888519 | 58,872.41 | 64,155.06 | 59,883.37 | 58,937.72 | 5,217.34 | 43.91 | — | — | 2.534 | 2.86 | MON | 126.45 | 387.67 | 6/18/2007 | 1/1/2035 | ||||||||||||||||
31410GDZ3 | FANNIE MAE POOL # 888520 | 778,099.27 | 830,342.88 | 783,058.63 | 778,361.01 | 51,981.87 | 415.38 | — | — | 2.613 | 2.732 | MON | 1,705.11 | 5,277.03 | 6/18/2007 | 7/1/2033 | ||||||||||||||||
31410GFD0 | FANNIE MAE POOL # 888564 | 7,396,374.74 | 7,730,533.15 | 7,176,591.63 | 7,356,998.25 | 373,534.90 | (27,765.80 | ) | — | — | 5 | 3.831 | MON | 29,902.47 | 96,185.51 | 2/26/2009 | 10/1/2021 | |||||||||||||||
31410GPR8 | FANNIE MAE POOL # 888832 | 3,963,788.56 | 4,238,721.86 | 3,811,907.84 | 3,957,644.53 | 281,077.33 | (18,243.91 | ) | — | — | 6.5 | 5.199 | MON | 20,647.83 | 67,016.60 | 1/25/2008 | 11/1/2037 |
31411DA33 | FANNIE MAE POOL # 904626 | 836,626.92 | 855,806.69 | 832,658.78 | 836,262.93 | 19,543.76 | (772.13 | ) | — | — | 2.73 | 2.612 | MON | 1,894.30 | 6,261.88 | 12/13/2006 | 12/1/2036 | |||||||||||||||
31411GUY6 | FANNIE MAE POOL # 907899 | 1,696,117.68 | 1,762,147.33 | 1,682,187.07 | 1,695,054.99 | 67,092.34 | (208.21 | ) | — | — | 2.404 | 2.209 | MON | 3,369.98 | 10,113.67 | 12/14/2006 | 1/1/2037 | |||||||||||||||
31411KCZ4 | FANNIE MAE POOL # 910088 | 3,453,613.70 | 3,788,498.91 | 3,421,536.80 | 3,452,372.42 | 336,126.49 | (5,596.16 | ) | — | — | 6 | 5.624 | MON | 17,107.68 | 56,273.24 | 3/29/2007 | 3/1/2037 | |||||||||||||||
31411LEA5 | FANNIE MAE POOL # 911029 | 260,330.36 | 266,863.71 | 245,594.68 | 258,254.53 | 8,609.18 | (2,754.64 | ) | — | — | 5.5 | 3.332 | MON | 1,125.64 | 3,994.98 | 9/29/2009 | 7/1/2022 | |||||||||||||||
31411WPJ0 | FANNIE MAE POOL # 916725 | 1,226,059.35 | 1,222,906.91 | 1,158,709.36 | 1,224,700.20 | (1,793.29 | ) | (4,309.98 | ) | — | — | 2.444 | 1.312 | MON | 2,359.90 | 7,369.85 | 2/14/2012 | 10/1/2036 | ||||||||||||||
31412LMG2 | FANNIE MAE POOL # 928359 | 268,092.77 | 274,820.93 | 252,917.71 | 266,056.11 | 8,764.82 | (1,564.56 | ) | — | — | 5.5 | 3.156 | MON | 1,159.21 | 3,622.23 | 9/29/2009 | 5/1/2022 | |||||||||||||||
31412LQN3 | FANNIE MAE POOL # 928461 | 339,686.19 | 348,211.09 | 320,458.67 | 337,158.56 | 11,052.53 | (2,944.66 | ) | — | — | 5.5 | 3.142 | MON | 1,468.77 | 4,847.89 | 9/29/2009 | 6/1/2022 | |||||||||||||||
31412LVF4 | FANNIE MAE POOL # 928614 | 2,052,965.79 | 2,099,227.36 | 1,931,918.98 | 2,038,439.52 | 60,787.84 | (18,847.26 | ) | — | — | 5.5 | 3.004 | MON | 8,854.63 | 29,175.47 | 10/21/2009 | 8/1/2022 | |||||||||||||||
31412SRH0 | FANNIE MAE POOL # 933488 | 723,087.57 | 741,578.29 | 688,859.85 | 718,872.17 | 22,706.12 | (5,628.18 | ) | — | — | 5 | 3.146 | MON | 2,870.25 | 9,503.07 | 9/29/2009 | 3/1/2023 | |||||||||||||||
31414ARA2 | FANNIE MAE POOL # 960481 | 1,267,125.21 | 1,299,887.19 | 1,207,145.18 | 1,259,794.24 | 40,092.95 | (4,976.88 | ) | — | — | 5 | 3.052 | MON | 5,029.77 | 15,728.19 | 9/29/2009 | 12/1/2022 | |||||||||||||||
31414CRJ9 | FANNIE MAE POOL # 962289 | 1,664,986.04 | 1,707,562.90 | 1,586,173.07 | 1,655,344.54 | 52,218.36 | (9,748.81 | ) | — | — | 5 | 3.134 | MON | 6,609.05 | 21,120.01 | 9/29/2009 | 3/1/2023 | |||||||||||||||
31414GD22 | FANNIE MAE POOL # 965521 | 191,336.65 | 196,138.52 | 180,506.28 | 189,986.62 | 6,151.90 | (1,476.30 | ) | — | — | 5.5 | 3.22 | MON | 827.32 | 2,609.38 | 9/29/2009 | 12/1/2022 | |||||||||||||||
31414NB45 | FANNIE MAE POOL # 970859 | 1,833,261.02 | 1,877,346.48 | 1,743,886.82 | 1,824,447.44 | 52,899.04 | (9,927.57 | ) | — | — | 5 | 3.005 | MON | 7,266.20 | 23,248.80 | 10/21/2009 | 12/1/2023 | |||||||||||||||
31414RB79 | FANNIE MAE POOL # 973562 | 1,384,874.76 | 1,408,424.43 | 1,306,485.62 | 1,375,395.70 | 33,028.73 | (6,806.86 | ) | — | — | 5.5 | 3.248 | MON | 5,988.06 | 18,905.61 | 9/29/2009 | 3/1/2023 | |||||||||||||||
31415MDG7 | FANNIE MAE POOL # 984003 | 2,242,711.49 | 2,538,815.58 | 2,310,213.02 | 2,244,618.27 | 294,197.31 | 2,136.77 | — | — | 5.5 | 6.405 | MON | 10,588.48 | 32,144.40 | 7/25/2008 | 6/1/2038 | ||||||||||||||||
31415MFS9 | FANNIE MAE POOL # 984077 | 999,147.53 | 1,024,697.63 | 951,852.37 | 993,421.76 | 31,275.87 | (7,463.92 | ) | — | — | 5 | 3.19 | MON | 3,966.05 | 13,181.58 | 9/29/2009 | 6/1/2023 | |||||||||||||||
31416B4M7 | FANNIE MAE POOL # 995528 | 2,294,461.22 | 2,378,022.34 | 2,208,535.38 | 2,280,417.69 | 97,604.65 | (10,174.88 | ) | — | — | 5 | 3.521 | MON | 9,202.23 | 29,310.34 | 3/20/2009 | 12/1/2021 | |||||||||||||||
31416B4N5 | FANNIE MAE POOL # 995529 | 3,923,156.16 | 4,105,737.22 | 3,778,510.05 | 3,902,496.03 | 203,241.19 | (20,288.08 | ) | — | — | 5.5 | 4.012 | MON | 17,318.17 | 56,445.79 | 2/27/2009 | 11/1/2022 | |||||||||||||||
31416B4P0 | FANNIE MAE POOL # 995530 | 1,998,268.39 | 2,082,720.26 | 1,916,229.82 | 1,984,974.99 | 97,745.27 | (8,946.42 | ) | — | — | 5.5 | 3.863 | MON | 8,782.72 | 27,855.07 | 3/20/2009 | 12/1/2021 | |||||||||||||||
31416B7J1 | FANNIE MAE POOL # 995597 | 218,679.29 | 224,167.38 | 206,301.24 | 217,402.43 | 6,764.95 | (1,687.83 | ) | — | — | 5.5 | 3.254 | MON | 945.55 | 3,077.29 | 9/29/2009 | 3/1/2024 | |||||||||||||||
31416BLV8 | FANNIE MAE POOL # 995040 | 848,306.67 | 868,706.38 | 806,950.46 | 843,771.55 | 24,934.83 | (8,230.72 | ) | — | — | 5 | 3.041 | MON | 3,362.29 | 11,423.75 | 10/21/2009 | 6/1/2023 | |||||||||||||||
31416BSE9 | FANNIE MAE POOL # 995217 | 1,824,779.20 | 1,868,969.83 | 1,720,012.97 | 1,813,992.31 | 54,977.52 | (13,616.75 | ) | — | — | 5.5 | 3.171 | MON | 7,883.40 | 25,590.13 | 10/21/2009 | 12/1/2023 | |||||||||||||||
31416BSX7 | FANNIE MAE POOL # 995234 | 3,014,872.25 | 3,024,315.40 | 2,807,797.20 | 2,986,663.63 | 37,651.77 | (27,551.57 | ) | — | — | 5 | 2.064 | MON | 11,699.16 | 37,708.19 | 11/10/2011 | 7/1/2019 | |||||||||||||||
31416CME3 | FANNIE MAE POOL # 995957 | 3,911,826.74 | 4,002,178.79 | 3,717,665.82 | 3,894,130.11 | 108,048.68 | (26,353.05 | ) | — | — | 5 | 3.014 | MON | 15,490.27 | 50,469.16 | 9/28/2009 | 6/1/2024 | |||||||||||||||
31416MZC1 | FANNIE MAE POOL # AA4338 | 2,698,318.75 | 2,696,995.09 | 2,507,876.85 | 2,697,628.98 | (633.89 | ) | (689.77 | ) | — | — | 4.5 | 2.348 | MON | 9,404.53 | (7,837.12 | ) | 3/21/2013 | 4/1/2039 | |||||||||||||
31416TL49 | FANNIE MAE POOL # AA9346 | 9,246,295.96 | 10,043,540.58 | 9,147,874.89 | 9,242,495.04 | 801,045.54 | (8,666.44 | ) | — | — | 4.5 | 4.16 | MON | 34,304.53 | 108,952.45 | 2/2/2010 | 8/1/2039 | |||||||||||||||
31417BZA8 | FANNIE MAE POOL # AB5236 | 82,523.62 | 83,011.90 | 78,910.97 | 82,418.71 | 593.19 | (355.31 | ) | — | — | 3 | 1.41 | MON | 197.28 | 629.71 | 6/6/2012 | 5/1/2027 | |||||||||||||||
31417FQC5 | FANNIE MAE POOL # AB8550 | 2,574,586.48 | 2,582,574.06 | 2,487,992.67 | 2,574,202.07 | 8,371.99 | (384.41 | ) | — | — | 2.5 | 2.009 | MON | 5,183.32 | (2,937.21 | ) | 3/13/2013 | 3/1/2028 | ||||||||||||||
31418AMK1 | FANNIE MAE POOL # MA1261 | 991,696.32 | 1,006,211.18 | 942,719.11 | 990,894.26 | 15,316.92 | (1,428.39 | ) | — | — | 3 | 1.111 | MON | 2,356.80 | 954.78 | 2/13/2013 | 11/1/2022 | |||||||||||||||
31419ALC9 | FANNIE MAE POOL # AE0322 | 2,175,838.07 | 2,161,793.60 | 2,006,536.55 | 2,174,048.43 | (12,254.83 | ) | (1,789.64 | ) | — | — | 5 | 2.883 | MON | 8,360.57 | (3,622.91 | ) | 2/26/2013 | 5/1/2021 | |||||||||||||
31419BBT1 | FANNIE MAE POOL # AE0949 | 4,305,558.02 | 4,325,583.55 | 4,061,248.54 | 4,300,951.87 | 24,631.68 | (24,854.72 | ) | — | — | 4 | 1.959 | MON | 13,537.50 | 43,420.25 | 5/2/2012 | 2/1/2041 | |||||||||||||||
31419ESP5 | FANNIE MAE POOL # AE4125 | — | — | — | — | — | (16,203.79 | ) | — | — | 4 | — | MON | 7,797.74 | 42,692.89 | 11/5/2010 | 10/1/2040 | |||||||||||||||
38374C3K5 | GOVERNMENT NATIONAL MORTGAGE A CMO_03-85 | 150,988.30 | 142,887.79 | 142,536.34 | 143,129.32 | (241.53 | ) | (1,891.06 | ) | — | — | 4.5 | (0.248 | ) | MON | 534.51 | 3,222.91 | 4/26/2011 | 7/20/2024 | |||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 420,378.47 | 425,293.25 | 420,416.42 | 420,391.17 | 4,902.08 | 2.97 | — | — | 1.84 | 1.85 | MON | 580.18 | 2,069.22 | 9/7/2011 | 10/7/2020 |
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 3,506,763.19 | 3,515,733.62 | 3,505,322.81 | 3,506,404.02 | 9,329.60 | (202.64 | ) | — | — | 0.653 | 0.643 | MON | 1,653.65 | 5,968.96 | 6/10/2011 | 1/8/2020 | |||||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 3,339,131.74 | 3,346,444.44 | 3,339,131.74 | 3,339,131.74 | 7,312.70 | — | — | — | 0.583 | 0.584 | MON | 1,406.45 | 5,192.68 | 6/10/2011 | 3/6/2020 | ||||||||||||||||
62889JAA2 | NCUA GUARANTEED NOTES CMO_11-R6 1A | 2,224,386.28 | 2,235,508.21 | 2,224,386.28 | 2,224,386.28 | 11,121.93 | — | — | — | 0.583 | 0.584 | MON | 936.61 | 3,719.21 | 6/10/2011 | 5/7/2020 | ||||||||||||||||
10620NAC2 | BRHEA_05-2 ABS_05--2 A10 | 4,224,000.00 | 4,378,017.60 | 4,400,000.00 | 4,302,464.25 | 75,553.35 | 11,245.96 | — | — | 0.404 | 1.471 | MJSD | 345.73 | 4,677.44 | 2/22/2012 | 12/26/2019 | ||||||||||||||||
10620NCG1 | BRHEA_05-2 ABS 11-1 A2 | 3,748,794.81 | 3,843,927.92 | 3,800,000.00 | 3,767,054.07 | 76,873.85 | 2,239.85 | — | — | 1.088 | 1.338 | FMAN | 4,019.93 | 10,676.58 | 3/10/2011 | 2/25/2030 | ||||||||||||||||
3136A4ZN2 | FNMA_12-M2 AGENCY CMO 12-25 | 392,137.74 | 381,974.56 | 380,024.47 | 381,931.46 | 43.10 | (9,357.08 | ) | — | — | 6.5 | 1.578 | MON | 2,058.46 | 12,966.54 | 2/16/2012 | 6/25/2030 | |||||||||||||||
31398WV35 | FHLMC_3629 AGENCY CMO 3654 | 147,944.46 | 147,567.03 | 137,863.21 | 145,723.01 | 1,844.02 | (1,079.35 | ) | — | — | 5 | 1.305 | MON | 574.43 | 1,874.39 | 2/1/2012 | 11/15/2028 | |||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 1,985,255.95 | 1,990,973.48 | 1,985,255.95 | 1,985,255.95 | 5,717.53 | — | — | — | 0.553 | 0.554 | MON | 640.64 | 2,881.50 | 6/10/2011 | 12/7/2020 | ||||||||||||||||
00037BAA0 | ABB FINANCE USA INC SENIOR CORP BND | 2,879,700.00 | 2,934,766.27 | 2,900,000.00 | 2,883,215.80 | 51,550.47 | 978.39 | — | — | 1.625 | 1.772 | MN | 18,719.10 | — | 5/3/2012 | 5/8/2017 | ||||||||||||||||
00101JAA4 | ADT CORP SENIOR CORP BND 144A | 13,894,602.57 | 13,860,691.12 | 13,863,000.00 | 13,892,397.27 | (31,706.15 | ) | (1,607.42 | ) | — | — | 2.25 | 2.198 | JJ | 65,849.25 | 79,123.13 | 2/21/2013 | 7/15/2017 | ||||||||||||||
00206RAT9 | AT&T INC CORP BND | O | 1,230,939.99 | 1,243,705.15 | 700,000.00 | 1,194,447.85 | 49,257.30 | (5,635.24 | ) | — | (35,088.35 | ) | 5.875 | 3.407 | APR | 53,816.83 | — | 11/9/2011 | 4/28/2017 | |||||||||||||
00206RAV4 | AT&T INC CORP BND | 5,989,142.50 | 5,970,063.66 | 5,750,000.00 | 5,910,877.60 | 59,186.06 | (16,419.20 | ) | — | — | 2.5 | 1.3 | FA | 18,368.06 | 71,875.00 | 1/19/2012 | 8/15/2015 | |||||||||||||||
00206RAW2 | AT&T INC CORP BND | 6,694,297.50 | 6,967,453.28 | 6,625,000.00 | 6,669,721.58 | 297,731.70 | (3,402.49 | ) | — | — | 2.95 | 2.723 | MN | 73,831.95 | — | 2/22/2012 | 5/15/2016 | |||||||||||||||
00206RBB7 | AT&T INC SENIOR CORP BND | 11,577,962.75 | 11,596,107.94 | 11,575,000.00 | 11,579,629.00 | 16,478.94 | (469.82 | ) | — | — | 0.875 | 0.853 | FA | 13,504.16 | 43,446.19 | 1/8/2013 | 2/13/2015 | |||||||||||||||
00206RBL5 | AT&T INC SENIOR CORP BND | 4,548,544.00 | 4,538,469.85 | 4,550,000.00 | 4,548,690.73 | (10,220.88 | ) | 204.76 | — | — | 0.8 | 0.811 | JD | 11,122.22 | 9,006.67 | 12/6/2012 | 12/1/2015 | |||||||||||||||
00206RBR2 | AT&T INC CORP BND | 2,498,375.00 | 2,496,030.63 | 2,500,000.00 | 2,498,446.00 | (2,415.37 | ) | 142.00 | — | — | 0.9 | 0.922 | FA | 3,062.50 | 3,250.00 | 2/7/2013 | 2/12/2016 | |||||||||||||||
00206RBS0 | AT&T INC SENIOR CORP BND | 8,000,000.00 | 8,033,040.16 | 8,000,000.00 | 8,000,000.00 | 33,040.16 | — | — | — | 0.677 | 0.677 | FMAN | 7,221.33 | — | 2/7/2013 | 2/12/2016 | ||||||||||||||||
00287YAB5 | ABBVIE INC SENIOR CORP BND 144A | 10,902,166.75 | 11,048,896.49 | 10,925,000.00 | 10,903,909.64 | 144,986.85 | 1,089.31 | — | — | 1.75 | 1.794 | MN | 75,943.93 | — | 11/5/2012 | 11/6/2017 | ||||||||||||||||
00287YAE9 | ABBVIE INC SENIOR CORP BND 144A | 5,000,000.00 | 5,072,299.95 | 5,000,000.00 | 5,000,000.00 | 72,299.95 | — | — | — | 1.056 | 1.072 | FMAN | 7,916.25 | 13,396.88 | 11/5/2012 | 11/6/2015 | ||||||||||||||||
009158AQ9 | AIR PRODUCTS AND CHEMICALS INC CORP BND | 1,544,936.30 | 1,539,940.55 | 1,490,000.00 | 1,544,067.05 | (4,126.50 | ) | (869.25 | ) | — | — | 2 | 0.893 | FA | 4,883.89 | (3,311.11 | ) | 3/7/2013 | 8/2/2016 | |||||||||||||
009158AS5 | AIR PRODUCTS AND CHEMICALS INC SENIOR | 1,997,920.00 | 1,997,028.50 | 2,000,000.00 | 1,998,144.67 | (1,116.17 | ) | 104.41 | — | — | 1.2 | 1.221 | AO | 13,200.00 | — | 9/6/2012 | 10/15/2017 | |||||||||||||||
009363AN2 | AIRGAS INC SENIOR CORP BND | 3,993,320.00 | 3,997,474.68 | 4,000,000.00 | 3,993,482.95 | 3,991.73 | 162.95 | — | — | 1.65 | 1.685 | FA | 8,616.67 | — | 2/11/2013 | 2/15/2018 | ||||||||||||||||
009363AP7 | AIRGAS INC SENIOR CORP BND | 1,648,201.50 | 1,641,598.18 | 1,650,000.00 | 1,648,231.35 | (6,633.17 | ) | 29.85 | — | — | 2.375 | 2.392 | FA | 5,116.15 | — | 2/11/2013 | 2/15/2020 | |||||||||||||||
010392ER5 | ALABAMA POWER COMPANY CORP BND | 562,380.00 | 559,876.42 | 500,000.00 | 560,475.40 | (598.98 | ) | (1,904.60 | ) | — | — | 5.2 | 0.809 | JJ | 5,488.89 | (3,105.56 | ) | 2/25/2013 | 1/15/2016 | |||||||||||||
010392FH6 | ALABAMA POWER COMPANY SENIOR CORP BND | 8,314,843.50 | 8,304,837.94 | 8,325,000.00 | 8,316,386.47 | (11,548.53 | ) | 967.50 | — | — | 0.55 | 0.591 | AO | 20,985.94 | 4,641.39 | 11/8/2012 | 10/15/2015 | |||||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES SENIOR CORP | 1,696,481.00 | 1,711,924.46 | 1,700,000.00 | 1,696,517.57 | 15,406.89 | 36.57 | — | — | 1.35 | 1.393 | MS | 1,211.25 | — | 3/7/2013 | 3/15/2018 | ||||||||||||||||
021441AD2 | ALTERA CORPORATION SENIOR CORP BND | 2,920,524.75 | 2,983,127.09 | 2,925,000.00 | 2,921,300.43 | 61,826.66 | 214.63 | — | — | 1.75 | 1.782 | MN | 19,337.49 | — | 11/8/2012 | 5/15/2017 | ||||||||||||||||
02209SAC7 | ALTRIA GROUP INC CORP BND | 2,111,598.00 | 1,885,986.00 | 1,800,000.00 | 1,873,366.43 | 12,619.57 | (49,448.26 | ) | — | — | 8.5 | 1.725 | MN | 59,925.00 | 71,825.00 | 3/22/2011 | 11/10/2013 | |||||||||||||||
02209SAK9 | ALTRIA GROUP INC CORP BND | 2,107,745.10 | 2,096,492.22 | 1,945,000.00 | 2,099,643.63 | (3,151.41 | ) | (8,101.47 | ) | — | — | 4.125 | 0.83 | MS | 4,457.30 | 5,802.50 | 2/14/2013 | 9/11/2015 | ||||||||||||||
023135AK2 | AMAZON.COM INC SENIOR CORP BND | 5,684,496.00 | 5,688,572.36 | 5,700,000.00 | 5,686,238.66 | 2,333.70 | 2,430.93 | — | — | 0.65 | 0.742 | MN | 12,555.84 | 12,101.74 | 11/26/2012 | 11/27/2015 | ||||||||||||||||
02666QL43 | AMERICAN HONDA FINANCE CORPORA UNSECURED | 7,459,377.25 | 7,510,527.78 | 7,475,000.00 | 7,462,286.96 | 48,240.82 | 1,306.43 | — | — | 1 | 1.073 | FA | 10,381.95 | 31,145.83 | 9/4/2012 | 8/11/2015 | ||||||||||||||||
02666QM26 | AMERICAN HONDA FINANCE CORPORA SENIOR | 999,430.00 | 1,008,741.00 | 1,000,000.00 | 999,442.36 | 9,298.64 | 55.10 | — | — | 1.6 | 1.612 | FA | 1,716.67 | 6,450.00 | 2/12/2013 | 2/16/2018 | ||||||||||||||||
035229CY7 | ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP | 5,556,350.00 | 5,379,976.65 | 5,000,000.00 | 5,238,302.34 | 141,674.31 | (32,337.87 | ) | — | — | 5 | 2.267 | JJ | 52,777.78 | 125,000.00 | 9/23/2010 | 1/15/2015 | |||||||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 519,436.80 | 509,203.68 | 480,000.00 | 507,335.96 | 1,867.72 | (3,755.68 | ) | — | — | 4.125 | 0.91 | JJ | 4,180.00 | 9,900.00 | 6/7/2012 | 1/15/2015 |
03523TAT5 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 5,807,754.00 | 5,718,474.02 | 5,400,000.00 | 5,731,821.60 | (13,347.58 | ) | (39,958.93 | ) | — | — | 3.625 | 0.588 | AO | 90,262.50 | — | 10/9/2012 | 4/15/2015 | ||||||||||||||
03523TBC1 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 3,500,000.00 | 3,510,675.00 | 3,500,000.00 | 3,500,000.00 | 10,675.00 | — | — | — | 0.851 | 0.854 | JAJO | 5,209.31 | 7,637.36 | 1/24/2011 | 1/27/2014 | ||||||||||||||||
03523TBK3 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 4,231,344.70 | 4,228,270.98 | 4,210,000.00 | 4,228,374.41 | (103.43 | ) | (2,970.29 | ) | — | — | 0.665 | 0.329 | JAJO | 5,988.14 | (77.77 | ) | 1/10/2013 | 7/14/2014 | |||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR | 20,262,224.00 | 20,403,170.73 | 20,225,000.00 | 20,262,157.17 | 141,013.56 | (1,672.81 | ) | — | — | 1.375 | 1.33 | JJ | 58,708.69 | 114,441.07 | 2/11/2013 | 7/15/2017 | |||||||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY CORP BND | 2,747,631.25 | 2,704,558.65 | 2,275,000.00 | 2,705,101.17 | (542.52 | ) | (20,673.28 | ) | — | — | 5.45 | 1.478 | MS | 5,510.56 | 61,993.75 | 9/25/2012 | 3/15/2018 | ||||||||||||||
05252EAB9 | AUSTRALIA & NEW ZEALAND BANKIN LOCAL | E | 9,480,810.00 | 9,579,324.91 | 9,500,000.00 | 9,484,255.22 | 95,069.69 | 1,543.32 | — | — | 1 | 1.067 | AO | 52,777.77 | — | 9/4/2012 | 10/6/2015 | |||||||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 8,890,299.00 | 8,918,520.19 | 8,900,000.00 | 8,890,722.78 | 27,797.41 | 627.14 | — | — | 0.9 | 0.937 | FA | 10,902.50 | 5,375.00 | 2/6/2013 | 2/12/2016 | |||||||||||||||
06051GDX4 | BANK OF AMERICA CORP CORP BND | 2,290,332.00 | 2,539,771.52 | 2,200,000.00 | 2,275,808.39 | 263,963.13 | (3,246.81 | ) | — | — | 5.65 | 4.876 | MN | 51,791.67 | — | 2/3/2012 | 5/1/2018 | |||||||||||||||
06051GEG0 | BANK OF AMERICA CORP CORP BND | 8,495,370.00 | 8,465,159.28 | 8,000,000.00 | 8,467,107.94 | (1,948.66 | ) | (27,037.72 | ) | — | — | 3.625 | 1.597 | MS | 11,277.78 | 71,493.06 | 2/8/2013 | 3/17/2016 | ||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 7,577,808.00 | 8,186,028.93 | 7,600,000.00 | 7,582,021.67 | 604,007.26 | 1,029.36 | — | — | 3.875 | 3.94 | MS | 7,362.51 | 147,250.00 | 3/19/2012 | 3/22/2017 | ||||||||||||||||
06051GES4 | BANK OF AMERICA CORP SENIOR CORP BND MTN | 8,988,050.00 | 8,966,647.53 | 9,000,000.00 | 8,988,793.68 | (22,146.15 | ) | 743.68 | — | — | 1.25 | 1.296 | JJ | 25,000.00 | (9,722.22 | ) | 3/18/2013 | 1/11/2016 | ||||||||||||||
06051GET2 | BANK OF AMERICA CORP SENIOR CORP BND MTN | 6,446,761.00 | 6,419,659.33 | 6,450,000.00 | 6,446,761.00 | (27,101.67 | ) | — | — | — | 2 | 2.011 | JJ | 28,666.66 | (26,166.66 | ) | 3/26/2013 | 1/11/2018 | ||||||||||||||
06406HBN8 | BANK OF NEW YORK MELLON CORP/T CORP BND | 2,107,880.00 | 2,088,956.90 | 2,000,000.00 | 2,067,981.19 | 20,975.71 | (9,317.33 | ) | — | — | 3.1 | 1.175 | JJ | 13,088.89 | 31,000.00 | 3/1/2012 | 1/15/2015 | |||||||||||||||
06406HBQ1 | BANK OF NEW YORK MELLON CORP/T CORP BND | 2,996,130.00 | 3,148,259.34 | 3,000,000.00 | 2,998,216.12 | 150,043.22 | 192.62 | — | — | 2.95 | 2.978 | JD | 25,320.84 | — | 6/11/2010 | 6/18/2015 | ||||||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP BND MTN | 1,497,285.00 | 1,569,196.37 | 1,500,000.00 | 1,497,949.82 | 71,246.55 | 127.73 | — | — | 2.4 | 2.438 | JJ | 7,400.00 | 18,000.00 | 11/17/2011 | 1/17/2017 | ||||||||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T CORP BND | 6,993,630.00 | 7,073,136.00 | 7,000,000.00 | 6,995,957.10 | 77,178.90 | 520.26 | — | — | 1.2 | 1.231 | FA | 9,566.67 | 42,000.00 | 2/13/2012 | 2/20/2015 | ||||||||||||||||
06406HCD9 | BANK OF NEW YORK MELLON CORP/T SENIOR | 7,646,625.50 | 7,641,022.88 | 7,650,000.00 | 7,647,288.51 | (6,265.63 | ) | 344.81 | — | — | 0.7 | 0.714 | AO | 23,205.00 | (5,874.17 | ) | 2/13/2013 | 10/23/2015 | ||||||||||||||
06406HCE7 | BANK OF NEW YORK MELLON CORP/T SENIOR | 2,995,710.00 | 2,999,443.14 | 3,000,000.00 | 2,996,055.74 | 3,387.40 | 213.37 | — | — | 1.3 | 1.328 | JJ | 16,900.00 | — | 10/18/2012 | 1/25/2018 | ||||||||||||||||
06406HCF4 | BANK OF NEW YORK MELLON CORP/T SENIOR | 9,682,015.50 | 9,682,546.02 | 9,675,000.00 | 9,681,827.68 | 718.34 | (187.82 | ) | — | — | 0.532 | 0.512 | JAJO | 9,722.30 | 4,261.18 | 3/1/2013 | 10/23/2015 | |||||||||||||||
06406HCG2 | BANK OF NEW YORK MELLON CORP/T SENIOR | 8,594,926.00 | 8,598,438.41 | 8,600,000.00 | 8,595,044.54 | 3,393.87 | 118.54 | — | — | 0.7 | 0.72 | MS | 4,180.56 | — | 3/4/2013 | 3/4/2016 | ||||||||||||||||
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR | 16,000,000.00 | 16,023,199.52 | 16,000,000.00 | 16,000,000.00 | 23,199.52 | — | — | — | 0.723 | 0.723 | MJSD | 8,355.82 | — | 3/4/2013 | 3/6/2018 | ||||||||||||||||
06417FBG4 | BANK OF NOVA SCOTIA (HOUSTON B SENIOR | 5,000,000.00 | 5,005,765.00 | 5,000,000.00 | 5,000,000.00 | 5,765.00 | — | — | — | 0.721 | 0.848 | MJSD | 2,101.75 | 9,368.75 | 9/14/2012 | 9/11/2015 | ||||||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC. CORP BND | 4,010,640.00 | 4,126,131.60 | 4,000,000.00 | 4,002,104.67 | 124,026.93 | (554.97 | ) | — | — | 4 | 3.941 | MS | 13,333.34 | 80,000.00 | 2/23/2009 | 3/1/2014 | |||||||||||||||
07385TAJ5 | BEAR STEARNS CO INC CORP BND | 325,959.90 | 323,661.19 | 300,000.00 | 308,889.80 | 14,771.39 | (1,316.18 | ) | — | — | 5.7 | 3.797 | MN | 6,460.00 | — | 10/29/2009 | 11/15/2014 | |||||||||||||||
073928S46 | BEAR STEARNS CO INC CORP BND MTN | 3,683,076.60 | 3,696,429.93 | 3,730,000.00 | 3,685,757.02 | 10,672.91 | 2,680.42 | — | — | 0.679 | 1.029 | FMAN | 2,744.13 | 3,125.38 | 1/4/2013 | 11/21/2016 | ||||||||||||||||
075887BB4 | BECTON DICKINSON AND COMPANY CORP BND | 1,249,587.50 | 1,276,110.75 | 1,250,000.00 | 1,249,699.23 | 26,411.52 | 20.05 | — | — | 1.75 | 1.757 | MN | 8,689.24 | — | 11/8/2012 | 11/8/2016 | ||||||||||||||||
079860AG7 | BELLSOUTH CORPORATION CORP BND | 1,257,904.09 | 1,224,327.47 | 1,149,000.00 | 1,193,764.31 | 30,563.16 | (7,479.91 | ) | — | — | 5.2 | 2.452 | MS | 2,655.47 | 29,874.00 | 7/6/2011 | 9/15/2014 | |||||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION CORP BND | 348,762.80 | 348,654.21 | 334,000.00 | 348,295.47 | 358.74 | (467.33 | ) | — | — | 3.25 | 0.51 | AO | 4,643.53 | (4,100.78 | ) | 3/8/2013 | 10/27/2014 | ||||||||||||||
10138MAD7 | BOTTLING GROUP LLC CORP BND | 1,530,340.01 | 1,612,173.11 | 1,500,000.00 | 1,513,320.04 | 98,853.07 | (1,431.71 | ) | — | — | 4.125 | 3.702 | JD | 18,218.75 | — | 2/19/2010 | 6/15/2015 | |||||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 9,826,255.00 | 9,009,561.66 | 8,500,000.00 | 8,766,655.78 | 242,905.88 | (67,668.81 | ) | — | — | 6.95 | 3.574 | MS | 26,255.56 | 295,375.00 | 2/5/2009 | 3/15/2014 | |||||||||||||||
110122AL2 | BRISTOL MYERS SQUIBB CO CORP BND | 6,916,260.00 | 6,617,780.00 | 6,500,000.00 | 6,537,888.38 | 79,891.62 | (24,646.57 | ) | — | — | 5.25 | 3.67 | FA | 43,604.17 | 170,625.00 | 3/5/2009 | 8/15/2013 | |||||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697.00 | 1,288,303.35 | 1,300,000.00 | 1,295,945.57 | (7,642.22 | ) | 205.76 | — | — | 1 | 1.067 | JJ | 3,936.11 | — | 12/10/2012 | 1/15/2018 | |||||||||||||||
126650AV2 | CVS CAREMARK CORP CORP BND | 1,772,741.60 | 1,741,539.44 | 1,640,000.00 | 1,737,089.94 | 4,449.50 | (16,433.82 | ) | — | — | 4.875 | 0.772 | MS | 3,553.33 | 39,975.00 | 9/13/2012 | 9/15/2014 | |||||||||||||||
126650BE9 | CVS CAREMARK CORP CORP BND | 2,334,389.12 | 2,320,933.13 | 1,988,000.00 | 2,322,018.68 | (1,085.55 | ) | (12,370.44 | ) | — | — | 6.125 | 1.046 | FA | 15,558.86 | 338.24 | 2/11/2013 | 8/15/2016 |
126650BT6 | CVS CAREMARK CORP CORP BND | 2,381,040.00 | 2,362,473.38 | 2,250,000.00 | 2,368,210.63 | (5,737.25 | ) | (12,829.37 | ) | — | — | 3.25 | 0.759 | MN | 27,015.62 | (9,953.12 | ) | 1/2/2013 | 5/18/2015 | |||||||||||||
14170TAF8 | CAREFUSION CORP CORP BND | 6,453,470.60 | 6,179,581.73 | 5,860,000.00 | 6,087,244.06 | 92,337.67 | (41,368.72 | ) | — | — | 5.125 | 2.165 | FA | 50,054.17 | 150,162.50 | 9/12/2011 | 8/1/2014 | |||||||||||||||
149123BY6 | CATERPILLAR INC SENIOR CORP BND | 7,198,488.00 | 7,256,468.59 | 7,200,000.00 | 7,198,868.97 | 57,599.62 | 123.72 | — | — | 0.95 | 0.957 | JD | 18,050.00 | — | 6/21/2012 | 6/26/2015 | ||||||||||||||||
14912L4U2 | CATERPILLAR FINANCIAL SERVICES CORP BND | 4,219,068.00 | 4,210,406.08 | 4,200,000.00 | 4,207,049.72 | 3,356.36 | (1,737.04 | ) | — | — | 0.598 | 0.37 | JAJO | 6,209.24 | 7,055.21 | 7/12/2011 | 4/1/2014 | |||||||||||||||
14912L5J6 | CATERPILLAR FINANCIAL SERVICES SENIOR | 8,235,950.00 | 8,249,628.60 | 8,240,000.00 | 8,236,267.40 | 13,361.20 | 251.82 | — | — | 1.25 | 1.26 | MN | 41,486.11 | (14,598.61 | ) | 2/22/2013 | 11/6/2017 | |||||||||||||||
14912L5M9 | CATERPILLAR FINANCIAL SERVICES SENIOR | 7,000,000.00 | 7,006,089.86 | 7,000,000.00 | 7,000,000.00 | 6,089.86 | — | — | — | 0.527 | 0.527 | FMAN | 3,276.62 | — | 2/25/2013 | 2/26/2016 | ||||||||||||||||
14912L5N7 | CATERPILLAR FINANCIAL SERVICES SENIOR | 2,896,404.00 | 2,895,322.07 | 2,900,000.00 | 2,896,508.12 | (1,186.05 | ) | 104.12 | — | — | 0.7 | 0.742 | FA | 1,748.06 | — | 2/25/2013 | 2/26/2016 | |||||||||||||||
17275RAG7 | CISCO SYSTEMS INC CORP BND | 3,989,840.00 | 4,162,321.48 | 4,000,000.00 | 3,996,530.34 | 165,791.14 | 515.97 | — | — | 2.9 | 2.955 | MN | 43,177.78 | — | 11/9/2009 | 11/17/2014 | ||||||||||||||||
17275RAJ1 | CISCO SYSTEMS INC CORP BND | 509,680.00 | 506,075.94 | 500,000.00 | 503,710.28 | 2,365.66 | (961.35 | ) | — | — | 1.625 | 0.84 | MS | 383.68 | 4,062.50 | 9/12/2011 | 3/14/2014 | |||||||||||||||
17275RAL6 | CISCO SYSTEMS INC CORP BND | 8,300,000.00 | 8,322,908.75 | 8,300,000.00 | 8,300,000.00 | 22,908.75 | — | — | — | 0.531 | 0.559 | MJSD | 2,204.07 | 11,609.63 | 3/9/2011 | 3/14/2014 | ||||||||||||||||
172967FD8 | CITIGROUP INC CORP BND | 7,263,772.50 | 7,346,095.57 | 6,850,000.00 | 7,067,411.22 | 278,684.35 | (24,424.18 | ) | — | — | 4.75 | 3.198 | MN | 119,304.17 | — | 5/24/2011 | 5/19/2015 | |||||||||||||||
172967FH9 | CITIGROUP INC CORP BND | 5,734,954.68 | 5,933,824.81 | 5,486,000.00 | 5,677,484.39 | 256,340.42 | (16,731.03 | ) | — | — | 4.587 | 3.229 | JD | 74,094.83 | — | 5/16/2012 | 12/15/2015 | |||||||||||||||
172967FS5 | CITIGROUP INC CORP BND | 4,326,000.00 | 4,305,080.88 | 4,000,000.00 | 4,323,325.67 | (18,244.79 | ) | (2,674.33 | ) | — | — | 3.953 | 1.365 | JD | 46,557.56 | (42,604.56 | ) | 3/19/2013 | 6/15/2016 | |||||||||||||
172967GG0 | CITIGROUP INC SENIOR CORP BND | 1,993,720.00 | 1,996,916.96 | 2,000,000.00 | 1,993,924.00 | 2,992.96 | 204.00 | — | — | 1.25 | 1.361 | JJ | 5,625.00 | (3,194.44 | ) | 2/21/2013 | 1/15/2016 | |||||||||||||||
172967GP0 | CITIGROUP INC SENIOR CORP BND | 9,988,200.00 | 10,004,020.70 | 10,000,000.00 | 9,988,237.95 | 15,782.75 | 37.95 | — | — | 1.3 | 1.34 | AO | 1,444.44 | — | 3/22/2013 | 4/1/2016 | ||||||||||||||||
191216AL4 | COCA-COLA COMPANY (THE) CORP BND | 5,101,681.25 | 5,277,657.50 | 5,125,000.00 | 5,120,246.04 | 157,411.46 | 1,299.24 | — | — | 3.625 | 3.724 | MS | 8,256.95 | 160,557.30 | 2/22/2012 | 3/15/2014 | ||||||||||||||||
191216AP5 | COCA-COLA COMPANY (THE) CORP BND | 997,700.00 | 1,022,159.12 | 1,000,000.00 | 998,772.16 | 23,386.96 | 113.90 | — | — | 1.5 | 1.548 | MN | 5,666.67 | — | 11/4/2010 | 11/15/2015 | ||||||||||||||||
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 4,956,450.37 | 5,065,440.80 | 4,900,000.00 | 4,941,350.94 | 124,089.86 | (12,025.58 | ) | — | — | 1.8 | 1.649 | MS | 7,350.00 | 84,100.00 | 12/14/2011 | 9/1/2016 | |||||||||||||||
191216AX8 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 3,372,274.05 | 3,381,543.89 | 3,365,000.00 | 3,372,693.34 | 8,850.55 | (174.37 | ) | — | — | 0.75 | 0.631 | MS | 1,261.88 | 7,755.94 | 2/27/2013 | 3/13/2015 | |||||||||||||||
191216BA7 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 4,989,200.00 | 5,003,923.05 | 5,000,000.00 | 4,989,338.47 | 14,584.58 | 241.04 | — | — | 1.15 | 1.194 | AO | 4,152.78 | 3,194.44 | 2/28/2013 | 4/1/2018 | ||||||||||||||||
191219BV5 | COCA-COLA ENTERPRISES INC CORP BND | 2,263,968.00 | 2,241,829.32 | 2,100,000.00 | 2,240,820.22 | 1,009.10 | (18,091.10 | ) | — | — | 4.25 | 0.719 | MS | 7,437.50 | 44,625.00 | 12/4/2012 | 3/1/2015 | |||||||||||||||
19416QDW7 | COLGATE-PALMOLIVE CO CORP BND MTN | 4,433,134.50 | 4,461,039.43 | 4,450,000.00 | 4,440,898.16 | 20,141.27 | 1,386.16 | — | — | 0.6 | 0.727 | MN | 10,086.66 | — | 11/3/2011 | 11/15/2014 | ||||||||||||||||
20030NAB7 | COMCAST CORPORATION CORP BND | 5,868,400.00 | 5,513,034.45 | 5,000,000.00 | 5,372,029.85 | 141,004.60 | (50,499.58 | ) | — | — | 6.5 | 2.235 | JJ | 68,611.12 | 162,500.00 | 9/24/2010 | 1/15/2015 | |||||||||||||||
20030NAJ0 | COMCAST CORPORATION CORP BND | 4,575,020.00 | 4,504,553.84 | 4,000,000.00 | 4,519,622.38 | (15,068.54 | ) | (33,066.88 | ) | — | — | 5.85 | 0.832 | MN | 88,400.00 | (33,475.00 | ) | 2/25/2013 | 11/15/2015 | |||||||||||||
202795HH6 | COMMONWEALTH EDISON COMPANY SECURED CORP | 3,126,706.50 | 3,071,535.35 | 2,850,000.00 | 3,050,812.63 | 20,722.72 | (24,004.64 | ) | — | — | 4.7 | 1.191 | AO | 61,765.83 | — | 6/14/2012 | 4/15/2015 | |||||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 3,546,840.50 | 3,801,181.07 | 3,550,000.00 | 3,549,032.73 | 252,148.34 | 128.49 | — | — | 4.6 | 4.616 | JJ | 34,474.45 | 81,650.00 | 5/18/2009 | 1/15/2015 | ||||||||||||||||
20826FAB2 | CONOCOPHILLIPS CO SENIOR CORP BND | 4,865,113.35 | 4,861,838.80 | 4,885,000.00 | 4,865,820.32 | (3,981.52 | ) | 1,103.12 | — | — | 1.05 | 1.136 | JD | 16,242.63 | 10,580.21 | 2/14/2013 | 12/15/2017 | |||||||||||||||
209111EW9 | CONSOLIDATED EDISON CO OF NEW CORP BND | 436,497.60 | 419,726.47 | 400,000.00 | 408,731.28 | 10,995.19 | (2,106.21 | ) | — | — | 5.55 | 3.313 | AO | 11,100.00 | — | 10/29/2009 | 4/1/2014 | |||||||||||||||
209615CA9 | CONSOLIDATED NATURAL GAS CO CORP BND | 1,532,005.97 | 1,535,001.99 | 1,433,000.00 | 1,528,165.12 | 6,836.87 | (3,840.85 | ) | — | — | 5 | 0.97 | JD | 23,883.33 | (19,106.67 | ) | 3/4/2013 | 12/1/2014 | ||||||||||||||
22160KAE5 | COSTCO WHSLE CORP SENIOR CORP BND | 4,574,085.00 | 4,585,718.45 | 4,575,000.00 | 4,574,141.63 | 11,576.82 | 46.92 | — | — | 1.125 | 1.129 | JD | 16,298.44 | — | 12/28/2012 | 12/15/2017 | ||||||||||||||||
224044BM8 | COX COMMUNICATIONS INC CORP BND | 2,439,669.57 | 2,403,418.28 | 2,223,000.00 | 2,392,179.30 | 11,238.98 | (24,318.19 | ) | — | — | 5.45 | 0.942 | JD | 35,672.98 | — | 11/21/2012 | 12/15/2014 | |||||||||||||||
22546QAE7 | CREDIT SUISSE FIRST BOSTON CORP BND | E | 1,996,820.00 | 2,105,895.70 | 2,000,000.00 | 1,998,676.74 | 107,218.96 | 159.33 | — | — | 3.5 | 3.535 | MS | 1,555.56 | 35,000.00 | 3/18/2010 | 3/23/2015 | |||||||||||||||
22546QAH0 | CREDIT SUISSE NEW YORK NY CORP BND | E | 1,997,580.00 | 2,026,440.00 | 2,000,000.00 | 1,999,349.73 | 27,090.27 | 203.10 | — | — | 2.2 | 2.242 | JJ | 9,411.11 | 22,000.00 | 1/11/2011 | 1/14/2014 | |||||||||||||||
23311VAC1 | DCP MIDSTREAM OPERATING LP SENIOR CORP | 2,956,525.25 | 3,007,234.01 | 2,975,000.00 | 2,957,719.95 | 49,514.06 | 864.03 | — | — | 2.5 | 2.633 | JD | 25,618.06 | — | 11/19/2012 | 12/1/2017 |
233851AM6 | DAIMLER FINANCE NORTH AMERICA SENIOR | 2,000,000.00 | 2,007,619.94 | 2,000,000.00 | 2,000,000.00 | 7,619.94 | — | — | — | 1.085 | 1.249 | JAJO | 4,882.50 | 5,776.83 | 4/2/2012 | 4/10/2014 | ||||||||||||||||
233851AN4 | DAIMLER FINANCE NORTH AMERICA SENIOR | 7,062,140.00 | 7,077,402.57 | 7,000,000.00 | 7,059,594.82 | 17,807.75 | (2,821.58 | ) | — | — | 1.65 | 1.223 | AO | 54,862.50 | (30,937.50 | ) | 2/20/2013 | 4/10/2015 | ||||||||||||||
233851AQ7 | DAIMLER FINANCE NORTH AMERICA SENIOR | 5,989,080.00 | 6,021,120.78 | 6,000,000.00 | 5,991,466.42 | 29,654.36 | 890.48 | — | — | 1.3 | 1.362 | JJ | 13,216.66 | 39,000.00 | 7/25/2012 | 7/31/2015 | ||||||||||||||||
233851AU8 | DAIMLER FINANCE NORTH AMERICA SENIOR | 9,814,268.90 | 9,911,359.66 | 9,830,000.00 | 9,815,159.69 | 96,199.97 | 890.79 | — | — | 1.875 | 1.908 | JJ | 40,958.34 | (5,156.25 | ) | 2/11/2013 | 1/11/2018 | |||||||||||||||
235851AJ1 | DANAHER CORPORATION CORP BND | 1,400,000.00 | 1,400,601.99 | 1,400,000.00 | 1,400,000.00 | 601.99 | — | — | — | 0.532 | 0.496 | MJSD | 227.62 | 1,960.00 | 6/20/2011 | 6/21/2013 | ||||||||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 3,993,600.00 | 4,189,970.09 | 4,000,000.00 | 3,995,784.58 | 194,185.51 | 310.85 | — | — | 2.3 | 2.334 | JD | 25,044.45 | — | 6/20/2011 | 6/23/2016 | ||||||||||||||||
24422ERD3 | JOHN DEERE CAPITAL CORP CORP BND MTN | 1,900,780.90 | 1,901,197.08 | 1,900,000.00 | 1,900,112.13 | 1,084.95 | (96.06 | ) | — | — | 0.454 | 0.328 | JAJO | 1,821.04 | 2,380.44 | 7/7/2011 | 7/15/2013 | |||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 10,272,020.25 | 10,372,556.50 | 10,275,000.00 | 10,272,671.08 | 99,885.42 | 141.60 | — | — | 1.4 | 1.406 | MS | 6,393.33 | 71,925.00 | 2/22/2012 | 3/15/2017 | ||||||||||||||||
24422ERU5 | JOHN DEERE CAPITAL CORP CORP BND | 5,000,000.00 | 5,007,450.10 | 5,000,000.00 | 5,000,000.00 | 7,450.10 | — | — | — | 0.451 | 0.699 | JAJO | 4,134.17 | 5,944.86 | 6/26/2012 | 4/25/2014 | ||||||||||||||||
24422ERZ4 | JOHN DEERE CAPITAL CORP UNSECURED CORP | 634,326.90 | 634,008.88 | 635,000.00 | 634,368.68 | (359.80 | ) | 41.78 | — | — | 0.75 | 0.786 | JJ | 899.59 | — | 1/17/2013 | 1/22/2016 | |||||||||||||||
24422ESB6 | JOHN DEERE CAPITAL CORP CORP BND MTN | 4,988,450.00 | 5,023,043.80 | 5,000,000.00 | 4,988,577.44 | 34,466.36 | 127.44 | — | — | 1.3 | 1.348 | MS | 3,611.11 | — | 3/6/2013 | 3/12/2018 | ||||||||||||||||
24702RAP6 | DELL INC CORP BND | 3,767,192.00 | 3,700,000.00 | 3,700,000.00 | 3,742,686.18 | (42,686.18 | ) | (4,131.61 | ) | — | — | 3.1 | 2.697 | AO | 57,350.00 | 28,713.76 | 3/22/2013 | 4/1/2016 | ||||||||||||||
25459HAV7 | DIRECTV HOLDINGS LL/DIR TV FIN CORP BND | 5,665,268.75 | 5,796,125.12 | 5,525,000.00 | 5,642,781.91 | 153,343.21 | (5,013.83 | ) | — | — | 3.125 | 2.348 | FA | 22,061.63 | 53,168.41 | 2/21/2013 | 2/15/2016 | |||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC/DIRECTV F SENIOR | 12,368,532.75 | 12,469,491.50 | 11,745,000.00 | 12,288,113.10 | 181,378.40 | (45,020.09 | ) | — | — | 3.5 | 1.853 | MS | 34,256.25 | 205,537.50 | 10/16/2012 | 3/1/2016 | |||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC/DIRECTV F SENIOR | 2,996,986.10 | 3,081,885.00 | 3,000,000.00 | 2,997,557.93 | 84,327.07 | 145.21 | — | — | 2.4 | 2.422 | MS | 3,200.00 | 36,000.00 | 5/15/2012 | 3/15/2017 | ||||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP | 11,496,881.75 | 11,546,788.36 | 11,575,000.00 | 11,501,580.34 | 45,208.02 | 4,192.59 | — | — | 1.1 | 1.24 | JD | 42,795.35 | 2,752.91 | 2/11/2013 | 12/1/2017 | ||||||||||||||||
26138EAM1 | DR PEPPER SNAPPLE GROUP INC CORP BND | 1,423,418.25 | 1,499,017.98 | 1,425,000.00 | 1,424,093.23 | 74,924.75 | 77.32 | — | — | 2.9 | 2.924 | JJ | 8,724.17 | 20,662.50 | 1/6/2011 | 1/15/2016 | ||||||||||||||||
263534BQ1 | EI DU PONT DE NEMOURS & CO CORP BND | 2,202,898.00 | 2,194,782.09 | 1,900,000.00 | 2,192,993.97 | 1,788.12 | (9,904.03 | ) | — | — | 5.25 | 1.003 | JD | 29,370.83 | (16,347.92 | ) | 2/11/2013 | 12/15/2016 | ||||||||||||||
263534BU2 | EI DU PONT DE NEMOURS & CO CORP BND | 5,332,122.00 | 5,344,366.25 | 5,275,000.00 | 5,280,610.63 | 63,755.62 | (4,793.26 | ) | — | — | 5 | 4.628 | JJ | 55,680.55 | 131,875.00 | 12/21/2009 | 7/15/2013 | |||||||||||||||
263534CH0 | EI DU PONT DE NEMOURS & CO CORP BND | 11,692,469.20 | 11,708,621.27 | 11,660,000.00 | 11,675,301.51 | 33,319.76 | (3,840.94 | ) | — | — | 0.704 | 0.627 | MJSD | 1,596.35 | 21,043.06 | 6/25/2012 | 3/25/2014 | |||||||||||||||
264399EM4 | DUKE ENERGY CORP CORP BND | 5,868,267.80 | 5,682,058.89 | 5,095,000.00 | 5,639,094.89 | 42,964.00 | (53,037.87 | ) | — | — | 5.3 | 0.966 | AO | 135,017.50 | — | 3/1/2012 | 10/1/2015 | |||||||||||||||
26441CAE5 | DUKE ENERGY CORP CORP BND | 1,052,000.00 | 1,049,956.59 | 1,000,000.00 | 1,049,228.46 | 728.13 | (2,771.54 | ) | — | — | 3.35 | 0.862 | AO | 16,750.00 | (12,934.72 | ) | 2/14/2013 | 4/1/2015 | ||||||||||||||
26442EAB6 | DUKE ENERGY OHIO INC CORP BND | 774,868.25 | 777,704.75 | 775,000.00 | 774,991.96 | 2,712.79 | 34.07 | — | — | 2.1 | 2.105 | JD | 4,792.08 | 12,372.50 | 12/14/2009 | 6/15/2013 | ||||||||||||||||
26882PAS1 | ERAC USA FINANCE COMPANY CORP BND 144A | 1,640,475.00 | 1,640,384.45 | 1,500,000.00 | 1,562,363.24 | 78,021.21 | (7,137.67 | ) | — | — | 5.6 | 3.512 | MN | 35,000.00 | — | 5/27/2010 | 5/1/2015 | |||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228.00 | 854,747.89 | 825,000.00 | 822,660.57 | 32,087.32 | 131.57 | — | — | 2.4 | 2.472 | JD | 6,600.00 | — | 5/29/2012 | 6/1/2017 | ||||||||||||||||
278058DG4 | EATON CORPORATION CORP BND | 2,655,050.00 | 2,626,672.93 | 2,500,000.00 | 2,620,444.16 | 6,228.77 | (30,829.29 | ) | — | — | 5.95 | 0.935 | MS | 4,545.14 | 74,375.00 | 12/18/2012 | 3/20/2014 | |||||||||||||||
278642AB9 | EBAY INC. CORP BND | 5,854,861.76 | 5,950,903.34 | 5,808,000.00 | 5,859,647.10 | 91,256.24 | (73.27 | ) | — | — | 1.625 | 1.265 | AO | 43,519.67 | (14,715.28 | ) | 3/26/2013 | 10/15/2015 | ||||||||||||||
278642AG8 | EBAY INC. SENIOR CORP BND | 6,367,171.65 | 6,348,929.40 | 6,300,000.00 | 6,361,307.56 | (12,378.16 | ) | (3,464.05 | ) | — | — | 1.35 | 1.117 | JJ | 17,955.00 | 40,398.76 | 11/8/2012 | 7/15/2017 | ||||||||||||||
285661AD6 | HP ENTERPRISE SERVICES LLC CORP BND | 4,501,240.00 | 4,067,880.00 | 4,000,000.00 | 4,053,593.21 | 14,286.79 | (39,182.29 | ) | — | — | 6 | 1.985 | FA | 40,000.00 | 120,000.00 | 4/30/2010 | 8/1/2013 | |||||||||||||||
293791AN9 | ENTERPRISE PROD OPER LP CORP BND | 1,193,423.00 | 1,183,301.80 | 1,100,000.00 | 1,181,203.73 | 2,098.07 | (12,219.27 | ) | — | — | 5.6 | 0.765 | AO | 28,404.44 | (14,031.12 | ) | 1/2/2013 | 10/15/2014 | ||||||||||||||
293791AR0 | ENTERPRISE PROD OPER LP CORP BND | 4,324,320.00 | 4,311,206.68 | 4,000,000.00 | 4,319,821.56 | (8,614.88 | ) | (4,498.44 | ) | — | — | 5 | 0.784 | MS | 16,666.66 | (11,666.66 | ) | 3/19/2013 | 3/1/2015 | |||||||||||||
29379VAX1 | ENTERPRISE PROD OPER LP SENIOR CORP BND | 5,475,819.75 | 5,525,377.01 | 5,475,000.00 | 5,475,649.27 | 49,727.74 | (66.85 | ) | — | — | 1.25 | 1.245 | FA | 9,125.01 | 34,218.75 | 8/6/2012 | 8/13/2015 | |||||||||||||||
30219GAD0 | ARISTOTLE HOLDING INC SENIOR CORP BND | 4,067,024.68 | 4,295,053.44 | 4,100,000.00 | 4,068,688.44 | 226,365.00 | 1,663.76 | — | — | 2.65 | 1.732 | FA | 13,883.06 | 9,355.97 | 1/14/2013 | 2/15/2017 | ||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.50 | 353,410.92 | 350,000.00 | 349,267.16 | 4,143.76 | 39.22 | — | — | 2 | 2.049 | AO | 3,694.44 | — | 9/18/2012 | 10/1/2017 |
302570BC9 | NEXTERA ENERGY CAPITAL HOLDING CORP BND | 7,402,175.00 | 7,120,602.43 | 6,050,000.00 | 6,714,116.97 | 406,485.46 | (57,745.80 | ) | — | — | 7.875 | 3.581 | JD | 140,284.38 | — | 2/17/2010 | 12/15/2015 | |||||||||||||||
337738AH1 | FISERV INC CORP BND | 1,578,345.00 | 1,574,840.48 | 1,500,000.00 | 1,575,461.14 | (620.66 | ) | (2,883.86 | ) | — | — | 3.125 | 1.08 | AO | 23,437.50 | (18,880.21 | ) | 2/21/2013 | 10/1/2015 | |||||||||||||
337738AK4 | FISERV INC CORP BND | 527,600.00 | 526,032.22 | 500,000.00 | 527,150.11 | (1,117.89 | ) | (449.89 | ) | — | — | 3.125 | 1.386 | JD | 4,600.69 | (3,776.04 | ) | 3/7/2013 | 6/15/2016 | |||||||||||||
341099CQ0 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 4,772,675.81 | 4,762,790.40 | 4,771,000.00 | 4,772,938.61 | (10,148.21 | ) | 171.31 | — | — | 0.65 | 0.634 | MN | 11,284.74 | (4,777.50 | ) | 3/21/2013 | 11/15/2015 | ||||||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 2,834,467.50 | 2,856,298.30 | 2,850,000.00 | 2,836,038.90 | 20,259.40 | 747.81 | — | — | 1.375 | 1.489 | MS | 1,741.67 | 18,614.07 | 11/8/2012 | 9/15/2017 | ||||||||||||||||
35671DAW5 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,345,980.00 | 3,389,844.90 | 3,350,000.00 | 3,346,861.99 | 42,982.91 | 189.20 | — | — | 2.15 | 2.175 | MS | 6,002.09 | 36,012.50 | 2/8/2012 | 3/1/2017 | ||||||||||||||||
35671DBE4 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 4,919,508.00 | 4,936,281.51 | 4,920,000.00 | 4,919,513.80 | 16,767.71 | 5.80 | — | — | 2.375 | 2.377 | MS | 7,790.00 | — | 2/28/2013 | 3/15/2018 | ||||||||||||||||
361448AP8 | GATX CORP SENIOR CORP BND | 1,974,772.80 | 1,991,826.80 | 1,980,000.00 | 1,974,801.42 | 17,025.38 | 28.62 | — | — | 2.375 | 2.426 | JJ | 1,567.50 | — | 3/14/2013 | 7/30/2018 | ||||||||||||||||
369550AQ1 | GENERAL DYNAMICS CORP CORP BND | 1,149,579.40 | 1,139,156.86 | 1,090,000.00 | 1,142,671.90 | (3,515.04 | ) | (3,918.39 | ) | — | — | 2.25 | 0.76 | JJ | 5,177.50 | 12,262.50 | 10/18/2012 | 7/15/2016 | ||||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 12,377,310.88 | 12,365,832.47 | 12,463,000.00 | 12,382,830.41 | (16,997.94 | ) | 3,605.61 | — | — | 1 | 1.143 | MN | 50,198.20 | (4,932.69 | ) | 2/21/2013 | 11/15/2017 | ||||||||||||||
369604BE2 | GENERAL ELECTRIC CO SENIOR CORP BND | 2,774,250.75 | 2,783,561.57 | 2,775,000.00 | 2,774,368.86 | 9,192.71 | 111.47 | — | — | 0.85 | 0.859 | AO | 11,269.58 | 30,261.18 | 12/28/2012 | 10/9/2015 | ||||||||||||||||
36962G3T9 | GENERAL ELECTRIC CAP CORP CORP BND | 104,630.90 | 100,353.00 | 100,000.00 | 100,115.17 | 237.83 | (345.50 | ) | — | — | 4.8 | 3.387 | MN | 2,000.00 | — | 10/29/2009 | 5/1/2013 | |||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 261,337.50 | 303,466.28 | 250,000.00 | 258,044.40 | 45,421.88 | (261.45 | ) | — | — | 6 | 5.395 | FA | 2,250.00 | 7,500.00 | 10/29/2009 | 8/7/2019 | |||||||||||||||
36962G4T8 | GENERAL ELECTRIC CAP CORP CORP BND | 7,243,470.00 | 7,802,700.85 | 7,550,000.00 | 7,378,972.84 | 423,728.01 | 15,597.50 | — | — | 2.25 | 3.162 | MN | 67,006.26 | — | 2/22/2012 | 11/9/2015 | ||||||||||||||||
36962G5M2 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 1,648,284.00 | 1,691,576.43 | 1,650,000.00 | 1,648,972.45 | 42,603.98 | 141.08 | — | — | 2.15 | 2.186 | JJ | 8,080.41 | 17,737.50 | 12/28/2012 | 1/9/2015 | ||||||||||||||||
36962G6K5 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 10,011,950.00 | 9,998,281.90 | 10,000,000.00 | 10,012,059.07 | (13,777.17 | ) | (35.20 | ) | — | — | 1.6 | 1.573 | MN | 58,222.22 | (21,333.33 | ) | 2/21/2013 | 11/20/2017 | |||||||||||||
36962G6M1 | GENERAL ELECTRIC CAP CORP SECURED CORP | 1,265,636.06 | 1,265,821.99 | 1,258,000.00 | 1,265,302.07 | 519.92 | (333.99 | ) | — | — | 1 | 0.782 | JD | 3,808.94 | (2,201.50 | ) | 2/12/2013 | 12/11/2015 | ||||||||||||||
36962G6N9 | GENERAL ELECTRIC CAP CORP SECURED CORP | 2,000,000.00 | 2,016,660.00 | 2,000,000.00 | 2,000,000.00 | 16,660.00 | — | — | — | 0.881 | 0.899 | MJSD | 1,326.78 | 4,501.91 | 12/5/2012 | 12/11/2015 | ||||||||||||||||
36962G6R0 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 13,762,637.93 | 13,764,609.37 | 13,767,000.00 | 13,763,522.52 | 1,086.85 | 2,435.42 | — | — | 1 | 1.009 | JJ | 31,740.58 | 7,972.22 | 2/11/2013 | 1/8/2016 | ||||||||||||||||
370334BQ6 | GENERAL MILLS INC SENIOR CORP BND | 5,806,100.00 | 5,809,958.60 | 5,800,000.00 | 5,805,918.52 | 4,040.08 | (181.48 | ) | — | — | 0.601 | 0.565 | JAJO | 5,804.83 | (545.87 | ) | 2/26/2013 | 1/29/2016 | ||||||||||||||
373334JM4 | GEORGIA POWER COMPANY CORP BND | 13,105,434.50 | 12,015,693.50 | 11,650,000.00 | 11,897,235.03 | 118,458.47 | (104,420.65 | ) | — | — | 6 | 2.311 | MN | 291,250.00 | — | 4/9/2010 | 11/1/2013 | |||||||||||||||
373334JV4 | GEORGIA POWER COMPANY CORP BND | 3,399,082.00 | 3,612,894.30 | 3,400,000.00 | 3,399,419.66 | 213,474.64 | 44.84 | — | — | 3 | 3.006 | AO | 47,033.33 | — | 4/12/2011 | 4/15/2016 | ||||||||||||||||
373334KB6 | GEORGIA POWER COMPANY SENIOR CORP BND | 1,670,000.00 | 1,670,795.35 | 1,670,000.00 | 1,670,000.00 | 795.35 | — | — | — | 0.6 | 0.6 | MJSD | 473.25 | — | 3/12/2013 | 3/15/2016 | ||||||||||||||||
377372AC1 | GLAXOSK CAP INC CORP BND | 2,574,349.50 | 2,488,117.77 | 2,475,000.00 | 2,478,171.70 | 9,946.07 | (6,487.59 | ) | — | — | 4.85 | 3.776 | MN | 45,347.50 | — | 6/5/2009 | 5/15/2013 | |||||||||||||||
377372AD9 | GLAXOSK CAP INC CORP BND | 4,834,520.00 | 4,838,775.64 | 4,000,000.00 | 4,819,405.14 | 19,370.50 | (15,114.86 | ) | — | — | 5.65 | 1.483 | MN | 85,377.78 | (62,777.78 | ) | 2/20/2013 | 5/15/2018 | ||||||||||||||
377372AG2 | GLAXOSK CAP INC SENIOR CORP BND | 9,088,170.00 | 9,106,324.14 | 9,100,000.00 | 9,088,318.63 | 18,005.51 | 148.63 | — | — | 0.7 | 0.744 | MS | 2,300.28 | — | 3/13/2013 | 3/18/2016 | ||||||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC/THE CORP BND | 5,133,795.50 | 5,116,219.36 | 4,850,000.00 | 4,993,819.06 | 122,400.30 | (32,306.64 | ) | — | — | 6 | 3.191 | MN | 121,250.00 | — | 6/14/2012 | 5/1/2014 | |||||||||||||||
38141EA74 | GOLDMAN SACHS GROUP INC/THE CORP BND | 2,262,884.00 | 2,336,408.80 | 2,212,000.00 | 2,248,886.91 | 87,521.89 | (3,803.12 | ) | — | — | 3.7 | 2.949 | FA | 13,640.67 | 40,922.00 | 10/17/2012 | 8/1/2015 | |||||||||||||||
38141EB32 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 2,017,500.00 | 2,015,728.46 | 2,000,000.00 | 2,016,904.37 | (1,175.91 | ) | (595.63 | ) | — | — | 1.6 | 1.274 | MN | 11,377.78 | (8,266.67 | ) | 2/21/2013 | 11/23/2015 | |||||||||||||
38141EB40 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 5,032,650.00 | 5,024,499.90 | 5,000,000.00 | 5,030,573.64 | (6,073.74 | ) | (2,076.36 | ) | — | — | 1.289 | 0.941 | FMAN | 6,982.62 | 351.82 | 2/13/2013 | 11/21/2014 | ||||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC/THE CORP BND | 4,431,536.00 | 4,620,776.37 | 4,325,000.00 | 4,378,348.26 | 242,428.11 | (11,795.03 | ) | — | — | 5.125 | 4.4 | JJ | 46,794.09 | 187,347.23 | 1/19/2012 | 1/15/2015 | |||||||||||||||
38141GEE0 | GOLDMAN SACHS GROUP INC/THE CORP BND | 5,550,450.00 | 5,522,838.20 | 5,000,000.00 | 5,533,279.76 | (10,441.56 | ) | (17,170.24 | ) | — | — | 5.35 | 1.438 | JJ | 56,472.22 | (31,208.33 | ) | 2/22/2013 | 1/15/2016 | |||||||||||||
38141GGT5 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 1,374,023.75 | 1,433,036.45 | 1,375,000.00 | 1,374,310.45 | 58,726.00 | 78.90 | — | — | 3.3 | 3.325 | MN | 18,654.17 | — | 4/30/2012 | 5/3/2015 | ||||||||||||||||
38141GRC0 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 6,290,635.00 | 6,327,061.19 | 6,250,000.00 | 6,290,684.31 | 36,376.88 | 49.31 | — | — | 2.375 | 2.231 | JJ | 28,846.35 | (14,052.08 | ) | 3/28/2013 | 1/22/2018 |
38143USB8 | GOLDMAN SACHS GROUP INC/THE SENIOR CORP | 6,006,460.00 | 6,029,279.46 | 6,000,000.00 | 6,001,799.62 | 27,479.84 | (1,218.07 | ) | — | — | 1.296 | 1.269 | FMAN | 11,443.58 | 40,205.96 | 7/12/2011 | 2/7/2014 | |||||||||||||||
38143USC6 | GOLDMAN SACHS GROUP INC/THE CORP BND | 3,717,253.50 | 3,742,695.75 | 3,525,000.00 | 3,687,998.13 | 54,697.62 | (13,689.19 | ) | — | — | 3.625 | 1.951 | FA | 19,167.19 | 63,890.63 | 9/14/2012 | 2/7/2016 | |||||||||||||||
40414LAB5 | HCP CORP BND | 2,982,845.25 | 3,021,529.00 | 2,975,000.00 | 2,977,239.93 | 44,289.07 | (653.61 | ) | — | — | 2.7 | 2.608 | FA | 13,387.50 | 40,162.50 | 1/20/2011 | 2/1/2014 | |||||||||||||||
40428HPG1 | HSBC USA INC SENIOR CORP BND | 7,670,812.00 | 7,817,538.07 | 7,600,000.00 | 7,645,664.43 | 171,873.64 | (5,904.99 | ) | — | — | 2.375 | 2.046 | FA | 24,066.67 | 90,250.00 | 3/2/2012 | 2/13/2015 | |||||||||||||||
40428HPH9 | HSBC BANK USA INC SENIOR CORP BND | 6,072,582.60 | 6,081,891.29 | 6,090,000.00 | 6,073,502.93 | 8,388.36 | 826.28 | — | — | 1.625 | 1.684 | JJ | 27,764.48 | — | 12/13/2012 | 1/16/2018 | ||||||||||||||||
41283LAA3 | HARLEY-DAVIDSON FINANCIAL CORP BND 144A | 5,354,250.00 | 5,537,875.19 | 5,250,000.00 | 5,322,082.55 | 215,792.64 | (5,752.26 | ) | — | — | 3.875 | 3.381 | MS | 9,041.67 | 101,718.75 | 10/27/2011 | 3/15/2016 | |||||||||||||||
423074AJ2 | HEINZ H. J. COMPANY CORP BND | 3,203,550.00 | 3,036,780.00 | 3,000,000.00 | 3,040,843.94 | (4,063.94 | ) | (34,903.18 | ) | — | — | 5.35 | 0.641 | JJ | 33,883.33 | 80,250.00 | 1/31/2012 | 7/15/2013 | ||||||||||||||
423074AN3 | HEINZ H. J. COMPANY SENIOR CORP BND | 399,388.00 | 404,000.00 | 400,000.00 | 399,516.50 | 4,483.50 | 29.55 | — | — | 1.5 | 1.532 | MS | 500.00 | 3,000.00 | 2/28/2012 | 3/1/2017 | ||||||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 3,117,718.75 | 3,179,161.56 | 3,125,000.00 | 3,119,684.81 | 59,476.75 | 357.84 | — | — | 1.5 | 1.549 | MN | 19,531.25 | — | 3/22/2013 | 11/1/2016 | ||||||||||||||||
428236AT0 | HEWLETT-PACKARD CO CORP BND | 6,576,217.00 | 6,256,690.96 | 5,975,000.00 | 6,093,975.79 | 162,715.17 | (31,384.82 | ) | — | — | 6.125 | 3.889 | MS | 30,497.40 | 182,984.38 | 10/26/2009 | 3/1/2014 | |||||||||||||||
428236AV5 | HEWLETT-PACKARD CO CORP BND | 8,728,518.65 | 8,416,119.78 | 8,079,000.00 | 8,265,344.15 | 150,775.63 | (38,687.97 | ) | — | — | 4.75 | 2.733 | JD | 126,851.53 | — | 4/9/2010 | 6/2/2014 | |||||||||||||||
428236BJ1 | HEWLETT-PACKARD CO CORP BND | 8,105,000.00 | 8,060,746.86 | 8,105,000.00 | 8,105,000.00 | (44,253.14 | ) | — | — | — | 0.687 | 0.654 | FMAN | 4,946.57 | 14,396.52 | 5/25/2011 | 5/30/2014 | |||||||||||||||
428236BW2 | HEWLETT-PACKARD CO UNSEC CORP BND | 1,874,718.75 | 1,890,450.38 | 1,875,000.00 | 1,874,771.72 | 15,678.66 | 272.30 | — | — | 2.6 | 2.603 | MS | 2,166.67 | 44,597.22 | 3/7/2012 | 9/15/2017 | ||||||||||||||||
438516AY2 | HONEYWELL INTERNATIONAL INC CORP BND | 1,061,080.00 | 1,029,590.00 | 1,000,000.00 | 1,019,321.54 | 10,268.46 | (5,402.78 | ) | — | — | 3.875 | 1.642 | FA | 4,951.38 | 19,375.00 | 10/20/2011 | 2/15/2014 | |||||||||||||||
44923QAB0 | HYUNDAI CAPITAL AMERICA CORP BND 144A | 1,991,020.00 | 2,155,328.68 | 2,000,000.00 | 1,992,987.74 | 162,340.94 | 379.12 | — | — | 4 | 4.092 | JD | 25,111.11 | — | 12/1/2011 | 6/8/2017 | ||||||||||||||||
458140AH3 | INTEL CORP CORP BND | 1,797,246.00 | 1,862,055.59 | 1,800,000.00 | 1,798,060.51 | 63,995.08 | 131.69 | — | — | 1.95 | 1.982 | AO | 17,550.00 | — | 9/14/2011 | 10/1/2016 | ||||||||||||||||
458140AL4 | INTEL CORP SENIOR CORP BND | 4,994,700.00 | 5,008,222.95 | 5,000,000.00 | 4,995,013.15 | 13,209.80 | 255.96 | — | — | 1.35 | 1.372 | JD | 20,625.00 | — | 12/4/2012 | 12/15/2017 | ||||||||||||||||
459200GN5 | INTERNATIONAL BUSINESS MACHINE CORP BND | 1,250,026.50 | 1,161,641.25 | 1,125,000.00 | 1,141,411.68 | 20,229.57 | (7,407.47 | ) | — | — | 6.5 | 3.737 | AO | 33,718.75 | — | 6/11/2009 | 10/15/2013 | |||||||||||||||
459200GT2 | INTERNATIONAL BUSINESS MACHINE CORP BND | 3,291,708.00 | 3,307,821.00 | 3,300,000.00 | 3,299,020.15 | 8,800.85 | 693.95 | — | — | 1 | 1.086 | FA | 5,133.33 | 16,500.00 | 9/15/2010 | 8/5/2013 | ||||||||||||||||
459200GX3 | INTERNATIONAL BUSINESS MACHINE CORP BND | 2,598,825.00 | 2,594,814.68 | 2,500,000.00 | 2,596,612.63 | (1,797.95 | ) | (2,212.37 | ) | — | — | 1.95 | 0.764 | JJ | 9,343.75 | (5,687.50 | ) | 2/27/2013 | 7/22/2016 | |||||||||||||
459200HB0 | INTERNATIONAL BUSINESS MACHINE CORP BND | 5,122,023.50 | 5,157,914.06 | 5,150,000.00 | 5,131,191.41 | 26,722.65 | 2,491.18 | — | — | 0.55 | 0.749 | FA | 4,327.43 | 14,162.50 | 5/1/2012 | 2/6/2015 | ||||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 3,260,491.75 | 3,305,353.55 | 3,275,000.00 | 3,263,741.90 | 41,611.65 | 702.83 | — | — | 1.25 | 1.342 | FA | 6,254.33 | 20,468.75 | 2/22/2012 | 2/6/2017 | ||||||||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE SENIOR | 4,542,447.00 | 4,574,206.96 | 4,550,000.00 | 4,544,667.93 | 29,539.03 | 853.09 | — | — | 0.75 | 0.806 | MN | 13,270.83 | 7,250.00 | 5/8/2012 | 5/11/2015 | ||||||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR | 6,126,810.10 | 6,177,061.79 | 6,155,000.00 | 6,127,595.77 | 49,466.02 | 1,486.27 | — | — | 1.25 | 1.345 | FA | 11,139.93 | 10,096.88 | 2/5/2013 | 2/8/2018 | ||||||||||||||||
46623EJF7 | JPMORGAN CHASE & CO CORP BND MTN | 775,000.00 | 779,642.25 | 775,000.00 | 775,000.00 | 4,642.25 | — | — | — | 1.102 | 1.103 | JAJO | 1,589.49 | 17,078.83 | 1/14/2011 | 1/24/2014 | ||||||||||||||||
46623EJP5 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 6,995,100.00 | 7,119,651.36 | 7,000,000.00 | 6,996,751.50 | 122,899.86 | 515.81 | — | — | 1.875 | 1.899 | MS | 4,010.41 | 90,609.39 | 3/14/2012 | 3/20/2015 | ||||||||||||||||
46623EJS9 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 5,431,411.80 | 5,428,566.38 | 5,400,000.00 | 5,431,278.83 | (2,712.45 | ) | (132.97 | ) | — | — | 0.964 | 0.737 | JAJO | 10,989.60 | (10,411.20 | ) | 3/25/2013 | 10/15/2015 | |||||||||||||
46623EJU4 | JPMORGAN CHASE & CO SENIOR CORP BND | 12,135,298.50 | 12,173,785.21 | 12,150,000.00 | 12,135,752.10 | 38,033.11 | 453.60 | — | — | 1.125 | 1.166 | FA | 13,289.07 | — | 2/21/2013 | 2/26/2016 | ||||||||||||||||
46623EJV2 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 8,000,000.00 | 8,004,639.92 | 8,000,000.00 | 8,000,000.00 | 4,639.92 | — | — | — | 0.908 | 0.908 | FMAN | 6,861.20 | — | 2/21/2013 | 2/26/2016 | ||||||||||||||||
46625HCE8 | JPMORGAN CHASE & CO CORP BND | 182,024.50 | 187,438.94 | 175,000.00 | 177,692.80 | 9,746.14 | (332.79 | ) | — | — | 4.75 | 3.908 | MS | 692.71 | 4,156.25 | 10/29/2009 | 3/1/2015 | |||||||||||||||
46625HHB9 | JPMORGAN CHASE & CO CORP BND | 7,647,350.00 | 7,525,950.75 | 7,500,000.00 | 7,504,325.63 | 21,625.12 | (12,976.94 | ) | — | — | 4.75 | 4.045 | MN | 148,437.50 | — | 2/22/2012 | 5/1/2013 | |||||||||||||||
46625HHP8 | JPMORGAN CHASE & CO CORP BND | 10,689,530.00 | 11,015,508.74 | 10,500,000.00 | 10,619,190.07 | 396,318.67 | (16,137.13 | ) | — | — | 3.7 | 3.043 | JJ | 76,620.83 | 194,250.00 | 8/30/2012 | 1/20/2015 | |||||||||||||||
46625HHX1 | JPMORGAN CHASE & CO CORP BND | 7,486,460.00 | 7,438,379.62 | 7,000,000.00 | 7,471,283.91 | (32,904.29 | ) | (16,724.46 | ) | — | — | 3.45 | 1.097 | MS | 20,125.00 | 74,941.67 | 3/8/2013 | 3/1/2016 | ||||||||||||||
46625HJA9 | JPMORGAN CHASE & CO CORP BND | 6,650,970.00 | 6,696,047.52 | 6,325,000.00 | 6,629,872.32 | 66,175.20 | (15,480.78 | ) | — | — | 3.15 | 1.624 | JJ | 47,595.63 | 9,493.75 | 1/29/2013 | 7/5/2016 |
46625HJF8 | JPMORGAN CHASE & CO SENIOR CORP BND | 14,920,000.00 | 15,018,024.10 | 14,920,000.00 | 14,920,000.00 | 98,024.10 | — | — | — | 1.201 | 1.201 | JAJO | 32,851.35 | — | 1/17/2013 | 1/25/2018 | ||||||||||||||||
46625HJG6 | JPMORGAN CHASE & CO CORP BND | 4,996,650.00 | 5,022,127.15 | 5,000,000.00 | 4,996,767.25 | 25,359.90 | 117.25 | — | — | 1.8 | 1.814 | JJ | 16,500.00 | — | 1/17/2013 | 1/25/2018 | ||||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 133,954.03 | 125,000.00 | 123,358.07 | 10,595.96 | 48.39 | — | — | 2.95 | 3.15 | MS | 307.29 | 1,843.75 | 8/12/2010 | 9/1/2020 | ||||||||||||||||
478160AY0 | JOHNSON & JOHNSON SENIOR CORP BND | 526,270.00 | 523,835.53 | 500,000.00 | 521,934.03 | 1,901.50 | (1,725.75 | ) | — | — | 2.15 | 0.726 | MN | 4,061.11 | — | 8/13/2012 | 5/15/2016 | |||||||||||||||
48126EAA5 | JPMORGAN CHASE & CO SENIOR CORP BND | 6,987,470.00 | 7,131,506.90 | 7,000,000.00 | 6,988,929.56 | 142,577.34 | 592.68 | — | — | 2 | 2.038 | FA | 17,888.89 | 68,055.55 | 8/13/2012 | 8/15/2017 | ||||||||||||||||
487836BG2 | KELLOGG COMPANY SENIOR CORP BND | 2,646,899.50 | 2,671,084.83 | 2,650,000.00 | 2,647,792.14 | 23,292.69 | 255.21 | — | — | 1.125 | 1.165 | MN | 11,262.50 | — | 5/14/2012 | 5/15/2015 | ||||||||||||||||
487836BK3 | KELLOGG COMPANY SENIOR CORP BND | 1,200,000.00 | 1,201,367.77 | 1,200,000.00 | 1,200,000.00 | 1,367.77 | — | — | — | 0.522 | 0.522 | FMAN | 800.55 | — | 2/11/2013 | 2/13/2015 | ||||||||||||||||
494550BG0 | KINDER MORGAN ENERGY PARTNERS CORP BND | 1,149,793.00 | 1,228,786.57 | 1,150,000.00 | 1,149,873.07 | 78,913.50 | 10.18 | — | — | 3.5 | 3.504 | MS | 3,354.17 | 20,125.00 | 2/23/2011 | 3/1/2016 | ||||||||||||||||
50076QAK2 | KRAFT FOODS GROUP INC SENIOR CORP BND | 1,394,895.50 | 1,392,936.98 | 1,370,000.00 | 1,393,956.20 | (1,019.22 | ) | (939.30 | ) | — | — | 1.625 | 0.812 | JD | 7,235.31 | (5,302.92 | ) | 2/26/2013 | 6/4/2015 | |||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 3,718,985.96 | 3,863,214.78 | 3,725,000.00 | 3,719,277.40 | 143,937.38 | 291.44 | — | — | 2.25 | 1.396 | JD | 27,006.25 | (9,545.32 | ) | 1/16/2013 | 6/5/2017 | |||||||||||||||
565849AJ5 | MARATHON OIL CORP SENIOR CORP BND | 999,880.00 | 998,819.20 | 1,000,000.00 | 999,896.76 | (1,077.56 | ) | 9.94 | — | — | 0.9 | 0.904 | MN | 3,800.00 | — | 10/24/2012 | 11/1/2015 | |||||||||||||||
581557AY1 | MCKESSON CORP SENIOR CORP BND | 1,005,660.00 | 1,003,263.32 | 1,000,000.00 | 1,005,480.49 | (2,217.17 | ) | (179.51 | ) | — | — | 0.95 | 0.743 | JD | 3,087.50 | (2,216.67 | ) | 2/25/2013 | 12/4/2015 | |||||||||||||
585055AU0 | MEDTRONIC INC CORP BND | 526,905.00 | 521,573.26 | 500,000.00 | 526,090.63 | (4,517.37 | ) | (814.37 | ) | — | — | 2.625 | 0.833 | MS | 583.33 | 619.79 | 2/25/2013 | 3/15/2016 | ||||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825.00 | 3,453,534.18 | 3,450,000.00 | 3,444,836.60 | 8,697.58 | 11.60 | — | — | 1.375 | 1.406 | AO | 658.85 | — | 3/19/2013 | 4/1/2018 | ||||||||||||||||
589331AK3 | MERCK & CO INC CORP BND | 8,701,862.50 | 8,648,305.70 | 8,000,000.00 | 8,278,163.88 | 370,141.82 | (34,772.93 | ) | — | — | 4.75 | 2.871 | MS | 31,666.67 | 190,000.00 | 2/17/2010 | 3/1/2015 | |||||||||||||||
594918AB0 | MICROSOFT CORP CORP BND | 2,254,225.19 | 2,206,606.34 | 2,141,000.00 | 2,202,009.09 | 4,597.25 | (12,878.27 | ) | — | — | 2.95 | 0.499 | JD | 21,053.17 | — | 3/26/2012 | 6/1/2014 | |||||||||||||||
594918AG9 | MICROSOFT CORP CORP BND | 995,610.00 | 1,028,574.45 | 1,000,000.00 | 997,772.30 | 30,802.15 | 217.41 | — | — | 1.625 | 1.717 | MS | 270.83 | 8,125.00 | 9/22/2010 | 9/25/2015 | ||||||||||||||||
595620AD7 | MIDAMERICAN ENERGY HOLDINGS CO CORP BND | 14,515,750.75 | 14,074,713.19 | 13,255,000.00 | 13,713,562.72 | 361,150.47 | (73,950.24 | ) | — | — | 4.65 | 2.29 | AO | 308,178.75 | — | 11/8/2012 | 10/1/2014 | |||||||||||||||
6174467N3 | MORGAN STANLEY CORP BND | 2,400,983.75 | 2,504,134.47 | 2,375,000.00 | 2,388,243.86 | 115,890.61 | (1,361.79 | ) | — | — | 4 | 3.745 | JJ | 17,680.56 | 47,500.00 | 10/15/2010 | 7/24/2015 | |||||||||||||||
617446B99 | MORGAN STANLEY CORP BND | 469,255.00 | 498,849.99 | 500,000.00 | 494,122.38 | 4,727.61 | 1,854.87 | — | — | 0.605 | 2.096 | JAJO | 689.03 | 832.15 | 10/22/2009 | 1/9/2014 | ||||||||||||||||
61746BDG8 | MORGAN STANLEY SENIOR CORP BND | 8,733,462.50 | 8,810,249.70 | 8,750,000.00 | 8,733,983.51 | 76,266.19 | 498.52 | — | — | 1.75 | 1.815 | FA | 15,312.50 | 1,458.34 | 2/20/2013 | 2/25/2016 | ||||||||||||||||
61746BDH6 | MORGAN STANLEY SENIOR CORP BND | 1,550,000.00 | 1,556,603.16 | 1,550,000.00 | 1,550,000.00 | 6,603.16 | — | — | — | 1.538 | 1.538 | FMAN | 2,317.83 | — | 2/20/2013 | 2/25/2016 | ||||||||||||||||
61746SBQ1 | MORGAN STANLEY CORP BND | 2,851,710.00 | 2,950,230.09 | 3,000,000.00 | 2,919,307.12 | 30,922.97 | 7,663.55 | — | — | 0.784 | 1.841 | JAJO | 4,965.33 | 6,288.58 | 1/5/2011 | 10/15/2015 | ||||||||||||||||
61747WAE9 | MORGAN STANLEY CORP BND | 6,716,242.50 | 6,730,068.56 | 6,675,000.00 | 6,686,652.88 | 43,415.68 | (3,491.88 | ) | — | — | 1.902 | 1.69 | JAJO | 23,628.39 | 32,679.50 | 2/11/2011 | 1/24/2014 | |||||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 2,928,431.00 | 2,844,951.96 | 2,700,000.00 | 2,779,124.22 | 65,827.74 | (17,242.13 | ) | — | — | 6 | 3.302 | MN | 62,100.00 | — | 1/6/2011 | 5/13/2014 | |||||||||||||||
61747YCJ2 | MORGAN STANLEY CORP BND | 7,641,849.00 | 7,726,801.40 | 6,700,000.00 | 7,618,500.65 | 108,300.75 | (23,348.35 | ) | — | — | 5.625 | 3.259 | MS | 8,375.00 | 61,062.50 | 2/11/2013 | 9/23/2019 | |||||||||||||||
61747YDC6 | MORGAN STANLEY CORP BND | 10,800,000.00 | 10,805,832.11 | 10,800,000.00 | 10,800,000.00 | 5,832.11 | — | — | — | 1.281 | 1.3 | JAJO | 23,817.30 | 35,693.69 | 1/5/2012 | 4/29/2013 | ||||||||||||||||
61747YDD4 | MORGAN STANLEY CORP BND | 2,127,340.00 | 2,118,833.00 | 2,000,000.00 | 2,125,089.28 | (6,256.28 | ) | (2,250.72 | ) | — | — | 3.8 | 1.704 | AO | 32,088.89 | (27,866.67 | ) | 3/6/2013 | 4/29/2016 | |||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 5,481,600.00 | 5,512,047.95 | 5,000,000.00 | 5,468,311.81 | 43,736.14 | (15,417.77 | ) | — | — | 4.75 | 2.271 | MS | 5,937.50 | 92,008.16 | 2/13/2013 | 3/22/2017 | |||||||||||||||
63254AAC2 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 3,297,888.00 | 3,353,094.76 | 3,300,000.00 | 3,298,334.75 | 54,760.01 | 171.18 | — | — | 1.6 | 1.622 | FA | 7,920.00 | 26,400.00 | 7/26/2012 | 8/7/2015 | |||||||||||||||
63254AAF5 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 4,326,340.75 | 4,318,276.18 | 4,325,000.00 | 4,326,323.75 | (8,047.57 | ) | (17.00 | ) | — | — | 0.9 | 0.889 | JJ | 7,460.63 | (6,055.00 | ) | 3/13/2013 | 1/20/2016 | ||||||||||||
637071AL5 | NATIONAL OILWELL VARCO INC SENIOR CORP | 1,488,554.70 | 1,495,799.85 | 1,490,000.00 | 1,488,656.46 | 7,143.39 | 70.86 | — | — | 1.35 | 1.37 | JD | 7,319.63 | — | 11/15/2012 | 12/1/2017 | ||||||||||||||||
637432MP7 | NATIONAL RURAL UTILITIES COOP CORP BND | 2,462,145.40 | 2,488,629.58 | 2,470,000.00 | 2,465,153.03 | 23,476.55 | 644.09 | — | — | 1 | 1.108 | FA | 4,048.06 | 12,350.00 | 1/26/2012 | 2/2/2015 | ||||||||||||||||
63946BAB6 | NBCUNIVERSAL MEDIA LLC CORP BND | 577,289.62 | 574,660.10 | 542,000.00 | 567,591.22 | 7,068.88 | (2,994.00 | ) | — | — | 3.65 | 1.34 | AO | 8,297.87 | — | 6/7/2012 | 4/30/2015 |
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP | 6,254,687.50 | 6,230,124.94 | 6,250,000.00 | 6,254,670.43 | (24,545.49 | ) | (17.07 | ) | — | — | 0.965 | 0.95 | JAJO | 2,183.55 | (1,172.87 | ) | 3/20/2013 | 4/15/2018 | |||||||||||||
654740AD1 | NISSAN MOTOR ACCEPTANCE CORP UNSECURED | — | — | — | — | — | 40.21 | — | — | 1.8 | — | MS | (115.50 | ) | 1,617.00 | 3/11/2013 | 3/15/2018 | |||||||||||||||
665859AJ3 | NORTHERN TRUST CORPORATION CORP BND | 6,612,205.00 | 6,621,290.00 | 6,500,000.00 | 6,510,580.90 | 110,709.10 | (6,872.31 | ) | — | — | 5.5 | 5.056 | FA | 45,680.56 | 178,750.00 | 3/23/2009 | 8/15/2013 | |||||||||||||||
66989HAA6 | NOVARTIS CAPITAL CORP CORP BND | 1,623,326.25 | 1,675,765.00 | 1,625,000.00 | 1,624,686.82 | 51,078.18 | 87.83 | — | — | 4.125 | 4.148 | FA | 9,496.09 | 33,515.63 | 2/4/2009 | 2/10/2014 | ||||||||||||||||
66989HAC2 | NOVARTIS CAPITAL CORP CORP BND | 10,233,100.00 | 10,484,481.00 | 10,000,000.00 | 10,231,267.18 | 253,213.82 | (14,534.37 | ) | — | — | 2.9 | 1.743 | AO | 126,472.22 | (43,500.00 | ) | 2/7/2013 | 4/24/2015 | ||||||||||||||
68389XAD7 | ORACLE CORPORATION CORP BND | 3,148,866.00 | 3,154,882.50 | 3,150,000.00 | 3,149,990.59 | 4,891.91 | 60.50 | — | — | 4.95 | 4.958 | AO | 71,898.75 | — | 4/2/2008 | 4/15/2013 | ||||||||||||||||
68389XAF2 | ORACLE CORPORATION CORP BND | 5,306,790.00 | 5,210,144.05 | 5,000,000.00 | 5,205,616.01 | 4,528.04 | (40,056.74 | ) | — | — | 3.75 | 0.499 | JJ | 43,229.17 | 93,750.00 | 9/25/2012 | 7/8/2014 | |||||||||||||||
68389XAN5 | ORACLE CORPORATION SENIOR CORP BND | 9,319,634.30 | 9,346,691.92 | 9,340,000.00 | 9,320,856.09 | 25,835.83 | 830.14 | — | — | 1.2 | 1.247 | AO | 48,568.00 | (8,048.33 | ) | 2/7/2013 | 10/15/2017 | |||||||||||||||
69349LAH1 | PNC BANK NATIONAL ASSOCIATION SENIOR | 6,438,647.60 | 6,456,844.84 | 6,440,000.00 | 6,438,725.26 | 18,119.58 | 77.66 | — | — | 0.8 | 0.807 | JJ | 9,016.00 | — | 1/23/2013 | 1/28/2016 | ||||||||||||||||
69349LAJ7 | PNC BANK NATIONAL ASSOCIATION SENIOR | 5,655,000.00 | 5,658,274.99 | 5,655,000.00 | 5,655,000.00 | 3,274.99 | — | — | — | 0.611 | 0.611 | JAJO | 6,041.66 | — | 1/23/2013 | 1/28/2016 | ||||||||||||||||
69362BAS1 | PSE&G POWER LLC CORP BND | 1,099,885.31 | 1,127,938.00 | 1,000,000.00 | 1,059,988.80 | 67,949.20 | (4,027.19 | ) | — | — | 5.32 | 3.462 | MS | 2,364.44 | 26,600.00 | 9/15/2010 | 9/15/2016 | |||||||||||||||
69371RK70 | PACCAR FINANCIAL CORP UNSECURED CORP BND | 1,500,000.00 | 1,502,671.31 | 1,500,000.00 | 1,500,000.00 | 2,671.31 | — | — | — | 0.534 | 0.718 | MJSD | 600.86 | 2,106.00 | 6/5/2012 | 6/5/2014 | ||||||||||||||||
69371RL20 | PACCAR FINANCIAL CORP SENIOR CORP BND | 2,906,042.40 | 2,909,482.49 | 2,910,000.00 | 2,906,229.90 | 3,252.59 | 187.50 | — | — | 0.8 | 0.846 | FA | 3,427.33 | — | 2/5/2013 | 2/8/2016 | ||||||||||||||||
69371RL38 | PACCAR FINANCIAL CORP SENIOR CORP BND | 3,700,000.00 | 3,704,280.83 | 3,700,000.00 | 3,700,000.00 | 4,280.83 | — | — | — | 0.563 | 0.563 | FMAN | 3,008.92 | — | 2/5/2013 | 2/8/2016 | ||||||||||||||||
694308GD3 | PACIFIC GAS AND ELECTRIC CO CORP BND | 2,108,259.00 | 1,972,896.73 | 1,900,000.00 | 1,957,783.70 | 15,113.03 | (15,464.83 | ) | — | — | 4.8 | 1.444 | MS | 7,600.00 | 45,600.00 | 10/19/2010 | 3/1/2014 | |||||||||||||||
709599AG9 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 824,678.25 | 837,878.23 | 825,000.00 | 824,791.49 | 13,086.74 | 39.77 | — | — | 2.5 | 2.52 | JJ | 4,583.33 | 10,197.92 | 7/10/2012 | 7/11/2014 | ||||||||||||||||
709599AJ3 | PENSKE TRUCK LEASING COMPANY L SENIOR | 8,529,435.00 | 8,730,808.41 | 8,500,000.00 | 8,529,626.33 | 201,182.08 | (554.30 | ) | — | — | 2.5 | 2.376 | MS | 9,444.45 | 83,645.84 | 2/21/2013 | 3/15/2016 | |||||||||||||||
709599AL8 | PENSKE TRUCK LEASING COMPANY L SENIOR | 4,762,867.50 | 4,848,686.29 | 4,750,000.00 | 4,762,544.56 | 86,141.73 | (322.94 | ) | — | — | 2.875 | 2.821 | JJ | 28,071.19 | (2,795.14 | ) | 1/29/2013 | 7/17/2018 | ||||||||||||||
713448BK3 | PEPSICO INC CORP BND | 5,388,552.00 | 5,560,475.64 | 5,400,000.00 | 5,397,738.52 | 162,737.12 | 596.82 | — | — | 3.75 | 3.797 | MS | 16,875.01 | 101,250.00 | 2/25/2009 | 3/1/2014 | ||||||||||||||||
713448BQ0 | PEPSICO INC CORP BND | 3,998,240.00 | 4,011,759.60 | 4,000,000.00 | 3,999,664.11 | 12,095.49 | 146.17 | — | — | 0.875 | 0.89 | AO | 15,166.67 | — | 10/19/2010 | 10/25/2013 | ||||||||||||||||
713448BX5 | PEPSICO INC SENIOR CORP BND | 999,560.00 | 1,003,708.04 | 1,000,000.00 | 999,716.29 | 3,991.75 | 134.18 | — | — | 0.75 | 0.765 | MS | 541.67 | 15,760.83 | 2/29/2012 | 3/5/2015 | ||||||||||||||||
713448CE6 | PEPSICO INC SENIOR CORP BND | 4,798,320.00 | 4,796,382.20 | 4,800,000.00 | 4,798,368.59 | (1,986.39 | ) | 48.59 | — | — | 0.7 | 0.712 | FA | 2,893.33 | — | 2/25/2013 | 2/26/2016 | |||||||||||||||
713448CF3 | PEPSICO INC SENIOR CORP BND | 9,505,000.00 | 9,510,607.76 | 9,505,000.00 | 9,505,000.00 | 5,607.76 | — | — | — | 0.497 | 0.497 | FMAN | 4,195.71 | — | 2/25/2013 | 2/26/2016 | ||||||||||||||||
717081DA8 | PFIZER INC CORP BND | 555,530.00 | 545,319.45 | 500,000.00 | 522,413.89 | 22,905.56 | (2,746.23 | ) | — | — | 5.35 | 2.971 | MS | 1,188.89 | 13,375.00 | 2/17/2010 | 3/15/2015 | |||||||||||||||
718172AB5 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 6,108,095.00 | 6,158,443.12 | 6,125,000.00 | 6,124,532.10 | 33,911.02 | 935.77 | — | — | 4.875 | 4.938 | MN | 111,972.66 | — | 5/13/2008 | 5/16/2013 | ||||||||||||||||
718172AG4 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 11,795,398.50 | 11,281,454.03 | 10,625,000.00 | 11,151,363.76 | 130,090.27 | (76,452.00 | ) | — | — | 6.875 | 1.646 | MS | 28,407.12 | 203,719.63 | 3/4/2013 | 3/17/2014 | |||||||||||||||
718172AX7 | PHILIP MORRIS INTERNATIONAL IN SENIOR | 3,845,000.00 | 3,847,961.07 | 3,845,000.00 | 3,845,000.00 | 2,961.07 | — | — | — | 0.337 | 0.337 | FMAN | 1,008.12 | — | 2/26/2013 | 2/26/2015 | ||||||||||||||||
718546AE4 | PHILLIPS 66 SENIOR CORP BND | 3,273,920.30 | 3,349,668.46 | 3,275,000.00 | 3,274,039.40 | 75,629.06 | 138.63 | — | — | 1.95 | 0.894 | MS | 4,612.29 | 8,822.38 | 1/24/2013 | 3/5/2015 | ||||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 3,249,608.74 | 3,448,734.22 | 3,250,000.00 | 3,249,681.50 | 199,052.72 | (2,726.93 | ) | — | — | 2.95 | 1.542 | MN | 39,947.92 | (15,221.18 | ) | 1/24/2013 | 5/1/2017 | ||||||||||||||
74005PBE3 | PRAXAIR INC SENIOR CORP BND | 16,139,987.00 | 16,147,097.04 | 16,150,000.00 | 16,140,343.14 | 6,753.90 | 356.14 | — | — | 0.75 | 0.771 | FA | 13,458.33 | — | 2/13/2013 | 2/21/2016 | ||||||||||||||||
740189AK1 | PRECISION CASTPARTS CORP SENIOR CORP BND | 6,215,538.00 | 6,220,994.46 | 6,225,000.00 | 6,216,042.92 | 4,951.54 | 453.96 | — | — | 1.25 | 1.281 | JJ | 21,830.73 | — | 12/17/2012 | 1/15/2018 | ||||||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 1,026,420.00 | 1,024,738.69 | 1,000,000.00 | 1,025,922.23 | (1,183.54 | ) | 327.79 | — | — | 1.45 | 0.671 | FA | 1,852.78 | 34,276.39 | 3/5/2013 | 8/15/2016 | |||||||||||||||
742718DX4 | PROCTER & GAMBLE COMPANY CORP BND | 1,960,000.00 | 1,959,353.26 | 1,960,000.00 | 1,960,000.00 | (646.74 | ) | — | — | — | 0.216 | 0.451 | FMAN | 633.57 | 1,165.82 | 2/1/2012 | 2/6/2014 | |||||||||||||||
74456QAW6 | PUBLIC SERVICE ELECTRIC AND GA CORP BND | 549,021.00 | 573,218.32 | 550,000.00 | 549,569.74 | 23,648.58 | 49.70 | — | — | 2.7 | 2.739 | MN | 6,187.50 | — | 5/17/2010 | 5/1/2015 |
74456QAY2 | PUBLIC SERVICE ELECTRIC AND GA CORP BND | 7,818,200.25 | 7,855,291.21 | 7,825,000.00 | 7,821,804.21 | 33,487.00 | 568.85 | — | — | 0.85 | 0.88 | FA | 8,498.82 | 33,256.25 | 9/12/2011 | 8/15/2014 | ||||||||||||||||
761713AV8 | REYNOLDS AMERICAN INC SENIOR CORP BND | 748,942.50 | 749,878.29 | 750,000.00 | 749,088.49 | 789.80 | 86.44 | — | — | 1.05 | 1.098 | AO | 3,303.13 | — | 10/24/2012 | 10/30/2015 | ||||||||||||||||
78355HJR1 | RYDER SYSTEM INC. CORP BND MTN | 1,871,662.50 | 1,975,043.96 | 1,875,000.00 | 1,872,624.09 | 102,419.87 | 130.57 | — | — | 3.5 | 3.533 | JD | 21,875.00 | — | 5/17/2011 | 6/1/2017 | ||||||||||||||||
78355HJU4 | RYDER SYSTEM INC SENIOR CORP BND MTN | 4,994,450.00 | 5,020,669.15 | 5,000,000.00 | 4,994,531.36 | 26,137.79 | 81.36 | — | — | 2.35 | 2.37 | FA | 11,423.61 | — | 2/19/2013 | 2/26/2019 | ||||||||||||||||
78387GAP8 | AT&T INC CORP BND | 1,061,005.47 | 1,064,414.98 | 1,000,000.00 | 1,024,030.43 | 40,384.55 | (3,971.39 | ) | — | — | 5.1 | 3.392 | MS | 2,266.67 | 25,500.00 | 11/12/2010 | 9/15/2014 | |||||||||||||||
828807CM7 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 7,122,493.25 | 7,143,656.31 | 7,145,000.00 | 7,123,692.69 | 19,963.62 | 1,044.12 | — | — | 1.5 | 1.564 | FA | 30,961.67 | — | 12/10/2012 | 2/1/2018 | ||||||||||||||||
857477AJ2 | STATE STREET CORPORATION CORP BND | 5,000,000.00 | 5,011,694.90 | 5,000,000.00 | 5,000,000.00 | 11,694.90 | — | — | — | 0.631 | 0.66 | MJSD | 2,191.32 | 8,256.25 | 3/2/2011 | 3/7/2014 | ||||||||||||||||
863667AD3 | STRYKER CORP SENIOR CORP BND | 4,978,250.00 | 4,987,050.25 | 5,000,000.00 | 4,978,316.15 | 8,734.10 | 66.15 | — | — | 1.3 | 1.39 | AO | 1,083.33 | — | 3/20/2013 | 4/1/2018 | ||||||||||||||||
871829AP2 | SYSCO CORP CORP BND | 1,241,487.50 | 1,250,099.28 | 1,250,000.00 | 1,243,744.96 | 6,354.32 | 1,254.80 | — | — | 0.55 | 0.78 | JD | 2,081.60 | 2,397.85 | 6/6/2012 | 6/12/2015 | ||||||||||||||||
87612EAX4 | TARGET CORPORATION CORP BOND | 2,004,676.00 | 2,004,040.06 | 2,000,000.00 | 2,004,389.17 | (349.11 | ) | (286.83 | ) | — | — | 0.473 | 0.306 | JAJO | 1,918.28 | (1,103.67 | ) | 2/26/2013 | 7/18/2014 | |||||||||||||
882508AS3 | TEXAS INSTRUMENTS INC CORP BND | 4,225,000.00 | 4,227,027.88 | 4,225,000.00 | 4,225,000.00 | 2,027.88 | — | — | — | 0.47 | 0.58 | FMAN | 2,482.71 | 5,290.63 | 2/22/2012 | 5/15/2013 | ||||||||||||||||
882508AT1 | TEXAS INSTRUMENTS INC SENIOR CORP BND | 5,028,998.00 | 5,027,019.33 | 5,050,000.00 | 5,033,274.30 | (6,254.97 | ) | 1,696.65 | — | — | 0.45 | 0.593 | FA | 3,661.25 | 10,079.38 | 1/28/2013 | 8/3/2015 | |||||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC CORP BND | 648,869.00 | 673,004.75 | 650,000.00 | 649,221.97 | 23,782.78 | 54.54 | — | — | 2.25 | 2.287 | FA | 1,868.75 | 7,312.50 | 8/9/2011 | 8/15/2016 | ||||||||||||||||
88579YAD3 | 3M CO CORP BND | 5,032,167.00 | 5,193,712.22 | 5,075,000.00 | 5,044,740.28 | 148,971.94 | 2,087.95 | — | — | 1.375 | 1.551 | MS | 387.67 | 34,890.63 | 9/26/2011 | 9/29/2016 | ||||||||||||||||
88732JAV0 | TIME WARNER CABLE INC CORP BND | 9,960,678.00 | 9,843,966.24 | 9,400,000.00 | 9,733,846.19 | 110,120.05 | (44,330.28 | ) | — | — | 3.5 | 1.529 | FA | 54,833.34 | 164,500.00 | 9/25/2012 | 2/1/2015 | |||||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 3,481,835.00 | 3,623,873.86 | 3,500,000.00 | 3,487,250.91 | 136,622.95 | 878.46 | — | — | 2 | 2.11 | MS | 3,111.11 | 35,000.00 | 9/8/2011 | 9/15/2016 | ||||||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 7,530,550.00 | 7,665,004.95 | 7,500,000.00 | 7,532,298.74 | 132,706.21 | (398.91 | ) | — | — | 1.75 | 1.641 | MN | 47,031.25 | (10,572.92 | ) | 2/13/2013 | 5/22/2017 | ||||||||||||||
89233P6S0 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,991,950.00 | 4,999,185.20 | 5,000,000.00 | 4,992,129.35 | 7,055.85 | 179.35 | — | — | 1.25 | 1.286 | AO | 30,555.56 | (24,479.17 | ) | 2/21/2013 | 10/5/2017 | |||||||||||||||
89233P7H3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 2,595,000.00 | 2,595,025.92 | 2,595,000.00 | 2,595,000.00 | 25.92 | — | — | — | 0.472 | 0.472 | JAJO | 2,313.59 | — | 1/17/2013 | 1/23/2015 | ||||||||||||||||
900212AG6 | TURLOCK CORPORATION SENIOR CORP BND 144A | 1,173,719.25 | 1,177,400.80 | 1,175,000.00 | 1,173,808.14 | 3,592.66 | 60.60 | — | — | 1.5 | 1.523 | MN | 6,413.55 | — | 11/14/2012 | 11/2/2017 | ||||||||||||||||
904764AL1 | UNILEVER CAPITAL CORP SENIOR CORP BND | 845,520.00 | 843,846.80 | 800,000.00 | 844,347.73 | (500.93 | ) | (1,172.27 | ) | — | — | 2.75 | 0.784 | FA | 3,116.67 | (1,466.67 | ) | 2/27/2013 | 2/10/2016 | |||||||||||||
904764AN7 | UNILEVER CAPITAL CORP SENIOR CORP BND | 2,988,090.00 | 2,993,315.52 | 3,000,000.00 | 2,990,709.47 | 2,606.05 | 980.06 | — | — | 0.45 | 0.584 | JJ | 2,287.50 | 6,675.00 | 7/30/2012 | 7/30/2015 | ||||||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 8,102,912.00 | 8,146,627.91 | 8,200,000.00 | 8,115,436.10 | 31,191.81 | 4,699.22 | — | — | 0.85 | 1.094 | FA | 11,423.06 | 34,850.00 | 12/28/2012 | 8/2/2017 | ||||||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 12,414,426.00 | 12,203,234.80 | 11,800,000.00 | 11,961,720.76 | 241,514.04 | (39,253.09 | ) | — | — | 3.875 | 2.478 | AO | 228,625.01 | — | 12/14/2011 | 4/1/2014 | |||||||||||||||
91159HGX2 | US BANCORP CORP BND | 999,020.00 | 1,037,968.90 | 1,000,000.00 | 999,529.81 | 38,439.09 | 48.60 | — | — | 2.45 | 2.471 | JJ | 4,355.56 | 12,250.00 | 7/22/2010 | 7/27/2015 | ||||||||||||||||
91159HGY0 | US BANCORP CORP BND | 4,044,775.50 | 4,065,268.50 | 4,050,000.00 | 4,049,205.30 | 16,063.20 | 436.69 | — | — | 1.375 | 1.419 | MS | 2,784.38 | 27,843.75 | 9/8/2010 | 9/13/2013 | ||||||||||||||||
913017BU2 | UNITED TECH CORP SENIOR CORP BND | 9,706,645.10 | 10,009,743.11 | 9,715,000.00 | 9,707,989.51 | 301,753.60 | 400.19 | — | — | 1.8 | 1.818 | JD | 57,318.50 | — | 11/8/2012 | 6/1/2017 | ||||||||||||||||
913017BX6 | UNITED TECH CORP SENIOR CORP BND | 7,227,281.74 | 7,246,252.76 | 7,176,000.00 | 7,216,349.60 | 29,903.16 | (4,572.93 | ) | — | — | 0.787 | 0.691 | MJSD | 4,863.76 | 14,217.25 | 10/1/2012 | 6/1/2015 | |||||||||||||||
913017BY4 | UNITED TECH CORP SENIOR CORP BND | 7,046,562.00 | 7,106,011.50 | 7,000,000.00 | 7,044,755.05 | 61,256.45 | (2,237.64 | ) | — | — | 1.2 | 0.901 | JD | 28,000.00 | (7,800.00 | ) | 2/13/2013 | 6/1/2015 | ||||||||||||||
91913YAQ3 | VALERO ENERGY CORPORATION CORP BND | 1,531,485.00 | 1,598,056.88 | 1,500,000.00 | 1,513,071.40 | 84,985.48 | (1,691.35 | ) | — | — | 4.5 | 4.003 | FA | 11,250.00 | 33,750.00 | 5/20/2010 | 2/1/2015 | |||||||||||||||
92343VAC8 | VERIZON COMMUNICATIONS INC CORP BND | 2,261,852.00 | 2,250,544.74 | 2,000,000.00 | 2,258,463.77 | (7,919.03 | ) | (3,388.23 | ) | — | — | 5.55 | 0.973 | FA | 14,183.33 | (10,175.00 | ) | 3/13/2013 | 2/15/2016 | |||||||||||||
92343VAZ7 | VERIZON FLORIDA LLC CORP BND FRN | 7,198,746.98 | 7,219,705.67 | 7,181,000.00 | 7,192,185.84 | 27,519.83 | (2,783.34 | ) | — | — | 0.894 | 0.815 | MJSD | 712.99 | 16,516.30 | 10/10/2012 | 3/28/2014 | |||||||||||||||
92343VBA1 | VERIZON FLORIDA LLC CORP BND | 2,233,397.61 | 2,200,151.57 | 2,169,000.00 | 2,198,953.97 | 1,197.60 | (7,493.46 | ) | — | — | 1.95 | 0.548 | MS | 352.46 | 21,147.75 | 2/7/2012 | 3/28/2014 | |||||||||||||||
92343VBF0 | VERIZON FLORIDA LLC SENIOR CORP BND | 5,638,022.00 | 5,559,208.69 | 5,650,000.00 | 5,638,957.94 | (79,749.25 | ) | 1,026.47 | — | — | 1.1 | 1.144 | MN | 24,860.00 | 20,319.44 | 3/22/2013 | 11/1/2017 |
92343VBK9 | VERIZON FLORIDA LLC SENIOR CORP BND 144A | 12,000,000.00 | 11,995,319.88 | 12,000,000.00 | 12,000,000.00 | (4,680.12 | ) | — | — | — | 0.481 | 0.481 | MJSD | 4,009.17 | — | 3/4/2013 | 3/6/2015 | |||||||||||||||
92344GAW6 | VERIZON FLORIDA LLC CORP BND | 6,784,125.00 | 6,856,370.94 | 6,250,000.00 | 6,497,290.58 | 359,080.36 | (23,864.11 | ) | — | — | 4.9 | 3.21 | MS | 13,611.11 | 153,125.00 | 2/17/2010 | 9/15/2015 | |||||||||||||||
92344SAJ9 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 6,369,194.90 | 5,755,633.71 | 5,529,000.00 | 5,680,687.96 | 74,945.75 | (60,013.77 | ) | — | — | 7.375 | 2.885 | MN | 154,044.09 | — | 11/8/2012 | 11/15/2013 | |||||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 15,246,234.80 | 15,631,983.50 | 15,050,000.00 | 15,103,781.55 | 528,201.95 | (15,872.99 | ) | — | — | 5.55 | 5.104 | FA | 139,212.50 | 417,637.50 | 2/22/2012 | 2/1/2014 | |||||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR | 6,003,420.00 | 6,007,182.78 | 6,000,000.00 | 6,003,594.98 | 3,587.80 | 174.98 | — | — | 1.2 | 1.186 | JJ | 16,600.00 | (5,600.00 | ) | 2/27/2013 | 1/15/2018 | |||||||||||||||
92976WBA3 | WACHOVIA CORPORATION CORP BND MTN | 527,500.00 | 508,750.00 | 500,000.00 | 501,884.78 | 6,865.22 | (1,372.11 | ) | — | — | 5.7 | 4.556 | FA | 4,750.00 | 14,250.00 | 1/31/2008 | 8/1/2013 | |||||||||||||||
92976WBJ4 | WACHOVIA CORPORATION CORP BND MTN | 427,674.40 | 401,616.00 | 400,000.00 | 400,688.25 | 927.75 | (2,064.78 | ) | — | — | 5.5 | 3.389 | MN | 9,166.67 | — | 10/29/2009 | 5/1/2013 | |||||||||||||||
931142BY8 | WAL-MART STORES INC CORP BND | 4,448,840.00 | 4,353,143.32 | 4,000,000.00 | 4,363,121.53 | (9,978.21 | ) | (39,902.61 | ) | — | — | 4.5 | 0.443 | JJ | 45,000.00 | 90,000.00 | 9/13/2012 | 7/1/2015 | ||||||||||||||
931142CR2 | WAL-MART STORES INC CORP BND | 993,090.00 | 1,046,257.40 | 1,000,000.00 | 997,110.96 | 49,146.44 | 343.96 | — | — | 2.875 | 3.025 | AO | 14,375.00 | — | 3/24/2010 | 4/1/2015 | ||||||||||||||||
931142CT8 | WAL-MART STORES INC CORP BND | 4,188,920.00 | 4,160,865.16 | 4,000,000.00 | 4,135,914.70 | 24,950.46 | (14,737.90 | ) | — | — | 2.25 | 0.738 | JJ | 20,750.00 | 45,000.00 | 5/3/2012 | 7/8/2015 | |||||||||||||||
931142CX9 | WAL-MART STORES INC CORP BND | 1,665,938.25 | 1,715,657.14 | 1,675,000.00 | 1,670,259.16 | 45,397.98 | 446.19 | — | — | 1.5 | 1.613 | AO | 10,887.50 | — | 10/18/2010 | 10/25/2015 | ||||||||||||||||
931142DC4 | WAL-MART STORES INC CORP BND | 1,664,281.50 | 1,647,879.82 | 1,550,000.00 | 1,649,907.94 | (2,028.12 | ) | (8,034.91 | ) | — | — | 2.8 | 0.654 | AO | 20,012.22 | — | 10/17/2012 | 4/15/2016 | ||||||||||||||
931422AD1 | WALGREEN CO CORP BND | 4,357,893.75 | 4,436,862.50 | 4,375,000.00 | 4,373,732.44 | 63,130.06 | 922.16 | — | — | 4.875 | 4.963 | FA | 35,546.88 | 106,640.63 | 7/14/2008 | 8/1/2013 | ||||||||||||||||
949746NA5 | WELLS FARGO & COMPANY CORP BND | 253,705.26 | 256,020.84 | 257,000.00 | 254,264.87 | 1,755.97 | 258.51 | — | — | 0.501 | 1.061 | JAJO | 225.10 | 333.43 | 9/13/2012 | 10/28/2015 | ||||||||||||||||
94974BEU0 | WELLS FARGO & COMPANY CORP BND | 5,656,604.00 | 5,866,865.15 | 5,550,000.00 | 5,611,338.68 | 255,526.47 | (7,251.14 | ) | — | — | 3.625 | 3.057 | AO | 92,769.80 | — | 1/5/2012 | 4/15/2015 | |||||||||||||||
94974BEZ9 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,992,320.00 | 3,164,946.45 | 3,000,000.00 | 2,994,224.06 | 170,722.39 | 366.31 | — | — | 2.625 | 2.68 | JD | 23,187.50 | — | 12/5/2011 | 12/15/2016 | ||||||||||||||||
94974BFA3 | WELLS FARGO & COMPANY CORP BND | 8,853,380.00 | 8,898,393.77 | 8,800,000.00 | 8,841,219.58 | 57,174.19 | (5,383.50 | ) | — | — | 1.25 | 0.996 | FA | 14,666.67 | 55,000.00 | 10/2/2012 | 2/13/2015 | |||||||||||||||
94974BFE5 | WELLS FARGO & COMPANY SENIOR CORP BND | 22,597,445.87 | 22,878,695.66 | 22,526,000.00 | 22,597,353.06 | 281,342.60 | (3,159.45 | ) | — | — | 1.5 | 1.356 | JJ | 84,472.50 | 124,369.33 | 2/13/2013 | 7/1/2015 | |||||||||||||||
94974BFF2 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,231,519.40 | 2,228,753.98 | 2,200,000.00 | 2,229,850.37 | (1,096.39 | ) | (1,669.03 | ) | — | — | 1.205 | 0.627 | MJSD | 441.69 | 3,006.66 | 2/11/2013 | 6/26/2015 | ||||||||||||||
94974BFG0 | WELLS FARGO & COMPANY SENIOR CORP BND | 3,992,800.00 | 3,993,749.40 | 4,000,000.00 | 3,993,159.74 | 589.66 | 341.27 | — | — | 1.5 | 1.537 | JJ | 15,833.33 | — | 12/18/2012 | 1/16/2018 | ||||||||||||||||
959802AQ2 | WESTERN UNION CO/THE SENIOR CORP BND | 2,041,237.20 | 2,050,207.51 | 2,045,000.00 | 2,041,611.53 | 8,595.98 | 300.80 | — | — | 2.375 | 2.439 | JD | 14,975.36 | — | 12/5/2012 | 12/10/2015 | ||||||||||||||||
959802AR0 | WESTERN UNION CO/THE SENIOR CORP BND | 4,975,300.00 | 5,037,384.80 | 5,000,000.00 | 4,976,720.78 | 60,664.02 | 1,141.70 | — | — | 2.875 | 2.982 | JD | 44,322.92 | — | 12/5/2012 | 12/10/2017 | ||||||||||||||||
983024AE0 | WYETH CORP BND | 4,571,377.50 | 4,322,930.50 | 4,150,000.00 | 4,314,270.32 | 8,660.18 | (67,765.11 | ) | — | — | 5.5 | 0.746 | FA | 38,041.66 | 325,569.45 | 3/26/2012 | 2/1/2014 | |||||||||||||||
984121CF8 | XEROX CORPORATION SENIOR CORP BND | 1,298,375.00 | 1,339,041.46 | 1,300,000.00 | 1,298,695.54 | 40,345.92 | 103.72 | — | — | 2.95 | 2.977 | MS | 1,704.44 | 34,939.06 | 3/8/2012 | 3/15/2017 | ||||||||||||||||
98978VAD5 | ZOETIS INC SENIOR CORP BND 144A | 5,025,650.00 | 5,026,997.40 | 5,000,000.00 | 5,024,817.39 | 2,180.01 | (819.21 | ) | — | — | 1.15 | 0.972 | FA | 10,062.50 | (2,484.32 | ) | 2/20/2013 | 2/1/2016 | ||||||||||||||
98978VAF0 | ZOETIS INC SENIOR CORP BND 144A | 4,687,326.70 | 4,722,721.80 | 4,690,000.00 | 4,687,413.06 | 35,308.74 | 86.36 | — | — | 1.875 | 1.887 | FA | 15,389.07 | — | 1/16/2013 | 2/1/2018 | ||||||||||||||||
BRS1D0A10 | SUNGARD DATA SYST INC. TERM LOAN | 875,281.01 | 901,731.29 | 895,485.28 | 887,803.68 | 13,927.61 | 8,259.69 | — | — | — | 0.933 | FMAN | — | 14,991.59 | 9/30/2011 | 00/00/0000 | ||||||||||||||||
BRS29NQV0 | HELIX ENERGY SOLUTIONS TERM LOAN | — | — | — | — | — | 547.16 | — | — | — | — | JAJO | — | 6,822.86 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS38FMB4 | UNITED AIR LINES INC. TERM LOAN | — | — | — | — | — | 3,190.94 | — | — | — | — | FMAN | — | 7,960.92 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS3FZ588 | MITCHELL INTERNATIONAL INC SENIOR | 2,686,309.61 | 2,695,268.45 | 2,686,309.61 | 2,686,309.61 | 8,958.84 | — | — | — | — | — | MJSD | — | 5,704.01 | 2/5/2013 | 3/28/2016 | ||||||||||||||||
BRS448NT2 | COMMUNITY HLTH SYST INC TERM LOAN | — | — | — | — | — | 1,283.98 | — | — | — | — | JAJO | — | 592.00 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS4QJJM4 | DOLLAR GENERAL CORP LN1 TERM LOAN | 2,000,000.00 | 2,011,590.00 | 2,000,000.00 | 2,000,000.00 | 11,590.00 | — | — | — | — | — | JAJO | — | 14,286.88 | 6/21/2011 | 00/00/0000 | ||||||||||||||||
BRS4QJKV2 | FREESCALE SEMICONDUCTOR INC. TERM LOAN | — | — | — | — | — | 45,430.79 | — | — | — | — | MJSD | — | 49,787.63 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS5BXCY7 | ALLISON TRANSMISSION INC LN1 TERM LOAN | — | — | — | — | — | 851.77 | — | — | — | — | FMAN | — | 1,772.05 | 00/00/0000 | 00/00/0000 |
BRS5NEVC3 | SEQUA CORP TERM LOAN | — | — | — | — | — | — | — | — | — | — | MJSD | — | 7,560.00 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS8ABJG2 | CABLEVISION SYSTEMS CORPORATIO TERM LOAN | 4,849,488.63 | 4,903,321.58 | 4,869,091.86 | 4,855,359.34 | 47,962.24 | 1,087.50 | — | — | — | 0.092 | FMAN | — | 25,319.37 | 12/2/2011 | 00/00/0000 | ||||||||||||||||
BRS8CFLV5 | SUNGARD DATA SYST INC. TERM LOAN | — | — | — | — | — | 12,363.16 | — | — | — | — | FMAN | — | 3,859.92 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS8R3U20 | HUNTSMAN INTL LLC TERM LOAN | 5,825,816.32 | 5,910,200.82 | 5,877,551.02 | 5,844,880.35 | 65,320.47 | 2,471.17 | — | — | — | 0.169 | FMAN | — | 42,273.24 | 5/13/2011 | 00/00/0000 | ||||||||||||||||
BRS9LY573 | CINEMARK USA INC TERM LOAN | — | — | — | — | — | — | — | — | — | — | JAJO | — | 5,037.01 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS9NN9D8 | CHARTER COMMUNICATIONS HOLDING TERM LOAN | 1,024,625.72 | 1,090,512.19 | 1,082,125.72 | 1,042,570.16 | 47,942.03 | 2,467.63 | — | — | — | 1.07 | MJSD | — | 23,192.52 | 8/15/2011 | 00/00/0000 | ||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 216,407.28 | 217,727.60 | 215,973.89 | 216,276.51 | 1,451.09 | (22.49 | ) | — | — | — | 0.587 | JAJO | — | 3,660.52 | 11/1/2011 | 00/00/0000 | |||||||||||||||
BRS9PGR33 | ARAMARK CORPORATION LOAN TERM | 3,184,500.77 | 3,310,692.40 | 3,284,026.11 | 3,211,771.38 | 98,921.02 | 5,271.15 | — | — | — | 0.652 | JAJO | — | 27,906.37 | 8/19/2011 | 00/00/0000 | ||||||||||||||||
BRS9SHAY8 | HCA-THE HEALTHCARE CO LN1 TERM LOAN | 3,651,562.50 | 3,787,500.00 | 3,750,000.00 | 3,666,288.30 | 121,211.70 | 5,559.04 | — | — | — | 0.557 | FMAN | — | 60,376.29 | 6/28/2012 | 3/31/2017 | ||||||||||||||||
BRS9U2FN7 | CABLEVISION SYSTEMS CORPORATIO TERM LOAN | 1,370,278.45 | 1,482,737.08 | 1,473,417.71 | 1,405,391.68 | 77,345.40 | 5,648.96 | — | — | — | 1.563 | FMAN | — | 27,154.44 | 8/11/2011 | 3/29/2016 | ||||||||||||||||
BRS9W7N54 | MCC IOWA LLC TERM LOAN | 1,935,250.60 | 1,967,755.05 | 1,949,874.70 | 1,939,766.07 | 27,988.98 | 571.96 | — | — | — | 0.112 | MJSD | — | 21,259.42 | 12/17/2010 | 00/00/0000 | ||||||||||||||||
BRS9XUH75 | LIVE NATION ENTERTAINMENT INC TERM LOAN | 538,124.92 | 546,237.36 | 540,829.07 | 538,504.84 | 7,732.52 | 165.88 | — | — | — | 0.118 | FMAN | — | 5,896.64 | 8/29/2012 | 11/3/2016 | ||||||||||||||||
BRS9YEPB2 | UPC FINANCING PARTNERSHIP TERM LOAN | 1,992,500.00 | 2,014,750.00 | 2,000,000.00 | 1,994,577.04 | 20,172.96 | 283.48 | — | — | — | 0.056 | JAJO | — | 18,130.20 | 5/27/2011 | 00/00/0000 | ||||||||||||||||
BRSABN7U2 | DEAN FOODS CO. SENIOR SECURED TERM LOAN | — | — | — | — | — | 4,820.03 | — | — | — | — | MJSD | — | 3,429.93 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAGFDE3 | CHEMTURA CORPORATION SECURED TERM LOAN | — | — | — | — | — | — | — | — | — | — | FMAN | — | 1,173.33 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAHW6G8 | LAS VEGAS SANDS LLC TERM LOAN | — | — | — | — | — | 75.90 | — | — | — | — | FMAN | — | 670.49 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAHW876 | LAS VEGAS SANDS LLC TERM LOAN | — | — | — | — | — | 432.00 | — | — | — | — | FMAN | — | 3,756.06 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAUE236 | DAVITA HEALTHCARE PARTNERS INC TERM LOAN | 4,934,493.68 | 5,008,586.26 | 4,949,367.08 | 4,937,137.01 | 71,449.25 | 874.61 | — | — | — | 0.069 | JAJO | — | 53,962.03 | 6/15/2012 | 10/20/2016 | ||||||||||||||||
BRSAWQ120 | UNIVISION COMMUN INC. TERM LOAN | 2,711,140.62 | 2,861,444.49 | 2,843,671.54 | 2,738,638.60 | 122,805.89 | 54,123.53 | — | — | — | 0.923 | MJSD | — | 44,692.55 | 11/15/2012 | 3/31/2017 | ||||||||||||||||
BRSAZTC86 | COMMUNITY HLTH SYST INC TERM LOAN | 7,730,573.15 | 7,891,786.45 | 7,799,171.29 | 7,751,757.51 | 140,028.94 | 3,030.44 | — | — | — | 0.157 | JAJO | — | 74,232.78 | 8/9/2012 | 1/25/2017 | ||||||||||||||||
BRSB5UM91 | TW TELECOM INC TERM LOAN | 974,026.00 | 979,017.88 | 974,026.00 | 974,026.00 | 4,991.88 | — | — | — | — | — | MJSD | — | 8,174.60 | 1/18/2011 | 00/00/0000 | ||||||||||||||||
BRSB98L97 | CENVEO CORP TERM LOAN | 401,713.63 | 407,222.85 | 405,196.87 | 402,670.07 | 4,552.78 | 173.56 | — | — | — | 0.166 | MJSD | — | 7,109.05 | 11/1/2011 | 12/21/2016 | ||||||||||||||||
BRSB9FG89 | ADVANTAGE SALES & MARKETING IN TERM LOAN | 3,646,892.69 | 3,757,681.56 | 3,710,136.17 | 3,660,439.70 | 97,241.86 | 2,598.00 | — | — | — | 0.281 | MJSD | — | 63,533.91 | 6/15/2012 | 12/18/2017 | ||||||||||||||||
BRSB9YU33 | AMC ENTERTAINMENT INC. TERM LOAN | 564,942.19 | 608,308.64 | 602,604.98 | 574,999.87 | 33,308.77 | 1,845.74 | — | — | — | 1.247 | JAJO | — | 6,205.93 | 9/6/2011 | 00/00/0000 | ||||||||||||||||
BRSBAXKS9 | REMY INTERNATIONAL INC TERM LOAN | 1,101,819.26 | 1,145,164.30 | 1,130,563.08 | 1,110,160.59 | 35,003.71 | 1,404.76 | — | — | — | 0.484 | MJSD | — | 19,094.58 | 9/29/2011 | 00/00/0000 | ||||||||||||||||
BRSBBKBD9 | UCI INTERNATIONAL TL B TERM LOAN | 165,786.27 | 167,081.89 | 165,786.27 | 165,786.27 | 1,295.62 | — | — | — | — | — | JAJO | — | 2,214.40 | 1/20/2011 | 00/00/0000 | ||||||||||||||||
BRSBDPXK6 | JPMORGAN CHASE & CO CORP BND EMTN | O | 497,549.09 | 499,101.27 | 300,000.00 | 492,830.01 | 6,271.26 | (868.90 | ) | — | (23,652.75 | ) | 4.25 | 3.407 | JJ | 3,385.29 | 9,864.36 | 11/9/2011 | 1/25/2017 | |||||||||||||
BRSBGXH81 | DEL MONTE FOODS CO TERM LOAN | 4,169,905.51 | 4,253,906.97 | 4,208,851.22 | 4,177,970.57 | 75,936.40 | 1,502.62 | — | — | — | 0.145 | MJSD | 1,241.20 | 62,766.08 | 7/27/2012 | 3/8/2018 | ||||||||||||||||
BRSBH14P6 | HOUGHTON INTERNATIONAL INC LN1 TERM LOAN | 987,525.00 | 1,014,647.03 | 997,500.00 | 988,238.76 | 26,408.27 | 738.76 | — | — | — | 0.325 | JAJO | — | 11,850.74 | 12/13/2012 | 1/29/2016 | ||||||||||||||||
BRSBH1FB5 | TWCC HOLDING CORP TERM LOAN | 4,719,865.33 | 4,863,939.13 | 4,791,208.59 | 4,738,270.67 | 125,668.46 | 3,321.82 | — | — | — | 0.281 | FMAN | — | 26,018.93 | 6/1/2012 | 2/13/2017 | ||||||||||||||||
BRSBH8VK2 | VERTAFORE INC TERM LOAN | 2,934,676.36 | 2,978,934.40 | 2,942,157.43 | 2,936,268.11 | 42,666.29 | 435.57 | — | — | — | 0.059 | FMAN | — | 53,588.40 | 3/13/2012 | 7/29/2016 | ||||||||||||||||
BRSBHFX32 | AXCAN INTER HLDG TERM LOAN | 4,388,002.06 | 4,494,887.05 | 4,448,181.15 | 4,399,009.34 | 95,877.71 | 3,321.27 | — | — | — | 0.283 | FMAN | — | 59,274.94 | 5/18/2012 | 2/10/2017 | ||||||||||||||||
BRSBHPM99 | TRANSUNION CORP TERM LOAN | 2,816,050.74 | 2,949,578.24 | 2,904,800.74 | 2,837,304.36 | 112,273.88 | 3,365.75 | — | — | — | 0.476 | MJSD | — | 35,978.93 | 8/29/2011 | 2/12/2018 | ||||||||||||||||
BRSBK2348 | GYMBOREE CORP TERM LOAN | 2,306,473.92 | 2,372,454.12 | 2,441,776.14 | 2,334,565.34 | 37,888.78 | 5,200.99 | — | — | — | 0.896 | FMAN | — | 30,861.34 | 8/24/2012 | 2/23/2018 |
BRSBK71J6 | SEAWORLD PARKS & ENTERTAINMENT LN1 TERM | 1,443,869.30 | 1,453,492.69 | 1,443,869.30 | 1,443,869.30 | 9,623.39 | — | — | — | — | — | MJSD | — | 13,993.68 | 8/15/2012 | 8/17/2017 | ||||||||||||||||
BRSBK9AU7 | TRANSDIGM GROUP INC TERM LOAN | 4,719,773.34 | 4,845,309.71 | 4,828,410.27 | 4,750,117.98 | 95,191.73 | 4,894.93 | — | — | — | 0.414 | FMAN | — | 40,553.52 | 2/25/2013 | 2/14/2017 | ||||||||||||||||
BRSBLLNC5 | REGAL CINEMAS CORP | 4,803,614.72 | 4,855,582.75 | 4,807,079.32 | 4,803,303.62 | 52,279.13 | 168.35 | — | — | — | 0.018 | FMAN | — | 37,711.09 | 7/24/2012 | 8/23/2017 | ||||||||||||||||
BRSBLUUU7 | MICHAEL FOODS INC. TERM LOAN | 2,048,198.32 | 2,063,426.56 | 2,030,432.04 | 2,042,949.03 | 20,477.53 | (811.26 | ) | — | — | — | (0.124 | ) | MJSD | — | 21,041.37 | 3/2/2011 | 00/00/0000 | ||||||||||||||
BRSBLZKK9 | NBTY INC TERM LOAN | 1,897,464.06 | 1,981,801.47 | 1,954,371.86 | 1,912,195.92 | 69,605.55 | 2,268.18 | — | — | — | 0.477 | FMAN | — | 38,001.68 | 8/17/2011 | 00/00/0000 | ||||||||||||||||
BRSBMD3R1 | PETCO ANIMAL SUPPLIES INC. TERM LOAN | 4,871,947.60 | 5,011,859.73 | 4,936,868.69 | 4,888,191.84 | 123,667.89 | 2,534.47 | — | — | — | 0.207 | FMAN | — | 50,240.45 | 8/15/2011 | 00/00/0000 | ||||||||||||||||
BRSBNH1C6 | DINEEQUITY INC | 2,968,544.82 | 3,022,696.67 | 2,972,535.14 | 2,961,870.93 | 60,825.74 | (5,675.56 | ) | — | — | — | (0.223 | ) | JAJO | — | 27,831.95 | 6/12/2012 | 10/19/2017 | ||||||||||||||
BRSBNJXW3 | UNIVR INC TERM LOAN | 8,821,176.46 | 8,995,830.07 | 8,892,411.33 | 8,824,001.44 | 171,828.63 | 2,078.89 | — | — | — | 0.179 | MJSD | — | 24,906.38 | 2/19/2013 | 6/30/2017 | ||||||||||||||||
BRSBNUWH2 | HDTFS TERM LOAN | 7,865,676.00 | 8,007,176.22 | 7,985,575.23 | 7,890,251.93 | 116,924.29 | 4,750.89 | — | — | — | 0.238 | MJSD | — | 72,553.90 | 9/17/2012 | 3/9/2018 | ||||||||||||||||
BRSBPZM15 | NOVELIS INC/GA TERM LOAN | 6,419,767.72 | 6,677,701.40 | 6,576,975.02 | 6,455,264.80 | 222,436.60 | 6,957.49 | — | — | — | 0.466 | MJSD | — | 58,016.80 | 3/5/2013 | 3/10/2017 | ||||||||||||||||
BRSBQ1JW5 | CALPINE CORP SECURED TERM LOAN | 4,829,849.04 | 4,981,459.19 | 4,909,849.04 | 4,847,318.35 | 134,140.84 | 3,037.57 | — | — | — | 0.25 | MJSD | — | 69,897.49 | 5/18/2012 | 3/30/2018 | ||||||||||||||||
BRSBQFU50 | IMS HEALTH INCORPORATED TERM LOAN | 10,187,290.45 | 10,328,873.69 | 10,205,136.41 | 10,189,702.63 | 139,171.06 | 875.51 | — | — | — | 0.034 | FMAN | — | 115,257.67 | 10/16/2012 | 8/25/2017 | ||||||||||||||||
BRSBR4P35 | JO-ANN STORES TERM LOAN | 2,076,162.81 | 2,123,348.33 | 2,097,134.15 | 2,082,226.92 | 41,121.41 | 927.73 | — | — | — | 0.142 | MJSD | — | 17,066.71 | 3/15/2011 | 3/16/2018 | ||||||||||||||||
BRSBRMCQ8 | WARNER CHILCOTT CORP TERM LOAN | 2,514,632.27 | 2,578,301.56 | 2,533,173.08 | 2,517,070.73 | 61,230.83 | 14,751.01 | — | — | — | 0.127 | MJSD | — | 29,897.64 | 8/15/2012 | 3/15/2018 | ||||||||||||||||
BRSBRMD53 | WARNER CHILCOTT CORP TERM LOAN | E | 890,896.20 | 913,619.66 | 897,628.41 | 891,699.85 | 21,919.81 | 10,029.74 | — | — | — | 0.132 | MJSD | — | 11,276.22 | 8/15/2012 | 3/15/2018 | |||||||||||||||
BRSBRMD95 | WARNER CHILCOTT CORP TERM LOAN | E | 1,956,582.20 | 2,031,731.81 | 1,996,170.04 | 1,964,124.16 | 67,607.65 | 1,565.64 | — | — | — | 0.32 | MJSD | — | 20,554.64 | 8/20/2012 | 3/15/2018 | |||||||||||||||
BRSBRMFR3 | METROPCS WIRELESS INC TERM LOAN | 6,998,954.32 | 7,154,267.19 | 7,116,160.15 | 7,026,139.87 | 128,127.32 | 4,444.81 | — | — | — | 0.25 | FMAN | — | 69,409.66 | 3/8/2012 | 3/19/2018 | ||||||||||||||||
BRSBT2DD8 | FIRST DATA CORP TERM LOAN | 5,610,000.00 | 5,989,890.00 | 6,000,000.00 | 5,687,527.02 | 302,362.98 | 13,419.98 | — | — | — | 1.016 | MJSD | — | 38,778.84 | 1/30/2013 | 3/23/2018 | ||||||||||||||||
BRSBT4DY8 | SERENA SOFTWARE TERM LOAN | 2,983,750.00 | 3,018,750.00 | 3,000,000.00 | 2,989,957.77 | 28,792.23 | 839.90 | — | — | — | 0.112 | MJSD | — | 32,247.78 | 6/2/2011 | 00/00/0000 | ||||||||||||||||
BRSBUXKY4 | KINDRED HEALTHCARE INC. TERM LOAN | 2,485,508.94 | 2,512,727.17 | 2,490,413.07 | 2,486,777.86 | 25,949.31 | 488.01 | — | — | — | 0.028 | MJSD | — | 56,883.04 | 5/19/2011 | 00/00/0000 | ||||||||||||||||
BRSBW6C87 | AMERISTAR CASINOS INC. TERM LOAN | 1,836,183.94 | 1,904,085.67 | 1,884,645.55 | 1,847,559.15 | 56,526.52 | 1,788.03 | — | — | — | 0.388 | JAJO | — | 31,005.74 | 8/15/2011 | 00/00/0000 | ||||||||||||||||
BRSBWG6S8 | DELTA AIR LINES INC TERM LOAN | 5,343,613.02 | 5,505,819.93 | 5,422,449.76 | 5,366,389.30 | 139,430.63 | 3,389.08 | — | — | — | 0.253 | JAJO | — | 99,411.59 | 2/29/2012 | 4/20/2017 | ||||||||||||||||
BRSBXUEK4 | HUBBARD RADIO TERM LOAN | 1,263,091.97 | 1,330,984.13 | 1,314,552.23 | 1,275,902.39 | 55,081.74 | 2,292.28 | — | — | — | 0.72 | JAJO | — | 16,678.37 | 9/30/2011 | 00/00/0000 | ||||||||||||||||
BRSBYALT0 | EMERGENCY MEDICAL SVCS CORP TERM LOAN | 5,673,351.21 | 5,774,901.21 | 5,701,860.38 | 5,678,667.24 | 96,233.97 | 1,163.49 | — | — | — | 0.078 | FMAN | — | 55,230.57 | 6/25/2012 | 5/25/2018 | ||||||||||||||||
BRSBZBVS8 | RANPAK CORP TERM LOAN | 2,561,496.47 | 2,551,371.29 | 2,549,242.67 | 2,557,658.16 | (6,286.87 | ) | (490.19 | ) | — | — | — | (0.08 | ) | JAJO | — | 29,337.83 | 5/19/2011 | 00/00/0000 | |||||||||||||
BRSBZZDX4 | GOLDEN LIVING LN1 TERM LOAN | 4,866,957.92 | 4,905,903.83 | 5,060,058.51 | 4,910,569.48 | (4,665.65 | ) | 7,027.34 | — | — | — | 0.568 | FMAN | — | 61,302.84 | 10/4/2011 | 00/00/0000 | |||||||||||||||
BRSC0XRZ5 | NORTEK INC TERM LOAN | 585,210.28 | 591,986.71 | 585,942.71 | 585,426.30 | 6,560.41 | 31.26 | — | — | — | 0.021 | JAJO | — | 7,690.50 | 7/8/2011 | 4/26/2017 | ||||||||||||||||
BRSC103Q2 | KAR AUCTION SERVICES INC TERM LOAN | 2,211,411.14 | 2,254,639.23 | 2,222,523.76 | 2,214,822.13 | 39,817.10 | 703.55 | — | — | — | 0.083 | FMAN | — | 61,854.80 | 5/16/2011 | 00/00/0000 | ||||||||||||||||
BRSC10473 | AEROFLEX INCORPORATED TERM LOAN | 2,448,691.25 | 2,490,487.09 | 2,458,222.91 | 2,448,996.04 | 41,491.05 | 602.85 | — | — | — | 0.072 | FMAN | — | 62,536.59 | 7/20/2012 | 5/9/2018 | ||||||||||||||||
BRSC106K2 | DELPHI CORP LN1 TERM LOAN | — | — | — | — | — | 1,475.95 | — | — | — | — | MJSD | — | 4,357.45 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSC106T3 | HCA-THE HEALTHCARE CO Term loan | 3,927,500.00 | 4,040,500.00 | 4,000,000.00 | 3,941,758.68 | 98,741.32 | 2,787.93 | — | — | — | 0.283 | FMAN | — | 22,662.25 | 1/10/2012 | 00/00/0000 | ||||||||||||||||
BRSC2UZX5 | SENSATA TECHNOLOGIES FINANCE C TERM LOAN | 5,943,208.37 | 6,085,146.42 | 6,005,661.49 | 5,955,236.68 | 129,909.74 | 2,385.26 | — | — | — | 0.161 | FMAN | — | 58,697.72 | 7/23/2012 | 5/14/2018 | ||||||||||||||||
BRSC3CCP6 | MANITOWOC CO INC TERM LOAN | 90,070.58 | 91,767.89 | 90,523.20 | 90,200.79 | 1,567.10 | 42.22 | — | — | — | 0.076 | FMAN | — | 1,283.26 | 5/9/2011 | 11/13/2017 | ||||||||||||||||
BRSC3G4F8 | NEIMAN MARCUS GROUP INC. THE TERM LOAN | 6,977,500.00 | 7,073,220.00 | 7,000,000.00 | 6,981,374.59 | 91,845.41 | 894.38 | — | — | — | 0.051 | FMAN | — | 73,337.08 | 11/30/2012 | 5/16/2018 |
BRSC4H8Q7 | EPICOR SOFTWARE CORP TERM LOAN | 6,538,569.51 | 6,696,091.76 | 6,605,269.30 | 6,552,850.42 | 143,241.34 | 2,708.81 | — | — | — | 0.153 | FMAN | — | 78,082.34 | 8/6/2012 | 5/16/2018 | ||||||||||||||||
BRSC4TTL9 | SENSUS METERING TERM LOAN | — | — | — | — | — | 51.50 | — | — | — | — | FMAN | — | 3,994.07 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSC529Z8 | DUNKIN BRANDS INC SENIOR SECURED TERM | — | — | — | — | — | (133.02 | ) | — | — | — | — | FMAN | — | 65,498.81 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSC6D3K2 | QUINTILES TRANSNATIONAL CORP. TERM LOAN | 2,397,715.24 | 2,561,634.33 | 2,524,548.71 | 2,427,111.85 | 134,522.48 | 7,452.96 | — | — | — | 0.745 | MJSD | — | 30,645.77 | 12/14/2012 | 6/8/2018 | ||||||||||||||||
BRSC8PGF0 | ENDO HEALTH SOLUTIONS INC TERM LOAN | 259,500.02 | 260,743.03 | 259,500.02 | 259,500.02 | 1,243.01 | — | — | — | — | — | MJSD | — | 6,945.37 | 6/7/2011 | 00/00/0000 | ||||||||||||||||
BRSC9PVC9 | PENN NTL GAMING INC TERM LOAN | 4,258,440.22 | 4,301,769.85 | 4,258,440.22 | 4,258,440.22 | 43,329.63 | — | — | — | — | — | JAJO | — | 15,682.55 | 10/22/2012 | 7/16/2018 | ||||||||||||||||
BRSC9TBB5 | NRG ENERGY INC TERM LOAN | 7,171,456.97 | 7,400,569.73 | 7,291,560.89 | 7,197,993.56 | 202,576.17 | 4,369.62 | — | — | — | 0.241 | MJSD | — | 76,037.24 | 7/24/2012 | 7/1/2018 | ||||||||||||||||
BRSCAHX41 | CALPINE CORP TERM LOAN | 3,998,038.12 | 4,087,002.03 | 4,028,250.00 | 4,005,753.99 | 81,248.04 | 1,164.98 | — | — | — | 0.11 | JAJO | — | 41,618.99 | 6/10/2011 | 4/2/2018 | ||||||||||||||||
BRSCAXFG9 | US SILICA CO TERM LOAN | 486,346.71 | 490,512.96 | 487,565.63 | 486,708.82 | 3,804.14 | 52.70 | — | — | — | 0.041 | MJSD | — | 5,675.58 | 6/8/2011 | 6/8/2017 | ||||||||||||||||
BRSCB27N0 | WARNACO GROUP INC. THE TERM LOAN | — | — | — | — | — | 8,296.60 | — | — | — | — | MJSD | — | 25,369.05 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSCC0RV3 | DUCOMMUN INC TERM LOAN | 355,644.48 | 365,972.54 | 359,236.85 | 356,681.97 | 9,290.57 | 277.51 | — | — | — | 0.166 | MJSD | — | 5,005.71 | 6/17/2011 | 6/30/2017 | ||||||||||||||||
BRSCDKB78 | SBA SENIOR FINANCE II LLC TERM LOAN | 2,646,118.12 | 2,685,909.38 | 2,652,750.00 | 2,647,755.65 | 38,153.73 | 247.66 | — | — | — | 0.035 | MJSD | — | 24,932.81 | 6/27/2011 | 6/30/2018 | ||||||||||||||||
BRSCDQTK7 | ASHLAND INC. TERM LOAN | — | — | — | — | — | 1,713.52 | — | — | — | — | MJSD | — | 12,002.72 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSCDUPD8 | TEAM HLTH INC. TERM LOAN | 3,812,591.26 | 3,870,067.51 | 3,831,750.01 | 3,817,307.97 | 52,759.54 | 715.86 | — | — | — | 0.071 | MJSD | — | 34,813.59 | 6/28/2011 | 6/29/2018 | ||||||||||||||||
BRSCE52V7 | ALERE INC | 4,469,362.58 | 4,543,877.85 | 4,498,087.32 | 4,475,939.23 | 67,938.62 | 1,302.81 | — | — | — | 0.115 | MJSD | — | 53,633.44 | 6/26/2012 | 6/30/2017 | ||||||||||||||||
BRSCEALQ6 | MERCURY PAYMENT SYSTEMS TERM LOAN | 4,702,408.74 | 4,805,777.64 | 4,734,756.30 | 4,711,771.74 | 94,005.90 | 1,448.62 | — | — | — | 0.113 | JAJO | — | 60,338.92 | 10/23/2012 | 6/30/2017 | ||||||||||||||||
BRSCFRW37 | PRO MACH INC TL B TERM LOAN | — | — | — | — | — | 191.24 | — | — | — | — | JAJO | — | 10,537.54 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSCFYSD5 | CONSOLIDATED COMMUNICATIONS IN SENIOR | 997,474.75 | 1,004,332.39 | 997,474.75 | 997,474.75 | 6,857.64 | — | — | — | — | — | JAJO | — | 6,548.88 | 1/8/2013 | 12/29/2017 | ||||||||||||||||
BRSCHJ8S5 | CUMULUS MED INC. TERM LOAN | — | — | — | — | — | — | — | — | — | — | MJSD | — | 10,729.26 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSCJS5P2 | CAPSUGEL HEALTHCARE LTD TERM LOAN | 1,888,000.01 | 1,922,814.73 | 1,888,000.01 | 1,888,000.01 | 34,814.72 | — | — | — | — | — | FMAN | — | 21,803.86 | 8/13/2012 | 8/1/2018 | ||||||||||||||||
BRSCJU296 | NUANCE COMMUNICATIONS INC TERM LOAN | 966,078.74 | 982,833.01 | 975,013.40 | 968,935.31 | 13,897.70 | 514.34 | — | — | — | 0.206 | MJSD | — | 7,867.71 | 11/1/2011 | 00/00/0000 | ||||||||||||||||
BRSCL92L3 | OM GROUP INC. TERM LOAN | 502,202.25 | 512,347.75 | 507,275.00 | 503,590.34 | 8,757.41 | 214.40 | — | — | — | 0.165 | FMAN | — | 514,432.47 | 7/28/2011 | 00/00/0000 | ||||||||||||||||
BRSD1YF59 | MICROSEMI CORPORATION TERM LOAN | 3,622,599.93 | 3,706,243.39 | 3,665,918.29 | 3,629,188.01 | 77,055.38 | 1,605.16 | — | — | — | 0.144 | JAJO | — | 36,466.41 | 7/25/2012 | 2/19/2020 | ||||||||||||||||
BRSD4PTL5 | KINETIC CONCEPTS INC / KCI USA TERM LOAN | — | — | — | — | — | 4,249.42 | — | — | — | — | FMAN | — | 25,866.27 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSD7SFZ0 | CB RICHARD ELLIS SERV INC. TERM NOTES | 500,000.00 | 500,312.50 | 500,000.00 | 500,000.00 | 312.50 | 8,977.17 | — | — | — | — | MJSD | — | 20,825.28 | 3/26/2013 | 9/4/2019 | ||||||||||||||||
BRSD9CAS4 | HEALTH MGMT ASSOC INC TERM LOAN | 5,831,269.99 | 5,936,654.90 | 5,872,643.09 | 5,836,967.99 | 99,686.91 | 2,695.57 | — | — | — | 0.107 | FMAN | — | 73,246.52 | 6/11/2012 | 11/16/2018 | ||||||||||||||||
BRSDALFV0 | ENTERCOM RADIO LLC TERM LOAN | 1,035,944.20 | 1,078,063.79 | 1,057,085.92 | 1,039,950.56 | 38,113.23 | 1,586.48 | — | — | — | 0.286 | FMAN | — | 13,870.16 | 11/17/2011 | 00/00/0000 | ||||||||||||||||
BRSDCHKT6 | B&G FOODS INC TERM LOAN | — | — | — | — | — | (2.60 | ) | — | — | — | — | FMAN | — | (1,687.50 | ) | 00/00/0000 | 00/00/0000 | ||||||||||||||
BRSDFK6A3 | NOVELIS INC/GA TERM LOAN | — | — | — | — | — | 537.14 | — | — | — | — | MJSD | — | 4,669.78 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSDKUDY5 | SIX FLAGS THEME PARKS INC TERM LOAN | 4,712,686.96 | 4,800,320.84 | 4,726,888.63 | 4,714,229.36 | 86,091.48 | 626.15 | — | — | — | 0.046 | MJSD | — | 47,841.51 | 7/25/2012 | 12/20/2018 | ||||||||||||||||
BRSDPAC33 | ALERE INC SENIOR SEC TERM NOTES | 981,315.79 | 1,002,584.65 | 992,481.19 | 982,945.58 | 19,639.07 | 537.24 | — | — | — | 0.222 | MJSD | — | 12,047.62 | 6/26/2012 | 7/14/2017 | ||||||||||||||||
BRSDTEYU7 | CROWN CASTLE OPERATING CO TERM LOAN | — | — | — | — | — | 1,260.93 | — | — | — | — | JAJO | — | 20,097.00 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSDU55R3 | PRESTIGE BRANDS HOLDINGS INC TERM LOAN | 464,890.16 | 479,861.01 | 471,969.68 | 466,041.47 | 13,819.54 | 561.04 | — | — | — | 0.214 | MJSD | — | 5,479.28 | 1/27/2012 | 1/31/2019 | ||||||||||||||||
BRSDVRW37 | GENESYS TELECOMMUNICATIONS LAB TERM LOAN | — | — | — | — | — | 260.20 | — | — | — | — | JAJO | — | 31,388.84 | 00/00/0000 | 00/00/0000 |
BRSDWEX75 | GRIFOLS INC SECURED TERM LOAN | 5,174,181.98 | 5,257,451.58 | 5,199,271.73 | 5,177,914.43 | 79,537.15 | 1,356.58 | — | — | — | 0.097 | JAJO | — | 53,648.91 | 8/6/2012 | 6/1/2017 | ||||||||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC TERM LOAN | 7,930,022.56 | 8,109,483.16 | 8,021,487.44 | 7,943,364.82 | 166,118.34 | 3,432.80 | — | — | — | 0.164 | MJSD | — | 77,762.39 | 10/31/2012 | 2/14/2019 | ||||||||||||||||
BRSE0V753 | AMC ENTERTAINMENT INC. TERM LOAN | 7,087,099.13 | 7,197,318.96 | 7,132,237.30 | 7,095,067.71 | 102,251.25 | 2,018.81 | — | — | — | 0.105 | MJSD | — | 82,079.41 | 6/12/2012 | 2/22/2018 | ||||||||||||||||
BRSE47ZL6 | JARDEN CORP SENIOR SECUREDTERM LOAN | — | — | — | — | — | 1,701.73 | — | — | — | — | MJSD | — | 15,713.63 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSE4J2V4 | CATALENT PHARMA SOLUTIONS INC SENIOR | 5,932,567.01 | 6,050,751.74 | 5,987,138.39 | 5,942,836.91 | 107,914.83 | 2,567.28 | — | — | — | 0.164 | MJSD | — | 71,483.87 | 4/24/2012 | 9/15/2017 | ||||||||||||||||
BRSE58QX7 | NORANDA ALUMINUM ACQUISITION TERM LOAN | 1,965,150.00 | 2,015,481.60 | 1,980,000.00 | 1,967,392.82 | 48,088.78 | 557.68 | — | — | — | 0.107 | MJSD | — | 27,983.55 | 2/24/2012 | 2/24/2019 | ||||||||||||||||
BRSE76GJ1 | WEIGHT WATCHERS INTL INC SECURED TERM | 2,528,818.87 | 2,570,161.23 | 2,554,362.50 | 2,531,946.17 | 38,215.06 | 1,171.81 | — | — | — | 0.146 | MJSD | — | — | 5/29/2012 | 3/15/2019 | ||||||||||||||||
BRSE9A2P1 | YANKEE CANDLE CO INC SECURED TERM LOAN | 1,847,430.42 | 1,882,093.06 | 1,866,091.33 | 1,850,013.88 | 32,079.18 | 657.18 | — | — | — | 0.142 | JAJO | — | 23,689.18 | 3/14/2012 | 4/2/2019 | ||||||||||||||||
BRSE9BMN2 | FIFTH THIRD PROCESSING SOLUTIO SENIOR | 805,630.17 | 814,488.07 | 809,678.58 | 806,204.10 | 8,283.97 | 151.86 | — | — | — | 0.071 | MJSD | — | 7,356.25 | 3/7/2012 | 3/27/2019 | ||||||||||||||||
BRSE9BNJ0 | PINNACLE ENTERTAINMENT INC. SENIOR SEC | 490,050.00 | 499,021.88 | 495,000.00 | 490,754.10 | 8,267.78 | 183.52 | — | — | — | 0.142 | MJSD | — | 4,797.08 | 3/8/2012 | 3/19/2019 | ||||||||||||||||
BRSE9BR07 | DJO FINANCE LLC/DJO FINANCE CO SECURED | 540,000.00 | 548,607.60 | 540,000.00 | 540,000.00 | 8,607.60 | — | — | — | — | — | MJSD | — | — | 3/19/2013 | 9/15/2017 | ||||||||||||||||
BRSE9C0N4 | PROTECTION ONE INC. SENIOR SECURED TERM | 1,315,066.76 | 1,341,118.73 | 1,328,248.01 | 1,316,927.30 | 24,191.43 | 722.33 | — | — | — | 0.141 | MJSD | — | 23,363.50 | 3/15/2013 | 3/21/2019 | ||||||||||||||||
BRSE9K3Z6 | WCA WASTE SECURED TERM LOAN | 308,731.50 | 314,578.69 | 311,850.00 | 309,254.53 | 5,324.16 | 134.88 | — | — | — | 0.166 | MJSD | — | 4,401.99 | 3/9/2012 | 3/23/2018 | ||||||||||||||||
BRSEARBD9 | AVIS BUDGET CAR RENTAL LLC TERM NOTES | 2,382,752.98 | 2,438,663.43 | 2,406,821.19 | 2,386,190.01 | 52,473.42 | 850.28 | — | — | — | 0.143 | MJSD | — | 22,435.80 | 3/13/2012 | 00/00/0000 | ||||||||||||||||
BRSEBGYC9 | MONITRON INTL SENIOR SECURED TERM NOTES | 3,293,352.22 | 3,373,798.29 | 3,319,850.72 | 3,297,760.30 | 76,037.99 | 1,166.83 | — | — | — | 0.133 | MJSD | — | 42,717.27 | 11/5/2012 | 3/16/2018 | ||||||||||||||||
BRSEC7EU0 | PINACLE FOOD FIN SENIOR SEC TERM NOTES | 2,217,681.37 | 2,257,855.95 | 2,229,981.19 | 2,219,415.35 | 38,440.60 | 518.00 | — | — | — | 0.084 | MJSD | — | 26,860.70 | 8/15/2012 | 10/17/2018 | ||||||||||||||||
BRSECN1K1 | ENNIS-FLINT SENIOR SEC TERM NOTES | 2,733,443.25 | 2,772,229.06 | 2,751,592.12 | 2,736,182.56 | 36,046.50 | 848.06 | — | — | — | 0.111 | MJSD | — | 41,665.45 | 8/6/2012 | 3/30/2018 | ||||||||||||||||
BRSEDF0S1 | LPL HOLDINGS INC TL SENIOR SECURED TERM | 1,388,920.50 | 1,414,046.70 | 1,395,900.00 | 1,389,916.60 | 24,130.10 | 262.13 | — | — | — | 0.071 | MJSD | — | 13,527.78 | 3/23/2012 | 3/22/2019 | ||||||||||||||||
BRSEDXCH3 | PETROLOGISTICS LP SENIOR SEC TERM LOAN | — | — | — | — | — | — | — | — | — | — | MJSD | — | 9,649.31 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEF3569 | ALERE INC SENIOR SEC TERM NOTES | 840,101.62 | 857,226.12 | 848,587.50 | 841,653.97 | 15,572.15 | 400.59 | — | — | — | 0.19 | MJSD | — | 13,150.06 | 3/27/2012 | 6/30/2017 | ||||||||||||||||
BRSEFGMT1 | CHARTER COM OPER SECURED TERM LOAN | 2,570,980.50 | 2,612,051.59 | 2,583,900.00 | 2,572,725.97 | 39,325.62 | 478.31 | — | — | — | 0.07 | MJSD | — | 25,040.78 | 4/4/2012 | 5/15/2019 | ||||||||||||||||
BRSEGDRJ4 | AMN HEALTHCARE SENIOR SECURED TERM NOTE | 2,180,728.44 | 2,219,276.67 | 2,202,756.00 | 2,184,165.16 | 35,111.51 | 910.25 | — | — | — | 0.167 | MJSD | — | 30,609.13 | 4/3/2012 | 4/5/2018 | ||||||||||||||||
BRSEGRYL0 | WENDYS INTERNATIONAL INC. SENIOR SEC | 1,452,548.97 | 1,476,080.10 | 1,457,662.53 | 1,453,038.12 | 23,041.98 | 512.01 | — | — | — | 0.051 | FMAN | — | 30,983.68 | 7/16/2012 | 5/15/2019 | ||||||||||||||||
BRSEHTXV4 | FREEDOM GROUP INC SENIOR SEC TERM NOTES | 3,862,660.34 | 3,906,750.72 | 3,882,485.19 | 3,865,237.01 | 41,513.71 | 788.01 | — | — | — | 0.072 | MJSD | — | 51,734.63 | 7/27/2012 | 4/19/2019 | ||||||||||||||||
BRSEJG0V6 | AXCAN INTER HLDG SENIOR SEC TERM LOAN | 1,552,320.00 | 1,600,632.00 | 1,584,000.00 | 1,558,261.13 | 42,370.87 | 1,696.60 | — | — | — | 0.418 | MJSD | — | 21,107.17 | 4/11/2012 | 2/10/2017 | ||||||||||||||||
BRSEKC100 | PINACLE FOOD FIN SENIOR SECURED TERM | 4,888,181.76 | 4,962,830.33 | 4,913,693.40 | 4,891,305.43 | 71,524.90 | 1,682.66 | — | — | — | — | MJSD | — | 46,201.44 | 10/4/2012 | 10/2/2016 | ||||||||||||||||
BRSEL02X2 | BAUSCH & LOMB INCORPORATED SENIOR | 6,288,480.00 | 6,420,601.60 | 6,352,000.00 | 6,295,581.72 | 125,019.88 | 2,407.15 | — | — | — | 0.144 | FMAN | — | 80,794.00 | 5/10/2012 | 5/17/2019 | ||||||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2,908,422.00 | 2,963,505.75 | 2,937,800.00 | 2,912,277.40 | 51,228.35 | 1,120.73 | — | — | — | 0.143 | JAJO | — | 37,698.89 | 4/20/2012 | 4/10/2019 | ||||||||||||||||
BRSEQ0HG8 | ARCH COAL INC. SENIOR SECURED TERM NOTES | 265,937.78 | 273,762.80 | 268,624.02 | 266,105.38 | 7,657.42 | 305.91 | — | — | — | 0.182 | MJSD | — | 9,465.84 | 11/16/2012 | 5/14/2018 | ||||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,534,464.00 | 2,577,982.91 | 2,547,200.00 | 2,536,330.21 | 41,652.70 | 545.81 | — | — | — | 0.083 | MJSD | — | 35,413.16 | 4/30/2012 | 5/10/2018 | ||||||||||||||||
BRSETKJX2 | TAMINCO GLOBAL CHEMICAL CORPOR TERM | 330,006.26 | 333,228.77 | 330,006.26 | 330,006.26 | 3,222.51 | — | — | — | — | — | FMAN | — | 3,609.30 | 5/11/2012 | 2/15/2019 | ||||||||||||||||
BRSEVCW87 | RPI FINANCE TRUST SENIOR SEC TERM NOTES | 681,599.57 | 699,764.02 | 691,979.25 | 682,932.37 | 16,831.65 | 418.86 | — | — | — | 0.231 | FMAN | — | 6,706.13 | 5/24/2012 | 11/9/2018 | ||||||||||||||||
BRSEW6RB8 | GENERAC POWER SYSTEMS INC SENIOR SEC | — | — | — | — | — | — | — | — | — | — | MJSD | — | 6,553.02 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEXWQA3 | APPLIED SYSTEMS INC SENIOR SECURED TERM | 490,050.00 | 496,237.50 | 495,000.00 | 490,908.74 | 5,328.76 | 280.91 | — | — | — | 0.221 | MJSD | — | 6,595.99 | 5/30/2012 | 12/10/2016 |
BRSEY9A02 | RGIS SERVICES LLC SENIOR SECURED TERM | 272,519.67 | 275,426.10 | 273,545.47 | 272,623.99 | 2,802.11 | 66.36 | — | — | — | 0.094 | MJSD | — | 3,022.75 | 9/18/2012 | 10/18/2016 | ||||||||||||||||
BRSEYJRF9 | RGIS SERVICES LLC TERM NOTES | 2,492,725.09 | 2,552,525.34 | 2,517,904.15 | 2,496,267.81 | 56,257.53 | 1,223.89 | — | — | — | 0.187 | MJSD | — | 33,551.66 | 8/17/2012 | 10/18/2017 | ||||||||||||||||
BRSEYKM87 | VWR FUNDING INC TERM NOTES | 2,939,460.16 | 3,006,266.08 | 2,969,151.68 | 2,943,950.72 | 62,315.36 | 1,659.99 | — | — | — | 0.21 | MJSD | — | 33,484.77 | 5/18/2012 | 4/3/2017 | ||||||||||||||||
BRSF33TK2 | US RENAL CARE INC SENIOR SECURED TERM | 977,612.50 | 1,009,868.75 | 992,500.00 | 979,134.19 | 30,734.56 | 557.99 | — | — | — | 0.214 | FMAN | — | 15,028.64 | 7/2/2012 | 7/3/2019 | ||||||||||||||||
BRSF5Z2P7 | WIRECO WORLDGROUP INC TERM NOTES | 3,078,281.25 | 3,152,128.91 | 3,109,375.00 | 3,082,927.29 | 69,201.62 | 1,743.99 | — | — | — | 0.217 | MJSD | — | 45,199.22 | 6/28/2012 | 2/15/2017 | ||||||||||||||||
BRSF6FJZ0 | CERIDIAN CORP SENIOR SECURED TERM NOTES | — | — | — | — | — | (178.05 | ) | — | — | — | — | MJSD | — | 14,304.11 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSF89UY2 | HOLOGIC INC. SENIOR SECURED TERM NOTES | 1,398,721.50 | 1,434,240.55 | 1,412,850.00 | 1,400,018.63 | 34,221.92 | 1,515.79 | — | — | — | 0.142 | MJSD | — | 38,854.38 | 7/19/2012 | 8/1/2019 | ||||||||||||||||
BRSF9BJL7 | KLOECKNER HOLDINGS GP S.A. TERM LOAN | E | 404,568.50 | 420,394.15 | 412,825.00 | 405,843.95 | 14,550.20 | 457.74 | — | — | — | 0.452 | MJSD | — | — | 7/16/2012 | 12/21/2016 | |||||||||||||||
BRSFBH0G2 | BIOMET INC SENIOR SECURED TERM LOAN | 9,107,410.49 | 9,251,941.97 | 9,132,714.38 | 9,106,686.62 | 145,255.35 | (21.23 | ) | — | — | — | (0.001 | ) | MJSD | — | 85,996.45 | 12/14/2012 | 7/25/2017 | ||||||||||||||
BRSFC7S57 | PANTRY INC TERM LOAN | — | — | — | — | — | 150.07 | — | — | — | — | JAJO | — | 6,013.93 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFD0DY4 | WINDSTREAM CORP SENIOR SEC TERM NOTES | 3,832,042.50 | 3,931,249.82 | 3,870,750.00 | 3,835,206.20 | 96,043.62 | 1,468.86 | — | — | — | 0.144 | FMAN | — | 39,247.00 | 8/3/2012 | 8/2/2019 | ||||||||||||||||
BRSFD9W24 | LEVEL 3 COMMUNICATIONS INC SENIOR SEC | 960,300.00 | 984,913.75 | 970,000.00 | 961,187.11 | 23,726.64 | 341.30 | — | — | — | 0.142 | MJSD | — | 12,662.83 | 8/2/2012 | 8/1/2019 | ||||||||||||||||
BRSFDBBL0 | PILOT TRAVEL CENTERS LLC SENIOR SEC TERM | 602,397.88 | 615,201.49 | 606,950.00 | 602,816.92 | 12,384.57 | 170.63 | — | — | — | 0.106 | MJSD | — | 6,249.55 | 8/2/2012 | 8/7/2019 | ||||||||||||||||
BRSFGBWM2 | SABRE INC SENIOR SECURED TERM LOAN | — | — | — | — | — | 18,609.25 | — | — | — | — | MJSD | — | 40,038.55 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFH6DM3 | ALLISON TRANSMISSION INC TERM LOAN | 5,781,431.84 | 5,918,638.87 | 5,825,202.62 | 5,784,929.64 | 133,709.23 | 1,678.60 | — | — | — | 0.107 | MJSD | — | 63,463.44 | 9/25/2012 | 8/23/2019 | ||||||||||||||||
BRSFHNFP7 | CPM HOLDINGS INC TERM LOAN | 1,393,845.75 | 1,426,411.06 | 1,407,925.00 | 1,395,386.82 | 31,024.24 | 724.30 | — | — | — | 0.2 | FMAN | — | 22,317.58 | 8/16/2012 | 8/29/2017 | ||||||||||||||||
BRSFHP193 | MCC IOWA LLC TERM LOAN | 2,910,375.00 | 3,016,088.78 | 2,985,000.00 | 2,915,945.27 | 100,143.51 | 2,650.50 | — | — | — | 0.339 | FMAN | — | 28,927.50 | 8/15/2012 | 1/20/2020 | ||||||||||||||||
BRSFJDVK0 | PINACLE FOOD FIN TERM LOAN | 3,033,899.01 | 3,096,563.92 | 3,056,825.19 | 3,035,896.53 | 60,667.39 | 1,413.64 | — | — | — | 0.122 | FMAN | — | 55,255.94 | 8/17/2012 | 10/17/2018 | ||||||||||||||||
BRSFKYGX1 | WARNER CHILCOTT CO LLC SENIOR SECURED | 1,082,703.40 | 1,122,352.77 | 1,102,708.03 | 1,084,879.20 | 37,473.57 | 898.76 | — | — | — | 0.325 | FMAN | — | 11,354.26 | 8/20/2012 | 3/15/2018 | ||||||||||||||||
BRSFMJM98 | SERVICEMASTER CO SENIOR SECURED TERM | 745,307.80 | 754,684.31 | 746,240.60 | 745,307.80 | 9,376.51 | — | — | — | — | 0.033 | FMAN | — | — | 11/20/2012 | 1/31/2017 | ||||||||||||||||
BRSFMRGY2 | PHARMACEUTICAL RSRCE INC SENIOR SECURED | 3,171,836.11 | 3,224,672.25 | 3,186,513.75 | 3,172,861.80 | 51,810.45 | 592.22 | — | — | — | 0.065 | MJSD | — | 50,189.82 | 2/22/2013 | 9/30/2019 | ||||||||||||||||
BRSFNCAU8 | IMMUCOR INC. SENIOR SECURED TERM NOTES | 2,859,272.80 | 2,999,548.84 | 2,955,205.97 | 2,863,448.27 | 136,100.57 | 4,415.90 | — | — | — | 0.578 | MJSD | — | 68,510.41 | 12/31/2012 | 8/19/2018 | ||||||||||||||||
BRSFPRNH8 | GETTY IMAGES INC. SENIOR SECURED TERM | 4,340,421.87 | 4,430,068.95 | 4,364,062.50 | 4,339,785.93 | 90,283.02 | (941.87 | ) | — | — | — | (0.107 | ) | JAJO | — | 49,561.63 | 1/3/2013 | 10/18/2019 | ||||||||||||||
BRSFQ43Z0 | FIRST DATA CORP SENIOR SEC TERM NOTES | 3,490,000.00 | 3,532,095.00 | 3,500,000.00 | 3,490,511.42 | 41,583.58 | 422.31 | — | — | — | 0.048 | MJSD | — | 20,334.78 | 1/30/2013 | 9/24/2018 | ||||||||||||||||
BRSFQ6PR9 | FOXCO ACQSTN SUB SENIOR SECURED TERM | — | — | — | — | — | 148.74 | — | — | — | — | MJSD | — | 7,384.71 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFRQMG1 | REYNOLDS GROUP HOLDINGS INC SENIOR | 1,969,835.57 | 2,001,283.99 | 1,969,835.57 | 1,969,835.57 | 31,448.42 | — | — | — | — | — | MJSD | — | 40,694.57 | 9/21/2012 | 9/28/2018 | ||||||||||||||||
BRSFSRG42 | AOT BEDDING SUPER HOLDINGS LLC SENIOR | 3,495,625.00 | 3,553,812.50 | 3,500,000.00 | 3,495,871.75 | 57,940.75 | 170.77 | — | — | — | 0.018 | MJSD | — | 36,369.11 | 10/4/2012 | 10/1/2019 | ||||||||||||||||
BRSFTQM53 | ADS WASTE ESCROW SENIOR SECURED TERM | — | — | — | — | — | 97,031.78 | — | — | — | — | JAJO | — | 174,583.33 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFTR0V8 | INFOR US INC SENIOR SECURED TERM NOTES | 797,248.49 | 818,750.65 | 804,668.94 | 797,930.26 | 20,820.39 | 347.72 | — | — | — | 0.166 | JAJO | — | 10,234.89 | 9/27/2012 | 4/5/2018 | ||||||||||||||||
BRSFUKYH5 | ACOSTA INC SENIOR SECURED TERM LOAN | 5,816,697.03 | 5,933,941.41 | 5,840,838.45 | 5,818,971.26 | 114,970.15 | 1,089.07 | — | — | — | 0.075 | MJSD | — | 73,821.73 | 9/25/2012 | 3/2/2018 | ||||||||||||||||
BRSFUUMM5 | SBA SENIOR FINANCE II LLC SENIOR SECURED | 965,156.06 | 981,285.54 | 967,575.00 | 965,319.99 | 15,965.55 | 91.64 | — | — | — | 0.036 | MJSD | — | 8,790.63 | 9/21/2012 | 9/20/2019 | ||||||||||||||||
BRSFV16D6 | ADVANCE PIERRE FOODS SENIOR SECURED TERM | 990,018.75 | 1,013,460.00 | 997,500.00 | 990,715.85 | 22,744.15 | 407.73 | — | — | — | 0.157 | JAJO | — | 12,808.53 | 10/2/2012 | 7/10/2017 | ||||||||||||||||
BRSFW2S64 | CALPINE CORP SENIOR SECURED TERM LOAN | 1,485,037.50 | 1,515,044.21 | 1,492,500.00 | 1,485,522.54 | 29,521.67 | 281.19 | — | — | — | 0.071 | MJSD | — | 30,382.19 | 9/28/2012 | 10/9/2019 | ||||||||||||||||
BRSFW2WH5 | BURGER KING CORP SENIOR SECURED TERM | 2,173,602.38 | 2,209,785.50 | 2,179,050.00 | 2,173,972.55 | 35,812.95 | 205.75 | — | — | — | 0.035 | MJSD | — | 19,797.26 | 9/26/2012 | 9/27/2019 |
BRSFWACE6 | LEAP WIRELESS INTL INC SENIOR SECURED | 2,354,809.25 | 2,379,228.72 | 2,364,075.00 | 2,354,752.38 | 24,476.34 | (71.15 | ) | — | — | — | (0.022 | ) | JAJO | — | 26,955.56 | 11/15/2012 | 10/10/2019 | ||||||||||||||
BRSFWC4C5 | PEP BOYS - MANNY MOE & JACK TH SENIOR | 1,801,834.12 | 1,847,220.38 | 1,815,450.00 | 1,802,778.14 | 44,442.24 | 599.64 | — | — | — | 0.126 | MJSD | — | 21,991.67 | 9/27/2012 | 9/28/2018 | ||||||||||||||||
BRSFWQSC8 | TRANSTAR HOLDING COMPANY SENIOR SECURED | 1,093,405.50 | 1,118,255.63 | 1,104,450.00 | 1,094,213.45 | 24,042.18 | 481.41 | — | — | — | 0.166 | MJSD | — | 14,716.86 | 10/2/2012 | 10/9/2018 | ||||||||||||||||
BRSFX7D35 | CDR DB SUB INC SENIOR SECURED TERM LOAN | — | — | — | — | — | 307.61 | — | — | — | — | JAJO | 4,787.27 | 24,400.23 | 11/13/2012 | 10/11/2019 | ||||||||||||||||
BRSFXMS69 | LESLIES POOLMART INC. SENIOR SECURED | 4,952,919.00 | 5,055,520.63 | 4,976,200.00 | 4,954,360.27 | 101,160.36 | 865.53 | — | — | — | 0.066 | JAJO | — | 62,416.60 | 10/10/2012 | 10/16/2019 | ||||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR | 4,565,555.52 | 4,642,122.19 | 4,593,727.27 | 4,568,126.86 | 73,995.33 | 1,287.43 | — | — | — | 0.112 | JAJO | — | 44,287.74 | 10/2/2012 | 3/2/2018 | ||||||||||||||||
BRSFZ6L02 | REXNORD CORP SENIOR SECURED TERM NOTES | 1,328,237.94 | 1,345,996.48 | 1,328,237.94 | 1,328,237.94 | 17,758.54 | — | — | — | — | — | MJSD | — | 5,183.21 | 10/17/2012 | 3/30/2018 | ||||||||||||||||
BRSFZCHP9 | GRAY TELEVISION INC. SENIOR SEC TERM | 1,534,630.63 | 1,563,225.66 | 1,542,342.34 | 1,535,031.37 | 28,194.29 | 275.48 | — | — | — | 0.072 | JAJO | — | 10,515.62 | 10/11/2012 | 10/11/2019 | ||||||||||||||||
BRSG092B9 | ROYALTY PHARMA FINANCE TRUST SENIOR | 4,965,517.03 | 5,047,770.82 | 4,965,517.03 | 4,965,517.03 | 82,253.79 | — | — | — | — | — | JAJO | — | 42,106.87 | 10/11/2012 | 5/9/2018 | ||||||||||||||||
BRSG12397 | OSI RESTAURANT PARTNERS INC SENIOR | 1,486,485.00 | 1,524,608.09 | 1,501,500.00 | 1,487,269.36 | 37,338.73 | 909.63 | — | — | — | 0.143 | JAJO | — | 18,047.75 | 10/23/2012 | 10/28/2019 | ||||||||||||||||
BRSG12QG6 | WARNER MUSIC GROUP CORP SECURED TERM | 1,119,380.62 | 1,150,299.27 | 1,130,687.50 | 1,120,127.47 | 30,171.80 | 603.16 | — | — | — | 0.166 | FMAN | — | 17,115.37 | 10/25/2012 | 11/1/2018 | ||||||||||||||||
BRSG13DW3 | TRIMAS CO LLC SENIOR SECURED TERM LOAN | 803,935.12 | 807,964.88 | 805,950.00 | 804,062.23 | 3,902.65 | 75.87 | — | — | — | 0.035 | JAJO | — | 5,233.58 | 10/10/2012 | 10/15/2019 | ||||||||||||||||
BRSG13FM3 | FIRST AMERICAN PAYMENT SYSTEMS SENIOR | 1,876,297.50 | 1,914,211.98 | 1,895,250.00 | 1,877,690.09 | 36,521.89 | 824.28 | — | — | — | 0.166 | JAJO | — | 35,809.72 | 10/11/2012 | 10/12/2018 | ||||||||||||||||
BRSG1PVM6 | DELTA AIR LINES INC SENIOR SECURED TERM | 2,727,450.00 | 2,804,934.38 | 2,755,000.00 | 2,728,947.04 | 75,987.34 | 1,151.32 | — | — | — | 0.169 | JAJO | — | 19,686.77 | 10/16/2012 | 10/18/2018 | ||||||||||||||||
BRSG20AV3 | PILOT TRAVEL CENTERS LLC SENIOR SECURED | 1,569,718.73 | 1,660,695.57 | 1,639,383.58 | 1,575,813.20 | 84,882.37 | 3,083.13 | — | — | — | (0.056 | ) | JAJO | — | 14,894.24 | 10/4/2012 | 3/30/2018 | |||||||||||||||
BRSG3S869 | SNL FINANCIAL LC SENIOR SECURED TERM | 4,011,476.25 | 4,061,750.92 | 4,039,875.00 | 4,013,015.82 | 48,735.10 | 1,284.19 | — | — | — | 0.118 | JAJO | — | 68,818.75 | 10/31/2012 | 10/23/2018 | ||||||||||||||||
BRSG45CM8 | CONSOLIDATED CONTAINER CO LP TERM NOTE | 2,276,391.26 | 2,331,697.08 | 2,298,450.00 | 2,277,828.88 | 53,868.20 | 862.61 | — | — | — | (0.132 | ) | MJSD | — | 21,393.51 | 10/17/2012 | 7/3/2019 | |||||||||||||||
BRSG4MWC1 | TALLGRASS ENERGY PARTNERS LP SENIOR | 3,446,462.25 | 3,555,269.50 | 3,481,275.00 | 3,448,559.80 | 106,709.70 | 1,526.83 | — | — | — | 0.167 | JAJO | — | 52,931.67 | 10/25/2012 | 10/25/2018 | ||||||||||||||||
BRSG4MWN7 | BWAY HOLDING SENIOR SECURED TERM LOAN | 3,620,426.22 | 3,683,827.57 | 3,632,966.05 | 3,621,432.61 | 62,394.96 | 695.91 | — | — | — | 0.072 | JAJO | — | 22,955.69 | 1/15/2013 | 8/6/2017 | ||||||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | 2,089,753.83 | 2,122,050.00 | 2,100,000.00 | 2,090,385.07 | 31,664.93 | 368.93 | — | — | — | (0.059 | ) | JAJO | — | 26,833.33 | 10/29/2012 | 8/28/2019 | |||||||||||||||
BRSG7ST70 | CHG HEALTHCARE SERVICES INC SENIOR SEC | 4,318,799.44 | 4,427,183.86 | 4,362,423.68 | 4,320,913.20 | 106,270.66 | 1,993.38 | — | — | — | 0.142 | FMAN | — | 55,034.66 | 11/13/2012 | 11/19/2019 | ||||||||||||||||
BRSG7WBK1 | SMART & FINAL STORES LLC TERM LOAN | 886,665.28 | 901,926.13 | 887,775.00 | 886,712.87 | 15,213.26 | 260.89 | — | — | — | 0.018 | FMAN | — | 24,974.43 | 11/29/2012 | 11/5/2019 | ||||||||||||||||
BRSG82NP2 | CONSOLIDATED COMMUNICATIONS IN SENIOR | 2,962,575.00 | 3,035,891.25 | 2,992,500.00 | 2,963,759.75 | 72,131.50 | 1,259.75 | — | — | — | 0.166 | FMAN | — | 37,953.61 | 11/29/2012 | 12/31/2018 | ||||||||||||||||
BRSG8SYA6 | BASS PRO GROUP LLC SENIOR SECURED TERM | 4,188,976.31 | 4,250,792.58 | 4,199,475.00 | 4,189,427.55 | 61,365.03 | 398.64 | — | — | — | 0.036 | FMAN | — | 49,116.67 | 11/16/2012 | 11/20/2019 | ||||||||||||||||
BRSG8U0V2 | WESCO DISTRIBUTION INC SENIOR SECURED | 1,234,406.25 | 1,263,757.69 | 1,246,875.00 | 1,234,837.17 | 28,920.52 | 462.17 | — | — | — | 0.143 | MJSD | — | 11,723.18 | 12/4/2012 | 12/12/2019 | ||||||||||||||||
BRSG8UAX7 | FLEETPRIDE INC SENIOR SECURED TERM LOAN | 3,499,713.25 | 3,571,351.74 | 3,521,175.00 | 3,500,675.01 | 70,676.73 | 845.08 | — | — | — | 0.087 | FMAN | — | 44,786.88 | 12/5/2012 | 11/19/2019 | ||||||||||||||||
BRSG9SY49 | ARDENT MEDICAL SENIOR SECURED TERM LOAN | 1,787,420.25 | 1,841,584.50 | 1,805,475.00 | 1,788,199.95 | 53,384.55 | 824.95 | — | — | — | 0.181 | FMAN | — | 28,168.12 | 11/19/2012 | 7/2/2018 | ||||||||||||||||
BRSGBCQJ7 | NEXSTAR BROADCASTING INC SENIOR SECURED | 1,363,718.57 | 1,397,133.10 | 1,370,571.43 | 1,363,937.07 | 33,196.03 | 218.50 | — | — | — | 0.072 | FMAN | — | 8,908.71 | 11/19/2012 | 11/19/2019 | ||||||||||||||||
BRSGC58P7 | UPC FINANCING PARTNERSHIP SENIOR SECURED | 1,496,250.00 | 1,525,312.50 | 1,500,000.00 | 1,496,387.50 | 28,925.00 | 113.53 | — | — | — | 0.03 | MJSD | — | 5,500.00 | 11/20/2012 | 1/29/2021 | ||||||||||||||||
BRSGC5B08 | NATIONAL CNEMDIA SENIOR SECURED TERM | 1,488,750.00 | 1,514,062.50 | 1,500,000.00 | 1,489,273.34 | 24,789.16 | 395.52 | — | — | — | 0.106 | FMAN | — | 12,555.41 | 11/20/2012 | 11/26/2019 | ||||||||||||||||
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 1,175,154.75 | 1,207,797.94 | 1,187,025.00 | 1,175,556.99 | 32,240.95 | 413.23 | — | — | — | 0.143 | MJSD | 469.86 | 12,940.67 | 12/7/2012 | 12/11/2019 | ||||||||||||||||
BRSGCQN17 | SEQUA CORP SENIOR SECURED TERM LOAN | 2,858,436.00 | 2,925,113.69 | 2,872,800.00 | 2,859,202.26 | 65,911.43 | 802.26 | — | — | — | 0.111 | MJSD | — | 68.25 | 12/18/2012 | 6/19/2017 | ||||||||||||||||
BRSGD3QG1 | GWF ENERGY HOLDINGS LLC SENIOR SECURED | — | — | — | — | — | 74,522.17 | — | — | — | — | FMAN | — | 42,289.53 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSGECMG4 | NPC INTL INC. SENIOR SECURED TERM LOAN | 500,000.00 | 505,832.50 | 500,000.00 | 500,000.00 | 5,832.50 | — | — | — | — | — | FMAN | — | 4,724.44 | 11/21/2012 | 12/28/2018 |
BRSGF63V4 | CINEMARK USA INC SENIOR SECURED TERM | 2,669,858.62 | 2,714,025.33 | 2,683,275.00 | 2,670,357.83 | 43,667.50 | 506.44 | — | — | — | 0.071 | MJSD | — | 14,038.50 | 12/13/2012 | 12/18/2019 | ||||||||||||||||
BRSGF9UP1 | SUNGARD DATA SYST INC. SENIOR SECURED | 917,700.00 | 931,268.19 | 917,700.00 | 917,700.00 | 13,568.19 | — | — | — | — | — | MJSD | — | 6,080.89 | 12/14/2012 | 1/31/2020 | ||||||||||||||||
BRSGFBZT3 | ALLIANCE LAUNDRY SYST LLC SENIOR SECURED | 791,969.62 | 803,510.89 | 795,949.37 | 792,167.41 | 11,343.48 | 183.39 | — | — | — | 0.082 | MJSD | — | 18,222.22 | 12/7/2012 | 12/10/2018 | ||||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 1,057,025.81 | 1,081,326.78 | 1,062,337.50 | 1,057,201.18 | 24,125.60 | 188.68 | — | — | — | 0.071 | MJSD | — | 10,058.33 | 12/13/2012 | 12/20/2019 | ||||||||||||||||
BRSGV1XL6 | MISSION BROADCASTING INC. SENIOR SEC | 576,531.43 | 590,657.90 | 579,428.57 | 576,623.29 | 14,034.61 | 91.86 | — | — | — | 0.072 | MJSD | — | 5,504.57 | 11/19/2012 | 12/3/2019 | ||||||||||||||||
BRSGV88K1 | MEDASSETS INC SENIOR SECURED TERM LOAN | 344,108.31 | 350,592.77 | 345,837.50 | 344,177.99 | 6,414.78 | 156.19 | — | — | — | 0.071 | MJSD | — | 4,015.00 | 12/11/2012 | 12/13/2019 | ||||||||||||||||
BRSGVDRB9 | METALDYNE LLC SENIOR SECURED TERM LOAN | 1,736,896.87 | 1,763,081.25 | 1,745,625.00 | 1,737,229.91 | 25,851.34 | 354.91 | — | — | — | 0.083 | MJSD | — | 39,083.34 | 12/4/2012 | 12/18/2018 | ||||||||||||||||
BRSGVPQQ0 | REDPRAIRIE CORP SENIOR SECURED TERM LOAN | 2,321,681.25 | 2,420,151.33 | 2,369,062.50 | 2,323,473.52 | 96,677.81 | 4,612.19 | — | — | — | 0.335 | MJSD | — | 64,804.69 | 12/14/2012 | 12/21/2018 | ||||||||||||||||
BRSGW0678 | B&G FOODS INC SENIOR SECURED TERM LOAN | 660,912.00 | 676,977.54 | 666,562.50 | 661,149.09 | 15,828.45 | 251.40 | — | — | — | 0.142 | MJSD | — | 2,464.71 | 12/31/2012 | 11/30/2018 | ||||||||||||||||
BRSGWZFG1 | SAGE PRODUCTS INC SENIOR SECURED TERM | 1,173,150.00 | 1,194,628.13 | 1,185,000.00 | 1,173,559.37 | 21,068.76 | 409.37 | — | — | — | 0.143 | MJSD | — | 22,786.56 | 12/13/2012 | 12/13/2019 | ||||||||||||||||
BRSGXX576 | TRIBUNE COMPANY SENIOR SECURED TERM LOAN | 1,283,782.50 | 1,311,494.05 | 1,296,750.00 | 1,284,153.68 | 27,340.37 | 403.68 | — | — | — | 0.143 | MJSD | — | 9,966.66 | 12/17/2012 | 12/31/2019 | ||||||||||||||||
BRSGZA7E7 | TRANSFIRST HOLDINGS INC SENIOR SECURED | 1,886,172.75 | 1,939,166.58 | 1,905,225.00 | 1,887,050.30 | 52,116.28 | 1,941.27 | — | — | — | 0.199 | MJSD | — | 43,340.28 | 12/20/2012 | 12/27/2017 | ||||||||||||||||
BRSGZV4B0 | CUMULUS MED INC. SENIOR SECURED TERM | 6,115,638.55 | 6,209,911.12 | 6,115,638.55 | 6,115,638.55 | 94,272.57 | — | — | — | — | — | MJSD | — | 42,917.04 | 12/18/2012 | 9/17/2018 | ||||||||||||||||
BRSH02032 | CONSOLIDATED PRECISION PRODUCT SENIOR | — | — | — | — | — | 14,750.00 | — | — | — | — | MJSD | — | 18,990.62 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSH04L43 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 1,485,028.12 | 1,501,486.88 | 1,496,250.00 | 1,485,404.44 | 16,082.44 | 404.44 | — | — | — | 0.152 | MJSD | 412.59 | 9,762.89 | 1/4/2013 | 12/20/2017 | ||||||||||||||||
BRSH2DJN2 | WINDSTREAM CORP SENIOR SECURED TERM LOAN | 2,723,175.00 | 2,755,948.41 | 2,723,175.00 | 2,723,175.00 | 32,773.41 | — | — | — | — | — | JAJO | — | 10,888.72 | 1/10/2013 | 1/23/2020 | ||||||||||||||||
BRSH4GA51 | AMERIFORGE GROUP INC SENIOR SECURED TERM | 764,234.62 | 779,918.72 | 768,075.00 | 764,324.60 | 15,594.12 | 99.60 | — | — | — | 0.072 | JAJO | — | 6,058.62 | 1/22/2013 | 12/19/2019 | ||||||||||||||||
BRSH4X0F3 | DIGITALGLOBE INC SENIOR SECURED TERM | 510,000.00 | 517,729.05 | 510,000.00 | 510,000.00 | 7,729.05 | — | — | — | — | — | JAJO | — | — | 1/25/2013 | 1/31/2020 | ||||||||||||||||
BRSH4XBW4 | ALCATEL-LUCENT USA INC SENIOR SECURED | — | — | — | — | — | 32.12 | — | — | — | — | MJSD | — | 1,639.31 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSH5BNL2 | MICHAELS STORES INC SENIOR SECURED TERM | 6,565,000.00 | 6,642,499.83 | 6,565,000.00 | 6,565,000.00 | 77,499.83 | — | — | — | — | — | JAJO | — | — | 1/24/2013 | 1/28/2020 | ||||||||||||||||
BRSH62EH0 | BRIGHT HORIZONS FAMILY SOLUTIO SENIOR | 2,547,814.50 | 2,600,250.58 | 2,573,550.00 | 2,548,288.02 | 51,962.56 | 538.02 | — | — | — | 0.142 | JAJO | — | 6,327.34 | 1/24/2013 | 1/30/2020 | ||||||||||||||||
BRSH62SH5 | APEX TOOL GROUP LLC SENIOR SECURED TERM | 1,741,250.00 | 1,776,250.00 | 1,750,000.00 | 1,741,336.55 | 34,913.45 | 86.55 | — | — | — | 0.072 | JAJO | — | — | 1/25/2013 | 1/31/2020 | ||||||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM | 444,386.25 | 453,644.30 | 448,875.00 | 444,452.12 | 9,192.18 | 77.12 | — | — | — | 0.167 | FMAN | — | 2,100.00 | 2/7/2013 | 2/7/2019 | ||||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED | 1,029,825.00 | 1,037,913.53 | 1,035,000.00 | 1,029,922.01 | 7,991.52 | 97.01 | — | — | — | 0.072 | MJSD | — | — | 1/31/2013 | 12/20/2019 | ||||||||||||||||
BRSHA8HD8 | VWR FUNDING INC SENIOR SECURED TERM | 763,087.50 | 772,149.16 | 763,087.50 | 763,087.50 | 9,061.66 | — | — | — | — | — | MJSD | — | 2,501.20 | 1/29/2013 | 4/3/2017 | ||||||||||||||||
BRSHB1YS0 | RITE AID CORP SENIOR SECURED TERM LOAN | 2,500,000.00 | 2,533,150.00 | 2,500,000.00 | 2,500,000.00 | 33,150.00 | — | — | — | — | — | MJSD | — | 555.56 | 2/7/2013 | 2/21/2020 | ||||||||||||||||
BRSHB29T4 | ADS WASTE HOLDINGS INC SENIOR SECURED | 9,975,000.00 | 10,100,734.87 | 9,975,000.00 | 9,975,000.00 | 125,734.87 | — | — | — | — | — | MJSD | — | 33,055.56 | 2/5/2013 | 10/9/2019 | ||||||||||||||||
BRSHB4QM6 | GENESYS TELECOM HOLDINGS US IN SENIOR | 2,325,559.82 | 2,377,146.15 | 2,357,987.50 | 2,325,696.31 | 51,449.84 | 136.49 | — | — | — | 0.199 | MJSD | — | — | 3/28/2013 | 1/31/2020 | ||||||||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC SENIOR | 8,553,600.00 | 8,685,921.60 | 8,640,000.00 | 8,553,973.10 | 131,948.50 | 373.10 | — | — | — | 0.143 | FMAN | — | — | 2/13/2013 | 2/28/2020 | ||||||||||||||||
BRSHBGWY6 | LMI AEROSPACE SENIOR SECURED TERM LOAN | — | — | — | — | — | 148.53 | — | — | — | — | MJSD | — | 2,889.04 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHBHRL8 | LIFEPOINT HOSPITALS INC. SECURED TERM | 626,853.94 | 634,709.25 | 628,425.00 | 626,884.10 | 7,825.15 | 34.10 | — | — | — | 0.056 | MJSD | — | 618.19 | 2/4/2013 | 7/31/2017 | ||||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM | 13,000,000.00 | 12,994,085.00 | 13,000,000.00 | 13,000,000.00 | (5,915.00 | ) | — | — | — | — | — | JAJO | — | — | 2/4/2013 | 2/10/2020 | |||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR | 1,180,000.00 | 1,190,637.70 | 1,180,000.00 | 1,180,000.00 | 10,637.70 | — | — | — | — | — | MJSD | — | — | 2/6/2013 | 2/7/2020 | ||||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 5,771,000.00 | 5,886,449.00 | 5,800,000.00 | 5,771,437.33 | 115,011.67 | 437.33 | — | — | — | 0.083 | FMAN | — | 24,529.17 | 2/15/2013 | 2/19/2019 |
BRSHD81B6 | DUNKIN BRANDS INC SENIOR SECURED TERM | 4,975,052.77 | 5,033,900.98 | 4,969,815.21 | 4,974,956.86 | 58,944.12 | (95.91 | ) | — | — | — | (0.015 | ) | MJSD | — | — | 2/14/2013 | 2/14/2020 | ||||||||||||||
BRSHDAGH2 | SERVICEMASTER CO SENIOR SEC TERM NOTES | 11,855,237.63 | 12,122,160.10 | 11,974,987.50 | 11,855,237.63 | 266,922.47 | 531.48 | — | — | — | 0.258 | MJSD | (362.63 | ) | 362.63 | 2/15/2013 | 1/31/2017 | |||||||||||||||
BRSHE90B4 | ARAMARK CORPORATION SENIOR SECURED TERM | 6,089,400.00 | 6,187,870.80 | 6,120,000.00 | 6,089,582.01 | 98,288.79 | 182.01 | — | — | — | 0.077 | FMAN | — | 6,800.00 | 2/22/2013 | 8/22/2019 | ||||||||||||||||
BRSHE9NJ2 | CENTAUR ACQUISITION LLC SENIOR SECURED | 2,544,554.46 | 2,611,762.50 | 2,570,000.00 | 2,544,554.46 | 67,208.04 | — | — | — | — | 0.168 | MJSD | — | — | 2/15/2013 | 2/20/2019 | ||||||||||||||||
BRSHGCFR4 | REALOGY GROUP LLC SENIOR SECURED TERM | 1,301,850.00 | 1,335,277.30 | 1,315,000.00 | 1,301,947.78 | 33,329.52 | 97.78 | — | — | — | 0.142 | FMAN | — | — | 3/1/2013 | 2/28/2020 | ||||||||||||||||
BRSHH3U39 | IASIS HELTHCARE CORP SENIOR SECURED TERM | 7,203,425.81 | 7,423,209.59 | 7,312,750.50 | 7,205,255.08 | 217,954.51 | 1,897.13 | — | — | — | 0.286 | FMAN | — | 32,989.85 | 2/28/2013 | 5/3/2018 | ||||||||||||||||
BRSHHLHN0 | CRICKET COMMUNICATIONS INC. SENIOR | 6,004,625.00 | 6,094,618.75 | 6,050,000.00 | 6,004,625.00 | 89,993.75 | — | — | — | — | 0.109 | MJSD | — | — | 3/1/2013 | 3/1/2020 | ||||||||||||||||
BRSHHYQ77 | UNIVISION COMMUN INC. SENIOR SECURED | 1,990,000.00 | 2,013,250.00 | 2,000,000.00 | 1,990,093.96 | 23,156.04 | 93.96 | — | — | — | 0.071 | FMAN | — | 5,277.78 | 2/22/2013 | 2/28/2020 | ||||||||||||||||
BRSHJ8GU2 | SUNGARD DATA SYST INC. SENIOR SECURED | 6,937,612.50 | 7,037,590.63 | 6,955,000.00 | 6,937,646.74 | 99,943.89 | 34.24 | — | — | — | 0.035 | JAJO | — | — | 3/7/2013 | 3/8/2020 | ||||||||||||||||
BRSHJV7B3 | CEDAR FAIR L.P. SENIOR SECURED TERM | 1,446,375.00 | 1,470,851.00 | 1,450,000.00 | 1,446,404.80 | 24,446.20 | 82.91 | — | — | — | 0.035 | MJSD | — | 3,506.84 | 3/1/2013 | 3/6/2020 | ||||||||||||||||
BRSHKFUT1 | TOTAL SAFETY US INC SENIOR SECURED TERM | 756,200.00 | 767,919.20 | 760,000.00 | 756,200.00 | 11,719.20 | — | — | — | — | 0.072 | MJSD | — | — | 3/13/2013 | 3/13/2020 | ||||||||||||||||
BRSHKR2U3 | NIELSEN FINANCE LLC/NIELSON FI SENIOR | 1,959,823.68 | 1,983,253.37 | 1,959,823.68 | 1,959,823.68 | 23,429.69 | — | — | — | — | — | FMAN | — | — | 2/25/2013 | 5/1/2016 | ||||||||||||||||
BRSHKZ9A2 | VEYANCE TECHNOLOGIES INC SENIOR SECURED | 4,925,000.00 | 5,018,300.00 | 5,000,000.00 | 4,925,769.35 | 92,530.65 | 769.35 | — | — | — | 0.331 | MJSD | — | — | 3/6/2013 | 9/15/2017 | ||||||||||||||||
BRSHLHVQ1 | STAR WEST GENERATION LLC SENIOR SECURED | 4,865,550.00 | 4,958,264.40 | 4,890,000.00 | 4,865,617.08 | 92,647.32 | 67.08 | — | — | — | 0.071 | MJSD | — | — | 3/8/2013 | 3/13/2020 | ||||||||||||||||
BRSHMA6X8 | SALEM COMMUNS CORP SENIOR SECURED TERM | 850,725.00 | 868,179.83 | 855,000.00 | 850,725.00 | 17,454.83 | — | — | — | — | 0.072 | JAJO | — | — | 3/13/2013 | 3/15/2020 | ||||||||||||||||
BRSHN4W46 | RUBY WESTERN PIPELINE HOLDINGS SENIOR | 696,500.00 | 709,625.00 | 700,000.00 | 696,500.00 | 13,125.00 | — | — | — | — | 0.072 | MJSD | — | — | 3/22/2013 | 3/27/2020 | ||||||||||||||||
BRSHNYK01 | EAGLE SPINCO INC SENIOR SECURED TERM | 300,000.00 | 303,000.00 | 300,000.00 | 300,000.00 | 3,000.00 | — | — | — | — | — | MJSD | — | — | 3/13/2013 | 1/28/2017 | ||||||||||||||||
BRSHQ3628 | DUFF & PHELPS LLC SENIOR SECURED TERM | 299,250.00 | 303,939.00 | 300,000.00 | 299,250.00 | 4,689.00 | — | — | — | — | 0.036 | MJSD | — | — | 3/14/2013 | 3/14/2020 | ||||||||||||||||
BRSHQJZB1 | TWIN RIVER MANAGEMENT GROUP IN SENIOR | 732,600.00 | 748,787.50 | 740,000.00 | 732,600.00 | 16,187.50 | — | — | — | — | 0.206 | MJSD | — | — | 3/22/2013 | 3/22/2018 | ||||||||||||||||
BRSHRW9X2 | MEDTRONIC INC CORP BND | 4,992,500.00 | 5,005,122.00 | 5,000,000.00 | 4,992,524.24 | 12,597.76 | 24.24 | — | — | 0.029 | 0.059 | MS | 20.47 | — | 3/19/2013 | 4/1/2018 | ||||||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 890,000.00 | 890,000.00 | 890,000.00 | 890,000.00 | — | — | — | — | — | — | MJSD | — | — | 3/27/2013 | 3/27/2020 | ||||||||||||||||
BRSHTPNN1 | HEINZ H. J. COMPANY SENIOR SEC TERM | 2,159,587.50 | 2,159,587.50 | 2,165,000.00 | 2,159,587.50 | — | — | — | — | — | 0.036 | MJSD | — | — | 3/27/2013 | 3/27/2020 | ||||||||||||||||
BRSHUA3L8 | UAL_12-2A SENIOR SECURED TERM LOAN | 4,720,000.00 | 4,777,041.20 | 4,720,000.00 | 4,720,000.00 | 57,041.20 | — | — | — | — | — | MJSD | — | — | 3/22/2013 | 4/1/2019 | ||||||||||||||||
C9413PAJ2 | VALEANT PHARMACEUTICALS INTERN SENIOR | 1,942,054.54 | 2,016,310.52 | 1,990,012.50 | 1,945,746.37 | 70,564.15 | 1,952.22 | — | — | — | (0.164 | ) | JAJO | — | 33,211.56 | 10/2/2012 | 2/13/2019 | |||||||||||||||
P8588FAD4 | SEVEN SEAS CRUISES S DE RL SENIOR | 2,656,375.00 | 2,696,220.63 | 2,656,375.00 | 2,656,375.00 | 39,845.63 | — | — | — | — | — | JAJO | — | — | 1/25/2013 | 12/21/2018 | ||||||||||||||||
U75000AU0 | ROCHE HOLDINGS INC SENIOR CORP BND | O | 742,348.77 | 868,375.30 | 525,000.00 | 745,643.71 | 122,731.59 | 212.68 | — | 49,651.96 | 5.5 | 5.634 | MAR | 3,388.61 | 45,784.20 | 2/25/2009 | 3/4/2015 | |||||||||||||||
U89233TU1 | TOYOTA MOTOR CREDIT CORP CORP BOND | O | 890,072.82 | 936,440.95 | 550,000.00 | 890,355.74 | 46,085.21 | 53.71 | — | (56,249.76 | ) | 4 | 3.99 | DEC | 9,945.67 | — | 12/4/2011 | 12/7/2017 | ||||||||||||||
06366QGN1 | BANK OF MONTREAL CORP BND | A | 2,500,000.00 | 2,511,249.73 | 2,500,000.00 | 2,500,000.00 | 11,249.73 | — | — | — | 0.771 | 0.743 | JAJO | 3,317.43 | 21,061.07 | 4/26/2011 | 4/29/2014 | |||||||||||||||
06366QW86 | BANK OF MONTREAL CORP BND MTN | A | 2,993,850.00 | 3,131,845.32 | 3,000,000.00 | 2,995,281.81 | 136,563.51 | 295.16 | — | — | 2.5 | 2.544 | JJ | 16,666.67 | 37,500.00 | 1/6/2012 | 1/11/2017 | |||||||||||||||
06366RHA6 | BANK OF MONTREAL SENIOR CORP BND MTN | A | 2,995,380.00 | 2,999,513.85 | 3,000,000.00 | 2,995,878.73 | 3,635.12 | 221.94 | — | — | 1.4 | 1.432 | MS | 2,333.33 | 21,000.00 | 9/4/2012 | 9/11/2017 | |||||||||||||||
063679ZT4 | BANK OF MONTREAL CORP BND 144A | A | 2,196,150.00 | 2,291,410.13 | 2,200,000.00 | 2,197,016.39 | 94,393.74 | 185.12 | — | — | 1.95 | 1.987 | JJ | 7,269.17 | 21,450.00 | 1/23/2012 | 1/30/2017 | |||||||||||||||
064159AL0 | BANK OF NOVA SCOTIA CORP BND | A | 1,696,035.00 | 1,685,097.88 | 1,650,000.00 | 1,684,927.30 | 170.58 | (4,838.86 | ) | — | — | 1.85 | 0.653 | JJ | 6,698.54 | 15,262.50 | 8/30/2012 | 1/12/2015 | ||||||||||||||
064159AM8 | BANK OF NOVA SCOTIA CORP BND | A | 1,497,000.00 | 1,571,561.73 | 1,500,000.00 | 1,497,696.19 | 73,865.54 | 142.48 | — | — | 2.55 | 2.593 | JJ | 8,393.75 | 19,125.00 | 1/5/2012 | 1/12/2017 | |||||||||||||||
064159BW5 | BANK OF NOVA SCOTIA SENIOR CORP BND | A | 6,000,000.00 | 5,996,460.12 | 6,000,000.00 | 6,000,000.00 | (3,539.88 | ) | — | — | — | 0.687 | 0.687 | MJSD | 1,946.78 | — | 3/8/2013 | 3/15/2016 |
06415CAA7 | BANK OF NOVA SCOTIA CORP BND 144A | A | 1,140,524.00 | 1,151,205.07 | 1,100,000.00 | 1,132,613.65 | 18,591.42 | (2,359.42 | ) | — | — | 2.15 | 1.242 | FA | 3,810.28 | 11,825.00 | 5/24/2012 | 8/3/2016 | ||||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA SECURED CORP BND | A | 4,200,824.80 | 4,249,392.14 | 4,200,000.00 | 4,200,584.36 | 48,807.78 | (72.91 | ) | — | — | 1.05 | 1.043 | MS | 1,347.51 | 22,050.00 | 4/12/2012 | 3/20/2015 | ||||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA SECURED LOCAL BND | A | 2,197,580.00 | 2,273,303.85 | 2,200,000.00 | 2,198,059.92 | 75,243.93 | 116.53 | — | — | 1.75 | 1.773 | MS | 962.50 | 19,250.00 | 3/15/2012 | 3/22/2017 | |||||||||||||||
067901AF5 | BARRICK GOLD CORP CORP BND | A | 2,747,701.82 | 2,894,137.92 | 2,750,000.00 | 2,748,476.28 | 145,661.64 | 114.11 | — | — | 2.9 | 2.137 | MN | 26,804.86 | — | 9/8/2011 | 5/30/2016 | |||||||||||||||
12800UAK6 | LA CAISSE CENTRALE DESJARDINS CORP BND | A | 397,592.00 | 422,312.01 | 400,000.00 | 398,509.01 | 23,803.00 | 118.70 | — | — | 2.55 | 2.681 | MS | 198.33 | 5,100.00 | 4/18/2011 | 3/24/2016 | |||||||||||||||
12800UAL4 | LA CAISSE CENTRALE DESJARDINS SECURED | A | 2,699,352.00 | 2,771,658.19 | 2,700,000.00 | 2,699,486.46 | 72,171.73 | 31.24 | — | — | 1.6 | 1.605 | MS | 3,000.00 | 21,600.00 | 2/28/2012 | 3/6/2017 | |||||||||||||||
136069EH0 | CANADIAN IMPERIAL BANK OF COMM CORP BND | A | 2,234,372.73 | 2,241,580.16 | 2,200,000.00 | 2,222,140.52 | 19,439.64 | (3,198.79 | ) | — | — | 1.5 | 0.901 | JD | 9,991.67 | 8,500.00 | 4/16/2012 | 12/12/2014 | ||||||||||||||
136069ET4 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 3,024,092.50 | 3,025,274.88 | 3,025,000.00 | 3,024,242.04 | 1,032.84 | 109.80 | — | — | 0.9 | 0.91 | AO | 13,612.50 | 7,850.00 | 9/24/2012 | 10/1/2015 | |||||||||||||||
136069FA4 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 3,996,760.00 | 4,008,533.92 | 4,000,000.00 | 3,996,877.49 | 11,656.43 | 117.49 | — | — | 1.55 | 1.567 | JJ | 11,711.11 | — | 1/17/2013 | 1/23/2018 | |||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 8,414,868.00 | 8,515,046.19 | 8,350,000.00 | 8,420,087.00 | 94,959.19 | (967.41 | ) | — | — | 1.45 | 1.209 | JD | 35,649.85 | (13,154.72 | ) | 2/21/2013 | 12/15/2016 | |||||||||||||
63307AAA3 | NATIONAL BK OF CANADA SENIOR CORP BND | A | 11,657,163.00 | 11,663,018.77 | 11,670,000.00 | 11,658,157.76 | 4,861.01 | 617.44 | — | — | 1.45 | 1.473 | MN | 67,686.00 | — | 11/2/2012 | 11/7/2017 | |||||||||||||||
73755LAG2 | POTASH CORP OF SASKATCHEWAN IN CORP BND | A | 1,776,592.85 | 1,765,855.91 | 1,655,000.00 | 1,773,345.37 | (7,489.46 | ) | (3,247.48 | ) | — | — | 3.75 | 0.85 | MS | 31,031.25 | (26,893.75 | ) | 3/1/2013 | 9/30/2015 | ||||||||||||
78008K5X7 | ROYAL BANK OF CANADA CORP BND | A | 4,502,835.00 | 4,513,005.05 | 4,500,000.00 | 4,501,055.86 | 11,949.19 | (248.82 | ) | — | — | 0.603 | 0.553 | JAJO | 5,577.75 | 20,161.81 | 6/20/2011 | 4/17/2014 | ||||||||||||||
78008SD86 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,996,900.00 | 5,007,777.80 | 5,000,000.00 | 4,996,966.66 | 10,811.14 | 66.66 | — | — | 0.85 | 0.871 | MS | 2,715.28 | — | 3/5/2013 | 3/8/2016 | |||||||||||||||
78008SE28 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 13,250,000.00 | 13,257,551.44 | 13,250,000.00 | 13,250,000.00 | 7,551.44 | — | — | — | 0.65 | 0.65 | MJSD | 5,738.13 | — | 3/5/2013 | 3/8/2016 | |||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875.00 | 4,118,203.71 | 4,100,000.00 | 4,095,085.16 | 23,118.55 | 210.16 | — | — | 1.5 | 1.526 | JJ | 13,154.17 | — | 1/7/2013 | 1/16/2018 | |||||||||||||||
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL | A | 1,594,560.00 | 1,638,144.16 | 1,600,000.00 | 1,595,669.29 | 42,474.87 | 262.64 | — | — | 1.5 | 1.571 | MS | 1,200.00 | 12,000.00 | 3/5/2012 | 3/13/2017 | |||||||||||||||
89114QAC2 | TORONTO-DOMINION BANK/THE CORP BND | A | 2,300,000.00 | 2,306,026.02 | 2,300,000.00 | 2,300,000.00 | 6,026.02 | — | — | — | 0.605 | 0.549 | JAJO | 2,976.26 | 3,722.34 | 7/7/2011 | 7/14/2014 | |||||||||||||||
89114QAE8 | TORONTO-DOMINION BANK/THE CORP BND | A | 7,853,225.00 | 7,830,337.13 | 7,500,000.00 | 7,843,691.67 | (13,354.54 | ) | (9,533.33 | ) | — | — | 2.375 | 1.057 | AO | 80,156.25 | (62,013.89 | ) | 2/22/2013 | 10/19/2016 | ||||||||||||
89153UAD3 | TOTAL CAPITAL CANADA LTD SENIOR CORP BND | A | 2,000,000.00 | 2,008,860.16 | 2,000,000.00 | 2,000,000.00 | 8,860.16 | — | — | — | 0.683 | 0.683 | JAJO | 2,797.20 | — | 1/10/2013 | 1/15/2016 | |||||||||||||||
893526DH3 | TRANSCANADA PIPELINES LTD COUP CORP BND | A | 3,673,161.75 | 3,876,033.49 | 3,675,000.00 | 3,674,165.52 | 201,867.97 | 91.48 | — | — | 3.4 | 3.411 | JD | 41,650.00 | — | 5/27/2010 | 6/1/2015 | |||||||||||||||
893526DL4 | TRANSCANADA PIPELINES LTD COUP SENIOR | A | 2,914,148.25 | 2,932,156.74 | 2,925,000.00 | 2,918,023.58 | 14,133.16 | 889.19 | — | — | 0.875 | 1.001 | MS | 2,061.72 | 12,796.89 | 2/28/2012 | 3/2/2015 | |||||||||||||||
98417EAU4 | XSTRATA FINANCE (CANADA) LTD SENIOR CORP | A | 4,128,053.20 | 4,177,182.54 | 4,135,000.00 | 4,128,623.30 | 48,559.24 | 324.74 | — | — | 2.45 | 2.486 | AO | 43,899.92 | — | 10/18/2012 | 10/25/2017 | |||||||||||||||
BRSBRN2H7 | MEG ENERGY CORP TERM LOAN | A | 7,182,270.41 | 7,252,306.88 | 7,164,541.25 | 7,163,659.54 | 88,647.34 | 43.97 | — | — | — | (0.32 | ) | MJSD | — | 67,886.23 | 5/29/2012 | 3/15/2018 | ||||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR | A | 7,897,824.98 | 8,026,809.56 | 7,937,512.54 | 7,903,342.15 | 123,467.41 | 1,492.65 | — | — | — | 0.071 | MJSD | — | 81,730.22 | 3/26/2012 | 3/28/2019 | |||||||||||||||
BRSFXW3C1 | PROGRESSIVE WASTE SOLUTIONS LT SENIOR | A | 585,582.37 | 597,170.43 | 588,525.00 | 585,748.74 | 11,421.69 | 111.20 | — | — | — | 0.071 | JAJO | — | 4,990.42 | 10/22/2012 | 10/24/2019 | |||||||||||||||
BRSFZGGS5 | GARDA WORLD SEC SENIOR SECURED TERM LOAN | A | 1,181,089.87 | 1,204,088.48 | 1,187,025.00 | 1,181,378.82 | 22,709.66 | 223.49 | — | — | — | 0.071 | FMAN | — | 7,288.75 | 10/24/2012 | 11/13/2019 | |||||||||||||||
BRSG101A0 | CUNNINGHAM LINDSEY GROUP INC SENIOR | A | — | — | — | — | — | — | — | — | — | — | MJSD | — | 1,477.78 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSHG9DW2 | SAXON ENERGY SERVICES INC SENIOR SECURED | A | 1,432,800.00 | 1,450,800.00 | 1,440,000.00 | 1,432,912.12 | 17,887.88 | 112.12 | — | — | — | 0.083 | MJSD | — | 6,539.72 | 2/13/2013 | 2/13/2019 | |||||||||||||||
C8843QAB9 | TERVITA CORP SENIOR SECURED TERM LOAN | A | 1,524,600.00 | 1,561,660.10 | 1,540,000.00 | 1,524,762.16 | 36,897.94 | 162.16 | — | — | — | 0.192 | MJSD | — | — | 2/11/2013 | 5/15/2018 | |||||||||||||||
00182EAR0 | ANZ NATIONAL INTERNATIONAL LTD SENIOR | F | 9,996,500.00 | 9,999,630.70 | 10,000,000.00 | 9,996,515.61 | 3,115.09 | 15.61 | — | — | 1.125 | 1.137 | MS | 1,250.00 | — | 3/20/2013 | 3/24/2016 | |||||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND | F | 176,911.50 | 184,711.89 | 177,000.00 | 176,970.35 | 7,741.54 | 4.50 | — | — | 3.2 | 3.211 | MN | 2,328.53 | — | 10/26/2009 | 11/3/2014 | |||||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC CORP BND 144A | F | 5,570,775.00 | 4,874,206.36 | 4,500,000.00 | 4,823,771.24 | 50,435.12 | (77,288.76 | ) | — | — | 9.375 | 2.197 | AO | 202,734.37 | — | 10/19/2010 | 4/8/2014 | ||||||||||||||
034863AE0 | ANGLO AMERICAN CAPITAL PLC SENIOR CORP | F | 4,989,050.00 | 5,118,991.85 | 5,000,000.00 | 4,991,120.40 | 127,871.45 | 516.15 | — | — | 2.625 | 2.672 | AO | 64,895.83 | — | 3/26/2012 | 4/3/2017 |
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 4,292,819.00 | 4,558,606.60 | 4,300,000.00 | 4,294,825.62 | 263,780.98 | 341.33 | — | — | 2.875 | 2.911 | AO | 57,004.86 | — | 10/6/2011 | 10/15/2016 | |||||||||||||||
055451AB4 | BHP BILLITON FINANCE LTD CORP BND | F | 1,742,200.00 | 1,738,833.52 | 1,550,000.00 | 1,736,980.95 | 1,852.57 | (5,219.05 | ) | — | — | 5.25 | 0.736 | JD | 23,960.42 | (17,857.29 | ) | 2/27/2013 | 12/15/2015 | |||||||||||||
055451AG3 | BHP BILLITON FINANCE (USA) LTD CORP BND | F | 2,583,704.25 | 2,442,105.69 | 2,325,000.00 | 2,393,033.19 | 49,072.50 | (24,285.80 | ) | — | — | 5.5 | 2.518 | AO | 63,937.50 | 42,461.52 | 4/16/2010 | 4/1/2014 | ||||||||||||||
055451AM0 | BHP BILLITON FINANCE (USA) LTD SENIOR | F | 5,656,200.00 | 5,664,125.45 | 5,650,000.00 | 5,655,008.18 | 9,117.27 | (1,191.82 | ) | — | — | 0.56 | 0.581 | FMAN | 3,604.08 | 6,581.43 | 1/9/2013 | 2/18/2014 | ||||||||||||||
055451AN8 | BHP BILLITON FINANCE (USA) LTD SENIOR | F | 4,989,550.00 | 5,046,542.75 | 5,000,000.00 | 4,993,341.66 | 53,201.09 | 852.51 | — | — | 1 | 1.071 | FA | 5,138.89 | 25,000.00 | 2/21/2012 | 2/24/2015 | |||||||||||||||
055451AP3 | BHP BILLITON FINANCE (USA) LTD SENIOR | F | 6,706,708.00 | 6,850,583.72 | 6,725,000.00 | 6,710,601.06 | 139,982.66 | 877.34 | — | — | 1.625 | 1.682 | FA | 11,231.69 | 54,640.63 | 2/21/2012 | 2/24/2017 | |||||||||||||||
05565QBF4 | BP CAPITAL MARKETS PLC CORP BND | F | 2,258,382.50 | 2,108,958.00 | 2,050,000.00 | 2,083,579.31 | 25,378.69 | (13,784.44 | ) | — | — | 5.25 | 2.478 | MN | 43,050.00 | — | 12/21/2009 | 11/7/2013 | ||||||||||||||
05565QBH0 | BP CAPITAL MARKETS PLC CORP BND | F | 3,182,550.00 | 3,178,788.99 | 3,000,000.00 | 3,110,288.78 | 68,500.21 | (13,766.45 | ) | — | — | 3.875 | 1.935 | MS | 6,781.25 | 58,125.00 | 12/6/2011 | 3/10/2015 | ||||||||||||||
05565QBN7 | BP CAPITAL MARKETS PLC CORP BND | F | 2,991,480.00 | 3,166,456.38 | 3,000,000.00 | 2,995,571.72 | 170,884.66 | 417.57 | — | — | 3.125 | 3.187 | AO | 46,875.00 | — | 9/28/2010 | 10/1/2015 | |||||||||||||||
05565QBS6 | BP CAPITAL MARKETS PLC CORP BND | F | 1,490,000.00 | 1,498,090.69 | 1,490,000.00 | 1,490,000.00 | 8,090.69 | — | — | — | 0.881 | 0.91 | MJSD | 765.39 | 3,387.89 | 3/8/2011 | 3/11/2014 | |||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490.00 | 4,934,891.66 | 4,750,000.00 | 4,767,104.98 | 167,786.68 | (1,139.60 | ) | — | — | 2.248 | 2.143 | MN | 44,491.67 | — | 11/1/2011 | 11/1/2016 | ||||||||||||||
05565QBX5 | BP CAPITAL MARKETS PLC CORP BND | F | 1,699,898.00 | 1,730,410.95 | 1,700,000.00 | 1,699,942.07 | 30,468.88 | 21.44 | — | — | 1.7 | 1.702 | JD | 9,312.23 | 17,741.38 | 12/1/2011 | 12/5/2014 | |||||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 8,000,000.00 | 8,178,827.52 | 8,000,000.00 | 8,000,000.00 | 178,827.52 | — | — | — | 1.846 | 1.846 | MN | 59,892.45 | — | 5/2/2012 | 5/5/2017 | |||||||||||||||
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 4,995,900.00 | 5,000,266.25 | 5,000,000.00 | 4,996,220.49 | 4,045.76 | 197.56 | — | — | 1.375 | 1.392 | MN | 27,690.97 | — | 11/1/2012 | 11/6/2017 | |||||||||||||||
06739FFZ9 | BARCLAYS BANK PLC LOCAL BND | F | 528,417.00 | 527,409.25 | 500,000.00 | 508,204.06 | 19,205.19 | (1,556.98 | ) | — | — | 5.2 | 3.869 | JJ | 5,850.00 | 13,000.00 | 10/21/2009 | 7/10/2014 | ||||||||||||||
06739FGF2 | BARCLAYS BANK PLC CORP BND | F | 5,638,250.00 | 5,616,353.60 | 5,000,000.00 | 5,620,931.18 | (4,577.58 | ) | (17,318.82 | ) | — | — | 5 | 1.329 | MS | 6,250.00 | 18,055.56 | 2/21/2013 | 9/22/2016 | |||||||||||||
06741CAB0 | BARCLAYS PLC SENIOR LOCAL BND 144A | F | 1,393,294.00 | 1,460,689.99 | 1,400,000.00 | 1,394,434.60 | 66,255.39 | 319.90 | — | — | 2.25 | 2.352 | MN | 12,337.50 | — | 5/2/2012 | 5/10/2017 | |||||||||||||||
10778XAA4 | BRFKREDIT AS CORP BND 144A | F | 5,094,390.00 | 5,102,311.52 | 5,100,000.00 | 5,099,926.20 | 2,385.32 | 474.45 | — | — | 2.05 | 2.088 | AO | 48,209.17 | — | 4/8/2010 | 4/15/2013 | |||||||||||||||
20271RAA8 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP | F | 2,149,183.00 | 2,195,986.87 | 2,150,000.00 | 2,149,461.82 | 46,525.05 | 66.64 | — | — | 1.95 | 1.963 | MS | 1,746.88 | 20,962.50 | 3/5/2012 | 3/16/2015 | |||||||||||||||
2027A0FP9 | COMMONWEALTH BANK AUSTRALIA CORP BND | F | 10,729,116.00 | 10,799,752.29 | 10,725,000.00 | 10,726,491.00 | 73,261.29 | (381.66 | ) | — | — | 1.01 | 0.995 | MJSD | 4,212.96 | 40,471.67 | 7/12/2011 | 3/17/2014 | ||||||||||||||
22546QAA5 | CREDIT SUISSE GROUP CORP BND | F | 2,186,460.00 | 2,101,259.00 | 2,000,000.00 | 2,053,462.98 | 47,796.02 | (12,025.90 | ) | — | — | 5.5 | 2.972 | MN | 45,833.33 | — | 5/19/2010 | 5/1/2014 | ||||||||||||||
22546QAG2 | CREDIT SUISSE NEW YORK NY CORP BND | F | 5,800,000.00 | 5,837,062.00 | 5,800,000.00 | 5,800,000.00 | 37,062.00 | — | — | — | 1.265 | 1.284 | JAJO | 15,693.03 | 19,063.11 | 12/28/2012 | 1/14/2014 | |||||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 9,444,640.00 | 9,518,919.98 | 9,400,000.00 | 9,441,377.74 | 77,542.24 | (2,454.06 | ) | — | — | 1.5 | 1.389 | MN | 54,833.33 | — | 9/25/2012 | 5/11/2017 | ||||||||||||||
25600WAA8 | DNB BOLIGKREDITT AS CORP BND 144A | F | 9,671,647.51 | 9,943,007.81 | 9,600,000.00 | 9,643,525.54 | 299,482.27 | (4,167.70 | ) | — | — | 2.1 | 1.915 | AO | 93,519.99 | — | 11/14/2012 | 10/14/2015 | ||||||||||||||
25600WAB6 | DNB BOLIGKREDITT AS CORP BND 144A | F | 8,395,963.00 | 8,711,679.84 | 8,200,000.00 | 8,356,577.25 | 355,102.59 | (21,281.04 | ) | — | — | 2.9 | 2.234 | MS | 1,321.11 | 246,274.44 | 6/12/2012 | 3/29/2016 | ||||||||||||||
268317AA2 | ELECTRICITE DE FRANCE CORP BND 144A | F | 9,449,250.00 | 8,937,939.92 | 8,600,000.00 | 8,780,307.57 | 157,632.35 | (53,704.88 | ) | — | — | 5.5 | 2.893 | JJ | 85,402.78 | 236,500.00 | 1/6/2010 | 1/26/2014 | ||||||||||||||
273323AA3 | EAST LANE RE LTD CORP BND | F | 5,000,000.00 | 5,106,600.00 | 5,000,000.00 | 5,000,000.00 | 106,600.00 | — | — | — | 5.75 | 5.912 | MJSD | 13,576.39 | 70,297.83 | 3/1/2011 | 3/14/2016 | |||||||||||||||
273323AB1 | EAST LANE RE IV LTD CORP BND 144A | F | 2,000,000.00 | 2,071,820.00 | 2,000,000.00 | 2,000,000.00 | 71,820.00 | — | — | — | 6.65 | 6.704 | MJSD | 6,280.56 | 32,519.13 | 3/1/2011 | 3/13/2017 | |||||||||||||||
29079DAB2 | EMBARCADERO REINSURANCE LTD CORP BND | F | 6,500,000.00 | 6,729,255.00 | 6,500,000.00 | 6,500,000.00 | 229,255.00 | — | — | — | 5 | — | JAJO | 55,205.48 | 81,930.00 | 7/26/2012 | 2/7/2017 | |||||||||||||||
29268BAD3 | ENEL FINANCE INTERNATIONAL NV CORP BND | F | 1,241,598.75 | 1,255,506.11 | 1,225,000.00 | 1,230,883.06 | 24,623.05 | (926.32 | ) | — | — | 3.875 | 3.547 | AO | 22,943.23 | — | 3/30/2010 | 10/7/2014 | ||||||||||||||
35177PAS6 | FRANCE TELECOM CORP BND | F | 2,247,594.04 | 2,207,306.58 | 2,116,000.00 | 2,157,265.40 | 50,041.18 | (7,923.30 | ) | — | — | 4.375 | 2.801 | JJ | 21,343.68 | 46,287.50 | 4/14/2010 | 7/8/2014 | ||||||||||||||
35177PAU1 | FRANCE TELECOM CORP BND | F | 996,600.00 | 1,024,881.21 | 1,000,000.00 | 998,283.29 | 26,597.92 | 167.89 | — | — | 2.125 | 2.197 | MS | 885.42 | 10,625.00 | 9/7/2010 | 9/16/2015 | |||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP | F | 6,277,383.00 | 6,399,854.44 | 6,300,000.00 | 6,281,305.08 | 118,549.36 | 1,094.52 | — | — | 1.5 | 1.575 | MN | 37,537.49 | — | 5/2/2012 | 5/8/2017 | |||||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 6,478,039.23 | 6,479,210.92 | 6,500,000.00 | 6,478,874.63 | 336.29 | 640.78 | — | — | 1.4 | 1.475 | AO | 43,225.00 | (15,166.67 | ) | 2/14/2013 | 10/1/2017 |
423012AC7 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 1,993,785.13 | 1,990,751.47 | 1,995,000.00 | 1,993,975.94 | (3,224.47 | ) | 99.26 | — | — | 0.8 | 0.821 | AO | 7,581.00 | — | 10/3/2012 | 10/1/2015 | ||||||||||||||
44328MAB0 | HSBC BANK PLC CORP BND 144A | F | 9,329,572.40 | 9,487,366.68 | 8,980,000.00 | 9,283,341.93 | 204,024.75 | (29,086.95 | ) | — | — | 3.5 | 1.94 | JD | 81,194.17 | (5,638.89 | ) | 2/21/2013 | 6/28/2015 | |||||||||||||
44920UAC2 | HYUNDAI CAP SVC CORP BND 144A | F | 2,982,210.00 | 3,241,757.37 | 3,000,000.00 | 2,988,739.60 | 253,017.77 | 775.95 | — | — | 4.375 | 4.498 | JJ | 23,333.33 | 65,625.00 | 1/20/2011 | 7/27/2016 | |||||||||||||||
449786AN2 | ING BANK NV CORP BND 144A | F | 2,375,000.00 | 2,402,431.23 | 2,375,000.00 | 2,375,000.00 | 27,431.23 | — | — | — | 1.681 | 1.652 | MJSD | 2,328.33 | 10,260.00 | 6/1/2011 | 6/9/2014 | |||||||||||||||
449786AR3 | ING BANK NV CORP BND 144A | F | 3,714,234.75 | 3,784,268.29 | 3,725,000.00 | 3,716,049.61 | 68,218.68 | 868.60 | — | — | 2 | 2.1 | MS | 1,241.67 | 37,250.00 | 9/18/2012 | 9/25/2015 | |||||||||||||||
449786AW2 | ING BANK NV SENIOR CORP BND 144A | F | 8,120,000.00 | 8,115,290.48 | 8,120,000.00 | 8,120,000.00 | (4,709.52 | ) | — | — | — | 1.231 | 1.231 | MJSD | 6,942.03 | — | 2/28/2013 | 3/7/2016 | ||||||||||||||
449786AX0 | ING BANK NV SENIOR CORP BND 144A | F | 748,440.00 | 746,969.32 | 750,000.00 | 748,474.69 | (1,505.37 | ) | 34.69 | — | — | 1.375 | 1.446 | MS | 687.50 | — | 2/28/2013 | 3/7/2016 | ||||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR | F | 3,041,246.50 | 3,071,405.53 | 3,050,000.00 | 3,042,523.38 | 28,882.15 | 420.21 | — | — | 1.625 | 1.685 | JD | 12,665.98 | — | 6/26/2012 | 6/29/2017 | |||||||||||||||
541502AB6 | LOMA REINSURANCE LTD CORP BND 144A | F | 4,000,000.00 | 4,108,520.00 | 4,000,000.00 | 4,000,000.00 | 108,520.00 | — | — | — | 18 | 18.421 | MJSD | 62,000.00 | 176,000.43 | 12/22/2011 | 1/9/2014 | |||||||||||||||
55607EAA8 | MACQUARIE GROUP LTD -GTD CORP BND GOVT | F | 4,678,890.29 | 4,615,024.64 | 4,500,000.00 | 4,534,796.69 | 80,227.95 | (11,965.71 | ) | — | — | 4.1 | 2.992 | JD | 53,300.00 | — | 2/19/2010 | 12/17/2013 | ||||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040.00 | 6,535,654.92 | 6,000,000.00 | 5,996,833.49 | 538,821.43 | 180.31 | — | — | 5 | 5.015 | FA | 32,500.00 | 150,000.00 | 2/14/2012 | 2/22/2017 | |||||||||||||||
612098AC7 | MONTANA RE LTD SENIOR CORP BND 144A | F | 10,002,000.00 | 9,840,000.00 | 10,000,000.00 | 10,001,842.19 | (161,842.19 | ) | (329.76 | ) | — | — | 12.181 | 12.481 | MJSD | 84,590.97 | 305,262.50 | 11/30/2012 | 1/8/2014 | |||||||||||||
612098AD5 | MONTANA RE LTD CORP BND 144A | F | 9,004,500.00 | 9,024,300.00 | 9,000,000.00 | 9,003,921.82 | 20,378.18 | (787.50 | ) | — | — | 16.681 | 17.115 | MJSD | 104,256.88 | 375,986.25 | 11/30/2012 | 1/8/2014 | ||||||||||||||
63253WAA9 | NATIONAL AUSTRALIA BANK SECURED LOCAL | F | 3,993,960.00 | 4,149,320.08 | 4,000,000.00 | 3,994,863.50 | 154,456.58 | 288.18 | — | — | 2 | 2.032 | JD | 22,444.44 | — | 6/12/2012 | 6/20/2017 | |||||||||||||||
6325C0CA7 | NATIONAL AUSTRALIA BANK SENIOR CORP BND | F | 4,600,000.00 | 4,632,936.14 | 4,600,000.00 | 4,600,000.00 | 32,936.14 | — | — | — | 1.025 | 1.01 | JAJO | 10,477.77 | 12,558.00 | 4/6/2011 | 4/11/2014 | |||||||||||||||
654624AE5 | NTT CORP SENIOR CORP BND | F | 4,459,748.50 | 4,467,824.83 | 4,450,000.00 | 4,458,465.36 | 9,359.47 | (475.18 | ) | — | — | 1.4 | 1.354 | JJ | 12,633.05 | 31,150.00 | 7/23/2012 | 7/18/2017 | ||||||||||||||
65557CAG8 | NORDEA BANK AB CORP BND 144A | F | 3,075,000.00 | 3,094,649.25 | 3,075,000.00 | 3,075,000.00 | 19,649.25 | — | — | — | 1.205 | 1.203 | JAJO | 7,925.38 | 9,655.50 | 1/11/2011 | 1/14/2014 | |||||||||||||||
65557FAC0 | NORDEA BANK AB SENIOR CORP BND 144A | F | 3,118,343.75 | 3,201,213.13 | 3,125,000.00 | 3,120,583.36 | 80,629.77 | 541.69 | — | — | 2.25 | 2.324 | MS | 2,148.44 | 35,156.25 | 3/14/2012 | 3/20/2015 | |||||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 3,397,355.00 | 3,427,094.64 | 3,250,000.00 | 3,361,574.30 | 65,520.34 | (8,589.22 | ) | — | — | 3.9 | 2.731 | MN | 52,812.50 | — | 3/9/2012 | 5/1/2016 | ||||||||||||||
709629AA7 | PENTAIR FINANCE SA UNSECURED CORP BND | F | 4,533,599.25 | 4,537,244.96 | 4,525,000.00 | 4,533,629.26 | 3,615.70 | (4.35 | ) | — | — | 1.35 | 1.277 | JD | 21,210.94 | (7,068.75 | ) | 3/19/2013 | 12/1/2015 | |||||||||||||
74977EPY3 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 10,025,000.00 | 10,019,085.46 | 10,025,000.00 | 10,025,000.00 | (5,914.54 | ) | — | — | — | 0.76 | 0.761 | MJSD | 2,539.99 | — | 3/12/2013 | 3/18/2016 | ||||||||||||||
74977EPZ0 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 4,989,050.00 | 4,996,736.55 | 5,000,000.00 | 4,989,124.37 | 7,612.18 | 74.37 | — | — | 1.7 | 1.746 | MS | 2,833.33 | — | 3/12/2013 | 3/19/2018 | |||||||||||||||
74977RBQ6 | RABOBANK NEDERLAND NV CORP BND 144A | F | 5,051,420.50 | 5,033,121.60 | 4,850,000.00 | 4,904,538.35 | 128,583.25 | (11,895.21 | ) | — | — | 4.2 | 3.166 | MN | 78,085.00 | — | 1/8/2010 | 5/13/2014 | ||||||||||||||
74977RCE2 | RABOBANK NEDERLAND NV CORP BND 144A | F | 1,598,896.00 | 1,670,885.99 | 1,600,000.00 | 1,599,550.07 | 71,335.92 | 55.28 | — | — | 3.2 | 3.215 | MS | 2,844.44 | 25,600.00 | 3/4/2010 | 3/11/2015 | |||||||||||||||
76112NAB0 | RESIDENTIAL REINSURANCE 2012 L | F | 4,000,000.00 | 4,204,680.00 | 4,000,000.00 | 4,000,000.00 | 204,680.00 | — | — | — | 8 | 8.071 | MJSD | 23,111.11 | 80,009.68 | 5/18/2012 | 6/6/2016 | |||||||||||||||
76112NAC8 | RESIDENTIAL REINSURANCE 2012 L UNSECURED | F | 5,000,000.00 | 4,980,300.00 | 5,000,000.00 | 5,000,000.00 | (19,700.00 | ) | — | — | — | 22 | 22 | MJSD | 79,444.44 | 275,012.10 | 5/18/2012 | 6/6/2018 | ||||||||||||||
767201AF3 | RIO TINTO FINANCE USA LIMITED CORP BND | F | 4,576,294.00 | 4,024,732.10 | 3,700,000.00 | 3,977,352.56 | 47,379.54 | (62,839.65 | ) | — | — | 8.95 | 1.92 | MN | 137,979.17 | — | 10/28/2010 | 5/1/2014 | ||||||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 1,298,947.00 | 1,333,122.08 | 1,300,000.00 | 1,299,443.17 | 33,678.91 | 52.10 | — | — | 1.875 | 1.892 | MN | 10,088.54 | — | 10/28/2010 | 11/2/2015 | |||||||||||||||
767201AM8 | RIO TINTO FINANCE LTD CORP BND | F | 4,651,892.50 | 4,823,118.95 | 4,625,000.00 | 4,657,003.71 | 166,115.24 | (427.05 | ) | — | — | 2.5 | 2.265 | MN | 42,074.65 | (6,666.67 | ) | 2/21/2013 | 5/20/2016 | |||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 4,019,848.00 | 4,119,038.37 | 4,025,000.00 | 4,020,864.55 | 98,173.82 | 247.01 | — | — | 2 | 2.027 | MS | 2,012.50 | 40,250.00 | 3/19/2012 | 3/22/2017 | |||||||||||||||
78572MAD7 | SABMILLER PLC CORP BND 144A | F | 6,725,979.00 | 6,658,719.54 | 5,700,000.00 | 6,507,281.05 | 151,438.49 | (59,957.59 | ) | — | — | 6.5 | 1.971 | JJ | 92,625.00 | 185,250.00 | 10/4/2012 | 7/1/2016 | ||||||||||||||
80105NAC9 | SANOFI CORP BND | F | 7,240,920.00 | 7,239,205.64 | 7,220,000.00 | 7,227,655.44 | 11,550.20 | (1,905.66 | ) | — | — | 0.594 | 0.478 | MJSD | 476.20 | 15,762.47 | 7/7/2011 | 3/28/2014 | ||||||||||||||
806854AA3 | SCHLUMBERGER INVESTMENT SA CORP BND 144A | F | 1,503,915.00 | 1,546,366.30 | 1,500,000.00 | 1,504,572.08 | 41,794.22 | 86.28 | — | — | 1.95 | 1.857 | MS | 1,381.25 | 12,534.17 | 3/22/2013 | 9/14/2016 | |||||||||||||||
806854AC9 | SCHLUMBERGER INVESTMENT SA SENIOR CORP | F | 5,922,669.00 | 5,917,124.34 | 5,875,000.00 | 5,910,879.95 | 6,244.39 | (4,638.51 | ) | — | — | 0.83 | 0.546 | MJSD | 2,709.36 | 8,909.77 | 2/26/2013 | 9/12/2014 |
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 1,622,156.25 | 1,675,230.16 | 1,625,000.00 | 1,623,007.46 | 52,222.70 | 137.72 | — | — | 1.95 | 1.987 | MS | 1,496.35 | 15,843.75 | 9/7/2011 | 9/14/2016 | |||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND | F | 1,368,739.60 | 1,367,477.87 | 1,370,000.00 | 1,368,902.98 | (1,425.11 | ) | 139.58 | — | — | 1.25 | 1.269 | FA | 2,854.17 | 38,957.29 | 7/24/2012 | 8/1/2017 | ||||||||||||||
822582AF9 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 4,487,580.50 | 4,398,464.03 | 4,250,000.00 | 4,309,213.95 | 89,250.08 | (14,880.95 | ) | — | — | 4 | 2.537 | MS | 4,722.23 | 85,000.00 | 3/2/2010 | 3/21/2014 | ||||||||||||||
822582AQ5 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 6,148,980.00 | 6,333,975.66 | 6,000,000.00 | 6,100,286.93 | 233,688.73 | (11,744.30 | ) | — | — | 3.1 | 2.321 | JD | 48,050.00 | 16,231.94 | 2/14/2012 | 6/28/2015 | ||||||||||||||
830505AP8 | SKANDINAVISKA ENSKILDA BANKEN SENIOR | F | 4,971,250.00 | 4,996,740.35 | 5,000,000.00 | 4,971,444.72 | 25,295.63 | 194.72 | — | — | 1.75 | 1.871 | MS | 2,916.67 | — | 3/13/2013 | 3/19/2018 | |||||||||||||||
84650WAA4 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 3,711,358.00 | 3,717,607.89 | 3,700,000.00 | 3,706,360.93 | 11,246.96 | (2,774.02 | ) | — | — | 1.25 | 0.945 | AO | 20,041.66 | — | 9/11/2012 | 10/25/2013 | ||||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.10 | 8,218,470.42 | 7,800,000.00 | 7,982,186.85 | 236,283.57 | (21,266.23 | ) | — | — | 2.625 | 1.85 | MN | 70,525.00 | 48,212.50 | 12/6/2012 | 5/27/2016 | ||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 5,486,580.00 | 5,751,514.89 | 5,500,000.00 | 5,488,927.88 | 262,587.01 | 613.16 | — | — | 2.3 | 2.35 | JD | 31,976.38 | — | 3/29/2012 | 6/30/2017 | |||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157.00 | 5,850,794.00 | 5,900,000.00 | 5,856,471.34 | (5,677.34 | ) | 1,531.55 | — | — | 1.75 | 1.869 | MN | 38,718.75 | — | 11/7/2012 | 11/15/2019 | ||||||||||||||
85235XAA3 | STADSHYPOTEK AB CORP BND 144A | F | 7,868,143.26 | 7,844,663.81 | 7,800,000.00 | 7,812,653.91 | 32,009.90 | (6,324.36 | ) | — | — | 1.45 | 1.12 | MS | 314.17 | 56,550.00 | 6/9/2011 | 9/30/2013 | ||||||||||||||
86959LAA1 | SVENSKA HANDELSBANKEN AB CORP BND 144A | F | 5,525,874.00 | 5,646,024.00 | 5,400,000.00 | 5,433,939.43 | 212,084.57 | (7,907.44 | ) | — | — | 4.875 | 4.328 | JD | 81,168.75 | 14,218.75 | 8/31/2009 | 6/10/2014 | ||||||||||||||
87020LAB2 | SWEDBANK HYPOTEK AB CORP BND 144A | F | 8,200,000.00 | 8,163,485.89 | 8,200,000.00 | 8,200,000.00 | (36,514.11 | ) | — | — | — | 0.734 | 0.758 | MJSD | 668.39 | 15,554.92 | 3/21/2011 | 3/28/2014 | ||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,711,170.89 | 5,715,000.00 | 5,711,170.95 | (0.06 | ) | — | — | — | 1.625 | 1.639 | AO | — | — | 3/27/2013 | 4/3/2018 | ||||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD UNSECURED | F | 8,819,922.50 | 8,858,169.34 | 8,750,000.00 | 8,814,578.77 | 43,590.57 | (2,133.15 | ) | — | — | 1.625 | 1.432 | MS | 5,529.52 | 54,392.36 | 3/19/2013 | 3/17/2017 | ||||||||||||||
87938WAL7 | TELEFONICA EMISIONES SAU CORP BND | F | 2,574,999.99 | 2,575,000.00 | 2,500,000.00 | 2,561,936.27 | 13,063.73 | (7,174.26 | ) | — | — | 3.729 | 2.494 | AO | 39,879.58 | — | 10/16/2012 | 4/27/2015 | ||||||||||||||
88165FAC6 | TEVA PHARMAC FIN CORP BND | F | 2,501,975.00 | 2,615,047.65 | 2,500,000.00 | 2,501,454.03 | 113,593.62 | (95.66 | ) | — | — | 2.4 | 2.383 | MN | 23,500.00 | — | 11/8/2011 | 11/10/2016 | ||||||||||||||
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 8,674,806.79 | 8,908,840.15 | 8,500,000.00 | 8,672,271.78 | 236,568.37 | (5,485.01 | ) | — | — | 3 | 2.044 | JD | 75,083.33 | (23,333.33 | ) | 2/28/2013 | 6/15/2015 | |||||||||||||
88166DAB2 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 2,450,000.00 | 2,456,205.26 | 2,450,000.00 | 2,450,000.00 | 6,205.26 | — | — | — | 0.782 | 0.809 | MJSD | 585.49 | 4,961.25 | 3/16/2011 | 3/21/2014 | |||||||||||||||
89152UAE2 | TOTAL CAPITAL S.A. CORP BND | F | 3,495,859.00 | 3,485,853.76 | 3,350,000.00 | 3,486,315.43 | (461.67 | ) | (10,414.52 | ) | — | — | 2.3 | 0.901 | MS | 3,424.44 | 32,560.97 | 1/11/2013 | 3/15/2016 | |||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 3,310,503.00 | 3,376,139.83 | 3,325,000.00 | 3,313,648.81 | 62,491.02 | 697.65 | — | — | 1.5 | 1.591 | FA | 6,095.84 | 24,937.50 | 2/14/2012 | 2/17/2017 | |||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 5,739,247.50 | 5,836,845.75 | 5,750,000.00 | 5,740,824.90 | 96,020.85 | 593.50 | — | — | 1.55 | 1.589 | JD | 23,023.96 | 3,487.50 | 6/21/2012 | 6/28/2017 | |||||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA SENIOR | F | 2,173,434.00 | 2,177,645.24 | 2,175,000.00 | 2,173,670.79 | 3,974.45 | 140.68 | — | — | 0.75 | 0.772 | JJ | 2,990.63 | 12,375.00 | 9/18/2012 | 1/25/2016 | |||||||||||||||
902674MY3 | UBS AG LONDON BRANCH CORP BND 144A | F | 4,975,000.00 | 5,118,149.95 | 5,000,000.00 | 4,984,706.79 | 133,443.16 | 2,049.70 | — | — | 1.875 | 2.048 | JJ | 17,708.33 | 46,875.00 | 1/19/2012 | 1/23/2015 | |||||||||||||||
90349CAB0 | UBS AG LONDON BRANCH SENIOR CORP BND | F | 1,994,860.00 | 1,997,440.04 | 2,000,000.00 | 1,994,887.68 | 2,552.36 | 27.68 | — | — | 0.75 | 0.837 | MS | 208.33 | — | 3/21/2013 | 3/24/2016 | |||||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 8,042,072.97 | 7,981,991.57 | 8,067,000.00 | 8,044,572.28 | (62,580.71 | ) | 1,202.46 | — | — | 1.25 | 1.314 | MS | 1,400.52 | 50,418.75 | 9/19/2012 | 9/26/2017 | ||||||||||||||
92857WBA7 | VODAFONE GROUP PLC SENIOR CORP BND | F | 4,035,475.20 | 4,028,965.47 | 4,040,000.00 | 4,035,644.04 | (6,678.57 | ) | 352.52 | — | — | 0.9 | 0.938 | FA | 4,242.00 | 4,770.00 | 2/11/2013 | 2/19/2016 | ||||||||||||||
92857WBB5 | VODAFONE GROUP PLC SENIOR CORP BND | F | 9,120,000.00 | 9,111,062.40 | 9,120,000.00 | 9,120,000.00 | (8,937.60 | ) | — | — | — | 0.678 | 0.678 | FMAN | 7,043.20 | — | 2/11/2013 | 2/19/2016 | ||||||||||||||
92857WBE9 | VODAFONE GROUP PLC SENIOR CORP BND | F | 4,977,000.00 | 4,980,377.60 | 5,000,000.00 | 4,977,502.55 | 2,875.05 | 502.55 | — | — | 1.5 | 1.596 | FA | 8,750.00 | — | 2/11/2013 | 2/19/2018 | |||||||||||||||
928670AE8 | VOLKSWAGEN INTERNATIONAL FIN N CORP BND | F | 8,105,061.80 | 8,092,523.92 | 8,080,000.00 | 8,088,971.19 | 3,552.73 | (2,206.05 | ) | — | — | 0.918 | 0.784 | JAJO | 18,543.60 | 20,034.59 | 7/12/2011 | 4/1/2014 | ||||||||||||||
928670AP3 | VOLKSWAGEN INTERNATIONAL FIN N SENIOR | F | 2,077,535.70 | 2,094,877.96 | 2,085,000.00 | 2,078,059.86 | 16,818.10 | 357.38 | — | — | 1.6 | 1.675 | MN | 12,139.33 | — | 11/13/2012 | 11/20/2017 | |||||||||||||||
928670AR9 | VOLKSWAGEN INTERNATIONAL FIN N SENIOR | F | 5,000,000.00 | 5,019,649.90 | 5,000,000.00 | 5,000,000.00 | 19,649.90 | — | — | — | 0.889 | 0.912 | FMAN | 4,939.44 | 11,646.94 | 11/13/2012 | 11/20/2014 | |||||||||||||||
950840AC2 | WESFARMERS LTD SENIOR CORP BND 144A | F | 2,185,000.00 | 2,207,866.88 | 2,185,000.00 | 2,185,000.00 | 22,866.88 | — | — | — | 1.874 | 1.874 | MS | 1,251.16 | — | 3/13/2013 | 3/20/2018 | |||||||||||||||
961214BN2 | WESTPAC BANKING CORP CORP BND | F | 2,367,157.50 | 2,362,105.01 | 2,250,000.00 | 2,364,517.97 | (2,412.96 | ) | (2,639.53 | ) | — | — | 3 | 0.8 | FA | 10,687.50 | (7,125.00 | ) | 3/7/2013 | 8/4/2015 | ||||||||||||
961214BX0 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,000,000.00 | 4,038,160.40 | 4,000,000.00 | 4,000,000.00 | 38,160.40 | — | — | — | 1.044 | 1.131 | MJSD | 696.07 | 10,462.22 | 9/18/2012 | 9/25/2015 |
961214BY8 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,539,773.25 | 4,546,698.06 | 4,545,000.00 | 4,540,139.74 | 6,558.32 | 366.49 | — | — | 0.95 | 0.989 | JJ | 9,235.19 | — | 1/7/2013 | 1/12/2016 | |||||||||||||||
961214BZ5 | WESTPAC BANKING CORP SENIOR CORP BND MTN | F | 6,997,970.00 | 7,037,382.45 | 7,000,000.00 | 6,998,052.42 | 39,330.03 | 82.42 | — | — | 1.6 | 1.606 | JJ | 23,955.55 | — | 1/7/2013 | 1/12/2018 | |||||||||||||||
96122WAC4 | WESTPAC BANKING CORP LOCAL BND 144A | F | 2,000,000.00 | 2,026,546.88 | 2,000,000.00 | 2,000,000.00 | 26,546.88 | — | — | — | 1.103 | 1.255 | JAJO | 4,534.56 | 5,728.28 | 7/10/2012 | 7/17/2015 | |||||||||||||||
9612E0CD7 | WESTPAC BANKING CORP CORP BND 144A | F | 2,702,241.00 | 2,719,035.06 | 2,700,000.00 | 2,700,831.86 | 18,203.20 | (204.70 | ) | — | — | 1.014 | 0.945 | MJSD | 228.06 | 6,792.53 | 7/12/2011 | 3/31/2014 | ||||||||||||||
9612EAAB1 | WESTPAC SECURITIES NZ LTD CORP BND GOVT | F | 3,130,512.81 | 3,225,798.19 | 3,100,000.00 | 3,111,343.17 | 114,455.02 | (2,069.42 | ) | — | — | 3.45 | 3.166 | JJ | 18,716.25 | 53,475.00 | 11/12/2010 | 7/28/2014 | ||||||||||||||
9612EMAH2 | WESTPAC BANKING CORP - GTD CORP BND GOVT | F | 3,031,440.00 | 3,108,240.06 | 3,000,000.00 | 3,010,820.70 | 97,419.36 | (2,827.21 | ) | — | — | 2.9 | 2.643 | MS | 5,075.00 | 82,166.67 | 4/28/2010 | 9/10/2014 | ||||||||||||||
BRSBN61P1 | TOMKINS PLC TERM LOAN | R | 2,478,724.61 | 2,585,327.00 | 2,553,396.78 | 2,501,392.10 | 83,934.90 | 3,790.37 | — | — | — | 0.581 | JAJO | — | 35,951.16 | 8/17/2011 | 00/00/0000 | |||||||||||||||
BRSESZBW0 | VOLKSWAGEN FIN SERV N.V. CORP BND EMTN | D | 1,535,202.78 | 1,477,204.86 | 950,000.00 | 1,534,062.63 | (56,857.77 | ) | (836.07 | ) | — | (83,225.58 | ) | 2 | 1.767 | AO | 12,006.74 | — | 10/30/2012 | 10/23/2015 | ||||||||||||
BRSFVFMJ4 | INTELSAT JACKSON SENIOR SECURED TERM | F | 2,683,275.00 | 2,726,542.81 | 2,683,275.00 | 2,683,275.00 | 43,267.81 | — | — | — | — | — | JAJO | — | 30,596.23 | 9/26/2012 | 4/2/2018 | |||||||||||||||
BRSG6SMY9 | TOMKINS PLC SENIOR SECURED TERM NOTES | R | 2,488,563.00 | 2,554,547.63 | 2,513,700.00 | 2,489,915.05 | 64,632.58 | 1,101.75 | — | — | — | 0.167 | FMAN | — | 27,650.00 | 11/5/2012 | 11/9/2018 | |||||||||||||||
BRSGCL7G3 | SILVER II BORROWER SCA TERM LOAN | R | — | — | — | — | — | 25,509.93 | — | — | — | — | MJSD | — | 44,103.75 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSGE3X31 | DAIMLERCHRYSLER AG CORP BND | D | 1,603,903.55 | 1,531,954.03 | 1,000,000.00 | 1,604,482.60 | (72,528.57 | ) | 465.31 | — | (90,907.22 | ) | 1.375 | 1.492 | DEC | 6,021.82 | — | 12/3/2012 | 12/10/2015 | |||||||||||||
BRSH3M7X2 | US COATINGS ACQUISITION INC / SENIOR | F | 1,712,700.00 | 1,755,863.50 | 1,730,000.00 | 1,713,017.81 | 42,845.69 | 317.81 | — | — | — | 0.142 | JAJO | — | 9,815.35 | 1/17/2013 | 2/3/2020 | |||||||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED | R | 2,558,587.50 | 2,583,469.76 | 2,558,587.50 | 2,558,587.50 | 24,882.26 | — | — | — | — | — | FMAN | — | 7,980.00 | 2/1/2013 | 12/13/2019 | |||||||||||||||
BRSHC8K00 | VIRGIN MEDIA INV SENIOR SECURED TERM | F | 9,474,747.47 | 9,354,767.80 | 9,380,000.00 | 9,474,747.47 | (119,979.67 | ) | — | — | — | — | (0.145 | ) | FMAN | — | — | 2/15/2013 | 2/14/2020 | |||||||||||||
BRSHG9BV6 | FIRTH RIXSON LTD SENIOR SECURED TERM | F | 498,750.00 | 503,946.98 | 498,750.00 | 498,750.00 | 5,196.98 | — | — | — | — | — | MJSD | — | 1,239.58 | 2/12/2013 | 6/30/2017 | |||||||||||||||
BRSHLFWA9 | TRONOX PIGMENTS (NETHERLANDS) SENIOR | F | 1,771,100.00 | 1,808,364.30 | 1,780,000.00 | 1,771,100.00 | 37,264.30 | — | — | — | — | 0.072 | MS | — | — | 3/13/2013 | 3/15/2020 | |||||||||||||||
BRSHLJUD7 | AI CHEM & CY SCA SENIOR SECURED TERM | F | 1,084,550.00 | 1,104,987.50 | 1,090,000.00 | 1,084,550.00 | 20,437.50 | — | — | — | — | 0.078 | MJSD | — | — | 3/12/2013 | 9/12/2019 | |||||||||||||||
BRSHRTUA5 | ISS GLOBAL A/S SENIOR SECURED TERM LOAN | F | 1,775,550.00 | 1,790,235.00 | 1,780,000.00 | 1,775,550.00 | 14,685.00 | — | — | — | — | 0.051 | MJSD | — | — | 3/26/2013 | 3/24/2018 | |||||||||||||||
D4085DTN7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 1,685,172.12 | 1,599,591.57 | 1,000,000.00 | 1,662,948.41 | (63,356.84 | ) | (6,261.98 | ) | — | (85,108.27 | ) | 2.75 | 1.108 | SEP | 22,225.12 | — | 10/30/2012 | 9/7/2015 | ||||||||||||
G08820EL5 | BAT INTL FIN PLC SENIOR CORP BND EMTN | F | 2,841,307.50 | 2,849,544.03 | 2,850,000.00 | 2,841,360.31 | 8,183.72 | 52.81 | — | — | 1.125 | 1.225 | MAR | 534.38 | — | 3/20/2013 | 3/29/2016 | |||||||||||||||
G089B6CD0 | BARCLAYS BANK PLC - GTD SENIOR CORP BND | D | 2,994,579.49 | 2,977,287.90 | 1,900,000.00 | 2,997,847.13 | (20,559.23 | ) | 812.40 | — | (125,962.35 | ) | 1.5 | 1.612 | APR | 41,037.63 | — | 3/28/2012 | 4/4/2017 | |||||||||||||
G0R53VAJ0 | HEATHROW FUNDING LTD SECURED CORP BND | D | 781,905.31 | 786,974.22 | 500,000.00 | 782,448.24 | 4,525.98 | 166.64 | — | (24,701.80 | ) | 3 | 3.093 | JD | 6,740.63 | — | 5/29/2012 | 6/8/2015 | ||||||||||||||
G2551TAP3 | COVENTRY BLDG SOC LOCAL BND EMTN | D | 1,220,911.03 | 1,165,643.34 | 750,000.00 | 1,218,126.29 | (52,482.95 | ) | (785.91 | ) | — | (73,603.14 | ) | 2.11 | 2.333 | FMAN | 3,124.21 | 6,303.05 | 5/10/2012 | 2/10/2015 | ||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 911,019.43 | 939,297.91 | 550,000.00 | 912,103.13 | 27,194.78 | 86.86 | — | (78,228.12 | ) | 5.375 | 5.107 | NOV | 16,512.78 | — | 11/6/2009 | 11/11/2016 | ||||||||||||||
G2937LAB6 | EDWARDS (CAYMAN ISLANDS II) LT SENIOR | F | 2,534,400.00 | 2,572,800.00 | 2,560,000.00 | 2,534,400.00 | 38,400.00 | — | — | — | — | 0.145 | MJSD | — | — | 3/22/2013 | 3/22/2020 | |||||||||||||||
G6459EAB1 | NETWORK RAIL INFRA FIN CORP BND GOVT | D | 4,366,114.51 | 4,313,790.78 | 2,800,000.00 | 4,367,930.20 | (54,139.42 | ) | 278.56 | — | (118,925.68 | ) | 1.25 | 1.281 | JAN | 9,594.82 | 55,996.57 | 1/4/2012 | 1/22/2015 | |||||||||||||
G92087EB0 | UNILEVER PLC LOCAL BND EMTN | D | 1,267,394.98 | 1,219,641.29 | 700,000.00 | 1,231,831.90 | (12,190.61 | ) | (6,421.71 | ) | — | (59,120.21 | ) | 4.75 | 2.143 | JUN | 38,768.71 | — | 11/9/2011 | 6/16/2017 | ||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY LOCAL BND | D | 1,390,156.29 | 1,390,832.54 | 800,000.00 | 1,376,921.48 | 13,911.06 | (3,710.70 | ) | — | (83,198.06 | ) | 4.75 | 3.298 | APR | 52,340.69 | — | 5/10/2012 | 4/12/2018 | |||||||||||||
N7277KAG6 | RABOBANK NEDERLAND NV CORP BND MTN | D | 569,164.74 | 566,544.01 | 350,000.00 | 570,649.09 | (4,105.08 | ) | 110.03 | — | (40,256.66 | ) | 4 | 4.047 | SEP | 11,180.35 | — | 9/3/2009 | 9/10/2015 | |||||||||||||
Q3930AAB4 | FMG RESOURCES (AUGUST 2006) PT SENIOR | F | 7,789,276.71 | 7,976,140.67 | 7,867,956.27 | 7,794,717.10 | 181,423.57 | 4,913.13 | — | — | — | 0.203 | JAJO | — | 112,763.01 | 10/12/2012 | 10/18/2017 | |||||||||||||||
Q6775DAB9 | NINE ENTERTAINMENT GROUP LIMIT SENIRO | F | 1,553,056.25 | 1,562,775.00 | 1,555,000.00 | 1,553,064.01 | 9,710.99 | 7.76 | — | — | — | 0.018 | MJSD | — | — | 1/31/2013 | 1/31/2020 | |||||||||||||||
S3373C197 | GROWTHPOINT PROPERTIES LTD LOCAL BOND | D | 987,968.74 | 981,123.76 | 9,000,000.00 | 987,968.74 | (6,844.98 | ) | — | — | (6,983.50 | ) | 5.271 | 5.271 | JAJO | 8,524.93 | — | 1/28/2013 | 4/30/2015 | |||||||||||||
W6314JBT7 | NORDEA BANK AB SENIOR CORP BND EMTN | D | 1,434,666.69 | 1,389,384.92 | 915,000.00 | 1,434,752.30 | (45,367.38 | ) | 85.61 | — | (47,330.16 | ) | 0.961 | 1.011 | FMAN | 1,590.39 | — | 2/7/2013 | 2/15/2016 |
W86201RD9 | STADSHYPOTEK AB SECURED LOCAL BND | D | 1,566,300.00 | 1,518,870.38 | 1,000,000.00 | 1,566,300.00 | (47,429.62 | ) | — | — | (47,850.00 | ) | 0.97 | 0.97 | FMAN | 1,758.68 | — | 2/11/2013 | 2/15/2016 | |||||||||||||
05948XYC9 | BOAMS WHOLE CMO 03-J-2A1 | 42,916.78 | 43,559.30 | 43,539.23 | 42,962.51 | 596.79 | 42.87 | — | — | 3.187 | 3.514 | MON | 115.62 | 363.72 | 11/30/2007 | 11/25/2033 | ||||||||||||||||
07384M3D2 | BSARM CMO 04-9 22A1 | 942,855.10 | 964,299.52 | 961,116.30 | 944,199.40 | 20,100.12 | 937.56 | — | — | 3.485 | 3.864 | MON | 2,791.00 | 8,677.63 | 8/13/2007 | 11/25/2034 | ||||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 1,172,422.12 | 1,077,439.28 | 1,194,444.69 | 1,174,064.93 | (96,625.65 | ) | 611.03 | — | — | 2.973 | 3.275 | MON | 2,958.83 | 9,039.24 | 8/10/2007 | 6/25/2035 | |||||||||||||||
12668AZL2 | CWALT CMO_05-64CB 1A | 335,625.51 | 300,357.45 | 342,147.71 | 335,375.47 | (35,018.02 | ) | (4,107.33 | ) | — | — | 5.5 | 5.857 | MON | 1,568.18 | 4,874.70 | 1/2/2008 | 00/00/0000 | ||||||||||||||
161630BD9 | CHASE CMO_07-A1 11M1 | 2,938,603.29 | 2,459,580.79 | 2,910,746.50 | 2,935,953.33 | (476,372.54 | ) | (40,843.36 | ) | — | — | 2.799 | 2.609 | MON | 6,789.61 | 21,682.36 | 1/18/2008 | 3/25/2037 | ||||||||||||||
362341RT8 | GSAA WHOLE CMO 05-AR6 1A1 | 152,968.10 | 156,037.28 | 154,488.84 | 153,187.18 | 2,850.10 | 77.53 | — | — | 2.675 | 2.967 | MON | 344.39 | 1,064.28 | 11/21/2007 | 9/25/2035 | ||||||||||||||||
466247E74 | JPMMT CMO_06-A1 2A2 | 85,898.04 | 76,017.23 | 85,830.97 | 85,866.26 | (9,849.03 | ) | (1.76 | ) | — | — | 2.851 | 2.821 | MON | 203.93 | 622.88 | 2/6/2008 | 2/25/2036 | ||||||||||||||
61746REV9 | MSAC ABS 04-H1 | 941,018.20 | 920,591.92 | 939,550.16 | 940,476.67 | (19,884.75 | ) | (12.40 | ) | — | — | 0.944 | 0.932 | MON | 172.50 | 2,195.25 | 1/25/2013 | 1/25/2034 | ||||||||||||||
62888UAA8 | NGN_10-R2 CMBS_10-R2 1A | 3,428,463.52 | 3,441,320.26 | 3,428,463.52 | 3,428,463.52 | 12,856.74 | — | — | — | 0.573 | 0.574 | MON | 1,419.31 | 5,184.91 | 6/10/2011 | 11/6/2017 | ||||||||||||||||
62888VAA6 | NCUA GUARANTEED NOTES NGN_10-R CMO_10-R1 | 1,136,019.23 | 1,142,415.02 | 1,136,019.23 | 1,136,019.23 | 6,395.79 | — | — | — | 0.653 | 0.654 | MON | 515.31 | 1,938.79 | 6/10/2011 | 10/7/2020 | ||||||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 8,333,371.22 | 8,353,853.33 | 8,322,643.42 | 8,332,218.21 | 21,635.12 | (811.44 | ) | — | — | 0.6 | 0.57 | MON | 2,923.60 | 13,165.13 | 6/15/2012 | 3/11/2020 | |||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2,997,463.86 | 3,004,028.31 | 2,997,463.86 | 2,997,463.86 | 6,564.45 | (6.94 | ) | — | — | 0.583 | 0.584 | MON | 1,262.53 | 4,718.37 | 6/10/2011 | 4/6/2020 | |||||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO | 806,661.67 | 837,207.50 | 798,427.86 | 805,712.98 | 31,494.52 | (168.45 | ) | — | — | 6.5 | 6.278 | MON | 4,324.82 | 13,109.69 | 10/3/2007 | 2/25/2035 | |||||||||||||||
76111XYJ6 | RES FUND MTG SEC I CMO_05-SA4 2A2 | 986,920.75 | 941,850.68 | 1,022,715.80 | 991,443.28 | (49,592.60 | ) | (407.87 | ) | — | — | 3.194 | 3.991 | MON | 2,722.00 | 8,361.60 | 8/16/2007 | 9/25/2035 | ||||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 3,070,324.50 | 2,967,322.91 | 3,101,827.45 | 3,072,190.17 | (104,867.26 | ) | 916.46 | — | — | 2.463 | 2.659 | MON | 6,366.76 | 19,458.81 | 1/10/2008 | 10/25/2035 | |||||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 3,716,822.54 | 3,618,268.45 | 4,056,559.41 | 3,747,288.04 | (129,019.59 | ) | (22,206.72 | ) | — | — | 5.5 | 7.498 | MON | 18,592.56 | 56,430.28 | 12/17/2007 | 11/25/2035 | ||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 2,133,770.22 | 2,164,199.16 | 2,185,920.65 | 2,139,386.24 | 24,812.92 | 2,094.30 | — | — | 2.611 | 3.047 | MON | 4,756.07 | 14,646.65 | 12/5/2006 | 2/25/2035 | ||||||||||||||||
949781AC2 | WFMBS CMO 05-AR1 2A1 | 531,583.04 | 536,658.45 | 544,864.10 | 532,514.27 | 4,144.18 | 1,386.74 | — | — | 2.61 | 3.263 | MON | 1,185.08 | 3,840.50 | 5/27/2008 | 2/25/2035 | ||||||||||||||||
949797AA2 | WFMBS WHOLE CMO 07-15 A1 | 218,683.76 | 217,308.61 | 217,308.61 | 218,549.64 | (1,241.03 | ) | (74.39 | ) | — | — | 6 | 5.792 | MON | 1,086.54 | 3,382.08 | 1/17/2008 | 11/25/2037 | ||||||||||||||
94980RAC1 | WFMBS_04-Z CMO 04-Z-2A1 | 173,302.03 | 177,297.27 | 174,831.79 | 173,460.48 | 3,836.79 | 71.79 | — | — | 2.624 | 2.809 | MON | 382.27 | 1,182.30 | 1/14/2008 | 12/25/2034 | ||||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 1,613,916.97 | 1,687,793.31 | 1,660,555.22 | 1,620,134.19 | 67,659.12 | 1,269.15 | — | — | 2.728 | 3.384 | MON | 3,774.88 | 11,453.07 | 7/19/2006 | 4/25/2035 | ||||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 596,607.14 | 605,857.12 | 606,944.16 | 598,434.53 | 7,422.59 | 340.77 | — | — | 2.703 | 3.074 | MON | 1,367.27 | 4,198.48 | 12/15/2005 | 6/25/2035 | ||||||||||||||||
B7A0BY1D7 | SWAN_06-1E ABS 06-1E | F | 2,589,026.53 | 2,601,346.05 | 2,627,885.06 | 2,595,678.56 | 5,667.49 | 6,166.78 | — | — | 0.372 | 1.611 | FMAN | 1,303.43 | 2,752.24 | 11/30/2012 | 5/12/2037 | |||||||||||||||
BRS9WB7G9 | ARKEL_10-1 ABS_10-1 5A | D | 918,390.00 | 1,023,029.57 | 600,000.00 | 918,390.00 | 104,639.57 | — | — | (7,320.00 | ) | 4.681 | 4.677 | FA | 4,952.72 | 22,014.51 | 4/30/2010 | 5/17/2060 | ||||||||||||||
G4122UAV3 | GMFM_11-1X ABS 11-1X | F | 4,861,024.61 | 4,851,313.27 | 4,760,464.56 | 4,843,974.87 | 7,338.40 | (14,755.68 | ) | — | — | 1.839 | 0.128 | FMAN | 9,727.74 | 23,785.83 | 11/30/2012 | 11/20/2056 | ||||||||||||||
G7014VBF9 | PERMM 2010-1 ABS_10-1 3A | D | 2,003,000.00 | 2,131,157.68 | 1,250,000.00 | 2,003,000.00 | 128,157.68 | — | — | (104,937.50 | ) | 4.805 | 4.791 | JJ | 18,005.56 | 46,688.08 | 1/29/2010 | 7/15/2042 | ||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B | 6,432,904.60 | 6,417,143.79 | 6,432,904.60 | 6,432,904.60 | (15,760.81 | ) | — | — | — | 0.503 | 0.504 | MON | 1,528.60 | 8,595.30 | 10/16/2012 | 1/15/2021 | |||||||||||||||
00432CAY7 | AGSL_03-1 ABS_03-1 A2 | 1,271,080.35 | 1,282,094.77 | 1,281,492.47 | 1,278,054.02 | 4,040.75 | 1,426.12 | — | — | 0.544 | 1.093 | MJSD | 135.58 | 2,047.28 | 3/31/2011 | 12/27/2016 | ||||||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 360,500.00 | 332,400.00 | 400,000.00 | 371,594.89 | (39,194.89 | ) | 706.36 | — | — | 1.704 | 2.889 | MON | 186.74 | 1,553.42 | 3/29/2010 | 12/26/2035 | |||||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 311,937.50 | 290,850.00 | 350,000.00 | 312,668.27 | (21,818.27 | ) | 76.24 | — | — | 1.702 | 12.847 | APR | 195.85 | 1,373.06 | 3/29/2010 | 12/26/2035 | |||||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 435,625.00 | 416,750.00 | 500,000.00 | 450,873.61 | (34,123.61 | ) | 980.80 | — | — | 1.704 | 3.074 | MON | 94.67 | 2,616.83 | 3/29/2010 | 12/27/2032 | |||||||||||||||
02005ACC0 | AMOT_10-3 ABS 12-1 | 2,499,806.75 | 2,527,675.05 | 2,500,000.00 | 2,499,840.21 | 27,834.84 | 7.60 | — | — | 1.44 | 1.446 | MON | 1,600.00 | 9,000.00 | 2/15/2012 | 2/15/2017 | ||||||||||||||||
02005MAE2 | ALLYA _10-3 ABS _10-3 A4 | 799,714.32 | 806,896.00 | 800,000.00 | 799,935.16 | 6,960.84 | 21.50 | — | — | 1.55 | 1.566 | MON | 551.11 | 3,099.99 | 8/12/2010 | 8/17/2015 |
02005RAB7 | ALLYA_10-5 ABS 10-5 A3 | 1,023,931.79 | 1,026,625.34 | 1,025,026.32 | 1,024,899.31 | 1,726.03 | 225.45 | — | — | 1.11 | 1.167 | MON | 505.68 | 4,084.36 | 12/6/2010 | 1/15/2015 | ||||||||||||||||
02005TAD9 | ALLYA _11-1 ABS_11-1 A4 | 5,999,457.60 | 6,107,662.80 | 6,000,000.00 | 5,999,667.72 | 107,995.08 | 24.14 | — | — | 2.23 | 2.242 | MON | 5,946.67 | 33,450.00 | 2/4/2011 | 3/15/2016 | ||||||||||||||||
02005YAE6 | ALLYA_12-1 ABS_12-1 A3 | 1,085,864.06 | 1,084,823.80 | 1,080,000.00 | 1,085,376.57 | (552.77 | ) | (487.49 | ) | — | — | 0.93 | 0.45 | MON | 446.40 | 502.20 | 2/22/2013 | 2/15/2016 | ||||||||||||||
02582JCU2 | AMERICAN EXPRESS CREDIT ACCOUN ABS 04-2 | 5,007,812.50 | 5,006,750.10 | 5,000,000.00 | 5,003,072.15 | 3,677.95 | (674.73 | ) | — | — | 0.373 | 0.319 | MON | 881.17 | 4,587.69 | 7/1/2011 | 12/15/2016 | |||||||||||||||
02582JFV7 | AMXCA ABS_09-2 A | 13,104,761.72 | 12,883,503.37 | 12,675,000.00 | 12,867,661.96 | 15,841.41 | (34,518.19 | ) | — | — | 1.453 | 0.358 | MON | 8,698.00 | 45,091.77 | 7/18/2011 | 3/15/2017 | |||||||||||||||
02587UAB6 | AMXCA_12-5 ABS 12-5 | 1,149,890.64 | 1,149,692.21 | 1,150,000.00 | 1,149,905.32 | (213.11 | ) | 10.50 | — | — | 0.59 | 0.594 | MON | 301.56 | 1,696.26 | 11/1/2012 | 5/15/2018 | |||||||||||||||
03064RAB3 | AMCAR_11-4 ABS_11-4 A2 | 755,374.24 | 756,032.36 | 755,420.46 | 755,407.13 | 625.23 | 12.22 | — | — | 0.92 | 0.926 | MON | 444.02 | 2,678.69 | 9/8/2011 | 3/9/2015 | ||||||||||||||||
03064TAB9 | AMCAR_11-5 ABS_11-5-A2 | 959,414.16 | 961,826.26 | 959,456.38 | 959,437.71 | 2,388.55 | 7.62 | — | — | 1.19 | 1.195 | MON | 729.45 | 3,724.63 | 10/26/2011 | 8/8/2015 | ||||||||||||||||
05522RAB4 | BACCT ABS_06 A7 A7 | 4,980,664.06 | 4,998,053.75 | 5,000,000.00 | 4,991,851.56 | 6,202.19 | 1,556.29 | — | — | 0.243 | 0.369 | MON | 574.22 | 2,998.80 | 6/17/2011 | 12/15/2016 | ||||||||||||||||
06423RAV8 | BOIT ABS_03-A4 A4 | 10,121,222.10 | 10,113,235.00 | 10,110,000.00 | 10,112,993.55 | 241.45 | (6,121.01 | ) | — | — | 0.453 | 0.211 | MON | 2,163.65 | 11,253.36 | 11/30/2012 | 1/15/2016 | |||||||||||||||
10620NAH1 | BRHEA_05-3A ABS 05-3 A14 | 1,122,961.85 | 1,137,817.14 | 1,139,765.00 | 1,127,964.18 | 9,852.96 | 3,058.69 | — | — | 0.394 | 0.755 | MJSD | 87.34 | 1,429.84 | 5/26/2011 | 9/25/2023 | ||||||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 6,454,998.71 | 6,460,293.17 | 6,455,000.00 | 6,454,995.88 | 5,297.29 | (2.83 | ) | — | — | 0.69 | 0.691 | MON | 1,979.54 | 2,969.30 | 2/13/2013 | 6/15/2018 | |||||||||||||||
12624FAC1 | CNH_12-C ABS_12-C A3 | 8,539,300.58 | 8,543,757.51 | 8,540,000.00 | 8,539,424.25 | 4,333.26 | 79.27 | — | — | 0.57 | 0.574 | MON | 2,163.47 | 12,169.53 | 9/19/2012 | 12/15/2017 | ||||||||||||||||
126802BS5 | CABMT_10-IA ABS_11-2A A2 | 18,603,606.06 | 18,598,646.85 | 18,445,000.00 | 18,599,041.98 | (395.13 | ) | (4,564.08 | ) | — | — | 0.803 | 0.545 | MON | 6,995.98 | 13,019.86 | 3/7/2013 | 6/17/2019 | ||||||||||||||
14041NBN0 | CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4 | 15,030,315.45 | 15,023,700.75 | 15,000,000.00 | 15,023,405.53 | 295.22 | (5,140.36 | ) | — | — | 0.423 | 0.286 | MON | 2,997.67 | 15,596.38 | 11/30/2012 | 3/15/2017 | |||||||||||||||
14041NCK5 | CAPITAL ONE MULTI-ASSET EXECUT ABS_05-A9 | 5,826,577.15 | 5,870,490.82 | 5,875,000.00 | 5,846,393.70 | 24,097.12 | 2,759.77 | — | — | 0.293 | 0.484 | MON | 813.43 | 4,241.63 | 6/17/2011 | 8/15/2018 | ||||||||||||||||
14041NDB4 | CAPITAL ONE MULTI-ASSET EXECUT ABS | 5,248,035.16 | 5,285,607.69 | 5,300,000.00 | 5,265,816.47 | 19,791.22 | 2,476.70 | — | — | 0.293 | 0.484 | MON | 733.81 | 3,826.49 | 6/17/2011 | 6/17/2019 | ||||||||||||||||
161571FH2 | CHASE ISSUANCE TRUST ABS_12-A2 A2 | 7,000,000.00 | 7,017,381.42 | 7,000,000.00 | 7,000,000.00 | 17,381.42 | — | — | — | 0.473 | 0.474 | MON | 1,564.19 | 8,133.86 | 5/29/2012 | 5/15/2019 | ||||||||||||||||
161571FL3 | CHAIT_12-A5 ABS_12-A5 A5 | 4,999,816.00 | 5,004,681.80 | 5,000,000.00 | 4,999,819.58 | 4,862.22 | 1.64 | — | — | 0.59 | 0.591 | MON | 1,311.11 | 7,374.99 | 9/6/2012 | 8/15/2017 | ||||||||||||||||
165182BA3 | CF_09-2A ABS 12-1A 144A | 3,200,000.00 | 3,213,568.13 | 3,200,000.00 | 3,200,000.00 | 13,568.13 | — | — | — | 0.953 | 0.955 | MON | 2,118.22 | 7,655.05 | 5/10/2012 | 11/7/2023 | ||||||||||||||||
17305ECH6 | CCCIT ABS_04-A8 A8 | 2,116,867.19 | 2,036,275.92 | 1,900,000.00 | 2,024,302.75 | 11,973.17 | (18,213.73 | ) | — | — | 4.9 | 0.99 | JD | 28,705.83 | — | 12/14/2011 | 12/12/2016 | |||||||||||||||
17305EDL6 | CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 | 2,588,682.81 | 2,607,323.58 | 2,620,000.00 | 2,598,059.68 | 9,263.90 | 1,392.73 | — | — | 0.344 | 0.555 | JAJO | 1,902.70 | 2,545.99 | 7/6/2011 | 12/17/2018 | ||||||||||||||||
17305EEH4 | CCCIT ABS 08-A5 A5 | 1,608,339.84 | 1,504,530.03 | 1,500,000.00 | 1,508,835.64 | (4,305.61 | ) | (11,168.40 | ) | — | — | 4.85 | 0.711 | AO | 32,131.25 | — | 8/16/2011 | 4/22/2015 | ||||||||||||||
17308BAM0 | CITIBANK OMNI MASTER TRUST COM ABS | 5,790,595.70 | 5,771,016.94 | 5,575,000.00 | 5,771,442.78 | (425.84 | ) | (19,152.92 | ) | — | — | 2.953 | 0.414 | MON | 7,774.71 | 14,627.62 | 2/6/2013 | 8/15/2018 | ||||||||||||||
17308BAN8 | COMNI_09-A13 ABS_09-A17 A17 144A | 950,033.20 | 930,230.07 | 870,000.00 | 926,894.65 | 3,335.42 | (8,701.03 | ) | — | — | 4.9 | 0.832 | MN | 16,104.67 | — | 7/26/2012 | 11/15/2018 | |||||||||||||||
254683AC9 | DCENT_07-A1 ABS 07-A1 A1 | 5,448,691.41 | 5,388,333.89 | 4,500,000.00 | 5,259,470.80 | 128,863.09 | (40,923.34 | ) | — | — | 5.65 | 1.719 | MON | 11,300.00 | 63,562.50 | 1/26/2012 | 3/16/2020 | |||||||||||||||
254683AQ8 | DCENT ABS_11-2A A | 1,400,000.00 | 1,400,336.03 | 1,400,000.00 | 1,400,000.00 | 336.03 | — | — | — | 0.413 | 0.414 | MON | 273.17 | 1,421.44 | 5/26/2011 | 11/16/2015 | ||||||||||||||||
254683AT2 | DCENT ABS 12-A1 | 4,998,866.00 | 5,023,211.30 | 5,000,000.00 | 4,999,250.66 | 23,960.64 | 84.02 | — | — | 0.81 | 0.818 | MON | 1,800.00 | 10,125.00 | 2/1/2012 | 8/15/2017 | ||||||||||||||||
254683AV7 | DCENT_12-A3 ABS 12-A3 | 434,956.76 | 437,854.26 | 435,000.00 | 434,968.46 | 2,885.80 | 3.66 | — | — | 0.86 | 0.865 | MON | 166.27 | 935.25 | 6/5/2012 | 11/15/2017 | ||||||||||||||||
254683BA2 | DISCOVER CARD MASTER TRUST DCE ABS_13-A2 | 11,553,284.09 | 11,561,008.83 | 11,555,000.00 | 11,553,371.99 | 7,636.84 | 87.90 | — | — | 0.69 | 0.7 | MON | 3,543.53 | 7,087.07 | 2/6/2013 | 8/15/2018 | ||||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 624,068.54 | 633,002.71 | 624,068.54 | 624,068.54 | 8,934.17 | — | — | — | 1.151 | 1.152 | JAJO | 1,316.89 | 1,996.56 | 2/23/2010 | 7/25/2023 | ||||||||||||||||
34529MAD4 | FORDO_10-B ABS_10-B A4 | 2,989,785.55 | 2,992,307.59 | 2,965,000.00 | 2,987,740.68 | 4,566.91 | (2,044.87 | ) | — | — | 1.58 | 0.656 | MON | 2,082.09 | 1,431.44 | 2/27/2013 | 9/15/2015 | |||||||||||||||
34529QAC7 | FORDL_11-A ABS_11-A A3 | 2,522,785.10 | 2,526,247.82 | 2,522,867.10 | 2,522,831.13 | 3,416.69 | 20.14 | — | — | 1.03 | 1.034 | MON | 1,154.91 | 8,939.78 | 6/29/2011 | 7/15/2014 | ||||||||||||||||
34529WAC4 | FORDO_12-B ABS_12-B A3 | 2,502,148.44 | 2,507,147.80 | 2,500,000.00 | 2,501,343.83 | 5,803.97 | (241.78 | ) | — | — | 0.72 | 0.678 | MON | 800.00 | 4,500.00 | 6/22/2012 | 12/15/2016 |
34530BAB9 | FORDO_2013-A ABS_2013-A A2 | 4,864,608.37 | 4,863,880.91 | 4,865,000.00 | 4,864,622.08 | (741.17 | ) | 13.71 | — | — | 0.38 | 0.386 | MON | 821.65 | 975.70 | 2/20/2013 | 11/15/2015 | |||||||||||||||
34530CAC5 | FORD CREDIT AUTO LEASE TRUST F ABS_13-A | 1,154,886.58 | 1,154,630.42 | 1,155,000.00 | 1,154,888.60 | (258.18 | ) | 2.02 | — | — | 0.6 | 0.607 | MON | 211.75 | — | 3/12/2013 | 3/15/2016 | |||||||||||||||
36156HAV0 | GCOE_06-1 ABS 06-1 | 1,617,980.19 | 1,763,311.76 | 1,802,763.44 | 1,660,367.18 | 102,944.58 | 6,035.65 | — | — | 0.418 | 2.637 | FMAN | 732.80 | 2,051.01 | 2/22/2012 | 5/25/2025 | ||||||||||||||||
36830HAC6 | GE EQUIPMENT SMALL TICKET LLC ABS 11-1 | 1,117,991.75 | 1,122,441.60 | 1,118,159.02 | 1,118,104.78 | 4,336.82 | 28.07 | — | — | 1.45 | 1.46 | MON | 450.37 | 5,101.42 | 2/1/2011 | 1/21/2018 | ||||||||||||||||
41283KAC1 | HDMOT_10-1 ABS 10-1 A3 | 184,847.00 | 185,021.37 | 184,873.10 | 184,867.67 | 153.70 | 0.16 | — | — | 1.16 | 1.169 | MON | 95.31 | 974.98 | 11/17/2010 | 2/15/2015 | ||||||||||||||||
429827AB4 | HEF_10-401 ABS 04-1 A2 144A | 164,000.00 | 184,515.24 | 200,000.00 | 175,132.95 | 9,382.29 | (22,809.58 | ) | — | — | 0.07 | 2.488 | MON | 4.67 | 114.28 | 9/10/2009 | 1/1/2044 | |||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,000.00 | 184,515.24 | 200,000.00 | 171,910.39 | 12,604.85 | 1,232.06 | — | — | 0.07 | 1.413 | MON | 8.94 | 197.27 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AF5 | HEF_10-401 ABS 04-1 A6 144A | 164,000.00 | 184,515.24 | 200,000.00 | 175,129.69 | 9,385.55 | 5,062.51 | — | — | 0.084 | 1.986 | MON | 6.07 | 158.87 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,224.00 | 184,515.24 | 200,000.00 | 170,895.87 | 13,619.37 | 1,012.05 | — | — | 0.64 | 1.892 | MON | 17.52 | 152.58 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 | 164,196.00 | 184,515.24 | 200,000.00 | 171,622.87 | 12,892.37 | 1,523.16 | — | — | 0.07 | 2.02 | MON | 11.89 | 157.41 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 164,000.00 | 184,515.24 | 200,000.00 | 171,449.54 | 13,065.70 | 2,654.12 | — | — | 0.042 | 1.769 | MON | 2.53 | 120.28 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000.00 | 276,772.86 | 300,000.00 | 251,059.13 | 25,713.73 | 1,387.36 | — | — | 1.622 | 2.402 | MON | 11.50 | 297.52 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
43813BAC6 | HAROT_2010-3 ABS_10-3 A3 | 146,977.65 | 146,801.47 | 146,736.91 | 146,757.12 | 44.35 | (103.12 | ) | — | — | 0.7 | 0.559 | MON | 28.53 | 539.37 | 8/18/2011 | 4/21/2014 | |||||||||||||||
43813TAD5 | HAROT_11-1 ABS_11-1 A4 | 2,199,414.14 | 2,225,828.24 | 2,200,000.00 | 2,199,830.20 | 25,998.04 | 50.44 | — | — | 1.8 | 1.816 | MON | 1,760.00 | 9,900.00 | 2/17/2011 | 4/17/2017 | ||||||||||||||||
44890FAC1 | HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A | 3,499,626.55 | 3,511,130.04 | 3,500,000.00 | 3,499,753.15 | 11,376.89 | 40.67 | — | — | 0.92 | 0.926 | MON | 1,431.11 | 8,049.99 | 6/13/2012 | 8/17/2015 | ||||||||||||||||
44890GAD7 | HART_12-A ABS 12-A | 4,259,591.04 | 4,290,842.36 | 4,260,000.00 | 4,259,712.39 | 31,129.97 | 28.40 | — | — | 0.95 | 0.955 | MON | 1,798.67 | 10,117.50 | 2/28/2012 | 12/15/2016 | ||||||||||||||||
44890HAC7 | HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B | 4,999,148.00 | 5,012,894.45 | 5,000,000.00 | 4,999,413.52 | 13,480.93 | 142.72 | — | — | 0.62 | 0.629 | MON | 1,377.78 | 12,830.54 | 7/10/2012 | 9/15/2016 | ||||||||||||||||
44923WAD3 | HART ABS 10-A 4 | 1,399,976.62 | 1,427,705.94 | 1,400,000.00 | 1,399,955.10 | 27,750.84 | (3.99 | ) | — | — | 2.45 | 2.462 | MON | 1,524.44 | 35,678.12 | 5/5/2010 | 12/15/2016 | |||||||||||||||
44923YAC1 | HART_10-B ABS 10-B A3 | 1,310,870.13 | 1,314,198.17 | 1,311,103.96 | 1,311,067.71 | 3,130.46 | 31.39 | — | — | 0.97 | 0.979 | MON | 565.23 | 4,018.35 | 8/19/2010 | 4/15/2015 | ||||||||||||||||
44923YAD9 | HART_10-B ABS_10-B A4 | 7,549,294.08 | 7,673,669.00 | 7,550,000.00 | 7,549,756.39 | 123,912.61 | 44.82 | — | — | 1.63 | 1.638 | MON | 5,469.56 | 30,766.26 | 8/19/2010 | 3/15/2017 | ||||||||||||||||
479403AB3 | JOHNSTON RE LTD CORP BND 144A | E | 1,500,000.00 | 1,506,930.00 | 1,500,000.00 | 1,500,000.00 | 6,930.00 | — | — | — | 6.5 | 6.551 | MJSD | 6,500.00 | 23,839.44 | 4/30/2010 | 5/8/2013 | |||||||||||||||
587682AC9 | MBART_10-A ABS 10-A-A3 | 95,714.29 | 95,928.01 | 95,732.71 | 95,731.07 | 196.94 | 3.16 | — | — | 1.42 | 1.433 | MON | 60.42 | 523.07 | 4/13/2010 | 8/15/2014 | ||||||||||||||||
62888XAC8 | NCUA_10-C1 CMBS_10-C1 A-PT | 4,484,039.30 | 4,733,004.66 | 4,492,946.53 | 4,487,251.56 | 245,753.10 | 142.96 | — | — | 2.65 | 2.729 | MON | 1,322.93 | 29,981.95 | 9/7/2011 | 10/29/2020 | ||||||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 452,730.00 | 460,000.00 | 500,000.00 | 465,146.41 | (5,146.41 | ) | 1,028.76 | — | — | 1.745 | 2.741 | MON | 29.92 | 1,948.04 | 3/9/2010 | 4/25/2044 | |||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 1,177,098.00 | 1,183,000.00 | 1,300,000.00 | 1,203,855.34 | (20,855.34 | ) | 3,005.06 | — | — | 1.704 | 2.609 | MON | 667.59 | 4,985.67 | 3/9/2010 | 4/25/2044 | |||||||||||||||
784423AD7 | SLCLT_04-1 ABS 04-1 A4 | 65,873.48 | 65,872.75 | 65,868.14 | 65,870.09 | 2.66 | (10.56 | ) | — | — | 0.4 | 0.376 | FMAN | 32.94 | 223.37 | 11/30/2012 | 8/15/2019 | |||||||||||||||
78442GHX7 | SLMA ABS 03-10A A1B 144A | 249,968.75 | 250,000.00 | 250,000.00 | 249,993.44 | 6.56 | 0.81 | — | — | 1.693 | 1.701 | MON | 58.78 | 1,146.03 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GHY5 | SLMA ABS 03-10A-A1C | 799,975.69 | 800,000.00 | 800,000.00 | 799,986.61 | 13.39 | 19.17 | — | — | 1.693 | 1.694 | **** | 677.20 | 4,106.75 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 1,297,046.87 | 1,300,000.00 | 1,300,000.00 | 1,299,437.11 | 562.89 | 175.76 | — | — | 1.693 | 1.756 | MON | 1,528.40 | 4,467.92 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A 03-10A A1E | 799,906.25 | 800,000.00 | 800,000.00 | 799,981.07 | 18.93 | 3.41 | — | — | 1.693 | 1.702 | MON | 677.21 | 2,710.04 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJB3 | SLMA ABS 03-10A A1F 144A | 625,000.00 | 625,000.00 | 625,000.00 | 625,000.00 | — | — | — | — | 1.699 | 1.702 | MON | 324.46 | 2,470.90 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJC1 | SLMA ABS_03-10A AIG 144A | 400,000.00 | 400,000.00 | 400,000.00 | 400,000.00 | — | — | — | — | 1.693 | 1.696 | MON | 75.25 | 2,585.73 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A ABS_03-10A | 250,000.00 | 250,000.00 | 250,000.00 | 250,000.00 | — | — | — | — | 1.6 | 1.604 | MON | 277.78 | 901.23 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GMK9 | SLMA ABS_04-7 A5 | 2,361,997.40 | 2,373,114.91 | 2,376,105.52 | 2,366,379.18 | 6,735.73 | 1,262.80 | — | — | 0.471 | 0.657 | JAJO | 2,051.77 | 3,155.20 | 5/13/2011 | 1/27/2020 |
78442GQP4 | SLMA ABS_05-8 A3 | 3,741,725.00 | 3,793,626.30 | 3,810,000.00 | 3,772,237.06 | 21,389.24 | 4,207.18 | — | — | 0.411 | 0.863 | JAJO | 2,870.85 | 4,140.53 | 6/13/2011 | 10/25/2024 | ||||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 | 229,892.99 | 229,744.81 | 230,256.12 | 229,935.08 | (190.27 | ) | 49.63 | — | — | 0.381 | 0.469 | JAJO | 160.83 | 249.27 | 11/30/2012 | 7/25/2019 | |||||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 1,484,824.22 | 1,504,199.99 | 1,500,000.00 | 1,486,984.32 | 17,215.67 | 532.77 | — | — | 1.051 | 1.206 | JAJO | 2,890.25 | 4,083.46 | 3/27/2012 | 4/25/2023 | ||||||||||||||||
78444YAB1 | SLM STUDENT LOAN TRUST SLMA_08 ABS 08-5 | 1,531,553.18 | 1,513,966.65 | 1,508,160.20 | 1,512,900.96 | 1,065.69 | (3,291.11 | ) | — | — | 1.401 | 0.418 | JAJO | 3,873.71 | 6,662.94 | 11/30/2012 | 10/25/2016 | |||||||||||||||
78444YAC9 | SLMA ABS 08-5 A3 | 13,936,144.69 | 13,896,874.71 | 13,691,000.00 | 13,809,965.47 | 86,909.24 | (20,808.93 | ) | — | — | 1.601 | 0.964 | JAJO | 40,185.37 | 56,514.55 | 11/29/2011 | 1/25/2018 | |||||||||||||||
78444YAD7 | SLMA ABS 08-5 A4 | 2,457,718.75 | 2,459,600.10 | 2,350,000.00 | 2,430,056.62 | 29,543.48 | (3,008.74 | ) | — | — | 2.001 | 1.442 | JAJO | 8,620.98 | 12,102.70 | 1/11/2011 | 7/25/2023 | |||||||||||||||
78445XAA4 | SLMA_10-1 ABS 10-1A | 4,074,668.03 | 4,079,277.74 | 4,065,410.83 | 4,074,624.46 | 4,653.28 | (353.76 | ) | — | — | 0.604 | 0.557 | MON | 477.61 | 4,307.38 | 2/15/2013 | 3/25/2025 | |||||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 9,161,935.78 | 9,241,492.51 | 9,179,730.73 | 9,164,745.16 | 76,747.35 | 823.90 | — | — | 0.804 | 0.838 | MON | 1,435.45 | 18,658.38 | 5/18/2011 | 11/25/2027 | ||||||||||||||||
78446XAA3 | SLM STUDENT LOAN TRUST ABS 12-B 144A | 718,675.98 | 724,446.96 | 718,675.98 | 718,675.98 | 5,770.98 | — | — | — | 1.303 | 1.307 | MON | 442.27 | 2,431.80 | 4/4/2012 | 1/18/2022 | ||||||||||||||||
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 999,897.30 | 1,070,743.00 | 1,000,000.00 | 999,908.56 | 70,834.44 | 2.73 | — | — | 3.48 | 3.507 | MON | 1,546.67 | 8,700.00 | 4/4/2012 | 10/15/2030 | ||||||||||||||||
78447AAA2 | SLMA_12-3 ABS_12-3 A | 1,766,356.68 | 1,783,337.26 | 1,766,356.68 | 1,766,356.68 | 16,980.58 | — | — | — | 0.854 | 0.856 | MON | 293.38 | 3,817.36 | 4/24/2012 | 12/26/2025 | ||||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 772,116.50 | 779,227.68 | 772,116.50 | 772,116.50 | 7,111.18 | — | — | — | 1.253 | 1.254 | MON | 456.93 | 2,496.24 | 7/23/2012 | 6/15/2023 | ||||||||||||||||
78447FAA1 | SLMA_12-E ABS 12-E 144A | 2,488,907.19 | 2,500,729.45 | 2,488,907.19 | 2,488,907.19 | 11,822.26 | — | — | — | 0.953 | 0.955 | MON | 1,120.32 | 6,058.84 | 10/11/2012 | 10/16/2023 | ||||||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E | 816,500.00 | 815,911.98 | 800,000.00 | 816,479.57 | (567.59 | ) | (20.43 | ) | — | — | 2.09 | 1.956 | MON | 743.11 | (325.11 | ) | 3/19/2013 | 6/15/2045 | |||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 4,497,041.25 | 4,505,535.05 | 4,500,000.00 | 4,497,231.86 | 8,303.19 | 101.36 | — | — | 0.484 | 0.503 | MON | 423.68 | 5,396.67 | 11/2/2012 | 9/25/2019 | ||||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 459,870.23 | 459,884.99 | 460,000.00 | 459,872.87 | 12.12 | 2.64 | — | — | 1.77 | 1.786 | MON | 542.80 | — | 2/27/2013 | 5/17/2027 | ||||||||||||||||
80283DAC5 | SDART_13-2 ABS_13-2 A3 | 1,204,793.10 | 1,204,397.46 | 1,205,000.00 | 1,204,797.18 | (399.72 | ) | 4.08 | — | — | 0.7 | 0.708 | MON | 421.75 | — | 3/6/2013 | 9/15/2017 | |||||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 2,193,915.34 | 2,245,785.26 | 2,238,086.20 | 2,196,974.68 | 48,810.58 | 1,651.90 | — | — | 1.201 | 1.357 | JAJO | 4,701.94 | 7,075.27 | 3/22/2011 | 10/28/2043 | ||||||||||||||||
89235UAD5 | TOYOTA AUTO RECEIVABLES OWNER TAOT | 3,599,430.48 | 3,614,760.14 | 3,600,000.00 | 3,599,903.81 | 14,856.33 | 47.89 | — | — | 1.09 | 1.098 | MON | 1,744.00 | 9,810.00 | 9/22/2010 | 12/15/2014 | ||||||||||||||||
89235YAC9 | TAOT_10-B ABS_10-B A3 | 114,995.84 | 115,043.96 | 115,005.78 | 115,005.58 | 38.38 | 4.16 | — | — | 1.04 | 1.047 | MON | 53.16 | 1,138.80 | 7/14/2010 | 2/18/2014 | ||||||||||||||||
92867DAD2 | VALET_11-1 ABS_11-1 A4 | 2,062,187.50 | 2,042,640.08 | 2,000,000.00 | 2,029,747.37 | 12,892.71 | (5,329.23 | ) | — | — | 1.98 | 0.913 | MON | 1,210.00 | 9,900.00 | 9/15/2011 | 9/20/2017 | |||||||||||||||
92867KAC8 | VWALT_12-A ABS_12-A A3 | 2,899,427.83 | 2,912,585.94 | 2,900,000.00 | 2,899,655.89 | 12,930.05 | 73.58 | — | — | 0.87 | 0.882 | MON | 770.92 | 6,307.50 | 6/13/2012 | 7/20/2015 | ||||||||||||||||
92867MAB6 | VALET_13-1 ABS_13-1 A2 | 6,799,555.28 | 6,795,172.07 | 6,800,000.00 | 6,799,568.84 | (4,396.77 | ) | 13.56 | — | — | 0.37 | 0.374 | MON | 768.78 | 1,607.44 | 2/21/2013 | 1/20/2016 | |||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 5,689,676.24 | 5,686,415.07 | 5,690,000.00 | 5,689,681.51 | (3,266.44 | ) | 5.27 | — | — | 0.56 | 0.563 | MON | 973.62 | 2,035.76 | 2/21/2013 | 8/21/2017 | |||||||||||||||
981464BD1 | WORLD FINANCIAL NETWORK CREDIT ABS_06-A | 12,301,269.53 | 12,499,625.00 | 12,500,000.00 | 12,496,405.44 | 3,219.56 | 23,070.76 | — | — | 0.333 | 1.075 | MON | 1,966.81 | 10,246.98 | 2/16/2011 | 2/15/2017 | ||||||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 3,188,784.29 | 3,284,861.03 | 3,190,000.00 | 3,188,910.40 | 95,950.63 | 45.47 | — | — | 2.23 | 2.247 | MON | 3,161.65 | 17,784.24 | 7/13/2012 | 8/15/2022 | ||||||||||||||||
98158KAD1 | WORLD OMNI AUTO RECEIVABLES TR ABS 11-A | 4,599,795.30 | 4,679,580.14 | 4,600,000.00 | 4,599,833.36 | 79,746.78 | 4.23 | — | — | 1.91 | 1.918 | MON | 3,904.89 | 21,965.01 | 3/2/2011 | 4/15/2016 | ||||||||||||||||
98158PAC2 | WOART_11-B ABS_11-B A3 | 2,499,995.26 | 2,510,750.00 | 2,500,000.00 | 2,499,975.72 | 10,774.28 | (5.77 | ) | — | — | 0.96 | 0.961 | MON | 1,066.66 | 11,506.67 | 11/2/2011 | 8/15/2016 | |||||||||||||||
125094A$8 | CDP FINANCIAL INC CORP BND 144A | A | 12,675,681.00 | 12,583,878.15 | 12,100,000.00 | 12,581,459.33 | 2,418.82 | (72,183.81 | ) | — | — | 3 | 0.572 | MN | 127,050.00 | — | 12/4/2012 | 11/25/2014 | ||||||||||||||
380881BX9 | GCCT_13-1 ABS_13-1A A 144A | A | 1,100,000.00 | 1,100,000.00 | 1,100,000.00 | 1,100,000.00 | — | — | — | — | 0.452 | 0.452 | MON | 441.66 | — | 2/21/2013 | 2/15/2018 | |||||||||||||||
04013JAA3 | ARES_11-16A ABS 2011-16A A 144A | F | 10,012,600.00 | 10,063,000.00 | 10,000,000.00 | 10,011,311.19 | 51,688.81 | (970.13 | ) | — | — | 1.89 | 1.854 | FMAN | 21,526.14 | 48,836.67 | 11/30/2012 | 5/17/2021 | ||||||||||||||
70659PAB7 | PENAR_11-1-A1 ABS_11-1 A1 144A | F | 3,200,000.00 | 3,200,672.00 | 3,200,000.00 | 3,200,000.00 | 672.00 | — | — | — | 0.853 | 0.855 | MON | 1,061.76 | 6,845.99 | 6/2/2011 | 5/18/2015 | |||||||||||||||
BRSFARX00 | LCM-10X ABS LCM-10X-A | F | 5,011,570.00 | 5,012,500.00 | 5,000,000.00 | 5,010,681.02 | 1,818.98 | (670.34 | ) | — | — | 1.784 | 1.729 | JAJO | 18,831.11 | 23,258.75 | 11/30/2012 | 4/15/2022 | ||||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 | D | 833,161.50 | 875,723.72 | 510,000.00 | 833,161.50 | 42,562.22 | — | — | (58,752.00 | ) | 5.063 | 5.059 | AO | 16,486.29 | — | 10/27/2009 | 1/21/2055 |
Z918CTYG7 | BUMP_12-5 ABS_12-5 A2 | D | 1,162,491.74 | 1,111,320.70 | 725,899.49 | 1,162,491.74 | (51,171.04 | ) | — | — | (60,249.66 | ) | 1.894 | 1.901 | MON | 688.61 | 5,835.59 | 4/2/2012 | 6/20/2022 | |||||||||||||
TOTAL | 5,676,551,920.57 | 5,525,533,188.81 | 5,616,693,409.76 | 59,858,510.81 |
Validus Holdings, Ltd. March 31, 2013 GAAP other investments portfolio in Schedule D format | |||||||||||||||||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | ||||||||||
FOREIGN | DATE | ACTUAL | GAAP FAIR | GAAP | CAP | FX | INVESTMENT | ADDITIONAL | |||||||||||||||
DESCRIPTION | * | CODE | ACQUIRED | COST | MARKET VALUE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | INTEREST | UGL | INCOME | INCOME | ||||||||||
AIG SELECT HEDGE LTD CI-1-B | 9/4/2009 | 3,271,128.52 | 3,543,820.19 | 3,271,128.52 | 272,691.67 | — | — | — | — | — | — | ||||||||||||
AIG SELECT HEDGE LTD SHARE | 9/4/2009 | 17.30 | 17.36 | 17.30 | 0.06 | — | — | — | — | — | — | ||||||||||||
BUFFETS RESTAURANTS HOLDINGS I | 7/18/2012 | 920,570.56 | 455,728.00 | 920,570.56 | (464,842.56 | ) | — | — | — | — | — | — | |||||||||||
CAIRN SPECIAL OPPORTUNITIES CR OPEN END | 11/30/2012 | 6,539,611.89 | 6,798,605.07 | 6,539,611.89 | 258,993.18 | — | — | — | — | — | — | ||||||||||||
GOLDENTREE DISTRESSED DEBT FUN OPEN END | 11/30/2012 | 14,896,731.00 | 15,678,740.83 | 14,896,731.00 | 782,009.83 | — | — | — | — | — | — | ||||||||||||
LEAPFROG INVESTMENTS FINANCIAL OPEN END | 11/30/2012 | 2,885,345.36 | 2,632,226.00 | 2,885,345.36 | (253,119.36 | ) | — | — | — | — | — | — | |||||||||||
MARATHON ASSET MANAGEMENT LEGA OPEN END | 11/30/2012 | 7,438,525.17 | 8,639,537.16 | 7,438,525.17 | 1,201,011.99 | — | — | — | — | — | — | ||||||||||||
PORT ADVISORS PRIVATE EQUITY I OPEN END | 11/30/2012 | 6,317,062.61 | 6,498,227.00 | 6,317,062.61 | 181,164.39 | — | — | — | — | — | — | ||||||||||||
SVG DIAMOND HOLDINGS II LTD OPEN END FU | 11/30/2012 | 3,765,757.24 | 3,794,515.50 | 3,765,757.24 | 28,758.26 | — | — | — | — | — | — | ||||||||||||
PAULSON PARTNERS ENHANCED LP | 4/1/2012 | 125,000,000.00 | 149,488,583.14 | 125,000,000.00 | 24,488,583.14 | — | — | — | — | — | — | ||||||||||||
PAULSON PARTNERS ADVANTAGE PLUS LP | 4/1/2012 | 125,000,000.00 | 109,325,330.42 | 125,000,000.00 | (15,674,669.58 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS GOLD FUND LP | 4/1/2012 | 125,000,000.00 | 73,614,558.72 | 125,000,000.00 | (51,385,441.28 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS CREDIT OPPORTUNITIES LP | 6/1/2012 | 125,000,000.00 | 143,223,417.68 | 125,000,000.00 | 18,223,417.68 | — | — | — | — | — | — | ||||||||||||
GUARDIAN GROWTH EQUITY | 9/4/2009 | 6,181,301.52 | 9,064,533.43 | 6,181,301.52 | 2,883,231.91 | — | — | — | — | — | — | ||||||||||||
MFS MERIDIAN MID CAP GROWTH FUND | 9/4/2009 | 17,203.14 | 28,620.03 | 17,203.14 | 11,416.89 | — | — | — | — | — | — | ||||||||||||
Total | 552,233,254.31 | 532,786,460.53 | 552,233,254.31 | (19,446,793.78 | ) |