Validus Holdings, Ltd. June 30, 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 | 3,161,819.46 | 3,000,000.00 | 3,092,852.98 | 68,966.48 | (31,426.98 | ) | — | — | 5.25 | 3.007 | MS | 52,500 | 78,750.00 | 11/27/2012 | 3/1/2015 | |||||||||||||||
BRSC095F6 | IPAYMENT INC. TERM LOAN | 1,244,868.32 | 1,242,779.96 | 1,254,275.39 | 1,246,420.14 | (3,640.18 | ) | 1,930.90 | — | — | — | 0.161 | FMAN | — | 77,575.42 | 9/19/2012 | 5/8/2017 | |||||||||||||||
00432CCM1 | ACCESS GROUP INC ACCSS_05-2 ABS 05-2 | 2,132,594.06 | 2,144,162.07 | 2,190,083.75 | 2,142,914.81 | 1,247.26 | 10,429.94 | — | — | 0.453 | 1.408 | FMAN | 1,102.58 | 5,747.09 | 8/8/2012 | 11/22/2024 | ||||||||||||||||
02005EAC4 | ALLYA_12-3 ABS 12-3 | 2,999,894.70 | 3,001,368.9 | 3,000,000.00 | 2,999,922.92 | 1,445.98 | 13.13 | — | — | 0.85 | 0.852 | MON | 1,133.33 | 12,750.00 | 5/22/2012 | 8/15/2016 | ||||||||||||||||
06052YAC3 | BAAT_12-1 ABS 12-1 | 6,999,750.10 | 7,004,830 | 7,000,000.00 | 6,999,827.96 | 5,002.04 | 30.98 | — | — | 0.78 | 0.782 | MON | 2,426.67 | 27,300.00 | 4/11/2012 | 6/15/2016 | ||||||||||||||||
06052YAD1 | BANK OF AMERICA AUTO TRUST BAA ABS 12-1 | 4,998,468.00 | 5,015,900.05 | 5,000,000.00 | 4,999,001.58 | 16,898.47 | 222.77 | — | — | 1.03 | 1.041 | MON | 2,288.89 | 25,749.96 | 4/11/2012 | 12/15/2016 | ||||||||||||||||
12591AAC1 | CNH_12-B ABS 12-B | 2,099,925.87 | 2,102,687.96 | 2,100,000.00 | 2,099,943.06 | 2,744.9 | 6.92 | — | — | 0.86 | 0.862 | MON | 802.67 | 9,030.00 | 6/12/2012 | 9/15/2017 | ||||||||||||||||
14041NEK3 | COMET_13-A1 ABS 13-A1 | 10,273,447.45 | 10,229,474.66 | 10,275,000.00 | 10,273,664.99 | (44,190.33 | ) | 217.54 | — | — | 0.63 | 0.636 | MON | 2,877.00 | 24,094.89 | 1/23/2013 | 11/15/2018 | |||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 4,799,854.56 | 4,792,412.83 | 4,800,000.00 | 4,799,871.8 | (7,458.97 | ) | 17.24 | — | — | 0.6 | 0.602 | MON | 1,280.00 | 9,680.00 | 2/6/2013 | 10/16/2017 | |||||||||||||||
161571FR0 | CHAIT_12-8 ABS 12-8 | 5,000,828.50 | 4,981,785.95 | 5,000,000.00 | 5,000,668.86 | (18,882.91 | ) | (158.52 | ) | — | — | 0.54 | 0.535 | MON | 1,200.00 | 13,500.00 | 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 | — | — | — | — | 0.293 | 0.293 | MON | 568.75 | 4,636.06 | 2/19/2013 | 2/15/2017 | ||||||||||||||||
161571FW9 | CHAIT_13-A3 ABS 13-A3 | 3,405,000.00 | 3,405,000 | 3,405,000.00 | 3,405,000.00 | — | — | — | — | 0.473 | 0.473 | MON | 625.67 | 2,675.37 | 4/12/2013 | 4/15/2020 | ||||||||||||||||
254683AW5 | DCENT_12-A4 ABS 12-A4 | 4,000,000.00 | 4,021,839.60 | 4,000,000.00 | 4,000,000.00 | 21,839.6 | — | — | — | 0.563 | 0.563 | MON | 875 | 11,582.81 | 6/5/2012 | 11/15/2019 | ||||||||||||||||
254683BB0 | DCENT_13 ABS 13 | 8,500,000 | 8,499,999.32 | 8,500,000 | 8,500,000 | (0.68 | ) | — | — | — | 0.493 | 0.493 | MON | 1,627.99 | 14,662.46 | 2/6/2013 | 8/17/2020 | |||||||||||||||
28140DAA1 | ELAB_12-1 ABS 12-1 | 3,803,292.98 | 3,798,249.81 | 3,803,292.98 | 3,803,292.98 | (5,043.17 | ) | — | — | — | 0.643 | 0.644 | MON | 407.58 | 14,771.89 | 9/19/2012 | 6/25/2022 | |||||||||||||||
34529UAD6 | FORDO_12-A ABS 12-A | 2,339,403.30 | 2,350,594.21 | 2,340,000.00 | 2,339,630.71 | 10,963.5 | 79.88 | — | — | 1.15 | 1.16 | MON | 1,196 | 13,455.00 | 1/18/2012 | 6/15/2017 | ||||||||||||||||
34529XAD0 | FCALT_12-B ABS 12-B | 8,011,562.50 | 7,957,119.76 | 8,000,000.00 | 8,008,233.13 | (51,113.37 | ) | (3,329.37 | ) | — | — | 0.57 | 0.467 | MON | 2,026.67 | 16,340.00 | 2/1/2013 | 9/15/2015 | ||||||||||||||
36162RAC2 | GEEST_12-1A ABS 12-1A 144A | 2,999,393.10 | 3,007,289.88 | 3,000,000.00 | 2,999,671.68 | 7,618.2 | 125.25 | — | — | 1.04 | 1.051 | MON | 866.67 | 15,600 | 5/22/2012 | 9/21/2015 | ||||||||||||||||
39153VBJ2 | GALC_13-1 ABS 13-1 144A | 1,774,852.5 | 1,768,485.8 | 1,775,000.00 | 1,774,878.70 | (6,392.9 | ) | 26.2 | — | — | 0.78 | 0.785 | MON | 615.33 | 4,691.92 | 2/5/2013 | 6/15/2016 | |||||||||||||||
43813EAD8 | HONDA AUTO RECEIVABLES OWNER T ABS 12-2 | 1,599,694.08 | 1,602,298.94 | 1,600,000.00 | 1,599,811.35 | 2,487.59 | 49.77 | — | — | 0.91 | 0.918 | MON | 647.1 | 7,279.98 | 4/18/2012 | 5/15/2018 | ||||||||||||||||
43813UAC4 | HAROT_12-1 ABS 12-1 | 2,749,835 | 2,752,505.53 | 2,750,000.00 | 2,749,910.31 | 2,595.22 | 27.70 | — | — | 0.77 | 0.773 | MON | 941.11 | 10,587.48 | 2/14/2012 | 1/15/2016 | ||||||||||||||||
43814CAC3 | HAROT_13-1 ABS 13-1 | 2,996,718.75 | 2,980,530.84 | 3,000,000.00 | 2,997,223.62 | (16,692.78 | ) | 504.87 | — | — | 0.48 | 0.533 | MON | 400 | 4,280.00 | 2/27/2013 | 11/21/2016 | |||||||||||||||
44890JAB5 | HART_13-A ABS 13-A | 2,299,850.28 | 2,298,735.00 | 2,300,000.00 | 2,299,898.64 | (1,163.64 | ) | 48.36 | — | — | 0.4 | 0.405 | MON | 408.89 | 3,449.98 | 1/24/2013 | 12/15/2015 | |||||||||||||||
44890KAC0 | HART_12-C ABS 12-C | 2,199,722.58 | 2,191,841.65 | 2,200,000.00 | 2,199,798.44 | (7,956.79 | ) | 53.71 | — | — | 0.53 | 0.536 | MON | 518.22 | 5,830.02 | 10/10/2012 | 4/17/2017 | |||||||||||||||
44921SAC6 | HALST_13-A ABS 13-A 144A | 3,849,881.04 | 3,843,493.54 | 3,850,000 | 3,849,909.92 | (6,416.38 | ) | 28.88 | — | — | 0.51 | 0.513 | MON | 872.67 | 5,399.63 | 2/27/2013 | 9/15/2015 | |||||||||||||||
47787BAB1 | JDOT_12-A ABS 12-A | 52,469.93 | 52,472.26 | 52,470.63 | 52,470.17 | 2.09 | 2.64 | — | — | 0.59 | 0.591 | MON | 13.76 | 726.56 | 2/22/2012 | 6/16/2014 | ||||||||||||||||
47787BAD7 | JDOT_12-A ABS 12-A | 3,999,112.40 | 4,013,439.96 | 4,000,000.00 | 3,999,415.63 | 14,024.33 | 120.82 | — | — | 0.99 | 0.998 | MON | 1,760 | 19,800 | 2/22/2012 | 6/15/2018 | ||||||||||||||||
58768TAC0 | MBALT_12-A ABS 12-A | 1,999,889.6 | 2,002,879.94 | 2,000,000 | 1,999,941.4 | 2,938.54 | 13.58 | — | — | 0.88 | 0.884 | MON | 782.22 | 8,800.02 | 3/15/2012 | 11/17/2014 |
61205PAJ8 | MHESA_12-1 ABS 12-1 | 697,759.16 | 704,736.76 | 697,759.16 | 697,759.16 | 6,977.6 | — | — | — | 0.792 | 0.793 | MON | 168.78 | 4,099.96 | 4/27/2012 | 9/20/2022 | ||||||||||||||||
65474VAG6 | NMOTR_13-A SENIOR ABS 13-A | 1,680,000 | 1,671,096.02 | 1,680,000.00 | 1,680,000 | (8,903.98 | ) | — | — | — | 0.493 | 0.493 | MON | 321.77 | 2,547.50 | 2/20/2013 | 2/15/2018 | |||||||||||||||
65475UAC6 | NAROT_12-A ABS 12-A | 2,699,638.74 | 2,701,094.58 | 2,700,000.00 | 2,699,816.52 | 1,278.06 | 65.69 | — | — | 0.73 | 0.736 | MON | 876 | 9,855 | 2/15/2012 | 5/16/2016 | ||||||||||||||||
73328WAB7 | PILOT_12-1 ABS 12-1 144A | 180,464.19 | 180,321.43 | 180,476.64 | 180,471.02 | (149.59 | ) | 109.73 | — | — | 0.44 | 0.447 | MON | 22.06 | 12,044.74 | 10/10/2012 | 2/23/2015 | |||||||||||||||
73328WAC5 | PILOT_12-1 ABS 12-1 144A | 1,749,708.45 | 1,745,870 | 1,750,000.00 | 1,749,811.47 | (3,941.47 | ) | 69.82 | — | — | 0.54 | 0.549 | MON | 262.5 | 4,725 | 10/10/2012 | 12/21/2015 | |||||||||||||||
784423AF2 | SLCLT_04-1 ABS 04-1 | 983,750 | 973,355 | 1,000,000 | 984,085.23 | (10,730.23 | ) | 335.23 | — | — | 0.435 | 0.758 | FMAN | 568.05 | (96.69 | ) | 5/20/2013 | 5/15/2023 | ||||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 6,575,000 | 6,656,878.01 | 6,575,000.00 | 6,575,000 | 81,878.01 | — | — | — | 1.393 | 1.397 | MON | 1,526.5 | 46,354.15 | 12/26/2012 | 10/25/2034 | ||||||||||||||||
78446VAA7 | SLMA_12-A ABS 12-A 144A | 5,005,657.80 | 5,031,859.29 | 5,005,657.80 | 5,005,657.80 | 26,201.49 | — | — | — | 1.593 | 1.596 | MON | 3,100.03 | 43,689.14 | 2/2/2012 | 8/15/2025 | ||||||||||||||||
78447EAB2 | SLMA_12-5 ABS 12-5 | 5,291,230.62 | 5,307,064.95 | 5,300,000 | 5,293,936.7 | 13,128.25 | 1,357.21 | — | — | 0.493 | 0.547 | MON | 435.48 | 13,382.79 | 7/10/2012 | 6/25/2019 | ||||||||||||||||
80705WAA7 | SCHOL_12-B ABS 12-B 144A | 748,971.86 | 742,769.86 | 751,121.58 | 749,137.92 | (6,368.06 | ) | 279.23 | — | — | 0.595 | 0.656 | MON | 37.26 | 2,434.33 | 9/19/2012 | 10/28/2025 | |||||||||||||||
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2,548,755.16 | 2,542,214.6 | 2,560,909.24 | 2,548,894.46 | (6,679.86 | ) | 372.28 | — | — | 0.845 | 0.886 | MON | 180.4 | 6,151.03 | 3/12/2013 | 1/30/2045 | |||||||||||||||
89231NAC7 | TAOT_12-B ABS 12-B | 3,999,619.6 | 3,998,096.4 | 4,000,000.00 | 3,999,740.61 | (1,644.21 | ) | 74.83 | — | — | 0.46 | 0.464 | MON | 817.78 | 9,199.98 | 9/18/2012 | 7/15/2016 | |||||||||||||||
89236PAD5 | TAOT_12-A ABS 12-A | 749,928.68 | 751,935.02 | 750,000.00 | 749,950.89 | 1,984.13 | 8.85 | — | — | 0.99 | 0.995 | MON | 330 | 3,712.5 | 4/11/2012 | 8/15/2017 | ||||||||||||||||
92867GAC7 | VALET_12-1 ABS 12-1 | 3,919,954.53 | 3,928,976.64 | 3,920,000.00 | 3,919,960.07 | 9,016.57 | 2.12 | — | — | 0.85 | 0.852 | MON | 1,018.11 | 16,660.02 | 1/19/2012 | 8/22/2016 | ||||||||||||||||
BRSFMMQE6 | MOTOR_12X ABS 12X | O | 1,272,457.03 | 1,216,588.66 | 800,000.00 | 1,270,674.46 | (54,085.8 | ) | (1,746.11 | ) | — | (54,409.93 | ) | 1.243 | 1.011 | MON | 244.07 | 7,525.82 | 12/28/2012 | 2/25/2020 | ||||||||||||
620062AC3 | MOTOR_12A ABS 12A 144A | F | 740,000 | 741,347.54 | 740,000 | 740,000 | 1,347.54 | — | — | — | 1.286 | 1.289 | MON | 158.61 | 4,758.24 | 9/12/2012 | 2/25/2020 | |||||||||||||||
BRSG6Z2D1 | TURBF_12-3 SENIOR ABS 12-3 | D | 894,570.48 | 854,757.79 | 562,941.59 | 894,570.48 | (39,812.69 | ) | — | — | (40,756.97 | ) | 1.093 | 1.095 | MON | 275.75 | 7,316.18 | 11/13/2012 | 11/20/2019 | |||||||||||||
BRSGEJ3J4 | E_CARAT_12 ABS CARAT | D | 578,060.99 | 546,653.26 | 359,613.67 | 578,060.99 | (31,407.73 | ) | — | — | (32,634.94 | ) | 1.3 | 1.303 | MON | 248.6 | 4,290.43 | 12/10/2012 | 6/18/2020 | |||||||||||||
G9141GAA6 | TURBO FINANCE PLC TURBF_12-2 ABS 12-2 | D | 475,567.75 | 459,452.82 | 301,436.83 | 474,255.01 | (14,802.19 | ) | (2,363.02 | ) | — | (15,244 | ) | 1.893 | 1.269 | MON | 255.76 | 6,084.06 | 8/15/2012 | 2/20/2019 | ||||||||||||
45818WAE6 | INTER-AMERICAN DEV BANK CORP BND | E | 6,185,253.30 | 6,125,193.12 | 6,100,000.00 | 6,125,036.76 | 156.36 | (23,110.79 | ) | — | — | 0.724 | 0.319 | FMAN | 5,153.18 | 39,609.24 | 2/22/2012 | 5/20/2014 | ||||||||||||||
4581X0AF5 | INTER-AMERICAN DEV BANK CORP BND EMTN | E | 7,418,582.14 | 7,203,383.28 | 7,200,000.00 | 7,201,632.53 | 1,750.75 | (42,167.53 | ) | — | — | 3.5 | 2.314 | JJ | 121,100 | 126,000 | 11/12/2010 | 7/8/2013 | ||||||||||||||
45950KAZ3 | INTERNATIONAL FINANCE CO CORP BND | E | 8,216,320.00 | 8,167,520 | 8,000,000.00 | 8,041,886.34 | 125,633.66 | (25,333.01 | ) | — | — | 3 | 2.342 | AO | 46,000 | 120,000.00 | 12/11/2009 | 4/22/2014 | ||||||||||||||
45950VBV7 | INTERNATIONAL FINANCE CO UNSECURED CORP | E | 299,595.00 | 300,327.03 | 300,000.00 | 299,749.29 | 577.74 | 66.24 | — | — | 0.5 | 0.545 | MN | 191.67 | 750 | 4/26/2012 | 5/15/2015 | |||||||||||||||
45950VCJ3 | INTERNATIONAL FINANCE CO SENIOR CORP BND | E | 2,652,710.58 | 2,642,663.26 | 2,658,000.00 | 2,653,291.42 | (10,628.16 | ) | 1,194.76 | — | — | 0.5 | 0.562 | MN | 4,762.25 | 5,020.67 | 2/14/2013 | 5/16/2016 | ||||||||||||||
742651DB5 | PRIVATE EXPORT FUNDING CORPORA SECURED | 1,646,955 | 1,653,135.01 | 1,500,000.00 | 1,564,029.31 | 89,105.7 | (12,864.48 | ) | — | — | 4.95 | 3.07 | MN | 9,487.5 | 37,125.00 | 11/27/2012 | 11/15/2015 | |||||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 915,990.00 | 878,010.06 | 750,000.00 | 890,065.87 | (12,055.81 | ) | (16,137.17 | ) | — | — | 5.45 | 0.914 | MS | 12,035.42 | 20,437.5 | 9/13/2012 | 9/15/2017 | ||||||||||||||
742651DH2 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 4,868,226.00 | 4,762,886 | 4,600,000.00 | 4,750,766.3 | 12,119.7 | (57,747.76 | ) | — | — | 3.05 | 0.497 | AO | 29,618.88 | 70,150 | 6/26/2012 | 10/15/2014 | |||||||||||||||
912828KV1 | UNITED STATES TREASURY GOVT BND | 769,279.86 | 764,062.5 | 750,000.00 | 764,091.37 | (28.87 | ) | (17,801.31 | ) | — | — | 2.25 | 0.194 | MN | 1,429.3 | 18,111.28 | 2/27/2013 | 5/31/2014 | ||||||||||||||
912828NF3 | UNITED STATES TREASURY GOVT BND | 9,674,659.9 | 9,563,297.6 | 9,250,000.00 | 9,569,262.13 | (5,964.53 | ) | (125,156.91 | ) | — | — | 2.125 | 0.316 | MN | 16,648.74 | 158,716.88 | 12/11/2012 | 5/31/2015 | ||||||||||||||
912828NZ9 | UNITED STATES TREASURY GOVT BND | 3,995,532.60 | 3,971,331.08 | 3,900,000.00 | 3,953,570.74 | 17,760.34 | (32,984.2 | ) | — | — | 1.25 | 0.633 | MS | 12,319.97 | 93,773.91 | 9/16/2011 | 9/30/2015 | |||||||||||||||
912828PE4 | UNITED STATES TREASURY GOVT BND | 2,979,986.28 | 2,953,447.06 | 2,900,000.00 | 2,949,516.26 | 3,930.80 | (20,369.80 | ) | — | — | 1.25 | 0.512 | AO | 6,107.34 | 82,807.32 | 1/18/2012 | 10/31/2015 | |||||||||||||||
912828PQ7 | UNITED STATES TREASURY GOVT BND | 10,123,517.88 | 10,047,300 | 10,000,000.00 | 10,036,772.76 | 10,527.24 | (34,035.58 | ) | — | — | 1 | 0.316 | JJ | 46,132.59 | 50,000.00 | 6/22/2012 | 1/15/2014 | |||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 8,394,687.5 | 8,307,600.08 | 8,000,000.00 | 8,346,392.10 | (38,792.02 | ) | (104,337.52 | ) | — | — | 2 | 0.459 | AO | 26,956.52 | 110,565.96 | 2/1/2013 | 4/30/2016 | ||||||||||||||
912828QH6 | UNITED STATES TREASURY GOVT BND | 10,155,111.63 | 10,068,800 | 10,000,000.00 | 10,060,955.20 | 7,844.8 | (48,551.11 | ) | — | — | 1.25 | 0.272 | FA | 46,961.33 | 62,500 | 7/12/2012 | 2/15/2014 |
912828QM5 | UNITED STATES TREASURY GOVT BND | 38,882,121.16 | 38,772,198.85 | 38,500,000.00 | 38,767,053.61 | 5,145.24 | (126,646.61 | ) | — | — | 1 | 0.204 | MN | 49,171.19 | 110,302.6 | 2/14/2013 | 5/15/2014 | |||||||||||||||
912828QS2 | UNITED STATES TREASURY GOVT BND | 129,923,635.27 | 129,684,990 | 129,000,000.00 | 129,666,785.52 | 18,204.48 | (256,849.75 | ) | — | — | 0.75 | 0.209 | JD | 42,295.09 | 316,710.17 | 6/12/2013 | 6/15/2014 | |||||||||||||||
912828QX1 | UNITED STATES TREASURY GOVT BND | 70,268,081.36 | 70,237,482.7 | 68,600,000.00 | 69,647,325.28 | 590,157.42 | (166,445.48 | ) | — | — | 1.5 | 0.996 | JJ | 429,223.76 | 514,500 | 8/16/2011 | 7/31/2016 | |||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 40,247,234.90 | 40,105,262.43 | 39,800,000.00 | 40,130,767.97 | (25,505.54 | ) | (47,172.19 | ) | — | — | 1 | 0.732 | FA | 133,754.1 | 194,687.33 | 5/28/2013 | 8/31/2016 | ||||||||||||||
912828RG7 | UNITED STATES TREASURY GOVT BND | 2,693,469.98 | 2,700,836.73 | 2,700,000.00 | 2,697,349.35 | 3,487.38 | 1,681.76 | — | — | 0.25 | 0.332 | MS | 1,980.98 | 7,362.77 | 9/21/2011 | 9/15/2014 | ||||||||||||||||
912828RK8 | UNITED STATES TREASURY SENIOR GOVT BND | 608,882.12 | 610,024.34 | 610,000.00 | 609,781.49 | 242.85 | 4,677.53 | — | — | 0.125 | 0.269 | MS | 191.67 | 7,064.38 | 6/21/2012 | 9/30/2013 | ||||||||||||||||
912828RL6 | UNITED STATES TREASURY GOVT BND | 1,601,755.36 | 1,605,680.00 | 1,600,000.00 | 1,600,761.68 | 4,918.32 | (5,199.53 | ) | — | — | 0.5 | 0.463 | AO | 1,683.06 | 12,925.01 | 10/20/2011 | 10/15/2014 | |||||||||||||||
912828RM4 | UNITED STATES TREASURY GOVT BND | 76,880,312.91 | 76,348,571.28 | 75,900,000.00 | 76,737,665.57 | (389,094.29 | ) | (139,599.65 | ) | — | — | 1 | 0.664 | AO | 127,874.99 | 401,561.62 | 2/4/2013 | 10/31/2016 | ||||||||||||||
912828RQ5 | UNITED STATES TREASURY GOVT BND | 18,907,535.97 | 18,938,367.00 | 18,900,000.00 | 18,903,583.97 | 34,783.03 | 1,357.1 | — | — | 0.375 | 0.361 | MN | 9,051.97 | 90,768.98 | 12/13/2011 | 11/15/2014 | ||||||||||||||||
912828RU6 | UNITED STATES TREASURY GOVT BND | 24,025,195.46 | 23,965,328.72 | 23,950,000.00 | 24,028,711.53 | (63,382.81 | ) | (1,789.48 | ) | — | — | 0.875 | 0.777 | MN | 17,749.83 | 92,854.57 | 5/3/2013 | 11/30/2016 | ||||||||||||||
912828RX0 | UNITED STATES TREASURY GOVT BND | 10,077,377.25 | 9,993,699.6 | 10,000,000.00 | 10,059,710.35 | (66,010.75 | ) | (9,276.34 | ) | — | — | 0.875 | 0.7 | JD | 705.65 | 43,750 | 6/21/2012 | 12/31/2016 | ||||||||||||||
912828RZ5 | UNITED STATES TREASURY GOVT BND | 6,393,474.57 | 6,398,848.13 | 6,400,000.00 | 6,397,068 | 1,780.13 | 1,146.54 | — | — | 0.25 | 0.28 | JJ | 7,381.21 | 2,509.67 | 4/8/2013 | 1/15/2015 | ||||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 17,274,081.05 | 17,171,963.66 | 17,200,000.00 | 17,261,662.94 | (89,699.28 | ) | (8,477.46 | ) | — | — | 0.875 | 0.773 | JJ | 62,777.62 | 56,952.77 | 1/4/2013 | 1/31/2017 | ||||||||||||||
912828SE1 | UNITED STATES TREASURY GOVT BND | 50,787,123.99 | 50,970,420.52 | 51,000,000.00 | 50,884,124.91 | 86,295.61 | 36,713.36 | — | — | 0.25 | 0.39 | FA | 47,900.56 | 69,799.72 | 5/21/2012 | 2/15/2015 | ||||||||||||||||
912828SK7 | UNITED STATES TREASURY GOVT BND | 6,010,176.35 | 6,007,019.34 | 6,000,000.00 | 6,007,381.31 | (361.97 | ) | (3,137.65 | ) | — | — | 0.375 | 0.303 | MS | 6,603.26 | 24,235.58 | 11/26/2012 | 3/15/2015 | ||||||||||||||
912828SM3 | UNITED STATES TREASURY GOVT BND | 16,622,909.13 | 16,615,936.17 | 16,600,000.00 | 16,622,400.32 | (6,464.15 | ) | (508.81 | ) | — | — | 1 | 0.963 | MS | 41,726.78 | (37,102.46 | ) | 6/21/2013 | 3/31/2017 | |||||||||||||
912828SP6 | UNITED STATES TREASURY GOVT BND | 17,326,499.36 | 17,314,704.82 | 17,300,000.00 | 17,319,388.02 | (4,683.2 | ) | (9,272.22 | ) | — | — | 0.375 | 0.312 | AO | 13,648.56 | 70,094.58 | 2/13/2013 | 4/15/2015 | ||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 16,623,160.75 | 16,416,179.51 | 16,500,000.00 | 16,614,473.27 | (198,293.76 | ) | (8,687.48 | ) | — | — | 0.875 | 0.691 | AO | 24,324.05 | 18,345.99 | 3/13/2013 | 4/30/2017 | ||||||||||||||
912828SU5 | UNITED STATES TREASURY GOVT BND | 9,986,752.25 | 9,983,400.00 | 10,000,000.00 | 9,987,088.85 | (3,688.85 | ) | 336.6 | — | — | 0.25 | 0.319 | MN | 3,192.93 | (1,970.11 | ) | 6/12/2013 | 5/15/2015 | ||||||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 2,515,195.88 | 2,468,574.90 | 2,500,000.00 | 2,512,286.16 | (43,711.26 | ) | (1,515.24 | ) | — | — | 0.75 | 0.625 | JD | 50.95 | 9,375 | 7/13/2012 | 6/30/2017 | ||||||||||||||
912828TD2 | UNITED STATES TREASURY GOVT BND | 17,066,026.04 | 17,053,145.66 | 17,100,000.00 | 17,074,212.90 | (21,067.24 | ) | 11,786.95 | — | — | 0.25 | 0.324 | JJ | 19,721.69 | 54,080.12 | 3/11/2013 | 7/15/2015 | |||||||||||||||
912828TF7 | UNITED STATES TREASURY GOVT BND | 8,495,048.01 | 8,493,370 | 8,500,000.00 | 8,495,265.38 | (1,895.38 | ) | 230.16 | — | — | 0.125 | 0.177 | JJ | 4,431.98 | (3,872.58 | ) | 6/12/2013 | 7/31/2014 | ||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 7,100,922.56 | 7,026,407.78 | 7,200,000.00 | 7,104,892.2 | (78,484.42 | ) | 2,658.87 | — | — | 0.5 | 0.829 | JJ | 15,016.58 | (3,546.96 | ) | 6/10/2013 | 7/31/2017 | ||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 1,993,053.58 | 1,958,639.98 | 2,000,000.00 | 1,993,804.12 | (35,164.14 | ) | 726.08 | — | — | 0.625 | 0.701 | FA | 4,177.99 | 6,250 | 12/24/2012 | 8/31/2017 | |||||||||||||||
912828TP5 | UNITED STATES TREASURY GOVT BND | 4,244,189.46 | 4,232,999.92 | 4,250,000.00 | 4,244,796.32 | (11,796.4 | ) | 1,173.92 | — | — | 0.25 | 0.306 | MS | 3,118.21 | 4,565.96 | 3/27/2013 | 9/15/2015 | |||||||||||||||
912828TQ3 | UNITED STATES TREASURY GOVT BND | 2,001,412.95 | 2,000,619.8 | 2,000,000.00 | 2,001,193.8 | (574 | ) | (219.15 | ) | — | — | 0.25 | 0.202 | MS | 1,256.83 | (109.29 | ) | 4/5/2013 | 9/30/2014 | |||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 13,731,000 | 13,490,189.58 | 13,800,000.00 | 13,740,609.86 | (250,420.28 | ) | 6,817.88 | — | — | 0.625 | 0.728 | MS | 21,680.33 | 43,125.00 | 10/18/2012 | 9/30/2017 | |||||||||||||||
912828TU4 | UNITED STATES TREASURY GOVT BND | 500,333.71 | 500,154.95 | 500,000.00 | 500,321.27 | (166.32 | ) | (12.44 | ) | — | — | 0.25 | 0.202 | AO | 210.6 | (146.06 | ) | 6/11/2013 | 10/31/2014 | |||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 17,401,662.19 | 16,987,452.13 | 17,430,000.00 | 17,404,149.95 | (416,697.82 | ) | 2,549.66 | — | — | 0.625 | 0.659 | MN | 9,226.95 | 41,310.44 | 5/3/2013 | 11/30/2017 | |||||||||||||||
912828UC2 | UNITED STATES TREASURY GOVT BND | 81,687,578.13 | 81,503,077.54 | 82,000,000.00 | 81,728,811.36 | (225,733.82 | ) | 44,166.30 | — | — | 0.25 | 0.385 | JD | 8,961.76 | 73,293.54 | 6/19/2013 | 12/15/2015 | |||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 30,960,456.54 | 30,320,479.69 | 31,000,000.00 | 30,963,119.01 | (642,639.32 | ) | 10,801.64 | — | — | 0.75 | 0.777 | JD | 631.79 | 166,360.37 | 3/22/2013 | 12/31/2017 | |||||||||||||||
912828UK4 | UNITED STATES TREASURY GOVT BND | 48,986,288.91 | 48,988,728.53 | 49,000,000.00 | 48,988,978.7 | (250.17 | ) | 2,998.29 | — | — | 0.25 | 0.264 | JJ | 51,098.06 | 8,892.49 | 2/15/2013 | 1/31/2015 | |||||||||||||||
912828UR9 | UNITED STATES TREASURY GOVT BND | 19,359,707.03 | 19,021,611.55 | 19,500,000.00 | 19,372,754.1 | (351,142.55 | ) | 14,944.51 | — | — | 0.75 | 0.898 | FA | 48,882.48 | 31,092.71 | 3/8/2013 | 2/28/2018 | |||||||||||||||
912828US7 | UNITED STATES TREASURY GOVT BND | 7,488,515.63 | 7,459,799.78 | 7,500,000.00 | 7,488,709.18 | (28,909.4 | ) | 53.62 | — | — | 0.375 | 0.431 | MS | 8,254.08 | (4,142.33 | ) | 6/4/2013 | 3/15/2016 |
912828UW8 | UNITED STATES TREASURY GOVT BND | 7,948,856.39 | 7,893,089.82 | 7,970,000.00 | 7,950,134.89 | (57,045.07 | ) | 1,359.65 | — | — | 0.25 | 0.34 | AO | 4,191.87 | (370.77 | ) | 4/25/2013 | 4/15/2016 | ||||||||||||||
912828UX6 | UNITED STATES TREASURY GOVT BND | 10,809,339.62 | 10,281,383.00 | 10,000,000.00 | 10,798,355.95 | (516,972.95 | ) | (10,983.67 | ) | — | — | 0.125 | (1.439 | ) | AO | 2,121.38 | (617.51 | ) | 5/3/2013 | 4/15/2018 | ||||||||||||
912828UY4 | UNITED STATES TREASURY GOVT BND | 1,995,866.08 | 1,992,380.06 | 2,000,000.00 | 1,996,129.75 | (3,749.69 | ) | 263.67 | — | — | 0.125 | 0.231 | AO | 421.2 | (108.7 | ) | 5/16/2013 | 4/30/2015 | ||||||||||||||
912828UZ1 | UNITED STATES TREASURY GOVT BND | 37,490,094.87 | 36,713,319.24 | 38,000,000.00 | 37,500,646.5 | (787,327.26 | ) | 10,551.63 | — | — | 0.625 | 0.903 | AO | 40,013.59 | (13,417.12 | ) | 5/29/2013 | 4/30/2018 | ||||||||||||||
912828VC1 | UNITED STATES TREASURY GOVT BND | 14,940,234.38 | 14,840,249.70 | 15,000,000.00 | 14,942,766.57 | (102,516.87 | ) | 2,532.19 | — | — | 0.25 | 0.384 | MN | 4,789.4 | — | 5/14/2013 | 5/15/2016 | |||||||||||||||
912828VE7 | UNITED STATES TREASURY GOVT BND | 25,068,891.29 | 24,923,698.66 | 25,366,600.00 | 25,069,652.27 | (145,953.61 | ) | 760.98 | — | — | 1 | 1.245 | MN | 21,485.36 | (16,042.80 | ) | 6/25/2013 | 5/31/2018 | ||||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 4,626,730.72 | 4,517,752.64 | 4,366,771.35 | 4,614,684.35 | (96,931.71 | ) | (29,577.37 | ) | — | — | 3 | 1.719 | MON | 10,916.93 | 69,168.19 | 6/19/2012 | 6/20/2027 | ||||||||||||||
36179MK82 | GNMA POOL # MA0319 | 227,665.42 | 218,180.42 | 207,233.48 | 227,416.85 | (9,236.43 | ) | (3,471.08 | ) | — | — | 4 | 1.775 | MON | 690.78 | 4,543.88 | 10/4/2012 | 8/20/2042 | ||||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 2,813,197.83 | 2,701,084.66 | 2,565,561.03 | 2,810,909.44 | (109,824.78 | ) | (39,516.96 | ) | — | — | 4 | 1.773 | MON | 8,551.87 | 55,913.52 | 10/18/2012 | 9/20/2042 | ||||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 2,052,681.18 | 1,910,690.45 | 1,928,531.94 | 2,051,238.17 | (140,547.72 | ) | (4,860.19 | ) | — | — | 3 | 2.061 | MON | 4,821.33 | 29,541.94 | 10/31/2012 | 10/20/2042 | ||||||||||||||
36201YER3 | GNMA POOL # 606844 | 1,007,482.61 | 1,046,562.38 | 961,474.54 | 1,005,877.06 | 40,685.32 | (6,444.82 | ) | — | — | 5 | 3.607 | MON | 4,006.14 | 25,903.71 | 4/23/2010 | 9/15/2033 | |||||||||||||||
36202E5P0 | GNMA POOL # 004454 | 11,344.62 | 11,332.12 | 10,663.17 | 11,265.15 | 66.97 | (145.65 | ) | — | — | 4.5 | 2.71 | MON | 39.99 | 268.73 | 10/7/2010 | 6/20/2024 | |||||||||||||||
36202EVU0 | GNMA POOL # 004227 | 10,513.01 | 10,040.91 | 9,881.52 | 10,447.63 | (406.72 | ) | (684.53 | ) | — | — | 4.5 | 2.554 | MON | 37.06 | 346.52 | 10/7/2010 | 7/20/2023 | ||||||||||||||
36202FAE6 | GNMA POOL # 004505 | 34,979.45 | 34,865.34 | 32,878.32 | 34,731.61 | 133.73 | (463.73 | ) | — | — | 4.5 | 2.777 | MON | 123.29 | 840.90 | 10/7/2010 | 8/20/2024 | |||||||||||||||
36202FBR6 | GNMA POOL # 004548 | 22,561.35 | 22,487.74 | 21,206.14 | 22,408.73 | 79.01 | (290.36 | ) | — | — | 4.5 | 2.739 | MON | 79.52 | 529.12 | 10/7/2010 | 10/20/2024 | |||||||||||||||
36202FD78 | GNMA POOL # 004626 | 1,082,869.47 | 1,079,553.33 | 1,017,824.14 | 1,075,669.89 | 3,883.44 | (11,614.42 | ) | — | — | 4.5 | 2.797 | MON | 3,816.84 | 25,036.18 | 10/7/2010 | 2/20/2025 | |||||||||||||||
36202FET9 | GNMA POOL # 004646 | 177,374.61 | 176,831.43 | 166,720.15 | 176,238.2 | 593.23 | (1,669.5 | ) | — | — | 4.5 | 2.753 | MON | 625.2 | 4,088.01 | 10/7/2010 | 3/20/2025 | |||||||||||||||
36202FF43 | GNMA POOL # 004687 | 491,466.02 | 489,960.96 | 461,944.84 | 488,852.99 | 1,107.97 | (4,599.86 | ) | — | — | 4.5 | 2.794 | MON | 1,732.29 | 11,301.05 | 10/7/2010 | 5/20/2025 | |||||||||||||||
36202FFH4 | GNMA POOL # 004668 | 648,398.43 | 646,412.79 | 609,450.71 | 644,268.33 | 2,144.46 | (9,313.01 | ) | — | — | 4.5 | 2.764 | MON | 2,285.44 | 15,396.91 | 10/7/2010 | 4/20/2025 | |||||||||||||||
36202FZV1 | GNMA POOL # 005256 | 4,771,811.18 | 4,664,253.93 | 4,450,537.98 | 4,752,590.22 | (88,336.29 | ) | (80,298.09 | ) | — | — | 3.5 | 1.828 | MON | 12,980.74 | 90,057.94 | 1/18/2012 | 12/20/2026 | ||||||||||||||
36202KME2 | GNMA POOL # 008457 | 389,922.44 | 399,243.4 | 384,515.20 | 389,051.32 | 10,192.08 | (625.07 | ) | — | — | 1.75 | 1.362 | MON | 560.75 | 3,588.07 | 3/18/2009 | 7/20/2024 | |||||||||||||||
36204J4C7 | GNMA POOL # 371719 | 228,567.42 | 242,445.02 | 215,122.29 | 226,031.34 | 16,413.68 | (1,262.72 | ) | — | — | 6.5 | 4.993 | MON | 1,165.25 | 7,404.07 | 9/11/2008 | 4/15/2024 | |||||||||||||||
36204SV60 | GNMA POOL # 378737 | 197,749.8 | 219,098.66 | 186,117.44 | 195,697.54 | 23,401.12 | (5,692.77 | ) | — | — | 6.5 | 4.814 | MON | 1,008.14 | 8,336.09 | 9/11/2008 | 1/15/2024 | |||||||||||||||
36205BKY7 | GNMA POOL # 385611 | 336,563.44 | 356,998.07 | 316,765.60 | 333,006.57 | 23,991.5 | (2,728.63 | ) | — | — | 6.5 | 4.91 | MON | 1,715.81 | 11,052.12 | 9/11/2008 | 4/15/2024 | |||||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 1,157,492.85 | 1,183,039.1 | 1,094,879.4 | 1,152,054.56 | 30,984.54 | (6,840.1 | ) | — | — | 5 | 2.592 | MON | 4,562 | 29,079.59 | 9/29/2009 | 4/15/2024 | |||||||||||||||
3620A32R4 | GNMA POOL # 718184 | 74,674.37 | 74,600.37 | 70,168.25 | 74,320.07 | 280.3 | (692.19 | ) | — | — | 4.5 | 2.12 | MON | 263.13 | 1,669.56 | 10/7/2010 | 3/15/2025 | |||||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 681,299.55 | 678,631.71 | 638,313.16 | 677,773.06 | 858.65 | (8,051.22 | ) | — | — | 4.5 | 2.149 | MON | 2,393.67 | 15,638.62 | 8/31/2010 | 4/15/2025 | |||||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 661,320.1 | 704,925.61 | 649,946.03 | 660,664.16 | 44,261.45 | (1,291.8 | ) | — | — | 4.5 | 4.228 | MON | 2,437.29 | 15,616.8 | 6/18/2009 | 6/15/2039 | |||||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 1,141,633.67 | 1,174,467.62 | 1,086,946.66 | 1,135,186.84 | 39,280.78 | (9,396.9 | ) | — | — | 5 | 3.375 | MON | 4,528.94 | 30,396.48 | 7/29/2009 | 7/15/2024 | |||||||||||||||
3620A7R64 | GNMA POOL # 721509 | 330,523.7 | 330,196.2 | 310,578.74 | 328,714.41 | 1,481.79 | (3,837.87 | ) | — | — | 4.5 | 2.427 | MON | 1,164.67 | 7,858.52 | 10/7/2010 | 2/15/2025 | |||||||||||||||
3620A7RQ0 | GNMA POOL # 721495 | 430,632.91 | 430,206.18 | 404,646.97 | 428,198.41 | 2,007.77 | (1,497.81 | ) | — | — | 4.5 | 2.469 | MON | 1,517.43 | 9,310.02 | 10/7/2010 | 1/15/2025 | |||||||||||||||
3620A9MU2 | GNMA POOL # 723171 | 36,645.20 | 36,594.09 | 34,433.89 | 36,444.26 | 149.83 | (511.35 | ) | — | — | 4.5 | 2.319 | MON | 129.13 | 871.74 | 10/7/2010 | 10/15/2024 | |||||||||||||||
3620A9QJ3 | GNMA POOL # 723257 | 512,380.31 | 511,665.78 | 481,461.45 | 509,454.20 | 2,211.58 | (7,508.83 | ) | — | — | 4.5 | 2.382 | MON | 1,805.48 | 12,250.49 | 10/7/2010 | 9/15/2024 | |||||||||||||||
3620A9WS6 | GNMA POOL # 723457 | 532,896.21 | 532,153.09 | 500,739.37 | 529,797.25 | 2,355.84 | (7,151.02 | ) | — | — | 4.5 | 2.501 | MON | 1,877.77 | 12,655.47 | 10/7/2010 | 12/15/2024 |
3620A9WW7 | GNMA POOL # 723461 | 282,758.28 | 282,363.96 | 265,695.63 | 281,222.25 | 1,141.71 | (3,490.32 | ) | — | — | 4.5 | 2.355 | MON | 996.36 | 6,621.3 | 10/7/2010 | 12/15/2024 | |||||||||||||||
3620A9ZN4 | GNMA POOL # 723549 | 753,150.39 | 752,404.09 | 707,702.61 | 748,832.09 | 3,572 | (6,128.97 | ) | — | — | 4.5 | 2.498 | MON | 2,653.88 | 16,867.75 | 10/7/2010 | 1/15/2025 | |||||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 6,998,613.7 | 7,060,380.4 | 6,643,596.5 | 6,963,633.45 | 96,746.95 | (75,892.13 | ) | — | — | 4.5 | 2.525 | MON | 24,913.49 | 173,110.46 | 12/8/2009 | 11/15/2024 | |||||||||||||||
3620AFY35 | GNMA POOL # 728930 | 94,744 | 94,611.89 | 89,026.82 | 94,254.93 | 356.96 | (853.51 | ) | — | — | 4.5 | 2.237 | MON | 333.85 | 2,175.21 | 10/7/2010 | 12/15/2024 | |||||||||||||||
3620AKQR0 | GNMA POOL # 732264 | 206,945.21 | 206,740.14 | 194,457.39 | 205,800.45 | 939.69 | (2,769.95 | ) | — | — | 4.5 | 2.501 | MON | 729.22 | 4,904.07 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AKR57 | GNMA POOL # 732308 | 45,290.02 | 45,245.15 | 42,557.07 | 45,101.82 | 143.33 | (117.79 | ) | — | — | 4.5 | 1.768 | MON | 159.59 | 974.75 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AL5N0 | GNMA POOL # 733553 | 446,151.37 | 445,709.28 | 419,229.01 | 443,864.4 | 1,844.88 | (4,239.84 | ) | — | — | 4.5 | 2.336 | MON | 1,572.11 | 10,399.87 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQ5X7 | GNMA POOL # 737162 | 300,669.44 | 300,371.51 | 282,525.98 | 298,977 | 1,394.51 | (2,411.65 | ) | — | — | 4.5 | 2.537 | MON | 1,059.47 | 6,943.41 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQ6A6 | GNMA POOL # 737165 | 1,006,927.85 | 1,005,930.09 | 946,166.24 | 1,001,584.1 | 4,345.99 | (12,465.57 | ) | — | — | 4.5 | 2.413 | MON | 3,548.12 | 23,681.85 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQG72 | GNMA POOL # 736522 | 529,835.52 | 529,310.50 | 497,863.35 | 527,196.07 | 2,114.43 | (3,889.73 | ) | — | — | 4.5 | 2.27 | MON | 1,866.99 | 12,143.94 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQHC0 | GNMA POOL # 736527 | 201,237.11 | 201,037.71 | 189,093.75 | 200,127.13 | 910.58 | (2,634.47 | ) | — | — | 4.5 | 2.495 | MON | 709.1 | 4,641.68 | 10/7/2010 | 4/15/2025 | |||||||||||||||
3620AQXC2 | GNMA POOL # 736975 | 349,363.96 | 349,017.77 | 328,282.09 | 347,476.46 | 1,541.31 | (3,032.23 | ) | — | — | 4.5 | 2.398 | MON | 1,231.06 | 8,016.25 | 10/7/2010 | 2/15/2025 | |||||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 4,237,924.38 | 4,145,350.42 | 3,945,122.32 | 4,232,918.86 | (87,568.44 | ) | (56,616.46 | ) | — | — | 4 | 2.012 | MON | 13,150.41 | 87,381.77 | 10/3/2011 | 7/15/2041 | ||||||||||||||
3620AWE48 | GNMA POOL # 741855 | 177,398.31 | 177,222.53 | 166,693.47 | 176,416.26 | 806.27 | (3,003.52 | ) | — | — | 4.5 | 2.528 | MON | 625.1 | 4,416.26 | 10/7/2010 | 5/15/2025 | |||||||||||||||
3620AWE63 | GNMA POOL # 741857 | 160,911.92 | 160,752.47 | 151,201.92 | 160,102.05 | 650.42 | (1,480.95 | ) | — | — | 4.5 | 2.323 | MON | 567.01 | 3,656.31 | 10/7/2010 | 5/15/2025 | |||||||||||||||
36210B4N2 | GNMA POOL # 487829 | 318,619.01 | 327,156.98 | 307,844.46 | 317,323.18 | 9,833.8 | (1,742.25 | ) | — | — | 4.5 | 3.193 | MON | 1,154.42 | 7,362.69 | 3/26/2009 | 4/15/2024 | |||||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 104,851.62 | 107,165.75 | 99,179.79 | 104,335.22 | 2,830.53 | (1,607.77 | ) | — | — | 5 | 2.683 | MON | 413.25 | 2,845.53 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36210B4R3 | GNMA POOL # 487832 | 462,242.31 | 477,954.13 | 442,337.14 | 460,214.73 | 17,739.4 | (1,564.82 | ) | — | — | 5 | 3.017 | MON | 1,843.07 | 11,752.69 | 3/26/2009 | 4/15/2024 | |||||||||||||||
36210BZH1 | GNMA POOL # 487744 | 595,344.25 | 608,483.72 | 563,139.71 | 592,452.73 | 16,030.99 | (2,671.24 | ) | — | — | 5 | 2.628 | MON | 2,346.42 | 14,530.3 | 9/29/2009 | 3/15/2024 | |||||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 334,868.93 | 342,259.61 | 316,754.53 | 333,078.35 | 9,181.26 | (2,714.55 | ) | — | — | 5 | 2.809 | MON | 1,319.81 | 8,560.96 | 9/29/2009 | 3/15/2024 | |||||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 215,209.38 | 222,690.93 | 206,096.07 | 214,079.23 | 8,611.7 | (537.12 | ) | — | — | 5 | 3.357 | MON | 858.73 | 5,276.6 | 3/26/2009 | 1/15/2024 | |||||||||||||||
36225BPY8 | GNMA POOL # 781339 | 244,347.64 | 250,875.2 | 221,379.5 | 242,620.15 | 8,255.05 | (1,612.05 | ) | — | — | 8 | 5.503 | MON | 1,475.86 | 9,178.15 | 3/7/2008 | 9/15/2031 | |||||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 7,876,384.88 | 7,940,960.39 | 7,684,277.92 | 7,865,892.13 | 75,068.26 | (16,289.32 | ) | — | — | 1.75 | 1.334 | MON | 11,206.24 | 70,354.97 | 3/2/2011 | 4/20/2034 | |||||||||||||||
36225CD29 | GNMA POOL # 080120 | 362,957.61 | 372,138.39 | 359,252.82 | 362,565.35 | 9,573.04 | (182.93 | ) | — | — | 1.625 | 1.336 | MON | 486.49 | 2,983.33 | 3/18/2009 | 10/20/2027 | |||||||||||||||
36225DAS3 | GNMA POOL # 080916 | 277,635.16 | 291,026.89 | 278,986.51 | 277,746.62 | 13,280.27 | 106.18 | — | — | 1.75 | 1.817 | MON | 406.86 | 2,549.75 | 4/17/2008 | 5/20/2034 | ||||||||||||||||
36225DJA3 | GNMA POOL # 081156 | 732,075.77 | 762,508.64 | 730,022.63 | 731,856.58 | 30,652.06 | (122.06 | ) | — | — | 1.625 | 1.572 | MON | 988.57 | 6,101.26 | 3/18/2009 | 11/20/2034 | |||||||||||||||
36225DJZ8 | GNMA POOL # 081179 | 707,575.72 | 713,642.05 | 705,591.25 | 707,356.09 | 6,285.96 | (177.44 | ) | — | — | 1.625 | 1.574 | MON | 955.48 | 6,025.57 | 3/18/2009 | 12/20/2034 | |||||||||||||||
36225DLE2 | GNMA POOL # 081224 | 454,303.20 | 475,271.78 | 456,442.80 | 454,441.09 | 20,830.69 | 168.73 | — | — | 1.625 | 1.693 | MON | 618.1 | 3,852.89 | 3/18/2009 | 1/20/2035 | ||||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2,307,624.73 | 2,409,987.1 | 2,279,135.55 | 2,304,303.77 | 105,683.33 | (3,140.05 | ) | — | — | 2 | 1.908 | MON | 3,798.56 | 26,008.44 | 10/28/2009 | 12/20/2039 | |||||||||||||||
36225EWE8 | GNMA POOL # 082444 | 393,198.96 | 398,208.77 | 385,017.34 | 392,916.15 | 5,292.62 | (2,518.88 | ) | — | — | 3.75 | 3.258 | MON | 1,203.18 | 8,678.61 | 11/3/2009 | 12/20/2039 | |||||||||||||||
36241K6L7 | GNMA POOL # 782675 | 44,598.83 | 44,536.63 | 41,907.57 | 44,367.32 | 169.31 | (712.84 | ) | — | — | 4.5 | 2.06 | MON | 157.15 | 1,079.62 | 10/7/2010 | 6/15/2024 | |||||||||||||||
36241KBP2 | GNMA POOL # 781846 | 3,601,647.76 | 4,051,347.56 | 3,488,278.72 | 3,595,658.68 | 455,688.88 | (16,134.64 | ) | — | — | 6.5 | 5.697 | MON | 18,894.84 | 123,163.54 | 8/15/2008 | 9/15/2034 | |||||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2,456,867.66 | 2,754,889.31 | 2,379,532.85 | 2,453,027.68 | 301,861.63 | (10,985.9 | ) | — | — | 6.5 | 5.7 | MON | 12,889.14 | 83,269.07 | 8/15/2008 | 5/15/2035 | |||||||||||||||
36241KEH7 | GNMA POOL # 781936 | 1,492,660.12 | 1,534,103.45 | 1,443,709.37 | 1,490,822.79 | 43,280.66 | (15,615.12 | ) | — | — | 4.5 | 3.632 | MON | 5,413.91 | 39,202.85 | 6/3/2010 | 6/15/2035 |
36241KGU6 | GNMA POOL # 782011 | 136,397.21 | 144,743.05 | 133,477.32 | 136,280.85 | 8,462.2 | (584.23 | ) | — | — | 5 | 4.38 | MON | 556.16 | 3,702.39 | 7/14/2009 | 12/15/2035 | |||||||||||||||
36241KKB3 | GNMA POOL # 782090 | 2,887,415.94 | 3,175,073.34 | 2,778,031.00 | 2,880,783.9 | 294,289.44 | (16,649.68 | ) | — | — | 6.5 | 5.588 | MON | 15,047.66 | 99,152.59 | 11/30/2007 | 5/15/2036 | |||||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 4,696,330.50 | 4,886,415.21 | 4,481,866.19 | 4,690,240.2 | 196,175.01 | (40,625.81 | ) | — | — | 5 | 3.718 | MON | 18,674.44 | 123,591.9 | 4/23/2010 | 9/15/2036 | |||||||||||||||
36241LN36 | GNMA POOL # 783110 | 1,094,559.06 | 1,106,024.97 | 1,010,848.2 | 1,092,601.83 | 13,423.14 | (15,243.89 | ) | — | — | 5.5 | 3.174 | MON | 4,633.05 | 30,321.91 | 9/23/2010 | 4/15/2036 | |||||||||||||||
36290SJB8 | GNMA POOL # 615958 | 5,611,015.64 | 5,828,664.33 | 5,354,780.99 | 5,601,494.65 | 227,169.68 | (42,687.74 | ) | — | — | 5 | 3.678 | MON | 22,311.59 | 146,635.36 | 4/23/2010 | 9/15/2033 | |||||||||||||||
36292DWW8 | GNMA POOL # 646061 | 153,506.66 | 168,555.01 | 147,204.49 | 153,214.02 | 15,340.99 | (2,088.06 | ) | — | — | 6.5 | 5.223 | MON | 797.36 | 5,990.88 | 1/31/2008 | 11/15/2037 | |||||||||||||||
36295KAT0 | GNMA POOL # 672418 | 100,548.92 | 110,405.79 | 96,420.91 | 100,359.56 | 10,046.23 | (50.16 | ) | — | — | 6.5 | 5.194 | MON | 522.28 | 3,150.97 | 1/31/2008 | 12/15/2037 | |||||||||||||||
36295P4L3 | GNMA POOL # 676827 | 509,998.92 | 519,277.14 | 488,110.21 | 507,234.24 | 12,042.90 | (3,617.33 | ) | — | — | 5 | 3.176 | MON | 2,033.79 | 13,909.58 | 3/26/2009 | 5/15/2023 | |||||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 119,276.25 | 121,518.9 | 114,225.36 | 118,525.66 | 2,993.24 | (1,342.24 | ) | — | — | 5 | 3.44 | MON | 475.94 | 3,113.05 | 3/26/2009 | 3/15/2023 | |||||||||||||||
36295QJE1 | GNMA POOL # 677161 | 791,267.11 | 802,123.77 | 753,980.44 | 787,101.60 | 15,022.17 | (11,436.18 | ) | — | — | 5 | 3.024 | MON | 3,141.59 | 23,077.73 | 4/27/2009 | 8/15/2023 | |||||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 83,919.01 | 92,145.62 | 80,473.72 | 83,761.63 | 8,383.99 | (823.57 | ) | — | — | 6.5 | 5.197 | MON | 435.9 | 3,009.35 | 1/31/2008 | 1/15/2038 | |||||||||||||||
36296A5Y6 | GNMA POOL # 685863 | 78,202.8 | 78,874.53 | 73,483.76 | 77,699.31 | 1,175.22 | (863.55 | ) | — | — | 4.5 | 2.161 | MON | 275.56 | 1,875.6 | 10/7/2010 | 5/15/2023 | |||||||||||||||
36296DR67 | GNMA POOL # 688209 | 27,231.42 | 27,598.89 | 25,942.41 | 27,081.61 | 517.28 | (1,524.45 | ) | — | — | 5 | 3.115 | MON | 108.09 | 1,439.16 | 7/29/2009 | 7/15/2023 | |||||||||||||||
36296E5H5 | GNMA POOL # 689448 | 330,190.53 | 336,398.81 | 316,208.21 | 328,426.38 | 7,972.43 | (955.52 | ) | — | — | 5 | 3.249 | MON | 1,317.53 | 8,133.14 | 3/26/2009 | 7/15/2023 | |||||||||||||||
36296TPY3 | GNMA POOL # 700739 | 429,716 | 443,426.42 | 406,982.23 | 426,901.08 | 16,525.34 | (4,170.96 | ) | — | — | 5.5 | 3.231 | MON | 1,865.34 | 12,214.77 | 6/3/2009 | 10/15/2023 | |||||||||||||||
36296U3C2 | GNMA POOL # 701995 | 279,753.11 | 285,013.06 | 267,906.62 | 278,671.19 | 6,341.87 | (7,741.32 | ) | — | — | 5 | 2.676 | MON | 1,116.28 | 7,592.95 | 3/26/2009 | 1/15/2024 | |||||||||||||||
36296UC73 | GNMA POOL # 701294 | 254,841.01 | 263,424.38 | 243,794.08 | 253,430.92 | 9,993.46 | (904.39 | ) | — | — | 5 | 3.369 | MON | 1,015.81 | 6,321.08 | 3/27/2009 | 1/15/2024 | |||||||||||||||
36296URS1 | GNMA POOL # 701697 | 635,149.19 | 649,167.17 | 600,791.44 | 631,885.13 | 17,282.04 | (8,674.66 | ) | — | — | 5 | 2.708 | MON | 2,503.30 | 17,594.91 | 9/29/2009 | 2/15/2024 | |||||||||||||||
36296UUL2 | GNMA POOL # 701787 | 243,148.04 | 253,497.44 | 234,606.89 | 242,067.69 | 11,429.75 | (484.45 | ) | — | — | 5 | 3.724 | MON | 977.53 | 5,988.6 | 6/11/2009 | 3/15/2024 | |||||||||||||||
36296UXG0 | GNMA POOL # 701879 | 247,467.21 | 247,122.09 | 232,534.14 | 246,189.22 | 932.87 | (4,711.01 | ) | — | — | 4.5 | 2.012 | MON | 872 | 6,278.02 | 10/7/2010 | 5/15/2024 | |||||||||||||||
36296XHH0 | GNMA POOL # 704132 | 97,053.8 | 97,665.65 | 91,803.77 | 96,504.47 | 1,161.18 | (356.12 | ) | — | — | 5 | 2.833 | MON | 382.52 | 2,347.56 | 9/29/2009 | 12/15/2023 | |||||||||||||||
36296XLY8 | GNMA POOL # 704243 | 550,256.43 | 573,677.64 | 530,927.36 | 547,961.76 | 25,715.88 | (1,063.16 | ) | — | — | 5 | 3.598 | MON | 2,212.2 | 13,556.42 | 6/11/2009 | 1/15/2024 | |||||||||||||||
36296XWP5 | GNMA POOL # 704554 | 1,716,437.43 | 1,790,575.95 | 1,657,142.8 | 1,709,639.5 | 80,936.45 | (14,083.62 | ) | — | — | 5 | 3.661 | MON | 6,904.76 | 46,393.58 | 6/11/2009 | 6/15/2024 | |||||||||||||||
36297A3K7 | GNMA | 414,460.72 | 428,869.05 | 396,909.86 | 412,494.22 | 16,374.83 | (858.29 | ) | — | — | 5 | 3.17 | MON | 1,653.79 | 10,123.41 | 3/26/2009 | 1/15/2024 | |||||||||||||||
36297AKC6 | GNMA POOL # 705991 | 76,730.81 | 76,623.8 | 72,100.59 | 76,360.03 | 263.77 | (253.09 | ) | — | — | 4.5 | 1.66 | MON | 270.38 | 1,662.71 | 10/7/2010 | 1/15/2024 | |||||||||||||||
36297AKF9 | GNMA POOL # 705994 | 496,843.71 | 507,809.24 | 469,967.46 | 494,437.31 | 13,371.93 | (4,529.67 | ) | — | — | 5 | 2.564 | MON | 1,958.2 | 12,736.59 | 9/29/2009 | 1/15/2024 | |||||||||||||||
36297CV22 | GNMA POOL # 708133 | 59,472.28 | 59,389.34 | 55,883.51 | 59,185.86 | 203.48 | (790.53 | ) | — | — | 4.5 | 1.649 | MON | 209.56 | 1,439.38 | 10/7/2010 | 1/15/2024 | |||||||||||||||
36297DFF9 | GNMA POOL # 708566 | 1,402,394.43 | 1,433,345.8 | 1,326,533.32 | 1,394,628.29 | 38,717.51 | (8,350.19 | ) | — | — | 5 | 2.898 | MON | 5,527.22 | 34,563.56 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36297DP35 | GNMA POOL # 708842 | 33,349.47 | 33,302.96 | 31,337.04 | 33,159.03 | 143.93 | (910.93 | ) | — | — | 4.5 | 2.264 | MON | 117.51 | 768.94 | 10/7/2010 | 5/15/2024 | |||||||||||||||
36297DTR8 | GNMA POOL # 708960 | 575,126.83 | 595,120.53 | 550,772.34 | 572,022.45 | 23,098.08 | (1,606.05 | ) | — | — | 5 | 3.446 | MON | 2,294.88 | 14,085.31 | 3/26/2009 | 3/15/2024 | |||||||||||||||
36297G2R0 | GNMA POOL # 711884 | 1,827,890.71 | 1,868,232.92 | 1,729,012.79 | 1,819,276.61 | 48,956.31 | (21,071.52 | ) | — | — | 5 | 2.598 | MON | 7,204.22 | 47,348.67 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36297GCD0 | GNMA POOL # 711168 | 665,308.23 | 664,648.98 | 625,161.16 | 661,879.51 | 2,769.47 | (10,103.22 | ) | — | — | 4.5 | 2.292 | MON | 2,344.35 | 16,053.02 | 10/7/2010 | 2/15/2025 | |||||||||||||||
36297JJ54 | GNMA POOL # 713184 | 1,226,830.89 | 1,253,907.48 | 1,160,466.69 | 1,219,711.75 | 34,195.73 | (11,468.63 | ) | — | — | 5 | 2.98 | MON | 4,835.28 | 30,838.02 | 9/29/2009 | 4/15/2024 | |||||||||||||||
36297KZF1 | GNMA POOL # 714542 | 375,589.92 | 391,458.55 | 362,287.18 | 373,877.15 | 17,581.4 | (2,322.36 | ) | — | — | 5 | 3.786 | MON | 1,509.53 | 10,428.19 | 6/11/2009 | 6/15/2024 |
383742TU7 | GNMA CMO 08-17 EH | 397,063.05 | 382,250.62 | 377,986.55 | 380,821.63 | 1,428.99 | (15,352.5 | ) | — | — | 5.25 | 0.422 | MON | 1,653.69 | 21,392.91 | 3/15/2011 | 1/16/2032 | |||||||||||||||
38374GRG9 | GNMA CMO_04-38 VA | 113,129.52 | 106,410.79 | 106,256.08 | 106,800.18 | (389.39 | ) | (14,265.35 | ) | — | — | 5 | (0.786 | ) | MON | 442.73 | 22,879.64 | 1/7/2011 | 5/20/2015 | |||||||||||||
38374JUS3 | GNMA CMO_04-82 MA | 1,763,825.29 | 1,685,350.67 | 1,658,973 | 1,696,029.07 | (10,678.4 | ) | (51,456.18 | ) | — | — | 5 | 0.062 | MON | 6,912.39 | 62,267.2 | 3/9/2011 | 11/20/2032 | ||||||||||||||
38374VKJ7 | GNMA CMO_09-45 BA | 1,805,832.13 | 1,700,084.29 | 1,682,289.03 | 1,692,291.61 | 7,792.68 | (51,012.31 | ) | — | — | 5 | (0.004 | ) | MON | 7,009.54 | 81,292.59 | 3/7/2011 | 12/20/2033 | ||||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 1,536,085.63 | 1,505,586.46 | 1,530,507.71 | 1,536,042.33 | (30,455.87 | ) | (1,643.42 | ) | — | — | 0.792 | 0.671 | MON | 370.2 | 7,146.93 | 12/3/2012 | 2/20/2038 | ||||||||||||||
38376CUM9 | GNMA CMO_09-79 PA | 7,525,796.5 | 7,264,446.91 | 7,082,581.8 | 7,249,209.94 | 15,236.97 | (86,147.37 | ) | — | — | 4.5 | (0.676 | ) | MON | 26,559.69 | 188,245.94 | 8/2/2011 | 9/20/2032 | ||||||||||||||
38376WSP1 | GNMA_10-24 AGENCY CMO 10-24 | 291,998.18 | 292,183.12 | 290,094.44 | 291,937.37 | 245.75 | (522.12 | ) | — | — | 0.712 | 0.441 | MON | 63.08 | 1,197.25 | 12/5/2012 | 12/20/2038 | |||||||||||||||
38376YC58 | GNMA_10-47 AGENCY CMO 10-47 | 2,923,103.25 | 2,902,193.94 | 2,831,092.74 | 2,889,755.19 | 12,438.75 | (21,240.02 | ) | — | — | 3 | 0.797 | MON | 7,077.73 | 48,411.99 | 3/21/2012 | 11/16/2030 | |||||||||||||||
38376YG96 | GNMA CMO_10-47 TA | 192,210.72 | 189,501.02 | 187,522.66 | 189,747.37 | (246.35 | ) | (2,556.47 | ) | — | — | 3 | 0.845 | MON | 468.81 | 3,882.06 | 6/4/2012 | 11/16/2030 | ||||||||||||||
38377MC61 | GNMA CMO_10-147 MG | 1,058,613.47 | 1,057,372.26 | 1,001,052.92 | 1,055,154.76 | 2,217.5 | (10,337.81 | ) | — | — | 2 | 0.297 | MON | 1,668.42 | 10,993.25 | 7/24/2012 | 11/16/2025 | |||||||||||||||
38376GZ29 | GNMA CMBS_11-096 AB | 2,683,126.29 | 2,684,714.9 | 2,656,560.67 | 2,670,127.65 | 14,587.25 | (9,680.95 | ) | — | — | 2.161 | 1.618 | MON | 4,782.92 | 39,189.89 | 7/7/2011 | 11/16/2036 | |||||||||||||||
38374YGV9 | GNMA_10-86 AGENCY CMO 10-86 | 2,046,343.23 | 1,982,982.4 | 1,940,236.56 | 2,021,688.08 | (38,705.68 | ) | (11,978.24 | ) | — | — | 3.5 | 0.501 | MON | 5,659.02 | 36,356.73 | 2/15/2012 | 1/20/2036 | ||||||||||||||
38376JSV7 | GNMA AGENCY CMO 09-103 | 1,059,356.43 | 1,039,007.51 | 1,008,010.87 | 1,033,849.35 | 5,158.16 | (13,244.34 | ) | — | — | 4.5 | (0.112 | ) | MON | 3,780.04 | 26,346.95 | 2/6/2012 | 12/20/2032 | ||||||||||||||
38377WZ56 | GNMA_11-99 CMO_11-99 | 5,376,147.09 | 5,395,634.13 | 5,366,922.7 | 5,375,362.53 | 20,271.60 | (1,178.75 | ) | — | — | 0.593 | 0.556 | MON | 1,324.96 | 17,117.66 | 5/31/2012 | 7/16/2041 | |||||||||||||||
1107098W5 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 17,125,425 | 16,991,649.19 | 16,250,000 | 16,838,885.61 | 152,763.58 | (81,180.41 | ) | — | — | 2.85 | 0.974 | JD | 20,583.34 | 144,479.17 | 6/6/2013 | 6/15/2015 | ||||||||||||||
1107098Z8 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 3,499,335 | 3,631,704.76 | 3,500,000 | 3,499,608.49 | 132,096.27 | 65.33 | — | — | 2.1 | 2.104 | MN | 8,779.17 | 36,750 | 5/11/2011 | 5/18/2016 | |||||||||||||||
30216BCD2 | EXPORT DEVELOPMENT CANADA CORP BND | A | 5,212,650 | 5,169,900.15 | 5,000,000 | 5,178,868.07 | (8,967.92 | ) | (33,781.93 | ) | — | — | 2.25 | 0.366 | MN | 10,312.5 | 30,312.5 | 2/15/2013 | 5/28/2015 | |||||||||||||
427028AA3 | CANADA GOVERNMENT GOVT BND | A | 2,550,398.5 | 2,543,012.95 | 2,550,000 | 2,550,434.63 | (7,421.68 | ) | (59.44 | ) | — | — | 0.875 | 0.87 | FA | 8,491.15 | 11,156.25 | 8/8/2012 | 2/14/2017 | |||||||||||||
4488148U0 | HYDRO-QUEBEC SENIOR CORP BND | A | 4,994,200 | 4,994,549.95 | 5,000,000 | 4,995,365.25 | (815.3 | ) | 562.85 | — | — | 1.375 | 1.399 | JD | 2,291.67 | 34,375 | 6/12/2012 | 6/19/2017 | ||||||||||||||
563469TU9 | MANITOBA PROVINCE CORP BND | A | 10,161,200 | 10,057,019.00 | 10,000,000 | 10,158,931.58 | (101,912.58 | ) | (2,268.42 | ) | — | — | 1.3 | 0.869 | AO | 31,777.78 | (24,555.56 | ) | 6/6/2013 | 4/3/2017 | ||||||||||||
6832348Y7 | ONTARIO PROVINCE CORP BND | A | 5,224,450 | 5,203,900.15 | 5,000,000 | 5,115,194.37 | 88,705.78 | (28,694.72 | ) | — | — | 2.7 | 1.502 | JD | 5,625 | 67,500 | 7/28/2011 | 6/16/2015 | ||||||||||||||
68323ABJ2 | ONTARIO PROVINCE SENIOR CORP BND | A | 12,974,331.00 | 12,983,721.26 | 12,900,000 | 12,972,613.73 | 11,107.53 | (1,922.59 | ) | — | — | 0.95 | 0.652 | MN | 11,914.58 | 20,108.33 | 6/6/2013 | 5/26/2015 | ||||||||||||||
68323ABM5 | ONTARIO PROVINCE SENIOR CORP BND | A | 3,981,200 | 3,915,719.92 | 4,000,000 | 3,981,522.22 | (65,802.3 | ) | 322.22 | — | — | 1.1 | 1.21 | AO | 8,066.67 | (4,644.44 | ) | 5/29/2013 | 10/25/2017 | |||||||||||||
BRSDRTRZ3 | EXPORT DEVELOPMENT CANAD CORP BND GOVT | T | 3,070,723.61 | 3,049,467.01 | 2,000,000 | 3,070,853.88 | (21,386.87 | ) | 50.02 | — | (37,598.21 | ) | 1 | 1.001 | DEC | 16,078.18 | — | 1/11/2012 | 12/8/2014 | |||||||||||||
045167CH4 | ASIAN DEVELOPMENT BANK SENIOR CORP BND | F | 750,000 | 750,000.00 | 750,000 | 750,000 | — | — | — | — | 0.195 | 0.195 | MON | 12.21 | — | 6/26/2013 | 5/29/2015 | |||||||||||||||
12625GAA2 | CNOOC FINANCE (2013) LTD SENIOR CORP BND | F | 6,215,045.76 | 6,147,421.14 | 6,237,000 | 6,216,083.44 | (68,662.3 | ) | 1,090.9 | — | — | 1.125 | 1.245 | MN | 10,135.13 | 510.12 | 5/2/2013 | 5/9/2016 | ||||||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR | F | 4,611,321.6 | 4,616,012.8 | 4,480,000 | 4,525,787.29 | 90,225.51 | (18,414.24 | ) | — | — | 2.9 | 2.041 | MS | 37,532.44 | 64,960 | 2/22/2011 | 9/17/2014 | ||||||||||||||
298785FB7 | EUROPEAN INVESTMENT BANK CORP BND | F | 15,739,300 | 15,565,650.6 | 15,000,000 | 15,558,020.92 | 7,629.68 | (146,453.33 | ) | — | — | 2.875 | 0.446 | JJ | 198,854.16 | 43,125 | 2/15/2013 | 1/15/2015 | ||||||||||||||
298785FV3 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 10,154,000 | 10,120,600.1 | 10,000,000 | 10,134,138.48 | (13,538.38 | ) | (19,861.52 | ) | — | — | 1.125 | 0.372 | AO | 23,750 | 6,250 | 3/20/2013 | 4/15/2015 | |||||||||||||
298785GC4 | EUROPEAN INVESTMENT BANK CORP BND | F | 4,970,000 | 4,804,299.95 | 5,000,000 | 4,971,158.9 | (166,858.95 | ) | 1,158.9 | — | — | 1 | 1.12 | JD | 2,222.22 | 8,194.44 | 4/9/2013 | 6/15/2018 | ||||||||||||||
30254WAB5 | FMS WERTMANAGEMENT ANSTALT DES SENIOR | F | 1,499,175 | 1,492,845.05 | 1,500,000 | 1,499,249.17 | (6,404.12 | ) | 510.32 | — | — | 0.625 | 0.643 | AO | 1,901.04 | 16,374.58 | 3/13/2013 | 4/18/2016 | ||||||||||||||
459058CX9 | INTL BANK FOR RECONSTRUCT CORP BND | F | 14,987,700 | 14,923,349.7 | 15,000,000 | 14,989,163.51 | (65,813.81 | ) | 1,463.51 | — | — | 0.5 | 0.526 | AO | 15,833.34 | 12,900 | 2/6/2013 | 4/15/2016 | ||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205 | 1,077,152.97 | 1,100,000 | 1,096,771.78 | (19,618.81 | ) | 368.26 | — | — | 1 | 1.071 | MS | 2,902.78 | 5,500 | 9/19/2012 | 9/26/2017 | ||||||||||||||
500769AX2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 6,356,400.6 | 6,283,140 | 6,000,000 | 6,094,621.4 | 188,518.6 | (35,507.46 | ) | — | — | 4.125 | 2.87 | AO | 52,250 | 123,750 | 8/31/2009 | 10/15/2014 |
500769EM2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 5,216,400.00 | 5,171,099.85 | 5,000,000.00 | 5,192,566.81 | (21,466.96 | ) | (23,833.19 | ) | — | — | 2 | 0.665 | JD | 8,333.33 | 28,333.33 | 2/13/2013 | 6/1/2016 | |||||||||||||
500769FC3 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 4,984,150.00 | 5,017,600.25 | 5,000,000.00 | 4,990,374.57 | 27,225.68 | 2,610.95 | — | — | 0.625 | 0.732 | AO | 5,815.97 | 15,625 | 4/17/2012 | 4/24/2015 | |||||||||||||||
500769FG4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 9,842,382.00 | 9,723,384.3 | 9,900,000.00 | 9,843,399.61 | (120,015.31 | ) | 1,017.61 | — | — | 0.875 | 1.015 | MS | 27,912.50 | (21,175.00 | ) | 5/29/2013 | 9/5/2017 | |||||||||||||
500769FP4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 14,965,200.00 | 14,905,199.4 | 15,000,000.00 | 14,968,910.84 | (63,711.44 | ) | 3,710.84 | — | — | 0.5 | 0.575 | AO | 15,000 | 8,333.34 | 4/2/2013 | 4/19/2016 | ||||||||||||||
515110BG8 | LANDWIRTSCHAFTLICHE RENTENBANK SENIOR | F | 2,993,280.00 | 2,944,110.03 | 3,000,000.00 | 2,994,337.08 | (50,227.05 | ) | 653.43 | — | — | 0.875 | 0.921 | MS | 7,947.92 | 13,125 | 9/5/2012 | 9/12/2017 | ||||||||||||||
62944BAH7 | BANK NEDERLANDSE GEMEENTEN UNSEC CORP | F | 15,055,200 | 15,203,098.36 | 15,000,000.00 | 15,032,226.16 | 170,872.2 | (9,114.2 | ) | — | — | 1.375 | 1.249 | MS | 56,145.83 | 103,125 | 3/22/2013 | 3/23/2015 | ||||||||||||||
64127WAF0 | NETWORK RAIL INFRA FIN CORP BND GOVT | F | 4,988,500.00 | 5,036,100.00 | 5,000,000.00 | 4,994,008.99 | 42,091.01 | 1,908.54 | — | — | 0.876 | 0.954 | JJ | 19,345.00 | 21,900 | 1/11/2012 | 1/20/2015 | |||||||||||||||
71645WAT8 | PETROBRAS INTERNATIONAL FINANC CORP BND | F | 797,304.00 | 824,314.76 | 800,000.00 | 798,547.85 | 25,766.91 | 265.2 | — | — | 3.875 | 3.95 | JJ | 13,261.11 | 15,500 | 1/20/2011 | 1/27/2016 | |||||||||||||||
71645WAV3 | PETROBRAS INTERNATIONAL FINANC CORP BND | F | 1,790,982 | 1,829,122.97 | 1,800,000.00 | 1,795,092.03 | 34,030.94 | 1,481.95 | — | — | 2.875 | 3.051 | FA | 20,843.75 | 25,875 | 2/1/2012 | 2/6/2015 | |||||||||||||||
71647NAB5 | PETROBRAS INT BRASPETRO BV SENIOR CORP | F | 13,859,604.00 | 12,966,326.64 | 13,950,000.00 | 13,861,012.43 | (894,685.79 | ) | 1,514.2 | — | — | 3 | 3.125 | JJ | 47,662.5 | 3,500 | 5/14/2013 | 1/15/2019 | ||||||||||||||
780097AW1 | ROYAL BANK OF SCOTLAND PLC THE CORP BND | F | 1,992,961.00 | 1,893,380.19 | 1,700,000.00 | 1,990,586.13 | (97,205.94 | ) | (2,374.87 | ) | — | — | 6.4 | 3.368 | AO | 21,155.56 | (14,808.89 | ) | 6/5/2013 | 10/21/2019 | ||||||||||||
87020DAF1 | SWEDEN KINGDOM SENIOR GOVT BND 144A MTN | F | 9,978,600.00 | 9,813,400.3 | 10,000,000.00 | 9,980,031.97 | (166,631.67 | ) | 1,431.97 | — | — | 1 | 1.044 | FA | 34,444.44 | — | 2/20/2013 | 2/27/2018 | ||||||||||||||
BRS96AL33 | BANK NEDERLANDSE GEMEENTEN CORP BND EMTN | D | 2,949,500.73 | 2,983,796.54 | 1,950,000.00 | 2,935,451.05 | 48,345.49 | (2,308.36 | ) | — | 24,197.03 | 2.625 | 2.447 | DEC | 40,594.89 | — | 4/27/2010 | 12/10/2013 | ||||||||||||||
BRS9ND148 | EUROPEAN INVESTMENT BANK CORP BND | D | 2,615,296.23 | 2,710,963.85 | 1,700,000.00 | 2,587,458.22 | 123,505.63 | (4,857.16 | ) | — | 15,704.45 | 3 | 2.571 | DEC | 41,199.36 | — | 7/12/2010 | 12/7/2015 | ||||||||||||||
BRSDR1PS2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,183,652.29 | 3,094,863.36 | 2,000,000.00 | 3,179,611.99 | (84,748.63 | ) | (1,626.79 | ) | — | (137,973.7 | ) | 1.75 | 1.634 | JAN | 22,195.18 | 56,404.7 | 3/20/2012 | 1/22/2016 | ||||||||||||
BRSF8V463 | FMS WERTMANAGEMENT ANSTALT DES SENIOR | D | 2,179,374.25 | 2,132,432.61 | 1,400,000.00 | 2,181,347.87 | (48,915.26 | ) | 1,060.03 | — | (63,058.46 | ) | 1 | 1.098 | DEC | 11,634.16 | — | 7/16/2012 | 12/1/2015 | |||||||||||||
BRSHR53W9 | NEDERLANDSE WATERSCHAPSBANK NV CORP BND | F | 6,994,610 | 6,954,986.99 | 7,000,000.00 | 6,995,077.97 | (40,090.98 | ) | 467.97 | — | — | 0.75 | 0.776 | MS | 13,854.17 | — | 3/19/2013 | 3/29/2016 | ||||||||||||||
D2R6KTMR2 | FMS WERTMANAGEMENT ANSTALT DES SENIOR | D | 2,668,745.00 | 2,586,384.37 | 1,700,000.00 | 2,668,745 | (82,360.63 | ) | — | — | (90,355 | ) | 0.736 | 0.983 | FMAN | 2,566.15 | 9,933.05 | 7/26/2012 | 8/3/2015 | |||||||||||||
D40859GT7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,582,188.95 | 3,303,057.51 | 1,850,000.00 | 3,499,894.04 | (196,836.53 | ) | (65,618.4 | ) | — | (159,456.51 | ) | 5.625 | 0.923 | AUG | 127,752.85 | — | 11/13/2012 | 8/25/2017 | ||||||||||||
D4085B7T2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,496,559.00 | 3,291,506.55 | 2,000,000.00 | 3,395,618.83 | (104,112.28 | ) | (31,022.91 | ) | — | (166,694.01 | ) | 3.75 | 1.649 | SEP | 87,311.91 | — | 11/9/2011 | 9/7/2016 | ||||||||||||
G3157R8G6 | EUROPEAN BK RECONSTR AND DEVLP CORP BND | D | 2,188,451.06 | 2,050,677.35 | 1,344,000.00 | 2,191,603.40 | (140,926.05 | ) | 739.87 | — | (153,774.33 | ) | 1.875 | 1.935 | DEC | 19,985.18 | — | 4/7/2011 | 12/10/2013 | |||||||||||||
G5577Y5Y2 | LLYODS TSB BANK PLC - LT GTD SENIOR | D | 2,642,613.37 | 2,539,684.67 | 1,650,000.00 | 2,646,235.57 | (106,550.9 | ) | 1,790.89 | — | (155,361.44 | ) | 1.5 | 1.62 | MAY | 6,030.52 | 50,279.19 | 4/25/2012 | 5/2/2017 | |||||||||||||
G6459FAE2 | NETWORK RAIL INFRA FIN LOCAL BND EMTN | D | 2,735,751.98 | 2,499,355.14 | 1,500,000.00 | 2,599,226.66 | (99,871.52 | ) | (41,933.33 | ) | — | (127,598.4 | ) | 4.875 | 1.207 | NOV | 61,907.74 | — | 11/9/2011 | 11/27/2015 | ||||||||||||
G924507Q5 | UNITED KINGDOM GILT GOVT BND | D | 1,877,309.08 | 1,729,432.34 | 1,100,000.00 | 1,856,664.36 | (127,232.02 | ) | (112,403.77 | ) | — | (127,357.78 | ) | 2.75 | 0.396 | JJ | 19,341.96 | 250,482.14 | 1/2/2013 | 1/22/2015 | ||||||||||||
G92450K80 | UNITED KINGDOM GILT SENIOR GOVT BND | D | 4,391,027.89 | 4,209,206.51 | 2,372,000.00 | 4,360,364.6 | (151,158.09 | ) | (156,386.15 | ) | — | (45,723.04 | ) | 5 | 0.671 | MS | 56,101.26 | 194,959.82 | 4/30/2013 | 3/7/2018 | ||||||||||||
G92450NU8 | UNITED KINGDOM GILT GOVT BND | D | 3,970,765.26 | 3,551,926.36 | 2,220,000.00 | 3,722,185.55 | (170,259.19 | ) | (205,185.29 | ) | — | (182,725.48 | ) | 5 | 0.654 | MS | 53,482.63 | 414,531.91 | 11/9/2011 | 9/7/2014 | ||||||||||||
G92451CZ7 | UNITED KINGDOM GILT GOVT BND | D | 16,791,940.11 | 16,404,248.03 | 10,450,000.00 | 16,729,523.33 | (325,275.3 | ) | (21,083.25 | ) | — | (395,377.59 | ) | 2 | 0.79 | JJ | 136,880.53 | (69,033.06 | ) | 6/21/2013 | 1/22/2016 | |||||||||||
G92451GE0 | UNITED KINGDOM GILT GOVT BND | D | 6,108,931.38 | 5,775,093.09 | 3,700,000.00 | 6,056,645.03 | (281,551.94 | ) | (36,751.13 | ) | — | (229,811.55 | ) | 1.75 | 0.659 | JJ | 41,401.37 | 74,713.08 | 10/30/2012 | 1/22/2017 | ||||||||||||
G9T44MEB4 | UNITED KINGDOM GILT GOVT BND | D | 26,143,059.60 | 24,571,522.82 | 16,305,000.00 | 26,120,251.57 | (1,548,728.75 | ) | (18,700.94 | ) | — | (1,209,136.07 | ) | 1 | 0.821 | MS | 78,389.32 | 83,041.03 | 4/16/2013 | 9/7/2017 | ||||||||||||
G9T44MFU1 | UNITED KINGDOM GILT GOVT BND | D | 9,711,967.66 | 9,654,447.69 | 6,420,000.00 | 9,712,236.53 | (57,788.84 | ) | (241.65 | ) | — | (93,435.62 | ) | 1.25 | 1.5 | JJ | 45,282.21 | (41,886.97 | ) | 6/27/2013 | 7/22/2018 | |||||||||||
419791YG7 | HAWAII ST MUNI BND GO | 2,007,940 | 2,069,000 | 2,000,000.00 | 2,002,659.8 | 66,340.2 | (811.76 | ) | — | — | 3 | 2.914 | FA | 25,000 | 30,000 | 2/10/2010 | 2/1/2015 | |||||||||||||||
4521518V8 | ILLINOIS ST MUNI BND GO | 2,300,000.00 | 2,394,737.06 | 2,300,000.00 | 2,300,000 | 94,737.06 | — | — | — | 4.421 | 4.421 | JJ | 50,841.5 | 50,841.5 | 12/28/2012 | 1/1/2015 | ||||||||||||||||
57583PEM7 | MASSACHUSETTS ST MUNITAX BND REV | 4,625,000 | 4,834,882.5 | 4,625,000.00 | 4,625,000 | 209,882.5 | — | — | — | 2.983 | 2.983 | JD | 6,131.72 | 68,981.88 | 12/15/2010 | 12/15/2015 | ||||||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND | 1,500,000 | 1,467,675 | 1,500,000.00 | 1,500,000 | (32,325 | ) | — | — | — | 1.259 | 1.259 | MN | 3,147.5 | 8,445.79 | 10/26/2012 | 11/1/2017 |
73723RSH7 | CITY OF PORTSMOUTH VA MUNITAX BND GO | 2,250,000 | 2,212,110 | 2,250,000.00 | 2,250,000 | (37,890 | ) | — | — | — | 1.418 | 1.418 | FA | 354.5 | — | 6/5/2013 | 2/1/2017 | |||||||||||||||
76541VKB2 | RICHMOND VA MUNITAX BND GO | 1,500,000 | 1,505,865 | 1,500,000.00 | 1,500,000 | 5,865 | — | — | — | 1.207 | 1.207 | JJ | 8,348.42 | 9,907.46 | 6/14/2012 | 7/15/2016 | ||||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000.00 | 4,889,200 | 5,000,000.00 | 5,000,000 | (110,800 | ) | — | — | — | 1.507 | 1.507 | JJ | 34,744.73 | 41,233.2 | 6/14/2012 | 7/15/2017 | |||||||||||||||
796269UF3 | SAN ANTONIO TEX INDPT SCH DIST MUNI BND | 1,000,000.00 | 1,019,070 | 1,000,000.00 | 1,000,000.00 | 19,070 | — | — | — | 2.235 | 2.235 | FA | 8,443.33 | 11,175 | 12/15/2010 | 8/15/2014 | ||||||||||||||||
167562MD6 | CHICAGO IL MIDWAY ARPT MUNITAX BND REV | 3,081,036.68 | 3,119,370 | 3,000,000.00 | 3,080,080.78 | 39,289.22 | (878.96 | ) | — | — | 3.532 | 3.389 | JJ | 52,980 | 52,980 | 12/3/2012 | 1/1/2041 | |||||||||||||||
19648CAE1 | COLORADO HOUSING & FINANCE AUT MUNITAX | 5,030,400.00 | 5,024,750 | 5,000,000.00 | 5,022,641.15 | 2,108.85 | (3,831.15 | ) | — | — | 1.6 | 1.438 | MN | 10,222.22 | 40,000 | 6/21/2012 | 5/15/2016 | |||||||||||||||
31331K2T6 | FED FARM CR BKS AGENCY BND | 1,800,000 | 1,804,682.20 | 1,800,000.00 | 1,800,000 | 4,682.2 | — | — | — | 0.35 | 0.35 | MJSD | 320.5 | 3,622 | 1/27/2012 | 6/13/2014 | ||||||||||||||||
31331KHV5 | FED FARM CR BKS AGENCY BND | 1,348,758.5 | 1,351,911.79 | 1,350,000.00 | 1,349,382.97 | 2,528.82 | 160.72 | — | — | 0.262 | 0.274 | MON | 107.91 | 1,358.99 | 6/27/2013 | 4/20/2016 | ||||||||||||||||
313371PC4 | FHLB UNSEC AGENCY BND | 2,524,200 | 2,520,599.93 | 2,500,000.00 | 2,514,162.2 | 6,437.73 | (4,837.77 | ) | — | — | 0.875 | 0.482 | JD | 1,154.51 | 10,937.5 | 6/18/2012 | 12/12/2014 | |||||||||||||||
313372VR2 | FHLB AGENCY BND | 10,112,500 | 10,050,002.00 | 10,000,000.00 | 10,023,340.18 | 26,661.82 | (23,254.47 | ) | — | — | 1.2 | 0.729 | JD | 333.33 | 60,000 | 7/29/2011 | 12/30/2013 | |||||||||||||||
313376GY5 | FHLB AGENCY BND | 2,002,860 | 2,000,000 | 2,000,000.00 | 2,000,000.00 | — | (997.33 | ) | — | — | 0.33 | 0.23 | MN | 568.33 | 3,300 | 1/25/2012 | 7/1/2013 | |||||||||||||||
313382K85 | FHLB AGENCY BND | 2,997,150 | 2,978,310 | 3,000,000.00 | 2,997,419.43 | (19,109.43 | ) | 269.43 | — | — | 0.45 | 0.482 | MS | 3,862.5 | — | 3/13/2013 | 3/18/2016 | |||||||||||||||
3133EA5A2 | FED FARM CR BKS AGENCY BND | 5,000,000 | 4,871,401.05 | 5,000,000.00 | 5,000,000 | (128,598.95 | ) | — | — | — | 0.87 | 0.87 | AO | 8,820.83 | 21,750 | 10/11/2012 | 10/18/2017 | |||||||||||||||
3133EA5D6 | FED FARM CR BKS AGENCY BND | 4,498,920 | 4,503,357 | 4,500,000.00 | 4,499,186.46 | 4,170.54 | 222.29 | — | — | 0.213 | 0.237 | MON | 213 | 5,069.49 | 11/23/2012 | 4/23/2015 | ||||||||||||||||
3133EAK31 | FED FARM CR BKS AGENCY BND | 499,140.63 | 498,335.03 | 500,000.00 | 499,384.49 | (1,049.46 | ) | 142.3 | — | — | 0.47 | 0.528 | FA | 855.14 | 1,175 | 8/22/2012 | 8/20/2015 | |||||||||||||||
3133EAQP6 | FED FARM CR BKS AGENCY BND | 2,000,380.00 | 1,999,480 | 2,000,000.00 | 2,000,188.46 | (708.46 | ) | (107.03 | ) | — | — | 0.32 | 0.309 | MN | 800 | 3,200 | 8/8/2012 | 5/16/2014 | ||||||||||||||
3133EAVE5 | FED FARM CR BKS AGENCY BND | 6,497,855 | 6,505,191.42 | 6,500,000.00 | 6,498,427.03 | 6,764.39 | 393.96 | — | — | 0.213 | 0.249 | MON | 346.12 | 7,324.82 | 10/10/2012 | 6/22/2015 | ||||||||||||||||
3133EAX29 | FED FARM CR BKS AGENCY BND | 5,000,000 | 4,900,198.55 | 5,000,000.00 | 5,000,000 | (99,801.45 | ) | — | — | — | 0.98 | 0.98 | MS | 14,019.44 | 24,500 | 9/12/2012 | 9/18/2017 | |||||||||||||||
3133EAYZ5 | FED FARM CR BKS AGENCY BND | 2,524,312.44 | 2,526,532.52 | 2,525,000.00 | 2,524,556.39 | 1,976.13 | 127.75 | — | — | 0.217 | 0.282 | MON | 167.11 | 2,908.41 | 7/16/2012 | 3/20/2015 | ||||||||||||||||
3133XSP93 | FHLB AGENCY BND | 3,612,678.30 | 3,511,292.4 | 3,465,000.00 | 3,482,056.60 | 29,235.8 | (18,633.58 | ) | — | — | 3.125 | 2.022 | JD | 5,414.06 | 54,140.63 | 11/25/2009 | 12/13/2013 | |||||||||||||||
3133XWE70 | FHLB AGENCY BND | 7,454,591.35 | 7,553,992.50 | 7,395,000.00 | 7,425,774.40 | 128,218.10 | (16,049.38 | ) | — | — | 2.5 | 2.054 | JD | 9,243.75 | 92,437.5 | 6/22/2012 | 6/13/2014 | |||||||||||||||
3133XWKV0 | FHLB AGENCY BND | 1,809,325.00 | 1,777,055.00 | 1,750,000.00 | 1,774,446.50 | 2,608.50 | (17,160.12 | ) | — | — | 2.375 | 0.385 | MS | 12,353.3 | 20,781.25 | 6/27/2012 | 3/14/2014 | |||||||||||||||
3134G2U42 | FHLMC AGENCY BND | 4,200,497.09 | 4,212,904.90 | 4,210,000.00 | 4,208,631.31 | 4,273.59 | 2,341.17 | — | — | 0.375 | 0.488 | AO | 3,332.92 | 7,893.75 | 10/18/2011 | 10/15/2013 | ||||||||||||||||
3134G2UA8 | FHLMC AGENCY BND | 11,107,050.00 | 11,093,061.10 | 11,000,000.00 | 11,045,621.87 | 47,439.23 | (19,853.7 | ) | — | — | 1 | 0.634 | FA | 40,027.77 | 55,000.00 | 1/17/2012 | 8/20/2014 | |||||||||||||||
3134G32F6 | FHLMC UNSECURED AGENCY BND | 2,000,000 | 1,996,640.02 | 2,000,000.00 | 2,000,000 | (3,359.98 | ) | — | — | — | 0.52 | 0.516 | JD | 86.67 | 5,200.00 | 12/19/2012 | 12/28/2015 | |||||||||||||||
3134G36A3 | FHLMC AGENCY BND | 6,750,000.00 | 6,732,787.70 | 6,750,000.00 | 6,750,000 | (17,212.3 | ) | — | — | — | 0.6 | 0.6 | FA | 13,612.5 | 14,166.67 | 2/26/2013 | 3/28/2016 | |||||||||||||||
3134G36F2 | FHLMC AGENCY BND | 2,130,000.00 | 2,128,934.94 | 2,130,000.00 | 2,130,000 | (1,065.06 | ) | — | — | — | 0.42 | 0.42 | MS | 2,559.55 | — | 2/25/2013 | 9/18/2015 | |||||||||||||||
3134G3J76 | FHLMC AGENCY BND | 7,002,107.00 | 6,987,120.14 | 7,000,000.00 | 7,001,551.3 | (14,431.16 | ) | (349.76 | ) | — | — | 0.45 | 0.44 | MS | 10,237.5 | 16,100 | 9/14/2012 | 9/4/2015 | ||||||||||||||
3134G3LA6 | FHLMC AGENCY BND | 2,100,663.18 | 2,102,919 | 2,100,000.00 | 2,100,210.07 | 2,708.93 | (158.63 | ) | — | — | 0.375 | 0.36 | FA | 2,712.5 | 3,937.5 | 1/26/2012 | 2/27/2014 | |||||||||||||||
3134G3NL0 | FHLMC AGENCY BND | 4,993,000.00 | 5,004,435.30 | 5,000,000.00 | 4,996,138.07 | 8,297.23 | 1,314.19 | — | — | 0.5 | 0.547 | FA | 8,819.44 | 15,958.33 | 2/6/2012 | 2/24/2015 | ||||||||||||||||
3134G3W55 | FHLMC UNSECURED AGENCY BND | 249,972.50 | 249,492.49 | 250,000.00 | 249,977.64 | (485.15 | ) | 4.79 | — | — | 0.45 | 0.454 | MN | 115.63 | 618.75 | 12/18/2012 | 11/24/2015 | |||||||||||||||
3134G4AC2 | FHLMC AGENCY BND MTN | 999,600.00 | 996,959.99 | 1,000,000.00 | 999,601.44 | (2,641.45 | ) | 1.44 | — | — | 0.7 | 0.714 | JD | 77.78 | — | 6/3/2013 | 6/27/2016 | |||||||||||||||
31359MA45 | FNMA AGENCY BND | 5,481,178.71 | 5,412,300.1 | 5,000,000.00 | 5,175,368.65 | 236,931.45 | (76,543.16 | ) | — | — | 5 | 2.972 | AO | 52,777.78 | 256,944.44 | 11/27/2012 | 4/15/2015 | |||||||||||||||
31359MZC0 | FNMA AGENCY BND | 5,904,904.90 | 5,761,524 | 5,300,000.00 | 5,572,387.42 | 189,136.58 | (57,364.85 | ) | — | — | 4.375 | 2.065 | AO | 48,951.39 | 115,937.5 | 7/16/2010 | 10/15/2015 |
3135G0RT2 | FNMA UNSECURED AGENCY BND | 4,977,750 | 4,874,200.05 | 5,000,000.00 | 4,980,575.57 | (106,375.52 | ) | 3,985.02 | — | — | 0.875 | 0.964 | JD | 1,336.81 | 42,656.25 | 11/27/2012 | 12/20/2017 | |||||||||||||||
3135G0SB0 | FNMA UNSECURED AGENCY BND | 14,971,672.35 | 14,926,950.00 | 15,000,000.00 | 14,975,573.43 | (48,623.43 | ) | 3,901.08 | — | — | 0.375 | 0.441 | JD | 1,562.50 | 20,781.25 | 2/5/2013 | 12/21/2015 | |||||||||||||||
3135G0UM3 | FNMA AGENCY BND | 2,499,125.00 | 2,497,175.03 | 2,500,000.00 | 2,499,225.05 | (2,050.02 | ) | 247.32 | — | — | 0.52 | 0.532 | FA | 4,513.89 | 6,752.77 | 2/5/2013 | 2/26/2016 | |||||||||||||||
3135G0US0 | FNMA AGENCY BND | 3,001,200.00 | 2,995,320.06 | 3,000,000.00 | 3,000,852.56 | (5,532.5 | ) | (347.44 | ) | — | — | 0.55 | 0.506 | FA | 5,729.17 | (1,329.17 | ) | 3/22/2013 | 2/26/2016 | |||||||||||||
3135G0VA8 | FNMA AGENCY BND | 6,742,305.00 | 6,711,659.93 | 6,750,000.00 | 6,743,224.94 | (31,565.01 | ) | 919.94 | — | — | 0.5 | 0.537 | MS | 8,531.25 | 4,218.75 | 2/14/2013 | 3/30/2016 | |||||||||||||||
3135G0VB6 | FNMA UNSECURED AGENCY BND | 4,000,000.00 | 3,992,520.16 | 4,000,000.00 | 4,000,000.00 | (7,479.84 | ) | — | — | — | 0.65 | 0.65 | FA | 8,738.89 | — | 2/13/2013 | 3/28/2016 | |||||||||||||||
3135G0WJ8 | FNMA AGENCY BND | 1,995,720.00 | 1,932,400.06 | 2,000,000.00 | 1,995,890.56 | (63,490.5 | ) | 170.56 | — | — | 0.875 | 0.918 | MN | 1,944.44 | 1,750 | 4/11/2013 | 5/21/2018 | |||||||||||||||
3135G0WW9 | FNMA AGENCY BND | 2,999,970.00 | 2,980,740.06 | 3,000,000.00 | 2,999,971.13 | (19,231.07 | ) | 1.13 | — | — | 0.52 | 0.52 | MN | 1,776.67 | — | 5/16/2013 | 5/20/2016 | |||||||||||||||
3135G0XP3 | FNMA UNSEC AGENCY BND | 1,743,962.5 | 1,729,752.54 | 1,750,000.00 | 1,744,196.04 | (14,443.5 | ) | 233.54 | — | — | 0.375 | 0.486 | JJ | 802.09 | — | 5/15/2013 | 7/5/2016 | |||||||||||||||
3136FRX73 | FNMA AGENCY BND | 6,999,930.00 | 7,010,789.59 | 7,000,000.00 | 6,999,961.33 | 10,828.26 | 8.62 | — | — | 1 | 1 | MS | 21,777.78 | 35,000.00 | 8/31/2011 | 9/9/2015 | ||||||||||||||||
3137EACH0 | FHLMC AGENCY BND | 8,563,258.24 | 8,328,479.60 | 8,000,000.00 | 8,278,801.56 | 49,678.04 | (85,783.83 | ) | — | — | 2.875 | 0.691 | FA | 90,722.22 | 115,000 | 11/2/2011 | 2/9/2015 | |||||||||||||||
3137EACX5 | FHLMC AGENCY AGENCY BND | 7,975,120 | 8,006,320.00 | 8,000,000.00 | 7,995,765.81 | 10,554.19 | 6,345.5 | — | — | 0.375 | 0.536 | AO | 5,083.33 | 15,000 | 11/17/2011 | 10/30/2013 | ||||||||||||||||
3137EACY3 | FHLMC AGENCY BND | 5,000,300.00 | 5,032,500 | 5,000,000.00 | 5,000,142.07 | 32,357.93 | (5,525.05 | ) | — | — | 0.75 | 0.748 | MN | 3,750 | 51,250 | 11/28/2011 | 11/25/2014 | |||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000.00 | 14,557,199.55 | 15,000,000.00 | 14,886,461.72 | (329,262.17 | ) | 9,461.72 | — | — | 0.875 | 1.041 | MS | 41,562.5 | 11,302.09 | 2/1/2013 | 3/7/2018 | |||||||||||||||
3137EADQ9 | FHLMC AGENCY BND | 5,276,683.38 | 5,245,865.90 | 5,277,000.00 | 5,276,711.18 | (30,845.28 | ) | 27.8 | — | — | 0.5 | 0.502 | MN | 3,518 | 4,837.25 | 3/6/2013 | 5/13/2016 | |||||||||||||||
31398AU34 | FNMA AGENCY BND | 5,234,460 | 5,459,160.05 | 5,250,000.00 | 5,243,444.88 | 215,715.17 | 1,527.8 | — | — | 2.375 | 2.437 | JJ | 52,992.19 | 62,343.75 | 6/10/2010 | 7/28/2015 | ||||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND | 4,100,000.00 | 4,036,450.00 | 4,100,000.00 | 4,100,000 | (63,550 | ) | — | — | — | 1.56 | 1.56 | JD | 2,842.67 | 31,980 | 5/10/2012 | 6/15/2017 | |||||||||||||||
646136K83 | NEW JERSEY ST TRANSN TR FD AUT MUNITAX | 5,050,000.00 | 4,872,694.4 | 5,050,000.00 | 5,050,000 | (177,305.6 | ) | — | — | — | 1.758 | 1.758 | JD | 16,276.15 | — | 4/17/2013 | 12/15/2018 | |||||||||||||||
83714RAX1 | SOUTH CAROLINA STUDENT LN MUNI BND REV | 953,881.00 | 964,601.11 | 964,581.82 | 961,844.67 | 2,756.44 | 3,241.81 | — | — | 0.375 | 1.13 | MJSD | 281.07 | 2,805.8 | 3/30/2011 | 12/3/2018 | ||||||||||||||||
882117V27 | TEXAS A & M UNIVERSITY MUNITAX BND REV | 1,000,000.00 | 1,004,990 | 1,000,000.00 | 1,000,000.00 | 4,990 | — | — | — | 1.239 | 1.239 | JJ | 6,195 | 5,609.92 | 6/26/2012 | 7/1/2016 | ||||||||||||||||
91412GFC4 | UNIVERSITY CALIF REVS MUNI BND REV | 1,300,000.00 | 1,300,026 | 1,300,000.00 | 1,300,000 | 26 | — | — | — | 0.887 | 0.887 | JJ | 5,718.11 | 5,893.62 | 7/20/2011 | 7/1/2013 | ||||||||||||||||
914455KX7 | UNIVERSITY MICH UNIV REVS MUNITAX BND | 3,500,000 | 3,539,130 | 3,500,000.00 | 3,500,000 | 39,130 | — | — | — | 1.754 | 1.754 | AO | 15,347.5 | 30,695.00 | 10/28/2010 | 4/1/2015 | ||||||||||||||||
914713G63 | UNIVERSITY N C CHAPEL HILL MUNITAX BND | 1,000,000.00 | 1,003,180.00 | 1,000,000.00 | 1,000,000 | 3,180 | — | — | — | 1.225 | 1.225 | JD | 1,020.83 | 6,125.00 | 6/28/2012 | 12/1/2016 | ||||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 650,311.00 | 641,726.90 | 650,311.00 | 650,311 | (8,584.1 | ) | — | — | — | 0.745 | 0.746 | MON | 416.64 | 2,249.26 | 3/5/2010 | 2/25/2048 | |||||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 59,717.32 | 63,924.55 | 60,645.18 | 59,760.14 | 4,164.41 | 97.13 | — | — | 2.875 | 3.213 | MON | 145.30 | 935.52 | 4/2/2007 | 9/1/2033 | ||||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 70,495.47 | 74,886.76 | 71,049.65 | 70,517.19 | 4,369.57 | 111.57 | — | — | 2.98 | 3.086 | MON | 176.44 | 1,148.99 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
3128JMXM4 | FHLMC POOL # 1B2583 | 1,438,282.9 | 1,502,240.88 | 1,454,250.60 | 1,439,099.24 | 63,141.64 | 1,263.14 | — | — | 2.955 | 3.14 | MON | 3,581.09 | 22,598.71 | 9/17/2008 | 10/1/2034 | ||||||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 92,913.95 | 101,965.67 | 93,644.39 | 92,942.67 | 9,023 | 121.18 | — | — | 2.902 | 3.01 | MON | 226.46 | 1,491.72 | 4/3/2007 | 11/1/2034 | ||||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 141,077.87 | 151,274.19 | 142,186.97 | 141,119.79 | 10,154.40 | 138.01 | — | — | 2.905 | 3.016 | MON | 344.21 | 2,212.35 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 159,341.99 | 171,687.57 | 161,000.27 | 159,416.55 | 12,271.02 | 148.57 | — | — | 2.779 | 2.949 | MON | 372.85 | 2,400.26 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
3128JR6Z4 | FHLMC POOL # 848088 | 7,356,277.3 | 7,424,657.19 | 7,000,769.49 | 7,342,451.82 | 82,205.37 | (41,381.54 | ) | — | — | 2.412 | 1.313 | MON | 14,071.55 | 89,847.44 | 3/8/2011 | 4/1/2035 | |||||||||||||||
3128JRJS6 | FHLMC POOL # 847473 | 1,750,475.58 | 1,839,696.57 | 1,757,615.91 | 1,750,613.67 | 89,082.90 | 719.46 | — | — | 2.369 | 2.404 | MON | 3,469.83 | 22,215.65 | 9/26/2007 | 12/1/2035 | ||||||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 827,811.03 | 901,995.28 | 847,610.70 | 828,840.75 | 73,154.53 | 2,787.57 | — | — | 2.712 | 3.224 | MON | 1,915.6 | 12,775.21 | 5/31/2006 | 12/1/2035 | ||||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 522,489.67 | 562,287.09 | 526,703.29 | 522,673.10 | 39,613.99 | 105.21 | — | — | 2.689 | 2.815 | MON | 1,180.25 | 7,167.87 | 2/22/2012 | 12/1/2033 |
3128JRPZ3 | FHLMC POOL # 847640 | 327,125.38 | 354,405.47 | 328,917.98 | 327,181.02 | 27,224.45 | 134.79 | — | — | 2.626 | 2.684 | MON | 719.78 | 4,746.2 | 11/13/2006 | 5/1/2036 | ||||||||||||||||
3128KW5Q2 | FHLMC GOLD POOL # A66255 | 730,968.04 | 789,313.38 | 722,668.64 | 730,607.41 | 58,705.97 | (5,365.67 | ) | — | — | 6 | 5.503 | MON | 3,613.34 | 28,100.16 | 11/2/2007 | 9/1/2037 | |||||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 15,934.32 | 16,997.01 | 15,335.3 | 15,911.41 | 1,085.6 | (113.14 | ) | — | — | 6 | 4.775 | MON | 76.68 | 502.45 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 33,884.23 | 36,144.00 | 32,610.39 | 33,835.36 | 2,308.64 | (253.61 | ) | — | — | 6 | 4.806 | MON | 163.05 | 1,139.66 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWFY4 | FHLMC GOLD POOL # A65583 | 39,176.06 | 41,788.76 | 37,703.29 | 39,118.89 | 2,669.87 | (538.71 | ) | — | — | 6 | 4.846 | MON | 188.52 | 1,382.23 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWNV1 | FHLMC GOLD POOL # A65804 | 1,107,061.54 | 1,206,650.23 | 1,094,491.99 | 1,106,502.7 | 100,147.53 | (6,896.09 | ) | — | — | 6 | 5.564 | MON | 5,472.46 | 45,524.15 | 11/2/2007 | 9/1/2037 | |||||||||||||||
3128KWNX7 | FHLMC GOLD POOL # A65806 | 1,258,779.38 | 1,372,016.25 | 1,244,487.23 | 1,258,162.75 | 113,853.5 | (7,957.61 | ) | — | — | 6 | 5.511 | MON | 6,222.44 | 53,692.33 | 11/2/2007 | 9/1/2037 | |||||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 26,556.23 | 28,327.28 | 25,557.87 | 26,518.15 | 1,809.13 | (244.6 | ) | — | — | 6 | 4.789 | MON | 127.79 | 875.5 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 42,667.74 | 45,513.28 | 41,063.68 | 42,607.48 | 2,905.8 | (248.08 | ) | — | — | 6 | 4.765 | MON | 205.32 | 1,349.34 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 34,473.54 | 36,772.62 | 33,177.55 | 34,425.95 | 2,346.67 | (268.33 | ) | — | — | 6 | 4.652 | MON | 165.89 | 1,124.64 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 31,975.44 | 34,107.9 | 30,773.35 | 31,929.33 | 2,178.57 | (149.08 | ) | — | — | 6 | 4.795 | MON | 153.87 | 1,006.84 | 2/4/2009 | 9/1/2037 | |||||||||||||||
3128KYXE4 | FHLMC GOLD POOL # A67877 | 24,895.41 | 26,555.73 | 23,959.51 | 24,857.79 | 1,697.94 | (117.74 | ) | — | — | 6 | 4.848 | MON | 119.8 | 772.18 | 2/4/2009 | 4/1/2037 | |||||||||||||||
3128M4HY2 | FHLMC GOLD POOL # G02647 | 918,558.54 | 1,000,404.1 | 931,217.28 | 918,995.62 | 81,408.48 | 4,996.52 | — | — | 5.5 | 6.269 | MON | 4,268.08 | 31,518.61 | 4/9/2007 | 2/1/2037 | ||||||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 4,245.36 | 4,528.45 | 4,085.73 | 4,239.18 | 289.27 | (19.11 | ) | — | — | 6 | 4.785 | MON | 20.43 | 131.70 | 2/4/2009 | 7/1/2037 | |||||||||||||||
3128M5HK9 | FHLMC GOLD POOL # G03534 | 7,475,381.56 | 8,151,297.92 | 7,274,204.31 | 7,467,226.14 | 684,071.78 | (42,647.88 | ) | — | — | 6.5 | 5.506 | MON | 39,401.95 | 268,408.68 | 11/6/2007 | 10/1/2037 | |||||||||||||||
3128M6UB2 | FHLMC GOLD POOL # G04778 | 97,048.94 | 103,494.15 | 93,400.48 | 96,909.41 | 6,584.74 | (609.77 | ) | — | — | 6 | 4.915 | MON | 467 | 3,091.57 | 2/4/2009 | 7/1/2038 | |||||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 266,437.38 | 284,132.01 | 256,420.94 | 266,063.19 | 18,068.82 | (1,739.89 | ) | — | — | 6 | 4.934 | MON | 1,282.1 | 8,534.92 | 2/4/2009 | 12/1/2038 | |||||||||||||||
3128MBBR7 | FHLMC GOLD POOL # G12548 | 827,303.04 | 893,289.81 | 825,497.28 | 826,625.24 | 66,664.57 | (425.66 | ) | — | — | 5.5 | 5.392 | MON | 3,783.53 | 26,186.62 | 3/30/2007 | 1/1/2022 | |||||||||||||||
3128MCRQ0 | FHLMC GOLD POOL # G13895 | 3,264,136.73 | 3,203,702.17 | 3,031,999.29 | 3,229,259.6 | (25,557.43 | ) | (63,177.98 | ) | — | — | 5 | 2.052 | MON | 12,633.33 | 86,646.42 | 11/10/2011 | 11/1/2019 | ||||||||||||||
3128MDM91 | FHLMC GOLD POOL # G14684 | 2,419,133.9 | 2,366,399.52 | 2,300,342.76 | 2,415,410.44 | (49,010.92 | ) | (8,869.82 | ) | — | — | 3 | 1.42 | MON | 5,750.86 | 20,004.88 | 2/13/2013 | 2/1/2023 | ||||||||||||||
3128MDNM1 | FHLMC GOLD POOL # G14696 | 1,437,687.19 | 1,417,415.05 | 1,294,849.14 | 1,433,868.64 | (16,453.59 | ) | (20,404.35 | ) | — | — | 6 | 1.773 | MON | 6,474.25 | 17,759.56 | 3/1/2013 | 3/1/2024 | ||||||||||||||
3128MJQ37 | FHLMC GOLD POOL # G08473 | 991,848.12 | 971,785.5 | 958,452.05 | 990,990.39 | (19,204.89 | ) | (4,933.35 | ) | — | — | 3.5 | 2.336 | MON | 2,795.48 | 18,065.32 | 2/3/2012 | 1/1/2042 | ||||||||||||||
3128MTB72 | FHLMC GOLD POOL # H00962 | 156,785.13 | 169,277.75 | 153,769.81 | 156,661.59 | 12,616.16 | (415.74 | ) | — | — | 6.5 | 5.539 | MON | 832.92 | 5,193.58 | 10/31/2007 | 7/1/2037 | |||||||||||||||
3128MTEE4 | FHLMC GOLD POOL # H01033 | 2,855,259.63 | 3,082,766.11 | 2,800,346.57 | 2,852,981.21 | 229,784.9 | (15,978.99 | ) | — | — | 6.5 | 5.727 | MON | 15,168.54 | 99,778.19 | 10/31/2007 | 7/1/2037 | |||||||||||||||
3128MTF29 | FHLMC GOLD POOL # H01085 | 369,804.82 | 399,270.79 | 362,692.64 | 369,513.95 | 29,756.84 | (4,852.49 | ) | — | — | 6.5 | 5.632 | MON | 1,964.59 | 17,995.8 | 10/31/2007 | 7/1/2037 | |||||||||||||||
3128NCB37 | FHLMC POOL # 1G0058 | 195,009.76 | 202,328.81 | 195,467.89 | 194,997.79 | 7,331.02 | 66.7 | — | — | 2.732 | 2.726 | MON | 445.02 | 2,950.64 | 9/17/2008 | 1/1/2035 | ||||||||||||||||
3128NCD68 | FHLMC POOL # 1G0125 | 1,792,652.95 | 1,941,706.91 | 1,830,989.28 | 1,795,388.28 | 146,318.63 | 5,387.99 | — | — | 2.639 | 3.016 | MON | 4,026.65 | 26,488.41 | 12/13/2005 | 3/1/2035 | ||||||||||||||||
3128NCMS0 | FHLMC POOL # 1G0369 | 252,170.9 | 260,347.97 | 250,916.32 | 252,043.64 | 8,304.33 | (514.87 | ) | — | — | 2.736 | 2.585 | MON | 572.09 | 4,341.81 | 8/27/2008 | 10/1/2035 | |||||||||||||||
3128PV4J6 | FHLMC GOLD POOL # J16225 | 2,438,946.19 | 2,445,408.64 | 2,308,719.95 | 2,430,945.34 | 14,463.3 | (17,286.45 | ) | — | — | 4 | 2.251 | MON | 7,695.73 | 49,337.11 | 8/2/2011 | 8/1/2026 | |||||||||||||||
3128PVWH9 | FHLMC GOLD POOL # J16048 | 7,425,730.97 | 7,445,406.9 | 7,029,238.03 | 7,400,714.06 | 44,692.84 | (41,994.3 | ) | — | — | 4 | 2.283 | MON | 23,430.8 | 148,000.56 | 8/2/2011 | 7/1/2026 | |||||||||||||||
3128QJ3B0 | FHLMC POOL # 1G1694 | 1,416,805.16 | 1,509,794.85 | 1,438,095.71 | 1,417,771.11 | 92,023.74 | 2,399.26 | — | — | 2.437 | 2.704 | MON | 2,920.53 | 20,006.68 | 8/10/2007 | 4/1/2037 | ||||||||||||||||
3128QJLG9 | FHLMC POOL # 1G1227 | 202,458.1 | 206,973.63 | 198,488.36 | 202,178.54 | 4,795.09 | (1,004.87 | ) | — | — | 2.945 | 2.484 | MON | 487.12 | 3,391.10 | 1/4/2008 | 10/1/2036 | |||||||||||||||
3128QJRN8 | FHLMC POOL # 1G1393 | 1,422,795.08 | 1,407,173.96 | 1,365,657.96 | 1,420,983.59 | (13,809.63 | ) | (10,391.5 | ) | — | — | 2.854 | 1.882 | MON | 3,247.99 | 22,055.75 | 3/9/2012 | 12/1/2036 | ||||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 10,577.56 | 11,280.03 | 10,179.9 | 10,563.72 | 716.31 | (101.32 | ) | — | — | 6 | 4.716 | MON | 50.9 | 351.76 | 2/4/2009 | 1/1/2039 |
31292KJH1 | FHLMC GOLD POOL # C02964 | 2,051.7 | 2,188.52 | 1,974.56 | 2,048.76 | 139.76 | (8.03 | ) | — | — | 6 | 4.735 | MON | 9.87 | 62.65 | 2/4/2009 | 7/1/2037 | |||||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 21,469.88 | 22,895.75 | 20,662.75 | 21,438.25 | 1,457.50 | (210.57 | ) | — | — | 6 | 5.038 | MON | 103.31 | 682.76 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 47,630.48 | 50,793.71 | 45,839.86 | 47,559.02 | 3,234.69 | (335.75 | ) | — | — | 6 | 5.071 | MON | 229.2 | 1,530.33 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 30,761.34 | 32,840.88 | 29,604.91 | 30,710.3 | 2,130.58 | (49.70 | ) | — | — | 6 | 5.173 | MON | 148.02 | 914.33 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 12,959.56 | 13,820.24 | 12,472.37 | 12,941.42 | 878.82 | (4.24 | ) | — | — | 6 | 4.934 | MON | 62.36 | 375.87 | 2/4/2009 | 1/1/2039 | |||||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 15,117.07 | 16,139.03 | 14,548.77 | 15,096.93 | 1,042.1 | (79.78 | ) | — | — | 6 | 4.819 | MON | 72.74 | 460.93 | 2/4/2009 | 1/1/2039 | |||||||||||||||
31295NXK9 | FHLMC POOL # 789682 | 36,656.33 | 39,003.16 | 36,868.04 | 36,664.93 | 2,338.23 | 4.63 | — | — | 2.401 | 2.482 | MON | 73.77 | 447.53 | 8/10/2006 | 9/1/2032 | ||||||||||||||||
31300L3D5 | FHLMC POOL # 848896 | 2,619,259.95 | 2,662,871.67 | 2,490,086.7 | 2,618,117.9 | 44,753.77 | (9,843.64 | ) | — | — | 2.983 | 0.734 | MON | 6,189.94 | 7,939.03 | 4/22/2013 | 5/1/2042 | |||||||||||||||
31306YAL5 | FHLMC GOLD POOL # J20911 | 2,160,279.38 | 2,129,234.61 | 2,053,589.03 | 2,156,959.87 | (27,725.26 | ) | (7,225.02 | ) | — | — | 3 | 1.191 | MON | 5,133.97 | 17,817.03 | 2/13/2013 | 10/1/2022 | ||||||||||||||
3132GLQP2 | FHLMC GOLD POOL # Q05262 | 4,026,548.89 | 3,944,587.95 | 3,890,972.8 | 4,023,119.68 | (78,531.73 | ) | (16,433.69 | ) | — | — | 3.5 | 2.37 | MON | 11,348.67 | 72,831.48 | 2/3/2012 | 12/1/2041 | ||||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 1,183,669.01 | 1,299,916.48 | 1,167,254.5 | 1,181,523.9 | 118,392.58 | (2,731.79 | ) | — | — | 6 | 5.509 | MON | 5,836.27 | 38,733.72 | 2/6/2007 | 3/15/2029 | |||||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 320,675.81 | 342,934.25 | 325,658.38 | 320,946.01 | 21,988.24 | 636.4 | — | — | 2.408 | 2.724 | MON | 653.49 | 4,236.34 | 2/22/2012 | 9/1/2033 | ||||||||||||||||
31342AZE2 | FHLMC POOL # 780741 | 497,591.56 | 512,135.74 | 482,293.81 | 496,813.63 | 15,322.11 | (1,128.64 | ) | — | — | 2.375 | 1.503 | MON | 954.54 | 5,965.35 | 11/16/2009 | 7/1/2033 | |||||||||||||||
31349SJK0 | FHLMC POOL # 781166 | 720,380.95 | 775,119.3 | 732,309.59 | 721,160.05 | 53,959.25 | 685.86 | — | — | 2.431 | 2.75 | MON | 1,483.54 | 9,167.77 | 1/9/2006 | 1/1/2034 | ||||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 150,592.96 | 161,347.94 | 151,776.86 | 150,644.27 | 10,703.67 | 81.83 | — | — | 2.279 | 2.404 | MON | 288.25 | 1,798.29 | 4/2/2007 | 10/1/2034 | ||||||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 269,583.27 | 285,717.46 | 271,702.55 | 269,678.59 | 16,038.87 | 321.74 | — | — | 2.377 | 2.494 | MON | 538.2 | 3,515.35 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31349UJL3 | FHLMC POOL # 782967 | 91,637.71 | 98,562.36 | 93,018.46 | 91,713.33 | 6,849.03 | 170.55 | — | — | 2.457 | 2.721 | MON | 190.46 | 1,217.03 | 9/30/2008 | 1/1/2035 | ||||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 269,735.17 | 287,477.67 | 272,143.64 | 269,850.32 | 17,627.35 | 321.67 | — | — | 2.399 | 2.536 | MON | 544.06 | 3,519.59 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
3136A7QW5 | FNMA_12-86 AGENCY CMO 12-86 | 1,262,586.75 | 1,255,568.05 | 1,247,769.49 | 1,256,112.05 | (544 | ) | (12,566.46 | ) | — | — | 2 | 0.789 | MON | 2,079.62 | 16,884.43 | 9/6/2012 | 3/25/2041 | ||||||||||||||
31371NAC9 | FNMA POOL # 256603 | 518,691.16 | 563,001.36 | 518,205.33 | 518,325.09 | 44,676.27 | (107.2 | ) | — | — | 5.5 | 5.376 | MON | 2,375.10 | 16,740.21 | 7/17/2008 | 2/1/2022 | |||||||||||||||
31371NE35 | FNMA POOL # 256754 | 208,002.52 | 213,191.7 | 196,228.79 | 206,353.08 | 6,838.62 | (2,841.71 | ) | — | — | 5.5 | 3.1 | MON | 899.38 | 6,208.26 | 9/29/2009 | 6/1/2022 | |||||||||||||||
3137A2H95 | FREDDIE MAC FHLMC_3766 CMO_37-66 FA | 109,106.31 | 109,174.44 | 109,004.12 | 109,104.02 | 70.42 | (2.29 | ) | — | — | 0.543 | 0.467 | MON | 26.28 | (9.86 | ) | 6/18/2013 | 6/15/2028 | ||||||||||||||
3137A63Z3 | FHLMC_3792 AGENCY CMO 3792 | 4,308,515.12 | 4,288,651.11 | 4,279,096.32 | 4,306,399.86 | (17,748.75 | ) | (5,326.23 | ) | — | — | 0.593 | 0.413 | MON | 1,126.83 | 13,779.68 | 11/9/2012 | 11/15/2040 | ||||||||||||||
3137A7SR2 | FHLMC CMO_3824 FA | 4,673,800.28 | 4,656,250.94 | 4,673,435.16 | 4,673,775.84 | (17,524.9 | ) | (89.87 | ) | — | — | 0.343 | 0.338 | MON | 711.4 | 7,522.65 | 2/20/2013 | 3/15/2026 | ||||||||||||||
3137ACKA6 | FHLMC_3876 AGENCY CMO 3876 | 774,207.38 | 772,719.82 | 743,424.94 | 769,385.57 | 3,334.25 | (9,734.38 | ) | — | — | 2.75 | 0.822 | MON | 1,703.68 | 11,686.74 | 10/1/2012 | 6/15/2026 | |||||||||||||||
31385W2S7 | FNMA POOL # 555285 | 2,444,521.19 | 2,440,049.87 | 2,218,510.44 | 2,436,353.93 | 3,695.94 | (47,712.29 | ) | — | — | 6 | 2.266 | MON | 11,092.55 | 74,865.3 | 1/5/2011 | 3/1/2033 | |||||||||||||||
31385XAZ0 | FNMA POOL # 555424 | 2,834,762.75 | 2,850,456.52 | 2,604,246.26 | 2,827,953.41 | 22,503.11 | (68,665.69 | ) | — | — | 5.5 | 1.72 | MON | 11,936.13 | 83,917.35 | 1/25/2012 | 5/1/2033 | |||||||||||||||
31385XEW3 | FNMA POOL # 555549 | 147,510.63 | 158,353.87 | 148,718.98 | 147,761.54 | 10,592.33 | 291.88 | — | — | 5 | 5.229 | MON | 619.66 | 4,250.29 | 12/14/2007 | 6/1/2018 | ||||||||||||||||
31385XK48 | FNMA POOL # 555715 | 94,111.13 | 100,453.03 | 94,951.43 | 94,157.71 | 6,295.32 | 82.58 | — | — | 2.363 | 2.561 | MON | 187.05 | 1,187.94 | 4/2/2007 | 7/1/2033 | ||||||||||||||||
3138A9YZ1 | FNMA POOL # AH7927 | 2,399,403.63 | 2,417,208.34 | 2,317,914.45 | 2,395,398 | 21,810.34 | (19,970.86 | ) | — | — | 3.5 | 1.881 | MON | 6,760.59 | 45,329.43 | 8/3/2011 | 8/1/2026 | |||||||||||||||
3138ATD31 | FNMA POOL# AJ1921 | 587,790.34 | 583,853.02 | 550,824.84 | 587,263.86 | (3,410.84 | ) | (5,583.5 | ) | — | — | 4.5 | 2.1 | MON | 2,065.59 | 13,673 | 9/20/2011 | 9/1/2041 | ||||||||||||||
3138E9KT6 | FNMA POOL # AK4805 | 139,704.38 | 137,899.63 | 133,928.71 | 139,500.45 | (1,600.82 | ) | (453.12 | ) | — | — | 3 | 1.187 | MON | 334.82 | 2,112.15 | 4/24/2012 | 3/1/2027 | ||||||||||||||
3138E9L40 | FNMA POOL # AK4846 | 2,833,921.33 | 2,797,311.63 | 2,716,761 | 2,829,794.81 | (32,483.18 | ) | (12,167.51 | ) | — | — | 3 | 1.258 | MON | 6,791.9 | 43,112.52 | 4/24/2012 | 5/1/2027 | ||||||||||||||
3138EBG33 | FNMA POOL#AK6517 | 1,566,260.63 | 1,544,313.81 | 1,498,365.94 | 1,563,266.46 | (18,952.65 | ) | (6,071.65 | ) | — | — | 3 | 1.728 | MON | 3,745.91 | 23,534.81 | 4/24/2012 | 3/1/2027 |
3138EGHT4 | FNMA POOL # AL0241 | 4,930,201.63 | 4,826,501.33 | 4,620,146.49 | 4,924,208.61 | (97,707.28 | ) | (30,965.26 | ) | — | — | 4 | 2.278 | MON | 15,400.49 | 46,586.29 | 2/27/2013 | 4/1/2041 | ||||||||||||||
3138EH3F7 | FNMA POOL # AL1697 | 3,470,112.66 | 3,390,977.02 | 3,254,025.06 | 3,465,479.8 | (74,502.78 | ) | (17,059.07 | ) | — | — | 4 | 1.418 | MON | 10,846.75 | 18,759.88 | 3/22/2013 | 10/1/2041 | ||||||||||||||
3138EJPG7 | FNMA POOL # AL2222 | 953,238.70 | 926,218.11 | 899,546.98 | 951,342.47 | (25,124.36 | ) | (4,465.2 | ) | — | — | 3 | 1.299 | MON | 2,248.87 | 14,043.81 | 8/7/2012 | 8/1/2027 | ||||||||||||||
3138LURE7 | FNMA POOL # AO4084 | 1,821,261.42 | 1,790,966.9 | 1,714,632.7 | 1,819,770.18 | (28,803.28 | ) | (19,449.59 | ) | — | — | 3.5 | 1.616 | MON | 5,001.01 | 21,492.04 | 1/24/2013 | 5/1/2027 | ||||||||||||||
3138M5GL7 | FNMA POOL # AP2002 | 921,090.15 | 905,870.54 | 863,353.39 | 919,984.18 | (14,113.64 | ) | (1,676.82 | ) | — | — | 3.5 | 1.254 | MON | 2,518.11 | 1,271.5 | 5/13/2013 | 8/1/2022 | ||||||||||||||
3138M8HY2 | FNMA POOL # AP4746 | 2,543,303.43 | 2,484,639.46 | 2,410,714.15 | 2,540,971.8 | (56,332.34 | ) | (7,236.57 | ) | — | — | 3 | 1.533 | MON | 6,026.79 | 15,014.73 | 3/13/2013 | 8/1/2027 | ||||||||||||||
3138M8YB3 | FNMA POOL # AP5205 | 6,333,466.61 | 6,147,587.37 | 6,106,385.39 | 6,327,100.46 | (179,513.09 | ) | (27,350.59 | ) | — | — | 2.5 | 1.062 | MON | 12,721.64 | 81,132.51 | 9/6/2012 | 9/1/2027 | ||||||||||||||
3138MBWZ5 | FNMA POOL # AP7863 | 958,163.18 | 942,331 | 898,102.57 | 957,021.51 | (14,690.51 | ) | (1,769.42 | ) | — | — | 3.5 | 1.264 | MON | 2,619.47 | 1,323.42 | 5/13/2013 | 9/1/2022 | ||||||||||||||
3138MCU77 | FNMA POOL # AP8705 | 1,171,173.2 | 1,131,843.66 | 1,112,588.46 | 1,170,680.93 | (38,837.27 | ) | (1,145.81 | ) | — | — | 3.5 | 2.354 | MON | 3,245.05 | 7,859.9 | 3/14/2013 | 3/1/2043 | ||||||||||||||
3138MRLL3 | FNMA POOL # AQ9330 | 3,047,847.74 | 2,935,515.72 | 2,888,313.54 | 3,047,214.38 | (111,698.66 | ) | (6,194.99 | ) | — | — | 3.5 | 1.828 | MON | 8,424.25 | 26,660.17 | 2/25/2013 | 1/1/2043 | ||||||||||||||
3138W4AB7 | FNMA POOL # AR6301 | 26,009.21 | 25,269.57 | 24,533.37 | 25,987.21 | (717.64 | ) | (29.59 | ) | — | — | 3 | 1.076 | MON | 61.33 | 30.83 | 4/29/2013 | 3/1/2028 | ||||||||||||||
3138WPLC6 | FNMA POOL # AT2122 | 34,493.35 | 33,512.44 | 32,536.09 | 34,465.03 | (952.59 | ) | (44.07 | ) | — | — | 3 | 1.151 | MON | 81.34 | 40.99 | 4/29/2013 | 3/1/2028 | ||||||||||||||
31393RDQ0 | FHLMC CMO_2613 BV | 338,139.21 | 325,424.43 | 322,637.49 | 324,447.99 | 976.44 | (24,369.33 | ) | — | — | 5 | 0.206 | MON | 1,344.32 | 22,296.97 | 2/24/2011 | 7/15/2032 | |||||||||||||||
31394BPP3 | FNMA AGENCY CMO_04-88 HA | 15,217.37 | 15,491.88 | 14,716.11 | 14,878.85 | 613.03 | (115.26 | ) | — | — | 6.5 | 5.194 | MON | 79.71 | 581.71 | 1/14/2008 | 7/25/2034 | |||||||||||||||
31394DA42 | FNMA CMO_05-48 AR | 126,884.51 | 136,509.02 | 125,979.04 | 126,438.01 | 10,071.01 | (145.07 | ) | — | — | 5.5 | 5.252 | MON | 577.4 | 3,833.71 | 12/20/2007 | 2/25/2035 | |||||||||||||||
31394EZX9 | FNMA CMO_05-65 WL | 3,201,993.92 | 3,227,348.41 | 3,076,067.41 | 3,167,949.3 | 59,399.11 | (90,515.31 | ) | — | — | 5.5 | 0.334 | MON | 14,098.64 | 109,960.28 | 11/16/2012 | 7/25/2034 | |||||||||||||||
31395CQZ7 | FHLMC_2825 AGENCY CMO 2825 | 409,050.51 | 400,374.18 | 397,076.18 | 409,361.53 | (8,987.35 | ) | (12,837.57 | ) | — | — | 5.5 | 4.678 | MON | 1,819.93 | 23,247.72 | 6/25/2012 | 9/15/2032 | ||||||||||||||
31395EC47 | FHLMC CMO_2839 TS | 1,567,342.1 | 1,561,869.98 | 1,458,840.81 | 1,561,201.63 | 668.35 | (19,969.18 | ) | — | — | 5 | 1.35 | MON | 6,078.50 | 17,377.13 | 3/7/2013 | 8/15/2019 | |||||||||||||||
31396CLF5 | FHLMC AGENCY CMO_3054 DW | 38,686.01 | 40,537.17 | 38,831.63 | 38,726.81 | 1,810.36 | 86.91 | — | — | 5.5 | 5.673 | MON | 177.98 | 1,482.57 | 6/17/2008 | 5/15/2034 | ||||||||||||||||
31396L5J5 | FNMA CMO_06-129 FA | 557,498.28 | 555,300.19 | 557,846.93 | 557,644.34 | (2,344.15 | ) | 153.66 | — | — | 0.393 | 0.425 | MON | 36.54 | 1,437.11 | 3/23/2011 | 1/25/2037 | |||||||||||||||
31396UWM8 | FHLMC AGENCY CMO 3184 FA | 689,359.19 | 689,900.06 | 690,114.00 | 689,860.43 | 39.63 | 400.25 | — | — | 0.343 | 0.412 | MON | 105.05 | 1,748.25 | 4/23/2010 | 2/15/2033 | ||||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 357,530.59 | 356,806.6 | 357,502.66 | 357,525.19 | (718.59 | ) | (7.1 | ) | — | — | 0.343 | 0.339 | MON | 54.42 | 708.11 | 7/22/2011 | 10/15/2020 | ||||||||||||||
31397JRY2 | FHLMC_3345 AGENCY CMO 3345 | 2,402,069.27 | 2,399,498.83 | 2,401,693.99 | 2,402,023.66 | (2,524.83 | ) | (197.06 | ) | — | — | 0.393 | 0.367 | MON | 418.96 | 3,286.39 | 2/28/2013 | 11/15/2036 | ||||||||||||||
31397MTX5 | FNMA CMO_08-81 KA | 1,117,062.85 | 1,153,755.32 | 1,120,915.98 | 1,117,135.21 | 36,620.11 | 1,721.55 | — | — | 5 | 5.057 | MON | 4,670.48 | 35,330.61 | 7/29/2008 | 10/25/2022 | ||||||||||||||||
31397Y5H0 | FHLMC CMO_3484 DA | 1,000,974.88 | 981,687.34 | 962,186.71 | 975,411.91 | 6,275.43 | (13,007.8 | ) | — | — | 5 | 2.719 | MON | 4,009.12 | 32,040.79 | 6/1/2009 | 9/15/2022 | |||||||||||||||
31398T6X4 | FNMA CMO 10-113 FA | 2,229,912.32 | 2,238,680.26 | 2,235,150.96 | 2,230,764.25 | 7,916.01 | 1,399.56 | — | — | 0.593 | 0.68 | MON | 220.91 | 7,912.93 | 8/10/2011 | 10/25/2040 | ||||||||||||||||
31398TX22 | FNMA AGENCY CMO_10-103 MA | 1,851,977.1 | 1,804,094.33 | 1,761,166.94 | 1,776,371.29 | 27,723.04 | (58,514.62 | ) | — | — | 4 | (0.329 | ) | MON | 5,870.56 | 67,865.53 | 9/7/2011 | 3/25/2030 | ||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 135,865.2 | 145,852.36 | 136,978.12 | 136,103.25 | 9,749.11 | 273.68 | — | — | 5 | 5.234 | MON | 570.74 | 3,947.69 | 12/14/2007 | 3/1/2018 | ||||||||||||||||
31400PG58 | FNMA POOL # 693320 | 59,578.67 | 63,905.42 | 60,102.22 | 59,614.23 | 4,291.19 | 13.37 | — | — | 2.392 | 2.58 | MON | 119.8 | 720.85 | 8/10/2006 | 1/1/2033 | ||||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 9,951.65 | 10,765.6 | 10,040.51 | 9,957 | 808.60 | 2.68 | — | — | 2.403 | 2.592 | MON | 20.11 | 129.55 | 4/2/2007 | 3/1/2033 | ||||||||||||||||
31400SA33 | FNMA POOL # 695826 | 66,444.58 | 71,328.79 | 66,988.86 | 66,556.61 | 4,772.18 | 129.75 | — | — | 5 | 5.239 | MON | 279.12 | 1,965.1 | 12/14/2007 | 4/1/2018 | ||||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 142,014.34 | 152,453.56 | 143,177.67 | 142,269.87 | 10,183.69 | 287.77 | — | — | 5 | 5.223 | MON | 596.57 | 4,148.16 | 12/14/2007 | 4/1/2018 | ||||||||||||||||
31401DVW8 | FNMA POOL # 705429 | 123,892.56 | 132,004.09 | 125,336.88 | 123,987.19 | 8,016.9 | 144.91 | — | — | 2.335 | 2.61 | MON | 244.51 | 1,599.2 | 8/10/2006 | 4/1/2033 | ||||||||||||||||
31401MKS9 | FNMA POOL # 712305 | 996,174.79 | 983,502.33 | 935,375.38 | 994,694.47 | (11,192.14 | ) | (8,799.50 | ) | — | — | 2.55 | 0.822 | MON | 1,987.67 | 14,536.37 | 2/23/2012 | 5/1/2033 |
31402DQB9 | FNMA POOL # 725950 | 219,299.3 | 235,675.26 | 221,304.86 | 219,625.9 | 16,049.36 | 446.01 | — | — | 5 | 5.262 | MON | 922.1 | 6,248.94 | 7/17/2008 | 11/1/2019 | ||||||||||||||||
31402HD32 | FNMA POOL # 729222 | 1,184,462.46 | 1,244,695.9 | 1,197,556 | 1,185,359.07 | 59,336.83 | 3,111.05 | — | — | 2.33 | 2.539 | MON | 2,325.25 | 15,728.6 | 9/17/2008 | 7/1/2035 | ||||||||||||||||
31402RB81 | FNMA POOL # 735463 | 100,107.94 | 107,975.24 | 100,935.96 | 100,166.53 | 7,808.71 | 22.29 | — | — | 2.529 | 2.674 | MON | 212.72 | 1,350.84 | 9/28/2006 | 3/1/2035 | ||||||||||||||||
31402RF87 | FNMA POOL # 735591 | 5,301,780.16 | 5,504,557.2 | 5,108,634.88 | 5,294,594.28 | 209,962.92 | (59,594.88 | ) | — | — | 5 | 3.094 | MON | 21,285.98 | 150,582.91 | 4/30/2010 | 6/1/2035 | |||||||||||||||
31402YSV7 | FNMA POOL # 742232 | 12,152.49 | 13,238.03 | 12,341.31 | 12,162.25 | 1,075.78 | 4.47 | — | — | 2.75 | 3.149 | MON | 28.28 | 178.88 | 4/2/2007 | 9/1/2033 | ||||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 497,039.2 | 533,575.62 | 501,110.74 | 497,769.17 | 35,806.45 | 1,004.75 | — | — | 5 | 5.225 | MON | 2,087.96 | 14,363.27 | 12/14/2007 | 4/1/2019 | ||||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 371,495.86 | 398,859.56 | 374,538.94 | 372,018.26 | 26,841.3 | 636.82 | — | — | 5 | 5.209 | MON | 1,560.57 | 10,572.22 | 12/14/2007 | 12/1/2019 | ||||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 920,504.55 | 988,169.07 | 928,044.90 | 921,976.02 | 66,193.05 | 1,731.77 | — | — | 5 | 5.224 | MON | 3,866.86 | 26,327.49 | 12/14/2007 | 11/1/2018 | ||||||||||||||||
31403H3P3 | FNMA POOL # 749706 | 661,598.99 | 716,484.65 | 669,920.67 | 662,111.49 | 54,373.16 | 501.1 | — | — | 2.842 | 3.125 | MON | 1,586.6 | 9,937.19 | 5/15/2006 | 11/1/2033 | ||||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 5,140.63 | 5,446.23 | 5,220.5 | 5,144.88 | 301.35 | 1.65 | — | — | 2.324 | 2.718 | MON | 10.11 | 65.35 | 4/2/2007 | 12/1/2033 | ||||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 192,637.81 | 206,798.27 | 194,215.84 | 192,919.14 | 13,879.13 | 305.25 | — | — | 5 | 5.237 | MON | 809.22 | 5,329.54 | 12/14/2007 | 1/1/2019 | ||||||||||||||||
31404CLB4 | FNMA POOL # 764522 | 23,639.59 | 25,685.87 | 24,118.19 | 23,669.81 | 2,016.06 | 125.37 | — | — | 2.397 | 2.83 | MON | 48.18 | 317.7 | 9/30/2008 | 6/1/2034 | ||||||||||||||||
31404LRF9 | FNMA POOL # 771886 | 82,024.14 | 88,389.18 | 83,395.63 | 82,106.45 | 6,282.73 | 202.41 | — | — | 2.595 | 3.02 | MON | 179.3 | 1,166.2 | 8/10/2006 | 2/1/2034 | ||||||||||||||||
31404NBP0 | FNMA POOL # 773246 | 109,091.64 | 116,532.39 | 110,004.66 | 109,143.91 | 7,388.48 | 77.65 | — | — | 2.506 | 2.662 | MON | 229.73 | 1,461.88 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
31404VGA0 | FNMA POOL # 779693 | 586,817.14 | 632,160.38 | 592,370.59 | 587,222.59 | 44,937.79 | 170.56 | — | — | 2.382 | 2.556 | MON | 1,175.86 | 7,873.87 | 2/24/2006 | 7/1/2034 | ||||||||||||||||
31405PAG5 | FNMA POOL # 794807 | 144,924.63 | 154,289.49 | 144,530.08 | 144,882.72 | 9,406.77 | (39.08 | ) | — | — | 2.568 | 2.481 | MON | 309.3 | 1,968.78 | 6/30/2007 | 10/1/2034 | |||||||||||||||
31405UMM8 | FNMA POOL # 799664 | 52,172.4 | 55,809.3 | 52,582.55 | 52,195.70 | 3,613.6 | 39.22 | — | — | 2.616 | 2.762 | MON | 114.63 | 733.37 | 4/2/2007 | 10/1/2034 | ||||||||||||||||
31405UR84 | FNMA POOL # 799811 | 152,649.16 | 157,686.39 | 152,250.28 | 152,603.59 | 5,082.8 | (129.13 | ) | — | — | 2.359 | 2.282 | MON | 299.17 | 2,281.62 | 6/30/2007 | 11/1/2034 | |||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 12,527.43 | 13,350.65 | 12,625.88 | 12,532.65 | 818 | 16.17 | — | — | 2.496 | 2.651 | MON | 26.27 | 180.25 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31406BB90 | FNMA POOL # 804764 | 170,948.69 | 184,782.95 | 172,292.58 | 171,022.84 | 13,760.11 | 84.33 | — | — | 2.488 | 2.637 | MON | 357.22 | 2,221.67 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 149,841.78 | 161,798.88 | 151,019.75 | 149,905.12 | 11,893.76 | 91.23 | — | — | 2.518 | 2.67 | MON | 317.02 | 1,971.32 | 4/2/2007 | 12/1/2034 | ||||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 163,519.18 | 176,430.66 | 164,804.66 | 163,589.24 | 12,841.42 | 78.06 | — | — | 2.467 | 2.618 | MON | 338.81 | 2,125.89 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 216,343.31 | 230,663.38 | 218,154.02 | 216,445.99 | 14,217.39 | 215.1 | — | — | 2.466 | 2.625 | MON | 448.49 | 2,931.03 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406DG67 | FNMA POOL # 806721 | 327,449.24 | 348,457.24 | 330,023.43 | 327,581.3 | 20,875.94 | 338.29 | — | — | 2.777 | 2.931 | MON | 763.18 | 4,962.83 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31406GLK3 | FNMA POOL # 809530 | 51,192.4 | 55,624.3 | 51,554.94 | 51,218.21 | 4,406.09 | 82.91 | — | — | 2.472 | 2.59 | MON | 106.16 | 699.12 | 9/28/2006 | 2/1/2035 | ||||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 143,684.46 | 152,223.37 | 144,967.44 | 143,756.22 | 8,467.15 | 202.03 | — | — | 2.263 | 2.44 | MON | 273.38 | 1,864.6 | 4/2/2007 | 3/1/2035 | ||||||||||||||||
31406PKU2 | FNMA POOL # 815807 | 267,761.13 | 288,650.6 | 270,316.38 | 267,954.3 | 20,696.3 | 219.69 | — | — | 2.381 | 2.55 | MON | 536.35 | 3,389.72 | 9/28/2006 | 2/1/2035 | ||||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 325,434.14 | 345,970.69 | 328,339.97 | 325,599.46 | 20,371.23 | 410.25 | — | — | 2.685 | 2.851 | MON | 734.66 | 4,989.49 | 4/2/2007 | 4/1/2035 | ||||||||||||||||
31406TTE1 | FNMA POOL # 819649 | 2,652,521.81 | 2,698,744.6 | 2,564,371.53 | 2,647,927.33 | 50,817.27 | (3,491.33 | ) | — | — | 2.39 | 1.633 | MON | 5,107.37 | 32,155.32 | 12/4/2009 | 3/1/2035 | |||||||||||||||
31406VHE9 | FNMA POOL # 821129 | 179,741.16 | 194,057.65 | 181,346.06 | 179,835.11 | 14,222.54 | 168.27 | — | — | 2.472 | 2.637 | MON | 373.57 | 2,523.85 | 4/2/2007 | 5/1/2035 | ||||||||||||||||
31407D5R2 | FNMA POOL # 828056 | 617,717.61 | 640,773.69 | 607,368.43 | 616,988.09 | 23,785.6 | (2,243.06 | ) | — | — | 2.502 | 2.131 | MON | 1,266.36 | 9,255.39 | 2/20/2009 | 6/1/2035 | |||||||||||||||
31407E6W8 | FNMA POOL # 828985 | 328,067.95 | 349,534.17 | 339,362.36 | 328,893.79 | 20,640.38 | 2,426.57 | — | — | 2.243 | 2.944 | MON | 634.32 | 4,354.48 | 3/16/2006 | 8/1/2035 | ||||||||||||||||
31407GC22 | FNMA POOL # 829989 | 945,697.8 | 998,821.85 | 954,685.27 | 946,173.6 | 52,648.25 | 1,747.01 | — | — | 2.609 | 2.819 | MON | 2,075.64 | 15,094.92 | 1/20/2006 | 4/1/2035 | ||||||||||||||||
31408C6D3 | FNMA POOL # 847868 | 1,306,524.81 | 1,409,360.91 | 1,320,555.7 | 1,307,427.99 | 101,932.92 | 857.22 | — | — | 2.569 | 2.769 | MON | 2,827.09 | 17,429.63 | 5/12/2006 | 11/1/2035 |
31409UBQ7 | FNMA POOL # 878547 | 933,811.78 | 1,018,379.84 | 941,349.94 | 934,229.34 | 84,150.5 | 667.38 | — | — | 2.612 | 2.763 | MON | 2,049.01 | 13,675.75 | 5/4/2006 | 3/1/2036 | ||||||||||||||||
31410FU60 | FNMA POOL # 888105 | 390,793.04 | 419,519.49 | 393,994.25 | 391,267.08 | 28,252.41 | 823.36 | — | — | 5 | 5.214 | MON | 1,641.64 | 11,346.53 | 12/14/2007 | 8/1/2020 | ||||||||||||||||
31410GC35 | FNMA POOL # 888490 | 205,711.66 | 217,689.02 | 206,177.67 | 205,722.56 | 11,966.46 | 89.09 | — | — | 2.262 | 2.289 | MON | 388.64 | 2,648.94 | 6/18/2007 | 5/1/2035 | ||||||||||||||||
31410GC50 | FNMA POOL # 888492 | 96,923.43 | 100,553.01 | 96,739.28 | 96,901.7 | 3,651.31 | (38.47 | ) | — | — | 2.352 | 2.27 | MON | 189.61 | 1,274.53 | 6/18/2007 | 5/1/2033 | |||||||||||||||
31410GD83 | FNMA POOL # 888527 | 26,882.42 | 29,541.73 | 27,388.79 | 26,912.82 | 2,628.91 | 81.71 | — | — | 2.458 | 2.884 | MON | 56.1 | 366.12 | 6/18/2007 | 4/1/2034 | ||||||||||||||||
31410GDC4 | FNMA POOL # 888499 | 839,415.98 | 885,928.44 | 844,132.26 | 839,644.48 | 46,283.96 | 648.93 | — | — | 2.349 | 2.462 | MON | 1,652.39 | 10,878.4 | 2/22/2012 | 8/1/2033 | ||||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 107,068.89 | 115,860.35 | 108,460.6 | 107,163.85 | 8,696.5 | 184.92 | — | — | 1.905 | 2.182 | MON | 172.18 | 1,179.18 | 6/18/2007 | 6/1/2033 | ||||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 430,071.98 | 456,811.66 | 437,600.39 | 430,529.94 | 26,281.72 | 1,246.9 | — | — | 2.388 | 2.754 | MON | 870.82 | 5,730.47 | 6/18/2007 | 2/1/2035 | ||||||||||||||||
31410GDM2 | FNMA POOL # 888508 | 545,430.07 | 586,399.4 | 553,055.77 | 545,866.09 | 40,533.31 | 1,005.13 | — | — | 2.536 | 2.85 | MON | 1,168.79 | 7,778.94 | 6/18/2007 | 3/1/2034 | ||||||||||||||||
31410GDQ3 | FNMA POOL # 888511 | 79,911.14 | 85,482.03 | 80,636.98 | 79,948.81 | 5,533.22 | 87.52 | — | — | 2.644 | 2.844 | MON | 177.67 | 1,149.10 | 6/18/2007 | 12/1/2033 | ||||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 118,995.86 | 126,931.94 | 119,618.99 | 119,022.9 | 7,909.04 | 83.71 | — | — | 2.475 | 2.579 | MON | 246.81 | 1,594.63 | 6/18/2007 | 2/1/2034 | ||||||||||||||||
31410GDX8 | FNMA POOL # 888518 | 97,987.62 | 105,225.94 | 98,302.46 | 97,998.42 | 7,227.52 | 26.96 | — | — | 2.549 | 2.594 | MON | 208.81 | 1,323.04 | 6/18/2007 | 4/1/2035 | ||||||||||||||||
31410GDY6 | FNMA POOL # 888519 | 57,841.16 | 63,081.57 | 58,834.41 | 57,904.47 | 5,177.1 | 59.62 | — | — | 2.533 | 2.876 | MON | 124.24 | 765.78 | 6/18/2007 | 1/1/2035 | ||||||||||||||||
31410GDZ3 | FNMA POOL # 888520 | 769,825.04 | 828,524.72 | 774,731.66 | 770,091.32 | 58,433.4 | 472.66 | — | — | 2.429 | 2.553 | MON | 1,568.19 | 10,340.00 | 6/18/2007 | 7/1/2033 | ||||||||||||||||
31410GFD0 | FNMA POOL # 888564 | 6,569,020.15 | 6,787,664.18 | 6,373,821.87 | 6,533,724.96 | 253,939.22 | (48,269.33 | ) | — | — | 5 | 3.749 | MON | 26,557.59 | 182,524.35 | 2/26/2009 | 10/1/2021 | |||||||||||||||
31410GPR8 | FNMA POOL # 888832 | 3,478,747.88 | 3,718,892.08 | 3,345,452.48 | 3,473,506.17 | 245,385.91 | (35,926.91 | ) | — | — | 6.5 | 4.781 | MON | 18,121.2 | 126,206.03 | 1/25/2008 | 11/1/2037 | |||||||||||||||
31411DA33 | FNMA POOL # 904626 | 749,634.17 | 768,013.35 | 746,078.64 | 749,305.65 | 18,707.7 | (1,149.27 | ) | — | — | 2.73 | 2.607 | MON | 1,697.33 | 11,603.94 | 12/13/2006 | 12/1/2036 | |||||||||||||||
31411GUY6 | FNMA POOL # 907899 | 1,695,110.77 | 1,760,799.41 | 1,681,188.43 | 1,694,055.42 | 66,743.99 | (209.14 | ) | — | — | 2.404 | 2.2 | MON | 3,367.98 | 20,221.66 | 12/14/2006 | 1/1/2037 | |||||||||||||||
31411KCZ4 | FNMA POOL # 910088 | 3,040,574.6 | 3,292,260.39 | 3,012,333.98 | 3,039,733.55 | 252,526.84 | (9,032.21 | ) | — | — | 6 | 5.495 | MON | 15,061.67 | 105,631.42 | 3/29/2007 | 3/1/2037 | |||||||||||||||
31411LEA5 | FNMA POOL # 911029 | 241,436.19 | 247,459.46 | 227,769.99 | 239,425.47 | 8,033.99 | (3,759.01 | ) | — | — | 5.5 | 3.248 | MON | 1,043.95 | 7,348.71 | 9/29/2009 | 7/1/2022 | |||||||||||||||
31411WPJ0 | FNMA POOL # 916725 | 1,176,497.94 | 1,186,695.43 | 1,111,870.46 | 1,174,993.42 | 11,702.01 | (7,177.86 | ) | — | — | 2.44 | 1.267 | MON | 2,260.8 | 14,363.13 | 2/14/2012 | 10/1/2036 | |||||||||||||||
31412LMG2 | FNMA POOL # 928359 | 231,090.79 | 236,855.98 | 218,010.19 | 229,309.81 | 7,546.17 | (3,403.34 | ) | — | — | 5.5 | 2.992 | MON | 999.21 | 6,930.86 | 9/29/2009 | 5/1/2022 | |||||||||||||||
31412LQN3 | FNMA POOL # 928461 | 306,131 | 313,768.26 | 288,802.83 | 303,798.15 | 9,970.11 | (4,649.23 | ) | — | — | 5.5 | 3.001 | MON | 1,323.68 | 9,080.87 | 9/29/2009 | 6/1/2022 | |||||||||||||||
31412LVF4 | FNMA POOL # 928614 | 1,949,366.56 | 1,993,004.48 | 1,834,428.16 | 1,934,924.25 | 58,080.23 | (24,871.71 | ) | — | — | 5.5 | 2.912 | MON | 8,407.80 | 55,067.49 | 10/21/2009 | 8/1/2022 | |||||||||||||||
31412SRH0 | FNMA POOL # 933488 | 653,673.07 | 662,710.07 | 622,731.12 | 649,773.35 | 12,936.72 | (8,598.27 | ) | — | — | 5 | 3.037 | MON | 2,594.71 | 17,828.02 | 9/29/2009 | 3/1/2023 | |||||||||||||||
31414ARA2 | FNMA POOL # 960481 | 1,108,929.47 | 1,124,558.58 | 1,056,437.72 | 1,102,324.05 | 22,234.53 | (11,739.61 | ) | — | — | 5 | 2.95 | MON | 4,401.82 | 30,250.87 | 9/29/2009 | 12/1/2022 | |||||||||||||||
31414CRJ9 | FNMA POOL # 962289 | 1,512,714.55 | 1,533,627.75 | 1,441,109.43 | 1,503,644.5 | 29,983.25 | (16,385.21 | ) | — | — | 5 | 3.047 | MON | 6,004.62 | 40,190.09 | 9/29/2009 | 3/1/2023 | |||||||||||||||
31414GD22 | FNMA POOL # 965521 | 178,393.92 | 182,844.45 | 168,296.16 | 177,063.19 | 5,781.26 | (2,189.61 | ) | — | — | 5.5 | 3.162 | MON | 771.36 | 5,034.14 | 9/29/2009 | 12/1/2022 | |||||||||||||||
31414NB45 | FNMA POOL # 970859 | 1,642,851.97 | 1,663,088.73 | 1,562,760.49 | 1,634,727.52 | 28,361.21 | (18,521.16 | ) | — | — | 5 | 2.904 | MON | 6,511.5 | 44,405.58 | 10/21/2009 | 12/1/2023 | |||||||||||||||
31414RB79 | FNMA POOL # 973562 | 1,252,887.51 | 1,274,220.34 | 1,181,969.35 | 1,244,064.51 | 30,155.83 | (13,621.78 | ) | — | — | 5.5 | 3.129 | MON | 5,417.36 | 36,410.72 | 9/29/2009 | 3/1/2023 | |||||||||||||||
31415MDG7 | FNMA POOL # 984003 | 1,789,559.76 | 2,011,769.98 | 1,843,422.25 | 1,791,067.04 | 220,702.94 | 15,376.31 | — | — | 5.5 | 6.698 | MON | 8,449.02 | 60,957.57 | 7/25/2008 | 6/1/2038 | ||||||||||||||||
31415MFS9 | FNMA POOL # 984077 | 875,876.82 | 887,985.77 | 834,416.74 | 870,723.74 | 17,262.03 | (12,726.31 | ) | — | — | 5 | 3.091 | MON | 3,476.74 | 24,496.92 | 9/29/2009 | 6/1/2023 | |||||||||||||||
31416B4M7 | FNMA POOL # 995528 | 1,905,887.19 | 1,952,273.05 | 1,834,513.15 | 1,894,073.3 | 58,199.75 | (22,497.04 | ) | — | — | 5 | 3.427 | MON | 7,643.8 | 55,047.4 | 3/20/2009 | 12/1/2021 | |||||||||||||||
31416B4N5 | FNMA POOL # 995529 | 3,444,229.86 | 3,603,999.16 | 3,317,241.69 | 3,425,696.38 | 178,302.78 | (35,819.37 | ) | — | — | 5.5 | 3.933 | MON | 15,204.02 | 105,933.42 | 2/27/2009 | 11/1/2022 |
31416B4P0 | FNMA POOL # 995530 | 1,808,752.51 | 1,884,536.35 | 1,734,494.48 | 1,796,557.7 | 87,978.65 | (15,628.37 | ) | — | — | 5.5 | 3.761 | MON | 7,949.77 | 53,244.24 | 3/20/2009 | 12/1/2021 | |||||||||||||||
31416B7J1 | FNMA POOL # 995597 | 193,290.4 | 198,112.57 | 182,349.45 | 192,131.61 | 5,980.96 | (3,006.86 | ) | — | — | 5.5 | 3.134 | MON | 835.77 | 5,803.18 | 9/29/2009 | 3/1/2024 | |||||||||||||||
31416BLV8 | FNMA POOL # 995040 | 729,214.09 | 738,196.6 | 693,663.82 | 725,211.39 | 12,985.21 | (13,504.24 | ) | — | — | 5 | 2.936 | MON | 2,890.27 | 21,005.82 | 10/21/2009 | 6/1/2023 | |||||||||||||||
31416BSE9 | FNMA POOL # 995217 | 1,615,597.64 | 1,654,482.49 | 1,522,841.17 | 1,605,793.74 | 48,688.75 | (24,643.52 | ) | — | — | 5.5 | 3.047 | MON | 6,979.69 | 48,228.56 | 10/21/2009 | 12/1/2023 | |||||||||||||||
31416BSX7 | FNMA POOL # 995234 | 2,689,810.88 | 2,667,355.1 | 2,505,062.52 | 2,660,747.02 | 6,608.08 | (50,733.5 | ) | — | — | 5 | 1.983 | MON | 10,437.76 | 71,482.88 | 11/10/2011 | 7/1/2019 | |||||||||||||||
31416CME3 | FNMA POOL # 995957 | 3,422,476.07 | 3,461,418.86 | 3,252,603.75 | 3,406,754.51 | 54,664.35 | (48,666.58 | ) | — | — | 5 | 2.896 | MON | 13,552.52 | 94,954.16 | 9/28/2009 | 6/1/2024 | |||||||||||||||
31416MZC1 | FNMA POOL # AA4338 | 2,488,003.12 | 2,444,720.33 | 2,312,404.87 | 2,486,944.39 | (42,224.06 | ) | (15,902.38 | ) | — | — | 4.5 | 1.77 | MON | 8,671.52 | 19,551.66 | 3/21/2013 | 4/1/2039 | ||||||||||||||
31416TL49 | FNMA POOL # AA9346 | 8,465,371.85 | 8,910,145.24 | 8,375,263.22 | 8,461,773.67 | 448,371.57 | (16,776.14 | ) | — | — | 4.5 | 4.138 | MON | 31,407.23 | 209,147.33 | 2/2/2010 | 8/1/2039 | |||||||||||||||
31417F2Y3 | FNMA POOL # AB8890 | 29,057.93 | 28,231.6 | 27,409.1 | 29,034.86 | (803.26 | ) | (42.79 | ) | — | — | 3 | 1.233 | MON | 68.52 | 34.67 | 4/29/2013 | 4/1/2028 | ||||||||||||||
31417FQC5 | FNMA POOL # AB8550 | 2,523,566.19 | 2,455,307.4 | 2,438,688.4 | 2,522,103.02 | (66,795.62 | ) | (3,179.19 | ) | — | — | 2.5 | 1.668 | MON | 5,080.6 | 12,510.17 | 3/13/2013 | 3/1/2028 | ||||||||||||||
31417FX94 | FNMA POOL # AB8803 | 25,073.56 | 24,360.53 | 23,650.81 | 25,050.6 | (690.07 | ) | (84.97 | ) | — | — | 3 | 0.87 | MON | 59.13 | 30.85 | 4/29/2013 | 3/1/2028 | ||||||||||||||
31418AMK1 | FNMA POOL # MA1261 | 941,817.19 | 929,052.39 | 895,303.37 | 940,430.63 | (11,378.24 | ) | (4,476.28 | ) | — | — | 3 | 0.985 | MON | 2,238.26 | 7,906.75 | 2/13/2013 | 11/1/2022 | ||||||||||||||
31419ALC9 | FNMA POOL # AE0322 | 1,943,473.53 | 1,908,631.86 | 1,792,252.25 | 1,937,986.48 | (29,354.62 | ) | (23,567.29 | ) | — | — | 5 | 1.506 | MON | 7,467.72 | 20,517.66 | 2/26/2013 | 5/1/2021 | ||||||||||||||
31419BBT1 | FNMA POOL # AE0949 | 3,950,146.81 | 3,882,001.81 | 3,726,004.37 | 3,945,388.79 | (63,386.98 | ) | (45,173.63 | ) | — | — | 4 | 1.735 | MON | 12,420.01 | 82,862.54 | 5/2/2012 | 2/1/2041 | ||||||||||||||
62888VAA6 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 1,091,244.54 | 1,097,388.25 | 1,091,244.54 | 1,091,244.54 | 6,143.71 | — | — | — | 0.643 | 0.644 | MON | 526.78 | 3,805.71 | 6/10/2011 | 10/7/2020 | ||||||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 372,494.23 | 373,459.17 | 372,527.85 | 372,506.88 | 952.29 | 7.25 | — | — | 1.84 | 1.85 | MON | 514.09 | 3,930.85 | 9/7/2011 | 10/7/2020 | ||||||||||||||||
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 3,382,117.74 | 3,420,891.62 | 3,380,728.56 | 3,381,781.12 | 39,110.5 | 242.29 | — | — | 0.645 | 0.632 | MON | 1,643.55 | 11,736.39 | 6/10/2011 | 1/8/2020 | ||||||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 3,126,603.64 | 3,133,450.91 | 3,126,603.64 | 3,126,603.64 | 6,847.27 | (1,053.94 | ) | — | — | 0.575 | 0.575 | MON | 1,344.32 | 10,462.83 | 6/10/2011 | 00/00/0000 | |||||||||||||||
62889JAA2 | NCUA GUARANTEED NOTES CMO_11-R6 1A | 1,791,278.21 | 1,793,517.31 | 1,791,278.21 | 1,791,278.21 | 2,239.1 | (1,255.42 | ) | — | — | 0.573 | 0.574 | MON | 770.18 | 6,795.83 | 6/10/2011 | 5/7/2020 | |||||||||||||||
10620NAC2 | BRAZOS HIGHER EDUCATION AUTHOR ABS_05--2 | 4,224,000 | 4,381,665.2 | 4,400,000 | 4,313,866.3 | 67,798.9 | 22,648.01 | — | — | 0.393 | 1.459 | MJSD | 288.02 | 9,221.32 | 2/22/2012 | 12/26/2019 | ||||||||||||||||
10620NCG1 | BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 | 3,748,794.81 | 3,784,002.08 | 3,800,000 | 3,768,854.89 | 15,147.19 | 4,040.67 | — | — | 1.073 | 1.317 | FMAN | 3,849.98 | 21,243.24 | 3/10/2011 | 2/25/2030 | ||||||||||||||||
31398WV35 | FHLMC AGENCY CMO 3654 | 129,399.47 | 128,760.23 | 120,581.92 | 127,050.8 | 1,709.43 | (2,470.27 | ) | — | — | 5 | 1.088 | MON | 502.42 | 3,521.92 | 2/1/2012 | 11/15/2028 | |||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 1,851,822.72 | 1,857,007.82 | 1,851,822.72 | 1,851,822.72 | 5,185.1 | — | — | — | 0.543 | 0.544 | MON | 586.86 | 5,412.58 | 6/10/2011 | 12/7/2020 | ||||||||||||||||
BRSJRVF13 | OAK LEAF RE LTD CORP BND 144A | 1,500,000 | 1,500,000 | 1,500,000 | 1,500,000 | — | — | — | — | — | — | N/A | — | — | 6/14/2013 | 6/4/2016 | ||||||||||||||||
BRSJGZWG4 | BRICKMAN GROUP HOLDINGS INC SENIOR | 400,000 | 400,000 | 400,000 | 400,000 | — | — | — | — | — | — | MJSD | — | — | 5/23/2013 | 10/14/2016 | ||||||||||||||||
BRSJLFNA5 | KINETIC CONCEPTS INC / KCI USA SENIOR | 249,375 | 249,686.72 | 249,375 | 249,375 | 311.72 | — | — | — | — | — | MJSD | — | 277.78 | 6/10/2013 | 11/4/2016 | ||||||||||||||||
BRSJR6SV8 | CHRYSLER GROUP LLC/CG CO-ISSUE SENIOR | 723,155.22 | 726,998.79 | 723,155.22 | 723,155.22 | 3,843.57 | — | — | — | — | — | MJSD | — | — | 6/20/2013 | 5/24/2017 | ||||||||||||||||
BRSJL0RC0 | AUXILIUM PHARMACEUTICALS INC SENIOR | 7,915,050 | 7,968,336.68 | 7,995,000.00 | 7,915,050 | 53,286.68 | — | — | — | — | 0.211 | MJSD | — | — | 6/7/2013 | 4/15/2018 | ||||||||||||||||
BRSJEZ4C6 | BRICKMAN GROUP HOLDINGS INC SECURED TERM | 400,000 | 399,500 | 400,000 | 400,000 | (500.00 | ) | — | — | — | — | — | MJSD | — | — | 5/23/2013 | 9/28/2018 | |||||||||||||||
BRSJLDWX0 | TRAVELPORT SENIOR SECURED TERM NOTES | 2,955,000 | 2,973,750 | 3,000,000 | 2,955,000 | 18,750 | — | — | — | — | 0.257 | MJSD | — | — | 6/21/2013 | 6/21/2019 | ||||||||||||||||
BRSJDYBA6 | AEROFLEX INCORPORATED SENIOR SECURED | 3,938,220.53 | 3,958,092.85 | 3,954,790.6 | 3,938,437.2 | 19,655.65 | 637.75 | — | — | — | 0.064 | MJSD | — | — | 5/29/2013 | 11/9/2019 | ||||||||||||||||
BRSJE18C7 | UNIVISION COMMUN INC. SENIOR SECURED | 6,273,028.13 | 6,167,740 | 6,284,250.00 | 6,273,028.13 | (105,288.13 | ) | — | — | — | — | 0.027 | MJSD | — | 16.96 | 6/5/2013 | 3/1/2020 | |||||||||||||||
BRSJGG5M3 | ENTRAVISION COMMUN CORP SENIOR SECURED | 2,745,000 | 2,715,257.93 | 2,745,000.00 | 2,745,000 | (29,742.07 | ) | — | — | — | — | — | MJSD | — | — | 5/30/2013 | 5/22/2020 | |||||||||||||||
BRSJFKKC0 | INFOR US INC SENIOR SECURED TERM NOTES | 1,065,000 | 1,052,358.45 | 1,065,000.00 | 1,065,000 | (12,641.55 | ) | — | — | — | — | — | FMAN | — | — | 5/24/2013 | 5/22/2020 |
BRSJFJJX9 | MACDERMID INCORPORATED SENIOR SECURED | 1,685,775.00 | 1,683,662.5 | 1,690,000.00 | 1,685,775.00 | (2,112.5 | ) | — | — | — | — | 0.036 | FMAN | — | — | 6/6/2013 | 6/7/2020 | |||||||||||||||
BRSJLE1E4 | HGIM CORP SENIOR SECURED TERM NOTES | 1,994,625.00 | 2,030,062.5 | 2,025,000.00 | 1,994,754.8 | 35,307.70 | 129.8 | — | — | — | 0.213 | MJSD | — | — | 6/14/2013 | 6/18/2020 | ||||||||||||||||
BRSJRF8B4 | AMERICAN AIRLINES INC. SENIOR SECURED | 9,950,000 | 9,950,000 | 10,000,000.00 | 9,950,000.00 | — | — | — | — | — | 0.014 | MJSD | — | — | 6/21/2013 | 12/31/2049 | ||||||||||||||||
00037BAA0 | ABB FINANCE USA INC SENIOR CORP BND | 2,879,700.00 | 2,868,515.77 | 2,900,000.00 | 2,884,200.61 | (15,684.84 | ) | 1,963.2 | — | — | 1.625 | 1.772 | MN | 6,937.85 | 23,562.5 | 5/3/2012 | 5/8/2017 | |||||||||||||||
00101JAE6 | ADT CORP SENIOR CORP BND | 5,399,557.21 | 5,283,557.53 | 5,400,000.00 | 5,399,638.52 | (116,080.99 | ) | (254.46 | ) | — | — | 2.25 | 1.94 | JJ | 56,025.00 | (16,930.50 | ) | 4/30/2013 | 7/15/2017 | |||||||||||||
00206RAV4 | AT&T INC CORP BND | 5,989,142.50 | 5,930,419.65 | 5,750,000.00 | 5,894,085.72 | 36,333.93 | (33,211.08 | ) | — | — | 2.5 | 1.3 | FA | 54,305.56 | 71,875 | 1/19/2012 | 8/15/2015 | |||||||||||||||
00206RAW2 | AT&T INC CORP BND | 6,694,297.5 | 6,923,665.79 | 6,625,000.00 | 6,666,286.46 | 257,379.33 | (6,837.61 | ) | — | — | 2.95 | 2.723 | MN | 24,972.57 | 97,718.75 | 2/22/2012 | 5/15/2016 | |||||||||||||||
00206RBB7 | AT&T INC SENIOR CORP BND | 11,577,962.75 | 11,575,584.66 | 11,575,000.00 | 11,579,008.52 | (3,423.86 | ) | (1,090.3 | ) | — | — | 0.875 | 0.853 | FA | 38,824.48 | 43,446.19 | 1/8/2013 | 2/13/2015 | ||||||||||||||
00206RBL5 | AT&T INC SENIOR CORP BND | 4,548,544.00 | 4,525,970.45 | 4,550,000.00 | 4,548,811.33 | (22,840.88 | ) | 325.36 | — | — | 0.8 | 0.811 | JD | 3,033.33 | 26,195.56 | 12/6/2012 | 12/1/2015 | |||||||||||||||
00206RBR2 | AT&T INC CORP BND | 3,499,335.00 | 3,469,091.43 | 3,500,000.00 | 3,499,480.74 | (30,389.31 | ) | 216.74 | — | — | 0.9 | 0.906 | FA | 12,162.50 | 1,400 | 4/23/2013 | 2/12/2016 | |||||||||||||||
00206RBS0 | AT&T INC SENIOR CORP BND | 8,000,000.00 | 7,955,839.84 | 8,000,000.00 | 8,000,000 | (44,160.16 | ) | — | — | — | 0.66 | 0.677 | FMAN | 7,187.76 | 13,540 | 2/7/2013 | 2/12/2016 | |||||||||||||||
00287YAB5 | ABBVIE INC SENIOR CORP BND 144A | 3,991,640.00 | 3,914,566.36 | 4,000,000.00 | 3,992,680.07 | (78,113.71 | ) | 1,889.5 | — | — | 1.75 | 1.794 | MN | 10,694.45 | 100,254.34 | 11/5/2012 | 11/6/2017 | |||||||||||||||
009158AQ9 | AIR PRODUCTS AND CHEMICALS INC CORP BND | 1,544,936.30 | 1,521,702.18 | 1,490,000.00 | 1,540,111.95 | (18,409.77 | ) | (4,824.35 | ) | — | — | 2 | 0.893 | FA | 12,333.89 | (3,311.11 | ) | 3/7/2013 | 8/2/2016 | |||||||||||||
009363AN2 | AIRGAS INC SENIOR CORP BND | 3,993,320.00 | 3,869,713.12 | 4,000,000.00 | 3,993,806.81 | (124,093.69 | ) | 486.81 | — | — | 1.65 | 1.685 | FA | 25,116.67 | — | 2/11/2013 | 2/15/2018 | |||||||||||||||
010392ER5 | ALABAMA POWER COMPANY CORP BND | 562,380.00 | 547,527.32 | 500,000.00 | 555,059.21 | (7,531.89 | ) | (7,320.79 | ) | — | — | 5.2 | 0.809 | JJ | 11,988.89 | (3,105.56 | ) | 2/25/2013 | 1/15/2016 | |||||||||||||
010392FH6 | ALABAMA POWER COMPANY SENIOR CORP BND | 8,314,843.5 | 8,260,671.06 | 8,325,000.00 | 8,317,225.6 | (56,554.54 | ) | 1,806.63 | — | — | 0.55 | 0.591 | AO | 9,666.25 | 27,407.95 | 11/8/2012 | 10/15/2015 | |||||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES SENIOR CORP | 1,696,481.00 | 1,652,954.93 | 1,700,000.00 | 1,696,686.57 | (43,731.64 | ) | 205.57 | — | — | 1.35 | 1.393 | MS | 6,948.75 | — | 3/7/2013 | 3/15/2018 | |||||||||||||||
021441AD2 | ALTERA CORPORATION SENIOR CORP BND | 2,920,524.75 | 2,885,109.73 | 2,925,000.00 | 2,921,516.6 | (36,406.87 | ) | 430.8 | — | — | 1.75 | 1.782 | MN | 6,540.62 | 25,593.75 | 11/8/2012 | 5/15/2017 | |||||||||||||||
02209SAC7 | ALTRIA GROUP INC CORP BND | 2,111,598.00 | 1,850,346 | 1,800,000.00 | 1,843,367.89 | 6,978.11 | (79,446.8 | ) | — | — | 8.5 | 1.725 | MN | 21,675 | 148,325 | 3/22/2011 | 11/10/2013 | |||||||||||||||
02209SAK9 | ALTRIA GROUP INC CORP BND | 2,463,555.6 | 2,427,396.08 | 2,278,000.00 | 2,439,767.38 | (12,371.3 | ) | (23,788.22 | ) | — | — | 4.125 | 0.853 | MS | 28,712.29 | 1,834.25 | 6/20/2013 | 9/11/2015 | ||||||||||||||
023135AK2 | AMAZON.COM INC SENIOR CORP BND | 5,684,496.00 | 5,657,839.27 | 5,700,000.00 | 5,687,521.77 | (29,682.5 | ) | 3,714.04 | — | — | 0.65 | 0.742 | MN | 3,499.17 | 30,420.91 | 11/26/2012 | 11/27/2015 | |||||||||||||||
02666QL43 | AMERICAN HONDA FINANCE CORPORA UNSECURED | 5,812,825.75 | 5,829,634.31 | 5,825,000.00 | 5,816,134.49 | 13,499.82 | 2,438.49 | — | — | 1 | 1.073 | FA | 22,652.78 | 34,720.83 | 9/4/2012 | 8/11/2015 | ||||||||||||||||
02666QM59 | AMERICAN HONDA FINANCE CORPORA SENIOR | 5,000,000.00 | 4,992,100.15 | 5,000,000.00 | 5,000,000 | (7,899.85 | ) | — | — | — | 0.646 | 0.646 | FMAN | 2,962.40 | — | 5/22/2013 | 5/26/2016 | |||||||||||||||
035229CY7 | ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP | 5,556,350.00 | 5,306,885.15 | 5,000,000.00 | 5,205,465.56 | 101,419.59 | (65,174.65 | ) | — | — | 5 | 2.267 | JJ | 115,277.78 | 125,000 | 9/23/2010 | 1/15/2015 | |||||||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 519,436.80 | 504,195.63 | 480,000.00 | 503,526.25 | 669.38 | (7,565.39 | ) | — | — | 4.125 | 0.91 | JJ | 9,130 | 9,900 | 6/7/2012 | 1/15/2015 | |||||||||||||||
03523TAT5 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 6,070,199.00 | 5,925,470.27 | 5,650,000.00 | 5,953,894.31 | (28,424.04 | ) | (80,331.22 | ) | — | — | 3.625 | 0.599 | AO | 43,238.19 | 96,037.33 | 6/26/2013 | 4/15/2015 | ||||||||||||||
03523TBC1 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 3,500,000.00 | 3,510,359.93 | 3,500,000.00 | 3,500,000 | 10,359.93 | — | — | — | 0.826 | 0.854 | JAJO | 5,056.8 | 15,079.23 | 1/24/2011 | 1/27/2014 | ||||||||||||||||
03523TBK3 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 4,231,344.7 | 4,218,630.58 | 4,210,000.00 | 4,224,814.4 | (6,183.82 | ) | (6,530.3 | ) | — | — | 0.637 | 0.329 | JAJO | 5,811.41 | 6,921.36 | 1/10/2013 | 7/14/2014 | ||||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR | 15,348,076.00 | 15,073,244.58 | 15,325,000.00 | 15,347,281.65 | (274,037.07 | ) | (3,723.24 | ) | — | — | 1.375 | 1.338 | JJ | 97,164.77 | 139,771.63 | 2/11/2013 | 7/15/2017 | ||||||||||||||
037833AG5 | APPLE INC SENIOR CORP BND | 15,260,000.00 | 15,194,534.45 | 15,260,000.00 | 15,260,000 | (65,465.55 | ) | — | — | — | 0.523 | 0.523 | FMAN | 13,082.44 | — | 4/30/2013 | 5/3/2018 | |||||||||||||||
037833AJ9 | APPLE INC CORP BND | 27,388,983.60 | 26,420,219 | 27,560,000.00 | 27,392,655.42 | (972,436.42 | ) | 3,695.78 | — | — | 1 | 1.129 | MN | 44,402.22 | (3,771.11 | ) | 6/5/2013 | 5/3/2018 | ||||||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY CORP BND | 2,747,631.25 | 2,618,174.88 | 2,275,000.00 | 2,684,342.2 | (66,167.32 | ) | (41,432.25 | ) | — | — | 5.45 | 1.478 | MS | 36,507.43 | 61,993.75 | 9/25/2012 | 3/15/2018 | ||||||||||||||
05252EAB9 | AUSTRALIA & NEW ZEALAND BANKIN LOCAL | E | 6,387,072.00 | 6,428,096.19 | 6,400,000.00 | 6,390,430.66 | 37,665.53 | 2,973.1 | — | — | 1 | 1.067 | AO | 15,111.11 | 59,694.45 | 9/4/2012 | 10/6/2015 | |||||||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 8,890,299.00 | 8,844,139.42 | 8,900,000.00 | 8,891,526.19 | (47,386.77 | ) | 1,430.55 | — | — | 0.9 | 0.937 | FA | 30,927.50 | 5,375 | 2/6/2013 | 2/12/2016 |
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 774,550.50 | 749,380.75 | 775,000.00 | 774,561.61 | (25,180.86 | ) | 11.11 | — | — | 1.45 | 1.462 | MN | 1,435.9 | — | 5/9/2013 | 5/15/2018 | ||||||||||||||
06051GDX4 | BANK OF AMERICA CORP CORP BND | 2,290,332.00 | 2,432,386.92 | 2,200,000.00 | 2,272,508.59 | 159,878.33 | (6,546.61 | ) | — | — | 5.65 | 4.876 | MN | 20,716.67 | 62,150.00 | 2/3/2012 | 5/1/2018 | |||||||||||||||
06051GEG0 | BANK OF AMERICA CORP CORP BND | 8,495,370.00 | 8,353,237.28 | 8,000,000.00 | 8,428,856.55 | (75,619.27 | ) | (65,289.11 | ) | — | — | 3.625 | 1.597 | MS | 83,777.78 | 71,493.06 | 2/8/2013 | 3/17/2016 | ||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 11,570,293.00 | 11,800,466.71 | 11,300,000.00 | 11,559,516.01 | 240,950.7 | (13,961.3 | ) | — | — | 3.875 | 3.201 | MS | 120,415.64 | 140,081.25 | 4/5/2013 | 3/22/2017 | |||||||||||||||
06406HBN8 | BANK OF NEW YORK MELLON CORP/T CORP BND | 2,107,880.00 | 2,075,163.88 | 2,000,000.00 | 2,058,527.90 | 16,635.98 | (18,770.62 | ) | — | — | 3.1 | 1.175 | JJ | 28,588.89 | 31,000.00 | 3/1/2012 | 1/15/2015 | |||||||||||||||
06406HBQ1 | BANK OF NEW YORK MELLON CORP/T CORP BND | 2,996,130.00 | 3,131,917.9 | 3,000,000.00 | 2,998,411.14 | 133,506.76 | 387.64 | — | — | 2.95 | 2.978 | JD | 3,195.84 | 44,250 | 6/11/2010 | 6/18/2015 | ||||||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP/T CORP BND | 1,497,285.00 | 1,526,626.86 | 1,500,000.00 | 1,498,079.63 | 28,547.23 | 257.54 | — | — | 2.4 | 2.438 | JJ | 16,400.00 | 18,000 | 11/17/2011 | 1/17/2017 | ||||||||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T CORP BND | 6,993,630.00 | 7,049,428.61 | 7,000,000.00 | 6,996,489.74 | 52,938.87 | 1,052.9 | — | — | 1.2 | 1.231 | FA | 30,566.67 | 42,000 | 2/13/2012 | 2/20/2015 | ||||||||||||||||
06406HCD9 | BANK OF NEW YORK MELLON CORP/T SENIOR | 7,646,625.50 | 7,642,685.15 | 7,650,000.00 | 7,647,544.59 | (4,859.44 | ) | 600.89 | — | — | 0.7 | 0.714 | AO | 10,115 | 20,603.33 | 2/13/2013 | 10/23/2015 | |||||||||||||||
06406HCF4 | BANK OF NEW YORK MELLON CORP/T SENIOR | 9,682,015.50 | 9,664,164 | 9,675,000.00 | 9,681,167.10 | (17,003.1 | ) | (848.4 | ) | — | — | 0.506 | 0.512 | JAJO | 9,384.99 | 17,128.93 | 3/1/2013 | 10/23/2015 | ||||||||||||||
06406HCG2 | BANK OF NEW YORK MELLON CORP/T SENIOR | 8,594,926.00 | 8,510,821.70 | 8,600,000.00 | 8,595,459.46 | (84,637.76 | ) | 533.46 | — | — | 0.7 | 0.72 | MS | 19,230.56 | — | 3/4/2013 | 3/4/2016 | |||||||||||||||
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR | 16,000,000.00 | 15,956,159.68 | 16,000,000.00 | 16,000,000 | (43,840.32 | ) | — | — | — | 0.714 | 0.723 | MJSD | 7,932.78 | 29,566.75 | 3/4/2013 | 3/6/2018 | |||||||||||||||
06417FBG4 | BANK OF NOVA SCOTIA (HOUSTON B SENIOR | 5,000,000.00 | 5,019,480 | 5,000,000.00 | 5,000,000.00 | 19,480 | — | — | — | 0.715 | 0.848 | MJSD | 1,986.53 | 18,576.42 | 9/14/2012 | 9/11/2015 | ||||||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC. CORP BND | 4,010,640.00 | 4,090,920 | 4,000,000.00 | 4,001,542.39 | 89,377.61 | (1,117.25 | ) | — | — | 4 | 3.941 | MS | 53,333.34 | 80,000 | 2/23/2009 | 3/1/2014 | |||||||||||||||
071813BH1 | BAXTER INTERNATIONAL INC. SENIOR CORP | 4,930,262.40 | 4,918,836 | 4,935,000.00 | 4,930,348.06 | (11,512.06 | ) | 85.66 | — | — | 0.95 | 0.983 | JD | 2,604.58 | — | 6/4/2013 | 6/1/2016 | |||||||||||||||
071813BJ7 | BAXTER INTERNATIONAL INC. SENIOR CORP | 1,999,800 | 1,986,981.96 | 2,000,000.00 | 1,999,801.86 | (12,819.9 | ) | 1.86 | — | — | 1.85 | 1.852 | JD | 2,055.56 | 172.67 | 6/4/2013 | 6/15/2018 | |||||||||||||||
07385TAJ5 | BEAR STEARNS CO INC CORP BND | 325,959.90 | 319,199.7 | 300,000.00 | 307,557.37 | 11,642.33 | (2,648.61 | ) | — | — | 5.7 | 3.797 | MN | 2,185 | 8,550 | 10/29/2009 | 11/15/2014 | |||||||||||||||
073928S46 | BEAR STEARNS CO INC CORP BND MTN | 3,683,076.6 | 3,674,199.13 | 3,730,000.00 | 3,688,733.63 | (14,534.5 | ) | 5,657.03 | — | — | 0.664 | 1.029 | FMAN | 2,819.01 | 9,387.62 | 1/4/2013 | 11/21/2016 | |||||||||||||||
075887BB4 | BECTON DICKINSON AND COMPANY CORP BND | 1,249,587.50 | 1,254,282.48 | 1,250,000.00 | 1,249,719.42 | 4,563.06 | 40.24 | — | — | 1.75 | 1.757 | MN | 3,220.49 | 10,937.50 | 11/8/2012 | 11/8/2016 | ||||||||||||||||
079860AG7 | BELLSOUTH CORPORATION CORP BND | 539,195.00 | 523,599.50 | 500,000.00 | 510,328.11 | 13,271.39 | (11,051.24 | ) | — | — | 5.2 | 3.436 | MS | 7,655.56 | 33,717.52 | 10/29/2009 | 9/15/2014 | |||||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION CORP BND | 348,762.80 | 345,674.64 | 334,000.00 | 346,043.25 | (368.61 | ) | (2,719.55 | ) | — | — | 3.25 | 0.51 | AO | 1,929.78 | 1,326.72 | 3/8/2013 | 10/27/2014 | ||||||||||||||
097023BE4 | BOEING CO SENIOR CORP BND | 3,758,162.00 | 3,621,010.2 | 3,800,000.00 | 3,759,463.45 | (138,453.25 | ) | 1,301.45 | — | — | 0.95 | 1.176 | MN | 5,816.12 | — | 4/30/2013 | 5/15/2018 | |||||||||||||||
10138MAD7 | BOTTLING GROUP LLC CORP BND | 1,530,340.01 | 1,593,892.76 | 1,500,000.00 | 1,511,869.12 | 82,023.64 | (2,882.63 | ) | — | — | 4.125 | 3.702 | JD | 2,750 | 30,937.5 | 2/19/2010 | 6/15/2015 | |||||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 9,826,255.00 | 8,870,175 | 8,500,000.00 | 8,698,164.4 | 172,010.6 | (136,160.19 | ) | — | — | 6.95 | 3.574 | MS | 173,943.07 | 295,375 | 2/5/2009 | 3/15/2014 | |||||||||||||||
110122AL2 | BRISTOL MYERS SQUIBB CO CORP BND | 5,320,200.00 | 5,028,850.5 | 5,000,000.00 | 5,009,643.53 | 19,206.97 | (48,326.82 | ) | — | — | 5.25 | 3.67 | FA | 99,166.67 | 194,687.50 | 3/5/2009 | 8/15/2013 | |||||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697.00 | 1,248,331.97 | 1,300,000.00 | 1,296,156.06 | (47,824.09 | ) | 416.25 | — | — | 1 | 1.067 | JJ | 7,186.11 | — | 12/10/2012 | 1/15/2018 | |||||||||||||||
126650BE9 | CVS CAREMARK CORP CORP BND | 2,334,389.12 | 2,257,969.53 | 1,988,000.00 | 2,297,546.53 | (39,577 | ) | (36,842.59 | ) | — | — | 6.125 | 1.046 | FA | 46,000.11 | 338.24 | 2/11/2013 | 8/15/2016 | ||||||||||||||
126650BT6 | CVS CAREMARK CORP CORP BND | 2,381,040.00 | 2,335,848.89 | 2,250,000.00 | 2,354,432.17 | (18,583.28 | ) | (26,607.83 | ) | — | — | 3.25 | 0.759 | MN | 8,734.37 | 26,609.38 | 1/2/2013 | 5/18/2015 | ||||||||||||||
14170TAF8 | CAREFUSION CORP CORP BND | 6,453,470.60 | 6,110,544.3 | 5,860,000.00 | 6,045,027.16 | 65,517.14 | (83,585.62 | ) | — | — | 5.125 | 2.165 | FA | 125,135.42 | 150,162.5 | 9/12/2011 | 8/1/2014 | |||||||||||||||
149123BY6 | CATERPILLAR INC SENIOR CORP BND | 2,199,538.00 | 2,208,148.12 | 2,200,000.00 | 2,199,692.63 | 8,455.49 | 181.99 | — | — | 0.95 | 0.957 | JD | 290.28 | 25,755.56 | 6/21/2012 | 6/26/2015 | ||||||||||||||||
14912L4U2 | CATERPILLAR INC CORP BND GMTN | 4,219,068.00 | 4,206,445.06 | 4,200,000.00 | 4,205,293.7 | 1,151.36 | (3,493.06 | ) | — | — | 0.574 | 0.37 | JAJO | 6,022.8 | 13,334.21 | 7/12/2011 | 4/1/2014 | |||||||||||||||
14912L5J6 | CATERPILLAR INC SENIOR CORP BND | 5,240,000.00 | 5,100,968.39 | 5,240,000.00 | 5,240,000 | (139,031.61 | ) | 275.73 | — | — | 1.25 | 1.25 | MN | 10,006.94 | 34,401.39 | 2/22/2013 | 11/6/2017 | |||||||||||||||
14912L5M9 | CATERPILLAR INC SENIOR CORP BND MTN | 7,000,000.00 | 6,994,680.28 | 7,000,000.00 | 7,000,000.00 | (5,319.72 | ) | — | — | — | 0.513 | 0.527 | FMAN | 3,389.85 | 9,113.1 | 2/25/2013 | 2/26/2016 | |||||||||||||||
14912L5N7 | CATERPILLAR INC SENIOR CORP BND MTN | 2,896,404.00 | 2,872,430.83 | 2,900,000.00 | 2,896,804.21 | (24,373.38 | ) | 400.21 | — | — | 0.7 | 0.742 | FA | 6,823.06 | — | 2/25/2013 | 2/26/2016 |
166764AC4 | CHEVRON CORP SENIOR CORP BND | 4,200,000 | 4,205,509.56 | 4,200,000.00 | 4,200,000 | 5,509.56 | — | — | — | 0.889 | 0.889 | JD | 726.01 | — | 6/17/2013 | 6/24/2016 | ||||||||||||||||
166764AE0 | CHEVRON CORP SENIOR CORP BND | 5,000,000.00 | 4,969,091.4 | 5,000,000.00 | 5,000,000 | (30,908.6 | ) | — | — | — | 1.718 | 1.718 | JD | 1,670.28 | — | 6/17/2013 | 6/24/2018 | |||||||||||||||
17275RAG7 | CISCO SYSTEMS INC CORP BND | 3,989,840.00 | 4,132,100 | 4,000,000.00 | 3,997,051.59 | 135,048.41 | 1,037.22 | — | — | 2.9 | 2.955 | MN | 14,177.78 | 58,000 | 11/9/2009 | 11/17/2014 | ||||||||||||||||
17275RAJ1 | CISCO SYSTEMS INC CORP BND | 509,680.00 | 504,435.00 | 500,000.00 | 502,747.73 | 1,687.27 | (1,923.9 | ) | — | — | 1.625 | 0.84 | MS | 2,414.93 | 4,062.5 | 9/12/2011 | 3/14/2014 | |||||||||||||||
17275RAL6 | CISCO SYSTEMS INC CORP BND | 3,300,000 | 3,306,632.87 | 3,300,000.00 | 3,300,000 | 6,632.87 | — | — | — | 0.523 | 0.559 | MJSD | 815.4 | 22,653.56 | 3/9/2011 | 3/14/2014 | ||||||||||||||||
172967FD8 | CITIGROUP CORP BND | 7,263,772.50 | 7,243,150.13 | 6,850,000.00 | 7,042,724.06 | 200,426.07 | (49,111.34 | ) | — | — | 4.75 | 3.198 | MN | 37,960.42 | 162,687.5 | 5/24/2011 | 5/19/2015 | |||||||||||||||
172967FH9 | CITIGROUP CORP BND | 5,734,954.68 | 5,845,916.60 | 5,486,000.00 | 5,660,535.96 | 185,380.64 | (33,679.46 | ) | — | — | 4.587 | 3.229 | JD | 11,184.13 | 125,821.41 | 5/16/2012 | 12/15/2015 | |||||||||||||||
172967FS5 | CITIGROUP CORP BND | 4,326,000 | 4,223,753.04 | 4,000,000.00 | 4,298,923.83 | (75,170.79 | ) | (27,076.17 | ) | — | — | 3.953 | 1.365 | JD | 7,027.56 | 36,455.44 | 3/19/2013 | 6/15/2016 | ||||||||||||||
172967GG0 | CITIGROUP SENIOR CORP BND | 1,993,720.00 | 1,965,757.14 | 2,000,000.00 | 1,994,470.02 | (28,712.88 | ) | 750.02 | — | — | 1.25 | 1.361 | JJ | 11,875 | (3,194.44 | ) | 2/21/2013 | 1/15/2016 | ||||||||||||||
172967GS4 | CITIGROUP SENIOR CORP BND | 5,496,095.00 | 5,248,143.12 | 5,500,000.00 | 5,496,219.4 | (248,076.28 | ) | 124.40 | — | — | 1.75 | 1.765 | MN | 16,041.67 | — | 4/24/2013 | 5/1/2018 | |||||||||||||||
18683KAF8 | CLIFFS NATURAL RESOURCES INC SENIOR CORP | 3,015,450.00 | 2,847,884.22 | 3,000,000.00 | 3,014,964.46 | (167,080.24 | ) | (578.02 | ) | — | — | 3.95 | 3.829 | JJ | 65,175 | (32,587.5 | ) | 4/3/2013 | 1/15/2018 | |||||||||||||
191216AL4 | COCA-COLA COMPANY (THE) CORP BND | 5,101,681.25 | 5,238,570 | 5,125,000.00 | 5,121,466.63 | 117,103.37 | 2,519.83 | — | — | 3.625 | 3.724 | MS | 54,702.26 | 160,557.30 | 2/22/2012 | 3/15/2014 | ||||||||||||||||
191216AP5 | COCA-COLA COMPANY (THE) CORP BND | 997,700.00 | 1,016,135.56 | 1,000,000.00 | 998,886.8 | 17,248.76 | 228.54 | — | — | 1.5 | 1.548 | MN | 1,916.67 | 7,500.00 | 11/4/2010 | 11/15/2015 | ||||||||||||||||
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 4,956,450.37 | 5,011,930.8 | 4,900,000.00 | 4,938,427.7 | 73,503.1 | (14,948.82 | ) | — | — | 1.8 | 1.649 | MS | 29,400 | 84,100 | 12/14/2011 | 9/1/2016 | |||||||||||||||
191216BA7 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 4,989,200.00 | 4,844,059.75 | 5,000,000.00 | 4,989,865.61 | (145,805.86 | ) | 768.18 | — | — | 1.15 | 1.194 | AO | 18,527.78 | 3,194.44 | 2/28/2013 | 4/1/2018 | |||||||||||||||
19416QDW7 | COLGATE-PALMOLIVE CO CORP BND MTN | 4,433,134.5 | 4,456,577.10 | 4,450,000.00 | 4,442,290.52 | 14,286.58 | 2,778.52 | — | — | 0.6 | 0.727 | MN | 3,411.66 | 13,350 | 11/3/2011 | 11/15/2014 | ||||||||||||||||
19416QEB2 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 1,890,937.00 | 1,828,162.48 | 1,900,000.00 | 1,891,226.05 | (63,063.57 | ) | 289.05 | — | — | 0.9 | 0.998 | MN | 2,802.51 | — | 4/29/2013 | 5/1/2018 | |||||||||||||||
20030NAB7 | COMCAST CORP CORP BND | 5,868,400 | 5,431,637.55 | 5,000,000.00 | 5,320,752.41 | 110,885.14 | (101,777.02 | ) | — | — | 6.5 | 2.235 | JJ | 149,861.12 | 162,500 | 9/24/2010 | 1/15/2015 | |||||||||||||||
20030NAJ0 | COMCAST CORP CORP BND | 4,575,020.00 | 4,439,465.64 | 4,000,000.00 | 4,470,494.11 | (31,028.47 | ) | (82,195.15 | ) | — | — | 5.85 | 0.832 | MN | 29,900 | 83,525 | 2/25/2013 | 11/15/2015 | ||||||||||||||
202795HH6 | COMMONWEALTH EDISON SECURED CORP BND | 3,126,706.5 | 3,031,640.96 | 2,850,000.00 | 3,026,531.87 | 5,109.09 | (48,285.4 | ) | — | — | 4.7 | 1.191 | AO | 28,278.33 | 66,975 | 6/14/2012 | 4/15/2015 | |||||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 3,546,840.50 | 3,758,056.84 | 3,550,000.00 | 3,549,163.43 | 208,893.41 | 259.19 | — | — | 4.6 | 4.616 | JJ | 75,299.45 | 81,650.00 | 5/18/2009 | 1/15/2015 | ||||||||||||||||
20826FAB2 | CONOCOPHILLIPS CO SENIOR CORP BND | 6,868,313.35 | 6,659,529.81 | 6,885,000.00 | 6,869,873.59 | (210,343.78 | ) | 1,956.39 | — | — | 1.05 | 1.1 | JD | 3,212.99 | 41,157.96 | 4/5/2013 | 12/15/2017 | |||||||||||||||
209111EW9 | CONSOLIDATED EDISON INC CORP BND | 436,497.6 | 414,376 | 400,000.00 | 406,578.22 | 7,797.78 | (4,259.27 | ) | — | — | 5.55 | 3.313 | AO | 5,550 | 11,100 | 10/29/2009 | 4/1/2014 | |||||||||||||||
209615CA9 | CONSOLIDATED NATURAL GAS CO CORP BND | 1,532,005.97 | 1,513,591.49 | 1,433,000.00 | 1,514,127.95 | (536.46 | ) | (17,878.02 | ) | — | — | 5 | 0.97 | JD | 5,970.83 | 16,718.33 | 3/4/2013 | 12/1/2014 | ||||||||||||||
216871AC7 | COOPER US CORP BND | 2,372,660.00 | 2,280,760.96 | 2,000,000.00 | 2,356,402.22 | (75,641.26 | ) | (16,257.78 | ) | — | — | 6.1 | 1.494 | JJ | 61,000.00 | (37,955.56 | ) | 4/18/2013 | 7/1/2017 | |||||||||||||
22160KAE5 | COSTCO WHSLE CORP SENIOR CORP BND | 4,574,085.00 | 4,453,238.85 | 4,575,000.00 | 4,574,188.53 | (120,949.68 | ) | 93.82 | — | — | 1.125 | 1.129 | JD | 2,287.5 | 26,878.14 | 12/28/2012 | 12/15/2017 | |||||||||||||||
224044BM8 | COX COMMUNICATIONS INC CORP BND | 2,439,669.57 | 2,369,204.07 | 2,223,000.00 | 2,367,594.45 | 1,609.62 | (48,903.04 | ) | — | — | 5.45 | 0.942 | JD | 5,384.6 | 60,576.75 | 11/21/2012 | 12/15/2014 | |||||||||||||||
22546QAE7 | CREDIT SUISSE FIRST BOSTON CORP BND | E | 1,996,820.00 | 2,090,984.64 | 2,000,000.00 | 1,998,838.00 | 92,146.64 | 320.59 | — | — | 3.5 | 3.535 | MS | 19,055.56 | 35,000.00 | 3/18/2010 | 3/23/2015 | |||||||||||||||
23311VAC1 | DCP MIDSTREAM PARTNERS LP SENIOR CORP | 2,956,525.25 | 2,941,975.45 | 2,975,000.00 | 2,958,593.99 | (16,618.54 | ) | 1,738.07 | — | — | 2.5 | 2.633 | JD | 6,197.92 | 38,013.89 | 11/19/2012 | 12/1/2017 | |||||||||||||||
233851AM6 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 2,000,000.00 | 2,006,979.98 | 2,000,000.00 | 2,000,000 | 6,979.98 | — | — | — | 1.059 | 1.249 | JAJO | 4,826.16 | 11,201.83 | 4/2/2012 | 4/10/2014 | ||||||||||||||||
233851AN4 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 1,998,840 | 2,018,504.80 | 2,000,000.00 | 1,999,306.52 | 19,198.28 | (9,699.70 | ) | — | — | 1.65 | 1.67 | AO | 7,425 | 44,229.17 | 4/2/2012 | 4/10/2015 | |||||||||||||||
233851AQ7 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 5,989,080.00 | 6,015,756.24 | 6,000,000.00 | 5,992,372.12 | 23,384.12 | 1,796.18 | — | — | 1.3 | 1.362 | JJ | 32,716.66 | 39,000 | 7/25/2012 | 7/31/2015 | ||||||||||||||||
233851AU8 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 6,858,192.10 | 6,731,038.04 | 6,870,000.00 | 6,859,405.14 | (128,367.10 | ) | 1,589.34 | — | — | 1.875 | 1.911 | JJ | 60,828.12 | 17,197.91 | 2/11/2013 | 1/11/2018 | |||||||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 3,993,600.00 | 4,128,999.64 | 4,000,000.00 | 3,996,099.06 | 132,900.58 | 625.33 | — | — | 2.3 | 2.334 | JD | 2,044.45 | 46,000 | 6/20/2011 | 6/23/2016 |
24422ERD3 | JOHN DEERE CAPITAL CORP CORP BND MTN | 1,900,780.90 | 1,900,133.21 | 1,900,000.00 | 1,900,014.95 | 118.26 | (193.24 | ) | — | — | 0.427 | 0.328 | JAJO | 1,735.69 | 4,536.94 | 7/7/2011 | 7/15/2013 | |||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 10,272,020.25 | 10,231,237.65 | 10,275,000.00 | 10,272,813.15 | (41,575.5 | ) | 283.67 | — | — | 1.4 | 1.406 | MS | 42,355.83 | 71,925 | 2/22/2012 | 3/15/2017 | |||||||||||||||
24422ERU5 | JOHN DEERE CAPITAL CORP CORP BND | 5,000,000 | 5,006,250.00 | 5,000,000.00 | 5,000,000.00 | 6,250.00 | — | — | — | 0.426 | 0.699 | JAJO | 3,960.44 | 11,582.36 | 6/26/2012 | 4/25/2014 | ||||||||||||||||
24422ERZ4 | JOHN DEERE CAPITAL CORP UNSECURED CORP | 634,326.90 | 629,497.96 | 635,000.00 | 634,424.59 | (4,926.63 | ) | 97.69 | — | — | 0.75 | 0.786 | JJ | 2,090.21 | — | 1/17/2013 | 1/22/2016 | |||||||||||||||
24422ESB6 | JOHN DEERE CAPITAL CORP CORP BND MTN | 4,988,450 | 4,846,317.3 | 5,000,000.00 | 4,989,131.83 | (142,814.53 | ) | 681.83 | — | — | 1.3 | 1.348 | MS | 19,861.11 | — | 3/6/2013 | 3/12/2018 | |||||||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC CORP BND | 5,665,268.75 | 5,748,522.83 | 5,525,000.00 | 5,632,717.53 | 115,805.3 | (15,078.21 | ) | — | — | 3.125 | 2.35 | FA | 65,225.69 | 53,168.41 | 2/21/2013 | 2/15/2016 | |||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 9,374,202.75 | 9,189,986.7 | 8,745,000.00 | 9,245,987.75 | (56,001.05 | ) | (90,406.58 | ) | — | — | 3.5 | 1.308 | MS | 102,025 | 232,370.83 | 10/16/2012 | 3/1/2016 | ||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 2,996,986.10 | 3,024,557.64 | 3,000,000.00 | 2,997,704.24 | 26,853.4 | 291.52 | — | — | 2.4 | 2.422 | MS | 21,200 | 36,000.00 | 5/15/2012 | 3/15/2017 | ||||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP | 11,496,881.75 | 11,242,802.49 | 11,575,000.00 | 11,505,406.51 | (262,604.02 | ) | 8,018.76 | — | — | 1.1 | 1.24 | JD | 10,610.42 | 66,769.08 | 2/11/2013 | 12/1/2017 | |||||||||||||||
26138EAM1 | DR PEPPER SNAPPLE GROUP INC CORP BND | 1,423,418.25 | 1,476,523.18 | 1,425,000.00 | 1,424,171.79 | 52,351.39 | 155.88 | — | — | 2.9 | 2.924 | JJ | 19,055.42 | 20,662.5 | 1/6/2011 | 1/15/2016 | ||||||||||||||||
263534BQ1 | EI DU PONT DE NEMOURS & CO CORP BND | 2,202,898.00 | 2,156,627.57 | 1,900,000.00 | 2,173,439.89 | (16,812.32 | ) | (29,458.11 | ) | — | — | 5.25 | 1.003 | JD | 4,433.33 | 33,527.08 | 2/11/2013 | 12/15/2016 | ||||||||||||||
263534BU2 | EI DU PONT DE NEMOURS & CO CORP BND | 4,968,181.5 | 4,932,633.75 | 4,925,000.00 | 4,925,586.66 | 7,047.09 | (9,413.69 | ) | — | — | 5 | 4.69 | JJ | 113,548.61 | 138,923.61 | 12/21/2009 | 7/15/2013 | |||||||||||||||
263534CH0 | EI DU PONT DE NEMOURS & CO CORP BND | 4,140,000.00 | 4,152,378.77 | 4,140,000.00 | 4,140,000 | 12,378.77 | (6,714.23 | ) | — | — | 0.693 | 0.728 | MJSD | 478.00 | 39,437.48 | 3/22/2011 | 3/25/2014 | |||||||||||||||
264399EM4 | DUKE ENERGY CORP CORP BND | 5,868,267.80 | 5,594,140.29 | 5,095,000.00 | 5,585,503.08 | 8,637.21 | (106,629.68 | ) | — | — | 5.3 | 0.966 | AO | 67,508.75 | 135,017.5 | 3/1/2012 | 10/1/2015 | |||||||||||||||
26441CAE5 | DUKE ENERGY CORP CORP BND | 1,052,000.00 | 1,040,802.92 | 1,000,000.00 | 1,043,147.95 | (2,345.03 | ) | (8,852.05 | ) | — | — | 3.35 | 0.862 | AO | 8,375 | 3,815.28 | 2/14/2013 | 4/1/2015 | ||||||||||||||
268648AP7 | EMC CORPORATION SENIOR CORP BND | 4,941,181.92 | 4,890,338.42 | 4,944,000.00 | 4,941,218.16 | (50,879.74 | ) | 54.53 | — | — | 1.875 | 1.887 | JD | 6,437.49 | 3,248.75 | 6/3/2013 | 6/1/2018 | |||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228 | 828,112.69 | 825,000.00 | 822,793.89 | 5,318.8 | 264.89 | — | — | 2.4 | 2.472 | JD | 1,650.00 | 9,900 | 5/29/2012 | 6/1/2017 | ||||||||||||||||
278642AB9 | EBAY INC. CORP BND | 5,854,861.76 | 5,917,537.20 | 5,808,000.00 | 5,854,639.5 | 62,897.7 | (5,080.87 | ) | — | — | 1.625 | 1.265 | AO | 19,924.67 | 32,474.72 | 3/26/2013 | 10/15/2015 | |||||||||||||||
278642AG8 | EBAY INC. SENIOR CORP BND | 6,367,171.65 | 6,173,486.68 | 6,300,000.00 | 6,357,789.8 | (184,303.12 | ) | (6,981.81 | ) | — | — | 1.35 | 1.117 | JJ | 39,217.52 | 40,398.76 | 11/8/2012 | 7/15/2017 | ||||||||||||||
285661AD6 | HP ENTERPRISE SERVICES LLC CORP BND | 928,380.75 | 828,423.75 | 825,000.00 | 827,808.7 | 615.05 | (65,558.83 | ) | — | — | 6 | 1.985 | FA | 20,625 | 179,266.67 | 4/30/2010 | 8/1/2013 | |||||||||||||||
30219GAD0 | ARISTOTLE HOLDING INC SENIOR CORP BND | 4,067,024.68 | 4,175,549.35 | 4,100,000.00 | 4,070,616.85 | 104,932.5 | 3,592.17 | — | — | 2.65 | 1.732 | FA | 41,045.56 | 9,355.97 | 1/14/2013 | 2/15/2017 | ||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.5 | 344,809.95 | 350,000.00 | 349,306.02 | (4,496.07 | ) | 78.08 | — | — | 2 | 2.049 | AO | 1,750 | 3,694.44 | 9/18/2012 | 10/1/2017 | |||||||||||||||
302570BC9 | NEXTERA ENERGY CAPITAL HOLDING CORP BND | 7,402,175.00 | 6,977,681.59 | 6,050,000.00 | 6,655,602.83 | 322,078.76 | (116,259.94 | ) | — | — | 7.875 | 3.581 | JD | 21,175 | 238,218.75 | 2/17/2010 | 12/15/2015 | |||||||||||||||
337738AH1 | FISERV INC CORP BND | 1,578,345.00 | 1,559,070.98 | 1,500,000.00 | 1,568,036.88 | (8,965.9 | ) | (10,308.12 | ) | — | — | 3.125 | 1.08 | AO | 11,718.75 | 4,557.29 | 2/21/2013 | 10/1/2015 | ||||||||||||||
337738AK4 | FISERV INC CORP BND | 527,600.00 | 519,066.05 | 500,000.00 | 525,098.36 | (6,032.31 | ) | (2,501.64 | ) | — | — | 3.125 | 1.386 | JD | 694.44 | 4,036.46 | 3/7/2013 | 6/15/2016 | ||||||||||||||
341099CQ0 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 4,772,675.81 | 4,732,859.86 | 4,771,000.00 | 4,772,758.89 | (39,899.03 | ) | (8.41 | ) | — | — | 0.65 | 0.634 | MN | 3,962.58 | 10,297.54 | 3/21/2013 | 11/15/2015 | ||||||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 2,834,467.5 | 2,770,762.65 | 2,850,000.00 | 2,836,791 | (66,028.35 | ) | 1,499.91 | — | — | 1.375 | 1.489 | MS | 11,538.53 | 18,614.07 | 11/8/2012 | 9/15/2017 | |||||||||||||||
35671DAW5 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,345,980.00 | 3,261,037.61 | 3,350,000.00 | 3,347,052.58 | (86,014.97 | ) | 379.79 | — | — | 2.15 | 2.175 | MS | 24,008.34 | 36,012.5 | 2/8/2012 | 3/1/2017 | |||||||||||||||
35671DBE4 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,769,623.00 | 3,584,440.15 | 3,770,000.00 | 3,769,651.23 | (185,211.08 | ) | 33.49 | — | — | 2.375 | 2.377 | MS | 28,353.54 | 5,538.37 | 2/28/2013 | 3/15/2018 | |||||||||||||||
369550AQ1 | GENERAL DYNAMICS CORP CORP BND | 1,149,579.40 | 1,122,587.73 | 1,090,000.00 | 1,138,695.94 | (16,108.21 | ) | (7,894.35 | ) | — | — | 2.25 | 0.76 | JJ | 11,308.75 | 12,262.5 | 10/18/2012 | 7/15/2016 | ||||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 12,377,310.88 | 12,061,689.41 | 12,463,000.00 | 12,387,064.95 | (325,375.54 | ) | 7,840.15 | — | — | 1 | 1.143 | MN | 15,924.95 | 60,498.06 | 2/21/2013 | 11/15/2017 | |||||||||||||||
369604BE2 | GENERAL ELECTRIC CO SENIOR CORP BND | 2,774,250.75 | 2,769,283.25 | 2,775,000.00 | 2,774,430.57 | (5,147.32 | ) | 173.18 | — | — | 0.85 | 0.859 | AO | 5,372.71 | 42,054.93 | 12/28/2012 | 10/9/2015 | |||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 261,337.5 | 289,726.95 | 250,000.00 | 257,775.39 | 31,951.56 | (530.46 | ) | — | — | 6 | 5.395 | FA | 6,000.00 | 7,500 | 10/29/2009 | 8/7/2019 | |||||||||||||||
36962G4T8 | GENERAL ELECTRIC CAP CORP CORP BND | 7,243,470 | 7,726,123.08 | 7,550,000.00 | 7,394,736.77 | 331,386.31 | 31,361.43 | — | — | 2.25 | 3.162 | MN | 24,537.5 | 84,937.5 | 2/22/2012 | 11/9/2015 |
36962G5M2 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 1,648,284.00 | 1,683,842.17 | 1,650,000.00 | 1,649,115.44 | 34,726.73 | 284.07 | — | — | 2.15 | 2.186 | JJ | 16,949.16 | 17,737.5 | 12/28/2012 | 1/9/2015 | ||||||||||||||||
36962G6K5 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 5,018,400.00 | 4,881,650.9 | 5,000,000.00 | 5,017,127.39 | (135,476.49 | ) | (692.94 | ) | — | — | 1.6 | 1.519 | MN | 9,111.11 | 65,111.11 | 2/21/2013 | 11/20/2017 | ||||||||||||||
36962G6M1 | GENERAL ELECTRIC CAP CORP SECURED CORP | 1,265,636.06 | 1,255,222.02 | 1,258,000.00 | 1,264,628.18 | (9,406.16 | ) | (1,007.88 | ) | — | — | 1 | 0.782 | JD | 698.89 | 4,053.56 | 2/12/2013 | 12/11/2015 | ||||||||||||||
36962G6N9 | GENERAL ELECTRIC CAP CORP SECURED CORP | 2,000,000.00 | 2,013,679.96 | 2,000,000.00 | 2,000,000 | 13,679.96 | — | — | — | 0.875 | 0.911 | MJSD | 972.39 | 9,002.75 | 12/5/2012 | 12/11/2015 | ||||||||||||||||
36962G6P4 | GENERAL ELECTRIC CAP CORP SECURED CORP | 3,505,705.00 | 3,413,353.97 | 3,500,000.00 | 3,505,678.41 | (92,324.44 | ) | (26.59 | ) | — | — | 2.1 | 2.073 | JD | 4,083.33 | (1,633.33 | ) | 6/14/2013 | 12/11/2019 | |||||||||||||
36962G6R0 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 10,273,872.93 | 10,204,963.4 | 10,267,000.00 | 10,273,288.28 | (68,324.88 | ) | 2,486.4 | — | — | 1 | 0.975 | JJ | 49,338.64 | 22,361.11 | 2/11/2013 | 1/8/2016 | |||||||||||||||
370334BQ6 | GENERAL MILLS INC SENIOR CORP BND | 50,000.00 | 50,025.98 | 50,000.00 | 50,000.00 | 25.98 | (522.79 | ) | — | — | 0.576 | 0.601 | JAJO | 50.37 | 10,909.84 | 1/28/2013 | 1/29/2016 | |||||||||||||||
373334JM4 | GEORGIA POWER COMPANY CORP BND | 13,105,434.5 | 11,857,486.5 | 11,650,000.00 | 11,792,003.59 | 65,482.91 | (209,652.09 | ) | — | — | 6 | 2.311 | MN | 116,500 | 349,500 | 4/9/2010 | 11/1/2013 | |||||||||||||||
373334JV4 | GEORGIA POWER COMPANY CORP BND | 3,399,082.00 | 3,558,308.62 | 3,400,000.00 | 3,399,465.35 | 158,843.27 | 90.53 | — | — | 3 | 3.006 | AO | 21,533.33 | 51,000 | 4/12/2011 | 4/15/2016 | ||||||||||||||||
373334KB6 | GEORGIA POWER COMPANY SENIOR CORP BND | 3,225,600.23 | 3,196,247.28 | 3,225,000.00 | 3,225,577.8 | (29,330.52 | ) | (22.43 | ) | — | — | 0.593 | 0.572 | MJSD | 850.32 | 2,458.59 | 6/18/2013 | 3/15/2016 | ||||||||||||||
377372AD9 | GLAXOSK CAP INC CORP BND | 4,834,520.00 | 4,630,469.68 | 4,000,000.00 | 4,780,631.46 | (150,161.78 | ) | (53,888.54 | ) | — | — | 5.65 | 1.483 | MN | 28,877.78 | 50,222.22 | 2/20/2013 | 5/15/2018 | ||||||||||||||
377372AG2 | GLAXOSK CAP INC SENIOR CORP BND | 4,594,020.00 | 4,551,616 | 4,600,000.00 | 4,594,583.48 | (42,967.48 | ) | 1,004.47 | — | — | 0.7 | 0.744 | MS | 9,212.78 | 7,175 | 3/13/2013 | 3/18/2016 | |||||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC CORP BND | 819,037.50 | 780,825 | 750,000.00 | 763,685.62 | 17,139.38 | (45,449.57 | ) | — | — | 6 | 3.755 | MN | 7,500.00 | 144,816.67 | 10/29/2009 | 5/1/2014 | |||||||||||||||
38141EA74 | GOLDMAN SACHS GROUP INC CORP BND | 2,262,884.00 | 2,297,915.33 | 2,212,000.00 | 2,244,998.99 | 52,916.34 | (7,691.04 | ) | — | — | 3.7 | 2.951 | FA | 34,101.67 | 40,922 | 10/17/2012 | 8/1/2015 | |||||||||||||||
38141EB32 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 2,017,500.00 | 1,998,036.8 | 2,000,000.00 | 2,015,324 | (17,287.2 | ) | (2,176 | ) | — | — | 1.6 | 1.274 | MN | 3,377.78 | 7,733.33 | 2/21/2013 | 11/23/2015 | ||||||||||||||
38141EB40 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 5,032,650.00 | 5,027,700.06 | 5,000,000.00 | 5,025,957.84 | 1,742.22 | (6,692.16 | ) | — | — | 1.274 | 0.941 | FMAN | 7,252.44 | 16,286.52 | 2/13/2013 | 11/21/2014 | |||||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC CORP BND | 4,431,536.00 | 4,566,558.47 | 4,325,000.00 | 4,371,115.73 | 195,442.74 | (19,027.56 | ) | — | — | 5.125 | 4.4 | JJ | 102,208.16 | 187,347.23 | 1/19/2012 | 1/15/2015 | |||||||||||||||
38141GEE0 | GOLDMAN SACHS GROUP INC CORP BND | 5,550,450.00 | 5,406,860.75 | 5,000,000.00 | 5,485,931.52 | (79,070.77 | ) | (64,518.48 | ) | — | — | 5.35 | 1.438 | JJ | 123,347.22 | (31,208.33 | ) | 2/22/2013 | 1/15/2016 | |||||||||||||
38141GGT5 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 1,631,678.75 | 1,672,097.62 | 1,625,000.00 | 1,632,011.97 | 40,085.65 | 125.42 | — | — | 3.3 | 3.054 | MN | 8,639.59 | 21,427.08 | 6/26/2013 | 5/3/2015 | ||||||||||||||||
38141GRC0 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 9,283,045.00 | 9,067,825.69 | 9,250,000.00 | 9,278,646.81 | (210,821.12 | ) | (7,995.4 | ) | — | — | 2.375 | 2.299 | JJ | 97,028.65 | (2,968.74 | ) | 6/25/2013 | 1/22/2018 | |||||||||||||
38141GVK7 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 5,350,000.00 | 5,300,512.34 | 5,350,000.00 | 5,350,000 | (49,487.66 | ) | — | — | — | 1.476 | 1.476 | JAJO | 13,596.02 | — | 4/25/2013 | 4/30/2018 | |||||||||||||||
38143USB8 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 992,410 | 1,002,609.94 | 1,000,000.00 | 998,184.77 | 4,425.17 | (877.95 | ) | — | — | 1.273 | 1.566 | FMAN | 1,945.01 | 58,163.02 | 7/12/2011 | 2/7/2014 | |||||||||||||||
40414LAB5 | HCP CORP BND | 2,982,845.25 | 3,007,516.75 | 2,975,000.00 | 2,976,572.4 | 30,944.35 | (1,321.14 | ) | — | — | 2.7 | 2.608 | FA | 33,468.75 | 40,162.5 | 1/20/2011 | 2/1/2014 | |||||||||||||||
40428HPG1 | HSBC BANK USA INC SENIOR CORP BND | 1,596,592.00 | 1,638,000.13 | 1,600,000.00 | 1,598,130.8 | 39,869.33 | (8,542.01 | ) | — | — | 2.375 | 2.449 | FA | 14,566.67 | 125,875 | 2/8/2012 | 2/13/2015 | |||||||||||||||
40428HPH9 | HSBC BANK USA INC SENIOR CORP BND | 6,072,582.60 | 5,921,763.93 | 6,090,000.00 | 6,074,362.81 | (152,598.88 | ) | 1,686.16 | — | — | 1.625 | 1.684 | JJ | 52,505.1 | — | 12/13/2012 | 1/16/2018 | |||||||||||||||
41283LAA3 | HARLEY-DAVIDSON FINANCIAL CORP BND 144A | 5,354,250 | 5,452,332.43 | 5,250,000.00 | 5,316,273.71 | 136,058.72 | (11,561.1 | ) | — | — | 3.875 | 3.381 | MS | 59,901.05 | 101,718.75 | 10/27/2011 | 3/15/2016 | |||||||||||||||
423074AJ2 | HEINZ H. J. COMPANY CORP BND | 3,203,550.00 | 3,007,500 | 3,000,000.00 | 3,005,445.86 | 2,054.14 | (70,301.26 | ) | — | — | 5.35 | 0.641 | JJ | 74,008.33 | 80,250.00 | 1/31/2012 | 7/15/2013 | |||||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 1,321,912.75 | 1,325,235.24 | 1,325,000.00 | 1,322,898.87 | 2,336.37 | 510.35 | — | — | 1.5 | 1.549 | MN | 3,312.5 | 21,187.5 | 11/8/2011 | 11/1/2016 | ||||||||||||||||
428236AT0 | HEWLETT-PACKARD CO CORP BND | 6,576,217.00 | 6,176,178.25 | 5,975,000.00 | 6,062,185.06 | 113,993.19 | (63,175.55 | ) | — | — | 6.125 | 3.889 | MS | 121,989.58 | 182,984.38 | 10/26/2009 | 3/1/2014 | |||||||||||||||
428236AV5 | HEWLETT-PACKARD CO CORP BND | 8,728,518.65 | 8,337,245.24 | 8,079,000.00 | 8,226,125.06 | 111,120.18 | (77,907.06 | ) | — | — | 4.75 | 2.733 | JD | 30,913.4 | 191,876.25 | 4/9/2010 | 6/2/2014 | |||||||||||||||
428236BJ1 | HEWLETT-PACKARD CO CORP BND | 8,105,000.00 | 8,065,285.66 | 8,105,000.00 | 8,105,000.00 | (39,714.34 | ) | — | — | — | 0.673 | 0.654 | FMAN | 4,846.79 | 28,463.34 | 5/25/2011 | 5/30/2014 | |||||||||||||||
428236BW2 | HEWLETT-PACKARD CO UNSEC CORP BND | 1,874,718.75 | 1,873,591.67 | 1,875,000.00 | 1,874,783.74 | (1,192.07 | ) | 284.32 | — | — | 2.6 | 2.603 | MS | 14,354.17 | 44,597.22 | 3/7/2012 | 9/15/2017 | |||||||||||||||
44923QAB0 | HYUNDAI CAPITAL AMERICA CORP BND 144A | 1,991,020.00 | 2,053,592.38 | 2,000,000.00 | 1,993,372.52 | 60,219.86 | 763.9 | — | — | 4 | 4.092 | JD | 5,111.11 | 40,000 | 12/1/2011 | 6/8/2017 | ||||||||||||||||
458140AH3 | INTEL CORP CORP BND | 1,797,246 | 1,843,220.21 | 1,800,000.00 | 1,798,194.25 | 45,025.96 | 265.43 | — | — | 1.95 | 1.982 | AO | 8,775 | 17,550 | 9/14/2011 | 10/1/2016 |
459200GN5 | INTERNATIONAL BUSINESS MACHINE CORP BND | 1,250,026.50 | 1,144,473.75 | 1,125,000.00 | 1,133,838.78 | 10,634.97 | (14,980.37 | ) | — | — | 6.5 | 3.737 | AO | 15,437.5 | 36,562.5 | 6/11/2009 | 10/15/2013 | |||||||||||||||
459200GX3 | INTERNATIONAL BUSINESS MACHINE CORP BND | 2,598,825 | 2,560,358.43 | 2,500,000.00 | 2,589,422.41 | (29,063.98 | ) | (9,402.59 | ) | — | — | 1.95 | 0.764 | JJ | 21,531.25 | (5,687.5 | ) | 2/27/2013 | 7/22/2016 | |||||||||||||
459200HB0 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,127,963.50 | 4,152,519.96 | 4,150,000.00 | 4,137,158.35 | 15,361.61 | 4,683.52 | — | — | 0.55 | 0.745 | FA | 9,193.4 | 15,491.67 | 5/1/2012 | 2/6/2015 | ||||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 3,260,491.75 | 3,232,983.35 | 3,275,000.00 | 3,264,459.08 | (31,475.73 | ) | 1,420.01 | — | — | 1.25 | 1.342 | FA | 16,488.71 | 20,468.75 | 2/22/2012 | 2/6/2017 | |||||||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE SENIOR | 4,542,447.00 | 4,567,518.64 | 4,550,000.00 | 4,545,292.65 | 22,225.99 | 1,477.81 | — | — | 0.75 | 0.806 | MN | 4,739.58 | 24,312.5 | 5/8/2012 | 5/11/2015 | ||||||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR | 1,149,710.10 | 1,124,129.53 | 1,155,000.00 | 1,150,115.54 | (25,986.01 | ) | 2,615.71 | — | — | 1.25 | 1.345 | FA | 5,734.89 | 31,451.05 | 2/5/2013 | 2/8/2018 | |||||||||||||||
459200HM6 | INTERNATIONAL BUSINESS MACHINE SENIOR | 4,962,450.00 | 4,673,762.5 | 5,000,000.00 | 4,963,203.43 | (289,440.93 | ) | 753.43 | — | — | 1.625 | 1.739 | MN | 12,187.5 | — | 5/2/2013 | 5/15/2020 | |||||||||||||||
46623EJB6 | JP MORGAN CHASE & CO SENIOR CORP BND | 913,842.00 | 910,931.03 | 900,000.00 | 913,642.47 | (2,711.44 | ) | (199.53 | ) | — | — | 1.398 | 0.738 | MJSD | 244.57 | 176.02 | 6/14/2013 | 9/22/2015 | ||||||||||||||
46623EJF7 | JP MORGAN CHASE & CO CORP BND MTN | 775,000.00 | 777,999.25 | 775,000.00 | 775,000 | 2,999.25 | — | — | — | 1.075 | 1.103 | JAJO | 1,573.83 | 19,213.96 | 1/14/2011 | 1/24/2014 | ||||||||||||||||
46623EJP5 | JP MORGAN CHASE & CO SENIOR CORP BND MTN | 6,995,100.00 | 7,081,113.2 | 7,000,000.00 | 6,997,153.96 | 83,959.24 | 918.27 | — | — | 1.875 | 1.899 | MS | 36,822.92 | 90,609.39 | 3/14/2012 | 3/20/2015 | ||||||||||||||||
46623EJS9 | JP MORGAN CHASE & CO SENIOR CORP BND MTN | 5,431,411.8 | 5,413,500.43 | 5,400,000.00 | 5,428,235.33 | (14,734.9 | ) | (3,176.47 | ) | — | — | 0.937 | 0.737 | JAJO | 10,823.51 | 2,602.8 | 3/25/2013 | 10/15/2015 | ||||||||||||||
46623EJU4 | JP MORGAN CHASE & CO SENIOR CORP BND | 7,141,348.50 | 7,017,402.76 | 7,150,000.00 | 7,142,329.89 | (124,927.13 | ) | 1,250.41 | — | — | 1.125 | 1.166 | FA | 27,929.69 | 7,812.50 | 2/21/2013 | 2/26/2016 | |||||||||||||||
46623EJV2 | JP MORGAN CHASE & CO SENIOR CORP BND MTN | 3,000,000.00 | 2,993,789.97 | 3,000,000.00 | 3,000,000 | (6,210.03 | ) | — | — | — | 0.893 | 0.908 | FMAN | 2,529.46 | 16,471.93 | 2/21/2013 | 2/26/2016 | |||||||||||||||
46625HCE8 | JP MORGAN CHASE & CO CORP BND | 182,024.50 | 185,392.6 | 175,000.00 | 177,355.67 | 8,036.93 | (669.92 | ) | — | — | 4.75 | 3.908 | MS | 2,770.83 | 4,156.25 | 10/29/2009 | 3/1/2015 | |||||||||||||||
46625HGY0 | JP MORGAN CHASE & CO CORP BND | 5,050,445.00 | 4,831,963.25 | 4,250,000.00 | 5,032,032.16 | (200,068.91 | ) | (18,412.84 | ) | — | — | 6 | 1.763 | JJ | 117,583.33 | (89,250 | ) | 5/16/2013 | 1/15/2018 | |||||||||||||
46625HHP8 | JP MORGAN CHASE & CO CORP BND | 10,689,530.00 | 10,920,483.84 | 10,500,000.00 | 10,602,807.63 | 317,676.21 | (32,519.57 | ) | — | — | 3.7 | 3.045 | JJ | 173,745.83 | 194,250.00 | 8/30/2012 | 1/20/2015 | |||||||||||||||
46625HHX1 | JP MORGAN CHASE & CO CORP BND | 7,486,460.00 | 7,291,043.27 | 7,000,000.00 | 7,431,914.40 | (140,871.13 | ) | (56,093.97 | ) | — | — | 3.45 | 1.097 | MS | 80,500 | 74,941.67 | 3/8/2013 | 3/1/2016 | ||||||||||||||
46625HJA9 | JP MORGAN CHASE & CO CORP BND | 8,464,007.00 | 8,306,635.45 | 8,025,000.00 | 8,422,596.67 | (115,961.22 | ) | (56,456.24 | ) | — | — | 3.15 | 1.459 | JJ | 123,585.00 | 13,107.5 | 4/11/2013 | 7/5/2016 | ||||||||||||||
46625HJF8 | JP MORGAN CHASE & CO SENIOR CORP BND | 14,920,000.00 | 14,887,175.85 | 14,920,000.00 | 14,920,000.00 | (32,824.15 | ) | — | — | — | 1.176 | 1.201 | JAJO | 32,643.81 | 44,797.3 | 1/17/2013 | 1/25/2018 | |||||||||||||||
46625HJL5 | JP MORGAN CHASE & CO SENIOR CORP BND | 4,991,900.00 | 4,789,647.65 | 5,000,000.00 | 4,992,099.3 | (202,451.65 | ) | 199.3 | — | — | 1.625 | 1.659 | MN | 10,381.94 | — | 5/8/2013 | 5/15/2018 | |||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 127,586.38 | 125,000.00 | 123,406.98 | 4,179.4 | 97.3 | — | — | 2.95 | 3.15 | MS | 1,229.17 | 1,843.75 | 8/12/2010 | 9/1/2020 | ||||||||||||||||
478160AY0 | JOHNSON & JOHNSON SENIOR CORP BND | 526,270.00 | 517,761.69 | 500,000.00 | 520,200.58 | (2,438.89 | ) | (3,459.2 | ) | — | — | 2.15 | 0.726 | MN | 1,373.61 | 5,375 | 8/13/2012 | 5/15/2016 | ||||||||||||||
48126EAA5 | JP MORGAN CHASE & CO SENIOR CORP BND | 5,073,790.00 | 4,918,323.5 | 5,000,000.00 | 5,070,559.03 | (152,235.53 | ) | (2,815.98 | ) | — | — | 2 | 1.643 | FA | 37,777.78 | 85,388.89 | 4/8/2013 | 8/15/2017 | ||||||||||||||
487836BK3 | KELLOGG COMPANY SENIOR CORP BND | 1,200,000.00 | 1,201,961.65 | 1,200,000.00 | 1,200,000.00 | 1,961.65 | — | — | — | 0.505 | 0.522 | FMAN | 825 | 1,531.49 | 2/11/2013 | 2/13/2015 | ||||||||||||||||
494368BK8 | KIMBERLY-CLARK CORPORATION SENIOR CORP | 2,850,000.00 | 2,852,446.61 | 2,850,000.00 | 2,850,000 | 2,446.61 | — | — | — | 0.385 | 0.385 | FMAN | 1,189.24 | — | 5/20/2013 | 5/15/2016 | ||||||||||||||||
50076QAK2 | KRAFT FOODS GROUP INC SENIOR CORP BND | 1,394,895.5 | 1,383,351.52 | 1,370,000.00 | 1,391,234.54 | (7,883.02 | ) | (3,660.96 | ) | — | — | 1.625 | 0.812 | JD | 1,669.69 | 5,828.33 | 2/26/2013 | 6/4/2015 | ||||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 3,718,985.96 | 3,765,838.25 | 3,725,000.00 | 3,719,623.3 | 46,214.95 | 637.34 | — | — | 2.25 | 1.396 | JD | 6,053.13 | 32,360.93 | 1/16/2013 | 6/5/2017 | ||||||||||||||||
565849AJ5 | MARATHON OIL CORP SENIOR CORP BND | 999,880.00 | 992,846.22 | 1,000,000.00 | 999,906.62 | (7,060.4 | ) | 19.8 | — | — | 0.9 | 0.904 | MN | 1,500 | 4,550 | 10/24/2012 | 11/1/2015 | |||||||||||||||
581557AY1 | MCKESSON CORP SENIOR CORP BND | 1,005,660.00 | 999,000.78 | 1,000,000.00 | 1,004,971.47 | (5,970.69 | ) | (688.53 | ) | — | — | 0.95 | 0.743 | JD | 712.50 | 2,533.33 | 2/25/2013 | 12/4/2015 | ||||||||||||||
585055AU0 | MEDTRONIC INC CORP BND | 526,905.00 | 513,587 | 500,000.00 | 523,929.39 | (10,342.39 | ) | (2,975.61 | ) | — | — | 2.625 | 0.833 | MS | 3,864.58 | 619.79 | 2/25/2013 | 3/15/2016 | ||||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825.00 | 3,349,897.56 | 3,450,000.00 | 3,445,087.41 | (95,189.85 | ) | 474.93 | — | — | 1.375 | 1.406 | AO | 12,518.23 | 10,312.50 | 3/19/2013 | 4/1/2018 | |||||||||||||||
589331AK3 | MERCK & CO INC CORP BND | 8,701,862.50 | 8,550,836.8 | 8,000,000.00 | 8,243,055.22 | 307,781.58 | (69,881.59 | ) | — | — | 4.75 | 2.871 | MS | 126,666.67 | 190,000 | 2/17/2010 | 3/1/2015 | |||||||||||||||
589331AP2 | MERCK & CO INC CORP BND | 323,034 | 319,342.87 | 300,000.00 | 321,028.45 | (1,685.58 | ) | (2,005.55 | ) | — | — | 4 | 0.47 | JD | 33.33 | 2,266.67 | 4/17/2013 | 6/30/2015 | ||||||||||||||
58933YAD7 | MERCK & CO INC SENIOR CORP BND | 2,319,373.60 | 2,299,345.83 | 2,320,000.00 | 2,319,397.23 | (20,051.4 | ) | 23.63 | — | — | 0.7 | 0.709 | MN | 1,849.56 | — | 5/15/2013 | 5/18/2016 |
58933YAE5 | MERCK & CO INC SENIOR CORP BND | 751,375.50 | 749,895 | 750,000.00 | 751,362.66 | (1,467.66 | ) | (12.84 | ) | — | — | 0.464 | 0.402 | FMAN | 406.09 | (309.4 | ) | 6/18/2013 | 5/18/2016 | |||||||||||||
58933YAG0 | MERCK & CO INC SENIOR CORP BND | 12,647,731.45 | 12,328,926.28 | 12,705,000.00 | 12,648,730.97 | (319,804.69 | ) | 999.52 | — | — | 1.3 | 1.394 | MN | 18,810.47 | (1,877.78 | ) | 5/29/2013 | 5/18/2018 | ||||||||||||||
594918AB0 | MICROSOFT CORP CORP BND | 2,254,225.19 | 2,192,062.85 | 2,141,000.00 | 2,189,000.54 | 3,062.31 | (25,886.82 | ) | — | — | 2.95 | 0.499 | JD | 5,263.3 | 31,579.75 | 3/26/2012 | 6/1/2014 | |||||||||||||||
594918AS3 | MICROSOFT CORP SENIOR CORP BND | 12,022,421.10 | 11,674,431.57 | 12,030,000.00 | 12,022,662.51 | (348,230.94 | ) | 241.41 | — | — | 1 | 1.013 | MN | 19,715.84 | — | 4/25/2013 | 5/1/2018 | |||||||||||||||
595620AD7 | MIDAMERICAN ENERGY CO CORP BND | 7,830,728 | 7,554,024 | 7,200,000.00 | 7,388,370.15 | 165,653.85 | (132,724.78 | ) | — | — | 4.65 | 2.511 | AO | 83,700.01 | 348,848.17 | 11/8/2012 | 10/1/2014 | |||||||||||||||
6174467N3 | MORGAN STANLEY CORP BND | 2,400,983.75 | 2,473,402.54 | 2,375,000.00 | 2,386,855.55 | 86,546.99 | (2,750.1 | ) | — | — | 4 | 3.745 | JJ | 41,430.56 | 47,500.00 | 10/15/2010 | 7/24/2015 | |||||||||||||||
6174467U7 | MORGAN STANLEY SENIOR CORP BND | 7,994,320 | 7,653,869.6 | 8,000,000.00 | 7,994,518.14 | (340,648.54 | ) | 236.26 | — | — | 2.125 | 2.14 | AO | 31,166.67 | 6,087.24 | 4/22/2013 | 4/25/2018 | |||||||||||||||
617446B99 | MORGAN STANLEY CORP BND | 469,255 | 498,665.01 | 500,000.00 | 496,003.8 | 2,661.21 | 3,736.29 | — | — | 0.579 | 2.096 | JAJO | 667.92 | 1,588.40 | 10/22/2009 | 1/9/2014 | ||||||||||||||||
61746BDG8 | MORGAN STANLEY SENIOR CORP BND | 6,715,492.50 | 6,673,128.3 | 6,750,000.00 | 6,716,296.35 | (43,168.05 | ) | 1,623.48 | — | — | 1.75 | 1.944 | FA | 41,343.75 | 7,145.84 | 6/26/2013 | 2/25/2016 | |||||||||||||||
61746BDH6 | MORGAN STANLEY SENIOR CORP BND | 854,845.00 | 847,603.02 | 850,000.00 | 854,539.05 | (6,936.03 | ) | (305.95 | ) | — | — | 1.523 | 1.336 | FMAN | 1,330.29 | 7,946.65 | 4/22/2013 | 2/25/2016 | ||||||||||||||
61747WAE9 | MORGAN STANLEY CORP BND | 750,000.00 | 754,379.94 | 750,000.00 | 750,000.00 | 4,379.94 | (4,423.62 | ) | — | — | 1.875 | 1.903 | JAJO | 2,656.39 | 64,727.74 | 1/20/2011 | 1/24/2014 | |||||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 2,928,431.00 | 2,809,458 | 2,700,000.00 | 2,761,691.18 | 47,766.82 | (34,675.17 | ) | — | — | 6 | 3.302 | MN | 21,600 | 81,000 | 1/6/2011 | 5/13/2014 | |||||||||||||||
61747YCJ2 | MORGAN STANLEY CORP BND | 7,641,849.00 | 7,210,943.47 | 6,700,000.00 | 7,586,737.37 | (375,793.9 | ) | (55,111.63 | ) | — | — | 5.625 | 3.259 | MS | 102,593.75 | 61,062.50 | 2/11/2013 | 9/23/2019 | ||||||||||||||
61747YDD4 | MORGAN STANLEY CORP BND | 2,127,340.00 | 2,073,594.98 | 2,000,000.00 | 2,115,230.99 | (41,636.01 | ) | (12,109.01 | ) | — | — | 3.8 | 1.704 | AO | 13,088.89 | 10,133.33 | 3/6/2013 | 4/29/2016 | ||||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 2,192,640.00 | 2,124,689.64 | 2,000,000.00 | 2,176,123.51 | (51,433.87 | ) | (30,496.32 | ) | — | — | 4.75 | 2.271 | MS | 26,125.00 | 103,883.16 | 2/13/2013 | 3/22/2017 | ||||||||||||||
628530AL1 | MYLAN INC/PA CORP BND 144A | 6,704,500.00 | 6,589,500.35 | 5,750,000.00 | 6,679,203.88 | (89,703.53 | ) | (25,296.12 | ) | — | — | 7.875 | 1.685 | JJ | 208,796.88 | (174,835.94 | ) | 5/30/2013 | 7/15/2020 | |||||||||||||
628530AZ0 | MYLAN INC/PA SENIOR CORP BND 144A | 2,877,840.00 | 2,876,310.78 | 2,880,000.00 | 2,877,851.53 | (1,540.75 | ) | 11.53 | — | — | 1.8 | 1.826 | JD | 864 | — | 6/18/2013 | 6/24/2016 | |||||||||||||||
628530BA4 | MYLAN INC/PA SENIOR CORP BND 144A | 1,496,865.00 | 1,488,315.47 | 1,500,000.00 | 1,496,874.67 | (8,559.2 | ) | 9.67 | — | — | 2.6 | 2.6 | JD | 650.00 | — | 6/21/2013 | 6/24/2018 | |||||||||||||||
63254AAC2 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 3,297,888.00 | 3,345,054.74 | 3,300,000.00 | 3,298,509.58 | 46,545.16 | 346.01 | — | — | 1.6 | 1.622 | FA | 21,120.00 | 26,400.00 | 7/26/2012 | 8/7/2015 | |||||||||||||||
63254AAF5 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 4,326,340.75 | 4,298,484.16 | 4,325,000.00 | 4,326,213.27 | (27,729.11 | ) | (127.48 | ) | — | — | 0.9 | 0.889 | JJ | 17,191.88 | (6,055.00 | ) | 3/13/2013 | 1/20/2016 | ||||||||||||
637432MP7 | NATIONAL RURAL UTILITIES COOP CORP BND | 2,462,145.40 | 2,483,939.35 | 2,470,000.00 | 2,465,809.36 | 18,129.99 | 1,300.42 | — | — | 1 | 1.108 | FA | 10,223.06 | 12,350 | 1/26/2012 | 2/2/2015 | ||||||||||||||||
63743HEG3 | NATIONAL RURAL UTILITIES COOP SENIOR | 6,000,000.00 | 5,999,994.54 | 6,000,000.00 | 6,000,000 | (5.46 | ) | — | — | — | 0.523 | 0.523 | FMAN | 2,875.13 | — | 5/21/2013 | 5/27/2016 | |||||||||||||||
63946BAB6 | NBCUNIVERSAL MEDIA LLC CORP BND | 577,289.62 | 569,586.71 | 542,000.00 | 564,561.49 | 5,025.22 | (6,023.73 | ) | — | — | 3.65 | 1.34 | AO | 3,352.12 | 9,891.5 | 6/7/2012 | 4/30/2015 | |||||||||||||||
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP | 6,254,687.50 | 6,304,375.19 | 6,250,000.00 | 6,254,448.46 | 49,926.73 | (239.04 | ) | — | — | 0.965 | 0.95 | JAJO | 17,423.61 | (1,172.87 | ) | 3/20/2013 | 4/15/2018 | ||||||||||||||
665859AJ3 | NORTHERN TRUST CORPORATION CORP BND | 6,612,205 | 6,538,609.37 | 6,500,000 | 6,503,501.03 | 35,108.34 | (13,952.18 | ) | — | — | 5.5 | 5.057 | FA | 135,055.56 | 178,750.00 | 3/23/2009 | 8/15/2013 | |||||||||||||||
666807BF8 | NORTHROP GRUMMAN CORP SENIOR CORP BND | 5,983,440.00 | 5,836,864.92 | 6,000,000.00 | 5,983,708.36 | (146,843.44 | ) | 268.36 | — | — | 1.75 | 1.808 | JD | 9,041.67 | — | 5/28/2013 | 6/1/2018 | |||||||||||||||
66989HAA6 | NOVARTIS CAPITAL CORP CORP BND | 1,623,326.25 | 1,660,896.25 | 1,625,000.00 | 1,624,777.06 | 36,119.19 | 178.07 | — | — | 4.125 | 4.148 | FA | 26,253.91 | 33,515.63 | 2/4/2009 | 2/10/2014 | ||||||||||||||||
66989HAC2 | NOVARTIS CAPITAL CORP CORP BND | 10,233,100.00 | 10,406,546.80 | 10,000,000.00 | 10,203,299.24 | 203,247.56 | (42,502.31 | ) | — | — | 2.9 | 1.747 | AO | 53,972.22 | 101,500.00 | 2/7/2013 | 4/24/2015 | |||||||||||||||
68389XAN5 | ORACLE CORP SENIOR CORP BND | 6,578,599.30 | 6,409,204.87 | 6,590,000.00 | 6,580,118.71 | (170,913.84 | ) | 1,591.06 | — | — | 1.2 | 1.236 | AO | 16,694.66 | 47,170.01 | 10/18/2012 | 10/15/2017 | |||||||||||||||
69349LAH1 | PNC BANK NATIONAL ASSOCIATION SENIOR | 6,438,647.60 | 6,400,117.01 | 6,440,000.00 | 6,438,837.44 | (38,720.43 | ) | 189.84 | — | — | 0.8 | 0.807 | JJ | 21,896 | — | 1/23/2013 | 1/28/2016 | |||||||||||||||
69349LAJ7 | PNC BANK NATIONAL ASSOCIATION SENIOR | 5,655,000.00 | 5,636,025.78 | 5,655,000.00 | 5,655,000 | (18,974.22 | ) | — | — | — | 0.586 | 0.611 | JAJO | 5,795.24 | 8,726.84 | 1/23/2013 | 1/28/2016 | |||||||||||||||
69349LAL2 | PNC BANK NATIONAL ASSOCIATION SENIOR | 3,250,000.00 | 3,231,897.53 | 3,250,000.00 | 3,250,000 | (18,102.47 | ) | — | — | — | 0.596 | 0.596 | JAJO | 3,387.48 | — | 4/24/2013 | 4/29/2016 | |||||||||||||||
69362BAS1 | PSEG POWER LLC CORP BND | 1,099,885.31 | 1,107,674.1 | 1,000,000.00 | 1,055,914.48 | 51,759.62 | (8,101.51 | ) | — | — | 5.32 | 3.462 | MS | 15,664.44 | 26,600 | 9/15/2010 | 9/15/2016 | |||||||||||||||
69371RK70 | PACCAR FINANCIAL CORP UNSECURED CORP BND | 1,500,000 | 1,502,803.14 | 1,500,000.00 | 1,500,000.00 | 2,803.14 | — | — | — | 0.523 | 0.718 | MJSD | 566.91 | 4,148.40 | 6/5/2012 | 6/5/2014 |
69371RL20 | PACCAR FINANCIAL CORP SENIOR CORP BND | 2,906,042.40 | 2,888,075.77 | 2,910,000.00 | 2,906,558.04 | (18,482.27 | ) | 515.64 | — | — | 0.8 | 0.846 | FA | 9,247.33 | — | 2/5/2013 | 2/8/2016 | |||||||||||||||
69371RL38 | PACCAR FINANCIAL CORP SENIOR CORP BND | 3,700,000.00 | 3,716,515.51 | 3,700,000.00 | 3,700,000.00 | 16,515.51 | — | — | — | 0.545 | 0.563 | FMAN | 3,025.31 | 5,137.08 | 2/5/2013 | 2/8/2016 | ||||||||||||||||
69371RL46 | PACCAR FINANCIAL CORP CORP BND MTN | 5,996,280.00 | 5,941,673.58 | 6,000,000.00 | 5,996,433.52 | (54,759.94 | ) | 153.52 | — | — | 0.75 | 0.771 | MN | 5,625 | — | 5/9/2013 | 5/16/2016 | |||||||||||||||
709599AG9 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 824,678.25 | 838,233 | 825,000.00 | 824,831.87 | 13,401.13 | 80.15 | — | — | 2.5 | 2.52 | JJ | 9,739.58 | 10,197.92 | 7/10/2012 | 7/11/2014 | ||||||||||||||||
709599AJ3 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 8,529,435 | 8,578,919.02 | 8,500,000.00 | 8,527,187.52 | 51,731.5 | (2,993.11 | ) | — | — | 2.5 | 2.376 | MS | 62,569.45 | 83,645.84 | 2/21/2013 | 3/15/2016 | |||||||||||||||
713448BK3 | PEPSICO INC CORP BND | 5,213,923.00 | 5,338,696 | 5,225,000.00 | 5,223,396.63 | 115,299.37 | 1,190.04 | — | — | 3.75 | 3.797 | MS | 65,312.5 | 102,507.81 | 2/25/2009 | 3/1/2014 | ||||||||||||||||
713448BX5 | PEPSICO INC SENIOR CORP BND | 999,560.00 | 1,000,468.83 | 1,000,000.00 | 999,752.49 | 716.34 | 170.38 | — | — | 0.75 | 0.765 | MS | 2,416.67 | 15,760.83 | 2/29/2012 | 3/5/2015 | ||||||||||||||||
713448CE6 | PEPSICO INC SENIOR CORP BND | 1,799,370.00 | 1,781,954.56 | 1,800,000.00 | 1,799,440.04 | (17,485.48 | ) | 109.9 | — | — | 0.7 | 0.712 | FA | 4,235 | 2,391.67 | 2/25/2013 | 2/26/2016 | |||||||||||||||
713448CF3 | PEPSICO INC SENIOR CORP BND | 6,925,418.25 | 6,935,872.12 | 6,925,000.00 | 6,925,416.97 | 10,455.15 | (1.28 | ) | — | — | 0.483 | 0.494 | FMAN | 3,343.05 | 11,018.88 | 6/27/2013 | 2/26/2016 | |||||||||||||||
717081DA8 | PFIZER INC CORP BND | 555,530.00 | 538,528.44 | 500,000.00 | 519,640.96 | 18,887.48 | (5,519.16 | ) | — | — | 5.35 | 2.971 | MS | 7,876.39 | 13,375 | 2/17/2010 | 3/15/2015 | |||||||||||||||
717081DF7 | PFIZER INC SENIOR CORP BND | 8,000,000.00 | 8,023,519.28 | 8,000,000.00 | 8,000,000 | 23,519.28 | — | — | — | 0.575 | 0.575 | MJSD | 3,575.6 | — | 5/28/2013 | 6/15/2018 | ||||||||||||||||
717081DG5 | PFIZER INC SENIOR CORP BND | 1,973,854.50 | 1,938,853.85 | 1,975,000.00 | 1,973,868.54 | (35,014.69 | ) | 14.04 | — | — | 1.5 | 1.512 | JD | 2,304.17 | — | 5/28/2013 | 6/15/2018 | |||||||||||||||
718172AG4 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 6,752,028.00 | 6,168,863 | 5,900,000.00 | 6,070,520.89 | 98,342.11 | (191,485.48 | ) | — | — | 6.875 | 2.746 | MS | 117,180.55 | 275,907.13 | 3/4/2013 | 3/17/2014 | |||||||||||||||
718172AX7 | PHILIP MORRIS INTERNATIONAL IN SENIOR | 3,845,000.00 | 3,843,192.97 | 3,845,000.00 | 3,845,000.00 | (1,807.03 | ) | — | — | — | 0.323 | 0.337 | FMAN | 1,240.97 | 2,988.34 | 2/26/2013 | 2/26/2015 | |||||||||||||||
718546AE4 | PHILLIPS 66 SENIOR CORP BND | 3,273,920.30 | 3,327,071.88 | 3,275,000.00 | 3,274,160.83 | 52,911.05 | 260.06 | — | — | 1.95 | 0.894 | MS | 20,577.92 | 8,822.38 | 1/24/2013 | 3/5/2015 | ||||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 1,674,798.35 | 1,729,119.42 | 1,675,000.00 | 1,674,858.44 | 54,260.98 | (2,685.6 | ) | — | — | 2.95 | 1.542 | MN | 8,235.42 | 36,846.32 | 1/24/2013 | 5/1/2017 | |||||||||||||||
74005PBE3 | PRAXAIR INC SENIOR CORP BND | 10,143,707.00 | 10,080,294.67 | 10,150,000.00 | 10,144,453.08 | (64,158.41 | ) | 1,051.41 | — | — | 0.75 | 0.771 | FA | 27,489.58 | 11,312.5 | 2/13/2013 | 2/21/2016 | |||||||||||||||
74005PBH6 | PRAXAIR INC SENIOR CORP BND | 4,997,900 | 4,791,253.65 | 5,000,000.00 | 4,997,955.29 | (206,701.64 | ) | 55.29 | — | — | 1.25 | 1.258 | MN | 9,375 | — | 4/29/2013 | 11/7/2018 | |||||||||||||||
740189AK1 | PRECISION CASTPARTS CORP SENIOR CORP BND | 6,215,538.00 | 6,036,984.77 | 6,225,000.00 | 6,216,515.29 | (179,530.52 | ) | 926.33 | — | — | 1.25 | 1.281 | JJ | 41,283.86 | — | 12/17/2012 | 1/15/2018 | |||||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 1,026,420.00 | 1,009,345.17 | 1,000,000.00 | 1,024,034.86 | (14,689.69 | ) | (1,559.58 | ) | — | — | 1.45 | 0.671 | FA | 5,477.78 | 34,276.39 | 3/5/2013 | 8/15/2016 | ||||||||||||||
742718DX4 | PROCTER & GAMBLE COMPANY CORP BND | 1,960,000.00 | 1,959,078.86 | 1,960,000.00 | 1,960,000 | (921.14 | ) | — | — | — | 0.193 | 0.451 | FMAN | 578.23 | 2,210.04 | 2/1/2012 | 2/6/2014 | |||||||||||||||
74456QAY2 | PUBLIC SERVICE ELECTRIC AND GA CORP BND | 7,818,200.25 | 7,843,183.74 | 7,825,000.00 | 7,822,385.37 | 20,798.37 | 1,150.01 | — | — | 0.85 | 0.88 | FA | 25,126.94 | 33,256.25 | 9/12/2011 | 8/15/2014 | ||||||||||||||||
761713AV8 | REYNOLDS AMERICAN INC SENIOR CORP BND | 748,942.50 | 748,419.51 | 750,000.00 | 749,175.58 | (756.07 | ) | 173.53 | — | — | 1.05 | 1.098 | AO | 1,334.38 | 3,937.5 | 10/24/2012 | 10/30/2015 | |||||||||||||||
78355HJR1 | RYDER SYSTEM INC. CORP BND MTN | 1,871,662.5 | 1,918,541.48 | 1,875,000.00 | 1,872,756.64 | 45,784.84 | 263.12 | — | — | 3.5 | 3.533 | JD | 5,468.75 | 32,812.5 | 5/17/2011 | 6/1/2017 | ||||||||||||||||
78355HJU4 | RYDER SYSTEM INC. SENIOR CORP BND MTN | 4,994,450.00 | 4,840,072.65 | 5,000,000.00 | 4,994,749.12 | (154,676.47 | ) | 299.12 | — | — | 2.35 | 2.37 | FA | 40,798.61 | — | 2/19/2013 | 2/26/2019 | |||||||||||||||
78387GAP8 | AT&T INC CORP BND | 1,061,005.47 | 1,050,956 | 1,000,000.00 | 1,020,013.68 | 30,942.32 | (7,988.14 | ) | — | — | 5.1 | 3.392 | MS | 15,016.67 | 25,500 | 11/12/2010 | 9/15/2014 | |||||||||||||||
828807CM7 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 7,122,493.25 | 6,876,920.24 | 7,145,000.00 | 7,124,808.04 | (247,887.8 | ) | 2,159.47 | — | — | 1.5 | 1.564 | FA | 57,755.42 | — | 12/10/2012 | 2/1/2018 | |||||||||||||||
857477AJ2 | STATE STREET BOSTON CORP CORP BND | 5,000,000 | 5,008,573.3 | 5,000,000.00 | 5,000,000 | 8,573.3 | — | — | — | 0.624 | 0.66 | MJSD | 2,081.5 | 16,320.31 | 3/2/2011 | 3/7/2014 | ||||||||||||||||
857477AK9 | STATE STREET BOSTON CORP SENIOR CORP BND | 6,244,000 | 6,057,018.24 | 6,250,000.00 | 6,244,148.59 | (187,130.35 | ) | 148.59 | — | — | 1.35 | 1.37 | MN | 10,781.25 | — | 5/8/2013 | 5/15/2018 | |||||||||||||||
863667AD3 | STRYKER CORP SENIOR CORP BND | 4,978,250.00 | 4,838,021.45 | 5,000,000.00 | 4,979,364.48 | (141,343.03 | ) | 1,114.48 | — | — | 1.3 | 1.39 | AO | 17,333.33 | — | 3/20/2013 | 4/1/2018 | |||||||||||||||
871829AP2 | SYSCO CORP CORP BND | 1,241,487.50 | 1,246,096.71 | 1,250,000.00 | 1,244,449.95 | 1,646.76 | 1,959.79 | — | — | 0.55 | 0.78 | JD | 362.85 | 5,835.35 | 6/6/2012 | 6/12/2015 | ||||||||||||||||
87612EAX4 | TARGET CORPORATION CORP BOND | 2,004,676.00 | 2,002,860.1 | 2,000,000.00 | 2,003,545.99 | (685.89 | ) | (1,130.01 | ) | — | — | 0.447 | 0.306 | JAJO | 1,838.08 | 1,261.33 | 2/26/2013 | 7/18/2014 | ||||||||||||||
88166HAD9 | TEVA PHARMACEUTICAL FINANCE IV SENIOR | 2,962,440.00 | 2,851,653.9 | 3,000,000.00 | 2,962,842.07 | (111,188.17 | ) | 402.07 | — | — | 2.25 | 2.451 | MS | 19,312.5 | (14,062.5 | ) | 5/29/2013 | 3/18/2020 | ||||||||||||||
882508AT1 | TEXAS INSTRUMENTS INC SENIOR CORP BND | 1,544,853.00 | 1,539,046.7 | 1,550,000.00 | 1,546,169.94 | (7,123.24 | ) | 2,299.69 | — | — | 0.45 | 0.569 | FA | 2,867.5 | 13,054.38 | 1/28/2013 | 8/3/2015 |
882508AV6 | TEXAS INSTRUMENTS INC SENIOR CORP BND | 1,981,400.00 | 1,911,105.67 | 2,000,000.00 | 1,981,932.68 | (70,827.01 | ) | 532.68 | — | — | 1 | 1.193 | MN | 2,944.44 | — | 5/1/2013 | 5/1/2018 | |||||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC CORP BND | 648,869.00 | 659,939.94 | 650,000.00 | 649,277.88 | 10,662.06 | 110.45 | — | — | 2.25 | 2.287 | FA | 5,525 | 7,312.50 | 8/9/2011 | 8/15/2016 | ||||||||||||||||
88579YAD3 | 3M CO CORP BND | 5,032,167.00 | 5,120,258.09 | 5,075,000.00 | 5,046,833.73 | 73,424.36 | 4,181.4 | — | — | 1.375 | 1.551 | MS | 17,832.99 | 34,890.63 | 9/26/2011 | 9/29/2016 | ||||||||||||||||
88732JAV0 | TIME WARNER CABLE INC CORP BND | 9,960,678.00 | 9,739,257.57 | 9,400,000.00 | 9,688,648.88 | 50,608.69 | (89,527.59 | ) | — | — | 3.5 | 1.53 | FA | 137,083.34 | 164,500.00 | 9/25/2012 | 2/1/2015 | |||||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 6,077,710.00 | 6,128,676.48 | 6,000,000.00 | 6,077,848.22 | 50,828.26 | (4,399.23 | ) | — | — | 2 | 1.579 | MS | 35,333.33 | 31,527.78 | 4/5/2013 | 9/15/2016 | |||||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 7,530,550.00 | 7,455,576.3 | 7,500,000.00 | 7,530,372.8 | (74,796.5 | ) | (2,324.85 | ) | — | — | 1.75 | 1.641 | MN | 14,218.75 | 55,052.08 | 2/13/2013 | 5/22/2017 | ||||||||||||||
89233P6S0 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,991,950.00 | 4,855,822.75 | 5,000,000.00 | 4,992,554.54 | (136,731.79 | ) | 604.54 | — | — | 1.25 | 1.286 | AO | 14,930.56 | 6,770.83 | 2/21/2013 | 10/5/2017 | |||||||||||||||
89233P7H3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 2,595,000.00 | 2,595,830.35 | 2,595,000.00 | 2,595,000.00 | 830.35 | — | — | — | 0.446 | 0.472 | JAJO | 2,218.79 | 3,062.1 | 1/17/2013 | 1/23/2015 | ||||||||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,997,950 | 4,962,630.85 | 5,000,000.00 | 4,998,032.7 | (35,401.85 | ) | 82.70 | — | — | 0.8 | 0.814 | MN | 4,888.9 | — | 5/14/2013 | 5/17/2016 | |||||||||||||||
900212AG6 | TURLOCK CORPORATION SENIOR CORP BND 144A | 1,173,719.25 | 1,145,034.77 | 1,175,000.00 | 1,173,870.16 | (28,835.39 | ) | 122.62 | — | — | 1.5 | 1.523 | MN | 2,888.55 | 7,931.25 | 11/14/2012 | 11/2/2017 | |||||||||||||||
904764AL1 | UNILEVER CAPITAL CORP SENIOR CORP BND | 845,520.00 | 832,911.98 | 800,000.00 | 840,537.84 | (7,625.86 | ) | (4,982.16 | ) | — | — | 2.75 | 0.784 | FA | 8,616.67 | (1,466.67 | ) | 2/27/2013 | 2/10/2016 | |||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 8,770,894.00 | 8,596,240.78 | 8,900,000.00 | 8,783,617.90 | (187,377.12 | ) | 8,780.85 | — | — | 0.85 | 1.178 | FA | 31,310.69 | 29,353.34 | 6/19/2013 | 8/2/2017 | |||||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 12,414,426.00 | 12,090,988.00 | 11,800,000.00 | 11,921,759.15 | 169,228.85 | (79,214.7 | ) | — | — | 3.875 | 2.478 | AO | 114,312.51 | 228,625.01 | 12/14/2011 | 4/1/2014 | |||||||||||||||
91159HGX2 | US BANCORP CORP BND | 999,020.00 | 1,030,876.01 | 1,000,000.00 | 999,579.35 | 31,296.66 | 98.14 | — | — | 2.45 | 2.471 | JJ | 10,480.56 | 12,250.00 | 7/22/2010 | 7/27/2015 | ||||||||||||||||
913017BU2 | UNITED TECH CORP SENIOR CORP BND | 9,706,645.10 | 9,726,492.27 | 9,715,000.00 | 9,708,394.23 | 18,098.04 | 804.91 | — | — | 1.8 | 1.818 | JD | 13,601 | 87,435 | 11/8/2012 | 6/1/2017 | ||||||||||||||||
913017BX6 | UNITED TECH CORP SENIOR CORP BND | 8,033,289.74 | 8,024,015.29 | 7,976,000.00 | 8,017,678.96 | 6,336.33 | (9,251.57 | ) | — | — | 0.775 | 0.661 | MJSD | 4,805.58 | 28,586.69 | 6/20/2013 | 6/1/2015 | |||||||||||||||
92343VAC8 | VERIZON FLORIDA LLC CORP BND | 2,261,852 | 2,218,713.08 | 2,000,000.00 | 2,236,440.29 | (17,727.21 | ) | (25,411.71 | ) | — | — | 5.55 | 0.973 | FA | 41,933.33 | (10,175 | ) | 3/13/2013 | 2/15/2016 | |||||||||||||
92343VAY0 | VERIZON FLORIDA LLC CORP BND | 2,277,581.00 | 2,251,712.46 | 2,150,000.00 | 2,269,735.45 | (18,022.99 | ) | (7,845.55 | ) | — | — | 3 | 0.944 | AO | 16,125.00 | (4,300.00 | ) | 4/22/2013 | 4/1/2016 | |||||||||||||
92343VAZ7 | VERIZON FLORIDA LLC CORP BND FRN | 2,000,000.00 | 2,005,899.96 | 2,000,000.00 | 2,000,000.00 | 5,899.96 | (4,949.46 | ) | — | — | 0.886 | 0.919 | MJSD | 147.60 | 30,600.28 | 3/23/2011 | 3/28/2014 | |||||||||||||||
92343VBD5 | VERIZON FLORIDA LLC CORP BND | 733,862.96 | 723,953.26 | 710,000.00 | 732,488.61 | (8,535.35 | ) | (699.21 | ) | — | — | 2 | 1.031 | MN | 2,366.67 | 24,813.89 | 4/11/2013 | 11/1/2016 | ||||||||||||||
92343VBF0 | VERIZON FLORIDA LLC SENIOR CORP BND | 2,245,230 | 2,176,506.09 | 2,250,000.00 | 2,245,835.36 | (69,329.27 | ) | 1,259.11 | — | — | 1.1 | 1.144 | MN | 4,125.01 | 47,241.93 | 11/2/2012 | 11/1/2017 | |||||||||||||||
92343VBK9 | VERIZON FLORIDA LLC SENIOR CORP BND 144A | 7,000,000 | 6,988,449.93 | 7,000,000.00 | 7,000,000 | (11,550.07 | ) | — | — | — | 0.474 | 0.481 | MJSD | 2,303.92 | 12,909.52 | 3/4/2013 | 3/6/2015 | |||||||||||||||
92344GAW6 | VERIZON FLORIDA LLC CORP BND | 6,784,125.00 | 6,781,498.94 | 6,250,000.00 | 6,473,171.41 | 308,327.53 | (47,983.28 | ) | — | — | 4.9 | 3.21 | MS | 90,173.61 | 153,125 | 2/17/2010 | 9/15/2015 | |||||||||||||||
92344SAJ9 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 6,369,194.90 | 5,664,902.82 | 5,529,000.00 | 5,620,095.98 | 44,806.84 | (120,605.75 | ) | — | — | 7.375 | 2.887 | MN | 52,103.14 | 203,881.88 | 11/8/2012 | 11/15/2013 | |||||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 15,246,234.80 | 15,452,286.5 | 15,050,000.00 | 15,087,636.57 | 364,649.93 | (32,017.97 | ) | — | — | 5.55 | 5.109 | FA | 348,031.27 | 417,637.50 | 2/22/2012 | 2/1/2014 | |||||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR | 6,003,420.00 | 5,839,024.68 | 6,000,000.00 | 6,003,415 | (164,390.32 | ) | (5 | ) | — | — | 1.2 | 1.186 | JJ | 34,600 | (5,600 | ) | 2/27/2013 | 1/15/2018 | |||||||||||||
92976WBA3 | WACHOVIA CORP CORP BND MTN | 527,500.00 | 502,095.00 | 500,000.00 | 500,478.92 | 1,616.08 | (2,777.97 | ) | — | — | 5.7 | 4.556 | FA | 11,875.00 | 14,250.00 | 1/31/2008 | 8/1/2013 | |||||||||||||||
931142BY8 | WAL-MART STORES INC CORP BND | 4,448,840.00 | 4,306,200.56 | 4,000,000.00 | 4,322,775.55 | (16,574.99 | ) | (80,248.59 | ) | — | — | 4.5 | 0.443 | JJ | 90,000.00 | 90,000.00 | 9/13/2012 | 7/1/2015 | ||||||||||||||
931142CR2 | WAL-MART STORES INC CORP BND | 993,090.00 | 1,039,687.19 | 1,000,000.00 | 997,462.07 | 42,225.12 | 695.07 | — | — | 2.875 | 3.025 | AO | 7,187.50 | 14,375.00 | 3/24/2010 | 4/1/2015 | ||||||||||||||||
931142CX9 | WAL-MART STORES INC CORP BND | 1,665,938.25 | 1,704,113.53 | 1,675,000.00 | 1,670,711.17 | 33,402.36 | 898.2 | — | — | 1.5 | 1.613 | AO | 4,606.25 | 12,562.5 | 10/18/2010 | 10/25/2015 | ||||||||||||||||
931142DC4 | WAL-MART STORES INC CORP BND | 1,664,281.50 | 1,631,168.29 | 1,550,000.00 | 1,641,795.76 | (10,627.47 | ) | (16,147.09 | ) | — | — | 2.8 | 0.654 | AO | 9,162.22 | 21,700.00 | 10/17/2012 | 4/15/2016 | ||||||||||||||
931142DE0 | WAL-MART STORES INC SENIOR CORP BND | 4,351,907.95 | 4,309,239.79 | 4,355,000.00 | 4,352,134.27 | (42,894.48 | ) | 287.27 | — | — | 0.6 | 0.624 | AO | 5,806.67 | 1,583.33 | 4/4/2013 | 4/11/2016 | |||||||||||||||
931142DF7 | WAL-MART STORES INC SENIOR CORP BND | 6,993,560.00 | 6,794,465.79 | 7,000,000.00 | 6,993,837.79 | (199,372 | ) | 351.28 | — | — | 1.125 | 1.144 | AO | 17,500.00 | 4,687.50 | 4/4/2013 | 4/11/2018 | |||||||||||||||
931422AD1 | WALGREEN CO CORP BND | 4,357,893.75 | 4,389,656.25 | 4,375,000.00 | 4,374,677.92 | 14,978.33 | 1,867.64 | — | — | 4.875 | 4.963 | FA | 88,867.19 | 106,640.63 | 7/14/2008 | 8/1/2013 |
949746NA5 | WELLS FARGO & COMPANY CORP BND | 253,705.26 | 255,822.94 | 257,000.00 | 254,527.05 | 1,295.89 | 520.69 | — | — | 0.476 | 1.061 | JAJO | 213.9 | 658.4 | 9/13/2012 | 10/28/2015 | ||||||||||||||||
94974BEU0 | WELLS FARGO & COMPANY CORP BND | 5,656,604 | 5,808,437.97 | 5,550,000.00 | 5,603,976.03 | 204,461.94 | (14,613.79 | ) | — | — | 3.625 | 3.059 | AO | 42,472.92 | 100,593.75 | 1/5/2012 | 4/15/2015 | |||||||||||||||
94974BEZ9 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,992,320 | 3,129,291.69 | 3,000,000.00 | 2,994,594.94 | 134,696.75 | 737.19 | — | — | 2.625 | 2.68 | JD | 3,500.00 | 39,375 | 12/5/2011 | 12/15/2016 | ||||||||||||||||
94974BFA3 | WELLS FARGO & COMPANY CORP BND | 4,517,475.00 | 4,525,808.27 | 4,500,000.00 | 4,512,269.87 | 13,538.4 | (7,622.51 | ) | — | — | 1.25 | 1.08 | FA | 21,562.50 | 63,656.25 | 6/26/2013 | 2/13/2015 | |||||||||||||||
94974BFE5 | WELLS FARGO & COMPANY SENIOR CORP BND | 19,603,325.87 | 19,683,281.15 | 19,526,000.00 | 19,593,332.8 | 89,948.35 | (11,546.37 | ) | — | — | 1.5 | 1.324 | JJ | 146,445.00 | 136,869.33 | 2/13/2013 | 7/1/2015 | |||||||||||||||
94974BFF2 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,231,519.40 | 2,224,354.04 | 2,200,000.00 | 2,226,541.16 | (2,187.12 | ) | (4,978.24 | ) | — | — | 1.197 | 0.627 | MJSD | 365.67 | 9,779.19 | 2/11/2013 | 6/26/2015 | ||||||||||||||
94974BFK1 | WELLS FARGO & COMPANY SENIOR CORP BND | 5,000,000 | 4,974,250.05 | 5,000,000.00 | 5,000,000 | (25,749.95 | ) | — | — | — | 0.906 | 0.906 | JAJO | 8,683.46 | — | 4/16/2013 | 4/23/2018 | |||||||||||||||
959802AQ2 | WESTERN UNION CO/THE SENIOR CORP BND | 2,041,237.20 | 2,063,576.49 | 2,045,000.00 | 2,041,916.14 | 21,660.35 | 605.41 | — | — | 2.375 | 2.439 | JD | 2,833.18 | 24,284.38 | 12/5/2012 | 12/10/2015 | ||||||||||||||||
976656CF3 | WISCONSIN ELECTRIC POWER COMPA SENIOR | 2,500,000.00 | 2,466,116.72 | 2,500,000.00 | 2,500,000 | (33,883.28 | ) | — | — | — | 1.7 | 1.7 | JD | 2,125 | — | 6/10/2013 | 6/15/2018 | |||||||||||||||
983024AE0 | WYETH CORP BND | 4,571,377.50 | 4,270,765 | 4,150,000.00 | 4,265,043.62 | 5,721.38 | (116,991.81 | ) | — | — | 5.5 | 0.746 | FA | 95,104.16 | 325,569.45 | 3/26/2012 | 2/1/2014 | |||||||||||||||
984121CF8 | XEROX CORPORATION SENIOR CORP BND | 1,298,375.00 | 1,315,096.42 | 1,300,000.00 | 1,298,772.92 | 16,323.5 | 181.10 | — | — | 2.95 | 2.977 | MS | 11,291.94 | 34,939.06 | 3/8/2012 | 3/15/2017 | ||||||||||||||||
BRS1D0A10 | SUNGARD DATA SYST INC. TERM LOAN | 875,281.01 | 899,738.84 | 895,485.28 | 889,896.45 | 9,842.39 | 10,352.46 | — | — | — | 0.933 | FMAN | — | 20,787.49 | 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 | UAL_12-2A TERM LOAN | — | — | — | — | — | 3,190.94 | — | — | — | — | FMAN | — | 51,489.81 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS3FZ588 | MITCHELL INTERNATIONAL INC SENIOR | 2,679,577.00 | 2,676,227.53 | 2,679,577.00 | 2,679,577 | (3,349.47 | ) | — | — | — | — | — | MJSD | — | 31,876.87 | 2/5/2013 | 3/28/2016 | |||||||||||||||
BRS448NT2 | COMMUNITY HLTH SYST INC TERM LOAN | — | — | — | — | — | 1,283.98 | — | — | — | — | JAJO | — | 592 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS4QJJM4 | DOLLAR GENERAL CORP LN1 TERM LOAN | — | — | — | — | — | — | — | — | — | — | JAJO | — | 16,584.2 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS4QJKV2 | FREESCALE SEMICONDUCTOR INC. TERM LOAN | — | — | — | — | — | 45,430.79 | — | — | — | — | MJSD | — | 64,187.63 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS5BXCY7 | ALLISON TRANSMISSION INC LN1 TERM LOAN | — | — | — | — | — | 559.18 | — | — | — | — | FMAN | — | 2,370.27 | 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 | — | — | — | — | — | 14,820.02 | — | — | — | — | FMAN | — | 25,319.37 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS8CFLV5 | SUNGARD DATA SYST INC. TERM LOAN | — | — | — | — | — | 12,363.16 | — | — | — | — | FMAN | — | 4,979.28 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS8R3U20 | HUNTSMAN INTL LLC TERM LOAN | 5,825,816.32 | 5,895,330.61 | 5,877,551.02 | 5,847,380.13 | 47,950.48 | 4,970.95 | — | — | — | 0.169 | FMAN | — | 79,276.22 | 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 | — | — | — | — | — | 42,023.19 | — | — | — | — | MJSD | — | 26,935.78 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 216,407.28 | 216,323.77 | 215,973.89 | 216,253.78 | 69.99 | (45.22 | ) | — | — | — | 0.589 | JAJO | — | 3,689.59 | 11/1/2011 | 00/00/0000 | |||||||||||||||
BRS9PGR33 | ARAMARK CORPORATION LOAN TERM | 3,184,500.77 | 3,289,346.23 | 3,284,026.11 | 3,217,067.54 | 72,278.69 | 10,567.31 | — | — | — | 0.654 | JAJO | — | 60,820.59 | 8/19/2011 | 00/00/0000 | ||||||||||||||||
BRS9SHAY8 | HCE-THE HEALTHCARE COMPANY LN1 TERM LOAN | 3,651,562.5 | 3,737,118.75 | 3,750,000 | 3,671,451.02 | 65,667.73 | 10,721.76 | — | — | — | 0.557 | FMAN | — | 91,323.29 | 6/28/2012 | 3/31/2017 | ||||||||||||||||
BRS9U2FN7 | CABLEVISION SYSTEMS CORPORATIO TERM LOAN | — | — | — | — | — | 73,674.99 | — | — | — | — | FMAN | — | 35,010.58 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS9W7N54 | MCC IOWA LLC TERM LOAN | — | — | — | — | — | 10,680.59 | — | — | — | — | MJSD | — | 36,370.94 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRS9XUH75 | LIVE NATION ENTERTAINMENT INC TERM LOAN | 536,741.56 | 542,740.13 | 539,438.76 | 537,280.98 | 5,459.15 | 332.33 | — | — | — | 0.118 | FMAN | — | 12,116.17 | 8/29/2012 | 11/3/2016 | ||||||||||||||||
BRS9YEPB2 | UPC FINANCING PARTNERSHIP TERM LOAN | 1,992,500.00 | 1,993,440.00 | 2,000,000.00 | 1,994,861.43 | (1,421.43 | ) | 567.87 | — | — | — | 0.056 | JAJO | — | 29,241.3 | 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 | ||||||||||||||||
BRSAG8QE5 | VNU GROUP B.V. CORP BND | — | — | — | — | — | 3,365.28 | — | — | — | — | FMAN | — | 29,363.99 | 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 | — | — | — | — | — | 75.9 | — | — | — | — | FMAN | — | 670.49 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAHW876 | LAS VEGAS SANDS LLC TERM LOAN | — | — | — | — | — | 432 | — | — | — | — | FMAN | — | 3,756.06 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAUE236 | DAVITA HEALTHCARE PARTNERS INC TERM LOAN | 4,921,867.1 | 4,964,477.84 | 4,936,708.85 | 4,925,359.35 | 39,118.49 | 1,755.18 | — | — | — | 0.069 | JAJO | — | 110,879.75 | 6/15/2012 | 10/20/2016 | ||||||||||||||||
BRSAWQ120 | UNIVISION COMMUN INC. TERM LOAN | — | — | — | — | — | 123,600.62 | — | — | — | — | MJSD | — | 58,465.86 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSAZTC86 | COMMUNITY HLTH SYST INC TERM LOAN | 7,730,573.15 | 7,817,811.31 | 7,799,171.29 | 7,749,742.98 | 68,068.33 | 1,015.91 | — | — | — | 0.13 | JAJO | — | 148,903.74 | 8/9/2012 | 1/25/2017 | ||||||||||||||||
BRSB5UM91 | TW TELECOM INC TERM LOAN | — | — | — | — | — | — | — | — | — | — | MJSD | — | 10,046.91 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSB90DJ1 | APPLIED SYSTEMS INC SENIOR SECURED TERM | 483,913.23 | 490,757.13 | 487,859.25 | 484,098.17 | 6,658.96 | 195.18 | — | — | — | 0.222 | MJSD | — | 1,922.99 | 4/30/2013 | 12/8/2016 | ||||||||||||||||
BRSB9FG89 | ADVANTAGE SALES & MARKETING IN TERM LOAN | — | — | — | — | — | 3,026.05 | — | — | — | — | MJSD | — | 65,388.98 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSB9YU33 | AMC ENTERTAINMENT INC. TERM LOAN | — | — | — | — | — | 29,450.85 | — | — | — | — | JAJO | — | 8,553.58 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSBAXKS9 | REMY INTERNATIONAL INC TERM LOAN | 1,099,070.77 | 1,129,139.25 | 1,127,729.59 | 1,108,740.64 | 20,398.61 | 2,818.3 | — | — | — | 0.483 | MJSD | — | 31,373.75 | 9/29/2011 | 00/00/0000 | ||||||||||||||||
BRSBBKBD9 | UCI INTERNATIONAL TL B TERM LOAN | 165,750 | 166,406.37 | 165,750 | 165,750.00 | 656.37 | — | — | — | — | — | JAJO | — | 4,544.62 | 1/20/2011 | 00/00/0000 | ||||||||||||||||
BRSBGXH81 | DEL MONTE FOODS CO TERM LOAN | 4,052,843.71 | 4,085,122.49 | 4,091,935.56 | 4,061,086.34 | 24,036.15 | 1,534.05 | — | — | — | 0.134 | MJSD | — | 106,441.9 | 7/27/2012 | 3/8/2018 | ||||||||||||||||
BRSBH14P6 | HOUGHTON INTERNATIONAL INC LN1 TERM LOAN | 985,050 | 991,268.75 | 995,000 | 986,572.34 | 4,696.41 | 1,572.34 | — | — | — | 0.325 | JAJO | — | 33,511.73 | 12/13/2012 | 1/29/2016 | ||||||||||||||||
BRSBH1FB5 | TWCC HOLDING CORP TERM LOAN | 4,719,865.33 | 4,807,450.78 | 4,791,208.59 | 4,741,635.09 | 65,815.69 | 6,686.24 | — | — | — | 0.281 | FMAN | — | 67,476.19 | 6/1/2012 | 2/13/2017 | ||||||||||||||||
BRSBH8VK2 | VERTAFORE INC TERM LOAN | — | — | — | — | — | 445.24 | — | — | — | — | FMAN | — | 139,006.98 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSBHFX32 | AXCAN INTER HLDG TERM LOAN | 4,376,881.6 | 4,447,896.73 | 4,436,804.72 | 4,390,966.66 | 56,930.07 | 6,655.02 | — | — | — | 0.283 | FMAN | — | 121,796.61 | 5/18/2012 | 2/10/2017 | ||||||||||||||||
BRSBK2348 | GYMBOREE CORP TERM LOAN | 2,306,473.92 | 2,358,597.04 | 2,441,776.14 | 2,339,842.54 | 18,754.5 | 10,478.19 | — | — | — | 0.897 | FMAN | — | 62,061.81 | 8/24/2012 | 2/23/2018 | ||||||||||||||||
BRSBK71J6 | SEAWORLD PARKS & ENTERTAINMENT LN1 TERM | — | — | — | — | — | — | — | — | — | — | MJSD | — | 32,805.39 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSBK9AU7 | TRANSDIGM GROUP INC TERM LOAN | — | — | — | — | — | 4,677.05 | — | — | — | — | FMAN | — | 40,553.52 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSBLLNC5 | REGAL CINEMAS CORP | 4,791,258.93 | 4,803,439.59 | 4,794,785 | 4,788,694.82 | 14,744.77 | (2,146.13 | ) | — | — | — | (0.005 | ) | FMAN | — | 72,652.07 | 7/24/2012 | 8/23/2017 | ||||||||||||||
BRSBLUUU7 | MICHAEL FOODS INC. TERM LOAN | 2,048,198.32 | 2,045,233.89 | 2,030,432.04 | 2,042,310.48 | 2,923.41 | (1,449.81 | ) | — | — | — | (0.124 | ) | MJSD | — | 43,094.11 | 3/2/2011 | 00/00/0000 | ||||||||||||||
BRSBLZKK9 | NBTY INC TERM LOAN | 1,897,464.06 | 1,956,355.55 | 1,954,371.86 | 1,914,498.47 | 41,857.08 | 4,570.73 | — | — | — | 0.477 | FMAN | — | 56,812.51 | 8/17/2011 | 00/00/0000 | ||||||||||||||||
BRSBMD3R1 | PETCO ANIMAL SUPPLIES INC. TERM LOAN | 4,859,337.12 | 4,930,422.35 | 4,924,242.43 | 4,878,132.81 | 52,289.54 | 5,101.7 | — | — | — | 0.208 | FMAN | — | 100,706.22 | 8/15/2011 | 00/00/0000 | ||||||||||||||||
BRSBNH1C6 | DINEEQUITY INC | — | — | — | — | — | (4,672.29 | ) | — | — | — | — | JAJO | — | 57,247.66 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSBNJXW3 | UNIVR INC TERM LOAN | 4,348,338.3 | 4,285,665.27 | 4,381,197.28 | 4,350,786.97 | (65,121.7 | ) | 6,567.04 | — | — | — | 0.172 | MJSD | — | 129,731.61 | 2/19/2013 | 6/30/2017 | |||||||||||||||
BRSBNUWH2 | HDTFS INC TERM LOAN | 7,845,761.97 | 7,929,128.79 | 7,965,611.29 | 7,875,068.24 | 54,060.55 | 9,531.14 | — | — | — | 0.239 | MJSD | — | 135,606.68 | 9/17/2012 | 3/9/2018 | ||||||||||||||||
BRSBQFU50 | IMS HEALTH INCORPORATED TERM LOAN | 10,187,290.45 | 10,215,749.76 | 10,205,136.41 | 10,190,575.37 | 25,174.39 | 1,748.25 | — | — | — | 0.034 | FMAN | — | 199,582.72 | 10/16/2012 | 8/25/2017 | ||||||||||||||||
BRSBR4P35 | JO-ANN STORES TERM LOAN | 2,070,972.40 | 2,089,935.39 | 2,091,891.31 | 2,077,766.43 | 12,168.96 | 1,710.08 | — | — | — | 0.142 | MJSD | — | 38,062.82 | 3/15/2011 | 3/16/2018 | ||||||||||||||||
BRSBRMCQ8 | WARNER CHILCOTT CORP TERM LOAN | 2,508,191.71 | 2,532,781.34 | 2,526,692.01 | 2,511,427.53 | 21,353.81 | 15,588.88 | — | — | — | 0.127 | MJSD | — | 57,410.71 | 8/15/2012 | 3/15/2018 | ||||||||||||||||
BRSBRMD53 | WARNER CHILCOTT CORP TERM LOAN | E | 337,244.87 | 340,612.22 | 339,793.32 | 337,641.62 | 2,970.6 | 13,806.6 | — | — | — | 0.133 | MJSD | — | 21,025.45 | 8/15/2012 | 3/15/2018 | |||||||||||||||
BRSBRMD95 | WARNER CHILCOTT CORP TERM LOAN | E | 1,951,489.93 | 1,995,876.28 | 1,991,077.77 | 1,960,617.83 | 35,258.45 | 3,151.58 | — | — | — | 0.321 | MJSD | — | 42,235.27 | 8/20/2012 | 3/15/2018 | |||||||||||||||
BRSBRMFR3 | METROPCS WIRELESS INC TERM LOAN | — | — | — | — | — | 94,465.09 | — | — | — | — | FMAN | — | 104,879.89 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSBT2DD8 | FIRST DATA CORP TERM LOAN | 5,610,000 | 5,864,160 | 6,000,000 | 5,702,079.94 | 162,080.06 | 27,972.9 | — | — | — | 1.021 | MJSD | — | 134,971.69 | 1/30/2013 | 3/23/2018 |
BRSBT4DY8 | SERENA SOFTWARE TERM LOAN | 2,983,750 | 3,000,000 | 3,000,000 | 2,990,807.29 | 9,192.71 | 1,689.42 | — | — | — | 0.112 | MJSD | — | 65,150.59 | 6/2/2011 | 00/00/0000 | ||||||||||||||||
BRSBUXKY4 | KINDRED HEALTHCARE INC. TERM LOAN | — | — | — | — | — | 518.72 | — | — | — | — | MJSD | — | 105,971.58 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSBW6C87 | AMERISTAR CASINOS INC. TERM LOAN | 1,804,785.18 | 1,858,570.09 | 1,853,168.1 | 1,817,944.4 | 40,625.69 | 3,650.73 | — | — | — | 0.394 | JAJO | — | 50,064.65 | 8/15/2011 | 00/00/0000 | ||||||||||||||||
BRSBWG6S8 | DELTA AIR LINES INC TERM LOAN | 5,330,056.90 | 5,440,787.76 | 5,408,687.2 | 5,356,187.28 | 84,600.48 | 6,949.62 | — | — | — | 0.253 | JAJO | — | 137,152.84 | 2/29/2012 | 4/20/2017 | ||||||||||||||||
BRSBXUEK4 | HUBBARD RADIO TERM LOAN | 982,278.47 | 1,037,489.25 | 1,032,327.61 | 992,950.06 | 44,539.19 | 645.82 | — | — | — | 0.659 | JAJO | — | 30,625.48 | 9/30/2011 | 00/00/0000 | ||||||||||||||||
BRSBYALT0 | EMERGENCY MEDICAL SVCS CORP TERM LOAN | 5,658,907.31 | 5,682,253.73 | 5,687,343.9 | 5,665,321.68 | 16,932.05 | 2,334.41 | — | — | — | 0.078 | FMAN | — | 112,141.57 | 6/25/2012 | 5/25/2018 | ||||||||||||||||
BRSBZBVS8 | RANPAK CORP TERM LOAN | — | — | — | — | — | (8,905.68 | ) | — | — | — | — | JAJO | — | 38,083.15 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSBZZDX4 | GOLDEN LIVING LN1 TERM LOAN | 3,820,163.22 | 3,857,592.60 | 4,002,690.12 | 3,867,576.73 | (9,984.13 | ) | 14,395.30 | — | — | — | 0.685 | FMAN | — | 3,317,053.14 | 10/4/2011 | 00/00/0000 | |||||||||||||||
BRSC0XRZ5 | NORTEK INC TERM LOAN | 585,210.28 | 588,872.42 | 585,942.71 | 585,457.91 | 3,414.51 | 62.87 | — | — | — | 0.021 | JAJO | — | 15,466.45 | 7/8/2011 | 4/26/2017 | ||||||||||||||||
BRSC103Q2 | KAR AUCTION SERVICES INC TERM LOAN | 2,160,992.34 | 2,192,397.32 | 2,171,851.6 | 2,164,778.68 | 27,618.64 | 1,332.26 | — | — | — | 0.083 | FMAN | — | 82,763.31 | 5/16/2011 | 00/00/0000 | ||||||||||||||||
BRSC10473 | AEROFLEX INCORPORATED TERM LOAN | — | — | — | — | — | (2,998.93 | ) | — | — | — | — | FMAN | — | 122,832.75 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSC106K2 | DELPHI CORP LN1 TERM LOAN | — | — | — | — | — | 1,475.95 | — | — | — | — | MJSD | — | 4,357.45 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSC106T3 | HCE-THE HEALTHCARE COMPANY Term loan | 3,927,500 | 3,986,860 | 4,000,000 | 3,944,581.1 | 42,278.9 | 5,610.35 | — | — | — | 0.284 | FMAN | — | 54,361.38 | 1/10/2012 | 00/00/0000 | ||||||||||||||||
BRSC3CCP6 | MANITOWOC CO INC TERM LOAN | 90,070.58 | 91,202.12 | 90,523.2 | 90,218.15 | 983.97 | 59.58 | — | — | — | 0.076 | FMAN | — | 2,255.75 | 5/9/2011 | 00/00/0000 | ||||||||||||||||
BRSC3G4F8 | NEIMAN MARCUS GROUP INC. THE TERM LOAN | 6,812,912.5 | 6,823,961.48 | 6,835,000 | 6,817,567.11 | 6,394.37 | 1,793.84 | — | — | — | 0.052 | FMAN | — | 144,521.21 | 11/30/2012 | 5/16/2018 | ||||||||||||||||
BRSC4H8Q7 | EPICOR SOFTWARE CORP TERM LOAN | 6,522,180.5 | 6,613,422.42 | 6,588,714.74 | 6,538,949.52 | 74,472.9 | 5,362.47 | — | — | — | 0.153 | FMAN | — | 154,042.93 | 8/6/2012 | 5/16/2018 | ||||||||||||||||
BRSC4TTL9 | SENSUS METERING TERM LOAN | — | — | — | — | — | 51.5 | — | — | — | — | 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 | 2,528,966.67 | 2,524,548.71 | 2,431,680.1 | 97,286.57 | 12,021.21 | — | — | — | 0.746 | MJSD | — | 59,678.08 | 12/14/2012 | 6/8/2018 | ||||||||||||||||
BRSC8PGF0 | ENDO HEALTH SOLUTIONS INC TERM LOAN | 259,500.02 | 259,777.69 | 259,500.02 | 259,500.02 | 277.67 | — | — | — | — | — | MJSD | — | 9,598.04 | 6/7/2011 | 00/00/0000 | ||||||||||||||||
BRSC9PVC9 | PENN NTL GAMING INC TERM LOAN | — | — | — | — | — | — | — | — | — | — | JAJO | — | 61,560.32 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSC9TBB5 | NRG ENERGY INC TERM LOAN | 7,153,273.64 | 7,214,999.87 | 7,273,331.99 | 7,184,183.71 | 30,816.16 | 8,788.67 | — | — | — | 0.242 | MJSD | — | 207,082.79 | 7/24/2012 | 7/1/2018 | ||||||||||||||||
BRSCAHX41 | CALPINE CORP TERM LOAN | 1,017,941.34 | 1,025,910.51 | 1,025,633.59 | 1,020,190.41 | 5,720.1 | 2,884.37 | — | — | — | 0.11 | JAJO | — | 41,618.99 | 6/10/2011 | 4/2/2018 | ||||||||||||||||
BRSCAXFG9 | US SILICA CO TERM LOAN | 485,109.18 | 486,021.05 | 486,325.00 | 485,521.19 | 499.86 | 105.7 | — | — | — | 0.041 | MJSD | — | 11,529.75 | 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 | 338,449.74 | 346,996.46 | 341,868.43 | 339,580.8 | 7,415.66 | 544.76 | — | — | — | 0.166 | MJSD | — | 9,231.24 | 6/17/2011 | 00/00/0000 | ||||||||||||||||
BRSCDKB78 | SBA SENIOR FINANCE II LLC TERM LOAN | 972,419.12 | 980,256.96 | 974,856.26 | 973,107.99 | 7,148.97 | 3,493.74 | — | — | — | 0.035 | MJSD | — | 38,994.26 | 6/27/2011 | 00/00/0000 | ||||||||||||||||
BRSCDQTK7 | ASHLAND INC. TERM LOAN | — | — | — | — | — | 1,713.52 | — | — | — | — | MJSD | — | 12,002.72 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSCDUPD8 | TEAM HLTH INC. TERM LOAN | 3,802,890.01 | 3,841,110.01 | 3,822,000.01 | 3,808,278.02 | 32,831.99 | 1,435.91 | — | — | — | 0.071 | MJSD | — | 71,534.53 | 6/28/2011 | 6/29/2018 | ||||||||||||||||
BRSCE52V7 | ALERE INC | 4,446,701.34 | 4,506,079.98 | 4,475,312.2 | 4,454,536.81 | 51,543.17 | 2,675.51 | — | — | — | 0.115 | MJSD | — | 107,009.47 | 6/26/2012 | 6/30/2017 | ||||||||||||||||
BRSCEALQ6 | MERCURY PAYMENT SYSTEMS TERM LOAN | 4,690,531.86 | 4,778,842.22 | 4,722,759.45 | 4,701,199.18 | 77,643.04 | 2,872.91 | — | — | — | 0.113 | JAJO | — | 125,449.21 | 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 | 994,949.5 | 1,000,172.98 | 994,949.5 | 994,949.5 | 5,223.48 | — | — | — | — | — | JAJO | — | 17,264.25 | 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 | 1,842,285.72 | 1,853,606.57 | 1,842,285.72 | 1,842,285.72 | 11,320.85 | — | — | — | — | — | FMAN | — | 44,375.46 | 8/13/2012 | 8/1/2018 | ||||||||||||||||
BRSCJU296 | NUANCE COMMUNICATIONS INC TERM LOAN | 963,663.55 | 976,743.36 | 972,575.87 | 967,015.39 | 9,727.97 | 1,031.95 | — | — | — | 0.206 | MJSD | — | 18,290.47 | 11/1/2011 | 00/00/0000 | ||||||||||||||||
BRSCL92L3 | OM GROUP INC. TERM LOAN | — | — | — | — | — | 3,899.06 | — | — | — | — | FMAN | — | 7,157.47 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSD1YF59 | MICROSEMI CORPORATION TERM LOAN | 3,489,109.95 | 3,539,993.12 | 3,529,704.03 | 3,496,466.98 | 43,526.14 | 5,098.39 | — | — | — | 0.14 | JAJO | — | 70,746.78 | 7/25/2012 | 2/19/2020 | ||||||||||||||||
BRSD4PTL5 | KINETIC CONCEPTS INC / KCI USA TERM LOAN | — | — | — | — | — | 2,713.07 | — | — | — | — | FMAN | — | 27,977.93 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSD7SFZ0 | CB RICHARD ELLIS SERV INC. TERM NOTES | — | — | — | — | — | 8,977.17 | — | — | — | — | MJSD | — | 21,604.73 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSD9CAS4 | HEALTH MGMT ASSOC INC TERM LOAN | 5,816,532.63 | 5,851,683.55 | 5,857,775.64 | 5,823,777.6 | 27,905.95 | 4,372.63 | — | — | — | 0.107 | FMAN | — | 125,774.05 | 6/11/2012 | 11/16/2018 | ||||||||||||||||
BRSDALFV0 | ENTERCOM RADIO LLC TERM LOAN | 1,008,707.46 | 1,041,130.2 | 1,029,293.33 | 1,013,339.09 | 27,791.11 | 2,767.6 | — | — | — | 0.286 | FMAN | — | 30,887.37 | 11/17/2011 | 00/00/0000 | ||||||||||||||||
BRSDCHKT6 | B&G FOODS INC TERM LOAN | — | — | — | — | — | (2.6 | ) | — | — | — | — | FMAN | — | (1,687.5 | ) | 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 | 4,700,928.97 | 4,747,457.7 | 4,715,041.79 | 4,703,008.03 | 44,449.67 | 1,251.66 | — | — | — | 0.046 | MJSD | — | 95,938.93 | 7/25/2012 | 12/20/2018 | ||||||||||||||||
BRSDP3SG3 | AZ CHEM US TERM LOAN | — | — | — | — | — | 1,350.43 | — | — | — | — | MJSD | — | 37,213.49 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSDPAC33 | ALERE INC SENIOR SEC TERM NOTES | 976,359.65 | 994,257.5 | 987,468.65 | 978,547.09 | 15,710.41 | 1,151.29 | — | — | — | 0.224 | MJSD | — | 21,680.71 | 6/26/2012 | 6/30/2017 | ||||||||||||||||
BRSDTEYU7 | CROWN CASTLE OPERATING CO TERM LOAN | — | — | — | — | — | 790.96 | — | — | — | — | JAJO | — | 21,545.13 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSDU55R3 | PRESTIGE BRANDS HOLDINGS INC TERM LOAN | 464,890.16 | 475,311.23 | 471,969.68 | 466,293.09 | 9,018.14 | 812.66 | — | — | — | 0.214 | MJSD | — | 10,004.36 | 1/27/2012 | 1/31/2019 | ||||||||||||||||
BRSDVRW37 | GENESYS TELECOMMUNICATIONS LAB TERM LOAN | — | — | — | — | — | 260.2 | — | — | — | — | JAJO | — | 31,388.84 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSDWEX75 | GRIFOLS INC SECURED TERM LOAN | 5,157,191.09 | 5,212,956.1 | 5,182,173.98 | 5,162,176.75 | 50,779.35 | 2,716.65 | — | — | — | 0.097 | JAJO | — | 110,118.78 | 8/6/2012 | 6/1/2017 | ||||||||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC TERM LOAN | 7,909,968.84 | 7,954,343.95 | 8,001,231.16 | 7,925,866.27 | 28,477.68 | 6,190.53 | — | — | — | 0.148 | MJSD | — | 158,680.04 | 10/31/2012 | 2/14/2019 | ||||||||||||||||
BRSE0V753 | AMC ENTERTAINMENT INC. TERM LOAN | — | — | — | — | — | 39,188.4 | — | — | — | — | MJSD | — | 113,134.36 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
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 | 5,917,711.7 | 5,995,155.6 | 5,972,133.03 | 5,930,413.53 | 64,742.07 | 5,149.26 | — | — | — | 0.164 | MJSD | — | 137,481.33 | 4/24/2012 | 9/15/2017 | ||||||||||||||||
BRSE58QX7 | NORANDA ALUMINUM ACQUISITION TERM LOAN | 1,960,187.5 | 1,940,437.5 | 1,975,000 | 1,962,953.81 | (22,516.31 | ) | 1,118.67 | — | — | — | 0.107 | MJSD | — | 57,078.55 | 2/24/2012 | 2/24/2019 | |||||||||||||||
BRSE9A2P1 | YANKEE CANDLE CO INC SECURED TERM LOAN | 1,847,430.42 | 1,870,999.15 | 1,866,091.33 | 1,850,678.57 | 20,320.58 | 1,321.87 | — | — | — | 0.142 | JAJO | — | 48,725.91 | 3/14/2012 | 4/2/2019 | ||||||||||||||||
BRSE9BMN2 | FIFTH THIRD PROCESSING SOLUTIO SENIOR | — | — | — | — | — | 3,626.34 | — | — | — | — | MJSD | — | 11,404.63 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSE9BNJ0 | PINNACLE ENTERTAINMENT INC. SENIOR SEC | 488,812.5 | 494,860.94 | 493,750 | 489,691.04 | 5,169.9 | 370.46 | — | — | — | 0.142 | MJSD | — | 9,857.08 | 3/8/2012 | 3/19/2019 | ||||||||||||||||
BRSE9BR07 | DJO FINANCE LLC/DJO FINANCE CO SECURED | 537,300 | 542,001.38 | 537,300.00 | 537,300 | 4,701.38 | — | — | — | — | — | MJSD | — | 5,117.17 | 3/19/2013 | 9/15/2017 | ||||||||||||||||
BRSE9C0N4 | PROTECTION ONE INC. SENIOR SECURED TERM | 1,308,471.85 | 1,325,969.65 | 1,321,562.25 | 1,310,785.96 | 15,183.69 | 1,266.75 | — | — | — | 0.141 | MJSD | — | 37,518.25 | 3/15/2013 | 3/21/2019 | ||||||||||||||||
BRSE9K3Z6 | WCA WASTE SECURED TERM LOAN | — | — | — | — | — | 194.64 | — | — | — | — | MJSD | — | 9,642.81 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEARBD9 | AVIS BUDGET CAR RENTAL LLC TERM NOTES | — | — | — | — | — | 1,407.87 | — | — | — | — | MJSD | — | 63,998.03 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEBGYC9 | MONITRON INTL SENIOR SECURED TERM NOTES | 3,285,114.99 | 3,323,948.53 | 3,311,530.29 | 3,290,611.97 | 33,336.56 | 2,338.93 | — | — | — | 0.133 | MJSD | — | 79,950.32 | 11/5/2012 | 3/16/2018 | ||||||||||||||||
BRSEC7EU0 | PINACLE FOOD FIN SENIOR SEC TERM NOTES | — | — | — | — | — | 11,083.84 | — | — | — | — | MJSD | — | 43,337.79 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSECN1K1 | ENNIS-FLINT SENIOR SEC TERM NOTES | 2,691,700.1 | 2,715,986.32 | 2,709,213.29 | 2,695,077.02 | 20,909.3 | 2,121.35 | — | — | — | 0.108 | MJSD | — | 85,195.12 | 8/6/2012 | 3/30/2018 | ||||||||||||||||
BRSEDF0S1 | LPL HOLDINGS INC TL SENIOR SECURED TERM | — | — | — | — | — | 389.06 | — | — | — | — | MJSD | — | 24,326.62 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEDXCH3 | PETROLOGISTICS LP SENIOR SEC TERM LOAN | — | — | — | — | — | — | — | — | — | — | MJSD | — | 9,649.31 | 00/00/0000 | 00/00/0000 |
BRSEF3569 | ALERE INC SENIOR SEC TERM NOTES | 835,869.37 | 850,117.15 | 844,312.5 | 837,817.10 | 12,300.05 | 838.72 | — | — | — | 0.19 | MJSD | — | 20,206.27 | 3/27/2012 | 6/30/2017 | ||||||||||||||||
BRSEGDRJ4 | AMN HEALTHCARE SENIOR SECURED TERM NOTE | 2,112,418.44 | 2,152,437.03 | 2,133,756.00 | 2,116,639.41 | 35,797.62 | 2,384.5 | — | — | — | 0.167 | MJSD | — | 53,088.19 | 4/3/2012 | 4/5/2018 | ||||||||||||||||
BRSEGRYL0 | WENDYS INTERNATIONAL INC. SENIOR SEC | 999,053.96 | 1,000,996.97 | 1,001,888.65 | 999,429.27 | 1,567.7 | 2,677.04 | — | — | — | 0.041 | FMAN | — | 44,297.15 | 7/16/2012 | 5/15/2019 | ||||||||||||||||
BRSEHTXV4 | FREEDOM GROUP INC SENIOR SEC TERM NOTES | 3,852,983.09 | 3,877,570.44 | 3,872,710.19 | 3,856,251.10 | 21,319.34 | 1,577.1 | — | — | — | 0.072 | MJSD | — | 106,305.11 | 7/27/2012 | 4/19/2019 | ||||||||||||||||
BRSEJG0V6 | AXCAN INTER HLDG SENIOR SEC TERM LOAN | 1,548,400 | 1,583,950 | 1,580,000 | 1,555,969.27 | 27,980.73 | 3,404.74 | — | — | — | 0.418 | MJSD | — | 43,371.17 | 4/11/2012 | 2/10/2017 | ||||||||||||||||
BRSEKC100 | PINACLE FOOD FIN SENIOR SECURED TERM | — | — | — | — | — | 24,070.63 | — | — | — | — | MJSD | — | 74,510.76 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC SENIOR SEC TERM | 994,909.01 | 981,320.25 | 999,908.55 | 994,909.01 | (13,588.76 | ) | — | — | — | — | 0.104 | JAJO | — | — | 6/5/2013 | 5/4/2018 | |||||||||||||||
BRSEL02X2 | BAUSCH & LOMB INCORPORATED SENIOR | 6,272,758.8 | 6,336,120 | 6,336,120 | 6,282,122.3 | 53,997.7 | 4,827.73 | — | — | — | 0.144 | FMAN | — | 157,415 | 5/10/2012 | 5/17/2019 | ||||||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2,901,096 | 2,928,583.15 | 2,930,400.00 | 2,905,990.35 | 22,592.8 | 2,233.68 | — | — | — | 0.143 | JAJO | — | 74,489.22 | 4/20/2012 | 4/10/2019 | ||||||||||||||||
BRSEQ0HG8 | ARCH COAL INC. SENIOR SECURED TERM NOTES | — | — | — | — | — | 390.43 | — | — | — | — | MJSD | — | 12,340.49 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,528,096 | 2,543,976 | 2,540,800.00 | 2,530,485.48 | 13,490.52 | 1,101.08 | — | — | — | 0.083 | MJSD | — | 67,866.44 | 4/30/2012 | 5/10/2018 | ||||||||||||||||
BRSETKJX2 | TAMINCO GLOBAL CHEMICAL CORPOR TERM | 329,179.18 | 330,346.12 | 329,179.18 | 329,179.18 | 1,166.94 | — | — | — | — | — | FMAN | — | 7,193.53 | 5/11/2012 | 2/15/2019 | ||||||||||||||||
BRSEVCW87 | RPI FINANCE TRUST SENIOR SEC TERM NOTES | 675,273.53 | 687,702.66 | 685,556.87 | 676,989.72 | 10,712.94 | 898.59 | — | — | — | 0.231 | FMAN | — | 13,760.99 | 5/24/2012 | 11/9/2018 | ||||||||||||||||
BRSEW6RB8 | GENERAC POWER SYSTEMS INC SENIOR SECURED | 1,995,000.00 | 1,990,000.00 | 2,000,000.00 | 1,995,013.8 | (5,013.8 | ) | 13.80 | — | — | — | 0.036 | FMAN | — | 6,553.02 | 5/10/2013 | 5/31/2020 | |||||||||||||||
BRSEY9A02 | RGIS SERVICES LLC SENIOR SECURED TERM | 271,831.49 | 272,344.46 | 272,854.70 | 271,999.98 | 344.48 | 133.12 | — | — | — | 0.094 | MJSD | — | 6,192.01 | 9/18/2012 | 10/18/2016 | ||||||||||||||||
BRSEYJRF9 | RGIS SERVICES LLC TERM NOTES | 1,856,945.81 | 1,876,856.40 | 1,875,702.84 | 1,860,398.97 | 16,457.43 | 2,385.77 | — | — | — | 0.188 | MJSD | — | 67,530.07 | 8/17/2012 | 10/18/2017 | ||||||||||||||||
BRSEYKM87 | VWR FUNDING INC TERM NOTES | 2,931,825.20 | 2,946,632.4 | 2,961,439.60 | 2,937,861.31 | 8,771.09 | 3,282.66 | — | — | — | 0.21 | MJSD | — | 55,119.99 | 5/18/2012 | 4/3/2017 | ||||||||||||||||
BRSF33TK2 | US RENAL CARE INC SENIOR SECURED TERM | 975,150 | 997,425.00 | 990,000 | 977,195.59 | 20,229.41 | 1,119.39 | — | — | — | 0.214 | FMAN | — | 30,881.07 | 7/2/2012 | 7/3/2019 | ||||||||||||||||
BRSF5Z2P7 | WIRECO WORLDGROUP INC TERM NOTES | 3,070,546.87 | 3,105,439.45 | 3,101,562.50 | 3,076,869.88 | 28,569.57 | 3,499.08 | — | — | — | 0.217 | MJSD | — | 92,876.3 | 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 | 1,395,207.13 | 1,415,374.21 | 1,409,300.13 | 1,397,002.34 | 18,371.87 | 1,947.73 | — | — | — | 0.142 | MJSD | — | 51,212.78 | 7/19/2012 | 8/1/2019 | ||||||||||||||||
BRSF9BJL7 | KLOECKNER HOLDINGS GP S.A. TERM LOAN | E | 382,837 | 393,947.09 | 390,650 | 384,482.45 | 9,464.64 | 1,271.24 | — | — | — | 0.452 | MJSD | — | 6,066.23 | 7/16/2012 | 12/21/2016 | |||||||||||||||
BRSFBH0G2 | BIOMET INC SENIOR SECURED TERM LOAN | 6,091,196.43 | 6,100,758.23 | 6,117,305.54 | 6,093,282.8 | 7,475.43 | (284.16 | ) | — | — | — | 0.051 | MJSD | — | 178,658.2 | 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 | 3,822,390 | 3,881,193.03 | 3,861,000 | 3,826,933.84 | 54,259.19 | 2,946.5 | — | — | — | 0.144 | FMAN | — | 78,396.5 | 8/3/2012 | 8/2/2019 | ||||||||||||||||
BRSFD9W24 | LEVEL 3 COMMUNICATIONS INC SENIOR SEC | 960,300 | 973,234.95 | 970,000 | 961,532.31 | 11,702.64 | 686.5 | — | — | — | 0.142 | MJSD | — | 28,986.73 | 8/2/2012 | 8/1/2019 | ||||||||||||||||
BRSFDBBL0 | PILOT TRAVEL CENTERS LLC SENIOR SEC TERM | 600,884.32 | 598,804.68 | 605,425.00 | 601,463.55 | (2,658.87 | ) | 342.26 | — | — | — | 0.106 | MJSD | — | 12,841.7 | 8/2/2012 | 8/7/2019 | |||||||||||||||
BRSFFAX44 | PATRIOT COAL CORP TERM LOAN | — | — | — | — | — | 2,676.43 | — | — | — | — | JAJO | — | 97,294.58 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
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 | 5,766,942.02 | 5,837,818 | 5,810,566.44 | 5,771,985.65 | 65,832.35 | 3,370.79 | — | — | — | 0.107 | MJSD | — | 128,825.8 | 9/25/2012 | 8/23/2019 | ||||||||||||||||
BRSFHNFP7 | CPM HOLDINGS INC TERM LOAN | 1,390,343.62 | 1,406,142.98 | 1,404,387.50 | 1,392,584.3 | 13,558.68 | 1,459.28 | — | — | — | 0.2 | FMAN | — | 51,649.35 | 8/16/2012 | 8/29/2017 | ||||||||||||||||
BRSFHP193 | MCC IOWA LLC TERM LOAN | 2,903,062.5 | 2,993,325.41 | 2,977,500 | 2,911,112.86 | 82,212.55 | 5,318.09 | — | — | — | 0.339 | FMAN | — | 60,115.22 | 8/15/2012 | 1/20/2020 | ||||||||||||||||
BRSFJDVK0 | PINACLE FOOD FIN TERM LOAN | — | — | — | — | — | 22,342.3 | — | — | — | — | FMAN | — | 81,637.73 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFKYGX1 | WARNER CHILCOTT CORP SENIOR SECURED TERM | 1,079,946.63 | 1,102,581.26 | 1,099,930.43 | 1,083,009.02 | 19,572.24 | 1,806.18 | — | — | — | 0.325 | FMAN | — | 23,330.89 | 8/20/2012 | 3/15/2018 |
BRSFMRGY2 | PHARMACEUTICAL RSRCE INC SENIOR SECURED | 4,166,448.52 | 4,155,663.13 | 4,176,021.23 | 4,167,958.13 | (12,295 | ) | 1,181.07 | — | — | — | 0.03 | MJSD | — | 86,870.19 | 5/30/2013 | 9/30/2019 | |||||||||||||||
BRSFNCAU8 | IMMUCOR INC. SENIOR SECURED TERM NOTES | 2,852,106.7 | 2,964,012.34 | 2,947,799.44 | 2,860,442.71 | 103,569.63 | 8,816.87 | — | — | — | 0.578 | MJSD | — | 107,126.37 | 12/31/2012 | 8/19/2018 | ||||||||||||||||
BRSFPRNH8 | GETTY IMAGES INC. SENIOR SECURED TERM | 5,325,840.61 | 5,299,333.05 | 5,350,618.73 | 5,324,016.51 | (24,683.46 | ) | (2,020.65 | ) | — | — | — | (0.084 | ) | JAJO | — | 102,536.5 | 6/20/2013 | 10/18/2019 | |||||||||||||
BRSFQ43Z0 | FIRST DATA CORP SENIOR SEC TERM NOTES | 3,490,000 | 3,417,610 | 3,500,000 | 3,490,936.15 | (73,326.15 | ) | 847.04 | — | — | — | 0.048 | MJSD | — | 48,906.65 | 1/30/2013 | 9/30/2018 | |||||||||||||||
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 | 1,964,886.23 | 1,973,276.29 | 1,964,886.23 | 1,964,886.23 | 8,390.06 | — | — | — | — | — | MJSD | — | 63,596.02 | 9/21/2012 | 9/28/2018 | ||||||||||||||||
BRSFSRG42 | AOT BEDDING SUPER HOLDINGS LLC SENIOR | 3,486,885.94 | 3,496,486.88 | 3,491,250 | 3,487,289.79 | 9,197.09 | 338.81 | — | — | — | 0.018 | MJSD | — | 83,160.11 | 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 | 723,527.37 | 733,912.97 | 730,261.66 | 724,448.99 | 9,463.98 | 1,273.73 | — | — | — | 0.166 | JAJO | — | 21,496.32 | 9/27/2012 | 4/5/2018 | ||||||||||||||||
BRSFUKYH5 | ACOSTA INC SENIOR SECURED TERM LOAN | 4,474,652.19 | 4,534,401.56 | 4,498,793.61 | 4,478,028.26 | 56,373.3 | 2,190.91 | — | — | — | 0.097 | MJSD | 895.22 | 147,559.44 | 9/25/2012 | 3/2/2018 | ||||||||||||||||
BRSFUUMM5 | SBA SENIOR FINANCE II LLC SENIOR SECURED | 354,684.17 | 356,979.39 | 355,573.1 | 354,776.29 | 2,203.1 | 1,549.84 | — | — | — | 0.036 | MJSD | — | 11,734.17 | 9/21/2012 | 9/20/2019 | ||||||||||||||||
BRSFW2S64 | CALPINE CORP SENIOR SECURED TERM LOAN | — | — | — | — | — | 463.6 | — | — | — | — | MJSD | — | 124,330.4 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFW2WH5 | BURGER KING CORP SENIOR SECURED TERM | 2,168,141.07 | 2,190,257.19 | 2,173,575.00 | 2,168,704.55 | 21,552.64 | 412.75 | — | — | — | 0.035 | MJSD | — | 40,679.82 | 9/26/2012 | 9/27/2019 | ||||||||||||||||
BRSFWACE6 | LEAP WIRELESS INTL INC SENIOR SECURED | 2,348,943.5 | 2,338,506.61 | 2,358,150 | 2,348,751.06 | (10,244.45 | ) | (147.47 | ) | — | — | — | (0.022 | ) | JAJO | — | 69,065.64 | 11/15/2012 | 10/10/2019 | |||||||||||||
BRSFWC4C5 | PEP BOYS - MANNY MOE & JACK TH SENIOR | 1,801,834.12 | 1,825,643.75 | 1,815,450 | 1,803,341.94 | 22,301.81 | 1,163.44 | — | — | — | 0.125 | MJSD | — | 21,991.67 | 9/27/2012 | 10/11/2018 | ||||||||||||||||
BRSFWQSC8 | TRANSTAR HOLDING COMPANY SENIOR SECURED | 1,090,658.25 | 1,110,284.59 | 1,101,675.00 | 1,091,922.81 | 18,361.78 | 965.77 | — | — | — | 0.166 | MJSD | — | 30,240.52 | 10/2/2012 | 10/9/2018 | ||||||||||||||||
BRSFX7D35 | CDR DB SUB INC SENIOR SECURED TERM LOAN | — | — | — | — | — | 4,627.41 | — | — | — | — | JAJO | — | 25,359.65 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFXMS69 | LESLIES POOLMART INC. SENIOR SECURED | 4,861,080.5 | 4,906,292.68 | 4,883,900 | 4,863,330.53 | 42,962.15 | 1,735.79 | — | — | — | 0.066 | JAJO | — | 128,831.72 | 10/10/2012 | 10/16/2019 | ||||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR | 4,563,473.66 | 4,590,212.95 | 4,591,636.36 | 4,567,337.12 | 22,875.83 | 2,588.6 | — | — | — | 0.112 | JAJO | — | 88,310.96 | 10/2/2012 | 3/2/2018 | ||||||||||||||||
BRSFZ6L02 | REXNORD CORP SENIOR SECURED TERM NOTES | — | — | — | — | — | — | — | — | — | — | MJSD | — | 22,450.77 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSFZCHP9 | GRAY TELEVISION INC. SENIOR SEC TERM | — | — | — | — | — | 556.97 | — | — | — | — | JAJO | — | 28,439.14 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSG092B9 | ROYALTY PHARMA FINANCE TRUST SENIOR | 4,919,414.51 | 4,939,092.17 | 4,919,414.51 | 4,919,414.51 | 19,677.66 | — | — | — | — | — | JAJO | — | 86,403.23 | 10/11/2012 | 5/9/2018 | ||||||||||||||||
BRSG12397 | OSI RESTAURANT PARTNERS INC SENIOR | 1,980,869.36 | 1,992,608.65 | 1,995,841.91 | 1,982,186.87 | 10,421.78 | 1,485.23 | — | — | — | 0.107 | JAJO | — | 42,948.43 | 6/4/2013 | 10/28/2019 | ||||||||||||||||
BRSG12QG6 | WARNER MUSIC GROUP CORP SECURED TERM | — | — | — | — | — | 11,163.19 | — | — | — | — | FMAN | — | 39,859.15 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSG13DW3 | TRIMAS CO LLC SENIOR SECURED TERM LOAN | 801,915.18 | 803,925 | 803,925.00 | 802,113.65 | 1,811.35 | 152.29 | — | — | — | 0.035 | JAJO | — | 12,888.92 | 10/10/2012 | 10/15/2019 | ||||||||||||||||
BRSG13FM3 | FIRST AMERICAN PAYMENT SYSTEMS SENIOR | — | — | — | — | — | 1,369.49 | — | — | — | — | JAJO | — | 52,843.04 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSG1PVM6 | DELTA AIR LINES INC SENIOR SECURED TERM | 2,720,631.37 | 2,753,512.54 | 2,748,112.5 | 2,723,286.66 | 30,225.88 | 2,378.44 | — | — | — | 0.169 | JAJO | — | 92,466.54 | 10/16/2012 | 10/18/2018 | ||||||||||||||||
BRSG20AV3 | PILOT TRAVEL CENTERS LLC SENIOR SECURED | 1,565,615.88 | 1,614,316.79 | 1,635,264.53 | 1,574,815.95 | 39,500.84 | 6,204.93 | — | — | — | (0.309 | ) | JAJO | — | 30,605.00 | 10/4/2012 | 3/30/2018 | |||||||||||||||
BRSG3S869 | SNL FINANCIAL LC SENIOR SECURED TERM | 3,953,156.25 | 3,988,430.22 | 3,980,965.91 | 3,955,837.03 | 32,593.19 | 3,014.49 | — | — | — | 0.117 | JAJO | — | 125,238.85 | 10/31/2012 | 10/23/2018 | ||||||||||||||||
BRSG45CM8 | CONSOLIDATED CONTAINER CO LP TERM NOTE | 2,270,671.68 | 2,306,362.27 | 2,292,675 | 2,272,921.67 | 33,440.6 | 1,730.4 | — | — | — | (0.132 | ) | MJSD | — | 78,152.69 | 10/17/2012 | 7/3/2019 | |||||||||||||||
BRSG4MWC1 | TALLGRASS ENERGY PARTNERS LP SENIOR | 1,858,350.22 | 1,890,036.03 | 1,877,121.43 | 1,860,267.28 | 29,768.75 | 17,387.88 | — | — | — | 0.167 | JAJO | — | 96,450.41 | 10/25/2012 | 10/25/2018 | ||||||||||||||||
BRSG4MWN7 | BWAY HOLDING SENIOR SECURED TERM LOAN | — | — | — | — | — | 1,789.64 | — | — | — | — | JAJO | — | 64,314.97 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | 2,089,753.83 | 2,115,750 | 2,100,000.00 | 2,090,758.16 | 24,991.84 | 742.02 | — | — | — | (0.059 | ) | JAJO | — | 53,666.66 | 10/29/2012 | 8/28/2019 | |||||||||||||||
BRSG7ST70 | CHG HEALTHCARE SERVICES INC SENIOR SEC | 4,318,799.44 | 4,388,314.66 | 4,362,423.68 | 4,322,465.04 | 65,849.62 | 3,545.22 | — | — | — | 0.142 | FMAN | — | 110,233.93 | 11/13/2012 | 11/19/2019 |
BRSG7WBK1 | SMART & FINAL STORES LLC TERM LOAN | 884,443.59 | 881,122.78 | 885,550.53 | 884,530.71 | (3,407.93 | ) | 303.2 | — | — | — | 0.018 | FMAN | — | 46,711.47 | 11/29/2012 | 11/15/2019 | |||||||||||||||
BRSG82NP2 | CONSOLIDATED COMMUNICATIONS IN SENIOR | 2,955,150.00 | 3,012,611.25 | 2,985,000.00 | 2,957,568.35 | 55,042.9 | 2,568.35 | — | — | — | 0.166 | FMAN | — | 78,102.99 | 11/29/2012 | 12/31/2018 | ||||||||||||||||
BRSG8SYA6 | BASS PRO GROUP LLC SENIOR SECURED TERM | 2,114,549.47 | 2,121,926.55 | 2,119,849.10 | 2,114,967.43 | 6,959.12 | 1,088.52 | — | — | — | 0.036 | FMAN | — | 91,384.63 | 11/16/2012 | 11/20/2019 | ||||||||||||||||
BRSG8U0V2 | WESCO DISTRIBUTION INC SENIOR SECURED | 1,231,312.5 | 1,248,936.44 | 1,243,750 | 1,232,186.98 | 16,749.46 | 936.98 | — | — | — | 0.143 | MJSD | — | 26,377.41 | 12/4/2012 | 12/12/2019 | ||||||||||||||||
BRSG8UAX7 | FLEETPRIDE INC SENIOR SECURED TERM LOAN | 3,490,976.5 | 3,422,346.03 | 3,512,350.00 | 3,492,697.84 | (70,351.81 | ) | 1,692.91 | — | — | — | 0.087 | FMAN | — | 92,029.31 | 12/5/2012 | 11/19/2019 | |||||||||||||||
BRSG9SY49 | ARDENT MEDICAL SENIOR SECURED TERM LOAN | 1,782,940.5 | 1,818,968.5 | 1,800,950.00 | 1,784,532.08 | 34,436.42 | 1,682.08 | — | — | — | 0.181 | FMAN | — | 59,312.57 | 11/19/2012 | 7/2/2018 | ||||||||||||||||
BRSGBCQJ7 | NEXSTAR BROADCASTING INC SENIOR SECURED | 1,360,309.27 | 1,376,550.96 | 1,367,145.00 | 1,360,775.19 | 15,775.77 | 483.05 | — | — | — | 0.072 | FMAN | — | 29,058.02 | 11/19/2012 | 11/19/2019 | ||||||||||||||||
BRSGC58P7 | UPC FINANCING PARTNERSHIP SENIOR SECURED | 1,496,250 | 1,502,812.5 | 1,500,000 | 1,496,502.32 | 6,310.18 | 228.35 | — | — | — | 0.03 | MJSD | — | 11,944.44 | 11/20/2012 | 1/29/2021 | ||||||||||||||||
BRSGC5B08 | NATIONAL CNEMDIA SENIOR SECURED TERM | 1,488,750 | 1,490,625.00 | 1,500,000.00 | 1,489,673.65 | 951.35 | 795.83 | — | — | — | 0.106 | FMAN | — | 39,606.66 | 11/20/2012 | 11/26/2019 | ||||||||||||||||
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 1,160,428.5 | 1,182,406.31 | 1,172,150 | 1,161,278.59 | 21,127.72 | 1,009.83 | — | — | — | 0.143 | MJSD | — | 27,663.08 | 12/7/2012 | 12/11/2019 | ||||||||||||||||
BRSGCQN17 | SEQUA CORP SENIOR SECURED TERM LOAN | 2,851,272 | 2,877,535.22 | 2,865,600.00 | 2,852,836.04 | 24,699.18 | 1,636.04 | — | — | — | 0.111 | MJSD | — | 37,844.1 | 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 | 502,917.5 | 500,000.00 | 500,000 | 2,917.5 | — | — | — | — | — | FMAN | — | 10,155.24 | 11/21/2012 | 12/28/2018 | ||||||||||||||||
BRSGF63V4 | CINEMARK USA INC SENIOR SECURED TERM | 2,663,167.25 | 2,683,241.38 | 2,676,550.00 | 2,664,142.29 | 19,099.09 | 1,015.9 | — | — | — | 0.071 | MJSD | — | 36,247.36 | 12/13/2012 | 12/18/2019 | ||||||||||||||||
BRSGF9UP1 | SUNGARD DATA SYST INC. SENIOR SECURED | 915,400 | 920,265.35 | 915,400.00 | 915,400 | 4,865.35 | — | — | — | — | — | MJSD | — | 19,883.99 | 12/14/2012 | 1/31/2020 | ||||||||||||||||
BRSGFBZT3 | ALLIANCE LAUNDRY SYST LLC SENIOR SECURED | 781,893.67 | 790,243.04 | 785,822.79 | 782,252.01 | 7,991.03 | 394.57 | — | — | — | 0.082 | MJSD | — | 21,284.25 | 12/7/2012 | 12/10/2018 | ||||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 1,054,376.62 | 1,055,038.92 | 1,059,675 | 1,054,741.1 | 297.82 | 391.10 | — | — | — | 0.071 | MJSD | — | 27,774.33 | 12/13/2012 | 12/20/2019 | ||||||||||||||||
BRSGV1XL6 | MISSION BROADCASTING INC. SENIOR SEC | 575,090.10 | 581,956.50 | 577,980.00 | 575,285.98 | 6,670.52 | 203.12 | — | — | — | 0.072 | MJSD | — | 12,284.69 | 11/19/2012 | 12/3/2019 | ||||||||||||||||
BRSGV88K1 | MEDASSETS INC SENIOR SECURED TERM LOAN | 294,777.04 | 296,505.71 | 296,258.33 | 294,889.47 | 1,616.24 | 446.84 | — | — | — | 0.071 | MJSD | — | 7,550.23 | 12/11/2012 | 12/13/2019 | ||||||||||||||||
BRSGVDRB9 | METALDYNE LLC SENIOR SECURED TERM LOAN | 1,732,543.75 | 1,750,504.74 | 1,741,250.00 | 1,733,240.25 | 17,264.49 | 740.25 | — | — | — | 0.083 | MJSD | — | 61,388.55 | 12/4/2012 | 12/18/2018 | ||||||||||||||||
BRSGVPQQ0 | REDPRAIRIE CORP SENIOR SECURED TERM LOAN | 1,584,525.28 | 1,626,967.92 | 1,616,862.53 | 1,587,090.66 | 39,877.26 | 5,356.95 | — | — | — | 0.335 | MJSD | — | 101,678.79 | 12/14/2012 | 12/21/2018 | ||||||||||||||||
BRSGW0678 | B&G FOODS INC SENIOR SECURED TERM NOTES | — | — | — | — | — | 5,664.81 | — | — | — | — | MJSD | — | 12,907.53 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSGWY6Y5 | CCC INFORMATION SERVICES GROUP SENIOR | — | — | — | — | — | 269.95 | — | — | — | — | MJSD | — | 13,862.09 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSGWZFG1 | SAGE PRODUCTS INC SENIOR SECURED TERM | 1,077,600.02 | 1,089,850.92 | 1,088,484.87 | 1,078,365.03 | 11,485.89 | 1,730.16 | — | — | — | 0.143 | MJSD | — | 35,411.89 | 12/13/2012 | 12/13/2019 | ||||||||||||||||
BRSGXX576 | TRIBUNE COMPANY SENIOR SECURED TERM LOAN | 1,280,565.00 | 1,290,266.25 | 1,293,500.00 | 1,281,396.93 | 8,869.32 | 896.93 | — | — | — | 0.143 | MJSD | — | 23,222.32 | 12/17/2012 | 12/31/2019 | ||||||||||||||||
BRSGZA7E7 | TRANSFIRST HOLDINGS INC SENIOR SECURED | 1,886,172.75 | 1,907,015.91 | 1,905,225 | 1,888,001.42 | 19,014.49 | 2,591.42 | — | — | — | 0.199 | MJSD | — | 95,119.56 | 12/20/2012 | 12/27/2017 | ||||||||||||||||
BRSGZV4B0 | CUMULUS MED INC. SENIOR SECURED TERM | 5,855,598.65 | 5,876,327.47 | 5,855,598.65 | 5,855,598.65 | 20,728.82 | — | — | — | — | — | MJSD | — | 110,386.44 | 12/18/2012 | 9/17/2018 | ||||||||||||||||
BRSH02032 | CONSOLIDATED PRECISION PRODUCT SENIOR | — | — | — | — | — | 14,750 | — | — | — | — | MJSD | — | 18,990.62 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSH04L43 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 1,481,306.25 | 1,493,059.69 | 1,492,500.00 | 1,482,261.89 | 10,797.8 | 1,011.89 | — | — | — | 0.152 | MJSD | — | 25,768.15 | 1/4/2013 | 12/20/2017 | ||||||||||||||||
BRSH2DJN2 | WINDSTREAM CORP SENIOR SECURED TERM LOAN | 2,716,350 | 2,724,417.56 | 2,716,350.00 | 2,716,350 | 8,067.56 | — | — | — | — | — | JAJO | — | 34,988.55 | 1/10/2013 | 1/23/2020 | ||||||||||||||||
BRSH4GA51 | AMERIFORGE GROUP INC SENIOR SECURED TERM | 762,319.25 | 765,192.31 | 766,150.00 | 762,547.46 | 2,644.85 | 247.46 | — | — | — | 0.072 | JAJO | — | 8,802.14 | 1/22/2013 | 12/19/2019 | ||||||||||||||||
BRSH4X0F3 | DIGITALGLOBE INC SENIOR SECURED TERM | 508,725.00 | 508,089.09 | 508,725.00 | 508,725 | (635.91 | ) | — | — | — | — | — | JAJO | — | 4,993.76 | 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 | 6,557,483.08 | 6,565,000.00 | 6,565,000 | (7,516.92 | ) | — | — | — | — | — | JAJO | — | 61,830.43 | 1/24/2013 | 1/28/2020 |
BRSH62EH0 | BRIGHT HORIZONS FAMILY SOLUTIO SENIOR | 2,541,429 | 2,579,614.61 | 2,567,100.00 | 2,542,816.05 | 36,798.56 | 1,516.05 | — | — | — | 0.142 | JAJO | — | 33,509.71 | 1/24/2013 | 1/30/2020 | ||||||||||||||||
BRSH62SH5 | APEX TOOL GROUP LLC SENIOR SECURED TERM | 1,736,896.87 | 1,749,116.25 | 1,745,625 | 1,737,297.5 | 11,818.75 | 422.5 | — | — | — | 0.072 | JAJO | — | 19,250 | 1/25/2013 | 1/31/2020 | ||||||||||||||||
BRSH6V6D4 | OCWEN LOAN SERVICING LLC SENIOR SECURED | — | — | — | — | — | 74.41 | — | — | — | — | JAJO | — | 2,731.59 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM | 443,272.5 | 451,108.13 | 447,750.00 | 443,524.99 | 7,583.14 | 274.99 | — | — | — | 0.167 | FMAN | — | 8,982.75 | 2/7/2013 | 2/8/2019 | ||||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED | 2,025,932.14 | 2,025,625.92 | 2,027,318.73 | 2,024,265.23 | 1,360.69 | (1,628.5 | ) | — | — | — | (0.826 | ) | MJSD | — | 26,482.18 | 4/4/2013 | 12/20/2019 | ||||||||||||||
BRSHA8HD8 | VWR FUNDING INC SENIOR SECURED TERM | 761,175 | 760,463.3 | 761,175.00 | 761,175.00 | (711.7 | ) | — | — | — | — | — | MJSD | — | 22,811.12 | 1/29/2013 | 4/3/2017 | |||||||||||||||
BRSHB1YS0 | RITE AID CORP SENIOR SECURED TERM LOAN | 2,493,750.00 | 2,488,563 | 2,493,750.00 | 2,493,750.00 | (5,187 | ) | — | — | — | — | — | MJSD | — | 26,111.12 | 2/7/2013 | 2/21/2020 | |||||||||||||||
BRSHB29T4 | ADS WASTE ESCROW SENIOR SECURED TERM | 9,950,000 | 9,940,050 | 9,950,000 | 9,950,000 | (9,950 | ) | — | — | — | — | — | MJSD | — | 141,395.14 | 2/5/2013 | 10/9/2019 | |||||||||||||||
BRSHB45X5 | SUPERVALU INC. SENIOR SECURED TERM NOTES | — | — | — | — | — | 168.66 | — | — | — | — | JAJO | — | 7,769.6 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHB4QM6 | GENESYS TELECOM HOLDINGS US IN SENIOR | 2,319,723.80 | 2,346,224.06 | 2,352,092.53 | 2,321,028.66 | 25,195.4 | 1,363.81 | — | — | — | 0.199 | MJSD | — | 24,103.87 | 3/28/2013 | 1/25/2020 | ||||||||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC SENIOR | 8,532,216.00 | 8,569,145.84 | 8,618,400.00 | 8,535,663.1 | 33,482.74 | 3,663.1 | — | — | — | 0.143 | FMAN | — | 74,475 | 2/13/2013 | 3/1/2020 | ||||||||||||||||
BRSHBGWY6 | LMI AEROSPACE SENIOR SECURED TERM LOAN | — | — | — | — | — | 68.94 | — | — | — | — | MJSD | — | 3,390.68 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHBHRL8 | LIFEPOINT HOSPITALS INC. SECURED TERM | 626,853.94 | 629,603.3 | 628,425.00 | 626,973.15 | 2,630.15 | 123.15 | — | — | — | 0.056 | MJSD | — | 6,677.61 | 2/4/2013 | 7/24/2017 | ||||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM | 9,975,000.00 | 9,883,678.88 | 9,975,000.00 | 9,975,000.00 | (91,321.12 | ) | — | — | — | — | — | JAJO | — | 86,069.13 | 2/4/2013 | 2/8/2020 | |||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR | 1,177,050.00 | 1,173,006.83 | 1,177,050.00 | 1,177,050.00 | (4,043.17 | ) | — | — | — | — | — | MJSD | — | 10,308.61 | 2/6/2013 | 2/7/2020 | |||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 5,335,986.00 | 5,404,120.37 | 5,362,800.00 | 5,337,505.53 | 66,614.84 | 1,685.71 | — | — | — | 0.083 | FMAN | — | 114,114.92 | 2/15/2013 | 2/19/2019 | ||||||||||||||||
BRSHD81B6 | DUNKIN BRANDS INC SENIOR SECURED TERM | — | — | — | — | — | (13,634.38 | ) | — | — | — | — | MJSD | — | 48,641.6 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSHDAGH2 | SERVICEMASTER CO SENIOR SEC TERM NOTES | 8,862,968.86 | 8,859,253.58 | 8,952,493.80 | 8,868,756.61 | (9,503.03 | ) | 9,334.31 | — | — | — | 0.258 | MJSD | — | 121,701.97 | 2/15/2013 | 1/31/2017 | |||||||||||||||
BRSHE90B4 | ARAMARK CORPORATION SENIOR SECURED TERM | 6,089,400 | 6,120,000 | 6,120,000 | 6,090,754.77 | 29,245.23 | 1,354.77 | — | — | — | 0.076 | FMAN | — | 69,360 | 2/22/2013 | 9/9/2019 | ||||||||||||||||
BRSHE9156 | TRANSDIGM INC SENIOR SECURE TERM NOTES | 4,737,798.82 | 4,768,145.9 | 4,816,308.99 | 4,740,704.67 | 27,441.23 | 2,905.85 | — | — | — | 0.232 | FMAN | — | 42,718.67 | 3/28/2013 | 2/28/2020 | ||||||||||||||||
BRSHE9NJ2 | CENTAUR ACQUISITION LLC SENIOR SECURED | 2,557,150.00 | 2,566,787.50 | 2,570,000.00 | 2,557,646.49 | 9,141.01 | 496.49 | — | — | — | 0.084 | MJSD | — | 29,975.84 | 2/15/2013 | 2/20/2019 | ||||||||||||||||
BRSHFZFW3 | ADVANTAGE SALES & MARKETING IN SENIOR | 4,127,411.15 | 4,184,997.76 | 4,176,644.47 | 4,129,586.37 | 55,411.39 | 2,210.32 | — | — | — | 0.25 | MJSD | — | 42,085.84 | 4/22/2013 | 12/12/2017 | ||||||||||||||||
BRSHG9DJ1 | HAWKER BEECHCRAFT ACQUISITION SENIOR | — | — | — | — | — | 34.33 | — | — | — | — | MJSD | — | 878.37 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHGCFR4 | REALOGY GROUP LLC SENIOR SECURED TERM | 1,298,595.37 | 1,315,975.57 | 1,311,712.5 | 1,299,160.07 | 16,815.5 | 597.57 | — | — | — | 0.142 | FMAN | — | 14,136.26 | 3/1/2013 | 2/28/2020 | ||||||||||||||||
BRSHH3U39 | IASIS HELTHCARE CORP SENIOR SECURED TERM | 7,185,165.97 | 7,292,599.19 | 7,294,422.80 | 7,192,194.95 | 100,404.24 | 7,164.7 | — | — | — | 0.287 | FMAN | — | 117,086.48 | 2/28/2013 | 5/3/2018 | ||||||||||||||||
BRSHH71E8 | TOPAZ POWER HOLDINGS LLC SENIOR SECURED | — | — | — | — | — | 408.56 | — | — | — | — | MJSD | — | 7,301.62 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHHLHN0 | LEAP WIRELESS INTL INC SENIOR SECURED | 6,004,625 | 6,014,063.00 | 6,050,000.00 | 6,005,971.6 | 8,091.4 | 1,346.6 | — | — | — | 0.108 | MJSD | — | 60,163.89 | 3/1/2013 | 3/8/2020 | ||||||||||||||||
BRSHHYQ77 | UNIVISION COMMUN INC. SENIOR SECURED | 1,958,188.38 | 1,978,371.68 | 1,995,000.00 | 1,958,715.34 | 19,656.34 | 9,271.19 | — | — | — | 0.271 | FMAN | — | 46,264.67 | 5/29/2013 | 3/1/2020 | ||||||||||||||||
BRSHJ8GU2 | SUNGARD DATA SYST INC. SENIOR SECURED | 6,937,612.5 | 6,967,171.25 | 6,955,000.00 | 6,938,269.14 | 28,902.11 | 656.64 | — | — | — | 0.035 | JAJO | — | 75,345.83 | 3/7/2013 | 3/8/2020 | ||||||||||||||||
BRSHJV7B3 | CEDAR FAIR L.P. SENIOR SECURED TERM | 1,442,759.06 | 1,452,702.89 | 1,446,375.00 | 1,442,917.57 | 9,785.32 | 186.36 | — | — | — | 0.035 | MJSD | — | 15,437.45 | 3/1/2013 | 3/6/2020 | ||||||||||||||||
BRSHKFUT1 | TOTAL SAFETY US INC SENIOR SECURED TERM | 754,309.50 | 762,838.13 | 758,100.00 | 754,420.49 | 8,417.64 | 120.49 | — | — | — | 0.072 | MJSD | — | 21.55 | 3/13/2013 | 3/13/2020 | ||||||||||||||||
BRSHKR2U3 | NIELSEN FINANCE LLC/NIELSON FI SENIOR | 1,959,823.68 | 1,969,015.25 | 1,959,823.68 | 1,959,823.68 | 9,191.57 | — | — | — | — | — | FMAN | — | 14,867.93 | 2/25/2013 | 5/1/2016 | ||||||||||||||||
BRSHKZ9A2 | VEYANCE TECHNOLOGIES INC SENIOR SECURED | 4,912,687.50 | 4,956,328.13 | 4,987,500.00 | 4,917,564.66 | 38,763.47 | 5,064.66 | — | — | — | 0.331 | MJSD | — | 63,470.31 | 3/6/2013 | 9/15/2017 | ||||||||||||||||
BRSHLHVQ1 | STAR WEST GENERATION LLC SENIOR SECURED | 4,853,386.12 | 4,905,212.48 | 4,877,775.00 | 4,854,323.01 | 50,889.47 | 998.01 | — | — | — | 0.071 | MJSD | — | 94,444.58 | 3/8/2013 | 3/13/2020 |
BRSHM2RV7 | NOVELIS INC/GA SENIOR SECURED TERM NOTES | 5,367,358.93 | 5,485,198.94 | 5,462,991.88 | 5,368,192.55 | 117,006.39 | 1,334.21 | — | — | — | 0.466 | FMAN | — | 61,883.5 | 6/19/2013 | 3/10/2017 | ||||||||||||||||
BRSHMA6X8 | SALEM COMMUNS CORP SENIOR SECURED TERM | 839,382.00 | 853,090.50 | 843,600.00 | 839,508.76 | 13,581.74 | 183.76 | — | — | — | 0.072 | JAJO | — | 7,801.88 | 3/13/2013 | 3/13/2020 | ||||||||||||||||
BRSHN4W46 | RUBY WESTERN PIPELINE HOLDINGS SENIOR | 696,500.00 | 700,000.00 | 700,000.00 | 696,609.92 | 3,390.08 | 109.92 | — | — | — | 0.071 | MJSD | — | — | 3/22/2013 | 3/27/2020 | ||||||||||||||||
BRSHNYK01 | EAGLE SPINCO INC SENIOR SECURED TERM | 297,907.50 | 302,003.73 | 297,907.50 | 297,907.50 | 4,096.23 | — | — | — | — | — | MJSD | — | 2,470.52 | 3/13/2013 | 1/28/2017 | ||||||||||||||||
BRSHQJZB1 | TWIN RIVER MANAGEMENT GROUP IN SENIOR | 596,933.33 | 608,691.11 | 602,962.96 | 597,073.84 | 11,617.27 | 140.51 | — | — | — | 0.18 | MJSD | — | — | 3/22/2013 | 11/10/2018 | ||||||||||||||||
BRSHRX8Z6 | UTEX IND SENIOR SECURED TERM LOAN | — | — | — | — | — | 9.73 | — | — | — | — | MJSD | — | 649.17 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHSQTZ7 | FENDER MUSICAL INSTRUMENTS COR SENIOR | 1,460,250.00 | 1,480,214.13 | 1,475,000.00 | 1,460,716.52 | 19,497.61 | 466.52 | — | — | — | 0.167 | MJSD | — | 9,659.2 | 4/3/2013 | 4/3/2019 | ||||||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 887,775.00 | 891,663.45 | 887,775.00 | 887,775.00 | 3,888.45 | — | — | — | — | — | MJSD | — | 8,090.35 | 3/27/2013 | 3/27/2020 | ||||||||||||||||
BRSHTMBM3 | WEIGHT WATCHERS INTL INC SENIOR SECURED | 5,442,125.00 | 5,502,209.38 | 5,525,000.00 | 5,444,331.95 | 57,877.43 | 2,206.95 | — | — | — | 0.215 | JAJO | — | — | 4/1/2013 | 4/2/2020 | ||||||||||||||||
BRSHU3AD4 | DONCASTERS FINANCE US LLC SENIOR SECURED | 715,955.62 | 724,091.48 | 723,187.50 | 716,112.13 | 7,979.35 | 174.63 | — | — | — | 0.143 | MJSD | — | 5,759.72 | 4/5/2013 | 4/9/2020 | ||||||||||||||||
BRSHU5PD3 | AMERICAN BUILDERS & CONTRACTOR SENIOR | 1,585,000.00 | 1,576,480.63 | 1,585,000.00 | 1,585,000.00 | (8,519.37 | ) | — | — | — | — | — | MJSD | — | 9,399.93 | 4/5/2013 | 4/16/2020 | |||||||||||||||
BRSHUA3L8 | UAL_12-2A SENIOR SECURED TERM LOAN | 4,720,000.00 | 4,722,950.00 | 4,720,000.00 | 4,720,000.00 | 2,950.00 | — | — | — | — | — | MJSD | — | — | 3/22/2013 | 4/1/2019 | ||||||||||||||||
BRSHUKHH0 | BERLIN PACKAGING LLC SENIOR SEC TERM | 547,250 | 552,062.5 | 550,000.00 | 547,344.56 | 4,717.94 | 94.56 | — | — | — | 0.083 | JAJO | — | 5,225 | 3/28/2013 | 4/2/2019 | ||||||||||||||||
BRSHV5U04 | LTS BUYER LLC SENIOR SECURED TERM LOAN | — | — | — | — | — | 4.71 | — | — | — | — | MJSD | — | 300 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSHV6WJ9 | TW TELECOM HOLDINGS INC SENIOR SECURED | 2,238,750 | 2,255,163.75 | 2,250,000.00 | 2,239,010.58 | 16,153.17 | 260.58 | — | — | — | 0.071 | MJSD | — | 9,450.00 | 4/5/2013 | 4/17/2020 | ||||||||||||||||
BRSHW8EH8 | GEO GROUP INC SENIOR SECURED TERM NOTES | 700,000 | 700,658 | 700,000.00 | 700,000 | 658 | — | — | — | — | — | MJSD | — | 1,959.03 | 4/1/2013 | 3/31/2020 | ||||||||||||||||
BRSHW8KA6 | CB RICHARD ELLIS SERV INC. SENIOR | 498,750.00 | 498,595.39 | 498,750.00 | 498,750.00 | (154.61 | ) | — | — | — | — | — | MJSD | — | 1,351.26 | 3/26/2013 | 3/28/2021 | |||||||||||||||
BRSHX96A9 | VERTAFORE INC SENIOR SECURED TERM NOTES | 2,928,922.38 | 2,947,274.93 | 2,934,802.03 | 2,929,142.49 | 18,132.44 | 220.11 | — | — | — | 0.03 | MJSD | — | 7,994.09 | 4/3/2013 | 10/3/2019 | ||||||||||||||||
BRSHXEJA4 | AFFINIA GROUP SENIOR SECURED TERM LOAN | 997,625.00 | 998,750 | 1,000,000.00 | 997,661.9 | 1,088.1 | 36.9 | — | — | — | 0.034 | MJSD | — | 2,375.00 | 6/5/2013 | 4/25/2020 | ||||||||||||||||
BRSHXT128 | CENVEO CORP SENIOR SECURED TERM NOTES | 327,529.12 | 330,101.63 | 329,175.00 | 327,608.26 | 2,493.37 | 83.26 | — | — | — | 0.13 | MJSD | — | 3,265.63 | 4/5/2013 | 2/13/2017 | ||||||||||||||||
BRSJ078E5 | CSC HLDGS LLC SENIOR SECURED TERM LOAN | 13,892,075.00 | 13,829,125 | 13,960,000.00 | 13,893,902.52 | (64,777.52 | ) | 1,827.52 | — | — | — | 0.069 | MJSD | — | 72,226.23 | 5/1/2013 | 4/17/2020 | |||||||||||||||
BRSJ0MJU4 | PINACLE FOOD FIN SENIOR SECURED TERM | 11,293,320.94 | 11,270,677.69 | 11,321,625.00 | 11,293,789.12 | (23,111.43 | ) | 539.12 | — | — | — | 0.036 | MJSD | — | 99.90 | 4/16/2013 | 4/29/2020 | |||||||||||||||
BRSJ0UC66 | RANPAK CORP SENIOR SECURED TERM NOTES | 1,432,800.00 | 1,443,600 | 1,440,000.00 | 1,432,981.46 | 10,618.54 | 181.46 | — | — | — | 0.083 | MJSD | — | 9,360 | 4/10/2013 | 4/23/2019 | ||||||||||||||||
BRSJ0VL80 | SEMINOLE TRIBE OF FLORIDA SENIOR SECURED | 3,335,000.00 | 3,332,215.28 | 3,335,000.00 | 3,335,000 | (2,784.72 | ) | — | — | — | — | — | MJSD | — | 15,563.33 | 4/12/2013 | 4/29/2020 | |||||||||||||||
BRSJ13AR1 | DYNEGY INC SENIOR SEC TERM NOTES | 544,953.86 | 544,956.58 | 547,692.31 | 544,996.02 | (39.44 | ) | 42.16 | — | — | — | 0.071 | MJSD | — | 2,198.38 | 4/16/2013 | 4/23/2020 | |||||||||||||||
BRSJ1HUF4 | AMC ENTERTAINMENT INC. SENIOR SECURED | 3,830,774.06 | 3,836,534.63 | 3,840,375.00 | 3,830,969.84 | 5,564.79 | 219.84 | — | — | — | 0.035 | MJSD | — | 18,340.98 | 4/23/2013 | 4/30/2020 | ||||||||||||||||
BRSJ265N8 | SECURUS TECHNOLOGIES HOLDINGS SENIOR | — | — | — | — | — | 55.99 | — | — | — | — | MJSD | — | 865.99 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
BRSJ28TC2 | CEDAR BAY GENERATING CO LP SENIOR | 2,812,456.58 | 2,847,967.39 | 2,840,865.23 | 2,813,002.58 | 34,964.81 | 2,137.35 | — | — | — | 0.143 | MJSD | — | 23,958.33 | 4/15/2013 | 4/23/2020 | ||||||||||||||||
BRSJ28TP3 | TOWER AUTOMOTIVE HOLDINGS USA SENIOR | 945,250.00 | 960,098.5 | 950,000.00 | 945,361.58 | 14,736.92 | 111.58 | — | — | — | 0.071 | MJSD | — | — | 4/16/2013 | 4/23/2020 | ||||||||||||||||
BRSJ315T5 | CHARTER COM OPER SENIOR SECURED TERM | 4,852,837.5 | 4,832,574.78 | 4,865,000.00 | 4,852,929.89 | (20,355.11 | ) | 92.39 | — | — | — | 0.033 | JAJO | — | 7,297.50 | 4/29/2013 | 12/31/2020 | |||||||||||||||
BRSJ3EEC4 | CALPINE CONSTRUCTION FINANCE C SENIOR | 3,162,075.00 | 3,133,021.95 | 3,170,000.00 | 3,162,134.73 | (29,112.78 | ) | 59.73 | — | — | — | 0.036 | JAJO | — | — | 5/2/2013 | 5/3/2020 | |||||||||||||||
BRSJ4DDY8 | REXNORD CORP SENIOR SECURED TERM LOAN | 1,113,079.85 | 1,115,306.01 | 1,113,079.85 | 1,113,079.85 | 2,226.16 | — | — | — | — | — | JAJO | — | 4,068.27 | 4/24/2013 | 4/1/2018 | ||||||||||||||||
BRSJ5FFE4 | TPF GENERATION HOLDINGS LLC SENIOR | 497,500.00 | 501,772.5 | 500,000.00 | 497,550.96 | 4,221.54 | 50.96 | — | — | — | 0.112 | JAJO | — | 1,979.17 | 5/6/2013 | 10/30/2017 | ||||||||||||||||
BRSJ5QMM4 | BAUSCH & LOMB INCORPORATED SENIOR | 6,443,850.00 | 6,454,579.01 | 6,443,850.00 | 6,443,850 | 10,729.01 | — | — | — | — | — | MJSD | — | 17,944.05 | 4/25/2013 | 11/25/2016 |
BRSJ6GHT6 | GIM CHANNELVIEW COGENERATION L SENIOR | 1,567,125 | 1,585,505.25 | 1,575,000.00 | 1,567,125 | 18,380.25 | — | — | — | — | 0.072 | MJSD | — | — | 5/2/2013 | 5/2/2020 | ||||||||||||||||
BRSJ7A0J8 | CALPINE CONSTRUCTION FINANCE C SENIOR | 5,037,325.00 | 4,987,637.85 | 5,070,000.00 | 5,037,337.33 | (49,699.48 | ) | 12.33 | — | — | — | 0.075 | MJSD | — | — | 6/6/2013 | 1/31/2022 | |||||||||||||||
BRSJ883L4 | WMG ACQUISITION CORP SENIOR SECURED TERM | 1,021,669.86 | 1,016,561.51 | 1,021,669.86 | 1,021,669.86 | (5,108.35 | ) | — | — | — | — | — | FMAN | — | — | 5/7/2013 | 7/1/2020 | |||||||||||||||
BRSJ8J5P9 | US AIRWAYS INC SENIOR SECURED TERM LOAN | 3,414,475.00 | 3,389,654 | 3,425,000.00 | 3,414,438.57 | (24,784.57 | ) | (36.43 | ) | — | — | — | (0.085 | ) | MJSD | — | 5,015.64 | 5/30/2013 | 5/23/2019 | |||||||||||||
BRSJ8JHT8 | PACT GROUP (USA) INC SENIOR SECURED TERM | 1,129,325.00 | 1,130,743.75 | 1,135,000.00 | 1,129,338.42 | 1,405.33 | 13.42 | — | — | — | 0.071 | MJSD | — | 354.69 | 5/22/2013 | 5/29/2020 | ||||||||||||||||
BRSJ8WDB2 | MURRAY ENERGY CORP SENIOR SECURED TERM | 1,497,475.00 | 1,499,356.25 | 1,505,000.00 | 1,497,547.51 | 1,808.74 | 72.51 | — | — | — | 0.083 | MJSD | — | — | 5/17/2013 | 5/24/2019 | ||||||||||||||||
BRSJ9AL38 | ALPHA NATURAL RESOURCES INC SENIOR | 2,467,600.00 | 2,421,100 | 2,480,000.00 | 2,467,783.97 | (46,683.97 | ) | 183.97 | — | — | — | 0.071 | MJSD | — | 6,268.89 | 5/20/2013 | 5/22/2020 | |||||||||||||||
BRSJ9AUR5 | SEAWORLD PARKS & ENTERTAINMENT SENIOR | 2,931,453.15 | 2,912,742.2 | 2,935,285.19 | 2,931,471.36 | (18,729.16 | ) | 18.21 | — | — | — | 0.019 | MJSD | — | — | 5/14/2013 | 5/14/2020 | |||||||||||||||
BRSJ9X973 | LPL HOLDINGS INC TL SENIOR SECURED TERM | 1,386,553.78 | 1,390,669.74 | 1,392,410.25 | 1,386,689.90 | 3,979.84 | 136.12 | — | — | — | 0.071 | MJSD | — | — | 5/12/2013 | 3/29/2019 | ||||||||||||||||
BRSJA7UJ8 | ATLANTIC AVIATION FBO INC SENIOR SECURED | 425,700 | 430,537.5 | 430,000.00 | 425,746.89 | 4,790.61 | 46.89 | — | — | — | 0.142 | FMAN | — | — | 5/16/2013 | 6/1/2020 | ||||||||||||||||
BRSJART64 | KEY SAFETY SYSTEMS INC SENIOR SECURED | 2,156,227.19 | 2,180,606.64 | 2,167,062.50 | 2,156,299.82 | 24,306.82 | 474.82 | — | — | — | 0.101 | MJSD | — | 11,438.08 | 5/7/2013 | 5/10/2018 | ||||||||||||||||
BRSJARVG9 | WCA WASTE SENIOR SECURED TERM LOAN | 1,039,338.75 | 1,036,145.47 | 1,035,498.28 | 1,038,835.61 | (2,690.14 | ) | (481.82 | ) | — | — | — | (1.361 | ) | MJSD | — | 679.89 | 5/30/2013 | 3/23/2018 | |||||||||||||
BRSJBG6J4 | AVIS BUDGET CAR RENTAL LLC SENIOR | 2,380,780.73 | 2,409,206.95 | 2,400,804.14 | 2,381,082.44 | 28,124.51 | 351.89 | — | — | — | 0.143 | MJSD | — | 6,017.05 | 5/30/2013 | 3/15/2019 | ||||||||||||||||
BRSJD01Z6 | EQUIPOWER RESOURCES HOLDINGS L SENIOR | 1,541,137.5 | 1,537,275 | 1,545,000 | 1,541,137.5 | (3,862.5 | ) | — | — | — | — | 0.038 | MJSD | — | — | 5/21/2013 | 12/31/2019 | |||||||||||||||
BRSJD2Z02 | MEDIACOM BROADBAND LLC TL E SENIOR | 3,735,000 | 3,714,457.5 | 3,735,000.00 | 3,735,000 | (20,542.5 | ) | — | — | — | — | — | FMAN | — | — | 5/23/2013 | 1/29/2021 | |||||||||||||||
BRSJL0JW5 | KINETIC CONCEPTS INC / KCI USA SENIOR | 668,325 | 670,580.6 | 668,325.00 | 668,325 | 2,255.6 | — | — | — | — | — | MJSD | — | 1,740.28 | 6/10/2013 | 5/4/2018 | ||||||||||||||||
L0001UAC3 | AI CHEM & CY US ACQUICO INC SENIOR | 370,490.94 | 370,956.38 | 372,352.7 | 370,554.61 | 401.77 | 63.67 | — | — | — | 0.076 | MJSD | — | 977.43 | 3/12/2013 | 9/29/2019 | ||||||||||||||||
P8588FAD4 | SEVEN SEAS CRUISES S DE RL SENIOR | 2,656,375.00 | 2,672,977.34 | 2,656,375.00 | 2,656,375 | 16,602.34 | — | — | — | — | — | JAJO | — | 27,338.53 | 1/25/2013 | 12/21/2018 | ||||||||||||||||
U2339CAR9 | DAIMLERCHRYSLER NA HLDG CORP BND | 5,230,800.00 | 5,143,387.36 | 5,000,000.00 | 5,216,141.39 | (72,754.03 | ) | (14,658.61 | ) | — | — | 2.625 | 1.246 | MS | 38,645.84 | (9,296.87 | ) | 4/8/2013 | 9/15/2016 | |||||||||||||
U64107AF9 | NESTLE HLDGS INC. CORP BND EMTN | 1,013,000.00 | 988,050.00 | 1,000,000.00 | 1,012,344.88 | (24,294.88 | ) | (655.12 | ) | — | — | 1.375 | 1.053 | JUN | 381.94 | 2,635.42 | 4/9/2013 | 6/21/2017 | ||||||||||||||
U89233TU1 | TOYOTA MOTOR CREDIT CORP CORP BOND | O | 890,072.82 | 914,390.55 | 550,000.00 | 890,410.04 | 23,980.51 | 108.01 | — | (57,214.55 | ) | 4 | 3.99 | DEC | 17,772.26 | — | 12/4/2011 | 12/7/2017 | ||||||||||||||
U9291NAP0 | VW CREDIT INC SENIOR CORP BND EMTN | 4,590,450.00 | 4,550,535.05 | 4,500,000.00 | 4,584,703.82 | (34,168.77 | ) | (5,746.18 | ) | — | — | 1.875 | 1.281 | OCT | 60,468.75 | (41,015.63 | ) | 4/3/2013 | 10/13/2016 | |||||||||||||
BRSJNK6J2 | FOUR SEASONS HOLDINGS INC SENIOR SECURED | I | 1,182,037.50 | 1,192,406.25 | 1,185,000.00 | 1,182,037.50 | 10,368.75 | — | — | — | — | 0.036 | MJSD | — | — | 6/24/2013 | 6/24/2020 | |||||||||||||||
BRSJR0BB3 | VALEANT PHARMACEUTICALS INTERN SENIOR | A | 1,768,075.00 | 1,791,454.88 | 1,795,000.00 | 1,768,075 | 23,379.88 | — | — | — | — | 0.218 | MJSD | — | — | 6/28/2013 | 6/26/2020 | |||||||||||||||
06366QGN1 | BANK OF MONTREAL CORP BND | A | 2,500,000.00 | 2,509,275.05 | 2,500,000.00 | 2,500,000 | 9,275.05 | — | — | — | 0.746 | 0.743 | JAJO | 3,262 | 25,876.7 | 4/26/2011 | 4/29/2014 | |||||||||||||||
06366QW86 | BANK OF MONTREAL CORP BND MTN | A | 2,993,850 | 3,069,550.08 | 3,000,000.00 | 2,995,581.19 | 73,968.89 | 594.54 | — | — | 2.5 | 2.544 | JJ | 35,416.67 | 37,500 | 1/6/2012 | 1/11/2017 | |||||||||||||||
063679ZT4 | BANK OF MONTREAL CORP BND 144A | A | 2,196,150.00 | 2,251,876.2 | 2,200,000.00 | 2,197,205.16 | 54,671.04 | 373.89 | — | — | 1.95 | 1.987 | JJ | 17,994.17 | 21,450 | 1/23/2012 | 1/30/2017 | |||||||||||||||
064159AL0 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,696,035.00 | 1,676,510.37 | 1,650,000.00 | 1,680,026.58 | (3,516.21 | ) | (9,739.58 | ) | — | — | 1.85 | 0.653 | JJ | 14,329.79 | 15,262.50 | 8/30/2012 | 1/12/2015 | |||||||||||||
064159AM8 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,497,000.00 | 1,534,766.46 | 1,500,000.00 | 1,497,842.14 | 36,924.32 | 288.43 | — | — | 2.55 | 2.593 | JJ | 17,956.25 | 19,125 | 1/5/2012 | 1/12/2017 | |||||||||||||||
064159BW5 | BANK OF NOVA SCOTIA TORONTO BR SENIOR | A | 6,000,000.00 | 5,996,879.88 | 6,000,000.00 | 6,000,000 | (3,120.12 | ) | — | — | — | 0.673 | 0.68 | MJSD | 1,570.92 | 10,654.9 | 3/8/2013 | 3/15/2016 | ||||||||||||||
06415CAA7 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,140,524.00 | 1,135,496.97 | 1,100,000.00 | 1,130,208.29 | 5,288.68 | (4,764.78 | ) | — | — | 2.15 | 1.242 | FA | 9,722.78 | 11,825.00 | 5/24/2012 | 8/3/2016 | ||||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA TORONTO BR SECURED | A | 4,200,824.80 | 4,233,347.62 | 4,200,000.00 | 4,200,511.39 | 32,836.23 | (145.88 | ) | — | — | 1.05 | 1.043 | MS | 12,372.51 | 22,050 | 4/12/2012 | 3/20/2015 | ||||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA TORONTO BR SECURED | A | 2,197,580.00 | 2,233,967.98 | 2,200,000.00 | 2,198,176.96 | 35,791.02 | 233.57 | — | — | 1.75 | 1.773 | MS | 10,587.5 | 19,250 | 3/15/2012 | 3/22/2017 | |||||||||||||||
067901AF5 | BARRICK GOLD CORP CORP BND | A | 2,248,119.67 | 2,216,280.22 | 2,250,000.00 | 2,248,847.65 | (32,567.43 | ) | 212.59 | — | — | 2.9 | 2.137 | MN | 5,618.75 | 38,223.61 | 9/8/2011 | 5/30/2016 |
067901AM0 | BARRICK GOLD CORP UNSEC CORP BND 144A | A | 6,403,168.70 | 5,965,364.88 | 6,650,000.00 | 6,403,885.94 | (438,521.06 | ) | 717.24 | — | — | 2.5 | 3.329 | MN | 27,246.53 | (17,212.5 | ) | 6/21/2013 | 5/1/2018 | |||||||||||||
12800UAK6 | LA CAISSE CENTRALE DESJARDINS CORP BND | A | 397,592.00 | 416,811.98 | 400,000.00 | 398,628.70 | 18,183.28 | 238.39 | — | — | 2.55 | 2.681 | MS | 2,748.33 | 5,100 | 4/18/2011 | 3/24/2016 | |||||||||||||||
12800UAL4 | LA CAISSE CENTRALE DESJARDINS SECURED | A | 2,699,352.00 | 2,723,814.11 | 2,700,000.00 | 2,699,517.87 | 24,296.24 | 62.65 | — | — | 1.6 | 1.605 | MS | 13,800 | 21,600 | 2/28/2012 | 3/6/2017 | |||||||||||||||
136069EH0 | CANADIAN IMPERIAL BANK OF COMM CORP BND | A | 2,234,372.73 | 2,233,286 | 2,200,000.00 | 2,218,906.83 | 14,379.17 | (6,432.48 | ) | — | — | 1.5 | 0.901 | JD | 1,741.67 | 25,000.00 | 4/16/2012 | 12/12/2014 | ||||||||||||||
136069ET4 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 3,024,092.50 | 3,025,547.68 | 3,025,000.00 | 3,024,316.74 | 1,230.94 | 184.5 | — | — | 0.9 | 0.91 | AO | 6,806.25 | 21,462.5 | 9/24/2012 | 10/1/2015 | |||||||||||||||
136069FA4 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 3,996,760.00 | 3,901,618.64 | 4,000,000.00 | 3,997,034.73 | (95,416.09 | ) | 274.73 | — | — | 1.55 | 1.567 | JJ | 27,211.11 | — | 1/17/2013 | 1/23/2018 | ||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 8,414,868.00 | 8,393,773.29 | 8,350,000.00 | 8,415,235.80 | (21,462.51 | ) | (5,818.61 | ) | — | — | 1.45 | 1.21 | JD | 5,381.1 | 47,382.78 | 2/21/2013 | 12/15/2016 | |||||||||||||
63307AAA3 | NATIONAL BK OF CANADA SENIOR CORP BND | A | 11,657,163.00 | 11,323,642.1 | 11,670,000.00 | 11,658,778.64 | (335,136.54 | ) | 1,238.32 | — | — | 1.45 | 1.473 | MN | 25,382.25 | 84,607.50 | 11/2/2012 | 11/7/2017 | ||||||||||||||
73755LAG2 | POTASH CORP OF SASKATCHEWAN IN CORP BND | A | 1,776,592.85 | 1,756,182.13 | 1,655,000.00 | 1,761,663.35 | (5,481.22 | ) | (14,929.5 | ) | — | — | 3.75 | 0.85 | MS | 15,515.63 | 4,137.5 | 3/1/2013 | 9/30/2015 | |||||||||||||
78008K5X7 | ROYAL BANK OF CANADA CORP BND | A | 4,502,835.00 | 4,508,189.96 | 4,500,000.00 | 4,500,803.99 | 7,385.97 | (500.69 | ) | — | — | 0.578 | 0.553 | JAJO | 5,415 | 26,945.56 | 6/20/2011 | 4/17/2014 | ||||||||||||||
78008SD86 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,996,900.00 | 4,961,166.40 | 5,000,000.00 | 4,997,219.42 | (36,053.02 | ) | 319.42 | — | — | 0.85 | 0.871 | MS | 13,340.28 | — | 3/5/2013 | 3/8/2016 | ||||||||||||||
78008SE28 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 13,250,000.00 | 13,271,332.9 | 13,250,000.00 | 13,250,000 | 21,332.9 | — | — | — | 0.644 | 0.65 | MJSD | 4,979.52 | 22,474.35 | 3/5/2013 | 3/8/2016 | |||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875 | 3,990,741.85 | 4,100,000.00 | 4,095,335.08 | (104,593.23 | ) | 460.08 | — | — | 1.5 | 1.526 | JJ | 28,529.17 | — | 1/7/2013 | 1/16/2018 | ||||||||||||||
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL | A | 1,594,560.00 | 1,610,751.95 | 1,600,000.00 | 1,595,933.06 | 14,818.89 | 526.41 | — | — | 1.5 | 1.571 | MS | 7,200 | 12,000 | 3/5/2012 | 3/13/2017 | |||||||||||||||
89114QAC2 | TORONTO-DOMINION BANK/THE CORP BND | A | 2,300,000.00 | 2,304,852.98 | 2,300,000.00 | 2,300,000 | 4,852.98 | — | — | — | 0.577 | 0.549 | JAJO | 2,839.01 | 7,239.74 | 7/7/2011 | 7/14/2014 | |||||||||||||||
89114QAE8 | TORONTO-DOMINION BANK/THE CORP BND | A | 5,237,900.00 | 5,165,751.65 | 5,000,000.00 | 5,215,842.61 | (50,090.96 | ) | (26,227.7 | ) | — | — | 2.375 | 1.041 | AO | 23,750 | 25,234.37 | 2/22/2013 | 10/19/2016 | |||||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE SENIOR CORP | A | 2,938,030.20 | 2,843,472.92 | 2,940,000.00 | 2,938,094.84 | (94,621.92 | ) | 64.64 | — | — | 1.4 | 1.414 | AO | 6,974.33 | — | 4/23/2013 | 4/30/2018 | ||||||||||||||
89153UAD3 | TOTAL CAPITAL CANADA LTD SENIOR CORP BND | A | 2,000,000.00 | 2,011,100.00 | 2,000,000.00 | 2,000,000.00 | 11,100.00 | — | — | — | 0.657 | 0.683 | JAJO | 2,810.93 | 3,339.11 | 1/10/2013 | 1/15/2016 | |||||||||||||||
893526DL4 | TRANS-CANADA PIPELINES SENIOR CORP BND | A | 2,914,148.25 | 2,926,603.19 | 2,925,000.00 | 2,918,915.81 | 7,687.38 | 1,781.42 | — | — | 0.875 | 1.001 | MS | 8,460.16 | 12,796.89 | 2/28/2012 | 3/2/2015 | |||||||||||||||
98417EAU4 | XSTRATA FINANCE (CANADA) LTD SENIOR CORP | A | 4,128,053.2 | 3,984,360.47 | 4,135,000.00 | 4,128,948.52 | (144,588.05 | ) | 649.96 | — | — | 2.7 | 2.486 | AO | 20,468.25 | 50,653.75 | 10/18/2012 | 10/25/2017 | ||||||||||||||
BRSBRN2H7 | MEG ENERGY CORP TERM LOAN | A | 7,164,139.39 | 7,151,770.04 | 7,146,410.23 | 7,145,572.81 | 6,197.23 | 88.26 | — | — | — | (0.321 | ) | MJSD | — | 143,710.95 | 5/29/2012 | 3/15/2018 | ||||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR | A | 7,917,768.46 | 7,962,417.54 | 7,937,612.50 | 7,918,453.17 | 43,964.37 | 36,397.48 | — | — | — | 0.042 | MJSD | — | 143,413.08 | 3/27/2013 | 3/28/2019 | |||||||||||||||
BRSFXW3C1 | PROGRESSIVE WASTE SOLUTIONS LT SENIOR | A | 584,114.75 | 589,618.34 | 587,050.00 | 584,385.6 | 5,232.74 | 223.06 | — | — | — | 0.071 | JAJO | — | 10,254.44 | 10/22/2012 | 10/24/2019 | |||||||||||||||
BRSFZGGS5 | GARDA WORLD SEC SENIOR SECURED TERM LOAN | A | 1,178,129.75 | 1,196,381.88 | 1,184,050.00 | 1,178,629.53 | 17,752.35 | 449.2 | — | — | — | 0.071 | FMAN | — | 20,494.4 | 10/24/2012 | 11/13/2019 | |||||||||||||||
BRSG101A0 | CUNNINGHAM LINDSEY GROUP INC SENIOR | I | — | — | — | — | — | — | — | — | — | — | MJSD | — | 1,477.78 | 00/00/0000 | 00/00/0000 | |||||||||||||||
BRSHG9DW2 | SAXON ENERGY SERVICES INC SENIOR SECURED | A | 1,429,218.00 | 1,443,582 | 1,436,400.00 | 1,429,629.22 | 13,952.78 | 429.22 | — | — | — | 0.083 | MJSD | — | 26,779.72 | 2/13/2013 | 2/13/2019 | |||||||||||||||
BRSHBW711 | TERVITA CORP SENIOR SECURED TERM LOAN | A | 1,520,788.50 | 1,534,229.81 | 1,536,150.00 | 1,521,686.43 | 12,543.38 | 936.43 | — | — | — | 0.192 | MJSD | — | 6,127.33 | 2/11/2013 | 5/15/2018 | |||||||||||||||
BRSFWYTY2 | VALEANT PHARMACEUTICALS INTERN SENIOR | A | 1,937,187.24 | 1,974,683.02 | 1,985,025.00 | 1,942,723.86 | 31,959.16 | 3,917.21 | — | — | — | (0.164 | ) | JAJO | — | 44,852.46 | 10/2/2012 | 2/13/2019 | ||||||||||||||
BRSJF4LM3 | OXEA FINANCE & CY SCA SENIOR SECURED | F | 2,349,112.50 | 2,342,859.98 | 2,355,000.00 | 2,349,112.50 | (6,252.52 | ) | — | — | — | — | 0.039 | FMAN | — | — | 6/6/2013 | 11/30/2019 | ||||||||||||||
BRSJ4BYA1 | CIH INTERNATIONAL S.A.R.L SENIOR SECURED | F | 1,152,112.50 | 1,153,446.53 | 1,155,000.00 | 1,152,135.43 | 1,311.1 | 22.93 | — | — | — | 0.036 | MJSD | — | — | 4/29/2013 | 5/1/2020 | |||||||||||||||
BRSJKR5A0 | ALLFLEX HOLDINGS SENIOR SECURED TERM | F | 1,990,000.00 | 2,003,330 | 2,000,000.00 | 1,990,000 | 13,330 | — | — | — | — | 0.072 | MJSD | — | — | 6/7/2013 | 6/5/2020 | |||||||||||||||
00182EAR0 | ANZ NATIONAL INTERNATIONAL LTD SENIOR | F | 9,996,500.00 | 9,928,041.10 | 10,000,000.00 | 9,996,799.62 | (68,758.52 | ) | 299.62 | — | — | 1.125 | 1.137 | MS | 29,375.00 | — | 3/20/2013 | 3/24/2016 | ||||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND | F | 176,911.5 | 183,409.17 | 177,000.00 | 176,974.9 | 6,434.27 | 9.05 | — | — | 3.2 | 3.211 | MN | 912.53 | 2,832 | 10/26/2009 | 11/3/2014 | |||||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC CORP BND 144A | F | 5,570,775.00 | 4,763,474.87 | 4,500,000.00 | 4,745,229.78 | 18,245.09 | (155,830.22 | ) | — | — | 9.375 | 2.197 | AO | 97,265.63 | 210,937.51 | 10/19/2010 | 4/8/2014 |
034863AE0 | ANGLO AMERICAN CAPITAL PLC SENIOR CORP | F | 4,989,050.00 | 4,913,068.75 | 5,000,000.00 | 4,991,646.28 | (78,577.53 | ) | 1,042.03 | — | �� | 2.625 | 2.672 | AO | 32,083.33 | 65,625.00 | 3/26/2012 | 4/3/2017 | ||||||||||||||
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 4,292,819.00 | 4,499,678.76 | 4,300,000.00 | 4,295,173.36 | 204,505.4 | 689.07 | — | — | 2.875 | 2.911 | AO | 26,098.61 | 61,812.5 | 10/6/2011 | 10/15/2016 | |||||||||||||||
055451AB4 | BHP BILLITON FINANCE LTD CORP BND | F | 1,742,200.00 | 1,707,726.03 | 1,550,000.00 | 1,719,998.39 | (12,272.36 | ) | (22,201.61 | ) | — | — | 5.25 | 0.736 | JD | 3,616.67 | 22,830.21 | 2/27/2013 | 12/15/2015 | |||||||||||||
055451AG3 | BHP BILLITON FINANCE LTD CORP BND | F | 2,583,704.25 | 2,413,047.75 | 2,325,000.00 | 2,376,223.67 | 36,824.08 | (41,095.32 | ) | — | — | 5.5 | 2.518 | AO | 31,968.75 | 106,399.02 | 4/16/2010 | 4/1/2014 | ||||||||||||||
055451AM0 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 5,656,200.00 | 5,660,622.23 | 5,650,000.00 | 5,653,598.3 | 7,023.93 | (2,601.7 | ) | — | — | 0.544 | 0.581 | FMAN | 3,586.53 | 14,492.84 | 1/9/2013 | 2/18/2014 | ||||||||||||||
055451AN8 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 4,989,550.00 | 5,033,404.9 | 5,000,000.00 | 4,994,214.93 | 39,189.97 | 1,725.78 | — | — | 1 | 1.071 | FA | 17,638.89 | 25,000.00 | 2/21/2012 | 2/24/2015 | |||||||||||||||
055451AP3 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 6,706,708 | 6,683,947.17 | 6,725,000.00 | 6,711,501.4 | (27,554.23 | ) | 1,777.68 | — | — | 1.625 | 1.682 | FA | 38,552 | 54,640.63 | 2/21/2012 | 2/24/2017 | ||||||||||||||
05565QBF4 | BP CAPITAL MARKETS PLC CORP BND | F | 2,258,382.50 | 2,084,173.5 | 2,050,000.00 | 2,069,676.38 | 14,497.12 | (27,687.37 | ) | — | — | 5.25 | 2.478 | MN | 16,143.75 | 53,812.5 | 12/21/2009 | 11/7/2013 | ||||||||||||||
05565QBN7 | BP CAPITAL MARKETS PLC CORP BND | F | 2,991,480 | 3,142,023.24 | 3,000,000.00 | 2,995,998.32 | 146,024.92 | 844.17 | — | — | 3.125 | 3.187 | AO | 23,437.5 | 46,875 | 9/28/2010 | 10/1/2015 | |||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490.00 | 4,865,941.8 | 4,750,000.00 | 4,765,957.40 | 99,984.4 | (2,287.18 | ) | — | — | 2.248 | 2.143 | MN | 17,796.67 | 53,390 | 11/1/2011 | 11/1/2016 | ||||||||||||||
05565QBX5 | BP CAPITAL MARKETS PLC CORP BND | F | 1,699,898.00 | 1,725,525.56 | 1,700,000.00 | 1,699,950.58 | 25,574.98 | 29.95 | — | — | 1.7 | 1.702 | JD | 2,087.23 | 32,191.38 | 12/1/2011 | 12/5/2014 | |||||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,700,000.00 | 5,684,709.75 | 5,700,000.00 | 5,700,000 | (15,290.25 | ) | (102.38 | ) | — | — | 1.846 | 1.846 | MN | 16,367.87 | 78,701.13 | 5/2/2012 | 5/5/2017 | |||||||||||||
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 4,995,900.00 | 4,856,517.4 | 5,000,000.00 | 4,996,419.09 | (139,901.69 | ) | 396.16 | — | — | 1.375 | 1.392 | MN | 10,503.47 | 34,375.00 | 11/1/2012 | 11/6/2017 | ||||||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 9,224,192.50 | 8,900,762.92 | 9,250,000.00 | 9,224,898.64 | (324,135.72 | ) | 840.53 | — | — | 1.375 | 1.433 | MN | 18,018.23 | 3,420.31 | 5/7/2013 | 5/10/2018 | ||||||||||||||
05565QCF3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 3,500,000.00 | 3,431,499.02 | 3,500,000.00 | 3,500,000.00 | (68,500.98 | ) | — | — | — | 0.785 | 0.785 | FMAN | 3,969.11 | — | 5/7/2013 | 5/10/2018 | ||||||||||||||
06739FFZ9 | BARCLAYS BANK PLC LOCAL BND | F | 528,417.00 | 521,404.00 | 500,000.00 | 506,624.26 | 14,779.74 | (3,136.78 | ) | — | — | 5.2 | 3.869 | JJ | 12,350 | 13,000.00 | 10/21/2009 | 7/10/2014 | ||||||||||||||
06739FGF2 | BARCLAYS BANK PLC CORP BND | F | 5,638,250.00 | 5,529,766.85 | 5,000,000.00 | 5,577,598.05 | (47,831.2 | ) | (60,651.95 | ) | — | — | 5 | 1.329 | MS | 68,750 | 18,055.56 | 2/21/2013 | 9/22/2016 | |||||||||||||
06741CAB0 | BARCLAYS PLC SENIOR LOCAL BND 144A | F | 1,393,294.00 | 1,438,472.01 | 1,400,000.00 | 1,394,757.17 | 43,714.84 | 642.47 | — | — | 2.25 | 2.352 | MN | 4,462.5 | 15,750 | 5/2/2012 | 5/10/2017 | |||||||||||||||
111021AH4 | BRITISH TELECOMMUNICATIONS PLC SENIOR | F | 1,345,720.50 | 1,356,325.76 | 1,350,000.00 | 1,345,731.94 | 10,593.82 | 11.44 | — | — | 1.625 | 1.734 | JD | 182.81 | — | 6/25/2013 | 6/28/2016 | |||||||||||||||
20271RAA8 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP | F | 2,149,183.00 | 2,190,319.38 | 2,150,000.00 | 2,149,528.82 | 40,790.56 | 133.64 | — | — | 1.95 | 1.963 | MS | 12,228.13 | 20,962.50 | 3/5/2012 | 3/16/2015 | |||||||||||||||
2027A0FP9 | COMMONWEALTH BANK AUSTRALIA CORP BND | F | 4,904,116.00 | 4,924,304.1 | 4,900,000.00 | 4,901,104.56 | 23,199.54 | (768.1 | ) | — | — | 1.003 | 0.944 | MJSD | 1,911.74 | 57,559.2 | 7/12/2011 | 3/17/2014 | ||||||||||||||
2027A0GJ2 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP | F | 3,545,535.00 | 3,533,109.97 | 3,500,000.00 | 3,541,603.17 | (8,493.2 | ) | (3,931.83 | ) | — | — | 1.073 | 0.548 | MJSD | 1,355.84 | 6,720.62 | 4/10/2013 | 9/18/2015 | |||||||||||||
22546QAG2 | CREDIT SUISSE NEW YORK NY CORP BND | F | 5,800,000.00 | 5,825,810 | 5,800,000.00 | 5,800,000 | 25,810 | — | — | — | 1.237 | 1.284 | JAJO | 15,346.91 | 37,609.42 | 12/28/2012 | 1/14/2014 | |||||||||||||||
2515A0Q30 | DEUTSCHE BK LDN CORP BND | F | 2,076,360 | 2,070,406 | 2,000,000.00 | 2,072,185.24 | (1,779.24 | ) | (4,174.76 | ) | — | — | 3.875 | 0.667 | FA | 28,631.94 | (23,465.28 | ) | 6/4/2013 | 8/18/2014 | ||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 9,444,640.00 | 9,313,104.23 | 9,400,000.00 | 9,438,912.96 | (125,808.73 | ) | (4,918.84 | ) | — | — | 1.5 | 1.389 | MN | 19,583.33 | 70,500 | 9/25/2012 | 5/11/2017 | |||||||||||||
25243YAS8 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 6,987,120.00 | 6,912,613.19 | 7,000,000.00 | 6,987,852.69 | (75,239.5 | ) | 732.69 | — | — | 0.625 | 0.687 | AO | 7,534.72 | — | 4/24/2013 | 4/29/2016 | ||||||||||||||
25243YAT6 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 2,485,750.00 | 2,397,726.45 | 2,500,000.00 | 2,486,227.01 | (88,500.56 | ) | 477.01 | — | — | 1.125 | 1.243 | AO | 4,843.75 | — | 4/24/2013 | 4/29/2018 | ||||||||||||||
25600WAA8 | DNB BOLIGKREDITT AS CORP BND 144A | F | 9,671,647.51 | 9,858,624 | 9,600,000.00 | 9,639,313.03 | 219,310.97 | (8,380.21 | ) | — | — | 2.1 | 1.915 | AO | 43,119.99 | 100,800 | 11/14/2012 | 10/14/2015 | ||||||||||||||
25600WAB6 | DNB BOLIGKREDITT AS CORP BND 144A | F | 8,395,963.00 | 8,571,459.92 | 8,200,000.00 | 8,343,929.62 | 227,530.3 | (33,928.67 | ) | — | — | 2.9 | 2.234 | MS | 60,771.11 | 246,274.44 | 6/12/2012 | 3/29/2016 | ||||||||||||||
268317AA2 | ELECTRICITE DE FRANCE CORP BND 144A | F | 9,449,250.00 | 8,825,392.58 | 8,600,000.00 | 8,725,544.58 | 99,848 | (108,467.87 | ) | — | — | 5.5 | 2.893 | JJ | 203,652.78 | 236,500.00 | 1/6/2010 | 1/26/2014 | ||||||||||||||
273323AA3 | EAST LANE RE LTD CORP BND | F | 5,000,000.00 | 5,060,100 | 5,000,000.00 | 5,000,000 | 60,100 | — | — | — | 5.75 | 5.912 | MJSD | 11,180.56 | 146,165.89 | 3/1/2011 | 3/14/2016 | |||||||||||||||
273323AB1 | EAST LANE RE IV LTD CORP BND 144A | F | 2,000,000.00 | 2,071,200.00 | 2,000,000.00 | 2,000,000 | 71,200 | — | — | — | 6.65 | 6.704 | MJSD | 5,172.22 | 67,616.45 | 3/1/2011 | 3/13/2017 | |||||||||||||||
29079DAB2 | EMBARCADERO REINSURANCE LTD CORP BND | F | 6,500,000 | 6,744,790 | 6,500,000.00 | 6,500,000 | 244,790.00 | — | — | — | 5 | — | JAJO | 56,095.89 | 161,194.13 | 7/26/2012 | 2/7/2017 | |||||||||||||||
29268BAD3 | ENEL FINANCE INTERNATIONAL NV CORP BND | F | 1,241,598.75 | 1,252,910.40 | 1,225,000.00 | 1,229,935.81 | 22,974.59 | (1,873.57 | ) | — | — | 3.875 | 3.547 | AO | 11,076.04 | 23,734.38 | 3/30/2010 | 10/7/2014 |
35177PAS6 | FRANCE TELECOM SA CORP BND | F | 4,334,534.04 | 4,241,978.41 | 4,116,000.00 | 4,220,368.38 | 21,610.03 | (31,760.32 | ) | — | — | 4.375 | 1.85 | JJ | 86,536.04 | 24,169.44 | 4/4/2013 | 7/8/2014 | ||||||||||||||
35177PAU1 | FRANCE TELECOM SA CORP BND | F | 996,600 | 1,013,696.82 | 1,000,000.00 | 998,452.28 | 15,244.54 | 336.88 | — | — | 2.125 | 2.197 | MS | 6,197.92 | 10,625 | 9/7/2010 | 9/16/2015 | |||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP | F | 6,277,383.00 | 6,248,861.51 | 6,300,000.00 | 6,282,406.11 | (33,544.6 | ) | 2,195.55 | — | — | 1.5 | 1.575 | MN | 13,912.49 | 47,250 | 5/2/2012 | 5/8/2017 | ||||||||||||||
378272AB4 | GLENCORE FUNDING LLC SENIOR CORP BND | R | 4,168,290.3 | 4,032,132.50 | 4,170,000.00 | 4,168,338.56 | (136,206.06 | ) | 48.26 | — | — | 1.7 | 1.714 | MN | 6,104.42 | — | 5/22/2013 | 5/27/2016 | ||||||||||||||
378272AD0 | GLENCORE FUNDING LLC SENIOR CORP BND | R | 10,059,968.55 | 9,256,003.3 | 10,313,000.00 | 10,061,698.81 | (805,695.51 | ) | 1,790.32 | — | — | 2.5 | 2.978 | JJ | 22,201.59 | (4,409.45 | ) | 6/14/2013 | 1/15/2019 | |||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 3,495,559.23 | 3,398,280.43 | 3,500,000.00 | 3,496,180.95 | (97,900.52 | ) | 1,098.38 | — | — | 1.4 | 1.426 | AO | 12,250 | 30,858.33 | 10/3/2012 | 10/1/2017 | ||||||||||||||
423012AC7 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 1,993,785.13 | 1,986,504.45 | 1,995,000.00 | 1,994,076.74 | (7,572.29 | ) | 200.06 | — | — | 0.8 | 0.821 | AO | 3,990 | 7,581 | 10/3/2012 | 10/1/2015 | ||||||||||||||
44328MAB0 | HSBC BANK PLC CORP BND 144A | F | 4,558,910.00 | 4,717,488.11 | 4,500,000.00 | 4,551,489.94 | 165,998.17 | (61,422.36 | ) | — | — | 3.5 | 2.896 | JD | 1,312.5 | 151,075.55 | 2/21/2013 | 6/28/2015 | ||||||||||||||
44328MAL8 | HSBC BANK PLC CORP BND 144A | F | 4,685,175.00 | 4,710,619.26 | 4,500,000.00 | 4,684,496.8 | 26,122.46 | (678.2 | ) | — | — | 3.1 | 1.645 | MN | 14,337.5 | (12,787.50 | ) | 6/24/2013 | 5/24/2016 | |||||||||||||
44328MBT0 | HSBC BANK PLC SENIOR CORP BND 144A | F | 5,739,247.50 | 5,534,313.59 | 5,750,000.00 | 5,739,512.78 | (205,199.19 | ) | 265.28 | — | — | 1.5 | 1.539 | MN | 11,020.84 | — | 5/8/2013 | 5/15/2018 | ||||||||||||||
44920UAC2 | HYUNDAI CAP SVC CORP BND 144A | F | 2,982,210.00 | 3,171,448.95 | 3,000,000.00 | 2,989,532.85 | 181,916.1 | 1,569.2 | — | — | 4.375 | 4.498 | JJ | 56,145.83 | 65,625.00 | 1/20/2011 | 7/27/2016 | |||||||||||||||
449786AN2 | INT'L NEDERLAND BANK NV CORP BND 144A | F | 2,375,000.00 | 2,394,380.05 | 2,375,000.00 | 2,375,000 | 19,380.05 | — | — | — | 1.674 | 1.652 | MJSD | 2,319.53 | 20,353.75 | 6/1/2011 | 6/9/2014 | |||||||||||||||
449786AR3 | INT'L NEDERLAND BANK NV CORP BND 144A | F | 3,714,234.75 | 3,762,298.01 | 3,725,000.00 | 3,716,923.04 | 45,374.97 | 1,742.03 | — | — | 2 | 2.1 | MS | 19,866.67 | 37,250 | 9/18/2012 | 9/25/2015 | |||||||||||||||
449786AW2 | INT'L NEDERLAND BANK NV SENIOR CORP BND | F | 8,120,000 | 8,130,799.84 | 8,120,000.00 | 8,120,000 | 10,799.84 | — | — | — | 1.224 | 1.233 | MJSD | 6,628.36 | 25,578 | 2/28/2013 | 3/7/2016 | |||||||||||||||
449786AX0 | INT'L NEDERLAND BANK NV SENIOR CORP BND | F | 748,440.00 | 740,820.35 | 750,000.00 | 748,600.98 | (7,780.63 | ) | 160.98 | — | — | 1.375 | 1.446 | MS | 3,265.63 | — | 2/28/2013 | 3/7/2016 | ||||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR | F | 3,041,246.50 | 3,004,166.47 | 3,050,000.00 | 3,042,948.30 | (38,781.83 | ) | 845.13 | — | — | 1.625 | 1.685 | JD | 275.34 | 24,781.26 | 6/26/2012 | 6/29/2017 | ||||||||||||||
52206AAB6 | LEASEPLAN CORPORATION NV CORP BND 144A | F | 4,976,700.00 | 4,741,255.95 | 5,000,000.00 | 4,977,249.23 | (235,993.28 | ) | 549.23 | — | — | 2.5 | 2.6 | MN | 15,625.00 | — | 5/7/2013 | 5/16/2018 | ||||||||||||||
541502AB6 | LOMA REINSURANCE LTD CORP BND 144A | F | 4,000,000.00 | 4,047,240 | 4,000,000.00 | 4,000,000 | 47,240 | — | — | — | 18.035 | 18.421 | MJSD | 56,000.00 | 364,000.75 | 12/22/2011 | 1/9/2014 | |||||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040.00 | 6,471,387.18 | 6,000,000.00 | 5,997,020.16 | 474,367.02 | 366.98 | — | — | 5 | 5.015 | FA | 107,500 | 150,000 | 2/14/2012 | 2/22/2017 | |||||||||||||||
612098AC7 | MONTANA RE LTD SENIOR CORP BND 144A | F | 10,002,000.00 | 9,774,000.00 | 10,000,000.00 | 10,001,601.09 | (227,601.09 | ) | (570.86 | ) | — | — | 12.174 | 12.481 | MJSD | 81,163 | 616,557.28 | 11/30/2012 | 1/8/2014 | |||||||||||||
612098AD5 | MONTANA RE LTD CORP BND 144A | F | 9,004,500.00 | 8,849,700 | 9,000,000.00 | 9,003,264.08 | (153,564.08 | ) | (1,445.24 | ) | — | — | 16.674 | 17.115 | MJSD | 100,046.7 | 759,651.55 | 11/30/2012 | 1/8/2014 | |||||||||||||
63253WAA9 | NATIONAL AUSTRALIA BNAK LTD SECURED | F | 3,993,960.00 | 4,068,479.92 | 4,000,000.00 | 3,995,155.05 | 73,324.87 | 579.73 | — | — | 2 | 2.032 | JD | 2,444.44 | 40,000.00 | 6/12/2012 | 6/20/2017 | |||||||||||||||
6325C0CA7 | NATIONAL AUSTRALIA BNAK LTD SENIOR CORP | F | 4,600,000.00 | 4,624,840.41 | 4,600,000.00 | 4,600,000.00 | 24,840.41 | — | — | — | 0.998 | 1.01 | JAJO | 10,330.34 | 24,334 | 4/6/2011 | 4/11/2014 | |||||||||||||||
654624AE5 | NTT CORP SENIOR CORP BND | F | 4,459,748.5 | 4,352,040.73 | 4,450,000.00 | 4,457,982.61 | (105,941.88 | ) | (957.93 | ) | — | — | 1.4 | 1.354 | JJ | 28,208.05 | 31,150 | 7/23/2012 | 7/18/2017 | |||||||||||||
65557CAG8 | NORDEA BANK AB CORP BND 144A | F | 3,075,000.00 | 3,089,360.35 | 3,075,000.00 | 3,075,000 | 14,360.35 | — | — | — | 1.177 | 1.203 | JAJO | 7,741.88 | 19,034.25 | 1/11/2011 | 1/14/2014 | |||||||||||||||
65557FAG1 | NORDEA BANK AB SENIOR CORP BND 144A | F | 7,971,170.00 | 7,709,828.48 | 8,000,000.00 | 7,971,583.28 | (261,754.8 | ) | 413.28 | — | — | 1.625 | 1.701 | MN | 16,611.11 | (2,572.92 | ) | 5/30/2013 | 5/15/2018 | |||||||||||||
65557HAE2 | NORDEA BANK AB SENIOR CORP BND | F | 4,989,850.00 | 4,919,696.1 | 5,000,000.00 | 4,990,277.61 | (70,581.51 | ) | 427.61 | — | — | 0.875 | 0.944 | MN | 5,590.28 | — | 5/7/2013 | 5/13/2016 | ||||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 3,397,355 | 3,360,605.43 | 3,250,000.00 | 3,352,906.35 | 7,699.08 | (17,257.17 | ) | — | — | 3.9 | 2.731 | MN | 21,125 | 63,375.00 | 3/9/2012 | 5/1/2016 | ||||||||||||||
74977EPY3 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 10,025,000.00 | 10,046,654.3 | 10,025,000.00 | 10,025,000.00 | 21,654.3 | — | — | — | 0.753 | 0.76 | MJSD | 2,725.06 | 19,261.68 | 3/12/2013 | 3/18/2016 | |||||||||||||||
74977EPZ0 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 2,561,378.27 | 2,490,815.88 | 2,567,000 | 2,561,683.74 | (70,867.86 | ) | 536.53 | — | — | 1.7 | 1.746 | MS | 12,364.38 | 9,306.23 | 3/12/2013 | 3/19/2018 | ||||||||||||||
74977RBQ6 | RABOBANK NEDERLAND NV CORP BND 144A | F | 5,051,420.5 | 5,000,689.5 | 4,850,000.00 | 4,892,515.71 | 108,173.79 | (23,917.85 | ) | — | — | 4.2 | 3.166 | MN | 27,160 | 101,850 | 1/8/2010 | 5/13/2014 | ||||||||||||||
74977RCE2 | RABOBANK NEDERLAND NV CORP BND 144A | F | 1,598,896.00 | 1,661,683.1 | 1,600,000.00 | 1,599,605.92 | 62,077.18 | 111.13 | — | — | 3.2 | 3.215 | MS | 15,644.44 | 25,600 | 3/4/2010 | 3/11/2015 | |||||||||||||||
76112NAB0 | RESIDENTIAL REINSURANCE 2012 L | F | 4,000,000.00 | 4,334,520 | 4,000,000.00 | 4,000,000 | 334,520 | — | — | — | 8 | 8.071 | MJSD | 22,222.22 | 161,798.48 | 5/18/2012 | 6/6/2016 | |||||||||||||||
76112NAC8 | RESIDENTIAL REINSURANCE 2012 L UNSECURED | F | 5,000,000 | 5,234,450 | 5,000,000 | 5,000,000 | 234,450 | — | — | — | 22 | 22 | MJSD | 76,388.89 | 556,137 | 5/18/2012 | 6/6/2018 |
767201AF3 | RIO TINTO FINANCE USA LIMITED CORP BND | F | 4,576,294 | 3,945,014 | 3,700,000.00 | 3,914,106.93 | 30,907.07 | (126,085.28 | ) | — | — | 8.95 | 1.92 | MN | 55,191.67 | 165,575 | 10/28/2010 | 5/1/2014 | ||||||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 1,298,947.00 | 1,320,396.21 | 1,300,000.00 | 1,299,495.6 | 20,900.61 | 104.53 | — | — | 1.875 | 1.892 | MN | 3,994.79 | 12,187.5 | 10/28/2010 | 11/2/2015 | |||||||||||||||
767201AM8 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,651,892.50 | 4,736,062.53 | 4,625,000.00 | 4,654,449.25 | 81,613.28 | (2,981.51 | ) | — | — | 2.5 | 2.266 | MN | 13,168.4 | 51,145.83 | 2/21/2013 | 5/20/2016 | ||||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 4,019,848 | 4,000,807.38 | 4,025,000.00 | 4,021,112.91 | (20,305.53 | ) | 495.37 | — | — | 2 | 2.027 | MS | 22,137.5 | 40,250 | 3/19/2012 | 3/22/2017 | ||||||||||||||
76720AAJ5 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,125,000.00 | 2,124,362.53 | 2,125,000.00 | 2,125,000.00 | (637.47 | ) | — | — | — | 1.113 | 1.113 | MJSD | 788.55 | — | 6/14/2013 | 6/17/2016 | ||||||||||||||
76720AAL0 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,871,590.40 | 2,860,144.19 | 2,880,000.00 | 2,871,680.73 | (11,536.54 | ) | 90.33 | — | — | 1.375 | 1.475 | JD | 1,320 | — | 6/14/2013 | 6/17/2016 | ||||||||||||||
76720AAM8 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 4,260,698.00 | 4,170,869.76 | 4,300,000.00 | 4,260,918.38 | (90,048.62 | ) | 220.38 | — | — | 2.25 | 2.429 | JD | 3,225 | — | 6/14/2013 | 12/14/2018 | ||||||||||||||
78572MAD7 | SABMILLER PLC CORP BND 144A | F | 6,725,979.00 | 6,543,083.12 | 5,700,000.00 | 6,446,657.28 | 96,425.84 | (120,581.36 | ) | — | — | 6.5 | 1.973 | JJ | 185,250 | 185,250 | 10/4/2012 | 7/1/2016 | ||||||||||||||
80105NAC9 | SANOFI CORP BND | F | 7,240,920 | 7,234,295.45 | 7,220,000.00 | 7,225,728.12 | 8,567.33 | (3,832.98 | ) | — | — | 0.586 | 0.478 | MJSD | 352.34 | 26,715.05 | 7/7/2011 | 3/28/2014 | ||||||||||||||
801060AB0 | SANOFI SENIOR CORP BND | F | 13,953,474.15 | 13,539,427.46 | 14,015,000.00 | 13,956,148.88 | (416,721.42 | ) | 2,905.14 | — | — | 1.25 | 1.341 | AO | 39,417.19 | 3,437.5 | 4/3/2013 | 4/10/2018 | ||||||||||||||
806854AA3 | SCHLUMBERGER GER INV CORP BND 144A | F | 1,503,915 | 1,526,007.27 | 1,500,000.00 | 1,504,248.74 | 21,758.53 | (237.06 | ) | — | — | 1.95 | 1.857 | MS | 8,693.76 | 12,534.17 | 3/22/2013 | 9/14/2016 | ||||||||||||||
806854AC9 | SCHLUMBERGER GER INV SENIOR CORP BND | F | 5,922,669 | 5,907,899.89 | 5,875,000.00 | 5,904,722.47 | 3,177.42 | (10,795.99 | ) | — | — | 0.824 | 0.547 | MJSD | 2,555.45 | 21,372.8 | 2/26/2013 | 9/12/2014 | ||||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 1,622,156.25 | 1,653,174.54 | 1,625,000.00 | 1,623,145.97 | 30,028.57 | 276.23 | — | — | 1.95 | 1.987 | MS | 9,418.23 | 15,843.75 | 9/7/2011 | 9/14/2016 | |||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND | F | 1,368,739.6 | 1,328,927.5 | 1,370,000.00 | 1,368,964.91 | (40,037.41 | ) | 201.51 | — | — | 1.25 | 1.269 | FA | 7,135.42 | 38,957.29 | 7/24/2012 | 8/1/2017 | ||||||||||||||
822582AF9 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 4,487,580.50 | 4,357,822.50 | 4,250,000.00 | 4,294,218.23 | 63,604.27 | (29,876.67 | ) | — | — | 4 | 2.537 | MS | 47,222.23 | 85,000 | 3/2/2010 | 3/21/2014 | ||||||||||||||
822582AQ5 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 6,148,980 | 6,282,881.46 | 6,000,000.00 | 6,089,200.34 | 193,681.12 | (22,830.89 | ) | — | — | 3.1 | 2.323 | JD | 1,550 | 109,231.94 | 2/14/2012 | 6/28/2015 | ||||||||||||||
830505AP8 | SKANDINAVISKA ENSKILDA BANKEN SENIOR | F | 4,971,250 | 4,840,912.65 | 5,000,000.00 | 4,972,807.76 | (131,895.11 | ) | 1,557.76 | — | — | 1.75 | 1.871 | MS | 24,791.67 | — | 3/13/2013 | 3/19/2018 | ||||||||||||||
84650WAA4 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 3,711,358 | 3,709,630.69 | 3,700,000.00 | 3,703,563.16 | 6,067.53 | (5,571.79 | ) | — | — | 1.25 | 0.945 | AO | 8,479.16 | 23,125 | 9/11/2012 | 10/25/2013 | ||||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.1 | 8,090,238.09 | 7,800,000.00 | 7,967,959.49 | 122,278.6 | (35,493.59 | ) | — | — | 2.625 | 1.852 | MN | 19,337.5 | 150,651.5 | 12/6/2012 | 5/27/2016 | ||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 5,486,580 | 5,606,974.56 | 5,500,000 | 5,489,547.92 | 117,426.64 | 1,233.2 | — | — | 2.3 | 2.35 | JD | 351.38 | 63,250 | 3/29/2012 | 6/30/2017 | |||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157 | 5,561,458.06 | 5,900,000.00 | 5,858,014.57 | (296,556.51 | ) | 3,074.78 | — | — | 1.75 | 1.869 | MN | 13,193.06 | 51,338.19 | 11/7/2012 | 11/15/2019 | ||||||||||||||
85235XAA3 | STADSHYPOTEK AB CORP BND 144A | F | 7,868,143.26 | 7,820,614.62 | 7,800,000.00 | 7,806,326.96 | 14,287.66 | (12,651.31 | ) | — | — | 1.45 | 1.12 | MS | 28,589.17 | 56,550 | 6/9/2011 | 9/30/2013 | ||||||||||||||
85771PAD4 | STATOIL ASA SENIOR CORP BND | F | 6,102,240 | 6,120,509.04 | 6,000,000.00 | 6,097,633.93 | 22,875.11 | (5,645.23 | ) | — | — | 1.8 | 1.305 | MN | 11,400 | 32,550 | 4/11/2013 | 11/23/2016 | ||||||||||||||
85771PAJ1 | STATOIL ASA SENIOR CORP BND | F | 8,980,380.00 | 8,671,552.74 | 9,000,000.00 | 8,980,867.83 | (309,315.09 | ) | 487.83 | — | — | 1.15 | 1.195 | MN | 13,224.99 | — | 5/8/2013 | 5/15/2018 | ||||||||||||||
85771SAB2 | STATOIL ASA CORP BND | F | 3,355,967.25 | 3,305,866.88 | 3,225,000 | 3,251,888.05 | 53,978.83 | (31,897.88 | ) | — | — | 3.875 | 2.799 | AO | 26,382.3 | 158,858.86 | 4/6/2010 | 4/15/2014 | ||||||||||||||
87020LAB2 | SWEDBANK HYPOTEK AB CORP BND 144A | F | 3,700,000.00 | 3,705,569.87 | 3,700,000.00 | 3,700,000.00 | 5,569.87 | — | — | — | 0.726 | 0.758 | MJSD | 223.73 | 27,626.72 | 3/21/2011 | 3/28/2014 | |||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,300,776.74 | 5,715,000 | 5,711,350.41 | (410,573.67 | ) | 179.46 | — | — | 1.625 | 1.639 | AO | 22,701.25 | — | 3/27/2013 | 4/3/2018 | ||||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD UNSECURED | F | 8,819,922.5 | 8,658,360.38 | 8,750,000 | 8,810,640.15 | (152,279.77 | ) | (6,071.77 | ) | — | — | 1.625 | 1.432 | MS | 41,076.39 | 54,392.36 | 3/19/2013 | 3/17/2017 | |||||||||||||
87609FAA6 | TAR HEEL RE LTD UNSEC CORP BND 144A | F | 7,000,000 | 7,146,930 | 7,000,000.00 | 7,000,000 | 146,930 | — | — | — | 8.5 | 8.592 | MJSD | 18,180.56 | 119,000 | 4/2/2013 | 5/9/2016 | |||||||||||||||
87938WAL7 | TELEFONICA EMISIONES SAU CORP BND | F | 2,574,999.99 | 2,561,337.28 | 2,500,000 | 2,554,646.36 | 6,690.92 | (14,464.17 | ) | — | — | 3.729 | 2.494 | AO | 16,573.33 | 46,612.5 | 10/16/2012 | 4/27/2015 | ||||||||||||||
87938WAQ6 | TELEFONICA EMISIONES SAU SENIOR CORP BND | F | 2,085,731.75 | 2,004,847.18 | 2,075,000 | 2,085,385.55 | (80,538.37 | ) | (570.97 | ) | — | — | 3.192 | 3.079 | AO | 11,406.97 | 16,035.37 | 4/19/2013 | 4/27/2018 | |||||||||||||
88165FAC6 | TEVA PHARMAC FIN CORP BND | F | 2,501,975.00 | 2,566,750 | 2,500,000 | 2,501,357.55 | 65,392.45 | (192.14 | ) | — | — | 2.4 | 2.383 | MN | 8,500.00 | 30,000 | 11/8/2011 | 11/10/2016 | ||||||||||||||
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 8,674,806.79 | 8,840,866.49 | 8,500,000 | 8,653,033.32 | 187,833.17 | (24,723.47 | ) | — | — | 3 | 2.047 | JD | 11,333.33 | 104,166.67 | 2/28/2013 | 6/15/2015 | ||||||||||||||
88166DAB2 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 2,450,000 | 2,454,598.75 | 2,450,000 | 2,450,000 | 4,598.75 | — | — | — | 0.772 | 0.809 | MJSD | 525.22 | 9,852.43 | 3/16/2011 | 3/21/2014 |
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 3,310,503 | 3,293,746.96 | 3,325,000 | 3,314,363.19 | (20,616.23 | ) | 1,412.03 | — | — | 1.5 | 1.591 | FA | 18,564.59 | 24,937.5 | 2/14/2012 | 2/17/2017 | ||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 5,739,247.5 | 5,682,064.44 | 5,750,000 | 5,741,347.76 | (59,283.32 | ) | 1,116.36 | — | — | 1.55 | 1.589 | JD | 742.71 | 48,050 | 6/21/2012 | 6/28/2017 | ||||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA SENIOR | F | 2,173,434 | 2,158,826.55 | 2,175,000 | 2,173,788.16 | (14,961.61 | ) | 258.05 | — | — | 0.75 | 0.772 | JJ | 7,068.75 | 12,375 | 9/18/2012 | 1/25/2016 | ||||||||||||||
893830AY5 | TRANSOCEAN INC SENIOR CORP BND | F | 5,980,850 | 5,627,532.2 | 5,000,000.00 | 5,968,908.49 | (341,376.29 | ) | (11,941.51 | ) | — | — | 6.5 | 3.495 | MN | 41,527.78 | (8,125.00 | ) | 5/21/2013 | 11/15/2020 | ||||||||||||
902674MY3 | UBS AG LONDON BRANCH CORP BND 144A | F | 4,975,000.00 | 5,092,050.55 | 5,000,000 | 4,986,792.65 | 105,257.9 | 4,135.56 | — | — | 1.875 | 2.048 | JJ | 41,145.83 | 46,875 | 1/19/2012 | 1/23/2015 | |||||||||||||||
90349CAB0 | UBS AG LONDON BRANCH SENIOR CORP BND | F | 1,994,860 | 1,978,959.96 | 2,000,000 | 1,995,307.55 | (16,347.59 | ) | 447.55 | — | — | 0.75 | 0.837 | MS | 3,958.33 | — | 3/21/2013 | 3/24/2016 | ||||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 3,855,050.97 | 3,686,072.78 | 3,867,000 | 3,856,826.51 | (170,753.73 | ) | 2,241.71 | — | — | 1.25 | 1.314 | MS | 12,755.73 | 60,772.92 | 9/19/2012 | 9/26/2017 | ||||||||||||||
92857WBA7 | VODAFONE GROUP PLC SENIOR CORP BND | F | 4,035,475.2 | 3,967,928.7 | 4,040,000.00 | 4,036,018.76 | (68,090.06 | ) | 727.24 | — | — | 0.9 | 0.938 | FA | 13,332 | 4,770.00 | 2/11/2013 | 2/19/2016 | ||||||||||||||
92857WBB5 | VODAFONE GROUP PLC SENIOR CORP BND | F | 9,120,000 | 9,126,200.96 | 9,120,000 | 9,120,000 | 6,200.96 | — | — | — | 0.659 | 0.675 | FMAN | 7,012.82 | 15,392.28 | 2/11/2013 | 2/19/2016 | |||||||||||||||
92857WBE9 | VODAFONE GROUP PLC SENIOR CORP BND | F | 4,977,000 | 4,772,216.4 | 5,000,000 | 4,978,617.98 | (206,401.58 | ) | 1,617.98 | — | — | 1.5 | 1.596 | FA | 27,500 | — | 2/11/2013 | 2/19/2018 | ||||||||||||||
928670AE8 | VOLKSWAGEN INTERNATIONAL FIN N CORP BND | F | 8,105,061.8 | 8,091,797.69 | 8,080,000 | 8,086,739.35 | 5,058.34 | (4,437.89 | ) | — | — | 0.894 | 0.784 | JAJO | 18,251.28 | 38,578.19 | 7/12/2011 | 4/1/2014 | ||||||||||||||
928670AP3 | VOLKSWAGEN INTERNATIONAL FIN N SENIOR | F | 2,077,535.7 | 2,045,952.39 | 2,085,000 | 2,078,419.86 | (32,467.47 | ) | 717.38 | — | — | 1.6 | 1.675 | MN | 3,799.33 | 16,680 | 11/13/2012 | 11/20/2017 | ||||||||||||||
928670AR9 | VOLKSWAGEN INTERNATIONAL FIN N SENIOR | F | 5,000,000 | 5,018,799.95 | 5,000,000 | 5,000,000 | 18,799.95 | — | — | — | 0.874 | 0.912 | FMAN | 5,098.92 | 22,637.2 | 11/13/2012 | 11/20/2014 | |||||||||||||||
961214BN2 | WESTPAC BANKING CORP CORP BND | F | 2,367,157.50 | 2,345,684.4 | 2,250,000.00 | 2,352,508.10 | (6,823.7 | ) | (14,649.4 | ) | — | — | 3 | 0.8 | FA | 27,562.5 | (7,125 | ) | 3/7/2013 | 8/4/2015 | ||||||||||||
961214BX0 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,000,000 | 4,043,359.68 | 4,000,000 | 4,000,000 | 43,359.68 | — | — | — | 1.033 | 1.129 | MJSD | 688.5 | 21,135.24 | 9/18/2012 | 9/25/2015 | |||||||||||||||
961214BY8 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,539,773.25 | 4,517,396.85 | 4,545,000.00 | 4,540,572.84 | (23,175.99 | ) | 799.59 | — | — | 0.95 | 0.989 | JJ | 20,029.56 | — | 1/7/2013 | 1/12/2016 | ||||||||||||||
961214BZ5 | WESTPAC BANKING CORP SENIOR CORP BND MTN | F | 1,999,420.00 | 1,959,674.54 | 2,000,000.00 | 1,999,471.38 | (39,796.84 | ) | 116.37 | — | — | 1.6 | 1.606 | JJ | 14,844.44 | 18,888.89 | 1/7/2013 | 1/12/2018 | ||||||||||||||
96122WAB6 | WESTPAC BANKING CORP SECURED LOCAL BND | F | 4,498,676.97 | 4,477,412.02 | 4,421,000 | 4,492,753.69 | (15,341.67 | ) | (5,923.28 | ) | — | — | 1.375 | 0.575 | JJ | 27,692.65 | (17,392.33 | ) | 4/26/2013 | 7/17/2015 | ||||||||||||
9612E0CD7 | WESTPAC BANKING CORP CORP BND 144A | F | 2,702,241.00 | 2,713,392.06 | 2,700,000.00 | 2,700,624.62 | 12,767.44 | (411.94 | ) | — | — | 1.006 | 0.945 | MJSD | 226.26 | 13,786.37 | 7/12/2011 | 3/31/2014 | ||||||||||||||
9612EAAB1 | WESTPAC SECURITIES NZ LTD CORP BND GOVT | F | 3,130,512.81 | 3,201,835.00 | 3,100,000.00 | 3,109,230.72 | 92,604.28 | (4,181.87 | ) | — | — | 3.45 | 3.166 | JJ | 45,453.75 | 53,475 | 11/12/2010 | 7/28/2014 | ||||||||||||||
BRSBN61P1 | TOMKINS PLC TERM LOAN | R | 2,472,414.58 | 2,561,192.47 | 2,546,866.35 | 2,498,674.78 | 62,517.69 | 7,603.48 | — | — | — | 0.581 | JAJO | — | 60,421.21 | 8/17/2011 | 00/00/0000 | |||||||||||||||
BRSC2UZX5 | SENSATA TECHNOLOGIES FINANCE C TERM LOAN | F | 2,085,516.3 | 2,112,999.94 | 2,100,522.83 | 2,088,077.47 | 24,922.47 | 40,364.71 | — | — | — | 0.12 | FMAN | — | 103,501.84 | 7/23/2012 | 5/14/2018 | |||||||||||||||
BRSESZBW0 | VOLKSWAGEN FIN SERV N.V. CORP BND EMTN | D | 654,909.31 | 615,023.38 | 400,000.00 | 652,333.44 | (37,310.06 | ) | (1,738.08 | ) | — | (36,931.76 | ) | 2 | 1.365 | AO | 2,269.6 | 16,618.29 | 10/30/2012 | 10/23/2015 | ||||||||||||
BRSFVFMJ4 | INTELSAT JACKSON SENIOR SECURED TERM | F | 2,676,550 | 2,685,583.36 | 2,676,550 | 2,676,550 | 9,033.36 | — | — | — | — | — | JAJO | — | 59,776.85 | 9/26/2012 | 4/2/2018 | |||||||||||||||
BRSG6SMY9 | TOMKINS PLC SENIOR SECURED TERM NOTES | R | 2,482,326.00 | 2,526,205.50 | 2,507,400.00 | 2,484,724.08 | 41,481.42 | 2,210.78 | — | — | — | 0.167 | FMAN | — | 59,769.50 | 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 | 641,561.42 | 604,884.59 | 400,000.00 | 641,981.23 | (37,096.64 | ) | 808.61 | — | (37,071.51 | ) | 1.375 | 1.492 | DEC | 4,355.1 | 5,893.96 | 12/3/2012 | 12/10/2015 | |||||||||||||
BRSH3M7X2 | FLASH DUTCH 2 BV AND US COATIN SENIOR | R | 1,708,418.25 | 1,728,487.85 | 1,725,675.00 | 1,709,349.19 | 19,138.66 | 974.19 | — | — | — | 0.142 | JAJO | — | 30,815.63 | 1/17/2013 | 2/3/2020 | |||||||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED | R | 2,552,175 | 2,537,015.08 | 2,552,175.00 | 2,552,175 | (15,159.92 | ) | — | — | — | — | — | FMAN | — | 34,134.45 | 2/1/2013 | 12/13/2019 | ||||||||||||||
BRSHG9BV6 | FIRTH RIXSON LTD SENIOR SECURED TERM | F | 497,500 | 495,840.84 | 497,500 | 497,500 | (1,659.16 | ) | — | — | — | — | — | MJSD | — | 6,656.56 | 2/12/2013 | 6/30/2017 | ||||||||||||||
BRSHLFWA9 | TRONOX INC SENIOR SECURED TERM NOTES | F | 1,771,100 | 1,791,329.7 | 1,780,000 | 1,771,394.34 | 19,935.36 | 294.34 | — | — | — | 0.071 | MS | — | 18,022.5 | 3/13/2013 | 3/15/2020 | |||||||||||||||
BRSHRTUA5 | ISS GLOBAL A/S SENIOR SECURED TERM LOAN | F | 1,775,550 | 1,783,782.5 | 1,780,000.00 | 1,775,550 | 8,232.5 | — | — | — | — | 0.052 | MJSD | — | — | 3/26/2013 | 4/30/2018 | |||||||||||||||
BRSHY9H24 | LINDE AG SENIOR CORP BND EMTN | F | 2,990,820.00 | 2,948,819.97 | 3,000,000.00 | 2,991,180.77 | (42,360.8 | ) | 360.77 | — | — | 1.5 | 1.558 | APR | 9,125 | — | 4/10/2013 | 4/18/2018 | ||||||||||||||
BRSJDG9F7 | HOYTS GROUP HOLDINGS LLC SENIOR SECURED | F | 865,650 | 870,000 | 870,000.00 | 865,690.98 | 4,309.02 | 40.98 | — | — | — | 0.071 | MJSD | — | — | 5/22/2013 | 5/22/2020 |
D4085DTN7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 1,685,172.12 | 1,582,801.27 | 1,000,000.00 | 1,656,616.84 | (73,815.57 | ) | (12,593.55 | ) | — | (86,590.38 | ) | 2.75 | 1.109 | SEP | 31,964.69 | — | 10/30/2012 | 9/7/2015 | ||||||||||||
G08820EL5 | BAT INTL FIN PLC SENIOR CORP BND EMTN | F | 2,841,307.5 | 2,841,364.47 | 2,850,000.00 | 2,842,072.21 | (707.74 | ) | 764.71 | — | — | 1.125 | 1.225 | MAR | 8,550 | — | 3/20/2013 | 3/29/2016 | ||||||||||||||
G089B6CD0 | BARCLAYS BANK PLC - GTD SENIOR CORP BND | D | 2,679,360.59 | 2,609,374.51 | 1,700,000.00 | 2,683,030.71 | (73,656.2 | ) | 1,573.27 | — | (115,696.76 | ) | 1.5 | 1.612 | APR | 9,316.3 | 45,323.66 | 3/28/2012 | 4/4/2017 | |||||||||||||
G2551TAP3 | COVENTRY BLDG SOC LOCAL BND EMTN | D | 1,220,911.03 | 1,159,285.44 | 750,000.00 | 1,217,328.18 | (58,042.74 | ) | (1,584.02 | ) | — | (74,873.1 | ) | 2.106 | 2.333 | FMAN | 3,370.17 | 12,279.02 | 5/10/2012 | 2/10/2015 | ||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 911,019.43 | 926,120.36 | 550,000.00 | 912,190.96 | 13,929.4 | 174.69 | — | (79,196.78 | ) | 5.375 | 5.107 | NOV | 27,104.22 | — | 11/6/2009 | 11/11/2016 | ||||||||||||||
BRSHSVGM9 | EDWARDS (CAYMAN ISLANDS II) LT SENIOR | F | 2,423,972.57 | 2,454,578.28 | 2,448,457.14 | 2,424,637.34 | 29,940.94 | 1,780.20 | — | — | — | 0.143 | MJSD | — | 12,859.2 | 3/22/2013 | 3/26/2020 | |||||||||||||||
G463AQPM0 | HSBC BANK PLC SENIOR LOCAL BND EMTN | D | 1,317,245.00 | 1,289,186.11 | 850,000.00 | 1,317,245.00 | (28,058.89 | ) | — | — | (28,050 | ) | 0.906 | 0.901 | FMAN | 1,439.39 | — | 5/9/2013 | 5/16/2016 | |||||||||||||
G463NBBT9 | HSBC BANK PLC SENIOR CORP BND | F | 3,693,081.00 | 3,567,619.25 | 3,700,000.00 | 3,693,251.7 | (125,632.45 | ) | 170.7 | — | — | 1.5 | 1.539 | MN | 7,091.67 | — | 5/8/2013 | 5/15/2018 | ||||||||||||||
G6459EAB1 | NETWORK RAIL INFRA FIN CORP BND GOVT | D | 4,366,114.51 | 4,285,346.49 | 2,800,000.00 | 4,368,303.36 | (82,956.87 | ) | 651.72 | — | (123,833.2 | ) | 1.25 | 1.281 | JAN | 22,195.18 | 55,996.57 | 1/4/2012 | 1/22/2015 | |||||||||||||
G87623JG3 | TESCO PLC SENIOR CORP BND | F | 1,020,620 | 1,013,955.34 | 1,000,000.00 | 1,017,785.18 | (3,829.84 | ) | (2,834.82 | ) | — | — | 2 | 0.746 | JD | 1,444.44 | 3,166.67 | 4/3/2013 | 12/5/2014 | |||||||||||||
G92087EB0 | UNILEVER PLC LOCAL BND EMTN | D | 1,267,394.98 | 1,188,660.8 | 700,000.00 | 1,225,315.75 | (36,654.95 | ) | (12,937.86 | ) | — | (60,151.87 | ) | 4.75 | 2.143 | JUN | 2,002.72 | 52,012.98 | 11/9/2011 | 6/16/2017 | ||||||||||||
BRSHC8K00 | VIRGIN MEDIA INV SENIOR SECURED TERM | F | 9,474,747.47 | 9,295,345.5 | 9,380,000.00 | 9,474,747.47 | (179,401.97 | ) | — | — | — | — | (2.764 | ) | FMAN | — | — | 2/15/2013 | 6/8/2020 | |||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY LOCAL BND | D | 1,390,156.29 | 1,344,036.08 | 800,000.00 | 1,373,039.53 | (29,003.45 | ) | (7,592.65 | ) | — | (84,450.3 | ) | 4.75 | 3.298 | APR | 12,479.97 | 61,411.8 | 5/10/2012 | 4/12/2018 | ||||||||||||
BRSHLJUD7 | AI CHEM & CY SCA SENIOR SECURED TERM | F | 714,059.06 | 714,956.12 | 717,647.30 | 714,181.56 | 774.56 | 122.5 | — | — | — | 0.076 | JAJO | — | 9,650.07 | 3/12/2013 | 10/4/2019 | |||||||||||||||
L2465BAG1 | DELTA 2 (LUX) SARL SENIOR SECURED TERM | F | 4,840,675 | 4,866,216.25 | 4,865,000.00 | 4,840,675.00 | 25,541.25 | — | — | — | — | 0.087 | MJSD | — | — | 6/18/2013 | 4/30/2019 | |||||||||||||||
BRSJA8RE1 | PACIFIC DRILLING SA SENIOR SECURED TERM | F | 1,323,350.00 | 1,329,833.75 | 1,330,000.00 | 1,323,393.96 | 6,439.79 | 43.96 | — | — | — | 0.1 | MJSD | — | — | 5/20/2013 | 6/3/2018 | |||||||||||||||
BRSFXK170 | FMG RESOURCES (AUGUST 2006) PT SENIOR | F | 8,267,202.52 | 8,309,119.65 | 8,346,931.25 | 8,276,614.02 | 32,505.63 | 8,848.21 | — | — | — | 0.194 | JAJO | — | 218,113.47 | 6/20/2013 | 10/18/2017 | |||||||||||||||
BRSHB3HE6 | NINE ENTERTAINMENT GROUP LIMIT SENIRO | F | 2,303,056.25 | 2,296,356.25 | 2,305,000.00 | 2,303,134.39 | (6,778.14 | ) | 78.14 | — | — | — | 0.012 | MJSD | — | 6,954.31 | 6/18/2013 | 2/5/2020 | ||||||||||||||
S50381BW1 | MERCEDES BENZ SOUTH AFRICA PTY SENIOR | D | — | — | — | — | — | — | — | — | — | — | FMAN | — | 73.36 | 00/00/0000 | 00/00/0000 | |||||||||||||||
W6314JBT7 | NORDEA BANK AB SENIOR CORP BND EMTN | D | 1,434,666.69 | 1,387,412.09 | 915,000 | 1,434,925.59 | (47,513.5 | ) | 258.9 | — | (48,935.05 | ) | 0.956 | 1.01 | FMAN | 1,701.12 | 3,363.24 | 2/7/2013 | 2/15/2016 | |||||||||||||
W86201RD9 | STADSHYPOTEK AB SECURED LOCAL BND | D | 1,566,300 | 1,515,111.17 | 1,000,000.00 | 1,566,300 | (51,188.83 | ) | — | — | (49,600 | ) | 0.736 | 0.74 | FMAN | 1,431.14 | 2,826.2 | 2/11/2013 | 2/15/2016 | |||||||||||||
05948XYC9 | BOAMS WHOLE CMO 03-J-2A1 | 40,180.79 | 40,086.26 | 40,763.55 | 40,225.04 | (138.78 | ) | 81.08 | — | — | 3.178 | 3.522 | MON | 107.95 | 703.52 | 11/30/2007 | 11/25/2033 | |||||||||||||||
07384M3D2 | BSARM_04-10 CMO 04-9 22A1 | 909,482.6 | 934,038.62 | 927,097.44 | 910,831.35 | 23,207.27 | 1,588.37 | — | — | 3.458 | 3.845 | MON | 2,671.65 | 16,872.24 | 8/13/2007 | 11/25/2034 | ||||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 1,118,055.05 | 976,482.29 | 1,139,056.39 | 1,119,696.41 | (143,214.12 | ) | 1,630.81 | — | — | 3.452 | 3.777 | MON | 3,276.7 | 17,919.22 | 8/10/2007 | 6/25/2035 | |||||||||||||||
12668AZL2 | CWALT_05-73CB CMO_05-64CB 1A | 319,376.39 | 297,054.27 | 325,582.81 | 319,158.53 | (22,104.26 | ) | (5,454.78 | ) | — | — | 5.5 | 5.864 | MON | 1,492.25 | 9,561.72 | 1/2/2008 | 00/00/0000 | ||||||||||||||
161630AL2 | CHASE CMO_07-A1 3A1 | — | — | — | — | — | — | — | — | 2.888 | — | MON | — | 7,598.43 | 00/00/0000 | 00/00/0000 | ||||||||||||||||
161630BD9 | CHASE CMO_07-A1 11M1 | 2,788,438.4 | 2,296,607.25 | 2,762,005.11 | 2,785,824.41 | (489,217.16 | ) | (57,484.59 | ) | — | — | 2.676 | 2.472 | MON | 6,158.37 | 38,264.16 | 1/18/2008 | 00/00/0000 | ||||||||||||||
362341RT8 | GSR_05-6F WHOLE CMO 05-AR6 1A1 | 141,071.93 | 141,154.09 | 142,474.40 | 141,284.8 | (130.71 | ) | 189.59 | — | — | 2.679 | 2.989 | MON | 318.13 | 2,079.78 | 11/21/2007 | 9/25/2035 | |||||||||||||||
466247E74 | JPMMT CMO_06-A1 2A2 | 82,536.47 | 70,090.33 | 82,472.02 | 82,505.17 | (12,414.84 | ) | (3.9 | ) | — | — | 2.843 | 2.811 | MON | 195.42 | 1,221.97 | 2/6/2008 | 2/25/2036 | ||||||||||||||
61746REV9 | MSAC ABS 04-H1 | 941,018.20 | 924,321.93 | 939,550.16 | 940,457.81 | (16,135.88 | ) | (31.26 | ) | — | — | 0.933 | 0.921 | MON | 146.1 | 4,450.91 | 1/25/2013 | 1/25/2034 | ||||||||||||||
62888UAA8 | NGN_10-R2 CMBS_10-R2 1A | 3,245,860.72 | 3,258,032.7 | 3,245,860.72 | 3,245,860.72 | 12,171.98 | 2.48 | — | — | 0.563 | 0.564 | MON | 1,371.25 | 10,104.49 | 6/10/2011 | 11/6/2017 | ||||||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 7,982,678.68 | 8,002,298.85 | 7,972,402.34 | 7,981,561.44 | 20,737.41 | (1,227.13 | ) | — | — | 0.593 | 0.55 | MON | 2,493.04 | 25,745.74 | 6/15/2012 | 3/11/2020 | |||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2,714,570.05 | 2,720,514.96 | 2,714,570.05 | 2,714,570.05 | 5,944.91 | (6.94 | ) | — | — | 0.574 | 0.574 | MON | 1,167.28 | 9,020 | 6/10/2011 | 4/6/2020 | |||||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO | 780,452.57 | 807,466.78 | 772,486.28 | 779,499.38 | 27,967.40 | (440.47 | ) | — | — | 6.5 | 6.259 | MON | 4,184.3 | 25,971.81 | 10/3/2007 | 00/00/0000 |
76111XYJ6 | RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 | 917,709.29 | 870,736.85 | 950,994.09 | 922,149.59 | (51,412.74 | ) | (6,668.19 | ) | — | — | 3.179 | 4.029 | MON | 2,519.63 | 16,253.94 | 8/16/2007 | 9/25/2035 | ||||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 2,911,190.47 | 2,758,932.51 | 2,941,060.63 | 2,913,032.7 | (154,100.19 | ) | 2,525.81 | — | — | 2.444 | 2.653 | MON | 5,990.09 | 38,103.95 | 1/10/2008 | 10/25/2035 | |||||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 3,516,894.97 | 3,356,823.98 | 3,838,357.43 | 3,546,750.26 | (189,926.28 | ) | (13,104.47 | ) | — | — | 5.5 | 7.427 | MON | 17,592.47 | 111,127.60 | 12/17/2007 | 11/25/2035 | ||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 2,025,633.47 | 2,052,306.13 | 2,075,140.98 | 2,031,112.43 | 21,193.7 | 4,600.16 | — | — | 2.611 | 3.072 | MON | 4,515.25 | 28,695.73 | 12/5/2006 | 2/25/2035 | ||||||||||||||||
949781AC2 | WFMBS CMO 05-AR1 2A1 | 497,963.75 | 498,785.49 | 510,404.86 | 498,887.06 | (101.57 | ) | 2,218.77 | — | — | 2.61 | 3.246 | MON | 1,110.13 | 7,300.29 | 5/27/2008 | 2/25/2035 | |||||||||||||||
949797AA2 | WFMBS WHOLE CMO 07-15 A1 | 200,281.40 | 194,252.21 | 199,021.97 | 200,155.11 | (5,902.9 | ) | (182.28 | ) | — | — | 6 | 5.775 | MON | 995.11 | 6,553.43 | 1/17/2008 | 11/25/2037 | ||||||||||||||
94980RAC1 | WFMBS_04-Z CMO 04-Z-2A1 | 165,968.41 | 166,500.84 | 167,433.44 | 166,126.69 | 374.15 | 136.35 | — | — | 2.624 | 2.822 | MON | 366.16 | 2,316.45 | 1/14/2008 | 12/25/2034 | ||||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 1,524,156.1 | 1,560,011.34 | 1,568,200.48 | 1,530,265.48 | 29,745.86 | 3,755.18 | — | — | 2.726 | 3.423 | MON | 3,561.92 | 22,584.11 | 7/19/2006 | 4/25/2035 | ||||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 561,415.61 | 566,691.40 | 571,142.89 | 563,153.51 | 3,537.89 | 861.02 | — | — | 2.662 | 3.042 | MON | 1,267.2 | 8,216.57 | 12/15/2005 | 6/25/2035 | ||||||||||||||||
B7A0BY1D7 | SWAN_06-1E ABS 06-1E | F | 2,424,428.19 | 2,441,927.04 | 2,460,816.27 | 2,434,399.26 | 7,527.78 | 11,956.27 | — | — | 0.435 | 1.675 | FMAN | 1,457.34 | 5,196.17 | 11/30/2012 | 5/12/2037 | |||||||||||||||
BRS9WB7G9 | ARKEL_10-1 ABS_10-1 5A | D | 918,390 | 998,476.67 | 600,000 | 918,390 | 80,086.67 | — | — | (8,370 | ) | 4.681 | 4.632 | FA | 15,397.7 | 22,014.51 | 4/30/2010 | 5/17/2060 | ||||||||||||||
G4122UAV3 | GMFM_11-1X ABS 11-1X | F | 4,624,459.73 | 4,605,837.34 | 4,528,793.5 | 4,598,523.59 | 7,313.75 | (28,535.9 | ) | — | — | 1.824 | 0.113 | FMAN | 9,637.8 | 45,430.06 | 11/30/2012 | 11/20/2056 | ||||||||||||||
G7014VBF9 | PERMM 2010-1 ABS_10-1 3A | D | 2,003,000.00 | 2,080,125.61 | 1,250,000.00 | 2,003,000 | 77,125.61 | — | — | (107,125 | ) | 4.805 | 4.789 | JJ | 39,467.84 | 46,688.08 | 1/29/2010 | 7/15/2042 | ||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B | 5,635,605.30 | 5,625,010.14 | 5,635,605.30 | 5,635,605.3 | (10,595.16 | ) | — | — | — | 0.493 | 0.493 | MON | 1,079.37 | 16,655.21 | 10/16/2012 | 1/15/2021 | |||||||||||||||
00432CAY7 | AGSL_03-1 ABS_03-1 A2 | 933,733.25 | 938,037.24 | 941,381.97 | 939,497.14 | (1,459.9 | ) | 2,979.74 | — | — | 0.533 | 1.082 | MJSD | 83.59 | 3,829.17 | 3/31/2011 | 12/27/2016 | |||||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 360,500 | 336,000.00 | 400,000.00 | 373,012.95 | (37,012.95 | ) | 2,124.42 | — | — | 0.729 | 1.852 | MON | 135.81 | 2,402.09 | 3/29/2010 | 12/26/2035 | |||||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 311,937.5 | 294,000.00 | 350,000.00 | 318,461.53 | (24,461.53 | ) | 5,869.5 | — | — | 0.431 | 1.118 | MON | 21.99 | 2,521.41 | 3/29/2010 | 12/26/2035 | |||||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 435,625 | 420,000.00 | 500,000.00 | 453,443.78 | (33,443.78 | ) | 3,550.97 | — | — | 0.234 | 1.484 | MON | 35.75 | 4,011.36 | 3/29/2010 | 12/27/2032 | |||||||||||||||
02005ACC0 | AMOT 2013-2 ABS 12-1 | 2,499,806.75 | 2,518,275.08 | 2,500,000.00 | 2,499,848.09 | 18,426.99 | 15.48 | — | — | 1.44 | 1.446 | MON | 1,600 | 18,000 | 2/15/2012 | 2/15/2017 | ||||||||||||||||
02005MAE2 | ALLYA _10-3 ABS _10-3 A4 | 799,714.32 | 803,568.00 | 800,000.00 | 799,956.73 | 3,611.27 | 43.07 | — | — | 1.55 | 1.566 | MON | 551.11 | 6,199.98 | 8/12/2010 | 8/17/2015 | ||||||||||||||||
02005RAB7 | ALLYA_10-5 ABS 10-5 A3 | 388,275.61 | 388,901.33 | 388,690.66 | 388,673.73 | 227.6 | 335.53 | — | — | 1.11 | 1.167 | MON | 191.75 | 6,340.47 | 12/6/2010 | 1/15/2015 | ||||||||||||||||
02005TAD9 | ALLYA _11-1 ABS_11-1 A4 | 5,999,457.60 | 6,074,040.00 | 6,000,000.00 | 5,999,666.61 | 74,373.39 | 23.03 | — | — | 2.23 | 2.242 | MON | 5,946.67 | 66,900 | 2/4/2011 | 3/15/2016 | ||||||||||||||||
02005YAE6 | ALLYA_12-1 ABS_12-1 A3 | 1,085,864.06 | 1,082,192.4 | 1,080,000 | 1,084,085.17 | (1,892.77 | ) | (1,778.89 | ) | — | — | 0.93 | 0.45 | MON | 446.4 | 3,013.20 | 2/22/2013 | 2/15/2016 | ||||||||||||||
02582JCU2 | AMERICAN EXPRESS CREDIT ACCOUN ABS 04-2 | 5,007,812.50 | 4,998,650.00 | 5,000,000.00 | 5,002,389.33 | (3,739.33 | ) | (1,357.55 | ) | — | — | 0.363 | 0.309 | MON | 704.86 | 9,422.94 | 7/1/2011 | 12/15/2016 | ||||||||||||||
02582JFV7 | AMXCA ABS_09-2 A | 13,104,761.72 | 12,827,353.88 | 12,675,000 | 12,832,722.54 | (5,368.66 | ) | (69,457.61 | ) | — | — | 1.443 | 0.348 | MON | 7,110.32 | 93,092.62 | 7/18/2011 | 3/15/2017 | ||||||||||||||
02587UAB6 | AMXCA_12-5 ABS 12-5 | 1,149,890.64 | 1,147,119.12 | 1,150,000.00 | 1,149,914.58 | (2,795.46 | ) | 19.76 | — | — | 0.59 | 0.594 | MON | 301.56 | 3,392.52 | 11/1/2012 | 5/15/2018 | |||||||||||||||
03064JAC9 | AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2 | 644,871.19 | 641,036.86 | 645,000.00 | 644,882.64 | (3,845.78 | ) | 11.45 | — | — | 0.65 | 0.659 | MON | 267.85 | 663.82 | 4/3/2013 | 12/8/2017 | |||||||||||||||
03064RAB3 | AMCAR_11-4 ABS_11-4 A2 | 129,072.73 | 129,095.86 | 129,080.63 | 129,078.39 | 17.47 | 23.31 | — | — | 0.92 | 0.925 | MON | 75.87 | 3,925.13 | 9/8/2011 | 3/9/2015 | ||||||||||||||||
03064TAB9 | AMCAR_11-5 ABS_11-5-A2 | 532,821.34 | 533,500.19 | 532,844.79 | 532,839 | 661.19 | 20.5 | — | — | 1.19 | 1.195 | MON | 405.11 | 6,153.26 | 10/26/2011 | 8/8/2015 | ||||||||||||||||
05522RAB4 | BACCT ABS_06 A7 A7 | 4,980,664.06 | 4,998,415 | 5,000,000 | 4,993,426.91 | 4,988.09 | 3,131.64 | — | — | 0.233 | 0.358 | MON | 452.08 | 6,136.82 | 6/17/2011 | 12/15/2016 | ||||||||||||||||
10620NAH1 | BRHEA_05-3A ABS 05-3 A14 | 841,307.3 | 851,920.92 | 853,895.98 | 845,436.25 | 6,484.67 | 6,399.78 | — | — | 0.383 | 0.744 | MJSD | 54.48 | 2,577.75 | 5/26/2011 | 9/25/2023 | ||||||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 6,454,998.71 | 6,417,819.45 | 6,455,000 | 6,454,991.67 | (37,172.22 | ) | (7.04 | ) | — | — | 0.69 | 0.691 | MON | 1,979.54 | 14,104.19 | 2/13/2013 | 6/15/2018 | ||||||||||||||
12624FAC1 | CNH_12-C ABS_12-C A3 | 8,539,300.58 | 8,490,723.94 | 8,540,000.00 | 8,539,484.83 | (48,760.89 | ) | 139.85 | — | — | 0.57 | 0.574 | MON | 2,163.47 | 24,339.06 | 9/19/2012 | 12/15/2017 | |||||||||||||||
12625HAC6 | CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3 | 854,875.77 | 847,203.26 | 855,000 | 854,877.79 | (7,674.53 | ) | 2.02 | — | — | 0.69 | 0.697 | MON | 229.43 | 278.59 | 5/21/2013 | 8/15/2018 |
126802BS5 | CABMT_12-2A ABS_11-2A A2 | 18,603,606.06 | 18,528,556.41 | 18,445,000.00 | 18,587,156.92 | (58,600.51 | ) | (16,449.14 | ) | — | — | 0.799 | 0.541 | MON | 5,732.71 | 51,566.74 | 3/7/2013 | 6/17/2019 | ||||||||||||||
14041NBN0 | CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4 | 15,030,315.45 | 14,990,850.45 | 15,000,000 | 15,018,203.96 | (27,353.51 | ) | (10,341.93 | ) | — | — | 0.413 | 0.275 | MON | 2,406.25 | 32,060.46 | 11/30/2012 | 3/15/2017 | ||||||||||||||
14041NCK5 | CAPITAL ONE MULTI-ASSET EXECUT ABS_05-A9 | 5,826,577.15 | 5,866,828.4 | 5,875,000.00 | 5,849,188.99 | 17,639.41 | 5,555.06 | — | — | 0.283 | 0.473 | MON | 645.43 | 8,698.28 | 6/17/2011 | 8/15/2018 | ||||||||||||||||
14041NDB4 | CAPITAL ONE MULTI-ASSET EXECUT ABS | 5,248,035.16 | 5,281,608.21 | 5,300,000.00 | 5,268,325.6 | 13,282.61 | 4,985.83 | — | — | 0.283 | 0.473 | MON | 582.26 | 7,843.83 | 6/17/2011 | 6/17/2019 | ||||||||||||||||
14313MAB0 | CARMX_13-2 ABS_13-2 A2 | 2,759,920.52 | 2,754,452.52 | 2,760,000.00 | 2,759,925.34 | (5,472.82 | ) | 4.82 | — | — | 0.42 | 0.422 | MON | 515.20 | 933.8 | 5/8/2013 | 6/15/2016 | |||||||||||||||
161571FH2 | CHASE ISSUANCE TRUST ABS_12-A2 A2 | 7,000,000.00 | 7,016,385.95 | 7,000,000.00 | 7,000,000 | 16,385.95 | — | — | — | 0.463 | 0.463 | MON | 1,259.03 | 16,730.98 | 5/29/2012 | 5/15/2019 | ||||||||||||||||
161571FL3 | CHAIT_12-A5 ABS_12-A5 A5 | 4,999,816 | 4,993,723.7 | 5,000,000.00 | 4,999,821.3 | (6,097.6 | ) | 3.36 | — | — | 0.59 | 0.591 | MON | 1,311.11 | 14,749.98 | 9/6/2012 | 8/15/2017 | |||||||||||||||
161571FX7 | CHAIT_13-A5 ABS_13-A5 A | 2,249,976.15 | 2,240,010 | 2,250,000.00 | 2,249,977.23 | (9,967.23 | ) | 1.08 | — | — | 0.47 | 0.471 | MON | 470.00 | 646.25 | 5/16/2013 | 5/15/2017 | |||||||||||||||
165182BA3 | CF_09-2A ABS 12-1A 144A | 3,101,450.34 | 3,109,358.95 | 3,101,450.34 | 3,101,450.34 | 7,908.61 | — | — | — | 0.943 | 0.945 | MON | 1,950.36 | 15,428.86 | 5/10/2012 | 11/7/2023 | ||||||||||||||||
17305ECH6 | CCCIT_13-A1 ABS_04-A8 A8 | 2,116,867.19 | 2,010,717.12 | 1,900,000.00 | 2,006,074.72 | 4,642.4 | (36,441.76 | ) | — | — | 4.9 | 0.99 | JD | 5,430.83 | 46,550.00 | 12/14/2011 | 12/12/2016 | |||||||||||||||
17305EDL6 | CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 | 2,588,682.81 | 2,605,396.83 | 2,620,000.00 | 2,599,468.23 | 5,928.6 | 2,801.28 | — | — | 0.317 | 0.528 | JAJO | 1,776.99 | 4,799.19 | 7/6/2011 | 12/17/2018 | ||||||||||||||||
17308BAM0 | CITIBANK OMNI MASTER TRUST COM ABS | 5,790,595.7 | 5,725,301.94 | 5,575,000.00 | 5,735,842.33 | (10,540.39 | ) | (54,753.37 | ) | — | — | 2.943 | 0.403 | MON | 6,379.5 | 57,575.84 | 2/6/2013 | 8/15/2018 | ||||||||||||||
17308BAN8 | COMNI_09-A13 ABS_09-A17 A17 144A | 950,033.2 | 919,189.79 | 870,000.00 | 918,175.04 | 1,014.75 | (17,420.64 | ) | — | — | 4.9 | 0.832 | MN | 5,447.17 | 21,315 | 7/26/2012 | 11/15/2018 | |||||||||||||||
254683AC9 | DCENT_07-A1 ABS 07-A1 A1 | 5,448,691.41 | 5,260,696.79 | 4,500,000.00 | 5,218,373.99 | 42,322.8 | (82,020.15 | ) | — | — | 5.65 | 1.719 | MON | 11,300 | 127,125 | 1/26/2012 | 3/16/2020 | |||||||||||||||
254683AV7 | DCENT_12-A3 ABS 12-A3 | 434,956.76 | 435,613.05 | 435,000.00 | 434,972.15 | 640.9 | 7.35 | — | — | 0.86 | 0.865 | MON | 166.27 | 1,870.5 | 6/5/2012 | 11/15/2017 | ||||||||||||||||
254683BA2 | DISCOVER CARD MASTER TRUST DCE ABS_13-A2 | 11,553,284.09 | 11,515,560.94 | 11,555,000.00 | 11,553,472.38 | (37,911.44 | ) | 188.29 | — | — | 0.69 | 0.695 | MON | 3,543.53 | 27,019.46 | 2/6/2013 | 8/15/2018 | |||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 588,259.57 | 587,146.58 | 588,259.57 | 588,259.57 | (1,112.99 | ) | — | — | — | 1.126 | 1.127 | JAJO | 1,232.33 | 3,792.32 | 2/23/2010 | 7/25/2023 | |||||||||||||||
33766QAA5 | FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 | 499,999.50 | 498,805.5 | 500,000.00 | 499,999.29 | (1,193.79 | ) | (0.21 | ) | — | — | 0.679 | 0.679 | JJ | 103.74 | — | 6/12/2013 | 1/15/2019 | ||||||||||||||
34529MAD4 | FORDO_10-B ABS_10-B A4 | 2,804,024.24 | 2,794,599.14 | 2,780,778.67 | 2,796,770.97 | (2,171.83 | ) | (8,793.25 | ) | — | — | 1.58 | 0.656 | MON | 1,952.72 | 13,143.2 | 2/27/2013 | 9/15/2015 | ||||||||||||||
34529QAC7 | FORDL_11-A ABS_11-A A3 | 824,460.12 | 824,874.40 | 824,486.92 | 824,479.33 | 395.07 | 48.52 | — | — | 1.03 | 1.033 | MON | 377.43 | 13,638.04 | 6/29/2011 | 7/15/2014 | ||||||||||||||||
34529WAC4 | FORDO_12-B ABS_12-B A3 | 2,502,148.44 | 2,500,816.50 | 2,500,000.00 | 2,501,100.47 | (283.97 | ) | (485.14 | ) | — | — | 0.72 | 0.679 | MON | 800 | 9,000 | 6/22/2012 | 12/15/2016 | ||||||||||||||
34530BAB9 | FORDO_2013-A ABS_2013-A A2 | 4,864,608.37 | 4,859,259.50 | 4,865,000.00 | 4,864,762.34 | (5,502.84 | ) | 153.97 | — | — | 0.38 | 0.389 | MON | 821.65 | 5,597.44 | 2/20/2013 | 11/15/2015 | |||||||||||||||
34530CAC5 | FORD CREDIT AUTO LEASE TRUST F ABS_13-A | 1,154,886.58 | 1,142,214.13 | 1,155,000.00 | 1,154,903.91 | (12,689.78 | ) | 17.33 | — | — | 0.6 | 0.606 | MON | 308 | 1,636.25 | 3/12/2013 | 3/15/2016 | |||||||||||||||
34530EAC1 | FORDO_13-B ABS_13-B A3 | 2,524,869.2 | 2,517,864.91 | 2,525,000 | 2,524,873.58 | (7,008.67 | ) | 4.38 | — | — | 0.57 | 0.573 | MON | 639.67 | 959.5 | 5/14/2013 | 10/15/2017 | |||||||||||||||
36156HAV0 | GCOE_06-1 ABS 06-1 | 1,587,658.2 | 1,717,097.89 | 1,768,978.49 | 1,633,462.16 | 83,635.73 | 12,915.58 | — | — | 0.403 | 2.62 | FMAN | 672.88 | 3,977.22 | 2/22/2012 | 5/25/2025 | ||||||||||||||||
36830HAC6 | GE EQUIPMENT SMALL TICKET LLC ABS 11-1 | 711,216.19 | 712,930.17 | 711,322.6 | 711,289.77 | 1,640.4 | 49.48 | — | — | 1.45 | 1.46 | MON | 286.5 | 8,633.75 | 2/1/2011 | 1/21/2018 | ||||||||||||||||
404225BD5 | HSART_13-T3 ABS_13-T3 A3 144A | 849,997.28 | 841,326.60 | 850,000 | 849,997.02 | (8,670.42 | ) | (0.26 | ) | — | — | 1.793 | 1.8 | MON | 677.43 | 1,100.83 | 5/17/2013 | 5/15/2046 | ||||||||||||||
41283YAC1 | HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 | 1,759,995.08 | 1,747,873.54 | 1,760,000 | 1,759,994.32 | (12,120.78 | ) | (0.76 | ) | — | — | 0.65 | 0.651 | MON | 508.45 | 1,620.66 | 4/16/2013 | 7/16/2018 | ||||||||||||||
429827AB4 | HEF_04-1 ABS 04-1 A2 144A | 164,000 | 184,000.00 | 200,000 | 175,240.03 | 8,759.97 | (22,702.5 | ) | — | — | 1.692 | 4.372 | MON | 150.4 | 876.8 | 9/10/2009 | 1/1/2044 | |||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,000 | 184,000.00 | 200,000 | 171,322.48 | 12,677.52 | 644.15 | — | — | 1.647 | 3.136 | MON | 27.45 | 1,206.19 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AF5 | HEF_04-1 ABS 04-1 A6 144A | 164,000 | 184,000.00 | 200,000 | 175,028.37 | 8,971.63 | 4,961.19 | — | — | 1.28 | 3.31 | MON | 142.22 | 873.21 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,224 | 184,000.00 | 200,000 | 170,724.45 | 13,275.55 | 840.63 | — | — | 1.67 | 3.035 | MON | 109.81 | 921.7 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 | 164,196 | 184,000.00 | 200,000 | 171,472.02 | 12,527.98 | 1,372.31 | — | — | 1.648 | 3.834 | MON | 63.21 | 892.05 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 164,000 | 184,000.00 | 200,000 | 171,260.89 | 12,739.11 | 2,465.47 | — | — | 1.626 | 3.589 | MON | 133.63 | 891.54 | 9/10/2009 | 1/1/2044 |
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000 | 276,000.00 | 300,000 | 251,970.21 | 24,029.79 | 2,298.44 | — | — | 3.368 | 4.431 | JUN | 133.32 | 1,833.22 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
43813TAD5 | HAROT_11-1 ABS_11-1 A4 | 2,199,414.14 | 2,216,302.00 | 2,200,000 | 2,199,880.86 | 16,421.14 | 101.1 | — | — | 1.8 | 1.816 | MON | 1,760 | 19,800 | 2/17/2011 | 4/17/2017 | ||||||||||||||||
43814EAC9 | HAROT 2013-2 ABS 13-2 A3 | 4,504,576.53 | 4,488,690.19 | 4,505,000 | 4,504,608.91 | (15,918.72 | ) | 32.38 | — | — | 0.53 | 0.535 | MON | 994.86 | 3,448.83 | 4/17/2013 | 2/16/2017 | |||||||||||||||
44890FAC1 | HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A | 3,499,626.55 | 3,506,439.93 | 3,500,000 | 3,499,780.31 | 6,659.62 | 67.83 | — | — | 0.92 | 0.926 | MON | 1,431.11 | 16,099.98 | 6/13/2012 | 8/17/2015 | ||||||||||||||||
44890GAD7 | HART_12-A ABS 12-A | 4,259,591.04 | 4,279,297.93 | 4,260,000 | 4,259,741.02 | 19,556.91 | 57.03 | — | — | 0.95 | 0.955 | MON | 1,798.67 | 20,235 | 2/28/2012 | 12/15/2016 | ||||||||||||||||
44890HAC7 | HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B | 4,999,148 | 4,999,571.00 | 5,000,000 | 4,999,508.74 | 62.26 | 237.94 | — | — | 0.62 | 0.629 | MON | 1,377.78 | 20,580.53 | 7/10/2012 | 9/15/2016 | ||||||||||||||||
44890LAB0 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 509,997.65 | 510,000.00 | 510,000 | 509,997.63 | 2.37 | (0.02 | ) | — | — | 0.53 | 0.53 | MON | 30.03 | — | 6/19/2013 | 3/15/2016 | |||||||||||||||
44890LAC8 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 1,249,756.38 | 1,250,000.00 | 1,250,000 | 1,249,757.52 | 242.48 | 1.14 | — | — | 0.71 | 0.72 | MON | 98.61 | — | 6/19/2013 | 9/15/2017 | ||||||||||||||||
44923YAC1 | HART_10-B ABS 10-B A3 | 690,144.1 | 691,240.48 | 690,267.21 | 690,254.52 | 985.96 | 51.44 | — | — | 0.97 | 0.979 | MON | 297.58 | 6,623.87 | 8/19/2010 | 4/15/2015 | ||||||||||||||||
44923YAD9 | HART_10-B ABS_10-B A4 | 7,549,294.08 | 7,645,960.80 | 7,550,000 | 7,549,801.4 | 96,159.4 | 89.83 | — | — | 1.63 | 1.638 | MON | 5,469.56 | 61,532.52 | 8/19/2010 | 3/15/2017 | ||||||||||||||||
587682AC9 | MBART_10-A ABS 10-A-A3 | 25,715.28 | 25,729.90 | 25,720.23 | 25,720.05 | 9.85 | 4.62 | — | — | 1.42 | 1.433 | MON | 16.23 | 778.46 | 4/13/2010 | 8/15/2014 | ||||||||||||||||
62888XAC8 | NCUA_10-C1 CMBS_10-C1 A-PT | 4,427,886.96 | 4,606,385.74 | 4,436,682.63 | 4,431,523.66 | 174,862.08 | 678.96 | — | — | 2.65 | 2.731 | MON | 1,306.36 | 59,648.25 | 9/7/2011 | 10/29/2020 | ||||||||||||||||
63861GAG5 | NMART_13-T2 ABS_13-T2 A2 144A | 1,039,995.84 | 1,033,418.88 | 1,040,000 | 1,039,995.6 | (6,576.72 | ) | (0.24 | ) | — | — | 1.679 | 1.685 | MON | 1,164.11 | — | 6/4/2013 | 6/20/2046 | ||||||||||||||
68400XBZ2 | OPTION ONE MORTGAGE ABS_03-5 | 18,524.19 | 18,129.35 | 71,679.61 | 18,437.48 | (308.13 | ) | (86.71 | ) | — | — | 5.443 | 33.743 | MON | 65.03 | (34.96 | ) | 6/25/2013 | 8/25/2033 | |||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 452,730 | 460,000.00 | 500,000 | 465,270.05 | (5,270.05 | ) | 1,152.4 | — | — | 1.745 | 2.745 | MON | 95.63 | 4,555.1 | 3/9/2010 | 4/25/2044 | |||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 1,177,098 | 1,183,000.00 | 1,300,000 | 1,206,094.85 | (23,094.85 | ) | 5,244.57 | — | — | 1.693 | 2.597 | MON | 846.67 | 10,073.69 | 3/9/2010 | 4/25/2044 | |||||||||||||||
74112WAC3 | PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 | 744,924.38 | 743,308.87 | 745,000 | 744,932.59 | (1,623.72 | ) | 8.21 | — | — | 1.09 | 1.097 | MON | 360.91 | 1,466.2 | 4/3/2013 | 2/15/2018 | |||||||||||||||
78442GHX7 | SLMA ABS 03-10A A1B 144A | 249,968.75 | 250,000.00 | 250,000 | 249,995 | 5 | 2.37 | — | — | 0.85 | 0.854 | MON | 94.25 | 2,129.93 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GHY5 | SLMA ABS 03-10A-A1C | 500,000 | 500,000.00 | 500,000 | 500,000 | — | 32.56 | — | — | 1.683 | 1.683 | JAJO | 585.42 | 8,330.59 | 2/4/2010 | 12/15/2016 | ||||||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 798,359.37 | 800,000.00 | 800,000 | 799,728 | 272 | 466.65 | — | — | 1.684 | 1.742 | MON | 187.1 | 10,084.16 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A 03-10A A1E | 799,906.25 | 800,000.00 | 800,000 | 799,979.76 | 20.24 | 2.1 | — | — | 1.67 | 1.677 | MON | 927.78 | 5,853.49 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJB3 | SLMA ABS 03-10A A1F 144A | 625,000 | 625,000.00 | 625,000 | 625,000 | — | — | — | — | 0.99 | 0.992 | MON | 309.38 | 4,064.86 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJC1 | SLMA ABS_03-10A AIG 144A | 300,000 | 300,000.00 | 300,000 | 300,000 | — | — | — | — | 1.681 | 1.683 | MON | 154.27 | 4,161.8 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A ABS_03-10A | 50,000 | 50,000.00 | 50,000 | 50,000 | — | — | — | — | 1.644 | 1.647 | MON | 9.13 | 1,425.57 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GMK9 | SLMA ABS_04-7 A5 | 2,200,337.92 | 2,197,604.50 | 2,213,480.45 | 2,204,756.64 | (7,152.14 | ) | 2,265.33 | — | — | 0.446 | 0.624 | JAJO | 1,835.66 | 5,953.06 | 5/13/2011 | 1/27/2020 | |||||||||||||||
78442GQP4 | SLMA ABS_05-8 A3 | 3,741,725 | 3,795,427.94 | 3,810,000 | 3,776,504.17 | 18,923.77 | 8,474.29 | — | — | 0.386 | 0.837 | JAJO | 2,734.23 | 8,055.31 | 6/13/2011 | 10/25/2024 | ||||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 | 213,351.69 | 213,172.95 | 213,688.69 | 213,410.13 | (237.18 | ) | 92.11 | — | — | 0.356 | 0.438 | JAJO | 141.42 | 468.59 | 11/30/2012 | 7/25/2019 | |||||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 1,484,824.22 | 1,504,199.99 | 1,500,000 | 1,487,479.88 | 16,720.11 | 1,028.33 | — | — | 1.026 | 1.178 | JAJO | 2,863.13 | 8,024.71 | 3/27/2012 | 4/25/2023 | ||||||||||||||||
78444YAB1 | SLMA ABS 08-5 A2 | 1,149,814.02 | 1,133,270.72 | 1,132,251.74 | 1,135,554.22 | (2,283.5 | ) | (4,729.39 | ) | — | — | 1.376 | 0.474 | JAJO | 2,898.73 | 11,945.27 | 11/30/2012 | 10/25/2016 | ||||||||||||||
78444YAC9 | SLMA ABS 08-5 A3 | 13,936,144.69 | 13,905,943.50 | 13,691,000 | 13,802,516.32 | 103,427.18 | (28,858.08 | ) | — | — | 1.576 | 1.012 | JAJO | 40,147.03 | 111,312.78 | 11/29/2011 | 1/25/2018 | |||||||||||||||
78444YAD7 | SLMA ABS 08-5 A4 | 2,457,718.75 | 2,480,734.52 | 2,350,000 | 2,427,478.02 | 53,256.5 | (5,587.34 | ) | — | — | 1.976 | 1.425 | JAJO | 8,640.5 | 23,858.58 | 1/11/2011 | 7/25/2023 | |||||||||||||||
78445XAA4 | SLMA_10-1 ABS 10-1A | 3,859,334.26 | 3,864,113.71 | 3,850,566.27 | 3,859,085.14 | 5,028.57 | (1,048.52 | ) | — | — | 0.593 | 0.549 | MON | 380.57 | 10,426.7 | 2/15/2013 | 3/25/2025 | |||||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 8,810,078.84 | 8,893,507.48 | 8,827,190.39 | 8,813,146.31 | 80,361.17 | 1,765.39 | — | — | 0.793 | 0.827 | MON | 1,166.67 | 37,197.69 | 5/18/2011 | 11/25/2027 | ||||||||||||||||
78446XAA3 | SLM STUDENT LOAN TRUST ABS 12-B 144A | 649,397.29 | 652,345.57 | 649,397.29 | 649,397.29 | 2,948.28 | — | — | — | 1.293 | 1.296 | MON | 326.41 | 4,787.74 | 4/4/2012 | 1/18/2022 |
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 999,897.3 | 1,044,932.00 | 1,000,000 | 999,911.75 | 45,020.25 | 5.92 | — | — | 3.48 | 3.507 | MON | 1,546.67 | 17,400 | 4/4/2012 | 10/15/2030 | ||||||||||||||||
78447AAA2 | SLMA_12-3 ABS_12-3 A | 1,691,675.68 | 1,707,607.94 | 1,691,675.68 | 1,691,675.68 | 15,932.26 | — | — | — | 0.843 | 0.844 | MON | 237.68 | 7,598.26 | 4/24/2012 | 12/26/2025 | ||||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 709,195.43 | 711,223.75 | 709,195.43 | 709,195.43 | 2,028.32 | — | — | — | 1.243 | 1.246 | MON | 342.68 | 4,944.81 | 7/23/2012 | 6/15/2023 | ||||||||||||||||
78447FAA1 | SLMA_12-E ABS 12-E 144A | 2,323,576.48 | 2,325,295.86 | 2,323,576.48 | 2,323,576.48 | 1,719.38 | — | — | — | 0.943 | 0.944 | MON | 851.65 | 12,090.44 | 10/11/2012 | 10/16/2023 | ||||||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E | 816,500 | 782,263.98 | 800,000 | 815,575.41 | (33,311.43 | ) | (924.59 | ) | — | — | 2.09 | 1.642 | MON | 743.11 | 3,854.88 | 3/19/2013 | 6/15/2045 | ||||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 4,497,041.25 | 4,500,000.00 | 4,500,000 | 4,497,662.93 | 2,337.07 | 532.43 | — | — | 0.473 | 0.495 | MON | 354.75 | 10,910.26 | 11/2/2012 | 9/25/2019 | ||||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 459,870.23 | 443,971.88 | 460,000 | 459,877.56 | (15,905.68 | ) | 7.33 | — | — | 1.77 | 1.781 | MON | 361.87 | 2,216.43 | 2/27/2013 | 5/17/2027 | |||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2,425,000 | 2,372,910.93 | 2,425,000 | 2,425,000 | (52,089.07 | ) | — | — | — | 1.243 | 1.246 | MON | 1,171.75 | 8,600.74 | 2/27/2013 | 5/17/2027 | |||||||||||||||
78447VAA6 | SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B | 2,593,827.53 | 2,585,216.00 | 2,593,827.53 | 2,593,827.53 | (8,611.53 | ) | — | — | — | 0.843 | 0.844 | MON | 849.84 | 2,975.07 | 4/25/2013 | 7/15/2022 | |||||||||||||||
78447VAB4 | SLMA_13-B ABS_13-B-A2A | 804,859.37 | 773,436.76 | 805,000 | 804,861.41 | (31,424.65 | ) | 2.04 | — | — | 1.85 | 1.859 | MON | 661.89 | 1,778.82 | 4/25/2013 | 5/15/2030 | |||||||||||||||
78447VAC2 | SLMA_13-B ABS_13-B-A2B | 615,000 | 608,099.70 | 615,000 | 615,000 | (6,900.3 | ) | — | — | — | 1.293 | 1.296 | MON | 309.12 | 1,019.92 | 4/25/2013 | 5/15/2030 | |||||||||||||||
80283DAC5 | SDART_13-2 ABS_13-2 A3 | 1,204,793.1 | 1,196,704.32 | 1,205,000 | 1,204,817.81 | (8,113.49 | ) | 24.71 | — | — | 0.7 | 0.708 | MON | 374.89 | 2,155.62 | 3/6/2013 | 9/15/2017 | |||||||||||||||
80283GAB0 | SDART_13-3 ABS_13-3-A2 | 4,439,733.6 | 4,434,849.73 | 4,440,000 | 4,439,747.73 | (4,898 | ) | 14.13 | — | — | 0.55 | 0.554 | MON | 1,085.33 | 2,035 | 5/8/2013 | 9/15/2016 | |||||||||||||||
80283GAC8 | SDART_13-3 ABS 13-3 | 594,988.34 | 590,786.85 | 595,000 | 594,988.84 | (4,201.99 | ) | 0.5 | — | — | 0.7 | 0.701 | MON | 185.11 | 347.08 | 5/8/2013 | 10/16/2017 | |||||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 2,107,205.78 | 2,119,235.09 | 2,149,630.89 | 2,110,452.07 | 8,783.02 | 3,584.6 | — | — | 1.176 | 1.329 | JAJO | 4,422.44 | 13,866.96 | 3/22/2011 | 10/28/2043 | ||||||||||||||||
89236RAC3 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A | 3,884,970.09 | 3,865,622.71 | 3,885,000 | 3,884,970 | (19,347.29 | ) | (0.09 | ) | — | — | 0.55 | 0.551 | MON | 949.67 | 3,442.55 | 4/9/2013 | 1/17/2017 | ||||||||||||||
89236RAD1 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A | 764,782.82 | 758,803.75 | 765,000 | 764,796.27 | (5,992.52 | ) | 13.45 | — | — | 0.69 | 0.7 | MON | 234.6 | 850.43 | 4/9/2013 | 11/15/2018 | |||||||||||||||
92867DAD2 | VALET_11-1 ABS_11-1 A4 | 2,062,187.5 | 2,031,699.98 | 2,000,000 | 2,024,838.56 | 6,861.42 | (10,238.04 | ) | — | — | 1.98 | 0.913 | MON | 1,210 | 19,800 | 9/15/2011 | 9/20/2017 | |||||||||||||||
92867KAC8 | VWALT_12-A ABS_12-A A3 | 2,899,427.83 | 2,905,075.09 | 2,900,000 | 2,899,724.32 | 5,350.77 | 142.01 | — | — | 0.87 | 0.882 | MON | 770.92 | 12,615 | 6/13/2012 | 7/20/2015 | ||||||||||||||||
92867MAB6 | VALET_13-1 ABS_13-1 A2 | 6,799,555.28 | 6,786,400.20 | 6,800,000 | 6,799,675.04 | (13,274.84 | ) | 119.76 | — | — | 0.37 | 0.375 | MON | 768.78 | 7,897.45 | 2/21/2013 | 1/20/2016 | |||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 5,689,676.24 | 5,674,811.69 | 5,690,000 | 5,689,714.15 | (14,902.46 | ) | 37.91 | — | — | 0.56 | 0.563 | MON | 973.62 | 10,001.76 | 2/21/2013 | 8/21/2017 | |||||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 3,188,784.29 | 3,172,732.53 | 3,190,000 | 3,188,956.87 | (16,224.34 | ) | 91.94 | — | — | 2.23 | 2.247 | MON | 3,161.65 | 35,568.48 | 7/13/2012 | 8/15/2022 | |||||||||||||||
981464DX5 | WFNMT_13-B ABS 13-B | 1,624,986.35 | 1,614,137.82 | 1,625,000 | 1,624,986.31 | (10,848.49 | ) | (0.04 | ) | — | — | 0.91 | 0.912 | MON | 1,643.06 | — | 5/14/2013 | 3/16/2020 | ||||||||||||||
98158KAD1 | WORLD OMNI AUTO RECEIVABLES TR ABS 11-A | 4,599,795.3 | 4,658,373.86 | 4,600,000 | 4,599,832.25 | 58,541.61 | 3.12 | — | — | 1.91 | 1.918 | MON | 3,904.89 | 43,930.02 | 3/2/2011 | 4/15/2016 | ||||||||||||||||
98158PAC2 | WOART_11-B ABS_11-B A3 | 2,298,913.13 | 2,304,365.91 | 2,298,917.48 | 2,298,895.59 | 5,470.32 | (3.38 | ) | — | — | 0.96 | 0.961 | MON | 980.87 | 17,482.71 | 11/2/2011 | 8/15/2016 | |||||||||||||||
125094A$8 | CDP FINANCIAL INC CORP BND 144A | A | 12,675,681 | 12,499,179.00 | 12,100,000 | 12,508,864.18 | (9,685.18 | ) | (144,778.96 | ) | — | — | 3 | 0.572 | MN | 36,300 | 181,500 | 12/4/2012 | 11/25/2014 | |||||||||||||
380881BX9 | GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A | A | 1,100,000 | 1,099,123.30 | 1,100,000 | 1,100,000 | (876.7 | ) | — | — | — | 0.443 | 0.442 | MON | 189.29 | 1,533.03 | 2/21/2013 | 2/15/2018 | ||||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 | D | 833,161.5 | 857,187.79 | 510,000 | 833,161.5 | 24,026.29 | — | — | (59,644.5 | ) | 5.063 | 5.059 | AO | 7,552.15 | 20,686.73 | 10/27/2009 | 1/21/2055 | ||||||||||||||
Z918CTYG7 | BUMP_12-5 ABS_12-5 A2 | D | 951,453.97 | 906,400.49 | 594,120.31 | 951,453.97 | (45,053.48 | ) | — | — | (50,351.7 | ) | 1.893 | 1.901 | MON | 504.02 | 10,776.09 | 4/2/2012 | 6/20/2022 | |||||||||||||
293791AN9 | ENTERPRISE PROD OPER LP CORP BND | 1,193,423 | 1,164,741.60 | 1,100,000 | 1,168,105.97 | (3,364.37 | ) | (25,317.03 | ) | — | — | 5.6 | 0.765 | AO | 13,004.44 | 16,768.88 | 1/2/2013 | 10/15/2014 | ||||||||||||||
293791AR0 | ENTERPRISE PROD OPER LP CORP BND | 4,324,320 | 4,264,316.40 | 4,000,000 | 4,278,885.82 | (14,569.42 | ) | (45,434.18 | ) | — | — | 5 | 0.784 | MS | 66,666.66 | (11,666.66 | ) | 3/19/2013 | 3/1/2015 | |||||||||||||
29379VAX1 | ENTERPRISE PROD OPER LP SENIOR CORP BND | 3,651,896.5 | 3,665,862.40 | 3,650,000 | 3,651,345.6 | 14,516.8 | (173.42 | ) | — | — | 1.25 | 1.232 | FA | 17,489.59 | 40,555.56 | 8/6/2012 | 8/13/2015 | |||||||||||||||
TOTAL | 5,318,992,565.00 | 5,240,346,674.21 | 5,322,881,551.76 | (3,888,986.76 | ) |
Validus Holdings, Ltd. June 30, 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 | 912796BR9 | 6/28/2013 | NESBITT THOMSON | 12/26/2013 | 2,998,642.73 | — | 22.86 | — | — | 3,000,000.00 | 2,998,619.87 | — | — | 0.092 | 0.093 | MAT | — | — | ||||||||||||||
UNITED STATES TREASURY GOVT BND | 912828SR2 | 6/12/2013 | DAIN RAUSCHER INC. | 4/30/2014 | 3,803,096.32 | (702.32 | ) | (345.97 | ) | — | — | 3,800,000.00 | 3,803,278.36 | 1,600.54 | — | 0.25 | 0.152 | AO | (717.40 | ) | — | |||||||||||
ELECTRICITE DE FRANCE SA SENIOR CORP BND | F2893TAA4 | 4/3/2013 | TORONTO DOMINION SECURITIES IN | 1/26/2014 | 2,053,881.27 | 2,592.27 | (22,218.73 | ) | — | — | 2,000,000.00 | 2,076,100 | 47,361.12 | — | 5.5 | 0.744 | JJ | (21,541.67 | ) | — | ||||||||||||
BANK OF CHINA CORP BND | S0R95K110 | 4/15/2013 | DIRECT | 4/15/2014 | 1,096,533.31 | (528.85 | ) | — | — | (89,199.92 | ) | 10,000,000.00 | 1,096,533.31 | 11,233.92 | — | 5.8 | 5.8 | APR | — | — | ||||||||||||
REPUBLIC OF SOUTH AFRICA GOVT BND | S69124MT9 | 5/30/2013 | DIRECT | 1/15/2014 | 1,417,832.2 | (2,843.75 | ) | (2,781.7 | ) | — | 9,183.52 | 14,000,000.00 | 1,420,613.90 | 48,704.87 | — | 7.5 | 5.246 | JJ | (40,308.2 | ) | — | |||||||||||
MACQUARIE FIRST SOUTH SECURITI CASH CP | BRSJMBLC1 | 6/6/2013 | DIRECT | 9/10/2013 | 990,679.61 | (2,839.36 | ) | 2,821.02 | — | 6,441.74 | 10,000,000.00 | 987,858.59 | — | — | — | 5.265 | MAT | — | — | |||||||||||||
SOUTHERN COMPANY (THE) CORP BND | 842587CE5 | 6/20/2013 | UBS WARBURG LLC | 5/15/2014 | 257,740.50 | (193.00 | ) | (144.5 | ) | — | — | 250,000.00 | 257,885.00 | 1,325.69 | — | 4.15 | 0.587 | MN | (1,152.78 | ) | — | |||||||||||
LAND AND AGRICULTURAL DEVELOPM CASH CP | BRSH21RK5 | 1/3/2013 | DIRECT | 7/4/2013 | 1,050,251.98 | — | 27,571.88 | — | (144,061.58 | ) | 9,000,000.00 | 1,022,680.10 | — | — | — | 5.5 | MAT | — | — | |||||||||||||
SPAREBNK 1 BOLIG LOCAL BND 144A | 84650WAA4 | 11/14/2012 | Various | 10/25/2013 | 1,303,402.63 | (18.87 | ) | (5,335.97 | ) | — | — | 1,300,000.00 | 1,310,010.00 | 2,979.17 | — | 1.25 | 0.422 | AO | 8,125 | — | ||||||||||||
ABSA BANK LTD LOACL BND | BRSHKELX5 | 2/27/2013 | DIRECT | 1/7/2014 | 226,750.49 | (712.02 | ) | (968.11 | ) | — | (24,347.72 | ) | 2,000,000.00 | 227,432.47 | 2,359.13 | — | 5.519 | 4.63 | JAJO | 5,722.76 | — | |||||||||||
BIDVEST GROUP LTD CP CASH | BRSJ8G5Q3 | 5/7/2013 | DIRECT | 9/4/2013 | 658,201.12 | — | 5,074.62 | — | (59,453.72 | ) | 6,000,000.00 | 653,126.5 | — | — | 5.14 | 5.301 | MAT | — | — | |||||||||||||
MERCEDES BENZ SOUTH AFRICA PTY CORP BND | S50381128 | 3/27/2013 | DIRECT | 3/27/2014 | 753,607.9 | (93.97 | ) | — | — | (48,474.53 | ) | 7,000,000.00 | 753,607.9 | 323.11 | — | 5.6 | 5.614 | MJSD | 10,589.77 | — | ||||||||||||
TOYOTA FN SRV ZA UNSECURED LOCAL BND MTN | S87137AF2 | 2/7/2013 | DIRECT | 11/14/2013 | 1,244,379.98 | 500.30 | 699.77 | — | (136,776.1 | ) | 11,000,000.00 | 1,243,680.21 | 7,781.59 | — | 5.795 | 5.903 | FMAN | 19,632.86 | — | |||||||||||||
CDN S/T INVT BLENDED ACCT | 993252329 | 6/28/2013 | Various | 3,925,007.79 | — | — | — | — | 3,925,007.79 | 3,925,007.79 | — | — | 234.85 | — | ||||||||||||||||||
JPMC CP FINANCIAL INST USA | 46699KTX2 | Multi | 25,605,369.04 | — | — | — | — | 25,605,369.04 | 25,605,369.04 | — | — | 5,598.7 | ||||||||||||||||||||
WESTERN AST INS CSH RES | 52470G205 | Multi | 3,581,146.08 | — | — | — | — | 3,581,146.08 | 3,581,146.08 | — | — | 3,081.95 | ||||||||||||||||||||
DREYFUS UNIVERSAL LIQUIDITY PL | B0A01CHL6 | Multi | 1,989,541.84 | — | — | — | — | 1,989,541.84 | 1,989,541.84 | — | — | 111.47 | ||||||||||||||||||||
CITI-INSTITUTION LIQ FUND USD | B0A0ATCJ9 | Multi | 34,347,900.19 | — | — | — | — | 34,347,900.19 | 34,347,900.19 | — | — | 7,784.99 | ||||||||||||||||||||
AFRICAN BANK | BRSGW8WQ0 | Multi | 900,556.88 | (200.19 | ) | 190.14 | — | (94,825.54 | ) | 8,000,000 | 900,333.13 | — | — | 26,425.77 | ||||||||||||||||||
CHINA CONSTRN BK | BRSGW8XS5 | Multi | 1,125,714.35 | (227.68 | ) | 216.25 | — | (118,533.85 | ) | 10,000,000 | 1,125,459.87 | — | — | 30,897.77 | ||||||||||||||||||
ABSA BANK LTD | BRSGW9L72 | Multi | 1,801,327.06 | (147.99 | ) | 141.14 | — | (189,673.54 | ) | 16,000,000 | 1,801,161.65 | — | — | 48,547.16 | ||||||||||||||||||
FIRSTRAND LTD | BRSGW9S34 | Multi | 1,576,160.79 | (130.13 | ) | 146.43 | — | (165,964.31 | ) | 14,000,000 | 1,576,015.34 | — | — | 51,817.73 |
INVESTEC BANK | BRSGW9T41 | Multi | 461,562.11 | 2,023.84 | (2,104.14 | ) | — | (57,737.35 | ) | 4,000,000 | 463,892.64 | 8,006.28 | — | 14,373.13 | ||||||||||||||||||
NEDBANK LTD | BRSGW9TH2 | Multi | 2,251,658.27 | (185.9 | ) | 177.15 | — | (237,091.87 | ) | 20,000,000 | 2,251,450.48 | — | — | 60,962.03 | ||||||||||||||||||
STANDARD BK OF SOUTH AFRICA LT | BRSGW9U64 | Multi | 450,352.13 | (20.77 | ) | 19.73 | — | (47,420.53 | ) | 4,000,000.00 | 450,328.92 | — | — | 12,402.98 | ||||||||||||||||||
STANDARD BK OF SOUTH AFRICA LT | BRSGW9UE7 | Multi | 1,576,161.17 | (129.49 | ) | 124.92 | — | (165,964.34 | ) | 14,000,000.00 | 1,576,016.44 | — | — | 42,478.76 | ||||||||||||||||||
ABSA BANK LTD | BRSH7SXF5 | Multi | 114,415.45 | (96.26 | ) | (532.7 | ) | — | (13,498.6 | ) | 1,000,000.00 | 114,948.15 | — | — | 3,110.65 | |||||||||||||||||
STANDARD BK OF SOUTH AFRICA LT | BRSH7SXP3 | Multi | 114,240.18 | (11.63 | ) | (82.48 | ) | — | (13,477.93 | ) | 1,000,000.00 | 114,322.66 | — | — | 1,498.4 | |||||||||||||||||
DM AFB FRN 070314 J+90 | BRSHR7D04 | Multi | 329,050.2 | (63.37 | ) | — | — | (26,850.18 | ) | 3,000,000.00 | 329,050.2 | 1,200.17 | — | 5,105.67 | ||||||||||||||||||
DM STD FRS 081113 J+37.5 | BRSHR7D20 | Multi | 545,496.11 | 929.56 | (183.03 | ) | — | (41,605.12 | ) | 5,000,000.00 | 545,679.14 | 3,648.03 | — | 4,852.59 | ||||||||||||||||||
AFB FRN 130913 J+45 | BRSHR7D38 | Multi | 108,869.61 | (2.83 | ) | — | — | (8,136.27 | ) | 1,000,000.00 | 108,869.61 | 277.14 | — | 1,529.85 | ||||||||||||||||||
MACQUARIE SECURITIES SOUTH AFR | BRSJ555E7 | Multi | 108,092.26 | — | 1,059.62 | — | (7,705.79 | ) | 1,000,000.00 | 107,032.64 | — | — | — | |||||||||||||||||||
LAND BK S AFRICA | BRSJ55N64 | Multi | 103,736.27 | (989.24 | ) | 1,065.18 | — | (7,395.26 | ) | 1,000,000.00 | 102,671.09 | — | — | — | ||||||||||||||||||
NEDBANK LTD | BRSJ55V16 | Multi | 110,405.13 | — | — | — | (9,671.79 | ) | 1,000,000.00 | 110,405.13 | 995.67 | — | — | |||||||||||||||||||
DAIMLER BENZ AG | BRSJ821B1 | Multi | 110,152.41 | — | 840.54 | — | (9,949.8 | ) | 1,000,000.00 | 109,311.87 | — | — | — | |||||||||||||||||||
RESILIENT PROPERTY INCOME FUND | BRSJDHPN0 | Multi | 1,292,302.72 | — | — | — | (83,502.65 | ) | 12,000,000.00 | 1,292,302.72 | 7,744.97 | — | — | |||||||||||||||||||
GROWTHPOINT PROPERTIES LTD | BRSJDHS31 | Multi | 985,890.81 | — | — | — | (79,290.76 | ) | 9,000,000.00 | 985,890.81 | 7,497.23 | — | — | |||||||||||||||||||
CHINA CONSTRN BK | BRSJDZ8V1 | Multi | 221,675.42 | — | — | — | (20,208.74 | ) | 2,000,000.00 | 221,675.42 | 1,550.38 | — | — | |||||||||||||||||||
VODACOM GROUP LTD | BRSJHESC4 | Multi | 1,247,803.34 | (1,815.77 | ) | — | — | (39,003.27 | ) | 12,000,000.00 | 1,247,803.34 | 5,826.48 | — | — | ||||||||||||||||||
FIRSTRAND LTD | BRSJHZJ45 | Multi | 205,840.57 | (1,211.88 | ) | (166.48 | ) | — | (2,907.05 | ) | 2,000,000.00 | 206,007.05 | 1,000.92 | — | — | |||||||||||||||||
FIRSTRAND LTD | BRSJHZJ78 | Multi | 205,225.55 | (892.28 | ) | 853.1 | — | (2,898.36 | ) | 2,000,000.00 | 204,372.45 | — | — | (1,226.12 | ) | |||||||||||||||||
BARLOWS PLC | BRSJKCKC2 | Multi | 1,189,538.17 | — | 4,049.49 | — | 7,734.78 | 12,000,000.00 | 1,185,488.68 | — | — | — | ||||||||||||||||||||
DREYFUS UNIVERSAL USD LIQ FD | DRFUNI$20 | Multi | 38,912,029.42 | — | — | — | — | 38,912,029.42 | 38,912,029.42 | — | — | 1,100.08 | ||||||||||||||||||||
GOLDMAN SACHS | GLDSCS$03 | Multi | 88,464,367.89 | — | — | — | — | 88,464,367.89 | 88,464,367.89 | — | — | 2,276.23 | ||||||||||||||||||||
BONY CASH RESERVE | S875996$0 | Multi | 344,877,610.84 | — | — | — | — | 344,877,610.84 | 344,877,610.84 | — | — | 7,790.86 | ||||||||||||||||||||
BONY CASH RESERVE | S99992562 | Multi | 35,000,145.39 | — | — | — | — | 35,000,145.39 | 35,000,145.39 | — | — | 243.84 | ||||||||||||||||||||
BLACKROCK INTL $ RESERVE | S99993578 | Multi | 13,855.64 | — | — | — | — | 13,855.64 | 13,855.64 | — | — | 3,211.38 | ||||||||||||||||||||
611,708,201.12 | (8,011.58 | ) | 10,210.03 | — | (1,922,266.43 | ) | 812,066,974.12 | 611,698,889.76 | 161,416.41 |
Validus Holdings, Ltd. June 30, 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 | 9/4/2009 | 2,812,185.18 | 3,027,712.57 | 2,812,185.18 | 215,527.39 | — | — | — | — | — | — | ||||||||||||
AIG SELECT HEDGE LTD | 9/4/2009 | 17.30 | 17.36 | 17.30 | 0.06 | — | — | — | — | — | — | ||||||||||||
SVG DIAMOND HOLDINGS II LTD | 11/30/2012 | 3,765,757.24 | 3,969,254.46 | 3,765,757.24 | 203,497.22 | — | — | — | (2,171.55 | ) | — | — | |||||||||||
MARATHON ASSET MANAGEMENT LEGA | 11/30/2012 | 1,492,348.75 | 2,693,344 | 1,492,348.75 | 1,200,995.25 | — | — | — | — | — | — | ||||||||||||
PORT ADVISORS PRIVATE EQUITY I | 11/30/2012 | 6,063,958.61 | 6,801,340.48 | 6,063,958.61 | 737,381.87 | — | — | — | — | — | — | ||||||||||||
GOLDENTREE DISTRESSED DEBT FUN | 11/30/2012 | 14,896,731 | 15,868,143.75 | 14,896,731 | 971,412.75 | — | — | — | — | — | — | ||||||||||||
LEAPFROG INVESTMENTS FINANCIAL | 11/30/2012 | 2,941,548.36 | 2,917,504.49 | 2,941,548.36 | (24,043.87 | ) | — | — | — | — | — | — | |||||||||||
BUFFETS INC | 7/18/2012 | 920,570.56 | 0.70 | 920,570.56 | (920,569.86 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS ENHANCED LP | 4/1/2012 | 190,000,000 | 205,346,929.70 | 190,000,000 | 15,346,929.7 | — | — | — | — | — | — | ||||||||||||
PAULSON PARTNERS ADVANTAGE PLUS LP | 4/1/2012 | 125,000,000.00 | 99,773,873.3 | 125,000,000.00 | (25,226,126.7 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS GOLD FUND LP | 4/1/2012 | 125,000,000.00 | 36,440,256 | 125,000,000.00 | (88,559,744 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS CREDIT OPPORTUNITIES LP | 6/1/2012 | 125,000,000.00 | 128,319,618.3 | 125,000,000.00 | 3,319,618.3 | — | — | — | — | — | — | ||||||||||||
GUARDIAN GROWTH EQUITY | 9/4/2009 | 6,181,301.52 | 9,197,437.53 | 6,181,301.52 | 3,016,136.01 | — | — | — | — | — | — | ||||||||||||
MFS MERIDIAN MID CAP GROWTH FUND | 9/4/2009 | 17,203.14 | 29,093.87 | 17,203.14 | 11,890.73 | — | — | — | — | — | — | ||||||||||||
Total | 604,091,621.66 | 514,384,526.51 | 604,091,621.66 | (89,707,095.15 | ) |