Validus 8-K Results of Operations and Financial Condition

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	)