Validus Holdings, Ltd. September 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 | ||||||||||||
00432CCM1 | ACCESS GROUP INC ACCSS_05-2 ABS 05-2 | 2,015,988.96 | 2,033,570.23 | 2,070,335.25 | 2,025,586.18 | 7,984.05 | — | — | — | 0.442 | 1.194 | FMAN | 1,017 | 8,283.04 | 8/8/2012 | 11/22/2024 | ||||||||||||||||
02005EAC4 | ALLYA_12-3 ABS 12-3 | 2,999,894.70 | 3,007,539.84 | 3,000,000.00 | 2,999,930.35 | 7,609.49 | — | — | — | 0.85 | 0.852 | MON | 1,133.33 | 19,125.00 | 5/22/2012 | 8/15/2016 | ||||||||||||||||
03979GAL9 | ARDEN REALTY LP SENIOR CORP BND | 3,226,650.00 | 3,135,850.08 | 3,000,000.00 | 3,076,721.08 | 59,129.00 | 47,558.88 | — | — | 5.25 | 3.007 | MS | 13,125.01 | 157,500.00 | 11/27/2012 | 3/1/2015 | ||||||||||||||||
06052YAC3 | BAAT_12-1 ABS 12-1 | 6,922,180.96 | 6,936,272.73 | 6,922,428.08 | 6,922,271.79 | 14,000.94 | — | — | — | 0.78 | 0.782 | MON | 2,399.78 | 40,950.00 | 4/11/2012 | 6/15/2016 | ||||||||||||||||
06052YAD1 | BANK OF AMERICA AUTO TRUST BAA ABS 12-1 | 4,998,468.00 | 5,028,300.1 | 5,000,000.00 | 4,999,108.21 | 29,191.89 | — | — | — | 1.03 | 1.041 | MON | 2,288.89 | 38,624.94 | 4/11/2012 | 12/15/2016 | ||||||||||||||||
12591AAC1 | CNH_12-B ABS 12-B | 2,099,925.87 | 2,105,838 | 2,100,000.00 | 2,099,945.99 | 5,892.01 | — | — | — | 0.86 | 0.862 | MON | 802.67 | 13,545.00 | 6/12/2012 | 9/15/2017 | ||||||||||||||||
14041NEK3 | COMET_13-A1 ABS 13-A1 | 10,273,447.45 | 10,224,778.88 | 10,275,000.00 | 10,273,795.41 | (49,016.53 | ) | — | — | — | 0.63 | 0.636 | MON | 2,877 | 40,278.03 | 1/23/2013 | 11/15/2018 | |||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 4,799,854.56 | 4,780,109.23 | 4,800,000.00 | 4,799,880.35 | (19,771.12 | ) | — | — | — | 0.6 | 0.602 | MON | 1,280 | 16,880.00 | 2/6/2013 | 10/16/2017 | |||||||||||||||
161571FR0 | CHAIT_12-8 ABS 12-8 | 5,000,828.50 | 4,986,850 | 5,000,000.00 | 5,000,596.16 | (13,746.16 | ) | 231.22 | — | — | 0.54 | 0.535 | MON | 1,200 | 20,250.00 | 12/6/2012 | 10/16/2017 | |||||||||||||||
161571FW9 | CHAIT_13-A3 ABS 13-A3 | 3,405,000.00 | 3,386,456.84 | 3,405,000.00 | 3,405,000 | (18,543.16 | ) | — | — | — | 0.462 | 0.463 | MON | 655.89 | 6,712.19 | 4/12/2013 | 4/15/2020 | |||||||||||||||
254683BB0 | DCENT_13 ABS 13 | 8,500,000.00 | 8,444,270 | 8,500,000.00 | 8,500,000 | (55,730.00 | ) | — | — | — | 0.482 | 0.483 | MON | 1,708.14 | 25,169.43 | 2/6/2013 | 8/17/2020 | |||||||||||||||
28140DAA1 | ELAB_12-1 ABS 12-1 | 3,206,931.54 | 3,205,462.77 | 3,206,931.54 | 3,206,931.54 | (1,468.77 | ) | — | — | — | 0.629 | 0.63 | MON | 336.11 | 20,692.28 | 9/19/2012 | 6/25/2022 | |||||||||||||||
29372EAY4 | ENTERPRISE FLEET FINANCING LLC ABS | 2,599,593.36 | 2,601,690.05 | 2,600,000.00 | 2,599,604.74 | 2,085.31 | — | — | — | 1.06 | 1.067 | MON | 842.11 | 2,832.56 | 8/7/2013 | 3/20/2019 | ||||||||||||||||
29372EAZ1 | ENTERPRISE FLEET FINANCING LLC | 299,978.79 | 301,416 | 300,000.00 | 299,979.21 | 1,436.79 | — | — | — | 1.51 | 1.517 | MON | 138.42 | 465.58 | 8/7/2013 | 3/20/2019 | ||||||||||||||||
34529PAD7 | FORD CREDIT AUTO OWNER TRUST F ABS 11-A | 503,730.47 | 503,240 | 500,000.00 | 503,253.1 | (13.10 | ) | 477.37 | — | — | 1.65 | 0.773 | MON | 366.67 | 1,214.58 | 7/17/2013 | 5/15/2016 | |||||||||||||||
34529UAD6 | FORDO_12-A ABS 12-A | 2,339,403.30 | 2,359,351.17 | 2,340,000.00 | 2,339,665.19 | 19,685.98 | — | — | — | 1.15 | 1.16 | MON | 1,196 | 20,182.50 | 1/18/2012 | 6/15/2017 | ||||||||||||||||
34529XAD0 | FCALT_12-B ABS 12-B | 8,011,562.50 | 8,008,239.76 | 8,000,000.00 | 8,006,163.49 | 2,076.27 | 5,399.01 | — | — | 0.57 | 0.467 | MON | 2,026.67 | 27,740.00 | 2/1/2013 | 9/15/2015 | ||||||||||||||||
34530DAB5 | FORDO_13-C ABS 13-C A2 | 474,998.20 | 475,394.25 | 475,000.00 | 474,998.04 | 396.21 | 0.16 | — | — | 0.55 | 0.55 | MON | 116.11 | 326.56 | 7/23/2013 | 4/15/2016 | ||||||||||||||||
34530DAC3 | FORDO_13-C ABS 13-C A3 | 3,564,398.94 | 3,569,932.21 | 3,565,000.00 | 3,564,420.17 | 5,512.04 | — | — | — | 0.82 | 0.829 | MON | 1,299.24 | 3,654.12 | 7/23/2013 | 12/15/2017 | ||||||||||||||||
36162RAC2 | GEEST_12-1A ABS 12-1A 144A | 2,999,393.10 | 3,007,470.03 | 3,000,000.00 | 2,999,736.51 | 7,733.52 | — | — | — | 1.04 | 1.051 | MON | 866.67 | 23,400.00 | 5/22/2012 | 9/21/2015 | ||||||||||||||||
39153VBJ2 | GALC_13-1 ABS 13-1 144A | 1,774,852.50 | 1,774,183.54 | 1,775,000.00 | 1,774,894.54 | (711.00 | ) | — | — | — | 0.78 | 0.785 | MON | 615.33 | 8,153.17 | 2/5/2013 | 6/15/2016 | |||||||||||||||
43812XAB1 | HAROT_13-3 ABS 13-3 A2 | 474,992.92 | 475,446.51 | 475,000.00 | 474,993.36 | 453.15 | — | — | — | 0.54 | 0.541 | MON | 114 | 363.38 | 7/17/2013 | 1/15/2016 | ||||||||||||||||
43814CAC3 | HAROT_13-1 ABS 13-1 | 2,996,718.75 | 2,994,697.5 | 3,000,000.00 | 2,997,577.55 | (2,880.05 | ) | — | — | — | 0.48 | 0.531 | MON | 400 | 7,880.00 | 2/27/2013 | 11/21/2016 | |||||||||||||||
44890JAB5 | HART_13-A ABS 13-A | 2,131,908.06 | 2,131,833.6 | 2,132,046.85 | 2,131,976.01 | (142.41 | ) | — | — | — | 0.4 | 0.405 | MON | 379.03 | 5,749.96 | 1/24/2013 | 12/15/2015 | |||||||||||||||
44890KAC0 | HART_12-C ABS 12-C | 2,199,722.58 | 2,196,578.45 | 2,200,000.00 | 2,199,824.5 | (3,246.05 | ) | — | — | — | 0.53 | 0.536 | MON | 518.22 | 8,745.03 | 10/10/2012 | 4/17/2017 | |||||||||||||||
44921SAC6 | HALST_13-A ABS 13-A 144A | 3,758,645.51 | 3,758,235.42 | 3,758,761.65 | 3,758,690.29 | (454.87 | ) | — | — | — | 0.51 | 0.513 | MON | 851.99 | 10,308.38 | 2/27/2013 | 9/15/2015 | |||||||||||||||
47787BAD7 | JDOT_12-A ABS 12-A | 3,999,112.40 | 4,022,439.88 | 4,000,000.00 | 3,999,472.77 | 22,967.11 | — | — | — | 0.99 | 0.998 | MON | 1,760 | 29,700.00 | 2/22/2012 | 6/15/2018 | ||||||||||||||||
58768TAC0 | MBALT_12-A ABS 12-A | 1,658,970.14 | 1,660,621.27 | 1,659,061.72 | 1,659,007.07 | 1,614.20 | — | — | — | 0.88 | 0.883 | MON | 648.88 | 13,117.65 | 3/15/2012 | 11/17/2014 |
58768WAC3 | MBART_13-1 ABS 13-1 | 2,604,904.14 | 2,606,948.7 | 2,605,000.00 | 2,604,909.16 | 2,039.54 | — | — | — | 0.78 | 0.782 | MON | 903.07 | 2,539.88 | 7/23/2013 | 8/15/2017 | ||||||||||||||||
61205PAJ8 | MHESA_12-1 ABS 12-1 | 508,031.42 | 509,606.32 | 508,031.42 | 508,031.42 | 1,574.90 | — | — | — | 0.78 | 0.781 | MON | 121.08 | 5,424.26 | 4/27/2012 | 9/20/2022 | ||||||||||||||||
620062AC3 | MOTOR_12A ABS 12A 144A | F | 740,000.00 | 739,862.36 | 740,000.00 | 740,000 | (137.64 | ) | — | — | — | 1.286 | 1.289 | MON | 158.61 | 7,137.36 | 9/12/2012 | 2/25/2020 | ||||||||||||||
65474VAG6 | NMOTR_13-A SENIOR ABS 13-A | 1,680,000.00 | 1,677,177.62 | 1,680,000.00 | 1,680,000 | (2,822.38 | ) | — | — | — | 0.482 | 0.483 | MON | 337.61 | 4,624.17 | 2/20/2013 | 2/15/2018 | |||||||||||||||
65475UAC6 | NAROT_12-A ABS 12-A | 2,699,638.74 | 2,704,455 | 2,700,000.00 | 2,699,847.05 | 4,607.95 | — | — | — | 0.73 | 0.736 | MON | 876 | 14,782.50 | 2/15/2012 | 5/16/2016 | ||||||||||||||||
73328WAB7 | PILOT_12-1 ABS 12-1 144A | 107,099.48 | 107,082.23 | 107,106.87 | 107,104.73 | (22.50 | ) | — | — | — | 0.44 | 0.447 | MON | 13.09 | 12,216.96 | 10/10/2012 | 2/23/2015 | |||||||||||||||
73328WAC5 | PILOT_12-1 ABS 12-1 144A | 1,749,708.45 | 1,748,005.04 | 1,750,000.00 | 1,749,857.65 | (1,852.61 | ) | — | — | — | 0.54 | 0.55 | MON | 262.5 | 7,087.50 | 10/10/2012 | 12/21/2015 | |||||||||||||||
784423AF2 | SLCLT_04-1 ABS 04-1 | 983,750.00 | 976,858 | 1,000,000.00 | 984,797.51 | (7,939.51 | ) | — | — | — | 0.424 | 0.724 | FMAN | 553.82 | 1,015.23 | 5/20/2013 | 5/15/2023 | |||||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 6,575,000.00 | 6,574,998.49 | 6,575,000.00 | 6,575,000 | (1.51 | ) | — | — | — | 1.379 | 1.383 | MON | 1,510.99 | 69,692.99 | 12/26/2012 | 10/25/2034 | |||||||||||||||
78446VAA7 | SLMA_12-A ABS 12-A 144A | 4,678,296.87 | 4,714,460.24 | 4,678,296.87 | 4,678,296.87 | 36,163.37 | — | — | — | 1.582 | 1.587 | MON | 3,084.37 | 63,353.72 | 2/2/2012 | 8/15/2025 | ||||||||||||||||
78447EAB2 | SLMA_12-5 ABS 12-5 | 5,291,230.62 | 5,293,401.29 | 5,300,000.00 | 5,294,656.59 | (1,255.30 | ) | — | — | — | 0.479 | 0.533 | MON | 422.98 | 20,005.85 | 7/10/2012 | 6/25/2019 | |||||||||||||||
78448AAA1 | SLMA_13-4 ABS 13-4 | 744,382.61 | 744,382.61 | 744,382.61 | 744,382.61 | — | — | — | — | 0.729 | 0.73 | MON | 90.42 | 637.64 | 8/6/2013 | 6/25/2027 | ||||||||||||||||
80283JAC2 | SDART_13-A ABS 13-A A3 144A | 3,499,742.40 | 3,498,250 | 3,500,000.00 | 3,499,752.02 | (1,502.02 | ) | — | — | — | 1.02 | 1.025 | MON | 1,586.67 | 2,578.33 | 8/15/2013 | 1/16/2018 | |||||||||||||||
80705WAA7 | SCHOL_12-B ABS 12-B 144A | 636,627.65 | 632,988.46 | 638,454.91 | 637,014.93 | (4,026.47 | ) | — | — | — | 0.579 | 0.7 | MON | 10.27 | 3,561.19 | 9/19/2012 | 10/28/2025 | |||||||||||||||
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2,518,445.38 | 2,507,933.87 | 2,530,454.92 | 2,518,816.07 | (10,882.20 | ) | — | — | — | 0.829 | 0.887 | MON | 58.28 | 11,727.89 | 3/12/2013 | 1/30/2045 | |||||||||||||||
89231NAC7 | TAOT_12-B ABS 12-B | 3,999,619.60 | 3,995,402.84 | 4,000,000.00 | 3,999,776.88 | (4,374.04 | ) | — | — | — | 0.46 | 0.464 | MON | 817.78 | 13,799.97 | 9/18/2012 | 7/15/2016 | |||||||||||||||
89236PAD5 | TAOT_12-A ABS 12-A | 749,928.68 | 753,457.49 | 750,000.00 | 749,955.75 | 3,501.74 | — | — | — | 0.99 | 0.995 | MON | 330 | 5,568.75 | 4/11/2012 | 8/15/2017 | ||||||||||||||||
BRSFMMQE6 | MOTOR_12X ABS 12X | O | 1,145,285.31 | 1,168,531.17 | 720,046.51 | 1,142,793.64 | 25,737.53 | 2,936.63 | — | 25,134.17 | 1.24 | 0.973 | MON | 239.59 | 11,396.00 | 12/28/2012 | 2/25/2020 | |||||||||||||||
BRSG6Z2D1 | TURBF_12-3 SENIOR ABS 12-3 | D | 715,500.40 | 730,218.34 | 450,255.11 | 715,500.4 | 14,717.94 | — | — | 13,642.73 | 1.091 | 1.093 | MON | 242.58 | 9,558.15 | 11/13/2012 | 11/20/2019 | |||||||||||||||
BRSGEJ3J4 | E_CARAT_12 ABS CARAT | D | 494,726.49 | 501,488.52 | 307,771.00 | 494,726.49 | 6,762.03 | — | — | 3,677.87 | 1.3 | 1.303 | MON | 237.21 | 6,014.40 | 12/10/2012 | 6/18/2020 | |||||||||||||||
G9141GAA6 | TURBO FINANCE PLC TURBF_12-2 ABS 12-2 | D | 335,184.54 | 345,488.29 | 212,455.47 | 334,081.88 | 11,406.41 | 3,096.35 | — | 11,156.18 | 1.891 | 1.311 | MON | 198.4 | 8,094.51 | 8/15/2012 | 2/20/2019 | |||||||||||||||
458182DT6 | INTER-AMERICAN DEV BANK CORP BND | E | 7,150,000.00 | 7,150,000 | 7,150,000.00 | 7,150,000 | — | — | — | — | 0.286 | 0.286 | MJSD | 1,080.76 | — | 9/5/2013 | 9/12/2018 | |||||||||||||||
45818WAR7 | INTER-AMERICAN DEV BANK SENIOR CORP BND | E | 4,997,748.00 | 5,002,450.2 | 5,000,000.00 | 4,997,810.37 | 4,639.83 | — | — | — | 0.179 | 0.207 | MON | 24.86 | 676.56 | 9/4/2013 | 7/29/2015 | |||||||||||||||
45905UNJ9 | INTL BANK FOR RECONSTRUCTION A SENIOR | E | 399,904.00 | 399,552 | 400,000.00 | 399,909.19 | (357.19 | ) | — | — | — | 0.375 | 0.387 | FA | 162.5 | — | 8/9/2013 | 8/24/2015 | ||||||||||||||
45950KAZ3 | INTERNATIONAL FINANCE CO CORP BND | E | 8,216,320.00 | 8,123,840 | 8,000,000.00 | 8,028,961.19 | 94,878.81 | 38,258.16 | — | — | 3 | 2.342 | AO | 106,000 | 120,000.00 | 12/11/2009 | 4/22/2014 | |||||||||||||||
45950VBV7 | INTERNATIONAL FINANCE CO UNSECURED CORP | E | 299,595.00 | 300,683.99 | 300,000.00 | 299,782.62 | 901.37 | — | — | — | 0.5 | 0.545 | MN | 566.67 | 750.00 | 4/26/2012 | 5/15/2015 | |||||||||||||||
45950VCJ3 | INTERNATIONAL FINANCE CO SENIOR CORP BND | E | 2,652,710.58 | 2,652,311.96 | 2,658,000.00 | 2,653,701.65 | (1,389.69 | ) | — | — | — | 0.5 | 0.562 | MN | 8,084.75 | 5,020.67 | 2/14/2013 | 5/16/2016 | ||||||||||||||
742651DB5 | PRIVATE EXPORT FUNDING CORPORA SECURED | 1,646,955.00 | 1,637,744.98 | 1,500,000.00 | 1,557,496.29 | 80,248.69 | 19,397.5 | — | — | 4.95 | 3.07 | MN | 28,050 | 37,125.00 | 11/27/2012 | 11/15/2015 | ||||||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 915,990.00 | 876,255 | 750,000.00 | 881,872.77 | (5,617.77 | ) | 24,330.27 | — | — | 5.45 | 0.914 | MS | 1,816.67 | 40,875.00 | 9/13/2012 | 9/15/2017 | |||||||||||||||
742651DH2 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 4,868,226.00 | 4,736,620 | 4,600,000.00 | 4,721,464.4 | 15,155.60 | 87,049.66 | — | — | 3.05 | 0.497 | AO | 64,693.88 | 70,150.00 | 6/26/2012 | 10/15/2014 | ||||||||||||||||
880591EQ1 | TN VLY AUTHORITY SENIOR AGENCY BND | 4,979,185.72 | 4,994,044.58 | 5,003,000.00 | 4,979,231.67 | 14,812.91 | — | — | — | 1.75 | 1.849 | AO | 972.81 | — | 9/24/2013 | 10/15/2018 | ||||||||||||||||
912828DC1 | UNITED STATES TREASURY GOVT BND | 8,128,365.81 | 8,105,725 | 7,750,000.00 | 8,101,878.37 | 3,846.63 | 26,755.93 | — | — | 4.25 | 0.198 | MN | 124,410.67 | (96,237.10 | ) | 9/16/2013 | 11/15/2014 | |||||||||||||||
912828MH0 | UNITED STATES TREASURY GOVT BND | 1,027,776.79 | 1,027,480 | 1,000,000.00 | 1,027,441.13 | 38.87 | 335.66 | — | — | 2.25 | 0.186 | JJ | 3,790.76 | 229,061.51 | 9/24/2013 | 1/31/2015 | ||||||||||||||||
912828NF3 | UNITED STATES TREASURY GOVT BND | 9,674,659.90 | 9,536,657.41 | 9,250,000.00 | 9,527,465.34 | 9,192.07 | 166,953.7 | — | — | 2.125 | 0.316 | MN | 66,057.89 | 158,716.88 | 12/11/2012 | 5/31/2015 |
912828NZ9 | UNITED STATES TREASURY GOVT BND | 8,063,827.25 | 8,045,676.16 | 7,900,000.00 | 8,013,026.5 | 32,649.66 | 41,823.09 | — | — | 1.25 | 0.529 | MS | 272.79 | 122,520.49 | 8/28/2013 | 9/30/2015 | ||||||||||||||||
912828PE4 | UNITED STATES TREASURY GOVT BND | 2,979,986.28 | 2,953,940.03 | 2,900,000.00 | 2,944,235.9 | 9,704.13 | 25,650.16 | — | — | 1.25 | 0.512 | AO | 15,169.84 | 82,807.32 | 1/18/2012 | 10/31/2015 | ||||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 8,394,687.50 | 8,309,359.76 | 8,000,000.00 | 8,315,993.9 | (6,634.14 | ) | 134,735.72 | — | — | 2 | 0.459 | AO | 66,956.52 | 110,565.96 | 2/1/2013 | 4/30/2016 | |||||||||||||||
912828QH6 | UNITED STATES TREASURY GOVT BND | 10,155,111.63 | 10,044,100 | 10,000,000.00 | 10,036,358.09 | 7,741.91 | 73,148.22 | — | — | 1.25 | 0.272 | FA | 15,964.67 | 125,000.00 | 7/12/2012 | 2/15/2014 | ||||||||||||||||
912828QM5 | UNITED STATES TREASURY GOVT BND | 34,943,412.78 | 34,795,839.46 | 34,600,000.00 | 34,771,256.08 | 24,583.38 | 201,540.42 | — | — | 1 | 0.204 | MN | 130,690.21 | 123,019.99 | 2/14/2013 | 5/15/2014 | ||||||||||||||||
912828QS2 | UNITED STATES TREASURY GOVT BND | 119,865,008.02 | 119,548,578.1 | 119,000,000.00 | 119,450,502.58 | 98,075.52 | 424,105.29 | — | — | 0.75 | 0.212 | JD | 263,360.66 | 328,651.77 | 2/5/2013 | 6/15/2014 | ||||||||||||||||
912828QX1 | UNITED STATES TREASURY GOVT BND | 70,268,081.36 | 70,331,470.86 | 68,600,000.00 | 69,563,080.78 | 768,390.08 | 250,689.98 | — | — | 1.5 | 0.996 | JJ | 173,364.12 | 1,029,000.00 | 8/16/2011 | 7/31/2016 | ||||||||||||||||
912828RE2 | UNITED STATES TREASURY GOVT BND | 32,869,453.13 | 33,223,740.33 | 33,000,000.00 | 32,869,904.34 | 353,835.99 | 267.17 | — | — | 1.5 | 1.585 | FA | 38,932.59 | (24,406.08 | ) | 9/18/2013 | 8/31/2018 | |||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 62,690,761.02 | 62,708,348.64 | 62,050,000.00 | 62,541,138.98 | 167,209.66 | 80,384.38 | — | — | 1 | 0.725 | FA | 53,136.75 | 402,650.26 | 8/29/2013 | 8/31/2016 | ||||||||||||||||
912828RG7 | UNITED STATES TREASURY GOVT BND | 7,696,807.04 | 7,709,933 | 7,700,000.00 | 7,700,598.59 | 9,334.41 | 637.66 | — | — | 0.25 | 0.242 | MS | 850.83 | 13,013.59 | 7/9/2013 | 9/15/2014 | ||||||||||||||||
912828RL6 | UNITED STATES TREASURY GOVT BND | 1,601,755.36 | 1,606,064.16 | 1,600,000.00 | 1,600,613.61 | 5,450.55 | 5,347.6 | — | — | 0.5 | 0.463 | AO | 3,693.99 | 12,925.01 | 10/20/2011 | 10/15/2014 | ||||||||||||||||
912828RM4 | UNITED STATES TREASURY GOVT BND | 86,604,691.82 | 86,499,586.14 | 85,700,000.00 | 86,417,581.19 | 82,004.95 | 203,719.95 | — | — | 1 | 0.724 | AO | 358,635.86 | 377,156.73 | 9/6/2013 | 10/31/2016 | ||||||||||||||||
912828RQ5 | UNITED STATES TREASURY GOVT BND | 23,917,513.66 | 23,959,750 | 23,900,000.00 | 23,911,242.66 | 48,507.34 | 5,102.71 | — | — | 0.375 | 0.333 | MN | 33,852.92 | 87,915.72 | 7/9/2013 | 11/15/2014 | ||||||||||||||||
912828RU6 | UNITED STATES TREASURY GOVT BND | 34,011,523.59 | 34,102,437.2 | 33,950,000.00 | 34,009,437.42 | 92,999.78 | 13,834.26 | — | — | 0.875 | 0.818 | MN | 99,832.49 | 66,795.83 | 9/16/2013 | 11/30/2016 | ||||||||||||||||
912828RX0 | UNITED STATES TREASURY GOVT BND | 10,077,377.25 | 10,034,300.2 | 10,000,000.00 | 10,055,811.26 | (21,511.06 | ) | 13,175.43 | — | — | 0.875 | 0.701 | JD | 22,112.77 | 43,750.00 | 6/21/2012 | 12/31/2016 | |||||||||||||||
912828RZ5 | UNITED STATES TREASURY GOVT BND | 11,392,319.45 | 11,410,830 | 11,400,000.00 | 11,396,561.69 | 14,268.31 | 351.8 | — | — | 0.25 | 0.273 | JJ | 6,040.76 | 10,682.32 | 7/9/2013 | 1/15/2015 | ||||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 17,274,081.05 | 17,240,592 | 17,200,000.00 | 17,257,384.68 | (16,792.68 | ) | 12,755.72 | — | — | 0.875 | 0.773 | JJ | 25,355.97 | 132,202.77 | 1/4/2013 | 1/31/2017 | |||||||||||||||
912828SE1 | UNITED STATES TREASURY GOVT BND | 50,787,123.99 | 51,038,760 | 51,000,000.00 | 50,902,057.04 | 136,702.96 | — | — | — | 0.25 | 0.39 | FA | 16,283.96 | 133,549.72 | 5/21/2012 | 2/15/2015 | ||||||||||||||||
912828SJ0 | UNITED STATES TREASURY GOVT BND | 3,003,642.86 | 3,004,080.27 | 3,000,000.00 | 3,003,639.97 | 440.30 | 2.89 | — | — | 0.875 | 0.839 | FA | 2,247.93 | (2,175.41 | ) | 9/27/2013 | 2/28/2017 | |||||||||||||||
912828SK7 | UNITED STATES TREASURY GOVT BND | 6,010,176.35 | 6,014,399.4 | 6,000,000.00 | 6,006,299.44 | 8,099.96 | 4,391.62 | — | — | 0.375 | 0.303 | MS | 994.47 | 35,485.58 | 11/26/2012 | 3/15/2015 | ||||||||||||||||
912828SM3 | UNITED STATES TREASURY GOVT BND | 16,373,318.45 | 16,426,026.85 | 16,350,000.00 | 16,371,337.06 | 54,689.79 | 3,213.93 | — | — | 1 | 0.962 | MS | 449.18 | 45,801.91 | 6/21/2013 | 3/31/2017 | ||||||||||||||||
912828SP6 | UNITED STATES TREASURY GOVT BND | 12,818,925.69 | 12,827,777.28 | 12,800,000.00 | 12,812,089.49 | 15,687.79 | 11,583.09 | — | — | 0.375 | 0.313 | AO | 22,163.94 | 75,584.33 | 2/13/2013 | 4/15/2015 | ||||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 16,623,160.75 | 16,488,120.17 | 16,500,000.00 | 16,607,097.88 | (118,977.71 | ) | 16,062.87 | — | — | 0.875 | 0.691 | AO | 60,417.8 | 18,345.99 | 3/13/2013 | 4/30/2017 | |||||||||||||||
912828SU5 | UNITED STATES TREASURY GOVT BND | 5,143,177.41 | 5,149,587.85 | 5,150,000.00 | 5,144,236.76 | 5,351.09 | — | — | — | 0.25 | 0.319 | MN | 4,863.11 | 468.74 | 6/12/2013 | 5/15/2015 | ||||||||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 2,515,195.88 | 2,480,349.92 | 2,500,000.00 | 2,511,526.14 | (31,176.22 | ) | 2,275.26 | — | — | 0.75 | 0.625 | JD | 4,738.45 | 9,375.00 | 7/13/2012 | 6/30/2017 | |||||||||||||||
912828TD2 | UNITED STATES TREASURY GOVT BND | 15,969,116.10 | 15,988,480.16 | 16,000,000.00 | 15,979,222.13 | 9,258.03 | — | — | — | 0.25 | 0.323 | JJ | 8,478.26 | 75,612.05 | 3/11/2013 | 7/15/2015 | ||||||||||||||||
912828TF7 | UNITED STATES TREASURY GOVT BND | 7,695,514.08 | 7,701,539.23 | 7,700,000.00 | 7,696,706.18 | 4,833.05 | — | — | — | 0.125 | 0.177 | JJ | 1,621.6 | 1,434.40 | 6/12/2013 | 7/31/2014 | ||||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 7,100,922.56 | 7,064,784.14 | 7,200,000.00 | 7,110,657.96 | (45,873.82 | ) | — | — | — | 0.5 | 0.829 | JJ | 6,065.22 | 14,453.04 | 6/10/2013 | 7/31/2017 | |||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 1,993,053.58 | 1,969,100.04 | 2,000,000.00 | 1,994,172.85 | (25,072.81 | ) | — | — | — | 0.625 | 0.701 | FA | 1,070.44 | 12,500.00 | 12/24/2012 | 8/31/2017 | |||||||||||||||
912828TP5 | UNITED STATES TREASURY GOVT BND | 4,244,189.46 | 4,244,007.54 | 4,250,000.00 | 4,245,385.84 | (1,378.30 | ) | — | — | — | 0.25 | 0.306 | MS | 469.61 | 9,878.46 | 3/27/2013 | 9/15/2015 | |||||||||||||||
912828TQ3 | UNITED STATES TREASURY GOVT BND | 2,001,412.95 | 2,002,580 | 2,000,000.00 | 2,000,953.76 | 1,626.24 | 459.19 | — | — | 0.25 | 0.202 | MS | 13.74 | 2,390.71 | 4/5/2013 | 9/30/2014 | ||||||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 13,731,000.00 | 13,565,676.28 | 13,800,000.00 | 13,744,070.16 | (178,393.88 | ) | — | — | — | 0.625 | 0.728 | MS | 236.95 | 86,250.00 | 10/18/2012 | 9/30/2017 | |||||||||||||||
912828TU4 | UNITED STATES TREASURY GOVT BND | 500,333.71 | 500,565 | 500,000.00 | 500,261.04 | 303.96 | 72.67 | — | — | 0.25 | 0.202 | AO | 523.1 | (146.06 | ) | 6/11/2013 | 10/31/2014 | |||||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 17,401,662.19 | 17,075,997.05 | 17,430,000.00 | 17,405,597.42 | (329,600.37 | ) | 582.58 | — | — | 0.625 | 0.659 | MN | 36,610.15 | 41,310.44 | 5/3/2013 | 11/30/2017 |
912828UC2 | UNITED STATES TREASURY GOVT BND | 75,208,618.31 | 75,288,600.76 | 75,500,000.00 | 75,274,567.45 | 14,033.31 | — | — | — | 0.25 | 0.386 | JD | 55,693.3 | 76,958.16 | 9/24/2013 | 12/15/2015 | ||||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 29,963,815.92 | 29,494,500.6 | 30,000,000.00 | 29,968,065.68 | (473,565.08 | ) | — | — | — | 0.75 | 0.776 | JD | 56,861.41 | 166,747.60 | 3/22/2013 | 12/31/2017 | |||||||||||||||
912828UK4 | UNITED STATES TREASURY GOVT BND | 29,992,968.60 | 30,028,500 | 30,000,000.00 | 29,995,308.56 | 33,191.44 | — | — | — | 0.25 | 0.262 | JJ | 12,635.87 | 74,531.08 | 1/31/2013 | 1/31/2015 | ||||||||||||||||
912828UP3 | UNITED STATES TREASURY GOVT BND | 9,993,783.50 | 10,006,699 | 10,000,000.00 | 9,994,350.03 | 12,348.97 | — | — | — | 0.25 | 0.296 | FA | 2,140.88 | 1,834.23 | 8/28/2013 | 2/28/2015 | ||||||||||||||||
912828UR9 | UNITED STATES TREASURY GOVT BND | 13,998,730.47 | 13,827,024.42 | 14,100,000.00 | 14,009,813.64 | (182,789.22 | ) | 17.32 | — | — | 0.75 | 0.898 | FA | 9,055.94 | 100,035.64 | 3/8/2013 | 2/28/2018 | |||||||||||||||
912828US7 | UNITED STATES TREASURY GOVT BND | 7,488,515.63 | 7,486,500 | 7,500,000.00 | 7,489,751.39 | (3,251.39 | ) | 444.5 | — | — | 0.375 | 0.431 | MS | 1,243.1 | 9,920.17 | 6/4/2013 | 3/15/2016 | |||||||||||||||
912828UW8 | UNITED STATES TREASURY GOVT BND | 7,948,856.39 | 7,923,933.16 | 7,970,000.00 | 7,951,917.04 | (27,983.88 | ) | — | — | — | 0.25 | 0.34 | AO | 9,200.34 | (370.77 | ) | 4/25/2013 | 4/15/2016 | ||||||||||||||
912828UX6 | UNITED STATES TREASURY GOVT IBND TIPS | 5,406,918.56 | 5,205,070.48 | 5,000,000.00 | 5,425,708.21 | (220,637.73 | ) | — | — | — | 0.125 | (1.443 | ) | AO | 2,916.35 | 1,987.60 | 5/3/2013 | 4/15/2018 | ||||||||||||||
912828UY4 | UNITED STATES TREASURY GOVT BND | 1,995,866.08 | 1,996,340.02 | 2,000,000.00 | 1,996,657.08 | (317.06 | ) | — | — | — | 0.125 | 0.231 | AO | 1,046.2 | (108.70 | ) | 5/16/2013 | 4/30/2015 | ||||||||||||||
912828UZ1 | UNITED STATES TREASURY GOVT BND | 37,490,094.87 | 36,939,420 | 38,000,000.00 | 37,525,943.61 | (586,523.61 | ) | — | — | — | 0.625 | 0.903 | AO | 99,388.59 | (13,417.12 | ) | 5/29/2013 | 4/30/2018 | ||||||||||||||
912828VC1 | UNITED STATES TREASURY GOVT BND | 24,313,957.61 | 24,336,095.25 | 24,500,000.00 | 24,326,531.29 | 9,563.96 | — | — | — | 0.25 | 0.522 | MN | 23,135.19 | (5,195.66 | ) | 9/10/2013 | 5/15/2016 | |||||||||||||||
912828VE7 | UNITED STATES TREASURY GOVT BND | 18,443,725.28 | 18,427,854.38 | 18,666,600.00 | 18,455,293.39 | (27,439.01 | ) | — | — | — | 1 | 1.25 | MN | 62,732.03 | (5,945.81 | ) | 6/25/2013 | 5/31/2018 | ||||||||||||||
912828VK3 | UNITED STATES TREASURY GOVT BND | 26,132,164.06 | 26,271,526.78 | 26,200,000.00 | 26,134,902.48 | 136,624.30 | — | — | — | 1.375 | 1.428 | JD | 91,041.44 | (15,547.21 | ) | 7/11/2013 | 6/30/2018 | |||||||||||||||
912828VL1 | UNITED STATES TREASURY GOVT BND | 1,401,531.25 | 1,401,876.04 | 1,400,000.00 | 1,401,454.12 | 421.92 | 370.04 | — | — | 0.625 | 0.587 | JJ | 1,854.62 | 10,281.93 | 8/6/2013 | 7/15/2016 | ||||||||||||||||
912828VQ0 | UNITED STATES TREASURY GOVT BND | 38,557,253.91 | 38,993,247.39 | 38,920,000.00 | 38,563,905.73 | 429,341.66 | — | — | — | 1.375 | 1.572 | JJ | 90,161.14 | (38,149.90 | ) | 8/28/2013 | 7/31/2018 | |||||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 4,403,395.52 | 4,300,462.66 | 4,155,984.55 | 4,391,199.12 | (90,736.46 | ) | 42,275.8 | — | — | 3 | 1.509 | MON | 10,389.96 | 101,307.76 | 6/19/2012 | 6/20/2027 | |||||||||||||||
36179MK82 | GNMA POOL # MA0319 | 213,546.98 | 206,162.3 | 194,382.10 | 213,272.13 | (7,109.83 | ) | 4,764.42 | — | — | 4 | 2.108 | MON | 647.94 | 6,567.45 | 10/4/2012 | 8/20/2042 | |||||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 2,636,586.00 | 2,550,216.22 | 2,404,495.77 | 2,633,869.53 | (83,653.31 | ) | 55,491.61 | — | — | 4 | 2.08 | MON | 8,014.98 | 80,963.22 | 10/18/2012 | 9/20/2042 | |||||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 2,014,566.26 | 1,875,074.18 | 1,892,722.28 | 2,012,656.02 | (137,581.84 | ) | 7,632.68 | — | — | 3 | 2.115 | MON | 4,731.81 | 43,907.87 | 10/31/2012 | 10/20/2042 | |||||||||||||||
36201YER3 | GNMA POOL # 606844 | 953,789.19 | 999,496.18 | 910,233.10 | 951,248.21 | 48,247.97 | 9,832.23 | — | — | 5 | 4.023 | MON | 3,792.64 | 37,619.54 | 4/23/2010 | 9/15/2033 | ||||||||||||||||
36202E5P0 | GNMA POOL # 004454 | 9,973.19 | 10,013.43 | 9,374.12 | 9,913.87 | 99.56 | 207.88 | — | — | 4.5 | 2.169 | MON | 35.15 | 383.98 | 10/7/2010 | 6/20/2024 | ||||||||||||||||
36202EVU0 | GNMA POOL # 004227 | 10,308.22 | 9,850.16 | 9,689.03 | 10,255.01 | (404.85 | ) | 684.66 | — | — | 4.5 | 2.127 | MON | 36.33 | 456.98 | 10/7/2010 | 7/20/2023 | |||||||||||||||
36202FAE6 | GNMA POOL # 004505 | 33,250.98 | 33,201.59 | 31,253.67 | 33,055.77 | 145.82 | 514.92 | — | — | 4.5 | 2.2 | MON | 117.2 | 1,205.37 | 10/7/2010 | 8/20/2024 | ||||||||||||||||
36202FBR6 | GNMA POOL # 004548 | 20,673.84 | 20,643.12 | 19,432.00 | 20,548.99 | 94.13 | 375.96 | — | — | 4.5 | 2.324 | MON | 72.87 | 761.30 | 10/7/2010 | 10/20/2024 | ||||||||||||||||
36202FD78 | GNMA POOL # 004626 | 978,069.48 | 977,088.37 | 919,319.22 | 972,496.4 | 4,591.97 | 16,282.99 | — | — | 4.5 | 2.308 | MON | 3,447.45 | 36,057.07 | 10/7/2010 | 2/20/2025 | ||||||||||||||||
36202FET9 | GNMA POOL # 004646 | 160,341.90 | 160,181.07 | 150,710.56 | 159,469.38 | 711.69 | 2,428.73 | — | — | 4.5 | 2.231 | MON | 565.16 | 5,898.43 | 10/7/2010 | 3/20/2025 | ||||||||||||||||
36202FF43 | GNMA POOL # 004687 | 444,694.20 | 444,248.1 | 417,982.48 | 442,958.22 | 1,289.88 | 6,532.27 | — | — | 4.5 | 2.282 | MON | 1,567.43 | 16,287.26 | 10/7/2010 | 5/20/2025 | ||||||||||||||||
36202FFH4 | GNMA POOL # 004668 | 599,465.79 | 598,864.45 | 563,457.33 | 596,199.05 | 2,665.40 | 11,388.91 | — | — | 4.5 | 2.263 | MON | 2,112.96 | 22,082.10 | 10/7/2010 | 4/20/2025 | ||||||||||||||||
36202FZV1 | GNMA POOL # 005256 | 4,397,835.51 | 4,325,745.25 | 4,101,741.09 | 4,380,891.98 | (55,146.73 | ) | 103,199.44 | — | — | 3.5 | 1.461 | MON | 11,963.41 | 127,798.21 | 1/18/2012 | 12/20/2026 | |||||||||||||||
36202KME2 | GNMA POOL # 008457 | 375,741.39 | 384,595.2 | 370,530.80 | 374,802.75 | 9,792.45 | 889.24 | — | — | 1.75 | 1.379 | MON | 540.36 | 5,248.75 | 3/18/2009 | 7/20/2024 | ||||||||||||||||
36204J4C7 | GNMA POOL # 371719 | 223,009.62 | 235,298.03 | 209,891.42 | 220,268 | 15,030.03 | 1,795.19 | — | — | 6.5 | 5.063 | MON | 1,136.91 | 10,871.82 | 9/11/2008 | 4/15/2024 | ||||||||||||||||
36204SV60 | GNMA POOL # 378737 | 193,878.98 | 213,959.01 | 182,474.32 | 191,442.33 | 22,516.68 | 6,304.86 | — | — | 6.5 | 5.042 | MON | 988.4 | 11,340.85 | 9/11/2008 | 1/15/2024 | ||||||||||||||||
36205BKY7 | GNMA POOL # 385611 | 328,669.37 | 346,779.88 | 309,335.88 | 324,739.28 | 22,040.60 | 3,566.2 | — | — | 6.5 | 5.017 | MON | 1,675.57 | 16,162.27 | 9/11/2008 | 4/15/2024 | ||||||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 1,083,881.34 | 1,100,211.81 | 1,025,249.84 | 1,077,098.06 | 23,113.75 | 12,167.04 | — | — | 5 | 2.971 | MON | 4,271.87 | 42,274.50 | 9/29/2009 | 4/15/2024 |
3620A32R4 | GNMA POOL # 718184 | 53,815.77 | 54,024.43 | 50,568.34 | 53,453.18 | 571.25 | 1,959.17 | — | — | 4.5 | 2.68 | MON | 189.63 | 2,335.39 | 10/7/2010 | 3/15/2025 | ||||||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 668,999.75 | 669,627.26 | 626,789.41 | 665,280.92 | 4,346.34 | 9,019.61 | — | — | 4.5 | 2.102 | MON | 2,350.46 | 22,776.54 | 8/31/2010 | 4/15/2025 | ||||||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 617,848.31 | 662,177.5 | 607,221.92 | 617,169.92 | 45,007.58 | 2,168.52 | — | — | 4.5 | 4.239 | MON | 2,277.09 | 22,776.56 | 6/18/2009 | 6/15/2039 | ||||||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 1,117,469.04 | 1,141,730.37 | 1,063,939.57 | 1,110,020.32 | 31,710.05 | 11,556.33 | — | — | 5 | 3.5 | MON | 4,433.08 | 43,884.49 | 7/29/2009 | 7/15/2024 | ||||||||||||||||
3620A7R64 | GNMA POOL # 721509 | 316,316.25 | 317,542.66 | 297,228.61 | 314,314.91 | 3,227.75 | 4,887.24 | — | — | 4.5 | 2.534 | MON | 1,114.61 | 11,303.23 | 10/7/2010 | 2/15/2025 | ||||||||||||||||
3620A7RQ0 | GNMA POOL # 721495 | 422,643.70 | 424,282.34 | 397,139.86 | 419,842.65 | 4,439.69 | 2,346.46 | — | — | 4.5 | 2.601 | MON | 1,489.27 | 13,833.28 | 10/7/2010 | 1/15/2025 | ||||||||||||||||
3620A9MU2 | GNMA POOL # 723171 | 33,488.83 | 33,614.09 | 31,467.99 | 33,254.52 | 359.57 | 735.19 | — | — | 4.5 | 2.632 | MON | 118 | 1,247.83 | 10/7/2010 | 10/15/2024 | ||||||||||||||||
3620A9QJ3 | GNMA POOL # 723257 | 476,364.37 | 478,146.15 | 447,618.85 | 472,968.31 | 5,177.84 | 10,152.12 | — | — | 4.5 | 2.644 | MON | 1,678.57 | 17,532.16 | 10/7/2010 | 9/15/2024 | ||||||||||||||||
3620A9WS6 | GNMA POOL # 723457 | 498,554.51 | 500,419.3 | 468,469.97 | 495,362.36 | 5,056.94 | 9,316.51 | — | — | 4.5 | 2.507 | MON | 1,756.76 | 18,222.63 | 10/7/2010 | 12/15/2024 | ||||||||||||||||
3620A9WW7 | GNMA POOL # 723461 | 262,613.92 | 263,596.18 | 246,766.85 | 261,024.88 | 2,571.30 | 4,758.91 | — | — | 4.5 | 2.389 | MON | 925.38 | 9,513.61 | 10/7/2010 | 12/15/2024 | ||||||||||||||||
3620A9ZN4 | GNMA POOL # 723549 | 683,236.47 | 685,885.48 | 642,007.55 | 678,852.17 | 7,033.31 | 10,413.83 | — | — | 4.5 | 2.537 | MON | 2,407.53 | 24,580.40 | 10/7/2010 | 1/15/2025 | ||||||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 6,418,529.22 | 6,508,472 | 6,092,937.84 | 6,373,970.73 | 134,501.27 | 114,896.19 | — | — | 4.5 | 2.978 | MON | 22,848.52 | 245,831.49 | 12/8/2009 | 11/15/2024 | ||||||||||||||||
3620AFY35 | GNMA POOL # 728930 | 86,427.45 | 86,750.73 | 81,212.12 | 85,908.62 | 842.11 | 1,385.12 | — | — | 4.5 | 2.371 | MON | 304.55 | 3,149.44 | 10/7/2010 | 12/15/2024 | ||||||||||||||||
3620AKQR0 | GNMA POOL # 732264 | 166,658.99 | 167,305.14 | 156,602.18 | 165,705.37 | 1,599.77 | 5,009.82 | — | — | 4.5 | 2.377 | MON | 587.26 | 6,952.64 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AKR57 | GNMA POOL # 732308 | 44,580.96 | 44,753.81 | 41,890.79 | 44,328.84 | 424.97 | 224.49 | — | — | 4.5 | 2.351 | MON | 157.09 | 1,451.03 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AL5N0 | GNMA POOL # 733553 | 413,837.31 | 415,441.82 | 388,864.90 | 411,494.08 | 3,947.74 | 6,246.05 | — | — | 4.5 | 2.353 | MON | 1,458.24 | 14,983.66 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AQ5X7 | GNMA POOL # 737162 | 282,269.03 | 283,363.44 | 265,235.92 | 280,570.17 | 2,793.27 | 3,528.42 | — | — | 4.5 | 2.484 | MON | 994.63 | 10,040.50 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AQ6A6 | GNMA POOL # 737165 | 955,935.70 | 959,642 | 898,251.13 | 950,456.29 | 9,185.71 | 15,678.27 | — | — | 4.5 | 2.38 | MON | 3,368.44 | 34,189.45 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AQG72 | GNMA POOL # 736522 | 464,210.67 | 466,010.47 | 436,198.53 | 461,575.79 | 4,434.68 | 7,845.19 | — | — | 4.5 | 2.359 | MON | 1,635.74 | 17,381.24 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AQHC0 | GNMA POOL # 736527 | 187,062.27 | 187,787.54 | 175,774.27 | 185,920.81 | 1,866.73 | 3,521.31 | — | — | 4.5 | 2.512 | MON | 659.15 | 6,718.86 | 10/7/2010 | 4/15/2025 | ||||||||||||||||
3620AQXC2 | GNMA POOL # 736975 | 326,142.68 | 327,407.17 | 306,462.06 | 324,207.34 | 3,199.83 | 4,481.32 | — | — | 4.5 | 2.401 | MON | 1,149.23 | 11,612.73 | 10/7/2010 | 2/15/2025 | ||||||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 4,018,043.43 | 3,951,157.24 | 3,740,433.13 | 4,010,985.27 | (59,828.03 | ) | 73,860.86 | — | — | 4 | 2.742 | MON | 12,468.11 | 125,756.29 | 10/3/2011 | 7/15/2041 | |||||||||||||||
3620AWE48 | GNMA POOL # 741855 | 168,974.66 | 169,629.81 | 158,778.14 | 167,965.56 | 1,664.25 | 3,538.89 | — | — | 4.5 | 2.493 | MON | 595.42 | 6,265.35 | 10/7/2010 | 5/15/2025 | ||||||||||||||||
3620AWE63 | GNMA POOL # 741857 | 158,147.28 | 158,760.44 | 148,604.11 | 157,280.28 | 1,480.16 | 1,704.91 | — | — | 4.5 | 2.309 | MON | 557.27 | 5,347.37 | 10/7/2010 | 5/15/2025 | ||||||||||||||||
36210B4N2 | GNMA POOL # 487829 | 301,688.39 | 311,365.54 | 291,486.37 | 300,164.86 | 11,200.68 | 2,542.48 | — | — | 4.5 | 3.381 | MON | 1,093.07 | 10,799.30 | 3/26/2009 | 4/15/2024 | ||||||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 102,944.53 | 104,495.57 | 97,375.86 | 102,304.51 | 2,191.06 | 1,834.55 | — | — | 5 | 2.959 | MON | 405.73 | 4,077.90 | 9/29/2009 | 4/15/2024 | ||||||||||||||||
36210B4R3 | GNMA POOL # 487832 | 386,097.08 | 396,485.05 | 369,470.89 | 383,897.04 | 12,588.01 | 5,016.26 | — | — | 5 | 3.39 | MON | 1,539.46 | 16,801.59 | 3/26/2009 | 4/15/2024 | ||||||||||||||||
36210BZH1 | GNMA POOL # 487744 | 501,755.23 | 509,315.03 | 474,613.29 | 499,012.25 | 10,302.78 | 7,585.3 | — | — | 5 | 2.697 | MON | 1,977.56 | 21,108.54 | 9/29/2009 | 3/15/2024 | ||||||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 321,764.84 | 326,612.77 | 304,359.29 | 319,935.98 | 6,676.79 | 3,461.68 | — | — | 5 | 2.77 | MON | 1,268.16 | 12,468.62 | 9/29/2009 | 3/15/2024 | ||||||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 210,696.82 | 216,527.5 | 201,774.59 | 209,526.87 | 7,000.63 | 768 | — | — | 5 | 3.336 | MON | 840.73 | 7,835.49 | 3/26/2009 | 1/15/2024 | ||||||||||||||||
36225BPY8 | GNMA POOL # 781339 | 232,934.03 | 241,943.93 | 211,038.75 | 230,906.33 | 11,037.60 | 2,985.12 | — | — | 8 | 5.821 | MON | 1,406.93 | 13,548.22 | 3/7/2008 | 9/15/2031 | ||||||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 7,596,508.10 | 7,634,333.21 | 7,411,227.40 | 7,584,699.27 | 49,633.94 | 24,431.66 | — | — | 1.625 | 1.228 | MON | 10,036.04 | 102,010.42 | 3/2/2011 | 4/20/2034 | ||||||||||||||||
36225CD29 | GNMA POOL # 080120 | 349,699.74 | 358,523.86 | 346,130.28 | 349,269.93 | 9,253.93 | 355.81 | — | — | 1.625 | 1.353 | MON | 468.72 | 4,426.46 | 3/18/2009 | 10/20/2027 | ||||||||||||||||
36225DAS3 | GNMA POOL # 080916 | 266,281.04 | 279,153.73 | 267,577.12 | 266,399.22 | 12,754.51 | — | — | — | 1.625 | 1.691 | MON | 362.34 | 3,695.74 | 4/17/2008 | 5/20/2034 |
36225DJA3 | GNMA POOL # 081156 | 695,675.07 | 719,599.93 | 693,724.02 | 695,413.38 | 24,186.55 | 266.65 | — | — | 1.625 | 1.58 | MON | 939.41 | 9,004.72 | 3/18/2009 | 11/20/2034 | ||||||||||||||||
36225DJZ8 | GNMA POOL # 081179 | 687,645.48 | 693,492.94 | 685,716.91 | 687,394.36 | 6,098.58 | 264.83 | — | — | 1.625 | 1.579 | MON | 928.58 | 8,860.43 | 3/18/2009 | 12/20/2034 | ||||||||||||||||
36225DLE2 | GNMA POOL # 081224 | 415,144.83 | 434,376.32 | 417,100.00 | 415,305.73 | 19,070.59 | — | — | — | 1.625 | 1.684 | MON | 564.82 | 5,631.30 | 3/18/2009 | 1/20/2035 | ||||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2,209,575.66 | 2,286,900.77 | 2,182,296.96 | 2,206,168.5 | 80,732.27 | 4,436.73 | — | — | 2 | 1.908 | MON | 3,637.16 | 37,265.42 | 10/28/2009 | 12/20/2039 | ||||||||||||||||
36225EWE8 | GNMA POOL # 082444 | 391,005.81 | 394,429.77 | 382,869.82 | 390,675.56 | 3,754.21 | 2,611.95 | — | — | 3.75 | 3.302 | MON | 1,196.47 | 12,281.55 | 11/3/2009 | 12/20/2039 | ||||||||||||||||
36241K6L7 | GNMA POOL # 782675 | 39,215.07 | 39,361.73 | 36,848.68 | 39,002.97 | 358.76 | 1,018.3 | — | — | 4.5 | 1.925 | MON | 138.18 | 1,533.97 | 10/7/2010 | 6/15/2024 | ||||||||||||||||
36241KBP2 | GNMA POOL # 781846 | 3,391,760.84 | 3,800,470.86 | 3,284,998.40 | 3,384,350.93 | 416,119.93 | 24,162.07 | — | — | 6.5 | 5.844 | MON | 17,793.74 | 178,765.07 | 8/15/2008 | 9/15/2034 | ||||||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2,297,511.10 | 2,566,966.29 | 2,225,192.35 | 2,292,758.18 | 274,208.11 | 16,914.9 | — | — | 6.5 | 5.851 | MON | 12,053.12 | 121,185.59 | 8/15/2008 | 5/15/2035 | ||||||||||||||||
36241KEH7 | GNMA POOL # 781936 | 1,376,080.13 | 1,430,423.86 | 1,330,952.54 | 1,373,668.67 | 56,755.19 | 20,012.41 | — | — | 4.5 | 3.838 | MON | 4,991.07 | 55,142.84 | 6/3/2010 | 6/15/2035 | ||||||||||||||||
36241KGU6 | GNMA POOL # 782011 | 124,733.26 | 133,543.79 | 122,063.07 | 124,578.24 | 8,965.55 | 935.04 | — | — | 5 | 4.554 | MON | 508.6 | 5,315.99 | 7/14/2009 | 12/15/2035 | ||||||||||||||||
36241KKB3 | GNMA POOL # 782090 | 2,674,774.78 | 2,900,679.68 | 2,573,445.40 | 2,667,308.25 | 233,371.43 | 25,539.73 | — | — | 6.5 | 5.738 | MON | 13,939.49 | 143,221.41 | 11/30/2007 | 5/15/2036 | ||||||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 4,283,996.54 | 4,497,196.05 | 4,088,362.01 | 4,274,466.29 | 222,729.76 | 62,895.54 | — | — | 5 | 4.117 | MON | 17,034.84 | 177,790.13 | 4/23/2010 | 9/15/2036 | ||||||||||||||||
36241LN36 | GNMA POOL # 783110 | 984,707.70 | 999,039.71 | 909,398.16 | 982,053.02 | 16,986.69 | 24,342.66 | — | — | 5.5 | 3.668 | MON | 4,168.07 | 43,806.30 | 9/23/2010 | 4/15/2036 | ||||||||||||||||
36290SJB8 | GNMA POOL # 615958 | 4,999,841.74 | 5,239,441.64 | 4,771,517.18 | 4,985,297.17 | 254,144.47 | 75,621.41 | — | — | 5 | 4.092 | MON | 19,881.32 | 211,495.59 | 4/23/2010 | 9/15/2033 | ||||||||||||||||
36292DWW8 | GNMA POOL # 646061 | 152,571.06 | 166,880.27 | 146,307.30 | 152,235.5 | 14,644.77 | 2,169.39 | — | — | 6.5 | 5.461 | MON | 792.5 | 8,377.84 | 1/31/2008 | 11/15/2037 | ||||||||||||||||
36295KAT0 | GNMA POOL # 672418 | 100,027.65 | 109,408.96 | 95,921.04 | 99,811.49 | 9,597.47 | 98.36 | — | — | 6.5 | 5.442 | MON | 519.57 | 4,714.99 | 1/31/2008 | 12/15/2037 | ||||||||||||||||
36295P4L3 | GNMA POOL # 676827 | 499,907.08 | 509,040.5 | 478,451.50 | 497,290.09 | 11,750.41 | 3,902.77 | — | — | 5 | 2.962 | MON | 1,993.55 | 19,970.84 | 3/26/2009 | 5/15/2023 | ||||||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 116,607.02 | 118,808.54 | 111,669.16 | 115,873.06 | 2,935.48 | 1,438.64 | — | — | 5 | 3.323 | MON | 465.29 | 4,530.40 | 3/26/2009 | 3/15/2023 | ||||||||||||||||
36295QJE1 | GNMA POOL # 677161 | 708,042.78 | 717,812.27 | 674,677.87 | 704,226.9 | 13,585.37 | 15,008.31 | — | — | 5 | 2.932 | MON | 2,811.16 | 31,918.73 | 4/27/2009 | 8/15/2023 | ||||||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 76,276.73 | 83,430.5 | 73,145.20 | 76,115.66 | 7,314.84 | 1,141.02 | — | — | 6.5 | 5.412 | MON | 396.2 | 4,314.61 | 1/31/2008 | 1/15/2038 | ||||||||||||||||
36296A5Y6 | GNMA POOL # 685863 | 73,120.64 | 74,084.45 | 68,708.28 | 72,515.13 | 1,569.32 | 1,272.25 | — | — | 4.5 | 2.514 | MON | 257.66 | 2,684.35 | 10/7/2010 | 5/15/2023 | ||||||||||||||||
36296DR67 | GNMA POOL # 688209 | 26,312.28 | 26,669.38 | 25,066.78 | 26,102.81 | 566.57 | 1,627.62 | — | — | 5 | 3.556 | MON | 104.44 | 1,759.86 | 7/29/2009 | 7/15/2023 | ||||||||||||||||
36296E5H5 | GNMA POOL # 689448 | 276,550.58 | 281,771.79 | 264,839.71 | 274,997.74 | 6,774.05 | 3,015.66 | — | — | 5 | 3.213 | MON | 1,103.5 | 11,686.85 | 3/26/2009 | 7/15/2023 | ||||||||||||||||
36296TPY3 | GNMA POOL # 700739 | 409,630.03 | 417,753.21 | 387,958.89 | 406,895.44 | 10,857.77 | 5,153.26 | — | — | 5.5 | 3.095 | MON | 1,778.14 | 17,776.62 | 6/3/2009 | 10/15/2023 | ||||||||||||||||
36296U3C2 | GNMA POOL # 701995 | 162,232.96 | 165,295.88 | 155,363.01 | 161,197.7 | 4,098.18 | 12,671.2 | — | — | 5 | 3.561 | MON | 647.35 | 10,016.15 | 3/26/2009 | 1/15/2024 | ||||||||||||||||
36296UC73 | GNMA POOL # 701294 | 246,920.07 | 253,487.66 | 236,216.50 | 245,584.95 | 7,902.71 | 1,172.78 | — | — | 5 | 3.206 | MON | 984.24 | 9,337.20 | 3/27/2009 | 1/15/2024 | ||||||||||||||||
36296URS1 | GNMA POOL # 701697 | 518,328.85 | 526,138.36 | 490,290.38 | 515,469.71 | 10,668.65 | 14,589.02 | — | — | 5 | 2.686 | MON | 2,042.88 | 24,942.59 | 9/29/2009 | 2/15/2024 | ||||||||||||||||
36296UUL2 | GNMA POOL # 701787 | 238,692.69 | 247,147.21 | 230,308.05 | 237,587.67 | 9,559.54 | 665.63 | — | — | 5 | 3.685 | MON | 959.62 | 8,903.33 | 6/11/2009 | 3/15/2024 | ||||||||||||||||
36296UXG0 | GNMA POOL # 701879 | 182,332.25 | 183,014.22 | 171,329.66 | 181,195.91 | 1,818.31 | 8,499.84 | — | — | 4.5 | 2.251 | MON | 642.49 | 8,709.96 | 10/7/2010 | 5/15/2024 | ||||||||||||||||
36296XHH0 | GNMA POOL # 704132 | 95,190.13 | 95,797.53 | 90,040.91 | 94,641.14 | 1,156.39 | 456.59 | — | — | 5 | 2.714 | MON | 375.17 | 3,487.73 | 9/29/2009 | 12/15/2023 | ||||||||||||||||
36296XLY8 | GNMA POOL # 704243 | 425,584.96 | 440,659.2 | 410,635.27 | 423,801.45 | 16,857.75 | 4,931.38 | — | — | 5 | 3.498 | MON | 1,710.98 | 20,145.96 | 6/11/2009 | 1/15/2024 | ||||||||||||||||
36296XWP5 | GNMA POOL # 704554 | 1,681,798.25 | 1,742,418.4 | 1,623,700.24 | 1,674,593.38 | 67,825.02 | 15,687.18 | — | — | 5 | 3.675 | MON | 6,765.42 | 66,976.27 | 6/11/2009 | 6/15/2024 | ||||||||||||||||
36297A3K7 | GNMA | 407,155.14 | 418,422.49 | 389,913.64 | 405,402.37 | 13,020.12 | 953.92 | — | — | 5 | 2.799 | MON | 1,624.64 | 15,055.72 | 3/26/2009 | 1/15/2024 | ||||||||||||||||
36297AKC6 | GNMA POOL # 705991 | 68,624.07 | 68,880.75 | 64,483.05 | 68,148.62 | 732.13 | 846.96 | — | — | 4.5 | 2.369 | MON | 241.81 | 2,445.13 | 10/7/2010 | 1/15/2024 |
36297AKF9 | GNMA POOL # 705994 | 453,539.26 | 460,372.61 | 429,005.52 | 451,354.53 | 9,018.08 | 6,650.51 | — | — | 5 | 2.38 | MON | 1,787.52 | 18,487.57 | 9/29/2009 | 1/15/2024 | ||||||||||||||||
36297CV22 | GNMA POOL # 708133 | 58,296.71 | 58,514.75 | 54,778.87 | 57,910.59 | 604.16 | 961.16 | — | — | 4.5 | 2.267 | MON | 205.42 | 2,064.00 | 10/7/2010 | 1/15/2024 | ||||||||||||||||
36297DFF9 | GNMA POOL # 708566 | 1,349,898.48 | 1,370,236.98 | 1,276,877.08 | 1,342,162.64 | 28,074.34 | 11,159.6 | — | — | 5 | 2.813 | MON | 5,320.32 | 50,938.66 | 9/29/2009 | 4/15/2024 | ||||||||||||||||
36297DP35 | GNMA POOL # 708842 | 32,766.83 | 32,889.39 | 30,789.56 | 32,563.77 | 325.62 | 958.71 | — | — | 4.5 | 2.237 | MON | 115.46 | 1,119.43 | 10/7/2010 | 5/15/2024 | ||||||||||||||||
36297DTR8 | GNMA POOL # 708960 | 511,572.14 | 525,729.04 | 489,908.95 | 508,750.63 | 16,978.41 | 4,014.48 | — | — | 5 | 3.369 | MON | 2,041.29 | 20,503.63 | 3/26/2009 | 3/15/2024 | ||||||||||||||||
36297G2R0 | GNMA POOL # 711884 | 1,559,913.33 | 1,583,416.05 | 1,475,531.38 | 1,551,335.43 | 32,080.62 | 35,531.29 | — | — | 5 | 2.736 | MON | 6,148.05 | 67,508.79 | 9/29/2009 | 4/15/2024 | ||||||||||||||||
36297GCD0 | GNMA POOL # 711168 | 566,354.37 | 568,550.21 | 532,178.53 | 563,212.2 | 5,338.01 | 15,787.9 | — | — | 4.5 | 2.25 | MON | 1,995.67 | 22,917.53 | 10/7/2010 | 2/15/2025 | ||||||||||||||||
36297JJ54 | GNMA POOL # 713184 | 1,202,612.39 | 1,220,731.75 | 1,137,558.26 | 1,195,260.43 | 25,471.32 | 13,011.52 | — | — | 5 | 2.929 | MON | 4,739.83 | 45,248.30 | 9/29/2009 | 4/15/2024 | ||||||||||||||||
36297KZF1 | GNMA POOL # 714542 | 369,156.97 | 382,117.31 | 356,082.08 | 367,374.06 | 14,743.25 | 2,620.35 | — | — | 5 | 3.771 | MON | 1,483.68 | 14,931.00 | 6/11/2009 | 6/15/2024 | ||||||||||||||||
383742TU7 | GNMA CMO 08-17 EH | 101,672.29 | 97,019.36 | 96,787.55 | 97,254.58 | (235.22 | ) | 17,720.55 | — | — | 5.25 | 0.948 | MON | 423.45 | 25,124.70 | 3/15/2011 | 1/16/2032 | |||||||||||||||
38374JUS3 | GNMA CMO_04-82 MA | 1,167,025.50 | 1,110,383.29 | 1,097,650.55 | 1,118,379.68 | (7,996.39 | ) | 67,783.12 | — | — | 5 | 0.517 | MON | 4,573.54 | 80,351.90 | 3/9/2011 | 11/20/2032 | |||||||||||||||
38374VKJ7 | GNMA CMO_09-45 BA | 698,948.43 | 654,767.58 | 651,131.01 | 654,131.11 | 636.47 | 58,014.79 | — | — | 5 | 0.249 | MON | 2,713.04 | 97,672.86 | 3/7/2011 | 12/20/2033 | ||||||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 1,373,090.17 | 1,345,726.06 | 1,368,104.14 | 1,373,019 | (27,292.94 | ) | 2,263.18 | — | — | 0.78 | 0.684 | MON | 326.06 | 10,057.51 | 12/3/2012 | 2/20/2038 | |||||||||||||||
38376CUM9 | GNMA CMO_09-79 PA | 6,154,023.76 | 5,917,204.63 | 5,791,596.49 | 5,924,409.51 | (7,204.88 | ) | 119,962.49 | — | — | 4.5 | 0.254 | MON | 21,718.49 | 263,864.68 | 8/2/2011 | 9/20/2032 | |||||||||||||||
38376WSP1 | GNMA_10-24 AGENCY CMO 10-24 | 266,359.21 | 265,786.96 | 264,622.62 | 266,287 | (500.04 | ) | 700.67 | — | — | 0.7 | 0.509 | MON | 56.6 | 1,695.55 | 12/5/2012 | 12/20/2038 | |||||||||||||||
38376YC58 | GNMA_10-47 AGENCY CMO 10-47 | 2,639,363.39 | 2,621,725.03 | 2,556,284.16 | 2,609,856.72 | 11,868.31 | 26,329.91 | — | — | 3 | 1.21 | MON | 6,390.71 | 68,917.65 | 3/21/2012 | 11/16/2030 | ||||||||||||||||
38376YG96 | GNMA CMO_10-47 TA | 133,644.63 | 131,514.53 | 130,385.00 | 131,883.2 | (368.67 | ) | 3,282.98 | — | — | 3 | 1.501 | MON | 325.96 | 5,109.62 | 6/4/2012 | 11/16/2030 | |||||||||||||||
38377JEA7 | GNMA AGENCY CMO 10-109 CH | 666,965.39 | 668,954.92 | 648,424.50 | 666,944.93 | 2,009.99 | 20.46 | — | — | 3 | 1.816 | MON | 1,621.06 | (1,567.03 | ) | 9/26/2013 | 12/20/2037 | |||||||||||||||
38377MC61 | GNMA CMO_10-147 MG | 983,606.75 | 987,136.57 | 930,124.58 | 979,891.59 | 7,244.98 | 14,672.64 | — | — | 2 | 0.31 | MON | 1,550.21 | 15,900.94 | 7/24/2012 | 11/16/2025 | ||||||||||||||||
38376GZ29 | GNMA CMBS_11-096 AB | 2,293,693.75 | 2,284,850.53 | 2,270,983.90 | 2,279,846.43 | 5,004.10 | 14,385.4 | — | — | 2.161 | 1.56 | MON | 4,088.72 | 52,209.07 | 7/7/2011 | 11/16/2036 | ||||||||||||||||
38374YGV9 | GNMA_10-86 AGENCY CMO 10-86 | 1,924,664.43 | 1,888,737.38 | 1,824,867.03 | 1,900,251.01 | (11,513.63 | ) | 18,045.78 | — | — | 3.5 | 1.017 | MON | 5,322.53 | 52,996.09 | 2/15/2012 | 1/20/2036 | |||||||||||||||
38376JSV7 | GNMA AGENCY CMO 09-103 | 900,584.22 | 881,326.85 | 856,934.13 | 878,481.58 | 2,845.27 | 17,535.37 | — | — | 4.5 | 0.793 | MON | 3,213.5 | 37,172.37 | 2/6/2012 | 12/20/2032 | ||||||||||||||||
38377WZ56 | GNMA_11-99 CMO_11-99 | 5,139,846.86 | 5,153,527.48 | 5,131,027.92 | 5,139,216.88 | 14,310.60 | 1,429.62 | — | — | 0.582 | 0.553 | MON | 1,244.92 | 24,929.85 | 5/31/2012 | 7/16/2041 | ||||||||||||||||
045167CH4 | ASIAN DEVELOPMENT BANK SENIOR CORP BND | F | 750,000.00 | 750,000 | 750,000.00 | 750,000 | — | — | — | — | 0.179 | 0.195 | MON | 3.73 | 366.56 | 6/26/2013 | 5/29/2015 | |||||||||||||||
1107098W5 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 17,125,425.00 | 16,936,075 | 16,250,000.00 | 16,763,718.76 | 172,356.24 | 156,347.26 | — | — | 2.85 | 0.974 | JD | 136,364.59 | 144,479.17 | 6/6/2013 | 6/15/2015 | |||||||||||||||
1107098Z8 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 5,465,645.00 | 5,608,817.84 | 5,400,000.00 | 5,464,223.91 | 144,593.93 | 1,727.64 | — | — | 2.1 | 1.632 | MN | 41,895 | 24,890.83 | 8/30/2013 | 5/18/2016 | |||||||||||||||
12625GAA2 | CNOOC FINANCE (2013) LTD SENIOR CORP BND | F | 6,015,749.76 | 5,982,947.42 | 6,037,000.00 | 6,018,497.66 | (35,550.24 | ) | — | — | — | 1.125 | 1.245 | MN | 26,789.2 | 935.12 | 5/2/2013 | 5/9/2016 | ||||||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR | F | 4,132,320.00 | 4,099,880 | 4,000,000.00 | 4,036,620.05 | 63,259.95 | 27,938.72 | — | — | 2.9 | 1.934 | MS | 4,511.11 | 129,146.67 | 2/22/2011 | 9/17/2014 | |||||||||||||||
268317AA2 | ELECTRICITE DE FRANCE SA CORP BND 144A | F | 9,449,250.00 | 8,725,866.07 | 8,600,000.00 | 8,670,263.46 | 55,602.61 | 163,748.99 | — | — | 5.5 | 2.893 | JJ | 85,402.78 | 473,000.00 | 1/6/2010 | 1/26/2014 | |||||||||||||||
298785FB7 | EUROPEAN INVESTMENT BANK CORP BND | F | 15,739,300.00 | 15,479,100 | 15,000,000.00 | 15,467,305.49 | 11,794.51 | 237,168.76 | — | — | 2.875 | 0.446 | JJ | 91,041.66 | 258,750.00 | 2/15/2013 | 1/15/2015 | |||||||||||||||
298785FV3 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 10,154,000.00 | 10,119,500 | 10,000,000.00 | 10,115,356.32 | 4,143.68 | 38,643.68 | — | — | 1.125 | 0.372 | AO | 51,875 | 6,250.00 | 3/20/2013 | 4/15/2015 | |||||||||||||||
298785GC4 | EUROPEAN INVESTMENT BANK CORP BND | F | 4,970,000.00 | 4,856,399.9 | 5,000,000.00 | 4,972,584.82 | (116,184.92 | ) | — | — | — | 1 | 1.12 | JD | 14,722.22 | 8,194.44 | 4/9/2013 | 6/15/2018 | ||||||||||||||
30216BCD2 | EXPORT DEVELOPMENT CANADA CORP BND | A | 5,212,650.00 | 5,159,850.3 | 5,000,000.00 | 5,155,494.08 | 4,356.22 | 57,155.92 | — | — | 2.25 | 0.366 | MN | 38,437.5 | 30,312.50 | 2/15/2013 | 5/28/2015 | |||||||||||||||
30254WAB5 | FMS WERTMANAGEMENT LT GTD SENIOR CORP | F | 1,499,175.00 | 1,498,965 | 1,500,000.00 | 1,499,316.05 | (351.05 | ) | — | — | — | 0.625 | 0.643 | AO | 4,244.79 | 16,374.58 | 3/13/2013 | 4/18/2016 |
427028AA3 | CANADA GOVERNMENT GOVT BND | A | 2,550,398.50 | 2,551,045.32 | 2,550,000.00 | 2,550,404.53 | 640.79 | 304.49 | — | — | 0.875 | 0.87 | FA | 2,913.02 | 22,312.50 | 8/8/2012 | 2/14/2017 | |||||||||||||||
4488148U0 | HYDRO-QUEBEC SENIOR CORP BND | A | 4,994,200.00 | 5,011,500.15 | 5,000,000.00 | 4,995,651.74 | 15,848.41 | — | — | — | 1.375 | 1.399 | JD | 19,479.17 | 34,375.00 | 6/12/2012 | 6/19/2017 | |||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205.00 | 1,083,389.98 | 1,100,000.00 | 1,096,958.21 | (13,568.23 | ) | — | — | — | 1 | 1.071 | MS | 152.78 | 11,000.00 | 9/19/2012 | 9/26/2017 | ||||||||||||||
500769AX2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 6,356,400.60 | 6,234,360 | 6,000,000.00 | 6,076,482.43 | 157,877.57 | 53,646.43 | — | — | 4.125 | 2.87 | AO | 114,125 | 123,750.00 | 8/31/2009 | 10/15/2014 | |||||||||||||||
500769EM2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 5,216,400.00 | 5,178,799.45 | 5,000,000.00 | 5,176,119.86 | 2,679.59 | 40,280.14 | — | — | 2 | 0.665 | JD | 33,333.33 | 28,333.33 | 2/13/2013 | 6/1/2016 | |||||||||||||||
500769FC3 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 4,984,150.00 | 5,023,849.5 | 5,000,000.00 | 4,991,700.17 | 32,149.33 | — | — | — | 0.625 | 0.732 | AO | 13,628.47 | 15,625.00 | 4/17/2012 | 4/24/2015 | |||||||||||||||
500769FG4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 9,842,382.00 | 9,783,674.7 | 9,900,000.00 | 9,846,754.33 | (63,079.63 | ) | — | — | — | 0.875 | 1.015 | MS | 6,256.25 | 22,137.50 | 5/29/2013 | 9/5/2017 | ||||||||||||||
500769FP4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 14,965,200.00 | 14,974,500.3 | 15,000,000.00 | 14,971,679.09 | 2,821.21 | — | — | — | 0.5 | 0.575 | AO | 33,750 | 8,333.34 | 4/2/2013 | 4/19/2016 | |||||||||||||||
500769FV1 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 5,701,367.00 | 5,709,291.57 | 5,700,000.00 | 5,701,252.39 | 8,039.18 | 155.62 | — | — | 0.5 | 0.489 | MS | 79.16 | 5,095.84 | 7/23/2013 | 9/30/2015 | |||||||||||||||
515110BG8 | LANDWIRTSCHAFTLICHE RENTENBANK SENIOR | F | 2,993,280.00 | 2,962,289.88 | 3,000,000.00 | 2,994,669.15 | (32,379.27 | ) | — | — | — | 0.875 | 0.921 | MS | 1,385.42 | 26,250.00 | 9/5/2012 | 9/12/2017 | ||||||||||||||
563469TU9 | MANITOBA PROVINCE OF CORP BND | A | 10,161,200.00 | 10,063,311.8 | 10,000,000.00 | 10,148,496.87 | (85,185.07 | ) | 12,703.13 | — | — | 1.3 | 0.869 | AO | 64,277.78 | (24,555.56 | ) | 6/6/2013 | 4/3/2017 | |||||||||||||
62944BAH7 | BANK NEDERLANDSE GEMEENTEN UNSEC CORP | F | 15,055,200.00 | 15,208,799.7 | 15,000,000.00 | 15,027,605.51 | 181,194.19 | 13,734.85 | — | — | 1.375 | 1.249 | MS | 4,583.33 | 206,250.00 | 3/22/2013 | 3/23/2015 | |||||||||||||||
62944BAN4 | BANK NEDERLANDSE GEMEENTEN SENIOR CORP | F | 6,980,890.00 | 7,025,830.21 | 7,000,000.00 | 6,981,219.28 | 44,610.93 | — | — | — | 1.125 | 1.218 | MS | 4,156.25 | — | 9/4/2013 | 9/12/2016 | |||||||||||||||
64127WAF0 | NETWORK RAIL INFRA FIN CORP BND GOVT | F | 4,988,500.00 | 5,031,150 | 5,000,000.00 | 4,994,971.99 | 36,178.01 | — | — | — | 0.876 | 0.954 | JJ | 8,395 | 43,800.00 | 1/11/2012 | 1/20/2015 | |||||||||||||||
6832348Y7 | ONTARIO PROVINCE OF CORP BND | A | 5,224,450.00 | 5,189,499.65 | 5,000,000.00 | 5,100,582.41 | 88,917.24 | 43,306.68 | — | — | 2.7 | 1.502 | JD | 39,375 | 67,500.00 | 7/28/2011 | 6/16/2015 | |||||||||||||||
68323AAQ7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 1,965,569.00 | 1,973,625.15 | 1,900,000.00 | 1,963,855.17 | 9,769.98 | 1,713.83 | — | — | 2.3 | 0.992 | MN | 17,115.83 | (13,959.72 | ) | 8/30/2013 | 5/10/2016 | ||||||||||||||
68323ABJ2 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 12,974,331.00 | 13,009,390.97 | 12,900,000.00 | 12,963,075.59 | 46,315.38 | 11,715.54 | — | — | 0.95 | 0.652 | MN | 42,552.08 | 20,108.33 | 6/6/2013 | 5/26/2015 | |||||||||||||||
68323ABM5 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 3,981,200.00 | 3,941,480.12 | 4,000,000.00 | 3,982,580.95 | (41,100.83 | ) | — | — | — | 1.1 | 1.21 | AO | 19,066.67 | (4,644.44 | ) | 5/29/2013 | 10/25/2017 | |||||||||||||
71645WAT8 | PETROBRAS INTL FINANCE CORP BND | F | 797,304.00 | 827,848.02 | 800,000.00 | 798,683.64 | 29,164.38 | — | — | — | 3.875 | 3.95 | JJ | 5,511.11 | 31,000.00 | 1/20/2011 | 1/27/2016 | |||||||||||||||
71645WAV3 | PETROBRAS INTL FINANCE CORP BND | F | 1,790,982.00 | 1,826,186.4 | 1,800,000.00 | 1,795,849.38 | 30,337.02 | — | — | — | 2.875 | 3.051 | FA | 7,906.25 | 51,750.00 | 2/1/2012 | 2/6/2015 | |||||||||||||||
71647NAB5 | PETROBRAS INT BRASPETRO BV SENIOR CORP | F | 4,669,544.00 | 4,426,025.77 | 4,700,000.00 | 4,671,367.69 | (245,341.92 | ) | — | — | — | 3 | 3.125 | JJ | 51,308.33 | 71,666.67 | 5/13/2013 | 1/15/2019 | ||||||||||||||
745235R60 | PUERTO RICO PUB BLDGS AUTH REV MUNI BND | R | 984,620.00 | 904,250 | 1,000,000.00 | 984,854.25 | (80,604.25 | ) | — | — | — | 5 | 5.45 | JJ | 12,500 | (9,444.44 | ) | 9/4/2013 | 7/1/2017 | |||||||||||||
85771PAD4 | STATOILHYDRO ASA SENIOR CORP BND | F | 6,102,240.00 | 6,134,051.04 | 6,000,000.00 | 6,090,526.12 | 43,524.92 | 13,466.77 | — | — | 1.8 | 1.305 | MN | 38,400 | 32,550.00 | 4/11/2013 | 11/23/2016 | |||||||||||||||
85771PAJ1 | STATOILHYDRO ASA SENIOR CORP BND | F | 8,980,380.00 | 8,733,812.22 | 9,000,000.00 | 8,981,822.73 | (248,010.51 | ) | — | — | — | 1.15 | 1.195 | MN | 39,099.99 | — | 5/8/2013 | 5/15/2018 | ||||||||||||||
85771SAB2 | STATOILHYDRO ASA CORP BND | F | 3,355,967.25 | 3,281,331.08 | 3,225,000.00 | 3,243,403.71 | 37,927.37 | 40,382.22 | — | — | 3.875 | 2.799 | AO | 57,624.47 | 158,858.86 | 4/6/2010 | 4/15/2014 | |||||||||||||||
87020DAF1 | SWEDEN KINGDOM SENIOR GOVT BND 144A MTN | F | 9,978,600.00 | 9,852,100.4 | 10,000,000.00 | 9,981,089.88 | (128,989.48 | ) | — | — | — | 1 | 1.044 | FA | 9,444.44 | 50,000.00 | 2/20/2013 | 2/27/2018 | ||||||||||||||
87020DAL8 | SWEDEN KINGDOM CORP BND MTN 144A | F | 2,695,518.00 | 2,716,389.05 | 2,700,000.00 | 2,695,633.71 | 20,755.34 | — | — | — | 1 | 1.053 | MN | 2,325 | — | 8/22/2013 | 11/15/2016 | |||||||||||||||
BRS9ND148 | EUROPEAN INVESTMENT BANK CORP BND | D | 2,615,296.23 | 2,880,189.15 | 1,700,000.00 | 2,584,989.4 | 295,199.75 | 7,325.98 | — | 191,788.7 | 3 | 2.571 | DEC | 68,151.59 | — | 7/12/2010 | 12/7/2015 | |||||||||||||||
BRSDR1PS2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,183,652.29 | 3,296,985.04 | 2,000,000.00 | 3,178,780.67 | 118,204.37 | 2,458.11 | — | 67,966.36 | 1.75 | 1.634 | JAN | 39,920.77 | 56,404.70 | 3/20/2012 | 1/22/2016 | |||||||||||||||
BRSF8V463 | FMS WERTMANAGEMENT LT GTD SENIOR CORP | D | 2,179,374.25 | 2,275,616.51 | 1,400,000.00 | 2,181,886.66 | 93,729.85 | — | — | 80,396.7 | 1 | 1.098 | DEC | 19,077.95 | — | 7/16/2012 | 12/1/2015 | |||||||||||||||
BRSHR53W9 | NEDERLANDSE WATERSCHAPSBANK NV CORP BND | F | 6,994,610.00 | 6,991,925.15 | 7,000,000.00 | 6,995,522.54 | (3,597.39 | ) | — | — | — | 0.75 | 0.776 | MS | 291.67 | 26,687.50 | 3/19/2013 | 3/29/2016 | ||||||||||||||
BRSKJS6N8 | CAISSE D'AMORT DETTE SOCIALE SENIOR CORP | F | 4,986,800.00 | 5,021,202.9 | 5,000,000.00 | 4,986,943.43 | 34,259.47 | — | — | — | 1.25 | 1.34 | MS | 2,083.33 | — | 9/10/2013 | 9/19/2016 | |||||||||||||||
D2R6KTMR2 | FMS WERTMANAGEMENT LT GTD SENIOR LOCAL | D | 2,668,745.00 | 2,760,486.28 | 1,700,000.00 | 2,668,745 | 91,741.28 | — | — | 84,235 | 0.743 | 0.983 | FMAN | 2,923.58 | 14,772.97 | 7/26/2012 | 8/3/2015 | |||||||||||||||
D40859GT7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 1,936,318.35 | 1,881,243.38 | 1,000,000.00 | 1,873,759.61 | 7,483.77 | 85,025.96 | — | 35,727.72 | 5.625 | 0.923 | AUG | 9,446.92 | 155,657.32 | 11/13/2012 | 8/25/2017 |
D4085B7T2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,496,559.00 | 3,489,465.95 | 2,000,000.00 | 3,379,782.18 | 109,683.77 | 46,859.56 | — | 51,703.25 | 3.75 | 1.649 | SEP | 8,264.72 | 120,202.50 | 11/9/2011 | 9/7/2016 | |||||||||||||||
D4085DTN7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 1,685,172.12 | 1,681,418.97 | 1,000,000.00 | 1,650,198.32 | 31,220.65 | 19,012.07 | — | 19,649.89 | 2.75 | 1.109 | SEP | 3,030.41 | 44,135.30 | 10/30/2012 | 9/7/2015 | |||||||||||||||
G3157R8G6 | EUROPEAN BK RECONSTR AND DEVLP CORP BND | D | 2,188,451.06 | 2,181,785.78 | 1,344,000.00 | 2,191,979.46 | (10,193.68 | ) | — | — | (15,789.94 | ) | 1.875 | 1.935 | DEC | 33,225.89 | — | 4/7/2011 | 12/10/2013 | |||||||||||||
G5577Y5Y2 | LLOYDS TSB BANK PLC - LT GTD SENIOR | D | 2,642,613.37 | 2,693,727.03 | 1,650,000.00 | 2,647,030.59 | 46,696.44 | — | — | 13,306.61 | 1.5 | 1.62 | MAY | 17,394.35 | 50,279.19 | 4/25/2012 | 5/2/2017 | |||||||||||||||
G6459FAE2 | NETWORK RAIL INFRA FIN LOCAL BND EMTN | D | 2,735,751.98 | 2,641,234.76 | 1,500,000.00 | 2,577,912.48 | 63,322.28 | 63,247.51 | — | 39,436.41 | 4.875 | 1.207 | NOV | 100,950.16 | — | 11/9/2011 | 11/27/2015 | |||||||||||||||
G92450QY7 | UNITED KINGDOM GILT GOVT BND | D | 29,656,617.84 | 30,165,535.44 | 17,200,000.00 | 29,621,571.65 | 543,963.79 | 110,691.31 | — | 491,855.82 | 4.75 | 0.527 | MS | 89,099.07 | 35,868.92 | 9/23/2013 | 9/7/2015 | |||||||||||||||
G92450YY8 | UNITED KINGDOM GILT GOVT BND | D | 30,400,208.75 | 30,637,882.03 | 17,300,000.00 | 30,373,696.31 | 264,185.72 | 73,577.22 | — | 248,662.48 | 4 | 0.785 | MS | 74,898.86 | 20,594.69 | 9/19/2013 | 9/7/2016 | |||||||||||||||
G92451CZ7 | UNITED KINGDOM GILT GOVT BND | D | 4,948,751.78 | 5,011,233.3 | 3,000,000.00 | 4,947,624.53 | 63,608.77 | 41,678.58 | — | 49,838.85 | 2 | 0.744 | JJ | 18,933.27 | 90,347.79 | 9/23/2013 | 1/22/2016 | |||||||||||||||
G92451GE0 | UNITED KINGDOM GILT GOVT BND | D | 3,606,007.54 | 3,654,597.14 | 2,200,000.00 | 3,585,994.44 | 68,602.70 | 50,472.89 | — | 88,215.45 | 1.75 | 0.789 | JJ | 12,607.74 | 131,399.71 | 8/30/2013 | 1/22/2017 | |||||||||||||||
G9T44MFU1 | UNITED KINGDOM GILT GOVT BND | D | 19,169,327.78 | 19,701,620.41 | 12,320,000.00 | 19,172,039.2 | 529,581.21 | 942.79 | — | 518,979.16 | 1.25 | 1.532 | JJ | 49,376.73 | (6,222.59 | ) | 9/19/2013 | 7/22/2018 | ||||||||||||||
125094A$8 | CDP FINANCIAL INC CORP BND 144A | A | 12,675,681.00 | 12,433,597 | 12,100,000.00 | 12,436,047.84 | (2,450.84 | ) | 217,595.3 | — | — | 3 | 0.572 | MN | 127,050 | 181,500.00 | 12/4/2012 | 11/25/2014 | ||||||||||||||
419791YG7 | HAWAII ST MUNI BND GO | 2,007,940.00 | 2,060,520 | 2,000,000.00 | 2,002,245.58 | 58,274.42 | 1,225.98 | — | — | 3 | 2.914 | FA | 10,000 | 60,000.00 | 2/10/2010 | 2/1/2015 | ||||||||||||||||
4521518V8 | ILLINOIS ST MUNI BND GO | 2,300,000.00 | 2,372,059 | 2,300,000.00 | 2,300,000 | 72,059.00 | — | — | — | 4.421 | 4.421 | JJ | 25,420.75 | 101,683.00 | 12/28/2012 | 1/1/2015 | ||||||||||||||||
57583PEM7 | MASSACHUSETTS ST MUNITAX BND REV | 4,625,000.00 | 4,816,521.25 | 4,625,000.00 | 4,625,000 | 191,521.25 | — | — | — | 2.983 | 2.983 | JD | 40,622.66 | 68,981.88 | 12/15/2010 | 12/15/2015 | ||||||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND | 1,500,000.00 | 1,485,075 | 1,500,000.00 | 1,500,000 | (14,925.00 | ) | — | — | — | 1.259 | 1.259 | MN | 7,868.75 | 8,445.79 | 10/26/2012 | 11/1/2017 | |||||||||||||||
73723RSH7 | CITY OF PORTSMOUTH VA MUNITAX BND GO | 2,250,000.00 | 2,220,862.5 | 2,250,000.00 | 2,250,000 | (29,137.50 | ) | — | — | — | 1.418 | 1.418 | FA | 8,330.75 | — | 6/5/2013 | 2/1/2017 | |||||||||||||||
76541VKB2 | RICHMOND VA MUNITAX BND GO | 1,500,000.00 | 1,511,835 | 1,500,000.00 | 1,500,000 | 11,835.00 | — | — | — | 1.207 | 1.207 | JJ | 3,822.17 | 18,959.96 | 6/14/2012 | 7/15/2016 | ||||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000.00 | 4,915,650 | 5,000,000.00 | 5,000,000 | (84,350.00 | ) | — | — | — | 1.507 | 1.507 | JJ | 15,907.22 | 78,908.20 | 6/14/2012 | 7/15/2017 | |||||||||||||||
796269UF3 | SAN ANTONIO TEX INDPT SCH DIST MUNI BND | 1,000,000.00 | 1,015,820 | 1,000,000.00 | 1,000,000 | 15,820.00 | — | — | — | 2.235 | 2.235 | FA | 2,855.83 | 22,350.00 | 12/15/2010 | 8/15/2014 | ||||||||||||||||
167562MD6 | CHICAGO IL MIDWAY ARPT MUNITAX BND REV | 3,081,036.68 | 3,109,440 | 3,000,000.00 | 3,079,633.87 | 29,806.13 | 1,325.87 | — | — | 3.532 | 3.389 | JJ | 26,490 | 105,960.00 | 12/3/2012 | 1/1/2041 | ||||||||||||||||
19648CAE1 | COLORADO HOUSING & FINANCE AUT MUNITAX | 5,030,400.00 | 5,030,300 | 5,000,000.00 | 5,020,707.16 | 9,592.84 | 5,765.14 | — | — | 1.6 | 1.438 | MN | 30,222.22 | 40,000.00 | 6/21/2012 | 5/15/2016 | ||||||||||||||||
31331K2T6 | FED FARM CR BKS AGENCY BND | 1,800,000.00 | 1,803,441.31 | 1,800,000.00 | 1,800,000 | 3,441.31 | — | — | — | 0.34 | 0.35 | MJSD | 308.5 | 5,225.00 | 1/27/2012 | 6/13/2014 | ||||||||||||||||
31331KHV5 | FED FARM CR BKS AGENCY BND | 1,348,758.50 | 1,351,743.67 | 1,350,000.00 | 1,349,438.31 | 2,305.36 | 27.67 | — | — | 0.25 | 0.274 | MON | 103.13 | 2,252.66 | 6/27/2013 | 4/20/2016 | ||||||||||||||||
313371PC4 | FHLB UNSEC AGENCY BND | 2,524,200.00 | 2,519,775 | 2,500,000.00 | 2,511,709.99 | 8,065.01 | 7,289.98 | — | — | 0.875 | 0.482 | JD | 6,623.26 | 10,937.50 | 6/18/2012 | 12/12/2014 | ||||||||||||||||
313372VR2 | FHLB AGENCY BND | 10,112,500.00 | 10,026,711.7 | 10,000,000.00 | 10,011,541.85 | 15,169.85 | 35,052.8 | — | — | 1.2 | 0.729 | JD | 30,333.33 | 60,000.00 | 7/29/2011 | 12/30/2013 | ||||||||||||||||
313382K85 | FHLB AGENCY BND | 2,997,150.00 | 2,989,709.94 | 3,000,000.00 | 2,997,656.13 | (7,946.19 | ) | — | — | — | 0.45 | 0.482 | MS | 487.5 | 6,750.00 | 3/13/2013 | 3/18/2016 | |||||||||||||||
313383QF1 | FHLB AGENCY BND | 3,000,090.00 | 3,000,259.11 | 3,000,000.00 | 3,000,073.38 | 185.73 | 16.62 | — | — | 0.19 | 0.187 | JJ | 1,045 | — | 7/17/2013 | 7/25/2014 | ||||||||||||||||
313383V81 | FHLB AGENCY BND | 1,499,940.00 | 1,500,914.96 | 1,500,000.00 | 1,499,943.99 | 970.97 | — | — | — | 0.375 | 0.377 | FA | 515.63 | 296.88 | 8/8/2013 | 8/28/2015 | ||||||||||||||||
3133EA5A2 | FED FARM CR BKS AGENCY BND | 5,000,000.00 | 4,901,152.3 | 5,000,000.00 | 5,000,000 | (98,847.70 | ) | — | — | — | 0.87 | 0.87 | AO | 19,695.83 | 21,750.00 | 10/11/2012 | 10/18/2017 | |||||||||||||||
3133EA5D6 | FED FARM CR BKS AGENCY BND | 4,498,920.00 | 4,504,104 | 4,500,000.00 | 4,499,299.45 | 4,804.55 | — | — | — | 0.199 | 0.237 | MON | 199.25 | 7,474.00 | 11/23/2012 | 4/23/2015 | ||||||||||||||||
3133EAK31 | FED FARM CR BKS AGENCY BND | 499,140.63 | 500,027.12 | 500,000.00 | 499,456.75 | 570.37 | — | — | — | 0.47 | 0.528 | FA | 267.64 | 2,350.00 | 8/22/2012 | 8/20/2015 | ||||||||||||||||
3133EAVE5 | FED FARM CR BKS AGENCY BND | 6,497,855.00 | 6,505,672.22 | 6,500,000.00 | 6,498,627.37 | 7,044.85 | — | — | — | 0.199 | 0.249 | MON | 323.78 | 10,798.01 | 10/10/2012 | 6/22/2015 | ||||||||||||||||
3133EAYZ5 | FED FARM CR BKS AGENCY BND | 2,524,312.44 | 2,526,688.01 | 2,525,000.00 | 2,524,621.41 | 2,066.60 | — | — | — | 0.205 | 0.282 | MON | 158.16 | 4,289.53 | 7/16/2012 | 3/20/2015 | ||||||||||||||||
3133ECUQ5 | FED FARM CR BKS AGENCY BND | 1,499,805.00 | 1,500,001.23 | 1,500,000.00 | 1,499,820.76 | 180.47 | — | — | — | 0.191 | 0.207 | MON | 95.25 | 510.97 | 7/15/2013 | 1/19/2016 |
3133XSP93 | FHLB AGENCY BND | 2,048,748.30 | 1,977,084.75 | 1,965,000.00 | 1,969,279.48 | 7,805.27 | 26,577.66 | — | — | 3.125 | 2.022 | JD | 18,421.88 | 63,776.05 | 11/25/2009 | 12/13/2013 | ||||||||||||||||
3133XWE70 | FHLB AGENCY BND | 7,454,591.35 | 7,518,052.8 | 7,395,000.00 | 7,417,645.34 | 100,407.46 | 25,425.7 | — | — | 2.5 | 2.056 | JD | 55,462.5 | 92,437.50 | 6/22/2012 | 6/13/2014 | ||||||||||||||||
3133XWKV0 | FHLB AGENCY BND | 1,809,325.00 | 1,768,217.5 | 1,750,000.00 | 1,765,744.97 | 2,472.53 | 25,861.65 | — | — | 2.375 | 0.385 | MS | 1,962.67 | 41,562.50 | 6/27/2012 | 3/14/2014 | ||||||||||||||||
3134G2U42 | FHLMC AGENCY BND | 4,200,497.09 | 4,210,547.73 | 4,210,000.00 | 4,209,819.22 | 728.51 | — | — | — | 0.375 | 0.488 | AO | 7,279.8 | 7,893.75 | 10/18/2011 | 10/15/2013 | ||||||||||||||||
3134G2UA8 | FHLMC AGENCY BND | 11,107,050.00 | 11,082,608.9 | 11,000,000.00 | 11,035,537.54 | 47,071.36 | 29,938.03 | — | — | 1 | 0.634 | FA | 12,527.77 | 110,000.00 | 1/17/2012 | 8/20/2014 | ||||||||||||||||
3134G32F6 | FHLMC UNSECURED AGENCY BND | 2,000,000.00 | 1,994,920.04 | 2,000,000.00 | 2,000,000 | (5,079.96 | ) | — | — | — | 0.52 | 0.516 | JD | 2,686.67 | 5,200.00 | 12/19/2012 | 12/28/2015 | |||||||||||||||
3134G36A3 | FHLMC AGENCY BND | 6,750,000.00 | 6,734,947.5 | 6,750,000.00 | 6,750,000 | (15,052.50 | ) | — | — | — | 0.6 | 0.6 | FA | 3,712.5 | 34,416.67 | 2/26/2013 | 3/28/2016 | |||||||||||||||
3134G36F2 | FHLMC AGENCY BND | 2,130,000.00 | 2,128,615.46 | 2,130,000.00 | 2,130,000 | (1,384.54 | ) | — | — | — | 0.42 | 0.42 | MS | 323.05 | 4,473.00 | 2/25/2013 | 9/18/2015 | |||||||||||||||
3134G3J76 | FHLMC AGENCY BND | 7,002,107.00 | 6,992,860.21 | 7,000,000.00 | 7,001,373.04 | (8,512.83 | ) | 528.02 | — | — | 0.45 | 0.44 | MS | 2,362.5 | 31,850.00 | 9/14/2012 | 9/4/2015 | |||||||||||||||
3134G3LA6 | FHLMC AGENCY BND | 2,100,663.18 | 2,102,583 | 2,100,000.00 | 2,100,129.43 | 2,453.57 | 239.27 | — | — | 0.375 | 0.36 | FA | 743.75 | 7,875.00 | 1/26/2012 | 2/27/2014 | ||||||||||||||||
3134G3NL0 | FHLMC AGENCY BND | 4,993,000.00 | 5,005,173.3 | 5,000,000.00 | 4,996,726.93 | 8,446.37 | — | — | — | 0.5 | 0.547 | FA | 2,569.44 | 28,458.33 | 2/6/2012 | 2/24/2015 | ||||||||||||||||
3134G3W55 | FHLMC UNSECURED AGENCY BND | 249,972.50 | 249,692.5 | 250,000.00 | 249,979.96 | (287.46 | ) | — | — | — | 0.45 | 0.454 | MN | 396.88 | 618.75 | 12/18/2012 | 11/24/2015 | |||||||||||||||
3134G42Q0 | FHLMC UNSECURED AGENCY BND | 247,725.00 | 247,637.5 | 250,000.00 | 247,727.04 | (89.54 | ) | — | — | — | 0.6 | 0.901 | AO | 650 | (645.83 | ) | 9/27/2013 | 10/25/2016 | ||||||||||||||
3134G4AC2 | FHLMC AGENCY BND MTN | 999,600.00 | 996,600.04 | 1,000,000.00 | 999,634.66 | (3,034.62 | ) | — | — | — | 0.7 | 0.714 | JD | 1,827.78 | — | 6/3/2013 | 6/27/2016 | |||||||||||||||
3134G4ET1 | FHLMC AGENCY BND MTN | 4,996,750.00 | 4,995,700.05 | 5,000,000.00 | 4,996,890.79 | (1,190.74 | ) | — | — | — | 0.85 | 0.872 | FA | 6,256.95 | (708.34 | ) | 8/13/2013 | 8/8/2016 | ||||||||||||||
3134G4FL7 | FHLMC AGENCY BND | 499,750.00 | 499,550.02 | 500,000.00 | 499,761.5 | (211.48 | ) | — | — | — | 0.51 | 0.535 | FA | 233.75 | — | 8/26/2013 | 8/28/2015 | |||||||||||||||
31359MA45 | FNMA AGENCY BND | 5,481,178.71 | 5,361,850.35 | 5,000,000.00 | 5,151,341.21 | 210,509.14 | 100,570.6 | — | — | 5 | 2.972 | AO | 115,277.78 | 256,944.44 | 11/27/2012 | 4/15/2015 | ||||||||||||||||
31359MZC0 | FNMA AGENCY BND | 5,904,904.90 | 5,727,710.37 | 5,300,000.00 | 5,543,149.3 | 184,561.07 | 86,602.97 | — | — | 4.375 | 2.065 | AO | 106,920.14 | 115,937.50 | 7/16/2010 | 10/15/2015 | ||||||||||||||||
3135G0RT2 | FNMA UNSECURED AGENCY BND | 4,977,750.00 | 4,910,200.1 | 5,000,000.00 | 4,981,646.87 | (71,446.77 | ) | — | — | — | 0.875 | 0.964 | JD | 12,274.31 | 42,656.25 | 11/27/2012 | 12/20/2017 | |||||||||||||||
3135G0SB0 | FNMA UNSECURED AGENCY BND | 14,971,672.35 | 14,974,650.15 | 15,000,000.00 | 14,978,045.52 | (3,395.37 | ) | — | — | — | 0.375 | 0.441 | JD | 15,625 | 20,781.25 | 2/5/2013 | 12/21/2015 | |||||||||||||||
3135G0UM3 | FNMA AGENCY BND | 2,499,125.00 | 2,492,250.05 | 2,500,000.00 | 2,499,298.29 | (7,048.24 | ) | — | — | — | 0.52 | 0.532 | FA | 1,263.89 | 13,252.77 | 2/5/2013 | 2/26/2016 | |||||||||||||||
3135G0US0 | FNMA AGENCY BND | 3,001,200.00 | 2,993,009.94 | 3,000,000.00 | 3,000,526.07 | (7,516.13 | ) | 673.93 | — | — | 0.55 | 0.506 | FA | 1,604.17 | 6,920.83 | 3/22/2013 | 2/26/2016 | |||||||||||||||
3135G0VA8 | FNMA AGENCY BND | 6,742,305.00 | 6,741,629.93 | 6,750,000.00 | 6,743,837.09 | (2,207.16 | ) | — | — | — | 0.5 | 0.537 | MS | 93.75 | 21,093.75 | 2/14/2013 | 3/30/2016 | |||||||||||||||
3135G0VB6 | FNMA UNSECURED AGENCY BND | 5,997,600.00 | 5,985,000 | 6,000,000.00 | 5,997,612.42 | (12,612.42 | ) | — | — | — | 0.65 | 0.666 | FA | 3,575 | 11,952.78 | 9/26/2013 | 3/28/2016 | |||||||||||||||
3135G0WJ8 | FNMA AGENCY BND | 1,995,720.00 | 1,945,099.94 | 2,000,000.00 | 1,996,096.32 | (50,996.38 | ) | — | — | — | 0.875 | 0.918 | MN | 6,319.45 | 1,750.00 | 4/11/2013 | 5/21/2018 | |||||||||||||||
3135G0WW9 | FNMA AGENCY BND | 2,999,970.00 | 2,982,420.03 | 3,000,000.00 | 2,999,973.62 | (17,553.59 | ) | — | — | — | 0.52 | 0.52 | MN | 5,676.67 | — | 5/16/2013 | 5/20/2016 | |||||||||||||||
3135G0XP3 | FNMA UNSEC AGENCY BND | 1,743,962.50 | 1,737,557.52 | 1,750,000.00 | 1,744,674.99 | (7,117.47 | ) | — | — | — | 0.375 | 0.486 | JJ | 1,567.71 | 875.00 | 5/15/2013 | 7/5/2016 | |||||||||||||||
3135G0YG2 | FNMA UNSECURED AGENCY BND | 349,790.00 | 349,900.34 | 350,000.00 | 349,801.95 | 98.39 | — | — | — | 0.189 | 0.216 | MON | 11.02 | 106.29 | 7/30/2013 | 7/25/2016 | ||||||||||||||||
3135G0YM9 | FNMA AGENCY BND | 5,989,620.00 | 6,072,540 | 6,000,000.00 | 5,989,794.73 | 82,745.27 | — | — | — | 1.875 | 1.911 | MS | 4,062.5 | 7,812.50 | 8/21/2013 | 9/18/2018 | ||||||||||||||||
3135G0YN7 | FNMA AGENCY BND | 1,000,000.00 | 1,001,500.02 | 1,000,000.00 | 1,000,000 | 1,500.02 | — | — | — | 1.05 | 1.047 | FA | 1,020.83 | — | 8/20/2013 | 8/26/2016 | ||||||||||||||||
3136G1W47 | FNMA AGENCY BND | 1,250,000.00 | 1,252,249.55 | 1,250,000.00 | 1,250,000 | 2,249.55 | — | — | — | 1.35 | 1.345 | AO | — | — | 9/18/2013 | 4/10/2017 | ||||||||||||||||
3137EACH0 | FHLMC AGENCY BND | 8,563,258.24 | 8,285,840 | 8,000,000.00 | 8,235,338.45 | 50,501.55 | 129,246.94 | — | — | 2.875 | 0.691 | FA | 33,222.22 | 230,000.00 | 11/2/2011 | 2/9/2015 | ||||||||||||||||
3137EACY3 | FHLMC AGENCY BND | 5,000,300.00 | 5,031,399.5 | 5,000,000.00 | 5,000,116.79 | 31,282.71 | 5,550.33 | — | — | 0.75 | 0.748 | MN | 13,125 | 51,250.00 | 11/28/2011 | 11/25/2014 | ||||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000.00 | 14,659,049.55 | 15,000,000.00 | 14,892,404.53 | (233,354.98 | ) | — | — | — | 0.875 | 1.041 | MS | 8,750 | 76,927.09 | 2/1/2013 | 3/7/2018 |
3137EADQ9 | FHLMC AGENCY BND | 5,276,683.38 | 5,263,860.22 | 5,277,000.00 | 5,276,736.2 | (12,875.98 | ) | — | — | — | 0.5 | 0.502 | MN | 10,114.25 | 4,837.25 | 3/6/2013 | 5/13/2016 | |||||||||||||||
31398AU34 | FNMA AGENCY BND | 5,234,460.00 | 5,448,030.58 | 5,250,000.00 | 5,244,222.35 | 203,808.23 | — | — | — | 2.375 | 2.437 | JJ | 21,820.31 | 124,687.50 | 6/10/2010 | 7/28/2015 | ||||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND | 4,100,000.00 | 4,056,335 | 4,100,000.00 | 4,100,000 | (43,665.00 | ) | — | — | — | 1.56 | 1.56 | JD | 18,832.67 | 31,980.00 | 5/10/2012 | 6/15/2017 | |||||||||||||||
646136K83 | NEW JERSEY ST TRANSN TR FD AUT MUNITAX | 5,050,000.00 | 4,880,067.6 | 5,050,000.00 | 5,050,000 | (169,932.40 | ) | — | — | — | 1.758 | 1.758 | JD | 38,470.9 | — | 4/17/2013 | 12/15/2018 | |||||||||||||||
83714RAX1 | SOUTH CAROLINA STUDENT LN MUNI BND REV | 703,435.99 | 709,584.52 | 711,327.27 | 710,449.46 | (864.94 | ) | — | — | — | 0.361 | 1.13 | MJSD | 199.84 | 3,729.33 | 3/30/2011 | 12/3/2018 | |||||||||||||||
882117V27 | TEXAS A & M UNIVERSITY MUNITAX BND REV | 1,000,000.00 | 1,008,650 | 1,000,000.00 | 1,000,000 | 8,650.00 | — | — | — | 1.239 | 1.239 | JJ | 3,097.5 | 11,804.92 | 6/26/2012 | 7/1/2016 | ||||||||||||||||
914455KX7 | UNIVERSITY MICH UNIV REVS MUNITAX BND | 3,500,000.00 | 3,532,445 | 3,500,000.00 | 3,500,000 | 32,445.00 | — | — | — | 1.754 | 1.754 | AO | 30,695 | 30,695.00 | 10/28/2010 | 4/1/2015 | ||||||||||||||||
914713G63 | UNIVERSITY N C CHAPEL HILL MUNITAX BND | 1,000,000.00 | 1,009,500 | 1,000,000.00 | 1,000,000 | 9,500.00 | — | — | — | 1.225 | 1.225 | JD | 4,083.33 | 6,125.00 | 6/28/2012 | 12/1/2016 | ||||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 561,988.00 | 562,960.24 | 561,988.00 | 561,988 | 972.24 | — | — | — | 0.73 | 0.731 | MON | 11.4 | 3,804.31 | 3/5/2010 | 2/25/2048 | ||||||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 51,141.32 | 53,715.82 | 51,935.92 | 51,179.94 | 2,535.88 | 11.11 | — | — | 2.651 | 3 | MON | 114.74 | 1,344.58 | 4/2/2007 | 9/1/2033 | ||||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 68,291.29 | 72,576.31 | 68,828.14 | 68,318.55 | 4,257.76 | 3.22 | — | — | 2.979 | 3.071 | MON | 170.87 | 1,672.83 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
3128JMXM4 | FHLMC POOL # 1B2583 | 1,341,877.48 | 1,430,447.78 | 1,356,774.90 | 1,342,921.43 | 87,526.35 | 22.94 | — | — | 2.941 | 3.089 | MON | 3,325.23 | 33,049.12 | 9/17/2008 | 10/1/2034 | ||||||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 86,909.60 | 95,299.62 | 87,592.83 | 86,943.62 | 8,356.00 | 4.66 | — | — | 2.891 | 2.987 | MON | 211.03 | 2,162.39 | 4/3/2007 | 11/1/2034 | ||||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 130,666.62 | 137,745.42 | 131,693.86 | 130,719.78 | 7,025.64 | 6.72 | — | — | 2.883 | 2.976 | MON | 316.39 | 3,223.15 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 154,278.31 | 165,712.69 | 155,883.89 | 154,366.8 | 11,345.89 | 13.53 | — | — | 2.78 | 2.931 | MON | 361.13 | 3,503.15 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
3128JR6Z4 | FHLMC POOL # 848088 | 6,950,348.35 | 6,993,114.73 | 6,614,457.92 | 6,933,614.17 | 59,500.56 | 63,907.62 | — | — | 2.412 | 1.442 | MON | 13,295.06 | 131,139.89 | 3/8/2011 | 4/1/2035 | ||||||||||||||||
3128JRJS6 | FHLMC POOL # 847473 | 1,639,613.41 | 1,736,024.96 | 1,646,301.53 | 1,639,767.36 | 96,257.60 | — | — | — | 2.369 | 2.402 | MON | 3,250.07 | 32,394.62 | 9/26/2007 | 12/1/2035 | ||||||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 781,720.24 | 851,781.29 | 800,417.50 | 782,819.48 | 68,961.81 | 250.84 | — | — | 2.576 | 3.061 | MON | 1,718.23 | 18,314.47 | 5/31/2006 | 12/1/2035 | ||||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 475,032.71 | 500,688.56 | 478,863.61 | 475,261.06 | 25,427.50 | — | — | — | 2.694 | 2.799 | MON | 1,075.05 | 10,540.05 | 2/22/2012 | 12/1/2033 | ||||||||||||||||
3128JRPZ3 | FHLMC POOL # 847640 | 302,942.55 | 328,115.67 | 304,602.62 | 302,998.04 | 25,117.63 | 5.04 | — | — | 2.631 | 2.688 | MON | 667.84 | 6,843.98 | 11/13/2006 | 5/1/2036 | ||||||||||||||||
3128KW5Q2 | FHLMC GOLD POOL # A66255 | 635,966.74 | 689,622.35 | 628,745.99 | 635,645.44 | 53,976.91 | 6,416.06 | — | — | 6 | 5.471 | MON | 3,143.73 | 38,015.34 | 11/2/2007 | 9/1/2037 | ||||||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 15,605.11 | 16,717 | 15,018.46 | 15,581.47 | 1,135.53 | 137.13 | — | — | 6 | 4.8 | MON | 75.09 | 730.89 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 31,316.25 | 33,547.58 | 30,138.95 | 31,269.44 | 2,278.14 | 372.09 | — | — | 6 | 4.784 | MON | 150.69 | 1,627.81 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KWFY4 | FHLMC GOLD POOL # A65583 | 33,666.94 | 36,065.77 | 32,401.28 | 33,616.5 | 2,449.27 | 768.47 | — | — | 6 | 4.801 | MON | 162.01 | 1,926.66 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KWNV1 | FHLMC GOLD POOL # A65804 | 846,194.51 | 926,138.46 | 836,586.84 | 845,757.07 | 80,381.39 | 9,736.57 | — | — | 6 | 5.548 | MON | 4,182.93 | 61,026.58 | 11/2/2007 | 9/1/2037 | ||||||||||||||||
3128KWNX7 | FHLMC GOLD POOL # A65806 | 1,162,762.38 | 1,272,613.97 | 1,149,560.40 | 1,162,179.58 | 110,434.39 | 9,018.37 | — | — | 6 | 5.475 | MON | 5,747.8 | 71,437.43 | 11/2/2007 | 9/1/2037 | ||||||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 24,954.39 | 26,732.42 | 24,016.25 | 24,917.45 | 1,814.97 | 322.56 | — | — | 6 | 4.756 | MON | 120.08 | 1,244.28 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 41,076.11 | 44,002.83 | 39,531.89 | 41,016.5 | 2,986.33 | 335.42 | — | — | 6 | 4.715 | MON | 197.66 | 1,964.22 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 30,605.25 | 32,785.93 | 29,454.69 | 30,561.66 | 2,224.27 | 434.09 | — | — | 6 | 4.611 | MON | 147.27 | 1,603.35 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 28,272.84 | 30,287.3 | 27,209.94 | 28,231.01 | 2,056.29 | 305.45 | — | — | 6 | 4.742 | MON | 136.05 | 1,433.68 | 2/4/2009 | 9/1/2037 | ||||||||||||||||
3128KYXE4 | FHLMC GOLD POOL # A67877 | 24,633.32 | 26,388.49 | 23,707.27 | 24,594.77 | 1,793.72 | 144.3 | — | — | 6 | 4.824 | MON | 118.54 | 1,130.12 | 2/4/2009 | 4/1/2037 | ||||||||||||||||
3128M4HY2 | FHLMC GOLD POOL # G02647 | 762,175.12 | 834,746.74 | 772,678.72 | 762,545.81 | 72,200.93 | — | — | — | 5.5 | 6.279 | MON | 3,541.44 | 43,536.68 | 4/9/2007 | 2/1/2037 | ||||||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 3,916.29 | 4,195.3 | 3,769.03 | 3,910.35 | 284.95 | 34.02 | — | — | 6 | 4.776 | MON | 18.85 | 191.60 | 2/4/2009 | 7/1/2037 | ||||||||||||||||
3128M5HK9 | FHLMC GOLD POOL # G03534 | 6,612,894.36 | 7,191,740.32 | 6,434,928.33 | 6,605,575.83 | 586,164.49 | 65,022.21 | — | — | 6.5 | 5.437 | MON | 34,855.85 | 382,679.01 | 11/6/2007 | 10/1/2037 |
3128M6UB2 | FHLMC GOLD POOL # G04778 | 89,748.08 | 96,152.7 | 86,374.09 | 89,614.23 | 6,538.47 | 937.19 | — | — | 6 | 4.896 | MON | 431.87 | 4,452.21 | 2/4/2009 | 7/1/2038 | ||||||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 243,624.24 | 261,009.81 | 234,465.44 | 243,272.44 | 17,737.37 | 2,734.62 | — | — | 6 | 4.897 | MON | 1,172.33 | 12,280.84 | 2/4/2009 | 12/1/2038 | ||||||||||||||||
3128MBBR7 | FHLMC GOLD POOL # G12548 | 736,250.07 | 794,908.47 | 734,643.04 | 735,574.73 | 59,333.74 | 621.93 | — | — | 5.5 | 5.404 | MON | 3,367.11 | 37,083.25 | 3/30/2007 | 1/1/2022 | ||||||||||||||||
3128MBU70 | FHLMC GOLD POOL # G13106 | 965,031.28 | 955,636.67 | 899,796.07 | 963,379.98 | (7,743.31 | ) | 5,658.75 | — | — | 5 | 2.053 | MON | 3,749.15 | 5,052.34 | 7/17/2013 | 10/1/2020 | |||||||||||||||
3128MCRQ0 | FHLMC GOLD POOL # G13895 | 2,912,247.91 | 2,865,848.74 | 2,705,135.94 | 2,874,910.63 | (9,061.89 | ) | 90,663.6 | — | — | 5 | 2.177 | MON | 11,271.4 | 123,210.80 | 11/10/2011 | 11/1/2019 | |||||||||||||||
3128MDM91 | FHLMC GOLD POOL # G14684 | 2,310,501.10 | 2,272,472.21 | 2,197,044.36 | 2,304,534.34 | (32,062.13 | ) | 16,447.52 | — | — | 3 | 1.608 | MON | 5,492.61 | 37,082.27 | 2/13/2013 | 2/1/2023 | |||||||||||||||
3128MDNM1 | FHLMC GOLD POOL # G14696 | 1,267,217.27 | 1,249,477.02 | 1,141,315.85 | 1,262,588.28 | (13,111.26 | ) | 38,151.42 | — | — | 6 | 1.923 | MON | 5,706.58 | 36,401.86 | 3/1/2013 | 3/1/2024 | |||||||||||||||
3128MTB72 | FHLMC GOLD POOL # H00962 | 156,381.66 | 168,415.45 | 153,374.10 | 156,255.28 | 12,160.17 | 426.34 | — | — | 6.5 | 5.617 | MON | 830.78 | 7,690.20 | 10/31/2007 | 7/1/2037 | ||||||||||||||||
3128MTEE4 | FHLMC GOLD POOL # H01033 | 2,854,899.96 | 3,074,588.36 | 2,799,993.83 | 2,852,469.89 | 222,118.47 | 16,137.57 | — | — | 6.5 | 5.807 | MON | 15,166.64 | 145,282.59 | 10/31/2007 | 7/1/2037 | ||||||||||||||||
3128MTF29 | FHLMC GOLD POOL # H01085 | 109,294.97 | 117,705.36 | 107,192.98 | 109,198.01 | 8,507.35 | 9,668.77 | — | — | 6.5 | 5.87 | MON | 580.63 | 23,887.17 | 10/31/2007 | 7/1/2037 | ||||||||||||||||
3128NCB37 | FHLMC POOL # 1G0058 | 182,555.31 | 193,176.4 | 182,984.18 | 182,536.65 | 10,639.75 | 8.84 | — | — | 2.734 | 2.735 | MON | 416.9 | 4,264.49 | 9/17/2008 | 1/1/2035 | ||||||||||||||||
3128NCD68 | FHLMC POOL # 1G0125 | 1,714,578.92 | 1,849,205.92 | 1,751,245.62 | 1,718,874.93 | 130,330.99 | — | — | — | 2.636 | 2.895 | MON | 3,846.9 | 38,535.13 | 12/13/2005 | 3/1/2035 | ||||||||||||||||
3128NCMS0 | FHLMC POOL # 1G0369 | 250,306.91 | 261,709.7 | 249,061.61 | 250,096.91 | 11,612.79 | 606.89 | — | — | 2.736 | 2.638 | MON | 567.86 | 6,053.62 | 8/27/2008 | 10/1/2035 | ||||||||||||||||
3128PV4J6 | FHLMC GOLD POOL # J16225 | 2,333,027.40 | 2,355,683.71 | 2,208,456.64 | 2,322,369.04 | 33,314.67 | 25,599.44 | — | — | 4 | 2.621 | MON | 7,361.52 | 72,018.51 | 8/2/2011 | 8/1/2026 | ||||||||||||||||
3128PVWH9 | FHLMC GOLD POOL # J16048 | 7,177,750.98 | 7,247,455 | 6,794,498.80 | 7,143,211.95 | 104,243.05 | 64,757.18 | — | — | 4 | 2.679 | MON | 22,648.33 | 217,309.35 | 8/2/2011 | 7/1/2026 | ||||||||||||||||
3128QJ3B0 | FHLMC POOL # 1G1694 | 1,282,929.77 | 1,373,813.1 | 1,302,208.56 | 1,284,385.26 | 89,427.84 | — | — | — | 2.407 | 2.594 | MON | 2,612.01 | 28,171.30 | 8/10/2007 | 4/1/2037 | ||||||||||||||||
3128QJLG9 | FHLMC POOL # 1G1227 | 200,892.17 | 207,670.95 | 196,953.14 | 200,407.05 | 7,263.90 | 1,241.14 | — | — | 2.931 | 2.635 | MON | 481.06 | 4,848.77 | 1/4/2008 | 10/1/2036 | ||||||||||||||||
3128QJRN8 | FHLMC POOL # 1G1393 | 1,321,152.30 | 1,328,585.23 | 1,268,097.00 | 1,318,520.05 | 10,065.18 | 15,294.08 | — | — | 2.855 | 2.217 | MON | 3,017.01 | 31,632.28 | 3/9/2012 | 12/1/2036 | ||||||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 10,498.13 | 11,247.28 | 10,103.45 | 10,483.71 | 763.57 | 113.14 | — | — | 6 | 4.76 | MON | 50.52 | 504.13 | 2/4/2009 | 1/1/2039 | ||||||||||||||||
31292KJH1 | FHLMC GOLD POOL # C02964 | 1,947.43 | 2,086.18 | 1,874.21 | 1,944.52 | 141.66 | 13.31 | — | — | 6 | 4.73 | MON | 9.37 | 91.85 | 2/4/2009 | 7/1/2037 | ||||||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 18,889.83 | 20,237.85 | 18,179.69 | 18,861.67 | 1,376.18 | 315.93 | — | — | 6 | 4.98 | MON | 90.9 | 986.70 | 2/4/2009 | 1/1/2039 | ||||||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 46,555.20 | 49,877.48 | 44,805.00 | 46,483.95 | 3,393.53 | 400.49 | — | — | 6 | 5.03 | MON | 224.03 | 2,212.77 | 2/4/2009 | 1/1/2039 | ||||||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 25,468.84 | 27,295.36 | 24,511.37 | 25,425.88 | 1,869.48 | 252.9 | — | — | 6 | 5.135 | MON | 122.56 | 1,343.89 | 2/4/2009 | 1/1/2039 | ||||||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 12,908.58 | 13,829.78 | 12,423.31 | 12,890.05 | 939.73 | 12.96 | — | — | 6 | 4.891 | MON | 62.12 | 562.71 | 2/4/2009 | 1/1/2039 | ||||||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 12,775.84 | 13,692.09 | 12,295.56 | 12,758.41 | 933.68 | 173.69 | — | — | 6 | 4.76 | MON | 61.48 | 673.18 | 2/4/2009 | 1/1/2039 | ||||||||||||||||
31295NXK9 | FHLMC POOL # 789682 | 29,623.19 | 30,728.21 | 29,794.28 | 29,631.56 | 1,096.65 | 1.25 | — | — | 2.384 | 2.457 | MON | 59.19 | 654.26 | 8/10/2006 | 9/1/2032 | ||||||||||||||||
31300L3D5 | FHLMC POOL # 848896 | 2,390,691.28 | 2,415,183.09 | 2,272,790.28 | 2,389,802.73 | 25,380.36 | 20,862.39 | — | — | 2.97 | 1.694 | MON | 5,625.16 | 25,920.03 | 4/22/2013 | 5/1/2042 | ||||||||||||||||
31306YAL5 | FHLMC GOLD POOL # J20911 | 2,098,110.73 | 2,076,097.85 | 1,994,490.72 | 2,092,529.52 | (16,431.67 | ) | 12,557.06 | — | — | 3 | 1.53 | MON | 4,986.23 | 33,070.82 | 2/13/2013 | 10/1/2022 | |||||||||||||||
3132GLQP2 | FHLMC GOLD POOL # Q05262 | 3,885,350.08 | 3,814,236.57 | 3,754,528.23 | 3,881,889.2 | (67,652.63 | ) | 21,219.6 | — | — | 3.5 | 2.898 | MON | 10,950.71 | 106,427.59 | 2/3/2012 | 12/1/2041 | |||||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 1,138,175.69 | 1,248,949.63 | 1,122,392.07 | 1,135,922.84 | 113,026.79 | 3,470.42 | — | — | 6 | 5.538 | MON | 5,611.96 | 56,030.80 | 2/6/2007 | 3/15/2029 | ||||||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 303,019.08 | 324,434.96 | 307,727.30 | 303,280.05 | 21,154.91 | — | — | — | 2.407 | 2.73 | MON | 617.25 | 6,155.97 | 2/22/2012 | 9/1/2033 | ||||||||||||||||
31342AZE2 | FHLMC POOL # 780741 | 464,496.78 | 477,229.47 | 450,216.48 | 463,725.03 | 13,504.44 | 2,139.91 | — | — | 2.375 | 1.496 | MON | 891.05 | 8,748.01 | 11/16/2009 | 7/1/2033 | ||||||||||||||||
31349SJK0 | FHLMC POOL # 781166 | 638,422.16 | 676,343.52 | 648,993.66 | 639,261.12 | 37,082.40 | — | — | — | 2.44 | 2.722 | MON | 1,319.62 | 13,604.09 | 1/9/2006 | 1/1/2034 | ||||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 144,813.79 | 154,763.14 | 145,952.26 | 144,879.55 | 9,883.59 | 9.67 | — | — | 2.277 | 2.382 | MON | 276.94 | 2,649.12 | 4/2/2007 | 10/1/2034 |
31349UEJ3 | FHLMC POOL # 782837 | 253,382.79 | 269,935.9 | 255,374.71 | 253,493.71 | 16,442.19 | 16.2 | — | — | 2.377 | 2.481 | MON | 505.85 | 5,085.29 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31349UJL3 | FHLMC POOL # 782967 | 82,215.93 | 87,377.09 | 83,454.72 | 82,295.58 | 5,081.51 | — | — | — | 2.456 | 2.692 | MON | 170.8 | 1,771.53 | 9/30/2008 | 1/1/2035 | ||||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 261,199.11 | 280,917.65 | 263,531.36 | 261,336.41 | 19,581.24 | 19.38 | — | — | 2.398 | 2.52 | MON | 526.62 | 5,128.21 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
3136A7QW5 | FNMA_12-86 AGENCY CMO 12-86 | 1,075,904.01 | 1,072,788.95 | 1,063,277.60 | 1,069,831.16 | 2,957.79 | 14,355.46 | — | — | 2 | 0.943 | MON | 1,772.13 | 22,859.73 | 9/6/2012 | 3/25/2041 | ||||||||||||||||
3136AFA95 | FNMA_13-81 AGENCY CMO 13-81 UF | 1,976,415.60 | 1,972,013.15 | 1,977,960.88 | 1,976,427.68 | (4,414.53 | ) | — | — | — | 0.429 | 0.442 | MON | 141.38 | 941.17 | 8/13/2013 | 2/25/2043 | |||||||||||||||
31371NAC9 | FNMA POOL # 256603 | 475,583.36 | 513,936.97 | 475,137.90 | 475,200.16 | 38,736.81 | 164.7 | — | — | 5.5 | 5.388 | MON | 2,177.71 | 23,625.02 | 7/17/2008 | 2/1/2022 | ||||||||||||||||
31371NE35 | FNMA POOL # 256754 | 187,863.56 | 191,702.1 | 177,229.77 | 186,142.16 | 5,559.94 | 4,053.61 | — | — | 5.5 | 3.256 | MON | 812.3 | 8,781.34 | 9/29/2009 | 6/1/2022 | ||||||||||||||||
3137A2H95 | FREDDIE MAC FHLMC_3766 CMO_37-66 FA | 81,842.18 | 82,672.62 | 81,765.53 | 81,835.75 | 836.87 | 31.97 | — | — | 0.532 | 0.464 | MON | 19.34 | 126.83 | 6/18/2013 | 6/15/2028 | ||||||||||||||||
3137A63Z3 | FHLMC_3792 AGENCY CMO 3792 | 4,057,581.40 | 4,041,441.75 | 4,029,876.00 | 4,054,986.97 | (13,545.22 | ) | 7,518.8 | — | — | 0.582 | 0.403 | MON | 1,042.93 | 19,960.55 | 11/9/2012 | 11/15/2040 | |||||||||||||||
3137A7SR2 | FHLMC CMO_3824 FA | 4,113,139.28 | 4,096,239.2 | 4,112,817.96 | 4,113,103.95 | (16,864.75 | ) | 144.56 | — | — | 0.332 | 0.328 | MON | 607.42 | 11,310.41 | 2/20/2013 | 3/15/2026 | |||||||||||||||
3137ACKA6 | FHLMC_3876 AGENCY CMO 3876 | 690,609.12 | 684,503.98 | 663,150.53 | 685,275.29 | (771.31 | ) | 13,570.25 | — | — | 2.75 | 0.906 | MON | 1,519.72 | 16,605.34 | 10/1/2012 | 6/15/2026 | |||||||||||||||
31385W2S7 | FNMA POOL # 555285 | 2,195,794.72 | 2,202,812.3 | 1,992,780.24 | 2,188,036.22 | 14,776.08 | 70,299.8 | — | — | 6 | 2.2 | MON | 9,963.91 | 106,964.81 | 1/5/2011 | 3/1/2033 | ||||||||||||||||
31385XAZ0 | FNMA POOL # 555424 | 2,481,106.07 | 2,503,018.91 | 2,279,348.14 | 2,474,820.48 | 28,198.43 | 96,900.5 | — | — | 5.5 | 1.842 | MON | 10,447.01 | 118,125.75 | 1/25/2012 | 5/1/2033 | ||||||||||||||||
31385XEW3 | FNMA POOL # 555549 | 131,619.98 | 140,955.43 | 132,698.18 | 131,868.47 | 9,086.96 | — | — | — | 5 | 5.218 | MON | 552.91 | 6,040.22 | 12/14/2007 | 6/1/2018 | ||||||||||||||||
31385XK48 | FNMA POOL # 555715 | 81,606.09 | 85,439.6 | 82,334.74 | 81,658.15 | 3,781.45 | 10.21 | — | — | 2.352 | 2.521 | MON | 161.38 | 1,728.99 | 4/2/2007 | 7/1/2033 | ||||||||||||||||
3138A9YZ1 | FNMA POOL # AH7927 | 2,247,738.85 | 2,293,089.9 | 2,171,400.55 | 2,241,506.48 | 51,583.42 | 27,348.48 | — | — | 3.5 | 2.538 | MON | 6,333.25 | 65,159.38 | 8/3/2011 | 8/1/2026 | ||||||||||||||||
3138ATD31 | FNMA POOL# AJ1921 | 547,702.79 | 549,032.66 | 513,258.35 | 547,065.8 | 1,966.86 | 8,215.07 | — | — | 4.5 | 2.916 | MON | 1,924.72 | 19,732.83 | 9/20/2011 | 9/1/2041 | ||||||||||||||||
3138AUYX9 | FNMA POOL # AJ3425 | 660,982.34 | 655,518.47 | 634,606.50 | 660,876.84 | (5,358.37 | ) | 105.5 | — | — | 3.58 | 2.627 | MON | 1,893.24 | (1,451.49 | ) | 9/16/2013 | 11/1/2041 | ||||||||||||||
3138E9KT6 | FNMA POOL # AK4805 | 137,490.52 | 136,556.68 | 131,806.37 | 137,141.73 | (585.05 | ) | 689.5 | — | — | 3 | 1.988 | MON | 329.52 | 3,111.37 | 4/24/2012 | 3/1/2027 | |||||||||||||||
3138E9L40 | FNMA POOL # AK4846 | 2,693,413.84 | 2,675,120.02 | 2,582,062.39 | 2,686,645.5 | (11,525.48 | ) | 20,618.21 | — | — | 3 | 2.002 | MON | 6,455.16 | 63,077.43 | 4/24/2012 | 5/1/2027 | |||||||||||||||
3138EBG33 | FNMA POOL#AK6517 | 1,518,094.04 | 1,505,206.7 | 1,452,287.29 | 1,513,757.09 | (8,550.39 | ) | 9,502.37 | — | — | 3 | 2.022 | MON | 3,630.72 | 34,686.76 | 4/24/2012 | 3/1/2027 | |||||||||||||||
3138EGHT4 | FNMA POOL # AL0241 | 4,680,601.85 | 4,601,251.29 | 4,386,243.77 | 4,675,585.75 | (74,334.46 | ) | 46,167.81 | — | — | 4 | 2.837 | MON | 14,620.82 | 91,744.69 | 2/27/2013 | 4/1/2041 | |||||||||||||||
3138EGUE2 | FN 10/1 12M LIBOR ARM AGENCY CMO 0580 | 1,175,300.55 | 1,167,563.91 | 1,124,689.52 | 1,175,055.56 | (7,491.65 | ) | 244.99 | — | — | 3.828 | 2.601 | MON | 3,587.76 | (2,750.61 | ) | 9/16/2013 | 8/1/2041 | ||||||||||||||
3138EH3F7 | FNMA POOL # AL1697 | 3,232,674.82 | 3,179,554.8 | 3,031,372.72 | 3,229,803.55 | (50,248.75 | ) | 30,082.98 | — | — | 4 | 2.553 | MON | 10,104.58 | 50,385.02 | 3/22/2013 | 10/1/2041 | |||||||||||||||
3138EJPG7 | FNMA POOL # AL2222 | 915,066.90 | 894,646.71 | 863,525.23 | 912,269.16 | (17,622.45 | ) | 7,516.76 | — | — | 3 | 1.743 | MON | 2,158.81 | 20,700.14 | 8/7/2012 | 8/1/2027 | |||||||||||||||
3138LURE7 | FNMA POOL # AO4084 | 1,705,490.42 | 1,698,095.19 | 1,605,639.71 | 1,702,495.07 | (4,399.88 | ) | 27,731.71 | — | — | 3.5 | 2.083 | MON | 4,683.12 | 36,042.88 | 1/24/2013 | 5/1/2027 | |||||||||||||||
3138M5GL7 | FNMA POOL # AP2002 | 853,287.32 | 844,715.33 | 799,800.66 | 851,298.05 | (6,582.72 | ) | 6,810.22 | — | — | 3.5 | 1.369 | MON | 2,332.75 | 8,657.41 | 5/13/2013 | 8/1/2022 | |||||||||||||||
3138M8HY2 | FNMA POOL # AP4746 | 2,459,397.34 | 2,416,127.5 | 2,331,182.32 | 2,455,593.07 | (39,465.57 | ) | 13,083.47 | — | — | 3 | 1.819 | MON | 5,827.96 | 32,907.05 | 3/13/2013 | 8/1/2027 | |||||||||||||||
3138M8YB3 | FNMA POOL # AP5205 | 6,084,789.58 | 5,907,587.71 | 5,866,624.47 | 6,073,989.13 | (166,401.42 | ) | 40,701 | — | — | 2.5 | 1.696 | MON | 12,222.13 | 118,750.85 | 9/6/2012 | 9/1/2027 | |||||||||||||||
3138MBWZ5 | FNMA POOL # AP7863 | 912,672.56 | 903,503.98 | 855,463.44 | 910,559.57 | (7,055.59 | ) | 5,592.23 | — | — | 3.5 | 1.399 | MON | 2,495.1 | 9,078.86 | 5/13/2013 | 9/1/2022 | |||||||||||||||
3138MRLL3 | FNMA POOL # AQ9330 | 2,924,210.66 | 2,823,682.35 | 2,771,148.03 | 2,923,084.44 | (99,402.09 | ) | 13,159.42 | — | — | 3.5 | 2.531 | MON | 8,082.52 | 51,486.39 | 2/25/2013 | 1/1/2043 | |||||||||||||||
3138W4AB7 | FNMA POOL # AR6301 | 25,617.21 | 25,039.16 | 24,163.62 | 25,585.11 | (545.95 | ) | 61.94 | — | — | 3 | 1.692 | MON | 60.41 | 213.91 | 4/29/2013 | 3/1/2028 | |||||||||||||||
3138WPLC6 | FNMA POOL # AT2122 | 33,754.90 | 32,993.21 | 31,839.54 | 33,712.29 | (719.08 | ) | 100.26 | — | — | 3 | 1.721 | MON | 79.6 | 283.24 | 4/29/2013 | 3/1/2028 | |||||||||||||||
31394BPP3 | FNMA AGENCY CMO_04-88 HA | 12,777.41 | 13,009.1 | 12,356.52 | 12,476.52 | 532.58 | 158 | — | — | 6.5 | 5.194 | MON | 66.93 | 807.73 | 1/14/2008 | 7/25/2034 |
31394DA42 | FNMA CMO_05-48 AR | 116,282.50 | 125,067.93 | 115,452.68 | 115,849.52 | 9,218.41 | 207.2 | — | — | 5.5 | 5.252 | MON | 529.16 | 5,516.89 | 12/20/2007 | 2/25/2035 | ||||||||||||||||
31394EZX9 | FNMA CMO_05-65 WL | 2,430,541.16 | 2,459,547.13 | 2,334,953.98 | 2,396,651.74 | 62,895.39 | 120,699.44 | — | — | 5.5 | 0.672 | MON | 10,701.87 | 148,513.78 | 11/16/2012 | 7/25/2034 | ||||||||||||||||
31395CQZ7 | FHLMC_2825 AGENCY CMO 2825 | 80,062.64 | 77,863.49 | 77,718.93 | 80,121.29 | (2,257.80 | ) | 23,467.82 | — | — | 5.5 | 4.515 | MON | 356.21 | 27,087.69 | 6/25/2012 | 9/15/2032 | |||||||||||||||
31395EC47 | FHLMC CMO_2839 TS | 1,398,865.59 | 1,385,192.99 | 1,302,027.30 | 1,390,057.49 | (4,864.50 | ) | 34,299.81 | — | — | 5 | 1.508 | MON | 5,425.11 | 34,852.71 | 3/7/2013 | 8/15/2019 | |||||||||||||||
31396CLF5 | FHLMC AGENCY CMO_3054 DW | 27,734.54 | 28,670.85 | 27,838.94 | 27,766.72 | 904.13 | — | — | — | 5.5 | 5.671 | MON | 127.6 | 1,963.96 | 6/17/2008 | 5/15/2034 | ||||||||||||||||
31396L5J5 | FNMA CMO_06-129 FA | 449,654.83 | 448,339.66 | 449,936.03 | 449,786.94 | (1,447.28 | ) | — | — | — | 0.379 | 0.41 | MON | 28.41 | 1,943.60 | 3/23/2011 | 1/25/2037 | |||||||||||||||
31396UWM8 | FHLMC AGENCY CMO 3184 FA | 501,138.93 | 501,216.06 | 501,687.65 | 501,540.56 | (324.50 | ) | — | — | — | 0.332 | 0.402 | MON | 74.09 | 2,275.67 | 4/23/2010 | 2/15/2033 | |||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 322,532.68 | 322,067.58 | 322,507.48 | 322,526.7 | (459.12 | ) | 10.41 | — | — | 0.332 | 0.329 | MON | 47.63 | 1,001.11 | 7/22/2011 | 10/15/2020 | |||||||||||||||
31397JRY2 | FHLMC_3345 AGENCY CMO 3345 | 1,832,491.68 | 1,831,751 | 1,832,205.39 | 1,832,420.77 | (669.77 | ) | 311.35 | — | — | 0.382 | 0.357 | MON | 311.31 | 5,420.20 | 2/28/2013 | 11/15/2036 | |||||||||||||||
31397MTX5 | FNMA CMO_08-81 KA | 897,661.73 | 927,991.93 | 900,758.07 | 897,724.42 | 30,267.51 | — | — | — | 5 | 5.057 | MON | 3,753.16 | 48,396.48 | 7/29/2008 | 10/25/2022 | ||||||||||||||||
31397Y5H0 | FHLMC CMO_3484 DA | 784,128.47 | 771,864.67 | 753,743.18 | 763,074.32 | 8,790.35 | 16,901.86 | — | — | 5 | 2.974 | MON | 3,140.59 | 43,204.94 | 6/1/2009 | 9/15/2022 | ||||||||||||||||
31398SKX0 | FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 | 1,153,432.23 | 1,147,211.17 | 1,150,555.84 | 1,153,508.62 | (6,297.45 | ) | 336.08 | — | — | 0.649 | 0.519 | MON | 124.43 | 775.64 | 8/15/2013 | 12/25/2040 | |||||||||||||||
31398T6X4 | FNMA CMO 10-113 FA | 3,127,856.24 | 3,138,432.74 | 3,130,212.80 | 3,128,526.91 | 9,905.83 | 133.77 | — | — | 0.579 | 0.599 | MON | 301.98 | 11,432.16 | 9/3/2013 | 10/25/2040 | ||||||||||||||||
31398TX22 | FNMA AGENCY CMO_10-103 MA | 482,670.07 | 460,029.07 | 459,002.74 | 463,863.14 | (3,834.07 | ) | 68,858.57 | — | — | 4 | 0.629 | MON | 1,530.01 | 81,254.92 | 9/7/2011 | 3/25/2030 | |||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 121,599.99 | 130,224.7 | 122,596.06 | 121,838.05 | 8,386.65 | — | — | — | 5 | 5.222 | MON | 510.81 | 5,602.81 | 12/14/2007 | 3/1/2018 | ||||||||||||||||
31400PG58 | FNMA POOL # 693320 | 59,020.42 | 63,066.63 | 59,539.06 | 59,063.96 | 4,002.67 | 6.58 | — | — | 2.392 | 2.554 | MON | 118.68 | 1,079.14 | 8/10/2006 | 1/1/2033 | ||||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 9,837.24 | 10,639.31 | 9,925.07 | 9,843.74 | 795.57 | 0.97 | — | — | 2.403 | 2.57 | MON | 19.87 | 189.63 | 4/2/2007 | 3/1/2033 | ||||||||||||||||
31400SA33 | FNMA POOL # 695826 | 61,191.21 | 65,531.33 | 61,692.46 | 61,307.93 | 4,223.40 | — | — | — | 5 | 5.224 | MON | 257.05 | 2,784.96 | 12/14/2007 | 4/1/2018 | ||||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 126,724.89 | 135,713.13 | 127,762.97 | 126,969.06 | 8,744.07 | — | — | — | 5 | 5.221 | MON | 532.35 | 5,862.22 | 12/14/2007 | 4/1/2018 | ||||||||||||||||
31401DVW8 | FNMA POOL # 705429 | 117,299.85 | 125,063.39 | 118,667.32 | 117,405.15 | 7,658.24 | 19.8 | — | — | 2.341 | 2.587 | MON | 231.5 | 2,330.48 | 8/10/2006 | 4/1/2033 | ||||||||||||||||
31401MKS9 | FNMA POOL # 712305 | 970,631.83 | 965,437.11 | 911,391.37 | 968,704.58 | (3,267.47 | ) | 10,805.38 | — | — | 2.55 | 1.071 | MON | 1,936.71 | 20,448.54 | 2/23/2012 | 5/1/2033 | |||||||||||||||
31402DQB9 | FNMA POOL # 725950 | 194,604.90 | 208,649.38 | 196,384.62 | 194,939.27 | 13,710.11 | — | — | — | 5 | 5.243 | MON | 818.27 | 8,902.45 | 7/17/2008 | 11/1/2019 | ||||||||||||||||
31402HD32 | FNMA POOL # 729222 | 1,138,056.29 | 1,214,149.02 | 1,150,636.84 | 1,139,129.21 | 75,019.81 | — | — | — | 2.33 | 2.511 | MON | 2,234.16 | 22,613.13 | 9/17/2008 | 7/1/2035 | ||||||||||||||||
31402RB81 | FNMA POOL # 735463 | 99,186.62 | 105,925.62 | 100,007.02 | 99,260.92 | 6,664.70 | 6.85 | — | — | 2.529 | 2.649 | MON | 210.76 | 1,987.13 | 9/28/2006 | 3/1/2035 | ||||||||||||||||
31402RF87 | FNMA POOL # 735591 | 4,649,000.84 | 4,861,723.09 | 4,479,636.48 | 4,642,558.16 | 219,164.93 | 82,632.6 | — | — | 5 | 3.313 | MON | 18,665.15 | 211,647.55 | 4/30/2010 | 6/1/2035 | ||||||||||||||||
31402YSV7 | FNMA POOL # 742232 | 9,918.68 | 10,800.27 | 10,072.79 | 9,926.82 | 873.45 | 2.5 | — | — | 2.625 | 3.037 | MON | 22.03 | 253.27 | 4/2/2007 | 9/1/2033 | ||||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 438,035.81 | 469,104.43 | 441,624.03 | 438,759.06 | 30,345.37 | — | — | — | 5 | 5.213 | MON | 1,840.1 | 20,362.13 | 12/14/2007 | 4/1/2019 | ||||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 337,594.83 | 361,616.65 | 340,360.22 | 338,119.63 | 23,497.02 | — | — | — | 5 | 5.201 | MON | 1,418.18 | 15,114.51 | 12/14/2007 | 12/1/2019 | ||||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 819,452.43 | 877,573.78 | 826,165.01 | 820,915.57 | 56,658.21 | — | — | — | 5 | 5.213 | MON | 3,442.35 | 37,487.28 | 12/14/2007 | 11/1/2018 | ||||||||||||||||
31403H3P3 | FNMA POOL # 749706 | 522,645.00 | 560,520.73 | 529,218.90 | 523,361.78 | 37,158.95 | 100.94 | — | — | 2.573 | 2.761 | MON | 1,134.73 | 14,548.76 | 5/15/2006 | 11/1/2033 | ||||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 5,095.86 | 5,379.38 | 5,175.04 | 5,104.13 | 275.25 | 1.08 | — | — | 2.324 | 2.559 | MON | 10.02 | 95.59 | 4/2/2007 | 12/1/2033 | ||||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 180,887.13 | 193,716.96 | 182,368.91 | 181,192.64 | 12,524.32 | — | — | — | 5 | 5.218 | MON | 759.86 | 7,707.92 | 12/14/2007 | 1/1/2019 | ||||||||||||||||
31404CLB4 | FNMA POOL # 764522 | 19,611.04 | 20,699.1 | 20,008.08 | 19,638.61 | 1,060.49 | — | — | — | 2.397 | 2.808 | MON | 39.97 | 446.24 | 9/30/2008 | 6/1/2034 | ||||||||||||||||
31404LRF9 | FNMA POOL # 771886 | 71,715.64 | 76,080.78 | 72,914.76 | 71,840.1 | 4,240.68 | 22.8 | — | — | 2.602 | 2.87 | MON | 158.1 | 1,684.26 | 8/10/2006 | 2/1/2034 |
31404NBP0 | FNMA POOL # 773246 | 101,887.09 | 107,890.24 | 102,739.81 | 101,949.42 | 5,940.82 | 8.46 | — | — | 2.507 | 2.641 | MON | 214.64 | 2,129.33 | 4/2/2007 | 2/1/2035 | ||||||||||||||||
31404VGA0 | FNMA POOL # 779693 | 539,334.42 | 571,890.5 | 544,438.51 | 539,844.89 | 32,045.61 | — | — | — | 2.395 | 2.535 | MON | 1,086.61 | 11,312.24 | 2/24/2006 | 7/1/2034 | ||||||||||||||||
31405PAG5 | FNMA POOL # 794807 | 126,298.98 | 134,359.91 | 125,955.13 | 126,224.78 | 8,135.13 | 122.07 | — | — | 2.11 | 2.068 | MON | 221.47 | 2,878.45 | 6/30/2007 | 10/1/2034 | ||||||||||||||||
31405UMM8 | FNMA POOL # 799664 | 51,700.01 | 55,227.36 | 52,106.45 | 51,735.28 | 3,492.08 | 3.98 | — | — | 2.43 | 2.542 | MON | 105.52 | 1,075.57 | 4/2/2007 | 10/1/2034 | ||||||||||||||||
31405UR84 | FNMA POOL # 799811 | 151,288.93 | 157,489.57 | 150,893.60 | 151,197.25 | 6,292.32 | 178.79 | — | — | 2.358 | 2.319 | MON | 296.51 | 3,176.86 | 6/30/2007 | 11/1/2034 | ||||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 12,391.36 | 13,204.49 | 12,488.75 | 12,398.83 | 805.66 | 1.13 | — | — | 2.466 | 2.588 | MON | 25.66 | 258.76 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31406BB90 | FNMA POOL # 804764 | 159,863.48 | 169,776.29 | 161,120.22 | 159,959.94 | 9,816.35 | 13.56 | — | — | 2.487 | 2.607 | MON | 333.92 | 3,266.74 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 143,576.84 | 153,487.13 | 144,705.56 | 143,662.49 | 9,824.64 | 11.92 | — | — | 2.506 | 2.628 | MON | 302.19 | 2,903.04 | 4/2/2007 | 12/1/2034 | ||||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 158,457.42 | 170,863.33 | 159,703.12 | 158,552.11 | 12,311.22 | 12.12 | — | — | 2.464 | 2.585 | MON | 327.92 | 3,131.85 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406BQQ6 | FNMA POOL # 805163 | 207,259.75 | 220,078.49 | 208,994.44 | 207,395.99 | 12,682.50 | 16.27 | — | — | 2.463 | 2.591 | MON | 428.96 | 4,256.57 | 4/2/2007 | 1/1/2035 | ||||||||||||||||
31406DG67 | FNMA POOL # 806721 | 300,924.70 | 316,534.46 | 303,290.38 | 301,150.49 | 15,383.97 | 27.22 | — | — | 2.724 | 2.825 | MON | 688.47 | 7,179.37 | 4/2/2007 | 11/1/2034 | ||||||||||||||||
31406GLK3 | FNMA POOL # 809530 | 50,743.06 | 55,113.25 | 51,102.42 | 50,776.46 | 4,336.79 | 2.83 | — | — | 2.472 | 2.568 | MON | 105.27 | 1,016.85 | 9/28/2006 | 2/1/2035 | ||||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 125,130.21 | 133,281.94 | 126,247.51 | 125,244.68 | 8,037.26 | 14.21 | — | — | 2.259 | 2.373 | MON | 237.66 | 2,659.22 | 4/2/2007 | 3/1/2035 | ||||||||||||||||
31406PKU2 | FNMA POOL # 815807 | 261,818.93 | 279,417.26 | 264,317.48 | 262,126.34 | 17,290.92 | 21.84 | — | — | 2.381 | 2.493 | MON | 524.45 | 4,975.39 | 9/28/2006 | 2/1/2035 | ||||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 313,761.48 | 336,279.05 | 316,563.09 | 313,973.77 | 22,305.28 | 27.78 | — | — | 2.685 | 2.824 | MON | 708.31 | 7,155.29 | 4/2/2007 | 4/1/2035 | ||||||||||||||||
31406TTE1 | FNMA POOL # 819649 | 2,589,077.44 | 2,632,517.61 | 2,503,035.58 | 2,581,102.72 | 51,414.89 | 8,979.99 | — | — | 2.39 | 1.911 | MON | 4,985.21 | 47,347.77 | 12/4/2009 | 3/1/2035 | ||||||||||||||||
31406VHE9 | FNMA POOL # 821129 | 172,257.19 | 184,179.43 | 173,795.26 | 172,363.63 | 11,815.80 | 14.94 | — | — | 2.473 | 2.623 | MON | 358.16 | 3,619.31 | 4/2/2007 | 5/1/2035 | ||||||||||||||||
31407D5R2 | FNMA POOL # 828056 | 577,012.96 | 600,328.65 | 567,345.74 | 576,099.82 | 24,228.83 | 3,108.64 | — | — | 2.502 | 2.205 | MON | 1,182.91 | 13,005.92 | 2/20/2009 | 6/1/2035 | ||||||||||||||||
31407E6W8 | FNMA POOL # 828985 | 295,374.28 | 316,588.59 | 305,543.15 | 296,200.44 | 20,388.15 | 147.9 | — | — | 2.243 | 2.907 | MON | 571.11 | 6,194.09 | 3/16/2006 | 8/1/2035 | ||||||||||||||||
31407GC22 | FNMA POOL # 829989 | 837,622.97 | 875,480.19 | 845,583.34 | 838,377.6 | 37,102.59 | — | — | — | 2.605 | 2.743 | MON | 1,835.62 | 21,081.26 | 1/20/2006 | 4/1/2035 | ||||||||||||||||
31408C6D3 | FNMA POOL # 847868 | 1,305,835.66 | 1,394,936.43 | 1,319,859.15 | 1,307,551.32 | 87,385.11 | 139.41 | — | — | 2.25 | 2.376 | MON | 2,474.74 | 25,743.05 | 5/12/2006 | 11/1/2035 | ||||||||||||||||
31409UBQ7 | FNMA POOL # 878547 | 926,037.85 | 1,009,568.63 | 933,513.26 | 926,742.08 | 82,826.55 | 72.06 | — | — | 2.612 | 2.716 | MON | 2,031.95 | 19,806.07 | 5/4/2006 | 3/1/2036 | ||||||||||||||||
31410FU60 | FNMA POOL # 888105 | 348,842.27 | 373,584.64 | 351,699.83 | 349,319.94 | 24,264.70 | — | — | — | 5 | 5.203 | MON | 1,465.41 | 16,090.15 | 12/14/2007 | 8/1/2020 | ||||||||||||||||
31410GC35 | FNMA POOL # 888490 | 200,360.27 | 211,574.31 | 200,814.16 | 200,379.95 | 11,194.36 | 0.82 | — | — | 2.261 | 2.281 | MON | 378.37 | 3,797.37 | 6/18/2007 | 5/1/2035 | ||||||||||||||||
31410GC50 | FNMA POOL # 888492 | 92,838.73 | 97,677.24 | 92,662.35 | 92,800.12 | 4,877.12 | 69.22 | — | — | 2.353 | 2.308 | MON | 181.7 | 1,837.31 | 6/18/2007 | 5/1/2033 | ||||||||||||||||
31410GD83 | FNMA POOL # 888527 | 24,176.69 | 26,566.3 | 24,632.10 | 24,206.93 | 2,359.37 | 6.8 | — | — | 2.442 | 2.85 | MON | 50.13 | 528.50 | 6/18/2007 | 4/1/2034 | ||||||||||||||||
31410GDC4 | FNMA POOL # 888499 | 756,833.92 | 789,733.21 | 761,086.21 | 757,100.36 | 32,632.85 | — | — | — | 2.349 | 2.446 | MON | 1,489.83 | 15,692.76 | 2/22/2012 | 8/1/2033 | ||||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 103,348.93 | 111,808.65 | 104,692.29 | 103,498.72 | 8,309.93 | 17.62 | — | — | 1.829 | 2.02 | MON | 159.57 | 1,683.84 | 6/18/2007 | 6/1/2033 | ||||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 403,288.97 | 428,318.01 | 410,348.54 | 404,025.39 | 24,292.62 | 94.55 | — | — | 2.388 | 2.631 | MON | 816.59 | 8,294.93 | 6/18/2007 | 2/1/2035 | ||||||||||||||||
31410GDM2 | FNMA POOL # 888508 | 523,151.18 | 561,501.33 | 530,465.40 | 523,662.87 | 37,838.46 | 96.51 | — | — | 2.535 | 2.812 | MON | 1,120.61 | 11,249.26 | 6/18/2007 | 3/1/2034 | ||||||||||||||||
31410GDQ3 | FNMA POOL # 888511 | 74,515.50 | 79,399.15 | 75,192.33 | 74,556.93 | 4,842.22 | 8.94 | — | — | 2.641 | 2.823 | MON | 165.49 | 1,668.25 | 6/18/2007 | 12/1/2033 | ||||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 113,004.12 | 120,152.04 | 113,595.87 | 113,034.34 | 7,117.70 | 6.81 | — | — | 2.475 | 2.57 | MON | 234.29 | 2,326.99 | 6/18/2007 | 2/1/2034 | ||||||||||||||||
31410GDX8 | FNMA POOL # 888518 | 92,430.90 | 98,012.13 | 92,727.88 | 92,448.13 | 5,564.00 | 1.13 | — | — | 2.551 | 2.585 | MON | 197.12 | 1,947.56 | 6/18/2007 | 4/1/2035 | ||||||||||||||||
31410GDY6 | FNMA POOL # 888519 | 56,416.06 | 61,502.42 | 57,384.84 | 56,497.07 | 5,005.35 | 10.63 | — | — | 2.527 | 2.813 | MON | 120.84 | 1,133.76 | 6/18/2007 | 1/1/2035 |
31410GDZ3 | FNMA POOL # 888520 | 752,885.86 | 802,382.16 | 757,684.52 | 753,250.81 | 49,131.35 | 47.25 | — | — | 2.33 | 2.431 | MON | 1,471.17 | 14,875.63 | 6/18/2007 | 7/1/2033 | ||||||||||||||||
31410GFD0 | FNMA POOL # 888564 | 5,878,698.24 | 6,060,130.3 | 5,704,012.86 | 5,839,790.48 | 220,339.82 | 72,394.8 | — | — | 5 | 3.923 | MON | 23,766.72 | 259,102.23 | 2/26/2009 | 10/1/2021 | ||||||||||||||||
31410GPR8 | FNMA POOL # 888832 | 2,953,817.61 | 3,148,972.09 | 2,840,636.00 | 2,949,241.29 | 199,730.80 | 55,375.31 | — | — | 6.5 | 4.646 | MON | 15,386.79 | 177,723.31 | 1/25/2008 | 11/1/2037 | ||||||||||||||||
31411DA33 | FNMA POOL # 904626 | 667,088.34 | 693,601.74 | 663,924.32 | 666,604.48 | 26,997.26 | 1,696.12 | — | — | 2.73 | 2.653 | MON | 1,510.43 | 16,521.31 | 12/13/2006 | 12/1/2036 | ||||||||||||||||
31411GUY6 | FNMA POOL # 907899 | 1,591,051.02 | 1,652,415.45 | 1,577,983.35 | 1,589,350.72 | 63,064.73 | 1,708.76 | — | — | 2.4 | 2.271 | MON | 3,155.97 | 30,215.32 | 12/14/2006 | 1/1/2037 | ||||||||||||||||
31411KCZ4 | FNMA POOL # 910088 | 2,605,836.69 | 2,834,732.49 | 2,581,633.89 | 2,605,110.89 | 229,621.60 | 13,067.34 | — | — | 6 | 5.473 | MON | 12,908.17 | 149,730.36 | 3/29/2007 | 3/1/2037 | ||||||||||||||||
31411LEA5 | FNMA POOL # 911029 | 190,045.08 | 193,928.19 | 179,287.81 | 188,289.41 | 5,638.78 | 6,412.89 | — | — | 5.5 | 3.306 | MON | 821.74 | 10,140.15 | 9/29/2009 | 7/1/2022 | ||||||||||||||||
31411WPJ0 | FNMA POOL # 916725 | 1,104,180.67 | 1,101,942.37 | 1,043,525.73 | 1,102,398.62 | (456.25 | ) | 12,242.34 | — | — | 2.435 | 1.354 | MON | 2,117.49 | 21,031.90 | 2/14/2012 | 10/1/2036 | |||||||||||||||
31412LMG2 | FNMA POOL # 928359 | 186,403.23 | 190,211.94 | 175,852.11 | 184,787.73 | 5,424.21 | 5,767.34 | — | — | 5.5 | 3.089 | MON | 805.99 | 9,779.70 | 9/29/2009 | 5/1/2022 | ||||||||||||||||
31412LQN3 | FNMA POOL # 928461 | 266,499.96 | 271,945.25 | 251,415.06 | 264,178.25 | 7,767.00 | 6,881.36 | — | — | 5.5 | 3.137 | MON | 1,152.32 | 12,914.24 | 9/29/2009 | 6/1/2022 | ||||||||||||||||
31412LVF4 | FNMA POOL # 928614 | 1,611,528.06 | 1,640,345.22 | 1,516,509.27 | 1,597,263.28 | 43,081.94 | 44,613.79 | — | — | 5.5 | 3.13 | MON | 6,950.67 | 78,824.86 | 10/21/2009 | 8/1/2022 | ||||||||||||||||
31412SRH0 | FNMA POOL # 933488 | 570,167.46 | 576,844.44 | 543,178.30 | 566,241.87 | 10,602.57 | 12,576.93 | — | — | 5 | 3.163 | MON | 2,263.24 | 25,284.32 | 9/29/2009 | 3/1/2023 | ||||||||||||||||
31414ARA2 | FNMA POOL # 960481 | 1,015,435.64 | 1,027,209.59 | 967,369.47 | 1,008,562.87 | 18,646.72 | 16,432.54 | — | — | 5 | 3.05 | MON | 4,030.71 | 42,960.21 | 9/29/2009 | 12/1/2022 | ||||||||||||||||
31414CRJ9 | FNMA POOL # 962289 | 1,237,876.56 | 1,252,372.76 | 1,179,281.04 | 1,229,477.33 | 22,895.43 | 28,723.99 | — | — | 5 | 3.136 | MON | 4,913.67 | 57,084.57 | 9/29/2009 | 3/1/2023 | ||||||||||||||||
31414GD22 | FNMA POOL # 965521 | 157,595.85 | 160,815.95 | 148,675.34 | 156,349.1 | 4,466.85 | 3,282.88 | — | — | 5.5 | 3.118 | MON | 681.43 | 7,202.62 | 9/29/2009 | 12/1/2022 | ||||||||||||||||
31414NB45 | FNMA POOL # 970859 | 1,532,194.90 | 1,547,833.71 | 1,457,498.12 | 1,523,405.07 | 24,428.64 | 24,581.24 | — | — | 5 | 3.026 | MON | 6,072.91 | 63,491.98 | 10/21/2009 | 12/1/2023 | ||||||||||||||||
31414RB79 | FNMA POOL # 973562 | 1,056,158.42 | 1,069,323.05 | 996,375.87 | 1,047,786 | 21,537.05 | 24,306.81 | — | — | 5.5 | 3.224 | MON | 4,566.72 | 51,809.46 | 9/29/2009 | 3/1/2023 | ||||||||||||||||
31415MDG7 | FNMA POOL # 984003 | 1,672,009.43 | 1,885,588.66 | 1,722,333.86 | 1,673,456.95 | 212,131.71 | — | — | — | 5.5 | 6.673 | MON | 7,894.03 | 85,778.78 | 7/25/2008 | 6/1/2038 | ||||||||||||||||
31415MFS9 | FNMA POOL # 984077 | 773,755.61 | 782,816.7 | 737,129.49 | 768,361.06 | 14,455.64 | 17,801.74 | — | — | 5 | 3.26 | MON | 3,071.37 | 34,518.15 | 9/29/2009 | 6/1/2023 | ||||||||||||||||
31416B4M7 | FNMA POOL # 995528 | 1,695,036.06 | 1,733,203.88 | 1,631,558.24 | 1,682,383.59 | 50,820.29 | 31,231.84 | — | — | 5 | 3.592 | MON | 6,798.16 | 76,944.39 | 3/20/2009 | 12/1/2021 | ||||||||||||||||
31416B4N5 | FNMA POOL # 995529 | 3,094,597.47 | 3,223,883.5 | 2,980,500.18 | 3,076,072.65 | 147,810.85 | 48,701.59 | — | — | 5.5 | 3.992 | MON | 13,660.63 | 149,855.76 | 2/27/2009 | 11/1/2022 | ||||||||||||||||
31416B4P0 | FNMA POOL # 995530 | 1,624,605.92 | 1,685,497.13 | 1,557,907.99 | 1,611,960.72 | 73,536.41 | 23,638.86 | — | — | 5.5 | 3.875 | MON | 7,140.41 | 76,179.10 | 3/20/2009 | 12/1/2021 | ||||||||||||||||
31416B7J1 | FNMA POOL # 995597 | 172,350.41 | 175,871.99 | 162,594.74 | 171,193.95 | 4,678.04 | 4,189.81 | — | — | 5.5 | 3.219 | MON | 745.23 | 8,217.19 | 9/29/2009 | 3/1/2024 | ||||||||||||||||
31416BLV8 | FNMA POOL # 995040 | 632,448.59 | 638,903.88 | 601,615.79 | 628,273.15 | 10,630.73 | 18,394.45 | — | — | 5 | 3.12 | MON | 2,506.73 | 29,256.07 | 10/21/2009 | 6/1/2023 | ||||||||||||||||
31416BSE9 | FNMA POOL # 995217 | 1,419,538.09 | 1,447,300.24 | 1,338,038.00 | 1,409,873.1 | 37,427.14 | 35,760.99 | — | — | 5.5 | 3.133 | MON | 6,132.68 | 68,220.94 | 10/21/2009 | 12/1/2023 | ||||||||||||||||
31416BSX7 | FNMA POOL # 995234 | 2,405,355.82 | 2,379,539.94 | 2,240,145.12 | 2,374,010.34 | 5,529.60 | 72,552.78 | — | — | 5 | 2.124 | MON | 9,333.94 | 101,656.28 | 11/10/2011 | 7/1/2019 | ||||||||||||||||
31416CME3 | FNMA POOL # 995957 | 3,011,853.94 | 3,039,771.53 | 2,862,362.58 | 2,995,229.97 | 44,541.56 | 69,949.95 | — | — | 5 | 3.065 | MON | 11,926.51 | 133,859.15 | 9/28/2009 | 6/1/2024 | ||||||||||||||||
31416MZC1 | FNMA POOL # AA4338 | 2,226,888.00 | 2,209,032.18 | 2,069,718.72 | 2,225,600.39 | (16,568.21 | ) | 34,560.23 | — | — | 4.5 | 2.938 | MON | 7,761.45 | 44,553.81 | 3/21/2013 | 4/1/2039 | |||||||||||||||
31416TL49 | FNMA POOL # AA9346 | 7,869,084.40 | 8,358,260.52 | 7,785,322.88 | 7,864,604.11 | 493,656.41 | 24,005.36 | — | — | 4.5 | 4.271 | MON | 29,194.96 | 300,961.63 | 2/2/2010 | 8/1/2039 | ||||||||||||||||
31417F2Y3 | FNMA POOL # AB8890 | 28,212.13 | 27,575.52 | 26,611.29 | 28,176.73 | (601.21 | ) | 103.11 | — | — | 3 | 1.724 | MON | 66.53 | 237.90 | 4/29/2013 | 4/1/2028 | |||||||||||||||
31417FQC5 | FNMA POOL # AB8550 | 2,469,460.39 | 2,403,111.15 | 2,386,402.40 | 2,466,998.17 | (63,887.02 | ) | 5,998.04 | — | — | 2.5 | 1.805 | MON | 4,971.67 | 27,617.79 | 3/13/2013 | 3/1/2028 | |||||||||||||||
31417FX94 | FNMA POOL # AB8803 | 24,671.27 | 24,114.56 | 23,271.35 | 24,640.35 | (525.79 | ) | 115.76 | — | — | 3 | 1.693 | MON | 58.18 | 207.31 | 4/29/2013 | 3/1/2028 | |||||||||||||||
31418AMK1 | FNMA POOL # MA1261 | 906,737.17 | 898,640.68 | 861,955.85 | 904,548.35 | (5,907.67 | ) | 7,011.04 | — | — | 3 | 1.325 | MON | 2,154.89 | 14,538.49 | 2/13/2013 | 11/1/2022 | |||||||||||||||
31419ALC9 | FNMA POOL # AE0322 | 1,743,177.86 | 1,707,936.97 | 1,607,541.55 | 1,735,429.12 | (27,492.15 | ) | 41,413.95 | — | — | 5 | 1.859 | MON | 6,698.09 | 42,141.81 | 2/26/2013 | 5/1/2021 |
31419ATN7 | FNMA POOL # AE0556 | 661,685.76 | 662,969.09 | 634,520.35 | 661,559.3 | 1,409.79 | 126.46 | — | — | 4.071 | 2.934 | MON | 2,152.61 | (1,650.33 | ) | 9/16/2013 | 10/1/2040 | |||||||||||||||
31419BBT1 | FNMA POOL # AE0949 | 3,687,065.79 | 3,647,414.09 | 3,477,851.31 | 3,682,744.96 | (35,330.87 | ) | 59,781.3 | — | — | 4 | 2.727 | MON | 11,592.84 | 119,152.60 | 5/2/2012 | 2/1/2041 | |||||||||||||||
31419EKM0 | FNMA POOL # AE3899 | 491,226.57 | 489,611.59 | 469,511.66 | 491,127.09 | (1,515.50 | ) | 99.48 | — | — | 4.045 | 2.837 | MON | 1,582.64 | (1,213.36 | ) | 9/16/2013 | 11/1/2040 | ||||||||||||||
62888VAA6 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 1,037,913.27 | 1,043,860.51 | 1,037,913.27 | 1,037,913.27 | 5,947.24 | — | — | — | 0.632 | 0.633 | MON | 455.31 | 5,544.96 | 6/10/2011 | 10/7/2020 | ||||||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 326,066.37 | 326,708.85 | 326,095.79 | 326,077.08 | 631.77 | — | — | — | 1.84 | 1.85 | MON | 383.35 | 5,575.31 | 9/7/2011 | 10/7/2020 | ||||||||||||||||
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 3,249,388.11 | 3,235,061.24 | 3,248,053.45 | 3,249,040.88 | (13,979.64 | ) | 296.57 | — | — | 0.632 | 0.619 | MON | 1,434.39 | 16,928.21 | 6/10/2011 | 1/8/2020 | |||||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 2,906,176.38 | 2,913,412.76 | 2,906,176.38 | 2,906,176.38 | 7,236.38 | 1,053.94 | — | — | 0.562 | 0.562 | MON | 1,133.61 | 15,153.00 | 6/10/2011 | 00/00/0000 | ||||||||||||||||
62889JAA2 | NCUA GUARANTEED NOTES CMO_11-R6 1A | 1,424,358.05 | 1,426,138.5 | 1,424,358.05 | 1,424,358.05 | 1,780.45 | 1,255.42 | — | — | 0.566 | 0.567 | MON | 559.79 | 9,658.18 | 6/10/2011 | 00/00/0000 | ||||||||||||||||
10620NAC2 | BRAZOS HIGHER EDUCATION AUTHOR ABS_05--2 | 4,224,000.00 | 4,366,749.2 | 4,400,000.00 | 4,325,443.58 | 41,305.62 | — | — | — | 0.371 | 1.437 | MJSD | 271.77 | 13,637.58 | 2/22/2012 | 12/26/2019 | ||||||||||||||||
10620NCG1 | BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 | 3,748,794.81 | 3,827,854.08 | 3,800,000.00 | 3,768,014.69 | 59,839.39 | — | — | — | 1.062 | 1.275 | FMAN | 4,035.98 | 31,434.37 | 3/10/2011 | 2/25/2030 | ||||||||||||||||
31398WV35 | FHLMC AGENCY CMO 3654 | 111,087.60 | 110,972.87 | 103,517.86 | 109,177.92 | 1,794.95 | 3,279.09 | — | — | 5 | 1.717 | MON | 431.32 | 4,954.74 | 2/1/2012 | 11/15/2028 | ||||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 1,723,812.73 | 1,725,639.97 | 1,723,812.73 | 1,723,812.73 | 1,827.24 | — | — | — | 0.535 | 0.536 | MON | 563.62 | 7,919.07 | 6/10/2011 | 12/7/2020 | ||||||||||||||||
00101JAE6 | ADT CORP SENIOR CORP BND | 5,399,557.21 | 5,157,161.89 | 5,400,000.00 | 5,399,674.29 | (242,512.40 | ) | 569.76 | — | — | 2.25 | 1.94 | JJ | 25,650 | 43,819.50 | 4/30/2013 | 7/15/2017 | |||||||||||||||
00182EAR0 | ANZ NATIONAL INTERNATIONAL LTD SENIOR | F | 9,996,500.00 | 9,963,401 | 10,000,000.00 | 9,997,087.36 | (33,686.36 | ) | — | — | — | 1.125 | 1.137 | MS | 2,187.5 | 55,312.50 | 3/20/2013 | 3/24/2016 | ||||||||||||||
00206RAV4 | AT&T INC CORP BND | 5,989,142.50 | 5,922,951.43 | 5,750,000.00 | 5,877,195.27 | 45,756.16 | 50,101.53 | — | — | 2.5 | 1.3 | FA | 18,368.06 | 143,750.00 | 1/19/2012 | 8/15/2015 | ||||||||||||||||
00206RAW2 | AT&T INC CORP BND | 6,694,297.50 | 6,922,412.34 | 6,625,000.00 | 6,662,818.48 | 259,593.86 | 10,305.59 | — | — | 2.95 | 2.723 | MN | 73,831.95 | 97,718.75 | 2/22/2012 | 5/15/2016 | ||||||||||||||||
00206RBB7 | AT&T INC SENIOR CORP BND | 11,577,962.75 | 11,598,329.42 | 11,575,000.00 | 11,578,386.1 | 19,943.32 | 3,551.41 | — | — | 0.875 | 0.853 | FA | 13,504.16 | 94,086.82 | 1/8/2013 | 2/13/2015 | ||||||||||||||||
00206RBL5 | AT&T INC SENIOR CORP BND | 4,548,544.00 | 4,532,822.61 | 4,550,000.00 | 4,548,933.86 | (16,111.25 | ) | — | — | — | 0.8 | 0.811 | JD | 12,133.33 | 26,195.56 | 12/6/2012 | 12/1/2015 | |||||||||||||||
00206RBM3 | AT&T INC SENIOR CORP BND | 2,868,210.00 | 2,929,541.7 | 3,000,000.00 | 2,869,684.32 | 59,857.38 | — | — | — | 1.4 | 2.504 | JD | 14,000 | (11,900.00 | ) | 9/10/2013 | 12/1/2017 | |||||||||||||||
00206RBR2 | AT&T INC CORP BND | 3,499,335.00 | 3,481,644.7 | 3,500,000.00 | 3,499,531.41 | (17,886.71 | ) | 144.41 | — | — | 0.9 | 0.906 | FA | 4,287.5 | 17,150.00 | 4/23/2013 | 2/12/2016 | |||||||||||||||
00206RBS0 | AT&T INC SENIOR CORP BND | 8,000,000.00 | 7,984,480 | 8,000,000.00 | 8,000,000 | (15,520.00 | ) | — | — | — | 0.65 | 0.677 | FMAN | 7,218.89 | 26,888.69 | 2/7/2013 | 2/12/2016 | |||||||||||||||
00287YAJ8 | ABBVIE INC SENIOR CORP BND | 3,992,851.97 | 3,970,184.64 | 4,000,000.00 | 3,993,107.89 | (22,923.25 | ) | — | — | — | 1.75 | 1.906 | MN | 28,194.45 | (18,083.34 | ) | 8/9/2013 | 11/6/2017 | ||||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND | F | 176,911.50 | 182,426.82 | 177,000.00 | 176,979.5 | 5,447.32 | — | — | — | 3.2 | 3.211 | MN | 2,328.53 | 2,832.00 | 10/26/2009 | 11/3/2014 | |||||||||||||||
009158AQ9 | AIR PRODUCTS AND CHEMICALS INC CORP BND | 1,544,936.30 | 1,522,067.2 | 1,490,000.00 | 1,536,102.66 | (14,035.46 | ) | 8,833.64 | — | — | 2 | 0.893 | FA | 4,883.89 | 11,588.89 | 3/7/2013 | 8/2/2016 | |||||||||||||||
010392ER5 | ALABAMA POWER COMPANY CORP BND | 562,380.00 | 545,333.25 | 500,000.00 | 549,665.58 | (4,332.33 | ) | 12,714.42 | — | — | 5.2 | 0.809 | JJ | 5,488.89 | 9,894.44 | 2/25/2013 | 1/15/2016 | |||||||||||||||
010392FH6 | ALABAMA POWER COMPANY SENIOR CORP BND | 8,314,843.50 | 8,273,546.76 | 8,325,000.00 | 8,318,073.64 | (44,526.88 | ) | — | — | — | 0.55 | 0.591 | AO | 21,113.12 | 27,407.95 | 11/8/2012 | 10/15/2015 | |||||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES SENIOR CORP | 1,696,481.00 | 1,657,383.53 | 1,700,000.00 | 1,696,858.02 | (39,474.49 | ) | — | — | — | 1.35 | 1.393 | MS | 1,020 | 11,666.25 | 3/7/2013 | 3/15/2018 | |||||||||||||||
021441AD2 | ALTERA CORPORATION SENIOR CORP BND | 2,920,524.75 | 2,900,564.23 | 2,925,000.00 | 2,921,734.36 | (21,170.13 | ) | — | — | — | 1.75 | 1.782 | MN | 19,337.49 | 25,593.75 | 11/8/2012 | 5/15/2017 | |||||||||||||||
02209SAC7 | ALTRIA GROUP INC CORP BND | 410,588.50 | 352,852.47 | 350,000.00 | 352,555.35 | 297.12 | 104,909.01 | — | — | 8.5 | 1.725 | MN | 11,652.08 | 190,435.42 | 3/22/2011 | 11/10/2013 | ||||||||||||||||
02209SAK9 | ALTRIA GROUP INC CORP BND | 2,463,555.60 | 2,418,989.46 | 2,278,000.00 | 2,421,451.05 | (2,461.59 | ) | 42,104.55 | — | — | 4.125 | 0.853 | MS | 5,220.43 | 48,818.01 | 6/20/2013 | 9/11/2015 | |||||||||||||||
023135AK2 | AMAZON.COM INC SENIOR CORP BND | 5,684,496.00 | 5,690,693.67 | 5,700,000.00 | 5,688,808.98 | 1,884.69 | — | — | — | 0.65 | 0.742 | MN | 12,761.67 | 30,420.91 | 11/26/2012 | 11/27/2015 | ||||||||||||||||
02364WBF1 | AMERICA MOVIL SA DE CV SENIOR CORP BND | F | 5,000,000.00 | 5,007,382.45 | 5,000,000.00 | 5,000,000 | 7,382.45 | — | — | — | 1.256 | 1.256 | MJSD | 3,314.18 | — | 9/5/2013 | 9/12/2016 | |||||||||||||||
0258M0DG1 | AMERICAN EXPRESS CREDIT CORPOR SENIOR | 4,998,850.00 | 5,021,436.7 | 5,000,000.00 | 4,998,915.59 | 22,521.11 | — | — | — | 1.3 | 1.308 | JJ | 11,194.44 | — | 7/24/2013 | 7/29/2016 | ||||||||||||||||
02666QL43 | AMERICAN HONDA FINANCE CORPORA UNSECURED | 5,812,825.75 | 5,846,853.07 | 5,825,000.00 | 5,817,180.8 | 29,672.27 | — | — | — | 1 | 1.073 | FA | 8,090.28 | 63,845.83 | 9/4/2012 | 8/11/2015 |
02666QM59 | AMERICAN HONDA FINANCE CORPORA SENIOR | 5,000,000.00 | 5,011,349.85 | 5,000,000.00 | 5,000,000 | 11,349.85 | — | — | — | 0.637 | 0.648 | FMAN | 3,097.01 | 8,096.88 | 5/22/2013 | 5/26/2016 | ||||||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC CORP BND 144A | F | 5,570,775.00 | 4,680,099.09 | 4,500,000.00 | 4,665,792.03 | 14,307.06 | 235,267.97 | — | — | 9.375 | 2.197 | AO | 202,734.37 | 210,937.51 | 10/19/2010 | 4/8/2014 | |||||||||||||||
034863AE0 | ANGLO AMERICAN CAPITAL PLC SENIOR CORP | F | 4,989,050.00 | 4,947,901.15 | 5,000,000.00 | 4,992,178.02 | (44,276.87 | ) | — | — | — | 2.625 | 2.672 | AO | 64,895.83 | 65,625.00 | 3/26/2012 | 4/3/2017 | ||||||||||||||
035229CY7 | ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP | 5,556,350.00 | 5,283,570 | 5,000,000.00 | 5,172,413 | 111,157.00 | 98,227.21 | — | — | 5 | 2.267 | JJ | 52,777.78 | 250,000.00 | 9/23/2010 | 1/15/2015 | ||||||||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 3,816,888.30 | 3,795,146.85 | 3,630,000.00 | 3,794,717.14 | 429.71 | 13,826 | — | — | 4.125 | 0.586 | JJ | 31,611.25 | (4,743.75 | ) | 9/18/2013 | 1/15/2015 | |||||||||||||||
03523TAT5 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 6,070,199.00 | 5,904,600.87 | 5,650,000.00 | 5,911,426.39 | (6,825.52 | ) | 122,799.14 | — | — | 3.625 | 0.599 | AO | 94,441.32 | 96,037.33 | 6/26/2013 | 4/15/2015 | |||||||||||||||
03523TBK3 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 4,231,344.70 | 4,218,546.43 | 4,210,000.00 | 4,221,212.71 | (2,666.28 | ) | 10,131.99 | — | — | 0.628 | 0.329 | JAJO | 5,802.77 | 13,701.34 | 1/10/2013 | 7/14/2014 | |||||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR | 15,348,076.00 | 15,282,704.08 | 15,325,000.00 | 15,345,921.37 | (63,217.29 | ) | 9,658.03 | — | — | 1.375 | 1.338 | JJ | 44,485.07 | 245,131.01 | 2/11/2013 | 7/15/2017 | |||||||||||||||
037833AG5 | APPLE INC SENIOR CORP BND | 15,260,000.00 | 15,198,197.15 | 15,260,000.00 | 15,260,000 | (61,802.85 | ) | — | — | — | 0.516 | 0.523 | FMAN | 12,457.76 | 20,399.72 | 4/30/2013 | 5/3/2018 | |||||||||||||||
037833AJ9 | APPLE INC CORP BND | 19,846,495.20 | 19,186,867.9 | 19,920,000.00 | 19,852,382.78 | (665,514.88 | ) | — | — | — | 1 | 1.076 | MN | 81,893.33 | 25,378.89 | 4/30/2013 | 5/3/2018 | |||||||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY CORP BND | 2,747,631.25 | 2,614,251.19 | 2,275,000.00 | 2,663,267.18 | (49,015.99 | ) | 62,507.27 | — | — | 5.45 | 1.478 | MS | 5,510.56 | 123,987.50 | 9/25/2012 | 3/15/2018 | |||||||||||||||
05252EAB9 | AUST & NZ BANK GROUP LOCAL BND 144A | F | 6,387,072.00 | 6,435,456.06 | 6,400,000.00 | 6,391,480.22 | 43,975.84 | — | — | — | 1 | 1.067 | AO | 31,111.11 | 59,694.45 | 9/4/2012 | 10/6/2015 | |||||||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 8,890,299.00 | 8,884,350.69 | 8,900,000.00 | 8,892,333.27 | (7,982.58 | ) | — | — | — | 0.9 | 0.937 | FA | 10,902.5 | 45,425.00 | 2/6/2013 | 2/12/2016 | ||||||||||||||
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 774,550.50 | 752,247.91 | 775,000.00 | 774,583.35 | (22,335.44 | ) | — | — | — | 1.45 | 1.462 | MN | 4,245.28 | — | 5/9/2013 | 5/15/2018 | ||||||||||||||
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 4,292,819.00 | 4,488,650.55 | 4,300,000.00 | 4,295,525.42 | 193,125.13 | — | — | — | 2.875 | 2.911 | AO | 57,004.86 | 61,812.50 | 10/6/2011 | 10/15/2016 | |||||||||||||||
055451AB4 | BHP BILLITON FINANCE LTD CORP BND | F | 1,742,200.00 | 1,697,022.35 | 1,550,000.00 | 1,702,731.28 | (5,708.93 | ) | 39,468.72 | — | — | 5.25 | 0.736 | JD | 23,960.42 | 22,830.21 | 2/27/2013 | 12/15/2015 | ||||||||||||||
055451AG3 | BHP BILLITON FINANCE LTD CORP BND | F | 2,583,704.25 | 2,383,520.25 | 2,325,000.00 | 2,359,229.42 | 24,290.83 | 58,089.57 | — | — | 5.5 | 2.518 | AO | 63,937.5 | 106,399.02 | 4/16/2010 | 4/1/2014 | |||||||||||||||
055451AM0 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 5,656,200.00 | 5,657,288.39 | 5,650,000.00 | 5,652,171.97 | 5,116.42 | 4,028.03 | — | — | 0.533 | 0.582 | FMAN | 3,598.37 | 22,263.43 | 1/9/2013 | 2/18/2014 | |||||||||||||||
055451AN8 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 4,989,550.00 | 5,032,914.5 | 5,000,000.00 | 4,995,093.78 | 37,820.72 | — | — | — | 1 | 1.071 | FA | 5,138.89 | 50,000.00 | 2/21/2012 | 2/24/2015 | |||||||||||||||
055451AP3 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 6,706,708.00 | 6,761,623.41 | 6,725,000.00 | 6,712,408.61 | 49,214.80 | — | — | — | 1.625 | 1.682 | FA | 11,231.69 | 109,281.26 | 2/21/2012 | 2/24/2017 | |||||||||||||||
055451AT5 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 1,497,810.00 | 1,504,263.27 | 1,500,000.00 | 1,497,811.15 | 6,452.12 | — | — | — | 2.05 | 2.081 | MS | 85.42 | — | 9/25/2013 | 9/30/2018 | |||||||||||||||
05565QBF4 | BP CAPITAL MARKETS PLC CORP BND | F | 2,258,382.50 | 2,059,368.5 | 2,050,000.00 | 2,055,643.61 | 3,724.89 | 41,720.14 | — | — | 5.25 | 2.478 | MN | 43,050 | 53,812.50 | 12/21/2009 | 11/7/2013 | |||||||||||||||
05565QBN7 | BP CAPITAL MARKETS PLC CORP BND | F | 2,991,480.00 | 3,134,059.98 | 3,000,000.00 | 2,996,429.6 | 137,630.38 | — | — | — | 3.125 | 3.187 | AO | 46,875 | 46,875.00 | 9/28/2010 | 10/1/2015 | |||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490.00 | 4,884,865.04 | 4,750,000.00 | 4,764,799.55 | 120,065.49 | 3,445.03 | — | — | 2.248 | 2.143 | MN | 44,491.67 | 53,390.00 | 11/1/2011 | 11/1/2016 | |||||||||||||||
05565QBX5 | BP CAPITAL MARKETS PLC CORP BND | F | 1,699,898.00 | 1,724,396.7 | 1,700,000.00 | 1,699,959.19 | 24,437.51 | — | — | — | 1.7 | 1.702 | JD | 9,312.23 | 32,191.38 | 12/1/2011 | 12/5/2014 | |||||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,700,000.00 | 5,744,780.46 | 5,700,000.00 | 5,700,000 | 44,780.46 | 102.38 | — | — | 1.846 | 1.846 | MN | 42,673.37 | 78,701.13 | 5/2/2012 | 5/5/2017 | |||||||||||||||
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 7,920,810.00 | 7,856,917.12 | 8,000,000.00 | 7,923,212.89 | (66,295.77 | ) | — | — | — | 1.375 | 1.617 | MN | 44,305.55 | 21,770.83 | 8/21/2013 | 11/6/2017 | ||||||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 9,224,192.50 | 8,964,802.71 | 9,250,000.00 | 9,226,147.95 | (261,345.24 | ) | — | — | — | 1.375 | 1.433 | MN | 49,815.1 | 3,420.31 | 5/7/2013 | 5/10/2018 | ||||||||||||||
05565QCF3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 3,500,000.00 | 3,495,252.04 | 3,500,000.00 | 3,500,000 | (4,747.96 | ) | — | — | — | 0.775 | 0.785 | FMAN | 3,765.9 | 7,174.94 | 5/7/2013 | 5/10/2018 | ||||||||||||||
05565QCG1 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,000,000.00 | 5,016,691.6 | 5,000,000.00 | 5,000,000 | 16,691.60 | — | — | — | 2.241 | 2.241 | MS | 1,556.25 | — | 9/23/2013 | 9/26/2018 | |||||||||||||||
06051GEG0 | BANK OF AMERICA CORP CORP BND | 8,495,370.00 | 8,414,118.08 | 8,000,000.00 | 8,390,039.56 | 24,078.52 | 104,106.1 | — | — | 3.625 | 1.597 | MS | 11,277.78 | 216,493.06 | 2/8/2013 | 3/17/2016 | ||||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 11,570,293.00 | 12,011,728.81 | 11,300,000.00 | 11,542,545.72 | 469,183.09 | 34,063.51 | — | — | 3.875 | 3.204 | MS | 10,946.89 | 359,018.75 | 4/5/2013 | 3/22/2017 | ||||||||||||||||
06051GET2 | BANK OF AMERICA CORP SENIOR CORP BND MTN | 6,344,180.00 | 6,389,603.87 | 6,500,000.00 | 6,350,148.39 | 39,455.48 | — | — | — | 2 | 2.573 | JJ | 28,888.89 | 26,627.79 | 8/13/2013 | 1/11/2018 | ||||||||||||||||
06366QGN1 | BANK OF MONTREAL CORP BND | A | 2,500,000.00 | 2,506,674.78 | 2,500,000.00 | 2,500,000 | 6,674.78 | — | — | — | 0.734 | 0.743 | JAJO | 3,261.33 | 30,588.48 | 4/26/2011 | 4/29/2014 |
06366QW86 | BANK OF MONTREAL CORP BND MTN | A | 2,993,850.00 | 3,088,764.96 | 3,000,000.00 | 2,995,882.84 | 92,882.12 | — | — | — | 2.5 | 2.544 | JJ | 16,666.67 | 75,000.00 | 1/6/2012 | 1/11/2017 | |||||||||||||||
063679ZT4 | BANK OF MONTREAL CORP BND 144A | A | 2,196,150.00 | 2,257,794.15 | 2,200,000.00 | 2,197,395.14 | 60,399.01 | — | — | — | 1.95 | 1.987 | JJ | 7,269.17 | 42,900.00 | 1/23/2012 | 1/30/2017 | |||||||||||||||
06406HBN8 | BANK OF NEW YORK MELLON CORP/T CORP BND | 2,107,880.00 | 2,062,086 | 2,000,000.00 | 2,049,056.01 | 13,029.99 | 28,242.51 | — | — | 3.1 | 1.175 | JJ | 13,088.89 | 62,000.00 | 3/1/2012 | 1/15/2015 | ||||||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP/T CORP BND | 1,497,285.00 | 1,545,061.68 | 1,500,000.00 | 1,498,210.39 | 46,851.29 | — | — | — | 2.4 | 2.438 | JJ | 7,400 | 36,000.00 | 11/17/2011 | 1/17/2017 | ||||||||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T CORP BND | 7,498,680.00 | 7,555,726.5 | 7,500,000.00 | 7,501,445.88 | 54,280.62 | 629.84 | — | — | 1.2 | 1.183 | FA | 10,250 | 84,433.33 | 7/19/2013 | 2/20/2015 | ||||||||||||||||
06406HCD9 | BANK OF NEW YORK MELLON CORP/T SENIOR | 7,646,625.50 | 7,638,064.39 | 7,650,000.00 | 7,647,803.41 | (9,739.02 | ) | 416.81 | — | — | 0.7 | 0.714 | AO | 23,502.5 | 20,603.33 | 2/13/2013 | 10/23/2015 | |||||||||||||||
06406HCF4 | BANK OF NEW YORK MELLON CORP/T SENIOR | 9,682,015.50 | 9,681,288.94 | 9,675,000.00 | 9,680,497.74 | 791.20 | 1,517.76 | — | — | 0.495 | 0.512 | JAJO | 9,306.54 | 29,506.24 | 3/1/2013 | 10/23/2015 | ||||||||||||||||
06406HCG2 | BANK OF NEW YORK MELLON CORP/T SENIOR | 3,597,876.00 | 3,576,298.64 | 3,600,000.00 | 3,598,276 | (21,977.36 | ) | — | — | — | 0.7 | 0.72 | MS | 1,890 | 26,362.78 | 3/4/2013 | 3/4/2016 | |||||||||||||||
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR | 16,000,000.00 | 15,993,919.68 | 16,000,000.00 | 16,000,000 | (6,080.32 | ) | — | — | — | 0.699 | 0.723 | MJSD | 7,766.67 | 58,759.37 | 3/4/2013 | 3/6/2018 | |||||||||||||||
064159AL0 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,696,035.00 | 1,672,520.85 | 1,650,000.00 | 1,675,129.1 | (2,608.25 | ) | 14,637.06 | — | — | 1.85 | 0.653 | JJ | 6,698.54 | 30,525.00 | 8/30/2012 | 1/12/2015 | ||||||||||||||
064159AM8 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,497,000.00 | 1,548,268.67 | 1,500,000.00 | 1,497,989.23 | 50,279.44 | — | — | — | 2.55 | 2.593 | JJ | 8,393.75 | 38,250.00 | 1/5/2012 | 1/12/2017 | |||||||||||||||
064159BW5 | BANK OF NOVA SCOTIA TORONTO BR SENIOR | A | 6,000,000.00 | 6,007,679.88 | 6,000,000.00 | 6,000,000 | 7,679.88 | — | — | — | 0.654 | 0.68 | MJSD | 1,636 | 20,865.86 | 3/8/2013 | 3/15/2016 | |||||||||||||||
064159CQ7 | BANK OF NOVA SCOTIA TORONTO BR SENIOR | A | 1,148,953.50 | 1,157,856.16 | 1,150,000.00 | 1,149,024.29 | 8,831.87 | — | — | — | 1.375 | 1.406 | JJ | 3,250.35 | — | 7/10/2013 | 7/15/2016 | |||||||||||||||
06415CAA7 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,140,524.00 | 1,138,609.95 | 1,100,000.00 | 1,127,792.39 | 10,817.56 | 7,180.68 | — | — | 2.15 | 1.242 | FA | 3,810.28 | 23,650.00 | 5/24/2012 | 8/3/2016 | |||||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA TORONTO BR SECURED | A | 4,200,824.80 | 4,233,978.25 | 4,200,000.00 | 4,200,437.42 | 33,540.83 | 656.52 | — | — | 1.05 | 1.043 | MS | 1,347.51 | 44,100.00 | 4/12/2012 | 3/20/2015 | |||||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA TORONTO BR SECURED | A | 2,197,580.00 | 2,240,897.87 | 2,200,000.00 | 2,198,295.58 | 42,602.29 | — | — | — | 1.75 | 1.773 | MS | 962.5 | 38,500.00 | 3/15/2012 | 3/22/2017 | |||||||||||||||
06417FBG4 | BANK OF NOVA SCOTIA (HOUSTON B SENIOR | 5,000,000.00 | 5,017,630 | 5,000,000.00 | 5,000,000 | 17,630.00 | — | — | — | 0.696 | 0.848 | MJSD | 1,933.06 | 27,714.45 | 9/14/2012 | 9/11/2015 | ||||||||||||||||
06739FFZ9 | BARCLAYS BANK PLC LOCAL BND | F | 528,417.00 | 517,350 | 500,000.00 | 505,023.17 | 12,326.83 | 4,737.87 | — | — | 5.2 | 3.869 | JJ | 5,850 | 26,000.00 | 10/21/2009 | 7/10/2014 | |||||||||||||||
06739FGF2 | BARCLAYS BANK PLC CORP BND | F | 5,638,250.00 | 5,518,787 | 5,000,000.00 | 5,533,688.74 | (14,901.74 | ) | 104,561.26 | — | — | 5 | 1.329 | MS | 6,250 | 143,055.56 | 2/21/2013 | 9/22/2016 | ||||||||||||||
06741CAB0 | BARCLAYS BANK PLC SENIOR LOCAL BND 144A | F | 1,393,294.00 | 1,448,034 | 1,400,000.00 | 1,395,082.63 | 52,951.37 | — | — | — | 2.25 | 2.352 | MN | 12,337.5 | 15,750.00 | 5/2/2012 | 5/10/2017 | |||||||||||||||
067901AN8 | BARRICK GOLD CORP SENIOR CORP BND | A | 9,608,010.73 | 9,535,528.45 | 10,035,000.00 | 9,609,655.35 | (74,126.90 | ) | — | — | — | 2.5 | 3.713 | MN | 103,834.38 | (98,956.25 | ) | 9/24/2013 | 5/1/2018 | |||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC. CORP BND | 4,010,640.00 | 4,056,560 | 4,000,000.00 | 4,000,967.15 | 55,592.85 | 1,692.49 | — | — | 4 | 3.941 | MS | 13,333.34 | 160,000.00 | 2/23/2009 | 3/1/2014 | ||||||||||||||||
071813BH1 | BAXTER INTERNATIONAL INC. SENIOR CORP | 499,135.00 | 499,010.55 | 500,000.00 | 499,159.27 | (148.72 | ) | — | — | — | 0.95 | 1.014 | JD | 1,451.39 | 11,680.52 | 8/28/2013 | 6/1/2016 | |||||||||||||||
071813BJ7 | BAXTER INTERNATIONAL INC. SENIOR CORP | 1,999,800.00 | 1,996,395.12 | 2,000,000.00 | 1,999,812.57 | (3,417.45 | ) | — | — | — | 1.85 | 1.852 | JD | 11,305.56 | 172.67 | 6/4/2013 | 6/15/2018 | |||||||||||||||
07330NAC9 | BRANCH BKG & TR CO SENIOR CORP BND | 999,640.00 | 1,007,864.84 | 1,000,000.00 | 999,644.14 | 8,220.70 | — | — | — | 1.45 | 1.462 | AO | 886.11 | — | 9/4/2013 | 10/3/2016 | ||||||||||||||||
07385TAJ5 | BEAR STEARNS CO INC CORP BND | 325,959.90 | 316,643.4 | 300,000.00 | 306,208.75 | 10,434.65 | 3,997.23 | — | — | 5.7 | 3.797 | MN | 6,460 | 8,550.00 | 10/29/2009 | 11/15/2014 | ||||||||||||||||
073928S46 | BEAR STEARNS CO INC CORP BND MTN | 3,683,076.60 | 3,694,415.73 | 3,730,000.00 | 3,691,751.16 | 2,664.57 | — | — | — | 0.653 | 1.029 | FMAN | 2,774.41 | 15,713.20 | 1/4/2013 | 11/21/2016 | ||||||||||||||||
075887BB4 | BECTON DICKINSON CORP BND | 1,249,587.50 | 1,258,472.35 | 1,250,000.00 | 1,249,739.77 | 8,732.58 | — | — | — | 1.75 | 1.757 | MN | 8,689.24 | 10,937.50 | 11/8/2012 | 11/8/2016 | ||||||||||||||||
079860AG7 | BELLSOUTH CORPORATION CORP BND | 539,195.00 | 521,996.5 | 500,000.00 | 508,220.65 | 13,775.85 | 13,158.7 | — | — | 5.2 | 3.436 | MS | 1,155.56 | 46,717.52 | 10/29/2009 | 9/15/2014 | ||||||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION CORP BND | 348,762.80 | 343,895.08 | 334,000.00 | 343,760.65 | 134.43 | 5,002.15 | — | — | 3.25 | 0.51 | AO | 4,643.53 | 1,326.72 | 3/8/2013 | 10/27/2014 | ||||||||||||||||
097023BE4 | BOEING CO SENIOR CORP BND | 3,758,162.00 | 3,650,784.38 | 3,800,000.00 | 3,761,490.83 | (110,706.45 | ) | — | — | — | 0.95 | 1.176 | MN | 14,841.12 | — | 4/30/2013 | 5/15/2018 | |||||||||||||||
10138MAD7 | BOTTLING GROUP LLC CORP BND | 1,530,340.01 | 1,587,769.76 | 1,500,000.00 | 1,510,386.64 | 77,383.12 | 4,365.11 | — | — | 4.125 | 3.702 | JD | 18,218.75 | 30,937.50 | 2/19/2010 | 6/15/2015 | ||||||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 9,826,255.00 | 8,744,120 | 8,500,000.00 | 8,628,502.02 | 115,617.98 | 205,822.57 | — | — | 6.95 | 3.574 | MS | 26,255.56 | 590,750.00 | 2/5/2009 | 3/15/2014 | ||||||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697.00 | 1,257,777.87 | 1,300,000.00 | 1,296,364.17 | (38,586.30 | ) | — | — | — | 1 | 1.067 | JJ | 2,744.44 | 7,691.67 | 12/10/2012 | 1/15/2018 |
126650BE9 | CVS CAREMARK CORP CORP BND | 2,334,389.12 | 2,246,971.78 | 1,988,000.00 | 2,272,946.51 | (25,974.73 | ) | 61,442.61 | — | — | 6.125 | 1.046 | FA | 15,558.86 | 61,220.74 | 2/11/2013 | 8/15/2016 | |||||||||||||||
126650BT6 | CVS CAREMARK CORP CORP BND | 2,381,040.00 | 2,330,675.71 | 2,250,000.00 | 2,340,631.91 | (9,956.20 | ) | 40,408.09 | — | — | 3.25 | 0.759 | MN | 27,015.62 | 26,609.38 | 1/2/2013 | 5/18/2015 | |||||||||||||||
12800UAK6 | LA CAISSE CENTRALE DESJARDINS CORP BND | A | 397,592.00 | 417,004.03 | 400,000.00 | 398,749.97 | 18,254.06 | — | — | — | 2.55 | 2.681 | MS | 198.33 | 10,200.00 | 4/18/2011 | 3/24/2016 | |||||||||||||||
12800UAL4 | LA CAISSE CENTRALE DESJARDINS SECURED | A | 2,699,352.00 | 2,734,182.16 | 2,700,000.00 | 2,699,549.84 | 34,632.32 | — | — | — | 1.6 | 1.605 | MS | 3,000 | 43,200.00 | 2/28/2012 | 3/6/2017 | |||||||||||||||
136069EH0 | CANADIAN IMPERIAL BANK OF COMM CORP BND | A | 2,234,372.73 | 2,229,281.87 | 2,200,000.00 | 2,215,640.16 | 13,641.71 | 9,699.15 | — | — | 1.5 | 0.901 | JD | 9,991.67 | 25,000.00 | 4/16/2012 | 12/12/2014 | |||||||||||||||
136069ET4 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 3,024,092.50 | 3,029,406.22 | 3,025,000.00 | 3,024,392.26 | 5,013.96 | — | — | — | 0.9 | 0.91 | AO | 13,612.5 | 21,462.50 | 9/24/2012 | 10/1/2015 | |||||||||||||||
136069FU0 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 4,996,900.00 | 5,030,824.65 | 5,000,000.00 | 4,997,107.02 | 33,717.63 | — | — | — | 1.35 | 1.371 | JJ | 13,687.5 | — | 7/15/2013 | 7/18/2016 | |||||||||||||||
136069FV8 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 2,575,000.00 | 2,587,849.27 | 2,575,000.00 | 2,575,000 | 12,849.27 | — | — | — | 0.786 | 0.786 | JAJO | 4,105.17 | — | 7/15/2013 | 7/18/2016 | |||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 8,414,868.00 | 8,400,868.79 | 8,350,000.00 | 8,410,388.19 | (9,519.40 | ) | 14,812.26 | — | — | 1.45 | 1.21 | JD | 35,649.85 | 47,382.78 | 2/21/2013 | 12/15/2016 | ||||||||||||||
14170TAF8 | CAREFUSION CORP CORP BND | 6,453,470.60 | 6,066,154.8 | 5,860,000.00 | 6,002,509.82 | 63,644.98 | 126,102.96 | — | — | 5.125 | 2.166 | FA | 50,054.17 | 300,325.00 | 9/12/2011 | 8/1/2014 | ||||||||||||||||
149123BY6 | CATERPILLAR INC SENIOR CORP BND | 2,199,538.00 | 2,210,366.55 | 2,200,000.00 | 2,199,731.25 | 10,635.30 | — | — | — | 0.95 | 0.957 | JD | 5,515.28 | 25,755.56 | 6/21/2012 | 6/26/2015 | ||||||||||||||||
14912L4U2 | CATERPILLAR INC CORP BND GMTN | 4,219,068.00 | 4,205,721.04 | 4,200,000.00 | 4,203,517.7 | 2,203.34 | 5,269.06 | — | — | 0.564 | 0.37 | JAJO | 6,053.6 | 19,357.01 | 7/12/2011 | 4/1/2014 | ||||||||||||||||
14912L5J6 | CATERPILLAR INC SENIOR CORP BND | 5,240,000.00 | 5,138,871.56 | 5,240,000.00 | 5,240,000 | (101,128.44 | ) | — | — | — | 1.25 | 1.25 | MN | 26,381.94 | 34,401.39 | 2/22/2013 | 11/6/2017 | |||||||||||||||
14912L5M9 | CATERPILLAR INC SENIOR CORP BND MTN | 5,000,000.00 | 5,002,700.05 | 5,000,000.00 | 5,000,000 | 2,700.05 | — | — | — | 0.502 | 0.527 | FMAN | 2,440.76 | 18,492.77 | 2/25/2013 | 2/26/2016 | ||||||||||||||||
14912L5N7 | CATERPILLAR INC SENIOR CORP BND MTN | 2,896,404.00 | 2,884,503.71 | 2,900,000.00 | 2,897,199.3 | (12,695.59 | ) | — | — | — | 0.7 | 0.741 | FA | 1,973.61 | 10,037.22 | 2/25/2013 | 2/26/2016 | |||||||||||||||
14912L5S6 | CATERPILLAR INC SENIOR CORP BND MTN | 1,669,749.50 | 1,683,194.17 | 1,670,000.00 | 1,669,755.17 | 13,439.00 | — | — | — | 1.35 | 1.355 | MS | 1,565.63 | — | 9/3/2013 | 9/6/2016 | ||||||||||||||||
166764AC4 | CHEVRON CORP SENIOR CORP BND | 4,200,000.00 | 4,207,195.69 | 4,200,000.00 | 4,200,000 | 7,195.69 | — | — | — | 0.889 | 0.889 | JD | 10,060.51 | — | 6/17/2013 | 6/24/2016 | ||||||||||||||||
166764AE0 | CHEVRON CORP SENIOR CORP BND | 3,500,000.00 | 3,480,711.19 | 3,500,000.00 | 3,500,000 | (19,288.81 | ) | — | — | — | 1.718 | 1.718 | JD | 16,201.69 | 1,789.58 | 6/17/2013 | 6/24/2018 | |||||||||||||||
17275RAG7 | CISCO SYSTEMS INC CORP BND | 3,989,840.00 | 4,113,484 | 4,000,000.00 | 3,997,578.09 | 115,905.91 | — | — | — | 2.9 | 2.955 | MN | 43,177.78 | 58,000.00 | 11/9/2009 | 11/17/2014 | ||||||||||||||||
17275RAJ1 | CISCO SYSTEMS INC CORP BND | 509,680.00 | 502,915.05 | 500,000.00 | 501,770.86 | 1,144.19 | 2,900.77 | — | — | 1.625 | 0.84 | MS | 383.68 | 8,125.00 | 9/12/2011 | 3/14/2014 | ||||||||||||||||
17275RAL6 | CISCO SYSTEMS INC CORP BND | 3,300,000.00 | 3,304,917.07 | 3,300,000.00 | 3,300,000 | 4,917.07 | — | — | — | 0.504 | 0.559 | MJSD | 693.55 | 27,162.23 | 3/9/2011 | 3/14/2014 | ||||||||||||||||
172967FD8 | CITIGROUP INC CORP BND | 4,838,485.05 | 4,823,024.55 | 4,553,000.00 | 4,670,466.49 | 152,558.06 | 72,842.64 | — | — | 4.75 | 3.116 | MN | 79,298.09 | 198,147.44 | 5/24/2011 | 5/19/2015 | ||||||||||||||||
172967FH9 | CITIGROUP INC CORP BND | 5,734,954.68 | 5,879,649.96 | 5,486,000.00 | 5,643,251.96 | 236,398.00 | 50,963.46 | — | — | 4.587 | 3.229 | JD | 74,094.83 | 125,821.41 | 5/16/2012 | 12/15/2015 | ||||||||||||||||
172967FS5 | CITIGROUP INC CORP BND | 4,326,000.00 | 4,261,841.72 | 4,000,000.00 | 4,273,943.52 | (12,101.80 | ) | 52,056.48 | — | — | 3.953 | 1.365 | JD | 46,557.56 | 36,455.44 | 3/19/2013 | 6/15/2016 | |||||||||||||||
172967GG0 | CITIGROUP INC SENIOR CORP BND | 1,993,720.00 | 1,998,851.02 | 2,000,000.00 | 1,995,009.5 | 3,841.52 | — | — | — | 1.25 | 1.361 | JJ | 5,277.78 | 9,652.78 | 2/21/2013 | 1/15/2016 | ||||||||||||||||
172967GW5 | CITIGROUP INC SENIOR CORP BND | 5,997,180.00 | 6,028,742.04 | 6,000,000.00 | 5,997,350.01 | 31,392.03 | — | — | — | 1.7 | 1.716 | JJ | 18,700 | 10,388.89 | 7/18/2013 | 7/25/2016 | ||||||||||||||||
191216AL4 | COCA-COLA COMPANY (THE) CORP BND | 5,101,681.25 | 5,199,210 | 5,125,000.00 | 5,122,708.25 | 76,501.75 | — | — | — | 3.625 | 3.724 | MS | 8,256.95 | 253,447.93 | 2/22/2012 | 3/15/2014 | ||||||||||||||||
191216AP5 | COCA-COLA COMPANY (THE) CORP BND | 997,700.00 | 1,019,451.29 | 1,000,000.00 | 999,002.22 | 20,449.07 | — | — | — | 1.5 | 1.548 | MN | 5,666.67 | 7,500.00 | 11/4/2010 | 11/15/2015 | ||||||||||||||||
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 4,956,450.37 | 5,030,182.82 | 4,900,000.00 | 4,935,448.78 | 94,734.04 | 17,927.74 | — | — | 1.8 | 1.649 | MS | 7,350 | 128,200.00 | 12/14/2011 | 9/1/2016 | ||||||||||||||||
19416QDW7 | COLGATE-PALMOLIVE CO CORP BND MTN | 4,433,134.50 | 4,461,129.45 | 4,450,000.00 | 4,443,689.43 | 17,440.02 | — | — | — | 0.6 | 0.727 | MN | 10,086.66 | 13,350.00 | 11/3/2011 | 11/15/2014 | ||||||||||||||||
19416QEB2 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 1,890,937.00 | 1,829,981.12 | 1,900,000.00 | 1,891,669.25 | (61,688.13 | ) | — | — | — | 0.9 | 0.998 | MN | 7,077.51 | — | 4/29/2013 | 5/1/2018 | |||||||||||||||
20030NAB7 | COMCAST CORP CORP BND | 5,868,400.00 | 5,372,970 | 5,000,000.00 | 5,269,144.93 | 103,825.07 | 153,384.5 | — | — | 6.5 | 2.235 | JJ | 68,611.12 | 325,000.00 | 9/24/2010 | 1/15/2015 | ||||||||||||||||
20030NAJ0 | COMCAST CORP CORP BND | 4,575,020.00 | 4,421,820.68 | 4,000,000.00 | 4,421,344.32 | 476.36 | 131,344.94 | — | — | 5.85 | 0.832 | MN | 88,400 | 83,525.00 | 2/25/2013 | 11/15/2015 | ||||||||||||||||
20271RAA8 | COMMONWEALTH BANK OF AUSTRALIA SENIOR | E | 2,149,183.00 | 2,192,823.33 | 2,150,000.00 | 2,149,596.85 | 43,226.48 | — | — | — | 1.95 | 1.963 | MS | 1,746.88 | 41,925.00 | 3/5/2012 | 3/16/2015 |
20271RAD2 | COMMONWEALTH BANK OF AUSTRALIA CORP BND | E | 4,994,850.00 | 5,067,876.45 | 5,000,000.00 | 4,994,879.56 | 72,996.89 | — | — | — | 2.5 | 2.522 | MS | 3,819.44 | — | 9/16/2013 | 9/20/2018 | |||||||||||||||
202795HH6 | COMMONWEALTH EDISON SECURED CORP BND | 3,126,706.50 | 3,003,587.58 | 2,850,000.00 | 3,001,982.56 | 1,605.02 | 72,834.71 | — | — | 4.7 | 1.191 | AO | 61,765.83 | 66,975.00 | 6/14/2012 | 4/15/2015 | ||||||||||||||||
2027A0GJ2 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP | F | 3,545,535.00 | 3,539,969.93 | 3,500,000.00 | 3,536,895.53 | 3,074.40 | 8,639.47 | — | — | 1.052 | 0.548 | MJSD | 1,329.42 | 16,315.77 | 4/10/2013 | 9/18/2015 | |||||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 3,546,840.50 | 3,733,126.75 | 3,550,000.00 | 3,549,296.3 | 183,830.45 | — | — | — | 4.6 | 4.616 | JJ | 34,474.45 | 163,300.00 | 5/18/2009 | 1/15/2015 | ||||||||||||||||
20826FAB2 | CONOCOPHILLIPS CO SENIOR CORP BND | 6,868,313.35 | 6,706,817.92 | 6,885,000.00 | 6,870,696.76 | (163,878.84 | ) | 329.33 | — | — | 1.05 | 1.1 | JD | 21,286.12 | 41,157.96 | 4/5/2013 | 12/15/2017 | |||||||||||||||
209111EW9 | CONSOLIDATED EDISON INC CORP BND | 436,497.60 | 409,860 | 400,000.00 | 404,401.5 | 5,458.50 | 6,435.99 | — | — | 5.55 | 3.313 | AO | 11,100 | 11,100.00 | 10/29/2009 | 4/1/2014 | ||||||||||||||||
209615CA9 | CONSOLIDATED NATURAL GAS CO CORP BND | 1,532,005.97 | 1,504,002.28 | 1,433,000.00 | 1,499,820.4 | 4,181.88 | 32,185.57 | — | — | 5 | 0.97 | JD | 23,883.33 | 16,718.33 | 3/4/2013 | 12/1/2014 | ||||||||||||||||
216871AC7 | COOPER US INC CORP BND | 2,372,660.00 | 2,299,452.52 | 2,000,000.00 | 2,334,702.94 | (35,250.42 | ) | 37,957.06 | — | — | 6.1 | 1.494 | JJ | 30,500 | 23,044.44 | 4/18/2013 | 7/1/2017 | |||||||||||||||
22160KAE5 | COSTCO WHSLE CORP SENIOR CORP BND | 4,574,085.00 | 4,507,156.18 | 4,575,000.00 | 4,574,233.28 | (67,077.10 | ) | — | — | — | 1.125 | 1.129 | JD | 15,154.69 | 26,878.14 | 12/28/2012 | 12/15/2017 | |||||||||||||||
224044BM8 | COX COMMUNICATIONS INC CORP BND | 2,439,669.57 | 2,344,627 | 2,223,000.00 | 2,342,756.13 | 1,870.87 | 73,741.36 | — | — | 5.45 | 0.942 | JD | 35,672.98 | 60,576.75 | 11/21/2012 | 12/15/2014 | ||||||||||||||||
22546QAE7 | CREDIT SUISSE NEW YORK NY CORP BND | E | 1,996,820.00 | 2,079,880.06 | 2,000,000.00 | 1,999,001.52 | 80,878.54 | — | — | — | 3.5 | 3.535 | MS | 1,555.56 | 70,000.00 | 3/18/2010 | 3/23/2015 | |||||||||||||||
22546QAG2 | CREDIT SUISSE NEW YORK NY CORP BND | E | 5,800,000.00 | 5,814,673.89 | 5,800,000.00 | 5,800,000 | 14,673.89 | — | — | — | 1.228 | 1.284 | JAJO | 15,433.12 | 55,745.23 | 12/28/2012 | 1/14/2014 | |||||||||||||||
23311VAC1 | DCP MIDSTREAM PARTNERS LP SENIOR CORP | 2,956,525.25 | 2,947,013.82 | 2,975,000.00 | 2,959,478.49 | (12,464.67 | ) | — | — | — | 2.5 | 2.633 | JD | 24,791.67 | 38,013.89 | 11/19/2012 | 12/1/2017 | |||||||||||||||
233851AN4 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 1,998,840.00 | 2,020,340.88 | 2,000,000.00 | 1,999,403.3 | 20,937.58 | 9,889.82 | — | — | 1.65 | 1.67 | AO | 15,675 | 44,229.17 | 4/2/2012 | 4/10/2015 | ||||||||||||||||
233851AQ7 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 5,989,080.00 | 6,025,316.64 | 6,000,000.00 | 5,993,281.84 | 32,034.80 | — | — | — | 1.3 | 1.362 | JJ | 13,216.66 | 78,000.00 | 7/25/2012 | 7/31/2015 | ||||||||||||||||
233851AU8 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 6,858,192.10 | 6,784,784.38 | 6,870,000.00 | 6,859,967.12 | (75,182.74 | ) | 1,296.33 | — | — | 1.875 | 1.911 | JJ | 28,625 | 81,604.16 | 2/11/2013 | 1/11/2018 | |||||||||||||||
233851AY0 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 3,450,000.00 | 3,457,762.43 | 3,450,000.00 | 3,450,000 | 7,762.43 | — | — | — | 0.945 | 0.945 | FMAN | 5,524.32 | — | 7/24/2013 | 8/1/2016 | ||||||||||||||||
233851AZ7 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 11,987,400.00 | 11,994,840.96 | 12,000,000.00 | 11,988,083.38 | 6,757.58 | — | — | — | 1.45 | 1.486 | FA | 29,000 | — | 7/24/2013 | 8/1/2016 | ||||||||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 3,993,600.00 | 4,120,386.03 | 4,000,000.00 | 3,996,418.78 | 123,967.25 | — | — | — | 2.3 | 2.334 | JD | 25,044.45 | 46,000.00 | 6/20/2011 | 6/23/2016 | ||||||||||||||||
BRSXXXXXX | HUBBARD RADIO, LLC TERM LOAN | 2,007,500.00 | 2,007,500 | 2,000,000.00 | 2,007,500 | — | — | — | — | — | — | 8/28/2013 | 4/29/2019 | |||||||||||||||||||
BRSXXXXXX | BMC SOFTWARE FINANCE TERM LOAN | 1,251,562.50 | 1,251,562.5 | 1,250,000.00 | 1,251,562.5 | — | — | — | — | — | — | 8/19/2013 | 8/31/2020 | |||||||||||||||||||
BRSXXXXXX | BIOMET INC TERM LOAN | 7,853,490.65 | 7,853,490.65 | 7,807,737.31 | 7,853,490.65 | — | — | — | — | — | — | 9/12/2013 | 7/25/2017 | |||||||||||||||||||
BRSXXXXXX | SABRE HOLDINGS TERM LOAN | 1,813,175.00 | 1,813,175 | 1,820,000.00 | 1,813,175 | — | — | — | — | — | — | 9/19/2013 | 2/11/2019 | |||||||||||||||||||
BRSXXXXXX | HUBBARD RADIO, LLC TERM LOAN | 100,375.00 | 100,375 | 100,000.00 | 100,375 | — | — | — | — | — | — | 8/12/2013 | 4/29/2019 | |||||||||||||||||||
BRSXXXXXX | QUIKRETE TERM LOAN | 1,837,789.20 | 1,837,789.2 | 1,835,000.00 | 1,837,789.2 | — | — | — | — | — | — | 9/19/2013 | 9/30/2020 | |||||||||||||||||||
BRSXXXXXX | US AIR TERM LOAN | 1,245,093.75 | 1,245,093.75 | 1,250,000.00 | 1,245,093.75 | — | — | — | — | — | — | 8/15/2013 | 5/23/2019 | |||||||||||||||||||
BRSXXXXXX | AFFINIA GROUP INC. TERM LOAN | 701,304.84 | 701,304.84 | 698,250.00 | 701,304.84 | — | — | — | — | — | — | 6/5/2013 | 4/25/2020 | |||||||||||||||||||
BRSXXXXXX | MINIMAX VIKING GROUP TERM LOAN | 2,296,436.43 | 2,296,436.43 | 2,285,000.00 | 2,296,436.43 | — | — | — | — | — | — | 8/8/2013 | 8/8/2020 | |||||||||||||||||||
BRSXXXXXX | PEABODY ENERGY CORP. TERM LOAN | 2,200,108.80 | 2,200,108.8 | 2,220,000.00 | 2,200,108.8 | — | — | — | — | — | — | 9/20/2013 | 9/20/2020 | |||||||||||||||||||
BRSXXXXXX | NORTHERN START HOLDINGS II (NSG) | 525,733.88 | 525,733.88 | 521,173.61 | 525,733.88 | — | — | — | — | — | — | 9/23/2013 | 12/11/2019 | |||||||||||||||||||
BRSXXXXXX | JARDEN CORPORATION | 4,063,593.10 | 4,063,593.1 | 4,060,000.00 | 4,063,593.1 | — | — | — | — | — | — | 9/18/2013 | 9/30/2020 | |||||||||||||||||||
BRSXXXXXX | NINE ENTERTAINMENT | 1,000,000.00 | 1,000,000 | 1,000,000.00 | 1,000,000 | — | — | — | — | — | — | 9/11/2013 | 2/5/2020 | |||||||||||||||||||
BRSXXXXXX | FIELDWOOD ENERGY | 1,096,144.28 | 1,096,144.28 | 1,095,000.00 | 1,096,144.28 | — | — | — | — | — | — | 9/25/2013 | 9/25/2018 | |||||||||||||||||||
BRSXXXXXX | NATIONAL CINEMEDIA TERM LOAN | 248,571.25 | 248,571.25 | 250,000.00 | 248,571.25 | — | — | — | — | — | — | 9/13/2013 | 11/26/2019 |
BRSXXXXXX | BELDEN INC. TERM LOAN | 1,118,484.38 | 1,118,484.38 | 1,115,000.00 | 1,118,484.38 | — | — | — | — | — | — | 9/25/2013 | 9/27/2020 | |||||||||||||||||||
BRSXXXXXX | DELL INC. TERM LOAN | 1,085,856.46 | 1,085,856.46 | 1,117,381.46 | 1,085,856.46 | — | — | — | — | — | — | 9/24/2013 | 4/30/2020 | |||||||||||||||||||
BRSXXXXXX | PINNACLE FOODS TERM LOAN | 991,250.00 | 991,250 | 1,000,000.00 | 991,250 | — | — | — | — | — | — | 9/10/2013 | 4/29/2020 | |||||||||||||||||||
BRSXXXXXX | MISSION BROADCASTING TERM LOAN | 816,310.63 | 816,310.63 | 812,500.00 | 816,310.63 | — | — | — | — | — | — | 9/24/2013 | 10/1/2020 | |||||||||||||||||||
BRSXXXXXX | NEXSTAR BROADCASTING TERM LOAN | 163,262.13 | 163,262.13 | 162,500.00 | 163,262.13 | — | — | — | — | — | — | 9/24/2013 | 10/1/2020 | |||||||||||||||||||
BRSXXXXXX | PINNACLE FOODS TERM LOAN | 1,980,523.81 | 1,980,523.81 | 1,994,987.47 | 1,980,523.81 | — | — | — | — | — | — | 9/13/2013 | 4/29/2020 | |||||||||||||||||||
BRSXXXXXX | PINNACLE FOODS TERM LOAN | 1,485,392.86 | 1,485,392.86 | 1,496,240.60 | 1,485,392.86 | — | — | — | — | — | — | 8/26/2013 | 4/29/2020 | |||||||||||||||||||
BRSXXXXXX | HILTON WORLDWIDE FINANCE | 9,843,326.35 | 9,843,326.35 | 9,845,000.00 | 9,843,326.35 | — | — | — | — | — | — | 9/23/2013 | 10/25/2018 | |||||||||||||||||||
BRSXXXXXX | ACTIVISION BLIZZARD TERM LOAN | 2,039,649.15 | 2,039,649.15 | 2,055,000.00 | 2,039,649.15 | — | — | — | — | — | — | 9/12/2013 | 10/11/2020 | |||||||||||||||||||
24422ERK7 | JOHN DEERE CAPITAL CORP CORP BND MTN | 505,585.00 | 504,797.85 | 500,000.00 | 504,815.29 | (17.44 | ) | 769.71 | — | — | 1.25 | 0.423 | JD | 2,065.97 | (902.78 | ) | 7/19/2013 | 12/2/2014 | ||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 10,272,020.25 | 10,278,447.67 | 10,275,000.00 | 10,272,957.37 | 5,490.30 | — | — | — | 1.4 | 1.406 | MS | 6,393.33 | 143,850.00 | 2/22/2012 | 3/15/2017 | ||||||||||||||||
24422ERU5 | JOHN DEERE CAPITAL CORP CORP BND | 5,000,000.00 | 5,004,850 | 5,000,000.00 | 5,000,000 | 4,850.00 | — | — | — | 0.416 | 0.699 | JAJO | 3,927.94 | 16,961.47 | 6/26/2012 | 4/25/2014 | ||||||||||||||||
24422ERZ4 | JOHN DEERE CAPITAL CORP UNSECURED CORP | 634,326.90 | 631,740.46 | 635,000.00 | 634,480.53 | (2,740.07 | ) | — | — | — | 0.75 | 0.786 | JJ | 912.82 | 2,368.02 | 1/17/2013 | 1/22/2016 | |||||||||||||||
24422ESB6 | JOHN DEERE CAPITAL CORP CORP BND MTN | 4,988,450.00 | 4,906,237.4 | 5,000,000.00 | 4,989,694.88 | (83,457.48 | ) | — | — | — | 1.3 | 1.348 | MS | 3,430.56 | 32,680.56 | 3/6/2013 | 3/12/2018 | |||||||||||||||
2515A0Q30 | DEUTSCHE BK LDN CORP BND | F | 2,076,360.00 | 2,056,180 | 2,000,000.00 | 2,056,215.9 | (35.90 | ) | 20,144.1 | — | — | 3.875 | 0.667 | FA | 9,256.94 | 15,284.72 | 6/4/2013 | 8/18/2014 | ||||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 9,444,640.00 | 9,386,807.75 | 9,400,000.00 | 9,436,434.22 | (49,626.47 | ) | 10,866.82 | — | — | 1.5 | 1.389 | MN | 54,833.33 | 70,500.00 | 9/25/2012 | 5/11/2017 | ||||||||||||||
25243YAS8 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 6,987,120.00 | 6,946,563.26 | 7,000,000.00 | 6,988,922.66 | (42,359.40 | ) | — | — | — | 0.625 | 0.687 | AO | 18,472.22 | — | 4/24/2013 | 4/29/2016 | ||||||||||||||
25243YAT6 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 2,485,750.00 | 2,411,156.08 | 2,500,000.00 | 2,486,923.6 | (75,767.52 | ) | — | — | — | 1.125 | 1.243 | AO | 11,875 | — | 4/24/2013 | 4/29/2018 | ||||||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC CORP BND | 5,665,268.75 | 5,703,918.4 | 5,525,000.00 | 5,622,581.17 | 81,337.23 | 25,350 | — | — | 3.125 | 2.351 | FA | 22,061.63 | 139,496.54 | 2/21/2013 | 2/15/2016 | ||||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 9,374,202.75 | 9,110,707.86 | 8,745,000.00 | 9,199,557.61 | (88,849.75 | ) | 137,307.21 | — | — | 3.5 | 1.308 | MS | 25,506.25 | 385,408.33 | 10/16/2012 | 3/1/2016 | |||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 2,996,986.10 | 3,000,975.96 | 3,000,000.00 | 2,997,852.9 | 3,123.06 | — | — | — | 2.4 | 2.422 | MS | 3,200 | 72,000.00 | 5/15/2012 | 3/15/2017 | ||||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP | 11,496,881.75 | 11,370,182.93 | 11,575,000.00 | 11,509,267 | (139,084.07 | ) | — | — | — | 1.1 | 1.24 | JD | 42,441.67 | 66,769.08 | 2/11/2013 | 12/1/2017 | |||||||||||||||
25600WAA8 | DNB BOLIGKREDITT AS CORP BND 144A | F | 9,671,647.51 | 9,869,950.96 | 9,600,000.00 | 9,635,054.47 | 234,896.49 | 15,298.71 | — | — | 2.1 | 1.915 | AO | 93,519.99 | 100,800.00 | 11/14/2012 | 10/14/2015 | |||||||||||||||
25600WAB6 | DNB BOLIGKREDITT AS CORP BND 144A | F | 8,395,963.00 | 8,589,745.26 | 8,200,000.00 | 8,331,135.8 | 258,609.46 | 47,372.57 | — | — | 2.9 | 2.235 | MS | 1,321.11 | 365,174.44 | 6/12/2012 | 3/29/2016 | |||||||||||||||
26138EAM1 | DR PEPPER SNAPPLE GROUP INC CORP BND | 1,423,418.25 | 1,477,045.9 | 1,425,000.00 | 1,424,251.07 | 52,794.83 | — | — | — | 2.9 | 2.924 | JJ | 8,724.17 | 41,325.00 | 1/6/2011 | 1/15/2016 | ||||||||||||||||
263534BQ1 | EI DU PONT DE NEMOURS & CO CORP BND | 2,202,898.00 | 2,142,818.23 | 1,900,000.00 | 2,153,854.25 | (11,036.02 | ) | 49,043.75 | — | — | 5.25 | 1.003 | JD | 29,370.83 | 33,527.08 | 2/11/2013 | 12/15/2016 | |||||||||||||||
263534CH0 | EI DU PONT DE NEMOURS & CO CORP BND | 4,140,000.00 | 4,148,900.83 | 4,140,000.00 | 4,140,000 | 8,900.83 | 6,714.23 | — | — | 0.671 | 0.728 | MJSD | 462.71 | 46,766.78 | 3/22/2011 | 3/25/2014 | ||||||||||||||||
263901AE0 | DUKE ENERGY INDIANA INC SECURED CORP BND | 585,000.00 | 585,981.09 | 585,000.00 | 585,000 | 981.09 | — | — | — | 0.619 | 0.619 | JAJO | 804.83 | — | 7/8/2013 | 7/11/2016 | ||||||||||||||||
264399EM4 | DUKE ENERGY CORP CORP BND | 5,868,267.80 | 5,540,868.08 | 5,095,000.00 | 5,531,322.34 | 9,545.74 | 160,810.42 | — | — | 5.3 | 0.966 | AO | 135,017.5 | 135,017.50 | 3/1/2012 | 10/1/2015 | ||||||||||||||||
26441CAE5 | DUKE ENERGY CORP CORP BND | 1,052,000.00 | 1,036,324.01 | 1,000,000.00 | 1,037,000.62 | (676.61 | ) | 14,999.38 | — | — | 3.35 | 0.862 | AO | 16,750 | 3,815.28 | 2/14/2013 | 4/1/2015 | |||||||||||||||
268648AP7 | EMC CORP SENIOR CORP BND | 1,998,860.00 | 1,989,782.86 | 2,000,000.00 | 1,998,928.6 | (9,145.74 | ) | — | — | — | 1.875 | 1.887 | JD | 11,979.16 | 11,375.42 | 6/3/2013 | 6/1/2018 | |||||||||||||||
273323AA3 | EAST LANE RE LTD CORP BND | F | 5,000,000.00 | 5,075,200 | 5,000,000.00 | 5,000,000 | 75,200.00 | — | — | — | 5.758 | 5.912 | MJSD | 11,994.79 | 218,040.89 | 3/1/2011 | 3/14/2016 | |||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228.00 | 834,555.24 | 825,000.00 | 822,929.29 | 11,625.95 | — | — | — | 2.4 | 2.472 | JD | 6,600 | 9,900.00 | 5/29/2012 | 6/1/2017 | ||||||||||||||||
278642AB9 | EBAY INC. CORP BND | 6,110,519.26 | 6,174,160.51 | 6,058,000.00 | 6,104,734.2 | 69,426.31 | 12,651.47 | — | — | 1.625 | 1.238 | AO | 45,392.93 | 31,346.25 | 7/22/2013 | 10/15/2015 |
278642AG8 | EBAY INC. SENIOR CORP BND | 6,367,171.65 | 6,267,595.38 | 6,300,000.00 | 6,354,267.72 | (86,672.34 | ) | 10,669.95 | — | — | 1.35 | 1.117 | JJ | 17,955 | 82,923.76 | 11/8/2012 | 7/15/2017 | |||||||||||||||
29079DAB2 | EMBARCADERO REINSURANCE LTD CORP BND | F | 6,500,000.00 | 6,752,005 | 6,500,000.00 | 6,500,000 | 252,005.00 | — | — | — | 5.02 | — | FMAN | 54,535.36 | 243,123.84 | 7/26/2012 | 2/7/2017 | |||||||||||||||
29268BAD3 | ENEL FINANCE INTERNATIONAL NV CORP BND | F | 1,241,598.75 | 1,256,421.25 | 1,225,000.00 | 1,228,977.39 | 27,443.86 | 2,831.99 | — | — | 3.875 | 3.547 | AO | 22,943.23 | 23,734.38 | 3/30/2010 | 10/7/2014 | |||||||||||||||
293791AN9 | ENTERPRISE PRODUCTS OPERATING CORP BND | 1,193,423.00 | 1,154,791 | 1,100,000.00 | 1,154,889.97 | (98.97 | ) | 38,533.03 | — | — | 5.6 | 0.765 | AO | 28,404.44 | 16,768.88 | 1/2/2013 | 10/15/2014 | |||||||||||||||
293791AR0 | ENTERPRISE PRODUCTS OPERATING CORP BND | 4,324,320.00 | 4,228,770.16 | 4,000,000.00 | 4,237,182.58 | (8,412.42 | ) | 87,137.42 | — | — | 5 | 0.784 | MS | 16,666.66 | 88,333.34 | 3/19/2013 | 3/1/2015 | |||||||||||||||
29379VAX1 | ENTERPRISE PRODUCTS OPERATING SENIOR | 3,651,896.50 | 3,671,796.92 | 3,650,000.00 | 3,651,187.18 | 20,609.74 | 821.03 | — | — | 1.25 | 1.232 | FA | 6,083.34 | 63,368.06 | 8/6/2012 | 8/13/2015 | ||||||||||||||||
30219GAD0 | ARISTOTLE HOLDING INC SENIOR CORP BND | 4,067,024.68 | 4,228,454.4 | 4,100,000.00 | 4,072,564.2 | 155,890.20 | — | — | — | 2.65 | 1.732 | FA | 13,883.06 | 63,680.97 | 1/14/2013 | 2/15/2017 | ||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.50 | 346,141.97 | 350,000.00 | 349,345.31 | (3,203.34 | ) | — | — | — | 2 | 2.049 | AO | 3,500 | 3,694.44 | 9/18/2012 | 10/1/2017 | |||||||||||||||
302570BC9 | NEXTERA ENERGY CAPITAL HOLDING CORP BND | 7,402,175.00 | 6,882,540.14 | 6,050,000.00 | 6,595,845.23 | 286,694.91 | 176,017.54 | — | — | 7.875 | 3.581 | JD | 140,284.38 | 238,218.75 | 2/17/2010 | 12/15/2015 | ||||||||||||||||
337738AH1 | FISERV INC CORP BND | 1,578,345.00 | 1,559,122.82 | 1,500,000.00 | 1,560,531.03 | (1,408.21 | ) | 17,813.97 | — | — | 3.125 | 1.08 | AO | 23,437.5 | 4,557.29 | 2/21/2013 | 10/1/2015 | |||||||||||||||
337738AK4 | FISERV INC CORP BND | 789,567.50 | 783,704.8 | 750,000.00 | 784,372.12 | (667.32 | ) | 5,195.38 | — | — | 3.125 | 1.392 | JD | 6,901.04 | 2,864.58 | 8/6/2013 | 6/15/2016 | |||||||||||||||
341099CQ0 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 4,772,675.81 | 4,735,376.56 | 4,771,000.00 | 4,772,574.44 | (37,197.88 | ) | 783.94 | — | — | 0.65 | 0.634 | MN | 11,715.46 | 10,297.54 | 3/21/2013 | 11/15/2015 | |||||||||||||||
35177PAS6 | FRANCE TELECOM SA CORP BND | F | 4,334,534.04 | 4,226,185.32 | 4,116,000.00 | 4,194,848.41 | 31,336.91 | 57,280.29 | — | — | 4.375 | 1.852 | JJ | 41,517.29 | 114,206.94 | 4/4/2013 | 7/8/2014 | |||||||||||||||
35177PAU1 | FRANCE TELECOM SA CORP BND | F | 996,600.00 | 1,014,801.18 | 1,000,000.00 | 998,623.9 | 16,177.28 | — | — | — | 2.125 | 2.197 | MS | 885.42 | 21,250.00 | 9/7/2010 | 9/16/2015 | |||||||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 2,834,467.50 | 2,794,309.21 | 2,850,000.00 | 2,837,554.58 | (43,245.37 | ) | — | — | — | 1.375 | 1.489 | MS | 1,741.67 | 38,207.82 | 11/8/2012 | 9/15/2017 | |||||||||||||||
35671DAW5 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,345,980.00 | 3,325,923.15 | 3,350,000.00 | 3,347,247.01 | (21,323.86 | ) | — | — | — | 2.15 | 2.175 | MS | 6,002.09 | 72,025.00 | 2/8/2012 | 3/1/2017 | |||||||||||||||
35671DBE4 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,769,623.00 | 3,640,252.96 | 3,770,000.00 | 3,769,674.18 | (129,421.22 | ) | — | — | — | 2.375 | 2.377 | MS | 3,979.44 | 52,296.84 | 2/28/2013 | 3/15/2018 | |||||||||||||||
369550AQ1 | GENERAL DYNAMICS CORP CORP BND | 1,149,579.40 | 1,128,127.38 | 1,090,000.00 | 1,134,719.13 | (6,591.75 | ) | 11,871.16 | — | — | 2.25 | 0.76 | JJ | 5,177.5 | 24,525.00 | 10/18/2012 | 7/15/2016 | |||||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 14,315,410.88 | 14,010,870.13 | 14,463,000.00 | 14,332,217.79 | (321,347.66 | ) | — | — | — | 1 | 1.225 | MN | 54,638.01 | 56,998.06 | 7/15/2013 | 11/15/2017 | |||||||||||||||
369604BE2 | GENERAL ELECTRIC CO SENIOR CORP BND | 2,774,250.75 | 2,780,757.6 | 2,775,000.00 | 2,774,492.96 | 6,264.64 | — | — | — | 0.85 | 0.859 | AO | 11,269.58 | 42,054.93 | 12/28/2012 | 10/9/2015 | ||||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 261,337.50 | 290,830.1 | 250,000.00 | 257,501.75 | 33,328.35 | 804.1 | — | — | 6 | 5.395 | FA | 2,250 | 15,000.00 | 10/29/2009 | 8/7/2019 | ||||||||||||||||
36962G4T8 | GENERAL ELECTRIC CAP CORP CORP BND | 7,243,470.00 | 7,733,939.08 | 7,550,000.00 | 7,410,668.96 | 323,270.12 | — | — | — | 2.25 | 3.162 | MN | 67,006.26 | 84,937.50 | 2/22/2012 | 11/9/2015 | ||||||||||||||||
36962G5M2 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 1,648,284.00 | 1,682,858.1 | 1,650,000.00 | 1,649,259.26 | 33,598.84 | — | — | — | 2.15 | 2.186 | JJ | 8,080.41 | 35,475.00 | 12/28/2012 | 1/9/2015 | ||||||||||||||||
36962G6K5 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 5,018,400.00 | 4,948,447.8 | 5,000,000.00 | 5,016,181.13 | (67,733.33 | ) | 2,218.87 | — | — | 1.6 | 1.519 | MN | 29,111.11 | 65,111.11 | 2/21/2013 | 11/20/2017 | |||||||||||||||
36962G6M1 | GENERAL ELECTRIC CAP CORP SECURED CORP | 1,265,636.06 | 1,258,639.03 | 1,258,000.00 | 1,263,952.27 | (5,313.24 | ) | 1,683.79 | — | — | 1 | 0.782 | JD | 3,843.89 | 4,053.56 | 2/12/2013 | 12/11/2015 | |||||||||||||||
36962G6N9 | GENERAL ELECTRIC CAP CORP SECURED CORP | 2,000,000.00 | 2,017,220 | 2,000,000.00 | 2,000,000 | 17,220.00 | — | — | — | 0.856 | 0.911 | MJSD | 951 | 13,475.74 | 12/5/2012 | 12/11/2015 | ||||||||||||||||
36962G6P4 | GENERAL ELECTRIC CAP CORP SECURED CORP | 3,505,705.00 | 3,422,045.2 | 3,500,000.00 | 3,505,474.55 | (83,429.35 | ) | 230.45 | — | — | 2.1 | 2.073 | JD | 22,458.33 | (1,633.33 | ) | 6/14/2013 | 12/11/2019 | ||||||||||||||
36962G6R0 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 10,273,872.93 | 10,268,041.79 | 10,267,000.00 | 10,272,667.52 | (4,625.73 | ) | 3,729.9 | — | — | 1 | 0.975 | JJ | 23,671.14 | 73,696.11 | 2/11/2013 | 1/8/2016 | |||||||||||||||
36962G6Z2 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 3,308,940.80 | 3,331,137.53 | 3,310,000.00 | 3,309,017.06 | 22,120.47 | — | — | — | 1.5 | 1.511 | JJ | 10,895.42 | — | 7/9/2013 | 7/12/2016 | ||||||||||||||||
36962G7A6 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 320,000.00 | 321,142.43 | 320,000.00 | 320,000 | 1,142.43 | — | — | — | 0.919 | 0.919 | JAJO | 661.75 | — | 7/9/2013 | 7/12/2016 | ||||||||||||||||
370334BQ6 | GENERAL MILLS INC SENIOR CORP BND | 50,000.00 | 50,035.62 | 50,000.00 | 50,000 | 35.62 | 522.79 | — | — | 0.564 | 0.601 | JAJO | 50.12 | 10,982.59 | 1/28/2013 | 1/29/2016 | ||||||||||||||||
373334JM4 | GEORGIA POWER COMPANY CORP BND | 13,105,434.50 | 11,699,279.5 | 11,650,000.00 | 11,685,789.53 | 13,489.97 | 315,866.15 | — | — | 6 | 2.311 | MN | 291,250 | 349,500.00 | 4/9/2010 | 11/1/2013 | ||||||||||||||||
373334JV4 | GEORGIA POWER COMPANY CORP BND | 3,399,082.00 | 3,547,761.69 | 3,400,000.00 | 3,399,511.62 | 148,250.07 | — | — | — | 3 | 3.006 | AO | 47,033.33 | 51,000.00 | 4/12/2011 | 4/15/2016 | ||||||||||||||||
373334KB6 | GEORGIA POWER COMPANY SENIOR CORP BND | 1,555,600.23 | 1,553,737.87 | 1,555,000.00 | 1,555,371.26 | (1,633.39 | ) | 228.97 | — | — | 0.574 | 0.541 | MJSD | 372.17 | 7,074.48 | 6/18/2013 | 3/15/2016 |
377372AD9 | GLAXOSK CAP INC CORP BND | 4,834,520.00 | 4,649,119.88 | 4,000,000.00 | 4,741,928.54 | (92,808.66 | ) | 92,591.46 | — | — | 5.65 | 1.483 | MN | 85,377.78 | 50,222.22 | 2/20/2013 | 5/15/2018 | |||||||||||||||
377372AG2 | GLAXOSK CAP INC SENIOR CORP BND | 4,594,020.00 | 4,591,557.16 | 4,600,000.00 | 4,595,078.62 | (3,521.46 | ) | — | — | — | 0.7 | 0.744 | MS | 1,162.78 | 23,275.00 | 3/13/2013 | 3/18/2016 | |||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP | F | 6,277,383.00 | 6,315,413.07 | 6,300,000.00 | 6,283,515.36 | 31,897.71 | — | — | — | 1.5 | 1.575 | MN | 37,537.49 | 47,250.00 | 5/2/2012 | 5/8/2017 | |||||||||||||||
378272AD0 | GLENCORE FUNDING LLC SENIOR CORP BND | R | 7,740,681.63 | 7,513,598.41 | 8,083,000.00 | 7,752,679.11 | (239,080.70 | ) | — | — | — | 2.5 | 3.331 | JJ | 42,660.28 | 54,271.46 | 7/23/2013 | 1/15/2019 | ||||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC CORP BND | 819,037.50 | 773,100 | 750,000.00 | 759,630.03 | 13,469.97 | 49,505.16 | — | — | 6 | 3.755 | MN | 18,750 | 144,816.67 | 10/29/2009 | 5/1/2014 | ||||||||||||||||
38141EA74 | GOLDMAN SACHS GROUP INC CORP BND | 2,262,884.00 | 2,308,809.42 | 2,212,000.00 | 2,241,086.54 | 67,722.88 | 11,603.49 | — | — | 3.7 | 2.953 | FA | 13,640.67 | 81,844.00 | 10/17/2012 | 8/1/2015 | ||||||||||||||||
38141EB32 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 2,017,500.00 | 2,013,636.62 | 2,000,000.00 | 2,013,744.91 | (108.29 | ) | 3,755.09 | — | — | 1.6 | 1.274 | MN | 11,377.78 | 7,733.33 | 2/21/2013 | 11/23/2015 | |||||||||||||||
38141GDZ4 | GOLDMAN SACHS GROUP INC CORP BND | 2,494,525.00 | 2,496,974.95 | 2,500,000.00 | 2,495,207.84 | 1,767.11 | — | — | — | 0.769 | 0.918 | JAJO | 4,326.19 | 2,189.79 | 7/23/2013 | 1/12/2015 | ||||||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC CORP BND | 4,431,536.00 | 4,548,459.78 | 4,325,000.00 | 4,363,776.2 | 184,683.58 | 26,367.09 | — | — | 5.125 | 4.4 | JJ | 46,794.09 | 298,175.36 | 1/19/2012 | 1/15/2015 | ||||||||||||||||
38141GEE0 | GOLDMAN SACHS GROUP INC CORP BND | 5,550,450.00 | 5,434,337.25 | 5,000,000.00 | 5,438,645.53 | (4,308.28 | ) | 111,804.47 | — | — | 5.35 | 1.438 | JJ | 56,472.22 | 102,541.67 | 2/22/2013 | 1/15/2016 | |||||||||||||||
38141GFG4 | GOLDMAN SACHS GROUP INC CORP BND | 3,062,317.50 | 3,111,398.24 | 2,750,000.00 | 3,058,651.71 | 52,746.53 | 3,665.79 | — | — | 5.95 | 3.137 | JJ | 33,179.51 | (24,089.24 | ) | 9/6/2013 | 1/18/2018 | |||||||||||||||
38141GGT5 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 1,631,678.75 | 1,679,151.34 | 1,625,000.00 | 1,631,072.85 | 48,078.49 | 1,053.02 | — | — | 3.3 | 3.055 | MN | 22,045.84 | 21,427.08 | 6/26/2013 | 5/3/2015 | ||||||||||||||||
38141GRC0 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 9,283,045.00 | 9,187,936.29 | 9,250,000.00 | 9,277,111.25 | (89,174.96 | ) | 13,633.42 | — | — | 2.375 | 2.3 | JJ | 42,106.77 | 106,875.01 | 6/25/2013 | 1/22/2018 | |||||||||||||||
38141GVK7 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 5,350,000.00 | 5,361,930.88 | 5,350,000.00 | 5,350,000 | 11,930.88 | — | — | — | 1.465 | 1.476 | JAJO | 13,716.07 | 19,955.44 | 4/25/2013 | 4/30/2018 | ||||||||||||||||
38259PAC6 | GOOGLE CORP BND | 2,065,620.00 | 2,072,877.8 | 2,000,000.00 | 2,063,786.52 | 9,091.28 | 1,833.48 | — | — | 2.125 | 0.897 | MN | 15,583.34 | (12,277.78 | ) | 8/28/2013 | 5/19/2016 | |||||||||||||||
40414LAB5 | HCP CORP BND | 2,982,845.25 | 2,994,427.06 | 2,975,000.00 | 2,975,899.11 | 18,527.95 | 1,994.43 | — | — | 2.7 | 2.608 | FA | 13,387.5 | 80,325.00 | 1/20/2011 | 2/1/2014 | ||||||||||||||||
40428HPG1 | HSBC BANK USA INC SENIOR CORP BND | 1,596,592.00 | 1,633,595.2 | 1,600,000.00 | 1,598,417.04 | 35,178.16 | 9,102.66 | — | — | 2.375 | 2.449 | FA | 5,066.67 | 144,875.00 | 2/8/2012 | 2/13/2015 | ||||||||||||||||
40428HPH9 | HSBC BANK USA INC SENIOR CORP BND | 6,072,582.60 | 5,949,732.32 | 6,090,000.00 | 6,075,201.12 | (125,468.80 | ) | — | — | — | 1.625 | 1.684 | JJ | 20,617.19 | 56,628.54 | 12/13/2012 | 1/16/2018 | |||||||||||||||
40428HPJ5 | HSBC BANK USA INC SENIOR CORP BND | 938,383.20 | 953,410.96 | 940,000.00 | 938,389.08 | 15,021.88 | — | — | — | 2.625 | 2.662 | MS | 477.14 | — | 9/17/2013 | 9/24/2018 | ||||||||||||||||
40428HPK2 | HSBC BANK USA INC SENIOR CORP BND | 6,250,000.00 | 6,274,550.32 | 6,250,000.00 | 6,250,000 | 24,550.32 | — | — | — | 1.13 | 1.13 | MJSD | 1,354.69 | — | 9/17/2013 | 9/24/2018 | ||||||||||||||||
406216BC4 | HALLIBURTON COMPANY SENIOR CORP BND | 499,645.00 | 499,079.9 | 500,000.00 | 499,655.37 | (575.47 | ) | — | — | — | 2 | 2.015 | FA | 1,555.56 | — | 7/29/2013 | 8/1/2018 | |||||||||||||||
41283LAA3 | HARLEY-DAVIDSON FINANCIAL CORP BND 144A | 2,329,200.00 | 2,338,202.54 | 2,250,000.00 | 2,295,784.81 | 42,417.73 | 17,070.55 | — | — | 3.875 | 3.009 | MS | 3,875 | 197,302.08 | 10/27/2011 | 3/15/2016 | ||||||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 3,495,559.23 | 3,436,889.61 | 3,500,000.00 | 3,496,399.43 | (59,509.82 | ) | 457.93 | — | — | 1.4 | 1.426 | AO | 24,500 | 30,858.33 | 10/3/2012 | 10/1/2017 | ||||||||||||||
423012AC7 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 1,993,785.13 | 1,992,772.92 | 1,995,000.00 | 1,994,178.63 | (1,405.71 | ) | 350.01 | — | — | 0.8 | 0.821 | AO | 7,980 | 7,581.00 | 10/3/2012 | 10/1/2015 | ||||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 1,321,912.75 | 1,327,969.2 | 1,325,000.00 | 1,323,052.6 | 4,916.60 | — | — | — | 1.5 | 1.549 | MN | 8,281.25 | 21,187.50 | 11/8/2011 | 11/1/2016 | ||||||||||||||||
428236AT0 | HEWLETT-PACKARD CO CORP BND | 6,576,217.00 | 6,106,509.75 | 5,975,000.00 | 6,029,664.86 | 76,844.89 | 95,695.75 | — | — | 6.125 | 3.889 | MS | 30,497.4 | 365,968.76 | 10/26/2009 | 3/1/2014 | ||||||||||||||||
428236AV5 | HEWLETT-PACKARD CO CORP BND | 6,563,408.65 | 6,235,534.25 | 6,079,000.00 | 6,159,826.4 | 75,707.85 | 109,553.68 | — | — | 4.75 | 2.73 | JD | 95,448.75 | 203,487.36 | 4/9/2010 | 6/2/2014 | ||||||||||||||||
428236BJ1 | HEWLETT-PACKARD CO CORP BND | 5,205,000.00 | 5,205,051.99 | 5,205,000.00 | 5,205,000 | 51.99 | — | — | — | 0.661 | 0.654 | FMAN | 3,055.91 | 43,462.01 | 5/25/2011 | 5/30/2014 | ||||||||||||||||
428236BW2 | HEWLETT-PACKARD CO UNSEC CORP BND | 1,874,718.75 | 1,896,853.35 | 1,875,000.00 | 1,874,795.96 | 22,057.39 | — | — | — | 2.6 | 2.603 | MS | 2,166.67 | 68,972.22 | 3/7/2012 | 9/15/2017 | ||||||||||||||||
437076BB7 | HOME DEPOT INC SENIOR CORP BND | 1,972,215.25 | 2,000,507.66 | 1,975,000.00 | 1,972,245.94 | 28,261.72 | — | — | — | 2.25 | 2.28 | MS | 2,592.19 | 625.00 | 9/3/2013 | 9/10/2018 | ||||||||||||||||
44328MAL8 | HSBC BANK PLC CORP BND 144A | F | 4,685,175.00 | 4,719,033.05 | 4,500,000.00 | 4,668,898.12 | 50,134.93 | 16,276.88 | — | — | 3.1 | 1.645 | MN | 49,212.5 | (12,787.50 | ) | 6/24/2013 | 5/24/2016 | ||||||||||||||
44328MBT0 | HSBC BANK PLC SENIOR CORP BND 144A | F | 10,549,697.50 | 10,402,475.29 | 10,750,000.00 | 10,551,649.96 | (149,174.67 | ) | — | — | — | 1.5 | 1.916 | MN | 60,916.67 | (26,041.67 | ) | 9/17/2013 | 5/15/2018 | |||||||||||||
44920UAC2 | HYUNDAI CAP SVC CORP BND 144A | F | 2,982,210.00 | 3,202,377.36 | 3,000,000.00 | 2,990,338.18 | 212,039.18 | — | — | — | 4.375 | 4.498 | JJ | 23,333.33 | 131,250.00 | 1/20/2011 | 7/27/2016 | |||||||||||||||
44923QAB0 | HYUNDAI CAPITAL AMERICA CORP BND 144A | 1,991,020.00 | 2,109,296.26 | 2,000,000.00 | 1,993,765.83 | 115,530.43 | — | — | — | 4 | 4.092 | JD | 25,111.11 | 40,000.00 | 12/1/2011 | 6/8/2017 |
449786AN2 | INT'L NEDERLAND BANK NV CORP BND 144A | F | 2,375,000.00 | 2,394,736.1 | 2,375,000.00 | 2,375,000 | 19,736.10 | — | — | — | 1.658 | 1.652 | MJSD | 2,406.55 | 30,400.00 | 6/1/2011 | 6/9/2014 | |||||||||||||||
449786AR3 | INT'L NEDERLAND BANK NV CORP BND 144A | F | 3,714,234.75 | 3,781,288.21 | 3,725,000.00 | 3,717,807.63 | 63,480.58 | — | — | — | 2 | 2.1 | MS | 1,241.67 | 74,500.00 | 9/18/2012 | 9/25/2015 | |||||||||||||||
449786AW2 | INT'L NEDERLAND BANK NV SENIOR CORP BND | F | 8,120,000.00 | 8,178,869.84 | 8,120,000.00 | 8,120,000 | 58,869.84 | — | — | — | 1.208 | 1.233 | MJSD | 5,994.86 | 51,562.00 | 2/28/2013 | 3/7/2016 | |||||||||||||||
449786AX0 | INT'L NEDERLAND BANK NV SENIOR CORP BND | F | 748,440.00 | 748,205.68 | 750,000.00 | 748,729.44 | (523.76 | ) | — | — | — | 1.375 | 1.446 | MS | 687.5 | 5,156.25 | 2/28/2013 | 3/7/2016 | ||||||||||||||
458140AH3 | INTEL CORP CORP BND | 1,797,246.00 | 1,851,745.34 | 1,800,000.00 | 1,798,329.45 | 53,415.89 | — | — | — | 1.95 | 1.982 | AO | 17,550 | 17,550.00 | 9/14/2011 | 10/1/2016 | ||||||||||||||||
459200GN5 | INTERNATIONAL BUSINESS MACHINE CORP BND | 1,250,026.50 | 1,127,295 | 1,125,000.00 | 1,126,167.39 | 1,127.61 | 22,651.76 | — | — | 6.5 | 3.737 | AO | 33,718.75 | 36,562.50 | 6/11/2009 | 10/15/2013 | ||||||||||||||||
459200GX3 | INTERNATIONAL BUSINESS MACHINE CORP BND | 2,598,825.00 | 2,577,882.38 | 2,500,000.00 | 2,582,172.61 | (4,290.23 | ) | 16,652.39 | — | — | 1.95 | 0.764 | JJ | 9,343.75 | 18,687.50 | 2/27/2013 | 7/22/2016 | |||||||||||||||
459200HB0 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,127,963.50 | 4,158,553.15 | 4,150,000.00 | 4,139,169.04 | 19,384.11 | — | — | — | 0.55 | 0.745 | FA | 3,487.15 | 26,904.17 | 5/1/2012 | 2/6/2015 | ||||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 3,260,491.75 | 3,233,551.27 | 3,275,000.00 | 3,265,179.87 | (31,628.60 | ) | — | — | — | 1.25 | 1.342 | FA | 6,254.33 | 40,937.50 | 2/22/2012 | 2/6/2017 | |||||||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE SENIOR | 4,542,447.00 | 4,569,951.02 | 4,550,000.00 | 4,545,920.78 | 24,030.24 | — | — | — | 0.75 | 0.806 | MN | 13,270.83 | 24,312.50 | 5/8/2012 | 5/11/2015 | ||||||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR | 1,149,710.10 | 1,136,146.56 | 1,155,000.00 | 1,150,374.9 | (14,228.34 | ) | — | — | — | 1.25 | 1.345 | FA | 2,125.52 | 38,669.80 | 2/5/2013 | 2/8/2018 | |||||||||||||||
459200HN4 | INTERNATIONAL BUSINESS MACHINE SENIOR | 650,000.00 | 650,006.49 | 650,000.00 | 650,000 | 6.49 | — | — | — | 0.296 | 0.296 | FMAN | 326.01 | — | 7/29/2013 | 7/29/2015 | ||||||||||||||||
46623EJB6 | JPMORGAN CHASE & CO SENIOR CORP BND | 913,842.00 | 910,066.3 | 900,000.00 | 912,109.33 | (2,043.03 | ) | 1,732.67 | — | — | 1.375 | 0.738 | MJSD | 275.04 | 3,354.89 | 6/14/2013 | 9/22/2015 | |||||||||||||||
46623EJF7 | JPMORGAN CHASE & CO CORP BND MTN | 775,000.00 | 776,867.73 | 775,000.00 | 775,000 | 1,867.73 | — | — | — | 1.065 | 1.103 | JAJO | 1,581.52 | 21,320.11 | 1/14/2011 | 1/24/2014 | ||||||||||||||||
46623EJP5 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 6,995,100.00 | 7,091,538.52 | 7,000,000.00 | 6,997,562.1 | 93,976.42 | — | — | — | 1.875 | 1.899 | MS | 4,010.41 | 156,234.40 | 3/14/2012 | 3/20/2015 | ||||||||||||||||
46623EJS9 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 5,431,411.80 | 5,417,604.22 | 5,400,000.00 | 5,425,150.15 | (7,545.93 | ) | 6,261.65 | — | — | 0.928 | 0.737 | JAJO | 10,858.77 | 15,394.22 | 3/25/2013 | 10/15/2015 | |||||||||||||||
46623EJU4 | JPMORGAN CHASE & CO SENIOR CORP BND | 7,141,348.50 | 7,124,624.36 | 7,150,000.00 | 7,143,049.2 | (18,424.84 | ) | — | — | — | 1.125 | 1.166 | FA | 7,820.32 | 48,031.25 | 2/21/2013 | 2/26/2016 | |||||||||||||||
46623EJV2 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 3,000,000.00 | 3,005,159.91 | 3,000,000.00 | 3,000,000 | 5,159.91 | — | — | — | 0.882 | 0.908 | FMAN | 2,572.79 | 23,241.06 | 2/21/2013 | 2/26/2016 | ||||||||||||||||
46625HCE8 | JPMORGAN CHASE & CO CORP BND | 182,024.50 | 184,267.09 | 175,000.00 | 177,010.79 | 7,256.30 | 1,014.8 | — | — | 4.75 | 3.908 | MS | 692.71 | 8,312.50 | 10/29/2009 | 3/1/2015 | ||||||||||||||||
46625HGY0 | JPMORGAN CHASE & CO CORP BND | 5,050,445.00 | 4,881,074.68 | 4,250,000.00 | 4,990,475.62 | (109,400.94 | ) | 59,969.38 | — | — | 6 | 1.763 | JJ | 53,833.33 | 38,250.00 | 5/16/2013 | 1/15/2018 | |||||||||||||||
46625HHP8 | JPMORGAN CHASE & CO CORP BND | 10,689,530.00 | 10,883,113.5 | 10,500,000.00 | 10,586,352.29 | 296,761.21 | 48,974.91 | — | — | 3.7 | 3.047 | JJ | 76,620.83 | 388,500.00 | 8/30/2012 | 1/20/2015 | ||||||||||||||||
46625HHX1 | JPMORGAN CHASE & CO CORP BND | 7,486,460.00 | 7,361,083.8 | 7,000,000.00 | 7,391,809.08 | (30,725.28 | ) | 96,199.29 | — | — | 3.45 | 1.097 | MS | 20,125 | 195,691.67 | 3/8/2013 | 3/1/2016 | |||||||||||||||
46625HJA9 | JPMORGAN CHASE & CO CORP BND | 8,464,007.00 | 8,409,452.71 | 8,025,000.00 | 8,390,107.14 | 19,345.57 | 88,945.77 | — | — | 3.15 | 1.46 | JJ | 60,388.13 | 139,501.25 | 4/11/2013 | 7/5/2016 | ||||||||||||||||
46625HJF8 | JPMORGAN CHASE & CO SENIOR CORP BND | 14,920,000.00 | 15,014,742.3 | 14,920,000.00 | 14,920,000 | 94,742.30 | — | — | — | 1.166 | 1.201 | JAJO | 32,857.66 | 89,134.41 | 1/17/2013 | 1/25/2018 | ||||||||||||||||
46625HJL5 | JPMORGAN CHASE & CO SENIOR CORP BND | 2,760,520.70 | 2,676,479.38 | 2,765,000.00 | 2,760,846.64 | (84,367.26 | ) | — | — | — | 1.625 | 1.659 | MN | 16,974.03 | 9,886.77 | 5/8/2013 | 5/15/2018 | |||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 127,210.6 | 125,000.00 | 123,456.95 | 3,753.65 | — | — | — | 2.95 | 3.15 | MS | 307.29 | 3,687.50 | 8/12/2010 | 9/1/2020 | ||||||||||||||||
478160AY0 | JOHNSON & JOHNSON SENIOR CORP BND | 526,270.00 | 517,805.33 | 500,000.00 | 518,458.93 | (653.60 | ) | 5,200.85 | — | — | 2.15 | 0.726 | MN | 4,061.11 | 5,375.00 | 8/13/2012 | 5/15/2016 | |||||||||||||||
48126EAA5 | JPMORGAN CHASE & CO SENIOR CORP BND | 5,073,790.00 | 5,039,077.4 | 5,000,000.00 | 5,066,385.36 | (27,307.96 | ) | 8,171.47 | — | — | 2 | 1.643 | FA | 12,777.78 | 135,388.89 | 4/8/2013 | 8/15/2017 | |||||||||||||||
487836BK3 | KELLOGG COMPANY SENIOR CORP BND | 1,200,000.00 | 1,202,504.76 | 1,200,000.00 | 1,200,000 | 2,504.76 | — | — | — | 0.495 | 0.522 | FMAN | 808.01 | 3,080.46 | 2/11/2013 | 2/13/2015 | ||||||||||||||||
50076QAK2 | KRAFT FOODS GROUP INC SENIOR CORP BND | 1,394,895.50 | 1,389,304.71 | 1,370,000.00 | 1,388,480.96 | 823.75 | 6,414.54 | — | — | 1.625 | 0.812 | JD | 7,235.31 | 5,828.33 | 2/26/2013 | 6/4/2015 | ||||||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 3,718,985.96 | 3,799,044.73 | 3,725,000.00 | 3,719,953.52 | 79,091.21 | — | — | — | 2.25 | 1.396 | JD | 27,006.25 | 32,360.93 | 1/16/2013 | 6/5/2017 | ||||||||||||||||
502413BA4 | L-3 COMMUNICATIONS CORP CORP BND | 3,430,392.00 | 3,393,226.45 | 3,225,000.00 | 3,426,911.21 | (33,684.76 | ) | 3,480.79 | — | — | 4.95 | 3.932 | FA | 20,398.13 | 3,568.12 | 8/8/2013 | 2/15/2021 | |||||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR | F | 3,041,246.50 | 3,037,315.72 | 3,050,000.00 | 3,043,379.1 | (6,063.38 | ) | — | — | — | 1.625 | 1.685 | JD | 12,665.98 | 24,781.26 | 6/26/2012 | 6/29/2017 | ||||||||||||||
52206AAB6 | LEASEPLAN CORPORATION NV CORP BND 144A | F | 4,976,700.00 | 4,810,895.55 | 5,000,000.00 | 4,978,347.69 | (167,452.14 | ) | — | — | — | 2.5 | 2.6 | MN | 46,875 | — | 5/7/2013 | 5/16/2018 |
541502AB6 | LOMA REINSURANCE LTD CORP BND 144A | F | 4,000,000.00 | 4,094,360 | 4,000,000.00 | 4,000,000 | 94,360.00 | — | — | — | 18.02 | 18.421 | MJSD | 56,062.22 | 548,001.12 | 12/22/2011 | 1/9/2014 | |||||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040.00 | 6,527,575.38 | 6,000,000.00 | 5,997,209.57 | 530,365.81 | — | — | — | 5 | 5.015 | FA | 32,500 | 300,000.00 | 2/14/2012 | 2/22/2017 | |||||||||||||||
565849AJ5 | MARATHON OIL CORP SENIOR CORP BND | 999,880.00 | 999,454.8 | 1,000,000.00 | 999,916.52 | (461.72 | ) | — | — | — | 0.9 | 0.904 | MN | 3,750 | 4,550.00 | 10/24/2012 | 11/1/2015 | |||||||||||||||
581557AY1 | MCKESSON CORP SENIOR CORP BND | 1,005,660.00 | 1,000,504.15 | 1,000,000.00 | 1,004,460.34 | (3,956.19 | ) | 1,199.66 | — | — | 0.95 | 0.743 | JD | 3,087.5 | 2,533.33 | 2/25/2013 | 12/4/2015 | |||||||||||||||
585055AR7 | MEDTRONIC INC CORP BND | 519,695.00 | 516,798.25 | 500,000.00 | 517,475.93 | (677.68 | ) | 2,219.07 | — | — | 3 | 0.585 | MS | 666.67 | 2,125.00 | 7/23/2013 | 3/15/2015 | |||||||||||||||
585055AU0 | MEDTRONIC INC CORP BND | 526,905.00 | 513,810.81 | 500,000.00 | 521,736.49 | (7,925.68 | ) | 5,168.51 | — | — | 2.625 | 0.833 | MS | 583.33 | 7,182.29 | 2/25/2013 | 3/15/2016 | |||||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825.00 | 3,378,094.64 | 3,450,000.00 | 3,445,340.96 | (67,246.32 | ) | — | — | — | 1.375 | 1.406 | AO | 24,377.6 | 10,312.50 | 3/19/2013 | 4/1/2018 | |||||||||||||||
589331AK3 | MERCK & CO INC CORP BND | 8,701,862.50 | 8,476,233.54 | 8,000,000.00 | 8,207,200.14 | 269,033.40 | 105,736.67 | — | — | 4.75 | 2.871 | MS | 31,666.67 | 380,000.00 | 2/17/2010 | 3/1/2015 | ||||||||||||||||
589331AP2 | MERCK & CO INC CORP BND | 323,034.00 | 317,827.49 | 300,000.00 | 318,391.24 | (563.75 | ) | 4,642.76 | — | — | 4 | 0.47 | JD | 3,033.33 | 2,266.67 | 4/17/2013 | 6/30/2015 | |||||||||||||||
58933YAD7 | MERCK & CO INC SENIOR CORP BND | 2,319,373.60 | 2,311,243.53 | 2,320,000.00 | 2,319,448.99 | (8,205.46 | ) | — | — | — | 0.7 | 0.709 | MN | 5,909.56 | — | 5/15/2013 | 5/18/2016 | |||||||||||||||
58933YAE5 | MERCK & CO INC SENIOR CORP BND | 751,375.50 | 752,077.45 | 750,000.00 | 751,244.2 | 833.25 | 131.3 | — | — | 0.453 | 0.402 | FMAN | 415.43 | 560.79 | 6/18/2013 | 5/18/2016 | ||||||||||||||||
58933YAG0 | MERCK & CO INC SENIOR CORP BND | 5,691,821.45 | 5,568,831.58 | 5,705,000.00 | 5,692,752.35 | (123,920.77 | ) | — | — | — | 1.3 | 1.348 | MN | 26,987.83 | 30,983.33 | 5/15/2013 | 5/18/2018 | |||||||||||||||
594918AB0 | MICROSOFT CORP CORP BND | 2,254,225.19 | 2,179,152.62 | 2,141,000.00 | 2,175,875.37 | 3,277.25 | 39,011.99 | — | — | 2.95 | 0.499 | JD | 21,053.17 | 31,579.75 | 3/26/2012 | 6/1/2014 | ||||||||||||||||
594918AS3 | MICROSOFT CORP SENIOR CORP BND | 12,022,421.10 | 11,717,443.17 | 12,030,000.00 | 12,023,032.69 | (305,589.52 | ) | — | — | — | 1 | 1.013 | MN | 49,790.84 | — | 4/25/2013 | 5/1/2018 | |||||||||||||||
595620AD7 | MIDAMERICAN ENERGY CO CORP BND | 7,830,728.00 | 7,503,127.21 | 7,200,000.00 | 7,351,064.32 | 152,062.89 | 170,030.61 | — | — | 4.65 | 2.512 | AO | 167,400 | 348,848.17 | 11/8/2012 | 10/1/2014 | ||||||||||||||||
595620AJ4 | MIDAMERICAN ENERGY CO SECURED CORP BND | 839,529.60 | 855,319.28 | 840,000.00 | 839,532.19 | 15,787.09 | — | — | — | 2.4 | 2.411 | MS | 672 | — | 9/12/2013 | 3/15/2019 | ||||||||||||||||
612098AC7 | MONTANA RE LTD SENIOR CORP BND 144A | F | 10,002,000.00 | 10,156,000 | 10,000,000.00 | 10,001,387.25 | 154,612.75 | 784.7 | — | — | 12.158 | 12.481 | MJSD | 74,299.5 | 934,445.70 | 11/30/2012 | 1/8/2014 | |||||||||||||||
612098AD5 | MONTANA RE LTD CORP BND 144A | F | 9,004,500.00 | 9,209,700 | 9,000,000.00 | 9,002,634.91 | 207,065.09 | 2,074.41 | — | — | 16.658 | 17.115 | MJSD | 91,619.55 | 1,151,501.13 | 11/30/2012 | 1/8/2014 | |||||||||||||||
6174467N3 | MORGAN STANLEY CORP BND | 2,400,983.75 | 2,477,487.64 | 2,375,000.00 | 2,385,452.2 | 92,035.44 | 4,809.09 | — | — | 4 | 3.746 | JJ | 17,680.56 | 95,000.00 | 10/15/2010 | 7/24/2015 | ||||||||||||||||
6174467U7 | MORGAN STANLEY SENIOR CORP BND | 9,911,660.00 | 9,746,032.7 | 10,000,000.00 | 9,915,758.51 | (169,725.81 | ) | — | — | — | 2.125 | 2.318 | AO | 92,083.34 | 1,601.13 | 7/8/2013 | 4/25/2018 | |||||||||||||||
61746BDG8 | MORGAN STANLEY SENIOR CORP BND | 5,724,632.50 | 5,766,772.87 | 5,750,000.00 | 5,727,727.03 | 39,045.84 | 22.49 | — | — | 1.75 | 1.916 | FA | 10,062.5 | 64,652.78 | 6/26/2013 | 2/25/2016 | ||||||||||||||||
61746BDH6 | MORGAN STANLEY SENIOR CORP BND | 854,845.00 | 857,471.48 | 850,000.00 | 854,114.88 | 3,356.60 | 730.12 | — | — | 1.512 | 1.336 | FMAN | 1,320.99 | 11,182.49 | 4/22/2013 | 2/25/2016 | ||||||||||||||||
61747WAE9 | MORGAN STANLEY CORP BND | 750,000.00 | 752,782.52 | 750,000.00 | 750,000 | 2,782.52 | 4,423.62 | — | — | 1.865 | 1.903 | JAJO | 2,680.51 | 68,282.62 | 1/20/2011 | 1/24/2014 | ||||||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 2,928,431.00 | 2,784,969 | 2,700,000.00 | 2,744,067.13 | 40,901.87 | 52,299.22 | — | — | 6 | 3.302 | MN | 62,100 | 81,000.00 | 1/6/2011 | 5/13/2014 | ||||||||||||||||
61747YCJ2 | MORGAN STANLEY CORP BND | 7,641,849.00 | 7,446,654.97 | 6,700,000.00 | 7,554,532.48 | (107,877.51 | ) | 87,316.52 | — | — | 5.625 | 3.259 | MS | 8,375 | 249,500.00 | 2/11/2013 | 9/23/2019 | |||||||||||||||
61747YDD4 | MORGAN STANLEY CORP BND | 2,127,340.00 | 2,098,983.76 | 2,000,000.00 | 2,105,217.11 | (6,233.35 | ) | 22,122.89 | — | — | 3.8 | 1.704 | AO | 32,088.89 | 10,133.33 | 3/6/2013 | 4/29/2016 | |||||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 2,192,640.00 | 2,163,436.88 | 2,000,000.00 | 2,164,768.07 | (1,331.19 | ) | 41,851.76 | — | — | 4.75 | 2.271 | MS | 2,375 | 151,383.16 | 2/13/2013 | 3/22/2017 | |||||||||||||||
628530AL1 | MYLAN INC/PA CORP BND 144A | 6,704,500.00 | 6,555,000 | 5,750,000.00 | 6,593,916.33 | (38,916.33 | ) | 110,583.67 | — | — | 7.875 | 1.685 | JJ | 95,593.75 | 51,570.31 | 5/30/2013 | 7/15/2020 | |||||||||||||||
63253WAA9 | NATIONAL AUSTRALIA BANK LTD SECURED | F | 3,993,960.00 | 4,078,879.68 | 4,000,000.00 | 3,995,450.99 | 83,428.69 | — | — | — | 2 | 2.032 | JD | 22,444.44 | 40,000.00 | 6/12/2012 | 6/20/2017 | |||||||||||||||
63254AAC2 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 3,297,888.00 | 3,349,813.96 | 3,300,000.00 | 3,298,685.44 | 51,128.52 | — | — | — | 1.6 | 1.622 | FA | 7,920 | 52,800.00 | 7/26/2012 | 8/7/2015 | |||||||||||||||
63254AAF5 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 4,326,340.75 | 4,317,587.52 | 4,325,000.00 | 4,326,096.6 | (8,509.08 | ) | 244.15 | — | — | 0.9 | 0.889 | JJ | 7,676.88 | 13,191.25 | 3/13/2013 | 1/20/2016 | ||||||||||||||
63254AAH1 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 320,000.00 | 321,158.4 | 320,000.00 | 320,000 | 1,158.40 | — | — | — | 0.816 | 0.816 | JAJO | 493.35 | — | 7/18/2013 | 7/25/2016 | |||||||||||||||
6325C0CA7 | NATIONAL AUSTRALIA BANK LTD SENIOR CORP | F | 4,600,000.00 | 4,616,376.14 | 4,600,000.00 | 4,600,000 | 16,376.14 | — | — | — | 0.989 | 1.01 | JAJO | 10,363.57 | 35,926.00 | 4/6/2011 | 4/11/2014 | |||||||||||||||
63307AAA3 | NATIONAL BK OF CANADA SENIOR CORP BND | A | 11,657,163.00 | 11,445,627.21 | 11,670,000.00 | 11,659,404.07 | (213,776.86 | ) | — | — | — | 1.45 | 1.473 | MN | 67,686 | 84,607.50 | 11/2/2012 | 11/7/2017 |
637432MP7 | NATIONAL RURAL UTILITIES COOP CORP BND | 2,462,145.40 | 2,485,550.38 | 2,470,000.00 | 2,466,468.19 | 19,082.19 | — | — | — | 1 | 1.108 | FA | 4,048.06 | 24,700.00 | 1/26/2012 | 2/2/2015 | ||||||||||||||||
63743HEG3 | NATIONAL RURAL UTILITIES COOP SENIOR | 6,000,000.00 | 6,008,104.02 | 6,000,000.00 | 6,000,000 | 8,104.02 | — | — | — | 0.509 | 0.523 | FMAN | 2,801.7 | 8,015.50 | 5/21/2013 | 5/27/2016 | ||||||||||||||||
63946BAB6 | NBCUNIVERSAL MEDIA LLC CORP BND | 577,289.62 | 566,854.71 | 542,000.00 | 561,497.29 | 5,357.42 | 9,087.93 | — | — | 3.65 | 1.34 | AO | 8,297.87 | 9,891.50 | 6/7/2012 | 4/30/2015 | ||||||||||||||||
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP | 6,254,687.50 | 6,279,687.38 | 6,250,000.00 | 6,254,221.02 | 25,466.36 | 466.48 | — | — | 0.953 | 0.95 | JAJO | 12,906.56 | 18,596.24 | 3/20/2013 | 4/15/2018 | ||||||||||||||||
654624AE5 | NTT CORP SENIOR CORP BND | F | 4,459,748.50 | 4,394,611.3 | 4,450,000.00 | 4,457,498.67 | (62,887.37 | ) | 1,936.3 | — | — | 1.4 | 1.354 | JJ | 12,633.05 | 62,300.00 | 7/23/2012 | 7/18/2017 | ||||||||||||||
65557CAG8 | NORDEA BANK AB CORP BND 144A | F | 3,075,000.00 | 3,082,718 | 3,075,000.00 | 3,075,000 | 7,718.00 | — | — | — | 1.168 | 1.203 | JAJO | 7,782.46 | 28,197.75 | 1/11/2011 | 1/14/2014 | |||||||||||||||
65557FAG1 | NORDEA BANK AB SENIOR CORP BND 144A | F | 7,971,170.00 | 7,785,050.08 | 8,000,000.00 | 7,972,991.5 | (187,941.42 | ) | — | — | — | 1.625 | 1.701 | MN | 49,111.11 | (2,572.92 | ) | 5/30/2013 | 5/15/2018 | |||||||||||||
65557HAE2 | NORDEA BANK AB SENIOR CORP BND | F | 4,989,850.00 | 4,941,286.6 | 5,000,000.00 | 4,991,114.63 | (49,828.03 | ) | — | — | — | 0.875 | 0.944 | MN | 16,527.78 | — | 5/7/2013 | 5/13/2016 | ||||||||||||||
66989HAC2 | NOVARTIS CAPITAL CORP CORP BND | 11,921,457.96 | 12,047,942.58 | 11,619,000.00 | 11,856,092.03 | 191,850.55 | 81,606.15 | — | — | 2.9 | 1.565 | AO | 146,948.07 | 89,892.67 | 7/18/2013 | 4/24/2015 | ||||||||||||||||
68268NAK9 | ONEOK PARTNERS LP SENIOR CORP BND | 2,663,267.75 | 2,719,344.47 | 2,665,000.00 | 2,663,282.66 | 56,061.81 | — | — | — | 3.2 | 3.214 | MS | 4,500.89 | — | 9/9/2013 | 9/15/2018 | ||||||||||||||||
68389XAN5 | ORACLE CORP SENIOR CORP BND | 11,418,449.30 | 11,369,177.01 | 11,590,000.00 | 11,422,425.72 | (53,248.71 | ) | — | — | — | 1.2 | 1.568 | AO | 64,131.33 | 22,503.34 | 9/10/2013 | 10/15/2017 | |||||||||||||||
68389XAQ8 | ORACLE CORP SENIOR CORP BND | 2,516,213.00 | 2,535,598.03 | 2,525,000.00 | 2,516,527.11 | 19,070.92 | — | — | — | 2.375 | 2.443 | JJ | 12,493.49 | — | 7/9/2013 | 1/15/2019 | ||||||||||||||||
68389XAR6 | ORACLE CORP SENIOR CORP BND | 3,350,000.00 | 3,372,612.33 | 3,350,000.00 | 3,350,000 | 22,612.33 | — | — | — | 0.851 | 0.851 | JAJO | 6,095.12 | — | 7/9/2013 | 1/15/2019 | ||||||||||||||||
693304AQ0 | PECO ENERGY CO SECURED CORP BND | 2,156,889.60 | 2,171,254.01 | 2,160,000.00 | 2,156,910.15 | 14,343.86 | — | — | — | 1.2 | 1.248 | AO | 576 | — | 9/16/2013 | 10/15/2016 | ||||||||||||||||
69349LAH1 | PNC BANK NA SENIOR CORP BND | 6,438,647.60 | 6,414,091.04 | 6,440,000.00 | 6,438,949.87 | (24,858.83 | ) | — | — | — | 0.8 | 0.807 | JJ | 9,016 | 25,760.00 | 1/23/2013 | 1/28/2016 | |||||||||||||||
69349LAJ7 | PNC BANK NA SENIOR CORP BND | 5,655,000.00 | 5,656,377.85 | 5,655,000.00 | 5,655,000 | 1,377.85 | — | — | — | 0.574 | 0.611 | JAJO | 5,768.6 | 17,096.93 | 1/23/2013 | 1/28/2016 | ||||||||||||||||
69349LAL2 | PNC BANK NA SENIOR CORP BND | 4,849,392.00 | 4,840,202.85 | 4,850,000.00 | 4,849,422.77 | (9,219.92 | ) | — | — | — | 0.584 | 0.596 | JAJO | 5,033.65 | 4,529.77 | 8/7/2013 | 4/29/2016 | |||||||||||||||
69349LAN8 | PNC BANK NA SENIOR CORP BND | 4,695,676.00 | 4,710,015.19 | 4,700,000.00 | 4,695,802.41 | 14,212.78 | — | — | — | 1.3 | 1.33 | AO | 6,449.45 | — | 8/20/2013 | 10/3/2016 | ||||||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 3,397,355.00 | 3,347,011.79 | 3,250,000.00 | 3,344,151.46 | 2,860.33 | 26,012.06 | — | — | 3.9 | 2.731 | MN | 52,812.5 | 63,375.00 | 3/9/2012 | 5/1/2016 | |||||||||||||||
69362BAS1 | PSEG POWER LLC CORP BND | 1,099,885.31 | 1,100,703.74 | 1,000,000.00 | 1,051,770.91 | 48,932.83 | 12,245.08 | — | — | 5.32 | 3.462 | MS | 2,364.44 | 53,200.00 | 9/15/2010 | 9/15/2016 | ||||||||||||||||
69371RK70 | PACCAR FINANCIAL CORP UNSECURED CORP BND | 1,500,000.00 | 1,501,556.49 | 1,500,000.00 | 1,500,000 | 1,556.49 | — | — | — | 0.51 | 0.718 | MJSD | 551.96 | 6,154.19 | 6/5/2012 | 6/5/2014 | ||||||||||||||||
69371RL20 | PACCAR FINANCIAL CORP SENIOR CORP BND | 2,906,042.40 | 2,891,428.41 | 2,910,000.00 | 2,906,887.41 | (15,459.00 | ) | — | — | — | 0.8 | 0.846 | FA | 3,427.33 | 11,640.00 | 2/5/2013 | 2/8/2016 | |||||||||||||||
69371RL38 | PACCAR FINANCIAL CORP SENIOR CORP BND | 4,218,031.08 | 4,222,068.56 | 4,218,000.00 | 4,218,028.71 | 4,039.85 | 2.37 | — | — | 0.536 | 0.561 | FMAN | 3,393.8 | 10,455.54 | 7/11/2013 | 2/8/2016 | ||||||||||||||||
69371RL46 | PACCAR FINANCIAL CORP CORP BND MTN | 6,144,426.00 | 6,098,338.83 | 6,150,000.00 | 6,144,962.75 | (46,623.92 | ) | — | — | — | 0.75 | 0.782 | MN | 17,296.88 | (293.75 | ) | 8/15/2013 | 5/16/2016 | ||||||||||||||
69371RL61 | PACCAR FINANCIAL CORP SENIOR CORP BND | 4,945,198.50 | 4,961,821.34 | 4,950,000.00 | 4,945,395.63 | 16,425.71 | — | — | — | 1.15 | 1.183 | FA | 7,115.62 | — | 8/13/2013 | 8/16/2016 | ||||||||||||||||
709599AG9 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 824,678.25 | 835,336.88 | 825,000.00 | 824,872.55 | 10,464.33 | — | — | — | 2.5 | 2.52 | JJ | 4,583.33 | 20,510.42 | 7/10/2012 | 7/11/2014 | ||||||||||||||||
709599AJ3 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 8,529,435.00 | 8,667,909.26 | 8,500,000.00 | 8,524,711.9 | 143,197.36 | 7,627.11 | — | — | 2.5 | 2.376 | MS | 9,444.45 | 189,895.84 | 2/21/2013 | 3/15/2016 | ||||||||||||||||
713448BX5 | PEPSICO INC SENIOR CORP BND | 999,560.00 | 1,001,753.23 | 1,000,000.00 | 999,789.29 | 1,963.94 | — | — | — | 0.75 | 0.765 | MS | 541.67 | 19,510.83 | 2/29/2012 | 3/5/2015 | ||||||||||||||||
713448CE6 | PEPSICO INC SENIOR CORP BND | 1,799,370.00 | 1,794,641.69 | 1,800,000.00 | 1,799,549.56 | (4,907.87 | ) | — | — | — | 0.7 | 0.711 | FA | 1,225 | 8,621.67 | 2/25/2013 | 2/26/2016 | |||||||||||||||
713448CF3 | PEPSICO INC SENIOR CORP BND | 6,925,418.25 | 6,928,393.53 | 6,925,000.00 | 6,925,377.67 | 3,015.86 | 40.58 | — | — | 0.472 | 0.494 | FMAN | 3,269.3 | 19,376.49 | 6/27/2013 | 2/26/2016 | ||||||||||||||||
717081DA8 | PFIZER INC CORP BND | 555,530.00 | 533,032.34 | 500,000.00 | 516,822.12 | 16,210.22 | 8,338 | — | — | 5.35 | 2.971 | MS | 1,188.89 | 26,750.00 | 2/17/2010 | 3/15/2015 | ||||||||||||||||
717081DF7 | PFIZER INC SENIOR CORP BND | 8,000,000.00 | 8,007,840 | 8,000,000.00 | 8,000,000 | 7,840.00 | — | — | — | 0.554 | 0.575 | MJSD | 1,848 | 13,408.50 | 5/28/2013 | 6/15/2018 | ||||||||||||||||
717081DG5 | PFIZER INC SENIOR CORP BND | 1,973,854.50 | 1,958,079.78 | 1,975,000.00 | 1,973,927.38 | (15,847.60 | ) | — | — | — | 1.5 | 1.512 | JD | 9,710.42 | — | 5/28/2013 | 6/15/2018 | |||||||||||||||
718172AG4 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 6,752,028.00 | 6,073,696 | 5,900,000.00 | 6,010,928.49 | 62,767.51 | 251,077.88 | — | — | 6.875 | 2.746 | MS | 15,774.3 | 478,719.64 | 3/4/2013 | 3/17/2014 |
718172AX7 | PHILIP MORRIS INTERNATIONAL IN SENIOR | 3,845,000.00 | 3,843,654.1 | 3,845,000.00 | 3,845,000 | (1,345.90 | ) | — | — | — | 0.312 | 0.337 | FMAN | 1,200.02 | 6,159.72 | 2/26/2013 | 2/26/2015 | |||||||||||||||
718546AE4 | PHILLIPS 66 SENIOR CORP BND | 3,273,920.30 | 3,324,771.15 | 3,275,000.00 | 3,274,284.5 | 50,486.65 | — | — | — | 1.95 | 0.894 | MS | 4,612.29 | 40,753.63 | 1/24/2013 | 3/5/2015 | ||||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 1,674,798.35 | 1,736,222.37 | 1,675,000.00 | 1,674,867.18 | 61,355.19 | 2,799.69 | — | — | 2.95 | 1.542 | MN | 20,588.54 | 36,846.32 | 1/24/2013 | 5/1/2017 | ||||||||||||||||
73755LAG2 | POTASH CORP OF SASKATCHEWAN IN CORP BND | A | 1,776,592.85 | 1,743,882.88 | 1,655,000.00 | 1,749,850.48 | (5,967.60 | ) | 26,742.37 | — | — | 3.75 | 0.85 | MS | 172.4 | 35,168.75 | 3/1/2013 | 9/30/2015 | ||||||||||||||
74005PBE3 | PRAXAIR INC SENIOR CORP BND | 10,143,707.00 | 10,117,586.58 | 10,150,000.00 | 10,144,978.14 | (27,391.56 | ) | — | — | — | 0.75 | 0.771 | FA | 8,458.33 | 49,375.00 | 2/13/2013 | 2/21/2016 | |||||||||||||||
740189AK1 | PRECISION CASTPARTS CORP SENIOR CORP BND | 6,215,538.00 | 6,061,577.63 | 6,225,000.00 | 6,216,974.14 | (155,396.51 | ) | — | — | — | 1.25 | 1.281 | JJ | 16,427.09 | 44,309.89 | 12/17/2012 | 1/15/2018 | |||||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 1,026,420.00 | 1,014,834.14 | 1,000,000.00 | 1,022,126.27 | (7,292.13 | ) | 4,293.73 | — | — | 1.45 | 0.671 | FA | 1,852.78 | 41,526.39 | 3/5/2013 | 8/15/2016 | |||||||||||||||
74456QAY2 | PUBLIC SERVICE ELECTRIC AND GA CORP BND | 7,818,200.25 | 7,855,440.03 | 7,825,000.00 | 7,822,969.33 | 32,470.70 | — | — | — | 0.85 | 0.88 | FA | 8,498.82 | 66,512.50 | 9/12/2011 | 8/15/2014 | ||||||||||||||||
74456QBE5 | PUBLIC SERVICE ELECTRIC AND GA SECURED | 3,898,908.00 | 3,959,521.76 | 3,900,000.00 | 3,898,917.64 | 60,604.12 | — | — | — | 2.3 | 2.306 | MS | 4,734.17 | — | 9/9/2013 | 9/15/2018 | ||||||||||||||||
74977EPY3 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 15,295,023.50 | 15,328,155.78 | 15,275,000.00 | 15,293,571.38 | 34,584.40 | 1,452.12 | — | — | 0.732 | 0.708 | MJSD | 4,036.87 | 44,913.72 | 7/17/2013 | 3/18/2016 | |||||||||||||||
74977EPZ0 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 2,561,378.27 | 2,529,916.84 | 2,567,000.00 | 2,561,954.85 | (32,038.01 | ) | — | — | — | 1.7 | 1.746 | MS | 1,454.63 | 31,125.73 | 3/12/2013 | 3/19/2018 | ||||||||||||||
74977RCE2 | RABOBANK NEDERLAND NV CORP BND 144A | F | 1,598,896.00 | 1,652,069.7 | 1,600,000.00 | 1,599,662.81 | 52,406.89 | — | — | — | 3.2 | 3.215 | MS | 2,844.44 | 51,200.00 | 3/4/2010 | 3/11/2015 | |||||||||||||||
75625QAA7 | RECKITT BENCKISER TSY SENIOR CORP BND | F | 5,469,870.00 | 5,540,191.31 | 5,500,000.00 | 5,469,996.56 | 70,194.75 | — | — | — | 2.125 | 2.242 | MS | 2,597.22 | — | 9/16/2013 | 9/21/2018 | |||||||||||||||
76112NAB0 | RESIDENTIAL REINSURANCE 2012 L | F | 4,000,000.00 | 4,416,440 | 4,000,000.00 | 4,000,000 | 416,440.00 | — | — | — | 8 | 8 | MJSD | 22,222.22 | 243,587.28 | 5/18/2012 | 6/6/2016 | |||||||||||||||
76112NAC8 | RESIDENTIAL REINSURANCE 2012 L UNSECURED | F | 5,000,000.00 | 5,573,050 | 5,000,000.00 | 5,000,000 | 573,050.00 | — | — | — | 22 | 22 | MJSD | 76,388.89 | 837,261.90 | 5/18/2012 | 6/6/2018 | |||||||||||||||
761713AV8 | REYNOLDS AMERICAN INC SENIOR CORP BND | 748,942.50 | 750,361.8 | 750,000.00 | 749,263.45 | 1,098.35 | — | — | — | 1.05 | 1.098 | AO | 3,303.13 | 3,937.50 | 10/24/2012 | 10/30/2015 | ||||||||||||||||
767201AF3 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,576,294.00 | 3,875,676 | 3,700,000.00 | 3,850,311.62 | 25,364.38 | 189,880.59 | — | — | 8.95 | 1.92 | MN | 137,979.17 | 165,575.00 | 10/28/2010 | 5/1/2014 | |||||||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 1,298,947.00 | 1,319,464.29 | 1,300,000.00 | 1,299,548.48 | 19,915.81 | — | — | — | 1.875 | 1.892 | MN | 10,088.54 | 12,187.50 | 10/28/2010 | 11/2/2015 | |||||||||||||||
767201AM8 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,651,892.50 | 4,755,529.8 | 4,625,000.00 | 4,651,916.1 | 103,613.70 | 8,157.32 | — | — | 2.5 | 2.267 | MN | 42,074.65 | 51,145.83 | 2/21/2013 | 5/20/2016 | |||||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 4,019,848.00 | 4,041,170.68 | 4,025,000.00 | 4,021,364.64 | 19,806.04 | — | — | — | 2 | 2.027 | MS | 2,012.5 | 80,500.00 | 3/19/2012 | 3/22/2017 | |||||||||||||||
76720AAJ5 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,125,000.00 | 2,135,306.28 | 2,125,000.00 | 2,125,000 | 10,306.28 | — | — | — | 1.094 | 1.113 | MJSD | 903.98 | 5,914.14 | 6/14/2013 | 6/17/2016 | |||||||||||||||
76720AAL0 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,871,590.40 | 2,877,667.83 | 2,880,000.00 | 2,872,373.3 | 5,294.53 | — | — | — | 1.375 | 1.475 | JD | 11,220 | — | 6/14/2013 | 6/17/2016 | |||||||||||||||
76720AAM8 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 2,402,835.50 | 2,390,894.92 | 2,425,000.00 | 2,403,912.62 | (13,017.70 | ) | — | — | — | 2.25 | 2.429 | JD | 15,459.38 | 2,695.31 | 6/14/2013 | 12/14/2018 | ||||||||||||||
78008K5X7 | ROYAL BANK OF CANADA CORP BND | A | 4,502,835.00 | 4,507,470 | 4,500,000.00 | 4,500,549.24 | 6,920.76 | 755.44 | — | — | 0.568 | 0.553 | JAJO | 5,392.2 | 33,515.76 | 6/20/2011 | 4/17/2014 | |||||||||||||||
78008SE28 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 13,250,000.00 | 13,273,187.9 | 13,250,000.00 | 13,250,000 | 23,187.90 | — | — | — | 0.628 | 0.65 | MJSD | 5,085.86 | 44,052.24 | 3/5/2013 | 3/8/2016 | |||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875.00 | 4,031,021.15 | 4,100,000.00 | 4,095,584.79 | (64,563.64 | ) | — | — | — | 1.5 | 1.526 | JJ | 12,812.5 | 31,091.67 | 1/7/2013 | 1/16/2018 | ||||||||||||||
78010UBY2 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 9,987,700.00 | 10,087,783.1 | 10,000,000.00 | 9,987,922.45 | 99,860.65 | — | — | — | 1.45 | 1.492 | MS | 8,055.56 | — | 9/4/2013 | 9/9/2016 | |||||||||||||||
78011DAE4 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,199,400.00 | 1,206,371.89 | 1,200,000.00 | 1,199,437.8 | 6,934.09 | — | — | — | 1.125 | 1.142 | JJ | 2,625 | — | 7/16/2013 | 7/22/2016 | |||||||||||||||
78355HJR1 | RYDER SYSTEM INC. CORP BND MTN | 1,871,662.50 | 1,930,957.18 | 1,875,000.00 | 1,872,891.74 | 58,065.44 | — | — | — | 3.5 | 3.533 | JD | 21,875 | 32,812.50 | 5/17/2011 | 6/1/2017 | ||||||||||||||||
78387GAP8 | AT&T INC CORP BND | 1,061,005.47 | 1,043,337 | 1,000,000.00 | 1,015,928.92 | 27,408.08 | 12,072.9 | — | — | 5.1 | 3.392 | MS | 2,266.67 | 51,000.00 | 11/12/2010 | 9/15/2014 | ||||||||||||||||
78572MAD7 | SABMILLER PLC CORP BND 144A | F | 6,725,979.00 | 6,518,796.63 | 5,700,000.00 | 6,385,824.95 | 132,971.68 | 181,413.69 | — | — | 6.5 | 1.974 | JJ | 92,625 | 370,500.00 | 10/4/2012 | 7/1/2016 | |||||||||||||||
78573AAB6 | SABMILLER HOLDINGS INC SENIOR CORP BND | 2,060,876.43 | 2,073,657.49 | 2,017,000.00 | 2,059,751.49 | 13,906.00 | 1,124.94 | — | — | 2.45 | 1.783 | JJ | 10,432.37 | (6,059.46 | ) | 8/27/2013 | 1/15/2017 | |||||||||||||||
78573AAE0 | SABMILLER HOLDINGS INC SENIOR CORP BND | 4,862,958.75 | 4,866,082.89 | 4,875,000.00 | 4,863,260.26 | 2,822.63 | — | — | — | 2.2 | 2.253 | FA | 14,300 | — | 8/6/2013 | 8/1/2018 | ||||||||||||||||
78573AAG5 | SABMILLER HOLDINGS INC SENIOR CORP BND | 3,000,000.00 | 3,018,480.15 | 3,000,000.00 | 3,000,000 | 18,480.15 | — | — | — | 0.943 | 0.943 | FMAN | 3,851.66 | — | 8/6/2013 | 8/1/2018 |
790849AH6 | ST JUDE MEDICAL INC CORP BND | 2,056,740.00 | 2,057,349.24 | 2,000,000.00 | 2,056,277.32 | 1,071.92 | 462.68 | — | — | 2.5 | 1.249 | JJ | 10,555.56 | (9,583.33 | ) | 9/19/2013 | 1/15/2016 | |||||||||||||||
80105NAC9 | SANOFI SA CORP BND | F | 270,000.00 | 270,526.5 | 270,000.00 | 270,000 | 526.50 | 4,150.9 | — | — | 0.558 | 0.618 | MJSD | 4.19 | 29,162.86 | 3/22/2011 | 3/28/2014 | |||||||||||||||
801060AB0 | SANOFI SA SENIOR CORP BND | F | 13,953,474.15 | 13,657,565.78 | 14,015,000.00 | 13,959,149.78 | (301,584.00 | ) | — | — | — | 1.25 | 1.341 | AO | 83,214.07 | 3,437.50 | 4/3/2013 | 4/10/2018 | ||||||||||||||
806854AA3 | SCHLUMBERGER GER INV CORP BND 144A | F | 1,503,915.00 | 1,530,108.15 | 1,500,000.00 | 1,503,920.46 | 26,187.69 | 898.9 | — | — | 1.95 | 1.857 | MS | 1,381.25 | 27,159.17 | 3/22/2013 | 9/14/2016 | |||||||||||||||
806854AC9 | SCHLUMBERGER GER INV SENIOR CORP BND | F | 5,922,669.00 | 5,901,436.86 | 5,875,000.00 | 5,898,489.3 | 2,947.56 | 17,029.16 | — | — | 0.806 | 0.547 | MJSD | 2,498.85 | 33,746.49 | 2/26/2013 | 9/12/2014 | |||||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 1,622,156.25 | 1,667,153.52 | 1,625,000.00 | 1,623,286.69 | 43,866.83 | — | — | — | 1.95 | 1.987 | MS | 1,496.35 | 31,687.50 | 9/7/2011 | 9/14/2016 | |||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND | F | 1,368,739.60 | 1,341,205.46 | 1,370,000.00 | 1,369,027.11 | (27,821.65 | ) | — | — | — | 1.25 | 1.269 | FA | 2,854.17 | 47,519.79 | 7/24/2012 | 8/1/2017 | ||||||||||||||
822582AF9 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 4,487,580.50 | 4,321,272.5 | 4,250,000.00 | 4,279,009.18 | 42,263.32 | 45,085.72 | — | — | 4 | 2.537 | MS | 4,722.23 | 170,000.00 | 3/2/2010 | 3/21/2014 | |||||||||||||||
822582AQ5 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 6,148,980.00 | 6,256,648.86 | 6,000,000.00 | 6,078,009.11 | 178,639.75 | 34,471.38 | — | — | 3.1 | 2.326 | JD | 48,050 | 109,231.94 | 2/14/2012 | 6/28/2015 | |||||||||||||||
828807CC9 | SIMON PROPERTY GROUP LP CORP BND | 2,235,849.50 | 2,230,444.4 | 2,150,000.00 | 2,235,000.66 | (4,556.26 | ) | 848.84 | — | — | 4.2 | 0.536 | FA | 15,050 | (14,046.66 | ) | 9/24/2013 | 2/1/2015 | ||||||||||||||
828807CM7 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 7,122,493.25 | 6,956,663.16 | 7,145,000.00 | 7,125,895.26 | (169,232.10 | ) | — | — | — | 1.5 | 1.564 | FA | 17,862.5 | 66,686.67 | 12/10/2012 | 2/1/2018 | |||||||||||||||
830505AP8 | SKANDINAVISKA ENSKILDA BANKEN SENIOR | F | 4,971,250.00 | 4,906,864.55 | 5,000,000.00 | 4,974,190.47 | (67,325.92 | ) | — | — | — | 1.75 | 1.871 | MS | 2,916.67 | 43,750.00 | 3/13/2013 | 3/19/2018 | ||||||||||||||
842587CJ4 | SOUTHERN COMPANY (THE) SENIOR CORP BND | 2,494,950.00 | 2,520,797.93 | 2,500,000.00 | 2,495,036.66 | 25,761.27 | — | — | — | 2.45 | 2.493 | MS | 5,784.72 | — | 8/21/2013 | 9/1/2018 | ||||||||||||||||
84650WAA4 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 3,711,358.00 | 3,702,149.29 | 3,700,000.00 | 3,700,737.21 | 1,412.08 | 10,165.41 | — | — | 1.25 | 0.945 | AO | 20,041.66 | 23,125.00 | 9/11/2012 | 10/25/2013 | |||||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.10 | 8,130,096.15 | 7,800,000.00 | 7,953,676 | 176,420.15 | 50,107.48 | — | — | 2.625 | 1.854 | MN | 70,525 | 150,651.50 | 12/6/2012 | 5/27/2016 | |||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 5,486,580.00 | 5,654,879.67 | 5,500,000.00 | 5,490,178.62 | 164,701.05 | — | — | — | 2.3 | 2.35 | JD | 31,976.38 | 63,250.00 | 3/29/2012 | 6/30/2017 | |||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157.00 | 5,629,897.82 | 5,900,000.00 | 5,859,569.69 | (229,671.87 | ) | — | — | — | 1.75 | 1.869 | MN | 39,005.56 | 51,338.19 | 11/7/2012 | 11/15/2019 | ||||||||||||||
857477AJ2 | STATE STREET BOSTON CORP CORP BND | 5,000,000.00 | 5,005,891.45 | 5,000,000.00 | 5,000,000 | 5,891.45 | — | — | — | 0.608 | 0.66 | MJSD | 2,027 | 24,299.39 | 3/2/2011 | 3/7/2014 | ||||||||||||||||
857477AK9 | STATE STREET BOSTON CORP SENIOR CORP BND | 3,246,880.00 | 3,165,602.97 | 3,250,000.00 | 3,247,108.52 | (81,505.55 | ) | — | — | — | 1.35 | 1.37 | MN | 16,575 | 6,300.00 | 5/8/2013 | 5/15/2018 | |||||||||||||||
863667AD3 | STRYKER CORP SENIOR CORP BND | 4,978,250.00 | 4,883,913.8 | 5,000,000.00 | 4,980,424.33 | (96,510.53 | ) | — | — | — | 1.3 | 1.39 | AO | 33,583.33 | — | 3/20/2013 | 4/1/2018 | |||||||||||||||
86960BAE2 | SVENSKA HANDELSBANKEN AB SENIOR CORP BND | F | 5,000,470.00 | 5,027,387.26 | 5,000,000.00 | 5,000,464.67 | 26,922.59 | 10.92 | — | — | 2.5 | 2.498 | JJ | 2,083.33 | — | 9/19/2013 | 1/25/2019 | |||||||||||||||
86960BAF9 | SVENSKA HANDELSBANKEN AB SENIOR CORP BND | F | 5,000,000.00 | 5,007,350.55 | 5,000,000.00 | 5,000,000 | 7,350.55 | — | — | — | 0.719 | 0.719 | MJSD | 599.27 | — | 9/19/2013 | 9/23/2016 | |||||||||||||||
87020LAB2 | SWEDBANK HYPOTEK AB CORP BND 144A | F | 3,700,000.00 | 3,703,604.24 | 3,700,000.00 | 3,700,000 | 3,604.24 | — | — | — | 0.698 | 0.758 | MJSD | 71.75 | 34,636.82 | 3/21/2011 | 3/28/2014 | |||||||||||||||
871829AP2 | SYSCO CORP CORP BND | 1,241,487.50 | 1,250,496.39 | 1,250,000.00 | 1,245,161.8 | 5,334.59 | 5.31 | — | — | 0.55 | 0.78 | JD | 2,081.6 | 5,835.35 | 6/6/2012 | 6/12/2015 | ||||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,526,119.25 | 5,715,000.00 | 5,711,535.92 | (185,416.67 | ) | — | — | — | 1.625 | 1.639 | AO | 45,918.44 | — | 3/27/2013 | 4/3/2018 | ||||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD UNSECURED | F | 8,819,922.50 | 8,722,174.3 | 8,750,000.00 | 8,806,643.87 | (84,469.57 | ) | 10,068.05 | — | — | 1.625 | 1.432 | MS | 5,529.52 | 125,486.11 | 3/19/2013 | 3/17/2017 | ||||||||||||||
87609FAA6 | TAR HEEL RE LTD UNSEC CORP BND 144A | F | 7,000,000.00 | 7,323,890 | 7,000,000.00 | 7,000,000 | 323,890.00 | — | — | — | 8.52 | 8.592 | MJSD | 18,180.56 | 271,055.56 | 4/2/2013 | 5/9/2016 | |||||||||||||||
87612EAX4 | TARGET CORPORATION CORP BOND | 2,004,676.00 | 2,002,720.18 | 2,000,000.00 | 2,002,692.83 | 27.35 | 1,983.17 | — | — | 0.436 | 0.306 | JAJO | 1,817.5 | 3,521.67 | 2/26/2013 | 7/18/2014 | ||||||||||||||||
88165FAC6 | TEVA PHARMAC FIN CORP BND | F | 2,501,975.00 | 2,572,525 | 2,500,000.00 | 2,501,260.2 | 71,264.80 | 289.49 | — | — | 2.4 | 2.383 | MN | 23,500 | 30,000.00 | 11/8/2011 | 11/10/2016 | |||||||||||||||
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 8,674,806.79 | 8,797,819.18 | 8,500,000.00 | 8,633,470.55 | 164,348.63 | 45,225.97 | — | — | 3 | 2.05 | JD | 75,083.33 | 104,166.67 | 2/28/2013 | 6/15/2015 | |||||||||||||||
882508AT1 | TEXAS INSTRUMENTS INCORPORATED SENIOR | 1,544,853.00 | 1,546,419.93 | 1,550,000.00 | 1,546,628.26 | (208.33 | ) | — | — | — | 0.45 | 0.569 | FA | 1,123.75 | 16,541.88 | 1/28/2013 | 8/3/2015 | |||||||||||||||
882508AV6 | TEXAS INSTRUMENTS INCORPORATED SENIOR | 1,981,400.00 | 1,926,478.59 | 2,000,000.00 | 1,982,840.2 | (56,361.61 | ) | — | — | — | 1 | 1.193 | MN | 7,944.44 | — | 5/1/2013 | 5/1/2018 | |||||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC INC CORP BND | 648,869.00 | 662,262.33 | 650,000.00 | 649,334.26 | 12,928.07 | — | — | — | 2.25 | 2.287 | FA | 1,868.75 | 14,625.00 | 8/9/2011 | 8/15/2016 | ||||||||||||||||
88579YAD3 | 3M CO CORP BND | 5,032,167.00 | 5,157,339.79 | 5,075,000.00 | 5,048,951.32 | 108,388.47 | — | — | — | 1.375 | 1.551 | MS | 387.67 | 69,781.26 | 9/26/2011 | 9/29/2016 |
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL | A | 1,594,560.00 | 1,616,015.98 | 1,600,000.00 | 1,596,201 | 19,814.98 | — | — | — | 1.5 | 1.571 | MS | 1,200 | 24,000.00 | 3/5/2012 | 3/13/2017 | |||||||||||||||
89114QAC2 | TORONTO-DOMINION BANK/THE CORP BND | A | 2,300,000.00 | 2,305,174.95 | 2,300,000.00 | 2,300,000 | 5,174.95 | — | — | — | 0.568 | 0.549 | JAJO | 2,831.03 | 10,594.36 | 7/7/2011 | 7/14/2014 | |||||||||||||||
89114QAE8 | TORONTO-DOMINION BANK/THE CORP BND | A | 5,237,900.00 | 5,171,557.25 | 5,000,000.00 | 5,199,674.31 | (28,117.06 | ) | 42,396 | — | — | 2.375 | 1.041 | AO | 53,437.5 | 25,234.37 | 2/22/2013 | 10/19/2016 | ||||||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE SENIOR CORP | A | 2,938,030.20 | 2,864,409.04 | 2,940,000.00 | 2,938,190.76 | (73,781.72 | ) | — | — | — | 1.4 | 1.414 | AO | 17,264.33 | — | 4/23/2013 | 4/30/2018 | ||||||||||||||
89114QAK4 | TORONTO-DOMINION BANK/THE SENIOR CORP | A | 9,979,000.00 | 10,107,990.3 | 10,000,000.00 | 9,979,398.58 | 128,591.72 | — | — | — | 1.5 | 1.572 | MS | 8,750 | — | 9/5/2013 | 9/9/2016 | |||||||||||||||
89152UAG7 | TOTAL CAPITAL S.A. SENIOR CORP BND | F | 5,998,320.00 | 6,020,658.9 | 6,000,000.00 | 5,998,362.63 | 22,296.27 | — | — | — | 2.125 | 2.131 | FA | 17,354.17 | — | 8/5/2013 | 8/10/2018 | |||||||||||||||
89153UAD3 | TOTAL CAPITAL CANADA LTD SENIOR CORP BND | A | 2,000,000.00 | 2,009,579.92 | 2,000,000.00 | 2,000,000 | 9,579.92 | — | — | — | 0.648 | 0.683 | JAJO | 2,808.43 | 6,661.12 | 1/10/2013 | 1/15/2016 | |||||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 3,310,503.00 | 3,342,500.71 | 3,325,000.00 | 3,315,082.4 | 27,418.31 | — | — | — | 1.5 | 1.591 | FA | 6,095.84 | 49,875.00 | 2/14/2012 | 2/17/2017 | |||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 5,739,247.50 | 5,766,655.33 | 5,750,000.00 | 5,741,877.58 | 24,777.75 | — | — | — | 1.55 | 1.589 | JD | 23,023.96 | 48,050.00 | 6/21/2012 | 6/28/2017 | |||||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA SENIOR | F | 2,173,434.00 | 2,168,757.86 | 2,175,000.00 | 2,173,905.73 | (5,147.87 | ) | — | — | — | 0.75 | 0.772 | JJ | 2,990.63 | 20,531.25 | 9/18/2012 | 1/25/2016 | ||||||||||||||
89153VAF6 | TOTAL CAPITAL INTERNATIONAL SA SENIOR | F | 199,452.00 | 199,856.86 | 200,000.00 | 199,476.48 | 380.38 | — | — | — | 1 | 1.093 | FA | 272.22 | — | 8/5/2013 | 8/12/2016 | |||||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 6,077,710.00 | 6,157,422.19 | 6,000,000.00 | 6,071,811.03 | 85,611.16 | 13,096.72 | — | — | 2 | 1.58 | MS | 5,333.33 | 91,527.78 | 4/5/2013 | 9/15/2016 | ||||||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 7,530,550.00 | 7,563,507.83 | 7,500,000.00 | 7,528,456.92 | 35,050.91 | 6,904.06 | — | — | 1.75 | 1.641 | MN | 47,031.25 | 55,052.08 | 2/13/2013 | 5/22/2017 | ||||||||||||||||
89233P6S0 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,991,950.00 | 4,930,357.75 | 5,000,000.00 | 4,992,981.85 | (62,624.10 | ) | — | — | — | 1.25 | 1.286 | AO | 30,555.56 | 6,770.83 | 2/21/2013 | 10/5/2017 | |||||||||||||||
89233P7H3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 2,595,000.00 | 2,599,126.15 | 2,595,000.00 | 2,595,000 | 4,126.15 | — | — | — | 0.435 | 0.472 | JAJO | 2,193.42 | 5,988.33 | 1/17/2013 | 1/23/2015 | ||||||||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,997,950.00 | 4,987,639.25 | 5,000,000.00 | 4,998,201.8 | (10,562.55 | ) | — | — | — | 0.8 | 0.814 | MN | 14,888.9 | — | 5/14/2013 | 5/17/2016 | |||||||||||||||
89267XAA6 | TRADEWYND RE LTD CORP BND 144A | F | 4,500,000.00 | 4,625,235 | 4,500,000.00 | 4,500,000 | 125,235.00 | — | — | — | 8.519 | 8.609 | JAJO | 86,625 | — | 7/2/2013 | 7/9/2018 | |||||||||||||||
893526DL4 | TRANS-CANADA PIPELINES SENIOR CORP BND | A | 2,914,148.25 | 2,924,937.96 | 2,925,000.00 | 2,919,823.97 | 5,113.99 | — | — | — | 0.875 | 1.001 | MS | 2,061.72 | 25,593.77 | 2/28/2012 | 3/2/2015 | |||||||||||||||
893830BB4 | TRANSOCEAN INC CORP BND | F | 5,458,470.50 | 5,505,090.38 | 4,975,000.00 | 5,456,700.74 | 48,389.64 | 1,769.76 | — | — | 6.375 | 4.925 | JD | 93,384.9 | (81,051.04 | ) | 9/12/2013 | 12/15/2021 | ||||||||||||||
900212AG6 | EATON CORPORATION SENIOR CORP BND 144A | 1,173,719.25 | 1,157,057.39 | 1,175,000.00 | 1,173,933.26 | (16,875.87 | ) | — | — | — | 1.5 | 1.523 | MN | 7,294.8 | 7,931.25 | 11/14/2012 | 11/2/2017 | |||||||||||||||
902674MY3 | UBS AG LONDON BRANCH CORP BND 144A | F | 4,975,000.00 | 5,087,900.15 | 5,000,000.00 | 4,988,891.45 | 99,008.70 | — | — | — | 1.875 | 2.048 | JJ | 17,708.33 | 93,750.00 | 1/19/2012 | 1/23/2015 | |||||||||||||||
90349CAB0 | UBS AG LONDON BRANCH SENIOR CORP BND | F | 1,994,860.00 | 1,990,160.06 | 2,000,000.00 | 1,995,732.72 | (5,572.66 | ) | — | — | — | 0.75 | 0.837 | MS | 291.67 | 7,420.00 | 3/21/2013 | 3/24/2016 | ||||||||||||||
904764AL1 | UNILEVER CAPITAL CORP SENIOR CORP BND | 845,520.00 | 835,499.94 | 800,000.00 | 836,683.7 | (1,183.76 | ) | 8,836.3 | — | — | 2.75 | 0.784 | FA | 3,116.67 | 9,533.33 | 2/27/2013 | 2/10/2016 | |||||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 8,770,894.00 | 8,698,159.74 | 8,900,000.00 | 8,790,598.04 | (92,438.30 | ) | — | — | — | 0.85 | 1.178 | FA | 12,398.2 | 67,178.34 | 6/19/2013 | 8/2/2017 | |||||||||||||||
904764AQ0 | UNILEVER CAPITAL CORP SENIOR CORP BND | 6,796,143.75 | 6,934,777.57 | 6,875,000.00 | 6,797,075.36 | 137,702.21 | — | — | — | 2.2 | 2.424 | MS | 10,503.47 | — | 9/3/2013 | 3/6/2019 | ||||||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 12,414,426.00 | 11,999,420 | 11,800,000.00 | 11,881,358.42 | 118,061.58 | 119,615.43 | — | — | 3.875 | 2.478 | AO | 228,625.01 | 228,625.01 | 12/14/2011 | 4/1/2014 | ||||||||||||||||
91159HGX2 | US BANCORP CORP BND | 999,020.00 | 1,028,378.75 | 1,000,000.00 | 999,629.29 | 28,749.46 | — | — | — | 2.45 | 2.471 | JJ | 4,355.56 | 24,500.00 | 7/22/2010 | 7/27/2015 | ||||||||||||||||
913017BU2 | UNITED TECH CORP SENIOR CORP BND | 9,706,645.10 | 9,856,856.01 | 9,715,000.00 | 9,708,803.61 | 148,052.40 | — | — | — | 1.8 | 1.818 | JD | 57,318.5 | 87,435.00 | 11/8/2012 | 6/1/2017 | ||||||||||||||||
913017BX6 | UNITED TECH CORP SENIOR CORP BND | 8,033,289.74 | 8,029,039.83 | 7,976,000.00 | 8,012,214.85 | 16,824.98 | 14,715.68 | — | — | 0.76 | 0.661 | MJSD | 4,711.6 | 44,375.80 | 6/20/2013 | 6/1/2015 | ||||||||||||||||
92343VAC8 | VERIZON COMMUNICATIONS LLC CORP BND | 2,261,852.00 | 2,196,643.38 | 2,000,000.00 | 2,214,138.48 | (17,495.10 | ) | 47,713.52 | — | — | 5.55 | 0.973 | FA | 14,183.33 | 45,325.00 | 3/13/2013 | 2/15/2016 | |||||||||||||||
92343VAY0 | VERIZON COMMUNICATIONS LLC CORP BND | 2,277,581.00 | 2,240,953.77 | 2,150,000.00 | 2,258,962.45 | (18,008.68 | ) | 18,618.55 | — | — | 3 | 0.944 | AO | 32,250 | (4,300.00 | ) | 4/22/2013 | 4/1/2016 | ||||||||||||||
92343VBD5 | VERIZON COMMUNICATIONS LLC CORP BND | 733,862.96 | 720,109.35 | 710,000.00 | 730,829.59 | (10,720.24 | ) | 3,033.37 | — | — | 2 | 1.031 | MN | 5,916.67 | 24,813.89 | 4/11/2013 | 11/1/2016 | |||||||||||||||
92343VBF0 | VERIZON COMMUNICATIONS LLC SENIOR CORP | 2,245,230.00 | 2,167,533.88 | 2,250,000.00 | 2,246,069.93 | (78,536.05 | ) | — | — | — | 1.1 | 1.144 | MN | 10,312.51 | 47,241.93 | 11/2/2012 | 11/1/2017 | |||||||||||||||
92343VBL7 | VERIZON COMMUNICATIONS LLC SENIOR CORP | 2,125,000.00 | 2,186,986.4 | 2,125,000.00 | 2,125,000 | 61,986.40 | — | — | — | 1.782 | 1.782 | MJSD | 1,367.72 | — | 9/11/2013 | 9/15/2016 |
92343VBN3 | VERIZON COMMUNICATIONS LLC SENIOR CORP | 10,042,261.50 | 10,370,334.5 | 10,050,000.00 | 10,042,350.71 | 327,983.79 | — | — | — | 2.5 | 2.527 | MS | 9,072.92 | — | 9/11/2013 | 9/15/2016 | ||||||||||||||||
92343VBP8 | VERIZON COMMUNICATIONS LLC SENIOR CORP | 14,711,833.68 | 15,209,745.12 | 14,408,000.00 | 14,709,779.26 | 499,965.86 | 2,054.61 | — | — | 3.65 | 3.186 | MS | 18,990.54 | — | 9/13/2013 | 9/14/2018 | ||||||||||||||||
92344GAW6 | VERIZON COMMUNICATIONS LLC CORP BND | 6,784,125.00 | 6,723,825 | 6,250,000.00 | 6,448,647.71 | 275,177.29 | 72,506.98 | — | — | 4.9 | 3.21 | MS | 13,611.11 | 306,250.00 | 2/17/2010 | 9/15/2015 | ||||||||||||||||
92344SAJ9 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 6,369,194.90 | 5,572,236.78 | 5,529,000.00 | 5,558,922.04 | 13,314.74 | 181,779.69 | — | — | 7.375 | 2.888 | MN | 154,044.09 | 203,881.88 | 11/8/2012 | 11/15/2013 | ||||||||||||||||
92344SAP5 | CELLCO PARTNERSHIP/VERIZON WIR CORP BND | 15,246,234.80 | 15,285,833.5 | 15,050,000.00 | 15,071,482.64 | 214,350.86 | 61,846.57 | — | — | 5.55 | 5.115 | FA | 139,212.5 | 835,275.00 | 2/22/2012 | 2/1/2014 | ||||||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR | 6,003,420.00 | 5,859,318.24 | 6,000,000.00 | 6,003,221.33 | (143,903.09 | ) | 1,316.04 | — | — | 1.2 | 1.186 | JJ | 15,200 | 31,800.00 | 2/27/2013 | 1/15/2018 | |||||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 3,855,050.97 | 3,750,617.69 | 3,867,000.00 | 3,857,411.06 | (106,793.37 | ) | — | — | — | 1.25 | 1.314 | MS | 671.35 | 84,941.67 | 9/19/2012 | 9/26/2017 | ||||||||||||||
92857WBA7 | VODAFONE GROUP PLC SENIOR CORP BND | F | 4,035,475.20 | 3,999,806.52 | 4,040,000.00 | 4,036,395.54 | (36,589.02 | ) | — | — | — | 0.9 | 0.938 | FA | 4,242 | 22,950.00 | 2/11/2013 | 2/19/2016 | ||||||||||||||
92857WBB5 | VODAFONE GROUP PLC SENIOR CORP BND | F | 9,120,000.00 | 9,119,453.07 | 9,120,000.00 | 9,120,000 | (546.93 | ) | — | — | — | 0.648 | 0.675 | FMAN | 7,061.05 | 30,586.73 | 2/11/2013 | 2/19/2016 | ||||||||||||||
928670AE8 | VOLKSWAGEN INTERNATIONAL FINAN CORP BND | F | 5,009,015.00 | 5,009,450.15 | 5,000,000.00 | 5,001,509.98 | 7,940.17 | 6,290.04 | — | — | 0.884 | 0.857 | JAJO | 11,295.55 | 61,896.75 | 3/24/2011 | 4/1/2014 | |||||||||||||||
928670AP3 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR | F | 2,077,535.70 | 2,057,761 | 2,085,000.00 | 2,078,782.24 | (21,021.24 | ) | — | — | — | 1.6 | 1.675 | MN | 12,139.33 | 16,680.00 | 11/13/2012 | 11/20/2017 | ||||||||||||||
928670AR9 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR | F | 5,000,000.00 | 5,023,300.15 | 5,000,000.00 | 5,000,000 | 23,300.15 | — | — | — | 0.864 | 0.912 | FMAN | 5,040.58 | 33,806.26 | 11/13/2012 | 11/20/2014 | |||||||||||||||
931142BY8 | WAL-MART STORES INC CORP BND | 4,448,840.00 | 4,272,847.28 | 4,000,000.00 | 4,282,562.39 | (9,715.11 | ) | 120,461.75 | — | — | 4.5 | 0.443 | JJ | 45,000 | 180,000.00 | 9/13/2012 | 7/1/2015 | |||||||||||||||
931142CR2 | WAL-MART STORES INC CORP BND | 993,090.00 | 1,035,044.17 | 1,000,000.00 | 997,817.04 | 37,227.13 | — | — | — | 2.875 | 3.025 | AO | 14,375 | 14,375.00 | 3/24/2010 | 4/1/2015 | ||||||||||||||||
931142CX9 | WAL-MART STORES INC CORP BND | 1,665,938.25 | 1,703,261.54 | 1,675,000.00 | 1,671,168.44 | 32,093.10 | — | — | — | 1.5 | 1.613 | AO | 10,887.5 | 12,562.50 | 10/18/2010 | 10/25/2015 | ||||||||||||||||
931142DC4 | WAL-MART STORES INC CORP BND | 1,664,281.50 | 1,626,740.33 | 1,550,000.00 | 1,633,596.64 | (6,856.31 | ) | 24,346.21 | — | — | 2.8 | 0.654 | AO | 20,012.22 | 21,700.00 | 10/17/2012 | 4/15/2016 | |||||||||||||||
931142DE0 | WAL-MART STORES INC SENIOR CORP BND | 4,351,907.95 | 4,339,178.76 | 4,355,000.00 | 4,352,391.34 | (13,212.58 | ) | — | — | — | 0.6 | 0.624 | AO | 12,339.17 | 1,583.33 | 4/4/2013 | 4/11/2016 | |||||||||||||||
931142DF7 | WAL-MART STORES INC SENIOR CORP BND | 6,993,560.00 | 6,813,341.5 | 7,000,000.00 | 6,994,153.3 | (180,811.80 | ) | — | — | — | 1.125 | 1.144 | AO | 37,187.5 | 4,687.50 | 4/4/2013 | 4/11/2018 | |||||||||||||||
931142DJ9 | WAL-MART STORES INC SENIOR CORP BND | 4,920,633.00 | 4,929,878.13 | 4,930,000.00 | 4,920,633 | 9,245.13 | — | — | — | 1.95 | 1.988 | JD | — | — | 9/25/2013 | 12/15/2018 | ||||||||||||||||
94974BEU0 | WELLS FARGO & COMPANY CORP BND | 5,656,604.00 | 5,791,365.62 | 5,550,000.00 | 5,596,526.77 | 194,838.85 | 22,698.14 | — | — | 3.625 | 3.06 | AO | 92,769.8 | 100,593.75 | 1/5/2012 | 4/15/2015 | ||||||||||||||||
94974BEZ9 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,992,320.00 | 3,126,750.18 | 3,000,000.00 | 2,994,972.32 | 131,777.86 | — | — | — | 2.625 | 2.68 | JD | 23,187.5 | 39,375.00 | 12/5/2011 | 12/15/2016 | ||||||||||||||||
94974BFA3 | WELLS FARGO & COMPANY CORP BND | 4,517,475.00 | 4,535,044.65 | 4,500,000.00 | 4,510,377.22 | 24,667.43 | 9,515.16 | — | — | 1.25 | 1.08 | FA | 7,500 | 91,781.25 | 6/26/2013 | 2/13/2015 | ||||||||||||||||
94974BFE5 | WELLS FARGO & COMPANY SENIOR CORP BND | 19,603,325.87 | 19,771,037.43 | 19,526,000.00 | 19,584,955.53 | 186,081.90 | 26,852.33 | — | — | 1.5 | 1.324 | JJ | 73,222.5 | 283,314.33 | 2/13/2013 | 7/1/2015 | ||||||||||||||||
94974BFF2 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,231,519.40 | 2,224,618.07 | 2,200,000.00 | 2,223,188.69 | 1,429.38 | 8,330.71 | — | — | 1.17 | 0.627 | MJSD | 357.56 | 16,507.58 | 2/11/2013 | 6/26/2015 | ||||||||||||||||
94974BFK1 | WELLS FARGO & COMPANY SENIOR CORP BND | 5,000,000.00 | 5,006,800.45 | 5,000,000.00 | 5,000,000 | 6,800.45 | — | — | — | 0.895 | 0.906 | JAJO | 8,698.47 | 11,452.10 | 4/16/2013 | 4/23/2018 | ||||||||||||||||
94974BFM7 | WELLS FARGO & COMPANY SENIOR CORP BND | 4,750,000.00 | 4,767,195 | 4,750,000.00 | 4,750,000 | 17,195.00 | — | — | — | 0.794 | 0.794 | JAJO | 6,703.2 | — | 7/22/2013 | 7/20/2016 | ||||||||||||||||
959802AQ2 | WESTERN UNION CO/THE SENIOR CORP BND | 2,041,237.20 | 2,071,173.48 | 2,045,000.00 | 2,042,225.67 | 28,947.81 | — | — | — | 2.375 | 2.439 | JD | 14,975.36 | 24,284.38 | 12/5/2012 | 12/10/2015 | ||||||||||||||||
961214BN2 | WESTPAC BANKING CORP CORP BND | F | 2,367,157.50 | 2,343,402.5 | 2,250,000.00 | 2,340,342.62 | 3,059.88 | 26,814.88 | — | — | 3 | 0.8 | FA | 10,687.5 | 26,625.00 | 3/7/2013 | 8/4/2015 | |||||||||||||||
961214BX0 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,000,000.00 | 4,040,440.08 | 4,000,000.00 | 4,000,000 | 40,440.08 | — | — | — | 1.011 | 1.129 | MJSD | 673.73 | 31,692.24 | 9/18/2012 | 9/25/2015 | |||||||||||||||
961214BY8 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,539,773.25 | 4,547,511.88 | 4,545,000.00 | 4,541,006.58 | 6,505.30 | — | — | — | 0.95 | 0.989 | JJ | 9,475.07 | 21,348.87 | 1/7/2013 | 1/12/2016 | |||||||||||||||
961214BZ5 | WESTPAC BANKING CORP SENIOR CORP BND MTN | F | 1,999,420.00 | 1,976,242.68 | 2,000,000.00 | 1,999,499.62 | (23,256.94 | ) | — | — | — | 1.6 | 1.606 | JJ | 7,022.22 | 34,711.11 | 1/7/2013 | 1/12/2018 | ||||||||||||||
96122WAB6 | WESTPAC BANKING CORP SECURED LOCAL BND | F | 4,498,676.97 | 4,480,064.5 | 4,421,000.00 | 4,484,004.8 | (3,940.30 | ) | 14,672.17 | — | — | 1.375 | 0.575 | JJ | 12,495.46 | 13,002.06 | 4/26/2013 | 7/17/2015 | ||||||||||||||
9612EAAB1 | WESTPAC SECURITIES NZ LTD CORP BND GOVT | F | 3,130,512.81 | 3,181,727.22 | 3,100,000.00 | 3,107,096.17 | 74,631.05 | 6,316.42 | — | — | 3.45 | 3.166 | JJ | 18,716.25 | 106,950.00 | 11/12/2010 | 7/28/2014 | |||||||||||||||
9612EMAK5 | WESTPAC BANKING CORP - GTD CORP BND 144A | F | 309,540.00 | 308,172 | 300,000.00 | 308,034.21 | 137.79 | 1,505.79 | — | — | 2.7 | 0.437 | JD | 2,520 | (720.00 | ) | 7/8/2013 | 12/9/2014 |
976656CF3 | WISCONSIN ELECTRIC POWER COMPA SENIOR | 2,500,000.00 | 2,459,811.4 | 2,500,000.00 | 2,500,000 | (40,188.60 | ) | — | — | — | 1.7 | 1.7 | JD | 12,750 | — | 6/10/2013 | 6/15/2018 | |||||||||||||||
983024AE0 | WYETH CORP BND | 4,571,377.50 | 4,219,222 | 4,150,000.00 | 4,215,694.1 | 3,527.90 | 166,341.33 | — | — | 5.5 | 0.746 | FA | 38,041.66 | 439,694.45 | 3/26/2012 | 2/1/2014 | ||||||||||||||||
984121CF8 | XEROX CORPORATION SENIOR CORP BND | 1,298,375.00 | 1,332,702.23 | 1,300,000.00 | 1,298,851.59 | 33,850.64 | — | — | — | 2.95 | 2.977 | MS | 1,704.44 | 54,114.06 | 3/8/2012 | 3/15/2017 | ||||||||||||||||
98417EAU4 | XSTRATA FINANCE CANADA LTD SENIOR CORP | A | 4,128,053.20 | 4,089,360.48 | 4,135,000.00 | 4,129,281.28 | (39,920.80 | ) | — | — | — | 2.7 | 2.486 | AO | 48,379.5 | 50,653.75 | 10/18/2012 | 10/25/2017 | ||||||||||||||
BRS1D0A10 | SUNGARD DATA SYST INC. TERM LOAN | 875,281.01 | 899,819.43 | 895,485.28 | 892,017.21 | 7,802.22 | — | — | — | — | 0.933 | FMAN | — | 26,668.15 | 9/30/2011 | 00/00/0000 | ||||||||||||||||
BRS3FZ588 | MITCHELL INTERNATIONAL INC SENIOR | 2,672,844.39 | 2,676,185.45 | 2,672,844.39 | 2,672,844.39 | 3,341.06 | — | — | — | — | — | MJSD | — | 58,551.68 | 2/5/2013 | 3/28/2016 | ||||||||||||||||
BRS8R3U20 | HUNTSMAN INTL LLC TERM LOAN | 2,845,178.57 | 2,885,349.18 | 2,877,551.02 | 2,860,132.9 | 25,216.28 | — | — | — | — | 0.218 | FMAN | — | 105,757.31 | 5/13/2011 | 00/00/0000 | ||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 216,407.28 | 216,686.61 | 215,973.89 | 216,230.79 | 455.82 | 68.21 | — | — | — | 0.59 | JAJO | — | 5,706.19 | 11/1/2011 | 00/00/0000 | ||||||||||||||||
BRS9PGR33 | ARAMARK CORPORATION LOAN TERM | 2,564,824.29 | 2,674,489.57 | 2,665,692.78 | 2,603,350.74 | 71,138.83 | 1,331.94 | — | — | — | 0.821 | JAJO | — | 93,001.65 | 8/19/2011 | 00/00/0000 | ||||||||||||||||
BRSAUE236 | DAVITA HEALTHCARE PARTNERS INC TERM LOAN | 4,909,240.52 | 4,958,469.73 | 4,924,050.62 | 4,913,587.58 | 44,882.15 | — | — | — | — | 0.069 | JAJO | — | 168,886.08 | 6/15/2012 | 10/20/2016 | ||||||||||||||||
BRSAZTC86 | COMMUNITY HLTH SYST INC TERM LOAN | 4,214,960.62 | 4,274,280.71 | 4,268,944.53 | 4,236,613.71 | 37,667.00 | 6,165.45 | — | — | — | 0.225 | JAJO | — | 207,538.52 | 8/9/2012 | 1/25/2017 | ||||||||||||||||
BRSB90DJ1 | APPLIED SYSTEMS INC SENIOR SECURED TERM | 482,700.31 | 489,677.92 | 486,636.44 | 483,158.61 | 6,519.31 | — | — | — | — | 0.222 | MJSD | — | 7,286.58 | 4/30/2013 | 12/8/2016 | ||||||||||||||||
BRSBAXKS9 | REMY INTERNATIONAL INC TERM LOAN | 1,096,322.28 | 1,129,823.14 | 1,124,896.10 | 1,107,329.38 | 22,493.76 | — | — | — | — | 0.483 | MJSD | — | 43,888.42 | 9/29/2011 | 00/00/0000 | ||||||||||||||||
BRSBBKBD9 | UCI INTERNATIONAL TL B TERM LOAN | 165,325.00 | 166,462.44 | 165,325.00 | 165,325 | 1,137.44 | — | — | — | — | — | JAJO | — | 6,924.98 | 1/20/2011 | 00/00/0000 | ||||||||||||||||
BRSBG72X9 | REALOGY CORP SENIOR SECURED TERM LOAN | 1,296,062.81 | 1,318,440.99 | 1,308,425.00 | 1,296,374.55 | 22,066.44 | — | — | — | — | 0.142 | JAJO | — | — | 8/1/2013 | 3/5/2020 | ||||||||||||||||
BRSBGXH81 | DEL MONTE FOODS CO TERM LOAN | 4,052,843.71 | 4,083,751.68 | 4,091,935.56 | 4,062,624.76 | 21,126.92 | 1,820.46 | — | — | — | 0.134 | MJSD | — | 149,179.89 | 7/27/2012 | 3/8/2018 | ||||||||||||||||
BRSBH1FB5 | TWCC HOLDING CORP TERM LOAN | 4,719,865.33 | 4,803,210.57 | 4,791,208.59 | 4,745,042.41 | 58,168.16 | — | — | — | — | 0.282 | FMAN | — | 109,865.08 | 6/1/2012 | 2/13/2017 | ||||||||||||||||
BRSBHFX32 | AXCAN INTER HLDG TERM LOAN | 4,365,761.14 | 4,435,119.98 | 4,425,428.29 | 4,382,936.14 | 52,183.84 | — | — | — | — | 0.283 | FMAN | — | 152,131.33 | 5/18/2012 | 2/10/2017 | ||||||||||||||||
BRSBK2348 | GYMBOREE CORP TERM LOAN | 2,306,473.92 | 2,365,861.32 | 2,441,776.14 | 2,345,196.63 | 20,664.69 | — | — | — | — | 0.898 | FMAN | — | 92,584.01 | 8/24/2012 | 2/23/2018 | ||||||||||||||||
BRSBLUUU7 | MICHAEL FOODS GROUP INC TERM LOAN | 2,048,198.32 | 2,043,122.24 | 2,030,432.04 | 2,041,672.82 | 1,449.42 | 2,087.47 | — | — | — | (0.123 | ) | MJSD | — | 65,626.27 | 3/2/2011 | 00/00/0000 | |||||||||||||||
BRSBN61P1 | TOMKINS PLC TERM LOAN | R | 2,466,104.52 | 2,550,662.36 | 2,540,335.89 | 2,495,981.31 | 54,681.05 | — | — | — | — | 0.58 | JAJO | — | 85,359.28 | 8/17/2011 | 00/00/0000 | |||||||||||||||
BRSBNJXW3 | UNIVR INC TERM LOAN | 2,986,032.38 | 2,907,252.27 | 3,008,596.86 | 2,989,025.5 | (81,773.23 | ) | — | — | — | — | 0.172 | MJSD | — | 202,761.64 | 2/19/2013 | 6/30/2017 | |||||||||||||||
BRSBQFU50 | IMS HEALTH INCORPORATED TERM LOAN | 10,187,290.45 | 10,215,749.76 | 10,205,136.41 | 10,191,457.87 | 24,291.89 | — | — | — | — | 0.034 | FMAN | — | 297,249.58 | 10/16/2012 | 8/25/2017 | ||||||||||||||||
BRSBR4P35 | JO-ANN STORES TERM LOAN | 2,065,781.99 | 2,091,218.23 | 2,086,648.47 | 2,073,310.63 | 17,907.60 | — | — | — | — | 0.142 | MJSD | — | 59,446.60 | 3/15/2011 | 3/16/2018 | ||||||||||||||||
BRSBRMCQ8 | WARNER CHILCOTT CORP TERM LOAN | 2,501,751.15 | 2,524,268.48 | 2,520,210.94 | 2,505,790.23 | 18,478.25 | — | — | — | — | 0.127 | MJSD | — | 85,449.97 | 8/15/2012 | 3/15/2018 | ||||||||||||||||
BRSBRMD95 | WARNER CHILCOTT CORP TERM LOAN | E | 1,946,397.66 | 1,989,182.94 | 1,985,985.50 | 1,957,131.69 | 32,051.25 | — | — | — | — | 0.322 | MJSD | — | 64,330.70 | 8/20/2012 | 3/15/2018 | |||||||||||||||
BRSBRN2H7 | MEG ENERGY CORP TERM LOAN | A | 7,146,008.37 | 7,157,255.66 | 7,128,279.21 | 7,127,486.57 | 29,769.09 | — | — | — | — | (0.321 | ) | MJSD | — | 213,686.22 | 5/29/2012 | 3/15/2018 | ||||||||||||||
BRSBT2DD8 | FIRST DATA CORP TERM LOAN | 5,487,000.56 | 5,643,072.14 | 5,685,715.00 | 5,535,828.17 | 107,243.97 | — | — | — | — | 0.561 | MJSD | — | 193,162.43 | 9/9/2013 | 3/23/2018 | ||||||||||||||||
BRSBT4DY8 | SERENA SOFTWARE TERM LOAN | 2,983,750.00 | 2,985,000 | 3,000,000.00 | 2,991,703.01 | (6,703.01 | ) | — | — | — | — | 0.113 | MJSD | — | 97,968.47 | 6/2/2011 | 00/00/0000 | |||||||||||||||
BRSBWG6S8 | DELTA AIR LINES INC TERM LOAN | 5,302,944.66 | 5,411,431.12 | 5,381,162.08 | 5,332,368.41 | 79,062.71 | — | — | — | — | 0.253 | JAJO | — | 195,348.03 | 2/29/2012 | 4/20/2017 | ||||||||||||||||
BRSBXUEK4 | HUBBARD RADIO TERM LOAN | 982,278.47 | 1,036,198.84 | 1,032,327.61 | 994,620.09 | 41,578.75 | — | — | — | — | 0.659 | JAJO | — | 42,755.33 | 9/30/2011 | 00/00/0000 | ||||||||||||||||
BRSBYALT0 | EMERGENCY MEDICAL SVCS CORP TERM LOAN | 5,644,463.41 | 5,679,124.25 | 5,672,827.42 | 5,651,983.46 | 27,140.79 | — | — | — | — | 0.078 | FMAN | — | 183,367.35 | 6/25/2012 | 5/25/2018 | ||||||||||||||||
BRSBZZDX4 | GOLDEN LIVING LN1 TERM LOAN | 578,335.33 | 642,353.37 | 668,595.75 | 603,893.5 | 38,459.87 | — | — | — | — | 2.198 | FMAN | — | 19,391.73 | 10/4/2011 | 00/00/0000 | ||||||||||||||||
BRSC0XRZ5 | NORTEK INC TERM LOAN | 585,210.28 | 589,057 | 585,942.71 | 585,489.87 | 3,567.13 | — | — | — | — | 0.021 | JAJO | — | 23,327.85 | 7/8/2011 | 4/26/2017 |
BRSC103Q2 | KAR AUCTION SERVICES INC TERM LOAN | 2,157,171.74 | 2,178,396.58 | 2,168,011.80 | 2,161,408.77 | 16,987.81 | — | — | — | — | 0.083 | FMAN | — | 103,998.07 | 5/16/2011 | 00/00/0000 | ||||||||||||||||
BRSC3CCP6 | MANITOWOC CO INC TERM LOAN | 90,070.58 | 91,100.29 | 90,523.20 | 90,235.7 | 864.59 | — | — | — | — | 0.076 | FMAN | — | 3,238.93 | 5/9/2011 | 00/00/0000 | ||||||||||||||||
BRSC3G4F8 | NEIMAN MARCUS GROUP INC. THE TERM LOAN | 6,474,936.11 | 6,499,359.68 | 6,496,176.55 | 6,480,204.28 | 19,155.40 | — | — | — | — | 0.052 | FMAN | — | 214,088.92 | 11/30/2012 | 5/16/2018 | ||||||||||||||||
BRSC4H8Q7 | EPICOR SOFTWARE CORP TERM LOAN | 6,505,791.49 | 6,585,863.13 | 6,572,160.18 | 6,525,049.69 | 60,813.44 | — | — | — | — | 0.153 | FMAN | — | 231,460.33 | 8/6/2012 | 5/18/2018 | ||||||||||||||||
BRSC6D3K2 | QUINTILES TRANSNATIONAL CORP. TERM LOAN | 2,397,715.24 | 2,534,798.37 | 2,524,548.71 | 2,436,309.86 | 98,488.51 | — | — | — | — | 0.746 | MJSD | — | 87,272.80 | 12/14/2012 | 6/8/2018 | ||||||||||||||||
BRSCC0RV3 | DUCOMMUN INC TERM LOAN | 321,255.00 | 328,353.45 | 324,500.01 | 322,465.28 | 5,888.17 | — | — | — | — | 0.166 | MJSD | — | 13,336.04 | 6/17/2011 | 00/00/0000 | ||||||||||||||||
BRSCDKB78 | SBA SENIOR FINANCE II LLC TERM LOAN | 972,419.12 | 977,814.95 | 974,856.26 | 973,196.35 | 4,618.60 | — | — | — | — | 0.035 | MJSD | — | 48,641.28 | 6/27/2011 | 00/00/0000 | ||||||||||||||||
BRSCDUPD8 | TEAM HLTH INC. TERM LOAN | 3,793,188.76 | 3,793,188.76 | 3,812,250.01 | 3,799,252.2 | (6,063.44 | ) | — | — | — | — | 0.071 | MJSD | — | 108,958.28 | 6/28/2011 | 6/29/2018 | |||||||||||||||
BRSCE52V7 | ALERE INC | 4,435,370.72 | 4,493,676.69 | 4,463,924.64 | 4,444,490.89 | 49,185.80 | — | — | — | — | 0.115 | MJSD | — | 156,673.01 | 6/26/2012 | 6/30/2017 | ||||||||||||||||
BRSCEALQ6 | MERCURY PAYMENT SYSTEMS TERM LOAN | 2,703,684.61 | 2,743,001.47 | 2,715,843.04 | 2,708,219.99 | 34,781.48 | — | — | — | — | 0.074 | JAJO | — | 191,064.55 | 10/23/2012 | 6/30/2017 | ||||||||||||||||
BRSCFYSD5 | CONSOLIDATED COMMUNICATIONS IN SENIOR | 992,424.25 | 998,215.05 | 992,424.25 | 992,424.25 | 5,790.80 | — | — | — | — | — | JAJO | — | 28,158.67 | 1/8/2013 | 12/31/2017 | ||||||||||||||||
BRSD1YF59 | MICROSEMI CORPORATION TERM LOAN | 2,513,706.35 | 2,555,186.34 | 2,551,977.59 | 2,521,777.1 | 33,409.24 | — | — | — | — | 0.137 | JAJO | — | 104,546.28 | 7/25/2012 | 2/19/2020 | ||||||||||||||||
BRSD9CAS4 | HEALTH MGMT ASSOC INC TERM LOAN | 5,801,795.27 | 5,847,933.09 | 5,842,908.19 | 5,810,595.4 | 37,337.69 | — | — | — | — | 0.107 | FMAN | — | 186,629.83 | 6/11/2012 | 11/16/2018 | ||||||||||||||||
BRSDALFV0 | ENTERCOM RADIO LLC TERM LOAN | 961,863.46 | 989,163.7 | 981,493.33 | 966,984.84 | 22,178.86 | — | — | — | — | 0.286 | FMAN | — | 44,270.54 | 11/17/2011 | 00/00/0000 | ||||||||||||||||
BRSDKUDY5 | SIX FLAGS THEME PARKS INC TERM LOAN | 2,846,707.39 | 2,861,564.53 | 2,847,767.10 | 2,846,895.65 | 14,668.88 | — | — | — | — | 0.006 | MJSD | — | 147,449.72 | 7/25/2012 | 12/20/2018 | ||||||||||||||||
BRSDPAC33 | ALERE INC SENIOR SEC TERM NOTES | 973,881.58 | 991,527.15 | 984,962.38 | 976,621.83 | 14,905.32 | — | — | — | — | 0.224 | MJSD | — | 32,638.87 | 6/26/2012 | 6/30/2017 | ||||||||||||||||
BRSDWEX75 | GRIFOLS INC SECURED TERM LOAN | 4,149,728.92 | 4,198,241.98 | 4,168,375.57 | 4,154,428.8 | 43,813.18 | — | — | — | — | 0.09 | JAJO | — | 159,598.74 | 8/6/2012 | 6/1/2017 | ||||||||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC TERM LOAN | 7,889,915.12 | 7,985,484.13 | 7,980,974.88 | 7,908,754.52 | 76,729.61 | 1,186.27 | — | — | — | 0.148 | MJSD | — | 229,771.99 | 10/31/2012 | 2/14/2019 | ||||||||||||||||
BRSE4J2V4 | CATALENT PHARMA SOLUTIONS INC SENIOR | 5,902,856.39 | 5,986,913.31 | 5,957,127.67 | 5,918,004.66 | 68,908.65 | — | — | — | — | 0.164 | MJSD | — | 203,755.41 | 4/24/2012 | 9/15/2017 | ||||||||||||||||
BRSE58QX7 | NORANDA ALUMINUM ACQUISITION TERM LOAN | 1,955,225.00 | 1,856,725 | 1,970,000.00 | 1,958,514.19 | (101,789.19 | ) | — | — | — | — | 0.107 | MJSD | — | 86,730.98 | 2/24/2012 | 2/28/2019 | |||||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR | A | 7,897,924.43 | 7,888,027.29 | 7,917,718.74 | 7,899,445.31 | (11,418.02 | ) | — | — | — | — | 0.042 | MJSD | — | 215,954.04 | 3/27/2013 | 3/28/2019 | ||||||||||||||
BRSE9A2P1 | YANKEE CANDLE CO INC SECURED TERM LOAN | 1,847,430.42 | 1,869,207.7 | 1,866,091.33 | 1,851,350.8 | 17,856.90 | — | — | — | — | 0.142 | JAJO | — | 74,306.91 | 3/14/2012 | 4/2/2019 | ||||||||||||||||
BRSE9BR07 | DJO FINANCE LLC/DJO FINANCE CO SECURED | 535,950.00 | 538,763.74 | 535,950.00 | 535,950 | 2,813.74 | — | — | — | — | — | MJSD | — | 11,781.18 | 3/19/2013 | 9/15/2017 | ||||||||||||||||
BRSE9C0N4 | PROTECTION ONE INC. SENIOR SECURED TERM | 1,305,179.11 | 1,326,458.24 | 1,318,219.37 | 1,307,954.33 | 18,503.91 | — | — | — | — | 0.141 | MJSD | — | 52,183.92 | 3/15/2013 | 3/21/2019 | ||||||||||||||||
BRSECN1K1 | ENNIS-FLINT SENIOR SEC TERM NOTES | 2,691,700.10 | 2,734,612.16 | 2,709,213.29 | 2,695,823.84 | 38,788.32 | — | — | — | — | 0.108 | MJSD | — | 129,407.98 | 8/6/2012 | 3/30/2018 | ||||||||||||||||
BRSEF3569 | ALERE INC SENIOR SEC TERM NOTES | 833,753.25 | 847,788.1 | 842,175.00 | 836,102.82 | 11,685.28 | — | — | — | — | 0.19 | MJSD | — | 29,575.79 | 3/27/2012 | 6/30/2017 | ||||||||||||||||
BRSEGDRJ4 | AMN HEALTHCARE SENIOR SECURED TERM NOTE | 2,044,108.44 | 2,076,803.85 | 2,064,756.00 | 2,049,065.82 | 27,738.03 | — | — | — | — | 0.167 | MJSD | — | 53,289.44 | 4/3/2012 | 4/5/2018 | ||||||||||||||||
BRSEHTXV4 | FREEDOM GROUP INC SENIOR SEC TERM NOTES | 3,843,305.84 | 3,879,854.85 | 3,862,935.19 | 3,847,266.18 | 32,588.67 | — | — | — | — | 0.072 | MJSD | — | 161,921.53 | 7/27/2012 | 4/19/2019 | ||||||||||||||||
BRSEJG0V6 | AXCAN INTER HLDG SENIOR SEC TERM LOAN | 1,544,480.00 | 1,579,451.44 | 1,576,000.00 | 1,553,688.83 | 25,762.61 | — | — | — | — | 0.418 | MJSD | — | 99,444.45 | 4/11/2012 | 2/10/2017 | ||||||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC SENIOR SEC TERM | 3,070,053.04 | 3,054,712 | 3,084,695.23 | 3,070,397.95 | (15,685.95 | ) | — | — | — | — | 0.1 | JAJO | — | 19,414.99 | 9/12/2013 | 5/4/2018 | |||||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2,812,674.91 | 2,840,503.35 | 2,841,085.77 | 2,818,448.33 | 22,055.02 | — | — | — | — | 0.142 | JAJO | — | 112,295.31 | 4/20/2012 | 4/23/2019 | ||||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,521,728.00 | 2,540,736 | 2,534,400.00 | 2,524,653.38 | 16,082.62 | — | — | — | — | 0.083 | MJSD | — | 94,359.85 | 4/30/2012 | 5/3/2018 | ||||||||||||||||
BRSESZBW0 | VOLKSWAGEN FIN SERV N.V. CORP BND EMTN | D | 654,909.31 | 656,553.21 | 400,000.00 | 651,341.27 | 5,211.94 | 2,979.71 | — | 4,731.95 | 2 | 1.366 | AO | 6,018.59 | 16,618.29 | 10/30/2012 | 10/23/2015 | |||||||||||||||
BRSEY9A02 | RGIS SERVICES LLC SENIOR SECURED TERM | 156,078.41 | 154,609.67 | 156,665.91 | 156,212.57 | (1,602.90 | ) | — | — | — | — | 0.094 | MJSD | — | 8,557.47 | 9/18/2012 | 10/18/2016 |
BRSEYJRF9 | RGIS SERVICES LLC TERM NOTES | 1,852,244.68 | 1,852,244.67 | 1,870,954.22 | 1,856,579.55 | (4,334.88 | ) | — | — | — | — | 0.188 | MJSD | — | 94,467.25 | 8/17/2012 | 10/18/2017 | |||||||||||||||
BRSEYKM87 | VWR FUNDING INC TERM NOTES | 2,924,190.24 | 2,958,350.1 | 2,953,727.52 | 2,931,781.7 | 26,568.40 | — | — | — | — | 0.21 | MJSD | — | 78,489.90 | 5/18/2012 | 4/3/2017 | ||||||||||||||||
BRSF5Z2P7 | WIRECO WORLDGROUP INC TERM NOTES | 3,062,812.50 | 3,109,218.75 | 3,093,750.00 | 3,070,823.4 | 38,395.35 | — | — | — | — | 0.217 | MJSD | — | 141,467.45 | 6/28/2012 | 2/15/2017 | ||||||||||||||||
BRSF9BJL7 | KLOECKNER HOLDINGS GP S.A. TERM LOAN | E | 381,771.25 | 392,484.22 | 389,562.50 | 383,854.74 | 8,629.48 | — | — | — | — | 0.452 | MJSD | — | 11,974.85 | 7/16/2012 | 12/21/2016 | |||||||||||||||
BRSFD0DY4 | WINDSTREAM CORP SENIOR SEC TERM NOTES | 2,610,061.25 | 2,642,172.92 | 2,636,425.51 | 2,614,122.55 | 28,050.37 | — | — | — | — | 0.144 | FMAN | — | 114,260.55 | 8/3/2012 | 8/2/2019 | ||||||||||||||||
BRSFD9W24 | LEVEL 3 COMMUNICATIONS INC SENIOR SEC | 960,300.00 | 970,363.75 | 970,000.00 | 961,881.44 | 8,482.31 | — | — | — | — | 0.142 | MJSD | — | 43,357.35 | 8/2/2012 | 8/1/2019 | ||||||||||||||||
BRSFDBBL0 | PILOT TRAVEL CENTERS LLC SENIOR SEC TERM | 599,370.76 | 605,409.75 | 603,900.00 | 600,111.19 | 5,298.56 | — | — | — | — | 0.106 | MJSD | — | 19,560.24 | 8/2/2012 | 8/7/2019 | ||||||||||||||||
BRSFHP193 | MCC IOWA LLC TERM LOAN | 2,895,750.00 | 2,978,360.55 | 2,970,000.00 | 2,906,297.4 | 72,063.15 | — | — | — | — | 0.339 | FMAN | — | 91,213.55 | 8/15/2012 | 1/20/2020 | ||||||||||||||||
BRSFKYGX1 | WARNER CHILCOTT CORP SENIOR SECURED TERM | 1,077,189.86 | 1,098,919.24 | 1,097,152.83 | 1,081,147.49 | 17,771.75 | — | — | — | — | 0.326 | FMAN | — | 35,537.07 | 8/20/2012 | 3/15/2018 | ||||||||||||||||
BRSFNCAU8 | IMMUCOR INC. SENIOR SECURED TERM NOTES | 2,843,511.73 | 2,953,610.68 | 2,938,916.10 | 2,856,032.85 | 97,577.83 | — | — | — | — | 0.578 | MJSD | — | 145,578.22 | 12/31/2012 | 8/19/2018 | ||||||||||||||||
BRSFPRNH8 | GETTY IMAGES INC. SENIOR SECURED TERM | 5,312,531.56 | 4,794,117.67 | 5,337,175.25 | 5,309,540.82 | (515,423.15 | ) | 6,742.71 | — | — | — | (0.084 | ) | JAJO | — | 181,057.00 | 6/20/2013 | 10/18/2019 | ||||||||||||||
BRSFQ43Z0 | FIRST DATA CORP SENIOR SEC TERM NOTES | 3,490,000.00 | 3,471,562.5 | 3,500,000.00 | 3,491,367.36 | (19,804.86 | ) | — | — | — | — | 0.048 | MJSD | — | 86,378.20 | 1/30/2013 | 9/30/2018 | |||||||||||||||
BRSFRQMG1 | REYNOLDS GROUP HOLDINGS INC SENIOR | 1,959,936.89 | 1,967,825.64 | 1,959,936.89 | 1,959,936.89 | 7,888.75 | — | — | — | — | — | MJSD | — | 87,966.06 | 9/21/2012 | 9/28/2018 | ||||||||||||||||
BRSFSRG42 | AOT BEDDING SUPER HOLDINGS LLC SENIOR | 2,370,930.09 | 2,385,805.11 | 2,374,648.84 | 2,371,408.35 | 14,396.76 | — | — | — | — | 0.018 | MJSD | — | 126,867.23 | 10/4/2012 | 10/1/2019 | ||||||||||||||||
BRSFTR0V8 | INFOR US INC SENIOR SECURED TERM NOTES | 713,370.90 | 725,111.94 | 720,010.66 | 714,581.63 | 10,530.31 | — | — | — | — | 0.166 | JAJO | — | 31,452.89 | 9/27/2012 | 4/5/2018 | ||||||||||||||||
BRSFUKYH5 | ACOSTA INC SENIOR SECURED TERM LOAN | 4,474,652.19 | 4,514,539.39 | 4,498,793.61 | 4,479,142.85 | 35,396.54 | — | — | — | — | 0.097 | MJSD | — | 206,852.88 | 9/25/2012 | 3/2/2018 | ||||||||||||||||
BRSFUUMM5 | SBA SENIOR FINANCE II LLC SENIOR SECURED | 354,684.17 | 356,106.46 | 355,573.10 | 354,808.52 | 1,297.94 | — | — | — | — | 0.036 | MJSD | — | 15,104.71 | 9/21/2012 | 9/20/2019 | ||||||||||||||||
BRSFVFMJ4 | INTELSAT JACKSON SENIOR SECURED TERM | F | 509,700.00 | 511,611.38 | 509,700.00 | 509,700 | 1,911.38 | — | — | — | — | — | JAJO | — | 88,772.80 | 9/26/2012 | 4/2/2018 | |||||||||||||||
BRSFWACE6 | LEAP WIRELESS INTL INC SENIOR SECURED | 2,343,077.75 | 2,353,695.14 | 2,352,225.00 | 2,342,744.53 | 10,950.61 | 1,579.67 | — | — | — | (0.022 | ) | JAJO | — | 98,313.25 | 11/15/2012 | 10/10/2019 | |||||||||||||||
BRSFWC4C5 | PEP BOYS - MANNY MOE & JACK TH SENIOR | 1,797,318.25 | 1,823,358.99 | 1,810,900.00 | 1,799,396.78 | 23,962.21 | — | — | — | — | 0.125 | MJSD | — | 45,945.52 | 9/27/2012 | 10/11/2018 | ||||||||||||||||
BRSFWQSC8 | TRANSTAR HOLDING COMPANY SENIOR SECURED | 1,087,911.00 | 1,107,141.75 | 1,098,900.00 | 1,089,635.06 | 17,506.69 | — | — | — | — | 0.166 | MJSD | — | 46,061.80 | 10/2/2012 | 10/9/2018 | ||||||||||||||||
BRSFWYTY2 | VALEANT PHARMACEUTICALS INTERN SENIOR | 900,923.85 | 949,644.66 | 948,413.06 | 908,282.64 | 41,362.02 | — | — | — | — | (0.164 | ) | JAJO | — | 75,451.04 | 10/2/2012 | 2/13/2019 | |||||||||||||||
BRSFXK170 | FMG RESOURCES (AUGUST 2006) PT SENIOR | F | 8,246,387.76 | 8,365,287.78 | 8,325,906.24 | 8,259,850.2 | 105,437.58 | — | — | — | — | 0.194 | JAJO | — | 332,262.14 | 6/20/2013 | 10/18/2017 | |||||||||||||||
BRSFXMS69 | LESLIES POOLMART INC. SENIOR SECURED | 3,740,574.96 | 3,793,780.46 | 3,763,332.96 | 3,743,638.43 | 50,142.03 | — | — | — | — | 0.066 | JAJO | — | 195,781.85 | 10/10/2012 | 10/16/2019 | ||||||||||||||||
BRSFXW3C1 | PROGRESSIVE WASTE SOLUTIONS LT SENIOR | A | 582,647.12 | 587,038.94 | 585,575.00 | 583,023.09 | 4,015.85 | — | — | — | — | 0.071 | JAJO | — | 15,619.43 | 10/22/2012 | 10/24/2019 | |||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR | 3,512,546.84 | 3,550,867.9 | 3,536,139.88 | 3,516,877.97 | 33,989.93 | — | — | — | — | 0.122 | JAJO | — | 126,689.49 | 10/2/2012 | 3/2/2018 | ||||||||||||||||
BRSFZGGS5 | GARDA WORLD SEC SENIOR SECURED TERM LOAN | A | 1,175,169.62 | 1,186,980.38 | 1,181,075.00 | 1,175,881.53 | 11,098.85 | — | — | — | — | 0.071 | FMAN | — | 43,116.68 | 10/24/2012 | 11/13/2019 | |||||||||||||||
BRSG092B9 | ROYALTY PHARMA FINANCE TRUST SENIOR | 4,906,864.98 | 4,939,078.55 | 4,906,864.98 | 4,906,864.98 | 32,213.57 | — | — | — | — | — | JAJO | — | 131,361.21 | 10/11/2012 | 5/9/2018 | ||||||||||||||||
BRSG13DW3 | TRIMAS CO LLC SENIOR SECURED TERM LOAN | 799,895.24 | 803,904.75 | 801,900.00 | 800,165.5 | 3,739.25 | — | — | — | — | 0.035 | JAJO | — | 20,525.70 | 10/10/2012 | 10/15/2019 | ||||||||||||||||
BRSG1PVM6 | DELTA AIR LINES INC SENIOR SECURED TERM | 2,706,994.12 | 2,746,300.23 | 2,734,337.50 | 2,710,805.47 | 35,494.76 | — | — | — | — | 0.169 | JAJO | — | 111,128.60 | 10/16/2012 | 10/18/2018 | ||||||||||||||||
BRSG20AV3 | PILOT TRAVEL CENTERS LLC SENIOR SECURED | 1,561,513.03 | 1,630,126.01 | 1,631,145.48 | 1,573,858.06 | 56,267.95 | — | — | — | — | (0.309 | ) | JAJO | — | 46,616.97 | 10/4/2012 | 3/30/2018 | |||||||||||||||
BRSG3S869 | SNL FINANCIAL LC SENIOR SECURED TERM | 3,947,484.63 | 4,000,082.23 | 3,975,237.00 | 3,951,343.98 | 48,738.25 | — | — | — | — | 0.117 | JAJO | — | 182,409.94 | 10/31/2012 | 10/23/2018 | ||||||||||||||||
BRSG45CM8 | CONSOLIDATED CONTAINER CO LP TERM NOTE | 2,264,952.10 | 2,306,338.65 | 2,286,900.00 | 2,268,019.6 | 38,319.05 | — | — | — | — | (0.132 | ) | MJSD | — | 87,381.55 | 10/17/2012 | 7/3/2019 | |||||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | 2,089,753.83 | 2,109,628.5 | 2,100,000.00 | 2,091,135.41 | 18,493.09 | — | — | — | — | (0.059 | ) | JAJO | — | 85,458.33 | 10/29/2012 | 8/28/2019 |
BRSG6SMY9 | TOMKINS PLC SENIOR SECURED TERM NOTES | R | 2,476,089.00 | 2,516,731.88 | 2,501,100.00 | 2,479,539.8 | 37,192.08 | — | — | — | — | 0.167 | FMAN | — | 92,505.00 | 11/5/2012 | 11/9/2018 | |||||||||||||||
BRSG7ST70 | CHG HEALTHCARE SERVICES INC SENIOR SEC | 3,203,536.43 | 3,266,231.91 | 3,235,895.39 | 3,207,419.62 | 58,812.29 | — | — | — | — | 0.142 | FMAN | — | 168,433.04 | 11/13/2012 | 11/19/2019 | ||||||||||||||||
BRSG82NP2 | CONSOLIDATED COMMUNICATIONS IN SENIOR | 2,947,725.00 | 2,993,623.16 | 2,977,500.00 | 2,951,384.82 | 42,238.34 | — | — | — | — | 0.166 | FMAN | — | 139,725.66 | 11/29/2012 | 12/31/2018 | ||||||||||||||||
BRSG8SYA6 | BASS PRO GROUP LLC SENIOR SECURED TERM | 2,108,539.75 | 2,113,824.32 | 2,113,824.32 | 2,109,148.28 | 4,676.04 | — | — | — | — | 0.036 | FMAN | — | 114,677.82 | 11/16/2012 | 11/20/2019 | ||||||||||||||||
BRSG8U0V2 | WESCO DISTRIBUTION INC SENIOR SECURED | 1,210,540.18 | 1,228,728.85 | 1,222,767.86 | 1,211,842.02 | 16,886.83 | — | — | — | — | 0.143 | MJSD | — | 40,923.49 | 12/4/2012 | 12/12/2019 | ||||||||||||||||
BRSG8UAX7 | FLEETPRIDE INC SENIOR SECURED TERM LOAN | 3,482,239.75 | 3,389,660.44 | 3,503,525.00 | 3,484,722.96 | (95,062.52 | ) | — | — | — | — | 0.086 | FMAN | — | 138,128.90 | 12/5/2012 | 11/19/2019 | |||||||||||||||
BRSG9SY49 | ARDENT MEDICAL SENIOR SECURED TERM LOAN | 1,778,460.75 | 1,807,652.66 | 1,796,425.00 | 1,780,869.41 | 26,783.25 | — | — | — | — | 0.181 | FMAN | — | 91,054.31 | 11/19/2012 | 7/2/2018 | ||||||||||||||||
BRSGBCQJ7 | NEXSTAR BROADCASTING INC SENIOR SECURED | 1,356,899.97 | 1,370,959.92 | 1,363,718.57 | 1,357,614.83 | 13,345.09 | — | — | — | — | 0.072 | FMAN | — | 44,229.53 | 11/19/2012 | 11/19/2019 | ||||||||||||||||
BRSGC58P7 | UPC FINANCING PARTNERSHIP SENIOR SECURED | 1,496,250.00 | 1,503,982.5 | 1,500,000.00 | 1,496,618.39 | 7,364.11 | — | — | — | — | 0.03 | MJSD | — | 42,111.11 | 11/20/2012 | 1/29/2021 | ||||||||||||||||
BRSGC5B08 | NATIONAL CNEMDIA SENIOR SECURED TERM | 1,488,750.00 | 1,491,427.5 | 1,500,000.00 | 1,490,078.47 | 1,349.03 | — | — | — | — | 0.106 | FMAN | — | 51,135.41 | 11/20/2012 | 11/26/2019 | ||||||||||||||||
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 1,157,512.85 | 1,183,819.96 | 1,169,204.90 | 1,158,782.73 | 25,037.23 | — | — | — | — | 0.143 | MJSD | — | 43,905.21 | 12/7/2012 | 12/11/2019 | ||||||||||||||||
BRSGCQN17 | SEQUA CORP SENIOR SECURED TERM LOAN | 2,844,108.00 | 2,876,522.26 | 2,858,400.00 | 2,846,474.8 | 30,047.46 | — | — | — | — | 0.111 | MJSD | — | 75,946.50 | 12/18/2012 | 6/19/2017 | ||||||||||||||||
BRSGE3X31 | DAIMLERCHRYSLER AG CORP BND | D | 641,561.42 | 648,462.82 | 400,000.00 | 642,171.49 | 6,291.33 | — | — | 3,889.78 | 1.375 | 1.492 | DEC | 7,241.91 | 5,893.96 | 12/3/2012 | 12/10/2015 | |||||||||||||||
BRSGF63V4 | CINEMARK USA INC SENIOR SECURED TERM | 2,656,475.87 | 2,682,199.64 | 2,669,825.00 | 2,657,929.65 | 24,269.99 | — | — | — | — | 0.071 | MJSD | — | 58,000.86 | 12/13/2012 | 12/18/2019 | ||||||||||||||||
BRSGF9UP1 | SUNGARD DATA SYST INC. SENIOR SECURED | 913,100.00 | 924,504.62 | 913,100.00 | 913,100 | 11,404.62 | — | — | — | — | — | MJSD | — | 26,458.42 | 12/14/2012 | 1/31/2020 | ||||||||||||||||
BRSGFBZT3 | ALLIANCE LAUNDRY SYST LLC SENIOR SECURED | 745,620.25 | 751,708.86 | 749,367.09 | 746,119.2 | 5,589.66 | — | — | — | — | 0.082 | MJSD | — | 30,124.76 | 12/7/2012 | 12/10/2018 | ||||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 1,051,727.43 | 1,054,861.48 | 1,057,012.50 | 1,052,282.18 | 2,579.30 | — | — | — | — | 0.071 | MJSD | — | 41,891.29 | 12/13/2012 | 12/20/2019 | ||||||||||||||||
BRSGV1XL6 | MISSION BROADCASTING INC. SENIOR SEC | 573,648.77 | 579,592.81 | 576,531.43 | 573,949.3 | 5,643.51 | — | — | — | — | 0.072 | MJSD | — | 18,698.66 | 11/19/2012 | 12/3/2019 | ||||||||||||||||
BRSGV88K1 | MEDASSETS INC SENIOR SECURED TERM LOAN | 263,604.52 | 265,723.95 | 264,929.16 | 263,752.76 | 1,971.19 | — | — | — | — | 0.071 | MJSD | — | 10,644.48 | 12/11/2012 | 12/13/2019 | ||||||||||||||||
BRSGVDRB9 | METALDYNE LLC SENIOR SECURED TERM LOAN | 1,728,190.62 | 1,750,335.78 | 1,736,875.00 | 1,729,252.81 | 21,082.97 | — | — | — | — | 0.083 | MJSD | — | 84,121.54 | 12/4/2012 | 12/18/2018 | ||||||||||||||||
BRSGWZF97 | HOUGHTON INTERNATIONAL INC SENIOR | 984,902.50 | 980,714.06 | 992,500.00 | 984,905.83 | (4,191.77 | ) | — | — | — | — | 0.122 | MJSD | — | 10,392.22 | 9/30/2013 | 12/20/2019 | |||||||||||||||
BRSGWZFG1 | SAGE PRODUCTS INC SENIOR SECURED TERM | 1,074,661.25 | 1,091,964.39 | 1,085,516.42 | 1,075,816.51 | 16,147.88 | — | — | — | — | 0.143 | MJSD | — | 47,234.04 | 12/13/2012 | 12/13/2019 | ||||||||||||||||
BRSGXX576 | TRIBUNE COMPANY SENIOR SECURED TERM LOAN | 1,277,347.50 | 1,292,262.79 | 1,290,250.00 | 1,278,643.07 | 13,619.72 | — | — | — | — | 0.143 | MJSD | — | 36,732.21 | 12/17/2012 | 12/31/2019 | ||||||||||||||||
BRSGZA7E7 | TRANSFIRST HOLDINGS INC SENIOR SECURED | 1,876,741.95 | 1,902,807.81 | 1,895,698.94 | 1,879,518.73 | 23,289.08 | — | — | — | — | 0.199 | MJSD | — | 113,927.51 | 12/20/2012 | 12/27/2017 | ||||||||||||||||
BRSGZV4B0 | CUMULUS MED INC. SENIOR SECURED TERM | 5,628,154.38 | 5,671,772.58 | 5,628,154.38 | 5,628,154.38 | 43,618.20 | — | — | — | — | — | MJSD | — | 179,189.71 | 12/18/2012 | 9/17/2018 | ||||||||||||||||
BRSH2DJN2 | WINDSTREAM CORP SENIOR SECURED TERM LOAN | 2,709,525.00 | 2,707,262.55 | 2,709,525.00 | 2,709,525 | (2,262.45 | ) | — | — | — | — | — | JAJO | — | 59,293.43 | 1/10/2013 | 1/23/2020 | |||||||||||||||
BRSH3M7X2 | FLASH DUTCH 2 BV AND US COATIN SENIOR | R | 1,704,136.50 | 1,730,223.56 | 1,721,350.00 | 1,705,684.46 | 24,539.10 | — | — | — | — | 0.142 | JAJO | — | 52,218.79 | 1/17/2013 | 2/1/2020 | |||||||||||||||
BRSH4GA51 | AMERIFORGE GROUP INC SENIOR SECURED TERM | 760,403.87 | 766,376.29 | 764,225.00 | 760,771.16 | 5,605.13 | — | — | — | — | 0.072 | JAJO | — | 18,402.26 | 1/22/2013 | 12/19/2019 | ||||||||||||||||
BRSH5BNL2 | MICHAELS STORES INC SENIOR SECURED TERM | 6,548,587.50 | 6,559,097.98 | 6,548,587.50 | 6,548,587.5 | 10,510.48 | — | — | — | — | — | JAJO | — | 125,695.75 | 1/24/2013 | 1/28/2020 | ||||||||||||||||
BRSH62EH0 | BRIGHT HORIZONS FAMILY SOLUTIO SENIOR | 2,535,043.50 | 2,562,788.14 | 2,560,650.00 | 2,537,349.84 | 25,438.30 | — | — | — | — | 0.142 | JAJO | — | 60,339.06 | 1/24/2013 | 1/30/2020 | ||||||||||||||||
BRSH62SH5 | APEX TOOL GROUP LLC SENIOR SECURED TERM | 1,732,543.75 | 1,747,239.9 | 1,741,250.00 | 1,733,260.4 | 13,979.50 | — | — | — | — | 0.072 | JAJO | — | 39,774.77 | 1/25/2013 | 1/31/2020 | ||||||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM | 442,158.75 | 449,695.55 | 446,625.00 | 442,599.06 | 7,096.49 | — | — | — | — | 0.167 | FMAN | — | 15,476.64 | 2/7/2013 | 2/8/2019 | ||||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED | 2,636,213.85 | 2,616,465.47 | 2,640,667.18 | 2,632,968.44 | (16,502.97 | ) | 3,750 | — | — | — | (0.615 | ) | MJSD | — | 52,318.18 | 9/4/2013 | 12/20/2019 | ||||||||||||||
BRSHA8HD8 | VWR FUNDING INC SENIOR SECURED TERM | 759,262.50 | 762,743.72 | 759,262.50 | 759,262.5 | 3,481.22 | — | — | — | — | — | MJSD | — | 42,083.58 | 1/29/2013 | 4/3/2017 |
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED | R | 3,543,249.94 | 3,517,313.35 | 3,543,249.94 | 3,543,249.94 | (25,936.59 | ) | — | — | — | — | — | FMAN | — | 65,234.94 | 8/21/2013 | 12/13/2019 | ||||||||||||||
BRSHB1YS0 | RITE AID CORP SENIOR SECURED TERM LOAN | 990,012.53 | 990,012.53 | 990,012.53 | 990,012.53 | — | — | — | — | — | — | MJSD | — | 52,156.95 | 2/7/2013 | 2/21/2020 | ||||||||||||||||
BRSHB29T4 | ADS WASTE ESCROW SENIOR SECURED TERM | 8,926,031.29 | 8,940,769.92 | 8,926,031.29 | 8,926,031.29 | 14,738.63 | — | — | — | — | — | MJSD | — | 251,812.50 | 2/5/2013 | 10/9/2019 | ||||||||||||||||
BRSHB3HE6 | NINE ENTERTAINMENT GROUP LIMIT SENIRO | F | 3,281,616.15 | 3,278,627.6 | 3,290,968.73 | 3,281,868.84 | (3,241.24 | ) | — | — | — | — | 0.043 | MJSD | — | 21,776.27 | 9/9/2013 | 2/5/2020 | ||||||||||||||
BRSHB4QM6 | GENESYS TELECOM HOLDINGS US IN SENIOR | 2,313,887.78 | 2,344,437.92 | 2,346,197.56 | 2,316,370 | 28,067.92 | — | — | — | — | 0.2 | MJSD | — | 48,670.17 | 3/28/2013 | 1/25/2020 | ||||||||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC SENIOR | 7,368,708.84 | 7,497,447.52 | 7,457,512.54 | 7,373,203.04 | 124,244.48 | — | — | — | — | (0.115 | ) | FMAN | — | 184,667.82 | 9/4/2013 | 2/28/2020 | |||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM | 11,929,987.47 | 11,835,989.46 | 11,944,987.47 | 11,930,115.04 | (94,125.58 | ) | — | — | — | — | 0.019 | JAJO | — | 176,087.80 | 9/11/2013 | 2/8/2020 | |||||||||||||||
BRSHBW711 | TERVITA CORP SENIOR SECURED TERM LOAN | A | 1,516,977.00 | 1,502,473.78 | 1,532,300.00 | 1,518,615.44 | (16,141.66 | ) | — | — | — | — | 0.192 | MJSD | — | 30,663.06 | 2/11/2013 | 5/15/2018 | ||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR | 1,174,100.00 | 1,162,359 | 1,174,100.00 | 1,174,100 | (11,741.00 | ) | — | — | — | — | — | MJSD | — | 23,092.68 | 2/6/2013 | 2/7/2020 | |||||||||||||||
BRSHC8K00 | VIRGIN MEDIA INV SENIOR SECURED TERM | F | 9,362,385.39 | 9,341,542 | 9,380,000.00 | 9,362,931.33 | (21,389.33 | ) | — | — | — | — | 0.027 | FMAN | — | 64,565.78 | 9/25/2013 | 6/8/2020 | ||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 5,309,239.22 | 5,350,485.88 | 5,335,918.82 | 5,311,873.14 | 38,612.74 | — | — | — | — | 0.083 | FMAN | — | 174,005.09 | 2/15/2013 | 2/19/2019 | ||||||||||||||||
BRSHD4UZ0 | PHARMACEUTICAL RSRCE INC SENIOR SECURED | 4,157,874.59 | 4,142,964.05 | 4,165,528.72 | 4,157,878.06 | (14,914.01 | ) | 2.18 | — | — | — | 0.03 | MJSD | — | 46,342.24 | 9/30/2013 | 9/30/2019 | |||||||||||||||
BRSHD5L53 | PETCO ANIMAL SUPPLIES INC. SENIOR | 3,842,144.65 | 3,891,966.47 | 3,886,505.93 | 3,843,828.51 | 48,137.96 | — | — | — | — | 0.259 | MJSD | — | 47,003.86 | 8/1/2013 | 11/24/2017 | ||||||||||||||||
BRSHDAGH2 | SERVICEMASTER CO SENIOR SEC TERM NOTES | 8,840,700.10 | 8,721,663.2 | 8,930,000.10 | 8,852,313.67 | (130,650.47 | ) | — | — | — | — | 0.258 | MJSD | — | 222,817.87 | 2/15/2013 | 1/31/2017 | |||||||||||||||
BRSHE90B4 | ARAMARK CORPORATION SENIOR SECURED TERM | 3,631,750.00 | 3,661,406.25 | 3,650,000.00 | 3,633,266.07 | 28,140.18 | — | — | — | — | 0.076 | FMAN | — | 120,622.22 | 2/22/2013 | 9/9/2019 | ||||||||||||||||
BRSHE9156 | TRANSDIGM INC SENIOR SECURE TERM NOTES | 4,725,697.54 | 4,792,557.5 | 4,804,207.71 | 4,731,420.13 | 61,137.37 | — | — | — | — | 0.233 | FMAN | — | 89,878.36 | 3/28/2013 | 2/28/2020 | ||||||||||||||||
BRSHE9NJ2 | CENTAUR ACQUISITION LLC SENIOR SECURED | 2,544,364.25 | 2,573,132.19 | 2,557,150.00 | 2,545,405.94 | 27,726.25 | — | — | — | — | 0.084 | MJSD | — | 65,128.49 | 2/15/2013 | 2/20/2019 | ||||||||||||||||
BRSHFZFW3 | ADVANTAGE SALES & MARKETING IN SENIOR | 4,116,954.55 | 4,187,629.29 | 4,166,152.77 | 4,121,762.41 | 65,866.88 | — | — | — | — | 0.251 | MJSD | — | 86,993.38 | 4/22/2013 | 12/12/2017 | ||||||||||||||||
BRSHG9BV6 | FIRTH RIXSON LTD SENIOR SECURED TERM | F | 496,250.00 | 497,026.63 | 496,250.00 | 496,250 | 776.63 | — | — | — | — | — | MJSD | — | 12,177.43 | 2/12/2013 | 6/30/2017 | |||||||||||||||
BRSHG9DW2 | SAXON ENERGY SERVICES INC SENIOR SECURED | A | 1,425,636.00 | 1,438,473.89 | 1,432,800.00 | 1,426,347.51 | 12,126.38 | — | — | — | — | 0.083 | MJSD | — | 47,408.02 | 2/13/2013 | 2/15/2019 | |||||||||||||||
BRSHH3U39 | IASIS HELTHCARE CORP SENIOR SECURED TERM | 7,166,906.13 | 7,299,960.69 | 7,276,095.10 | 7,179,191.75 | 120,768.94 | — | — | — | — | 0.287 | FMAN | — | 202,795.95 | 2/28/2013 | 5/3/2018 | ||||||||||||||||
BRSHHLHN0 | LEAP WIRELESS INTL INC SENIOR SECURED | 5,989,613.44 | 6,042,418.59 | 6,034,875.00 | 5,992,604.76 | 49,813.83 | — | — | — | — | 0.108 | MJSD | — | 135,200.70 | 3/1/2013 | 3/8/2020 | ||||||||||||||||
BRSHHYQ77 | UNIVISION COMMUN INC. SENIOR SECURED | 1,953,213.38 | 1,985,025 | 1,990,000.00 | 1,955,095.5 | 29,929.50 | — | — | — | — | 0.272 | FMAN | — | 69,699.68 | 5/29/2013 | 3/1/2020 | ||||||||||||||||
BRSHJ8GU2 | SUNGARD DATA SYST INC. SENIOR SECURED | 6,902,924.44 | 6,954,826.13 | 6,920,225.00 | 6,904,203.98 | 50,622.15 | — | — | — | — | 0.035 | JAJO | — | 128,910.92 | 3/7/2013 | 3/8/2020 | ||||||||||||||||
BRSHJV7B3 | CEDAR FAIR L.P. SENIOR SECURED TERM | 1,439,143.12 | 1,447,258.59 | 1,442,750.00 | 1,439,431.11 | 7,827.48 | — | — | — | — | 0.035 | MJSD | — | 27,711.55 | 3/1/2013 | 3/6/2020 | ||||||||||||||||
BRSHKR2U3 | NIELSEN FINANCE LLC/NIELSON FI SENIOR | 1,950,000.00 | 1,955,567.25 | 1,950,000.00 | 1,950,000 | 5,567.25 | — | — | — | — | — | FMAN | — | 24,495.78 | 2/25/2013 | 5/1/2016 | ||||||||||||||||
BRSHKZ9A2 | VEYANCE TECHNOLOGIES INC SENIOR SECURED | 4,900,375.00 | 4,968,781.25 | 4,975,000.00 | 4,909,387.85 | 59,393.40 | — | — | — | — | 0.331 | MJSD | — | 131,873.44 | 3/6/2013 | 9/15/2017 | ||||||||||||||||
BRSHLHVQ1 | STAR WEST GENERATION LLC SENIOR SECURED | 4,841,222.25 | 4,895,959.69 | 4,865,550.00 | 4,843,034.26 | 52,925.43 | — | — | — | — | 0.071 | MJSD | — | 164,698.09 | 3/8/2013 | 3/13/2020 | ||||||||||||||||
BRSHLJUD7 | AI CHEM & CY SCA SENIOR SECURED TERM | F | 712,273.91 | 717,646.39 | 715,853.18 | 712,534.91 | 5,111.48 | — | — | — | — | 0.076 | JAJO | — | 18,082.43 | 3/12/2013 | 10/4/2019 | |||||||||||||||
BRSHM2RV7 | NOVELIS INC/GA SENIOR SECURED TERM NOTES | 5,353,862.64 | 5,458,789.7 | 5,449,008.74 | 5,361,054.13 | 97,735.57 | — | — | — | — | 0.466 | FMAN | — | 115,375.30 | 6/19/2013 | 3/10/2017 | ||||||||||||||||
BRSHMA6X8 | SALEM COMMUNS CORP SENIOR SECURED TERM | 828,039.00 | 835,320.75 | 832,200.00 | 828,315.42 | 7,005.33 | — | — | — | — | 0.072 | JAJO | — | 17,714.18 | 3/13/2013 | 3/13/2020 | ||||||||||||||||
BRSHN4W46 | RUBY WESTERN PIPELINE HOLDINGS SENIOR | 1,992,500.00 | 1,993,330 | 2,000,000.00 | 1,992,515.76 | 814.24 | — | — | — | — | 0.057 | MJSD | — | 9,745.80 | 9/26/2013 | 3/27/2020 | ||||||||||||||||
BRSHQJZB1 | TWIN RIVER MANAGEMENT GROUP IN SENIOR | 593,948.65 | 607,747.47 | 599,948.14 | 594,362.22 | 13,385.25 | — | — | — | — | 0.18 | MJSD | — | 8,089.31 | 3/22/2013 | 11/10/2018 | ||||||||||||||||
BRSHRTUA5 | ISS GLOBAL A/S SENIOR SECURED TERM LOAN | F | 1,771,111.12 | 1,782,208.31 | 1,775,550.00 | 1,771,306.31 | 10,902.00 | — | — | — | — | 0.052 | MJSD | — | 14,091.67 | 3/26/2013 | 4/30/2018 |
BRSHSQTZ7 | FENDER MUSICAL INSTRUMENTS COR SENIOR | 1,405,490.62 | 1,427,382.21 | 1,419,687.50 | 1,406,538.56 | 20,843.65 | — | — | — | — | 0.167 | MJSD | — | 31,295.81 | 4/3/2013 | 4/3/2019 | ||||||||||||||||
BRSHSVGM9 | EDWARDS (CAYMAN ISLANDS II) LT SENIOR | F | 2,281,865.14 | 2,308,371.65 | 2,304,914.28 | 2,283,325.6 | 25,046.05 | — | — | — | — | 0.143 | MJSD | — | 42,283.87 | 3/22/2013 | 3/26/2020 | |||||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 885,550.00 | 886,382.42 | 885,550.00 | 885,550 | 832.42 | — | — | — | — | — | MJSD | — | 17,942.18 | 3/27/2013 | 3/27/2020 | ||||||||||||||||
BRSHTMBM3 | WEIGHT WATCHERS INTL INC SENIOR SECURED | 4,679,858.12 | 4,663,229.19 | 4,751,125.00 | 4,684,324.6 | (21,095.41 | ) | — | — | — | — | 0.215 | JAJO | — | 85,098.81 | 4/1/2013 | 4/2/2020 | |||||||||||||||
BRSHU3AD4 | DONCASTERS FINANCE US LLC SENIOR SECURED | 714,161.25 | 725,883.59 | 721,375.00 | 714,578.57 | 11,305.02 | — | — | — | — | 0.143 | MJSD | — | 16,145.50 | 4/5/2013 | 4/9/2020 | ||||||||||||||||
BRSHU5PD3 | AMERICAN BUILDERS & CONTRACTOR SENIOR | 2,581,250.00 | 2,570,136.25 | 2,585,000.00 | 2,581,302.52 | (11,166.27 | ) | — | — | — | — | 0.022 | MJSD | — | 25,270.01 | 8/28/2013 | 4/16/2020 | |||||||||||||||
BRSHUA3L8 | UAL_12-2A SENIOR SECURED TERM LOAN | 4,696,400.00 | 4,728,100.7 | 4,696,400.00 | 4,696,400 | 31,700.70 | — | — | — | — | — | MJSD | — | 48,133.51 | 3/22/2013 | 4/1/2019 | ||||||||||||||||
BRSHUKHH0 | BERLIN PACKAGING LLC SENIOR SEC TERM | 547,250.00 | 552,062.5 | 550,000.00 | 547,460.57 | 4,601.93 | — | — | — | — | 0.083 | JAJO | — | 12,046.53 | 3/28/2013 | 4/2/2019 | ||||||||||||||||
BRSHVP672 | OSI RESTAURANT PARTNERS INC SENIOR | 1,987,983.26 | 1,994,935.08 | 2,001,500.00 | 1,988,349.2 | 6,585.88 | — | — | — | — | 0.107 | MJSD | — | 23,166.34 | 7/31/2013 | 10/28/2019 | ||||||||||||||||
BRSHW49Y6 | MONITRON INTL SENIOR SECURED TERM NOTES | 1,634,857.35 | 1,641,382.57 | 1,640,357.35 | 1,634,998.03 | 6,384.54 | — | — | — | — | 0.072 | MJSD | — | 23,140.10 | 8/19/2013 | 3/23/2018 | ||||||||||||||||
BRSHX96A9 | VERTAFORE INC SENIOR SECURED TERM NOTES | 2,921,566.99 | 2,938,424.56 | 2,927,446.64 | 2,922,014.66 | 16,409.90 | — | — | — | — | 0.03 | MJSD | — | 39,541.24 | 4/3/2013 | 10/3/2019 | ||||||||||||||||
BRSHXEJA4 | AFFINIA GROUP SENIOR SECURED TERM LOAN | 995,130.94 | 1,001,864.06 | 997,500.00 | 995,221.49 | 6,642.57 | — | — | — | — | 0.034 | MJSD | (9,762.49 | ) | 15,858.32 | 6/5/2013 | 4/25/2020 | |||||||||||||||
BRSHY9H24 | LINDE AG SENIOR CORP BND EMTN | F | 2,990,820.00 | 2,985,390 | 3,000,000.00 | 2,991,629.29 | (6,239.29 | ) | — | — | — | 1.5 | 1.558 | APR | 20,375 | — | 4/10/2013 | 4/18/2018 | ||||||||||||||
BRSHYLWT1 | HDTFS INC SENIOR SECURED TERM NOTES | 7,856,756.72 | 7,900,953.08 | 7,945,647.35 | 7,859,468.82 | 41,484.26 | 485.82 | — | — | — | 0.204 | MJSD | — | 21,241.63 | 8/1/2013 | 3/11/2018 | ||||||||||||||||
BRSJ078E5 | CSC HLDGS LLC SENIOR SECURED TERM LOAN | 13,857,349.50 | 13,794,552.19 | 13,925,100.00 | 13,861,610.35 | (67,058.16 | ) | — | — | — | — | 0.069 | MJSD | — | 170,211.20 | 5/1/2013 | 4/17/2020 | |||||||||||||||
BRSJ0MJU4 | PINACLE FOOD FIN SENIOR SECURED TERM | 10,212,941.19 | 10,164,308.13 | 10,238,537.53 | 10,214,292.07 | (49,983.94 | ) | — | — | — | — | 0.036 | MJSD | — | 71,343.32 | 4/16/2013 | 4/29/2020 | |||||||||||||||
BRSJ0UC66 | RANPAK CORP SENIOR SECURED TERM NOTES | 1,392,817.13 | 1,403,315.75 | 1,399,816.21 | 1,393,288.63 | 10,027.12 | — | — | — | — | 0.083 | MJSD | — | 20,880.00 | 4/10/2013 | 4/23/2019 | ||||||||||||||||
BRSJ0VL80 | SEMINOLE TRIBE OF FLORIDA SENIOR SECURED | 3,218,275.00 | 3,215,459.01 | 3,218,275.00 | 3,218,275 | (2,815.99 | ) | — | — | — | — | — | MJSD | — | 41,251.92 | 4/12/2013 | 4/20/2020 | |||||||||||||||
BRSJ1CU99 | UPC FINANCING PARTNERSHIP SENIOR SECURED | 3,995,145.87 | 3,978,750 | 4,000,000.00 | 3,995,147.58 | (16,397.58 | ) | — | — | — | — | 0.031 | MJSD | — | 3,237.47 | 9/30/2013 | 6/30/2021 | |||||||||||||||
BRSJ1HUF4 | AMC ENTERTAINMENT INC. SENIOR SECURED | 3,821,173.12 | 3,817,878.68 | 3,830,750.00 | 3,821,713.93 | (3,835.25 | ) | — | — | — | — | 0.035 | MJSD | — | 53,437.73 | 4/23/2013 | 4/30/2020 | |||||||||||||||
BRSJ28TC2 | CEDAR BAY GENERATING CO LP SENIOR | 2,755,852.31 | 2,811,526.09 | 2,783,689.20 | 2,757,392.09 | 54,134.00 | — | — | — | — | 0.143 | MJSD | — | 70,319.69 | 4/15/2013 | 4/23/2020 | ||||||||||||||||
BRSJ28TP3 | TOWER AUTOMOTIVE HOLDINGS USA SENIOR | 942,886.87 | 950,586.33 | 947,625.00 | 943,168.86 | 7,417.47 | — | — | — | — | 0.071 | MJSD | — | 22,818.41 | 4/16/2013 | 4/23/2020 | ||||||||||||||||
BRSJ2L1E9 | CROWN CASTLE OPERATING CO SENIOR SECURED | 5,973,372.99 | 5,972,467.93 | 6,033,710.09 | 5,973,922.68 | (1,454.75 | ) | — | — | — | — | 0.184 | MJSD | — | 9,283.32 | 9/13/2013 | 1/31/2019 | |||||||||||||||
BRSJ315T5 | CHARTER COM OPER SENIOR SECURED TERM | 4,840,705.41 | 4,810,714.87 | 4,852,837.50 | 4,841,201.35 | (30,486.48 | ) | — | — | — | — | 0.033 | JAJO | — | 45,406.67 | 4/29/2013 | 12/31/2020 | |||||||||||||||
BRSJ3EEC4 | CALPINE CONSTRUCTION FINANCE C SENIOR | 3,154,169.81 | 3,100,414.54 | 3,162,075.00 | 3,154,517.88 | (54,103.34 | ) | — | — | — | — | 0.036 | JAJO | — | 56,029.86 | 5/2/2013 | 5/3/2020 | |||||||||||||||
BRSJ4FFC9 | HCE-THE HEALTHCARE COMPANY SENIOR | 1,951,457.50 | 1,995,000 | 2,000,000.00 | 1,952,302.53 | 42,697.47 | — | — | — | — | 0.52 | JAJO | — | — | 9/1/2013 | 5/1/2018 | ||||||||||||||||
BRSJ5FFE4 | TPF GENERATION HOLDINGS LLC SENIOR | 497,500.00 | 500,312.5 | 500,000.00 | 497,686.14 | 2,626.36 | — | — | — | — | 0.108 | JAJO | — | 8,180.56 | 5/6/2013 | 12/31/2017 | ||||||||||||||||
BRSJ6GHT6 | GIM CHANNELVIEW COGENERATION L SENIOR | 1,563,207.19 | 1,574,008.24 | 1,571,062.50 | 1,563,489.18 | 10,519.06 | — | — | — | — | 0.072 | MJSD | — | 16,548.44 | 5/2/2013 | 5/8/2020 | ||||||||||||||||
BRSJ76A64 | HCE-THE HEALTHCARE COMPANY SENIOR | 1,714,215.82 | 1,750,463.75 | 1,750,000.00 | 1,715,856.85 | 34,606.90 | — | — | — | — | 0.556 | MJSD | — | 18,447.39 | 7/31/2013 | 3/31/2017 | ||||||||||||||||
BRSJ7A0J8 | CALPINE CONSTRUCTION FINANCE C SENIOR | 5,024,681.69 | 4,984,625.95 | 5,057,325.00 | 5,025,396.44 | (40,770.49 | ) | — | — | — | — | 0.075 | MJSD | — | 13,659.80 | 6/6/2013 | 1/31/2022 | |||||||||||||||
BRSJ883L4 | WMG ACQUISITION CORP SENIOR SECURED TERM | 3,025,618.85 | 3,016,163.79 | 3,025,618.85 | 3,025,618.85 | (9,455.06 | ) | — | — | — | — | — | FMAN | — | 14,694.45 | 9/6/2013 | 7/1/2020 | |||||||||||||||
BRSJ8J5P9 | US AIRWAYS INC SENIOR SECURED TERM LOAN | 3,414,475.00 | 3,411,556.88 | 3,425,000.00 | 3,413,694.57 | (2,137.69 | ) | 1,435.05 | — | — | — | (0.085 | ) | MJSD | — | 43,427.97 | 5/30/2013 | 5/23/2019 | ||||||||||||||
BRSJ8JHT8 | PACT GROUP (USA) INC SENIOR SECURED TERM | 2,116,514.19 | 2,103,041.72 | 2,129,662.50 | 2,116,811.49 | (13,769.77 | ) | — | — | — | — | 0.09 | MJSD | — | 14,766.41 | 9/5/2013 | 5/29/2020 | |||||||||||||||
BRSJ8WDB2 | MURRAY ENERGY CORP SENIOR SECURED TERM | 664,091.92 | 674,007.6 | 671,598.11 | 664,481.15 | 9,526.45 | — | — | — | — | 0.083 | MJSD | — | 16,100.08 | 5/17/2013 | 5/24/2019 |
BRSJ9AL38 | ALPHA NATURAL RESOURCES INC SENIOR | 2,455,262.00 | 2,362,282.83 | 2,467,600.00 | 2,455,888.27 | (93,605.44 | ) | — | — | — | — | 0.071 | MJSD | — | 29,844.66 | 5/20/2013 | 5/22/2020 | |||||||||||||||
BRSJ9AUR5 | SEAWORLD PARKS & ENTERTAINMENT SENIOR | 3,410,245.64 | 3,389,822.7 | 3,422,766.83 | 3,410,408.22 | (20,585.52 | ) | — | — | — | — | 0.054 | MJSD | — | 22,053.95 | 9/17/2013 | 5/14/2020 | |||||||||||||||
BRSJA8RE1 | PACIFIC DRILLING SA SENIOR SECURED TERM | F | 1,320,041.62 | 1,335,298.39 | 1,326,675.00 | 1,320,421.66 | 14,876.73 | — | — | — | — | 0.1 | MJSD | — | 12,635.00 | 5/20/2013 | 6/3/2018 | |||||||||||||||
BRSJART64 | KEY SAFETY SYSTEMS INC SENIOR SECURED | 733,909.39 | 744,973.35 | 737,597.38 | 734,123.64 | 10,849.71 | — | — | — | — | 0.101 | MJSD | — | 34,760.57 | 5/7/2013 | 5/10/2018 | ||||||||||||||||
BRSJARVG9 | WCA WASTE SENIOR SECURED TERM LOAN | 1,036,738.56 | 1,034,813.42 | 1,032,876.77 | 1,032,611.84 | 2,201.58 | 4,324.02 | — | — | — | (1.362 | ) | MJSD | — | 693.00 | 5/30/2013 | 3/23/2018 | |||||||||||||||
BRSJBG6J4 | AVIS BUDGET CAR RENTAL LLC SENIOR | 2,374,813.86 | 2,391,302.67 | 2,394,787.09 | 2,375,980.26 | 15,322.41 | — | — | — | — | 0.143 | MJSD | — | 24,823.35 | 5/30/2013 | 3/15/2019 | ||||||||||||||||
BRSJD01Z6 | EQUIPOWER RESOURCES HOLDINGS L SENIOR | 1,537,284.67 | 1,547,302.06 | 1,541,137.51 | 1,537,331.32 | 9,970.74 | — | — | — | — | 0.039 | MJSD | — | 4,924.70 | 5/21/2013 | 12/31/2019 | ||||||||||||||||
BRSJD2Z02 | MEDIACOM BROADBAND LLC TL E SENIOR | 3,725,662.50 | 3,694,609.1 | 3,725,662.50 | 3,725,662.5 | (31,053.40 | ) | — | — | — | — | — | FMAN | — | 31,695.63 | 5/23/2013 | 1/29/2021 | |||||||||||||||
BRSJDG9F7 | HOYTS GROUP HOLDINGS LLC SENIOR SECURED | F | 863,485.87 | 866,197.83 | 867,825.00 | 863,683.48 | 2,514.35 | — | — | — | — | 0.071 | MJSD | — | 11,116.67 | 5/22/2013 | 5/22/2020 | |||||||||||||||
BRSJDYBA6 | AEROFLEX INCORPORATED SENIOR SECURED | 3,938,220.53 | 3,988,169.03 | 3,954,790.60 | 3,939,081.35 | 49,087.68 | — | — | — | — | 0.064 | MJSD | — | 44,217.53 | 5/29/2013 | 11/9/2019 | ||||||||||||||||
BRSJEZ4C6 | BRICKMAN GROUP HOLDINGS INC SECURED TERM | 400,000.00 | 401,000 | 400,000.00 | 400,000 | 1,000.00 | — | — | — | — | — | MJSD | — | 3,422.22 | 5/23/2013 | 9/28/2018 | ||||||||||||||||
BRSJFJJX9 | MACDERMID INCORPORATED SENIOR SECURED | 1,681,560.56 | 1,681,560.56 | 1,685,775.00 | 1,681,698.93 | (138.37 | ) | — | — | — | — | 0.036 | FMAN | — | 15,397.77 | 6/6/2013 | 6/7/2020 | |||||||||||||||
BRSJFKKC0 | INFOR US INC SENIOR SECURED TERM NOTES | 1,050,326.38 | 1,042,448.93 | 1,050,326.38 | 1,050,326.38 | (7,877.45 | ) | — | — | — | — | — | FMAN | — | 12,368.64 | 5/24/2013 | 6/3/2020 | |||||||||||||||
BRSJGG5C5 | NRG ENERGY INC SENIOR SECURED TERM LOAN | 5,843,605.51 | 5,897,646.21 | 5,932,043.63 | 5,848,008.44 | 49,637.77 | — | — | — | — | 0.254 | FMAN | — | 50,418.27 | 7/1/2013 | 7/1/2018 | ||||||||||||||||
BRSJGG5M3 | ENTRAVISION COMMUN CORP SENIOR SECURED | 2,745,000.00 | 2,712,403.13 | 2,745,000.00 | 2,745,000 | (32,596.87 | ) | — | — | — | — | — | MJSD | — | 1,772.81 | 8/1/2013 | 5/31/2020 | |||||||||||||||
BRSJKR5A0 | ALLFLEX HOLDINGS SENIOR SECURED TERM | F | 1,990,000.00 | 2,009,380 | 2,000,000.00 | 1,990,266.12 | 19,113.88 | — | — | — | — | 0.071 | MJSD | — | — | 7/25/2013 | 7/17/2020 | |||||||||||||||
BRSJL0RC0 | AUXILIUM PHARMACEUTICALS INC SENIOR | 9,562,012.86 | 9,844,341.14 | 9,728,731.99 | 9,565,402.91 | 278,938.23 | — | — | — | — | 0.166 | MJSD | — | 105,838.03 | 9/24/2013 | 4/15/2018 | ||||||||||||||||
BRSJLDWX0 | TRAVELPORT SENIOR SECURED TERM NOTES | 1,965,075.00 | 2,024,934.98 | 1,995,000.00 | 1,965,996.02 | 58,938.96 | — | — | — | — | 0.252 | MJSD | — | (954.87 | ) | 6/21/2013 | 6/26/2019 | |||||||||||||||
BRSJLE1E4 | HGIM CORP SENIOR SECURED TERM NOTES | 1,354,375.00 | 1,378,437.5 | 1,375,000.00 | 1,355,200.45 | 23,237.05 | — | — | — | — | 0.213 | MJSD | — | 27,267.54 | 6/14/2013 | 6/18/2020 | ||||||||||||||||
BRSJLFNA5 | KINETIC CONCEPTS INC / KCI USA SENIOR | 248,750.00 | 250,198.97 | 248,750.00 | 248,750 | 1,448.97 | — | — | — | — | — | MJSD | — | 5,137.96 | 6/10/2013 | 11/4/2016 | ||||||||||||||||
BRSJNK6J2 | FOUR SEASONS HOLDINGS INC SENIOR SECURED | I | 1,182,037.50 | 1,196,850 | 1,185,000.00 | 1,182,126.25 | 14,723.75 | — | — | — | — | 0.036 | MJSD | — | 10,072.50 | 6/24/2013 | 6/24/2020 | |||||||||||||||
BRSJQMFE6 | AMR CORPORATION SENIOR SECURED TERM LOAN | 15,873,118.01 | 15,890,175 | 15,960,000.00 | 15,873,282.52 | 16,892.48 | — | — | — | — | 0.094 | MJSD | — | 1,269.49 | 9/30/2013 | 6/27/2019 | ||||||||||||||||
BRSJR0BB3 | VALEANT PHARMACEUTICALS INTERN SENIOR | 732,172.50 | 769,463.86 | 758,888.06 | 732,610.64 | 36,853.22 | — | — | — | — | 0.214 | MJSD | — | 1,651.21 | 6/27/2013 | 8/5/2020 | ||||||||||||||||
BRSJRVF13 | OAK LEAF RE LTD CORP BND 144A | 1,500,000.00 | 1,636,240.55 | 1,500,000.00 | 1,500,000 | 136,240.55 | — | — | — | — | — | N/A | — | — | 6/14/2013 | 6/4/2016 | ||||||||||||||||
BRSJXUUF0 | OXBOW CARBON LLC SENIOR SECURED TERM | 736,921.87 | 747,105.47 | 740,625.00 | 737,017.07 | 10,088.40 | — | — | — | — | 0.083 | MJSD | — | 4,869.79 | 8/6/2013 | 7/19/2019 | ||||||||||||||||
BRSJYB2V7 | PINNACLE ENTERTAINMENT INC. SENIOR | 1,985,025.00 | 1,996,586.03 | 1,995,000.00 | 1,985,134.87 | 11,451.16 | — | — | — | — | 0.071 | FMAN | — | 5,625.00 | 9/3/2013 | 8/13/2020 | ||||||||||||||||
BRSK0X8H8 | USIC HOLDINGS INC SENIOR SECURED TERM | 784,084.87 | 780,215.67 | 788,025.00 | 784,138.15 | (3,922.48 | ) | — | — | — | — | 0.072 | JAJO | — | 8.60 | 8/28/2013 | 7/10/2020 | |||||||||||||||
BRSK280V8 | US SILICA CO SENIOR SECURED TERM LOAN | 2,064,678.46 | 2,064,038.22 | 2,071,807.50 | 2,064,815.93 | (777.71 | ) | — | — | — | — | 0.049 | MJSD | — | 11,005.56 | 8/14/2013 | 7/22/2020 | |||||||||||||||
BRSK5A7F8 | BOYD GAMING CORP SENIOR SECURED TERM | 1,497,475.00 | 1,505,752.5 | 1,505,000.00 | 1,497,589.9 | 8,162.60 | — | — | — | — | 0.071 | FMAN | — | 3,511.67 | 8/23/2013 | 8/14/2020 | ||||||||||||||||
BRSK6KJF2 | QUEBECOR MEDIA INC. SENIOR SECURED TERM | A | 2,986,250.00 | 2,981,250 | 3,000,000.00 | 2,986,382.19 | (5,132.19 | ) | — | — | — | — | 0.065 | MJSD | — | 1,955.14 | 9/16/2013 | 8/17/2020 | ||||||||||||||
BRSK78QV5 | LEVEL 3 FINANCING INC SENIOR SECURED | 585,000.00 | 585,184.28 | 585,000.00 | 585,000 | 184.28 | — | — | — | — | — | MJSD | — | — | 8/22/2013 | 1/15/2020 | ||||||||||||||||
BRSK7APE9 | US RENAL CARE INC SECURED TERM NOTES | 1,720,223.61 | 1,761,750 | 1,740,000.00 | 1,720,365.43 | 41,384.57 | — | — | — | — | 0.195 | MJSD | — | — | 9/30/2013 | 7/3/2019 | ||||||||||||||||
BRSK7RBA5 | LIVE NATION ENTERTAINMENT INC SENIOR | 2,050,000.00 | 2,043,593.75 | 2,050,000.00 | 2,050,000 | (6,406.25 | ) | — | — | — | — | — | FMAN | — | 6,975.69 | 8/26/2013 | 8/17/2020 | |||||||||||||||
BRSK7W1V9 | OCI BEAUMONT LLC SENIOR SECURED TERM | 306,102.43 | 311,540.8 | 310,763.89 | 306,184.91 | 5,355.89 | — | — | — | — | 0.249 | MJSD | — | — | 8/23/2013 | 8/20/2019 |
BRSK9A376 | BMC SOFTWARE INC BMC SOFTWARE INC | E | 4,554,100.00 | 4,595,737.5 | 4,590,000.00 | 4,554,198.33 | 41,539.17 | — | — | — | — | 0.111 | MJSD | — | — | 9/25/2013 | 9/10/2020 | |||||||||||||||
BRSK9FGP1 | NIPPON CONLUX CO. LTD. SENIOR SECURED | F | 1,915,375.00 | 1,929,812.5 | 1,925,000.00 | 1,915,476.94 | 14,335.56 | — | — | — | — | 0.071 | MJSD | — | — | 9/4/2013 | 8/21/2020 | |||||||||||||||
BRSKAX1N1 | CINCINNATI BELL INC SENIOR SECURED TERM | 1,885,750.00 | 1,892,162.5 | 1,900,000.00 | 1,885,861.09 | 6,301.41 | — | — | — | — | 0.106 | MJSD | — | — | 9/11/2013 | 9/10/2020 | ||||||||||||||||
BRSKDJZL6 | ALLISON TRANSMISSION INC SENIOR SECURED | 3,975,704.23 | 4,025,297 | 4,012,603.67 | 3,975,721.3 | 49,575.70 | — | — | — | — | 0.107 | MJSD | — | — | 9/30/2013 | 8/23/2019 | ||||||||||||||||
BRSKL00G7 | JBS USA LLC SENIOR SECURED TERM NOTES | 1,194,000.00 | 1,189,500 | 1,200,000.00 | 1,194,009.4 | (4,509.40 | ) | — | — | — | — | 0.071 | MJSD | — | — | 9/27/2013 | 9/18/2020 | |||||||||||||||
G08820EL5 | BAT INTL FIN PLC SENIOR CORP BND EMTN | F | 2,841,307.50 | 2,852,593.59 | 2,850,000.00 | 2,842,791.93 | 9,801.66 | — | — | — | 1.125 | 1.225 | MAR | 16,565.63 | — | 3/20/2013 | 3/29/2016 | |||||||||||||||
G089B6CD0 | BARCLAYS BANK PLC - GTD SENIOR CORP BND | D | 2,679,360.59 | 2,777,205.67 | 1,700,000.00 | 2,683,785.78 | 93,419.89 | — | — | 58,160.97 | 1.5 | 1.612 | APR | 21,639.03 | 45,323.66 | 3/28/2012 | 4/4/2017 | |||||||||||||||
G2551TAP3 | COVENTRY BLDG SOC LOCAL BND EMTN | D | 1,220,911.03 | 1,235,153.55 | 750,000.00 | 1,216,518.03 | 18,635.52 | 2,394.17 | — | 2,484.07 | 2.113 | 2.333 | FMAN | 3,669.67 | 18,523.76 | 5/10/2012 | 2/10/2015 | |||||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 911,019.43 | 984,531.83 | 550,000.00 | 912,279.75 | 72,252.08 | — | — | (22,794.63 | ) | 5.375 | 5.107 | NOV | 43,242.52 | — | 11/6/2009 | 11/11/2016 | ||||||||||||||
G463AQPM0 | HSBC BANK PLC SENIOR LOCAL BND EMTN | D | 1,317,245.00 | 1,376,480.11 | 850,000.00 | 1,317,245 | 59,235.11 | — | — | 59,245 | 0.913 | 0.906 | FMAN | 1,639.7 | 3,006.85 | 5/9/2013 | 5/16/2016 | |||||||||||||||
G463NBBT9 | HSBC BANK PLC SENIOR CORP BND | F | 3,693,081.00 | 3,599,653.23 | 3,700,000.00 | 3,693,585.84 | (93,932.61 | ) | — | — | — | 1.5 | 1.539 | MN | 20,966.67 | — | 5/8/2013 | 5/15/2018 | ||||||||||||||
G87623JG3 | TESCO PLC SENIOR CORP BND | F | 1,020,620.00 | 1,011,830.4 | 1,000,000.00 | 1,014,668.84 | (2,838.44 | ) | 5,951.16 | — | — | 2 | 0.746 | JD | 6,444.44 | 3,166.67 | 4/3/2013 | 12/5/2014 | ||||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY LOCAL BND | D | 1,390,156.29 | 1,429,088.11 | 800,000.00 | 1,369,096.86 | 59,991.25 | 11,535.32 | — | 2,795.63 | 4.75 | 3.298 | APR | 30,361.79 | 61,411.80 | 5/10/2012 | 4/12/2018 | |||||||||||||||
L0001UAC3 | AI CHEM & CY US ACQUICO INC SENIOR | 369,564.71 | 372,352.23 | 371,421.82 | 369,700.13 | 2,652.10 | — | — | — | — | 0.076 | MJSD | — | 5,352.57 | 3/12/2013 | 10/4/2019 | ||||||||||||||||
L2465BAG1 | DELTA 2 (LUX) SARL SENIOR SECURED TERM | F | 3,036,262.76 | 3,070,836.48 | 3,051,520.36 | 3,036,519.86 | 34,316.62 | — | — | — | — | 0.087 | MJSD | — | (8,951.27 | ) | 6/18/2013 | 4/30/2019 | ||||||||||||||
L7256GAD9 | OXEA FINANCE & CY SCA SENIOR SECURED | F | 2,349,112.50 | 2,340,281.25 | 2,355,000.00 | 2,349,250.01 | (8,968.76 | ) | — | — | — | — | 0.038 | FMAN | — | — | 6/6/2013 | 1/15/2020 | ||||||||||||||
P8588FAD4 | SEVEN SEAS CRUISES S DE RL SENIOR | 2,656,375.00 | 2,682,938.75 | 2,656,375.00 | 2,656,375 | 26,563.75 | — | — | — | — | — | JAJO | — | 80,263.11 | 1/25/2013 | 12/21/2018 | ||||||||||||||||
U2339CAR9 | DAIMLERCHRYSLER NA HLDG CORP BND | 5,230,800.00 | 5,158,190.06 | 5,000,000.00 | 5,199,535.01 | (41,344.95 | ) | 31,264.99 | — | — | 2.625 | 1.246 | MS | 5,833.34 | 56,328.13 | 4/8/2013 | 9/15/2016 | |||||||||||||||
U64107AF9 | NESTLE HLDGS INC. CORP BND EMTN | 1,013,000.00 | 1,003,030.09 | 1,000,000.00 | 1,011,574 | (8,543.91 | ) | 1,426 | — | — | 1.375 | 1.053 | JUN | 3,819.44 | 2,635.42 | 4/9/2013 | 6/21/2017 | |||||||||||||||
U9291NAP0 | VW CREDIT INC SENIOR CORP BND EMTN | 4,590,450.00 | 4,580,189.91 | 4,500,000.00 | 4,578,410.38 | 1,779.53 | 12,039.62 | — | — | 1.875 | 1.281 | OCT | 81,562.5 | (41,015.63 | ) | 4/3/2013 | 10/13/2016 | |||||||||||||||
W6314JBT7 | NORDEA BANK AB SENIOR CORP BND EMTN | D | 1,434,666.69 | 1,482,087.19 | 915,000.00 | 1,435,101.27 | 46,985.92 | — | — | 44,919.74 | 0.963 | 1.01 | FMAN | 1,908.69 | 6,718.89 | 2/7/2013 | 2/15/2016 | |||||||||||||||
W86201RD9 | STADSHYPOTEK AB SECURED LOCAL BND | D | 1,566,300.00 | 1,616,733.2 | 1,000,000.00 | 1,566,300 | 50,433.20 | — | — | 53,100 | 0.743 | 0.74 | FMAN | 1,609.22 | 5,649.30 | 2/11/2013 | 2/15/2016 | |||||||||||||||
466247E74 | JPMMT CMO_06-A1 2A2 | 78,657.40 | 66,945.06 | 78,595.97 | 78,626.77 | (11,681.71 | ) | 6.25 | — | — | 2.818 | 2.79 | MON | 184.54 | 1,796.98 | 2/6/2008 | 2/25/2036 | |||||||||||||||
05948XYC9 | BOAMS WHOLE CMO 03-J-2A1 | 37,209.54 | 37,952.15 | 37,749.21 | 37,252.24 | 699.91 | — | — | — | 3.178 | 3.445 | MON | 99.98 | 1,021.11 | 11/30/2007 | 11/25/2033 | ||||||||||||||||
07384M3D2 | BSARM_04-10 CMO 04-9 22A1 | 849,298.31 | 879,925.85 | 865,747.50 | 850,610.5 | 29,315.35 | 171.15 | — | — | 3.169 | 3.527 | MON | 2,286.48 | 24,534.25 | 8/13/2007 | 11/25/2034 | ||||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 1,041,017.45 | 913,064.23 | 1,060,571.73 | 1,042,620.28 | (129,556.05 | ) | 155.96 | — | — | 2.739 | 3.039 | MON | 2,420.67 | 25,568.38 | 8/10/2007 | 6/25/2035 | |||||||||||||||
12668AZL2 | CWALT_05-73CB CMO_05-64CB 1A | 301,460.90 | 270,304.73 | 307,319.17 | 301,270.77 | (30,966.04 | ) | 8,558.89 | — | — | 5.5 | 5.904 | MON | 1,408.55 | 14,009.13 | 1/2/2008 | 00/00/0000 | |||||||||||||||
161630BD9 | CHASE CMO_07-A1 11M1 | 2,634,443.55 | 2,230,851.62 | 2,609,470.07 | 2,631,872.05 | (401,020.43 | ) | 68,009.91 | — | — | 2.665 | 2.483 | MON | 5,794.44 | 56,428.83 | 1/18/2008 | 00/00/0000 | |||||||||||||||
362341RT8 | GSR_05-6F WHOLE CMO 05-AR6 1A1 | 134,359.10 | 135,757.4 | 135,694.84 | 134,571.14 | 1,186.26 | — | — | — | 2.681 | 2.934 | MON | 303.21 | 3,020.88 | 11/21/2007 | 9/25/2035 | ||||||||||||||||
61746REV9 | MSAC ABS 04-H1 | 941,018.20 | 888,268.57 | 939,550.16 | 940,481.19 | (52,212.62 | ) | 7.88 | — | — | 0.919 | 0.907 | MON | 143.88 | 6,681.47 | 1/25/2013 | 1/25/2034 | |||||||||||||||
62888UAA8 | NGN_10-R2 CMBS_10-R2 1A | 3,041,477.38 | 3,046,343.75 | 3,041,477.38 | 3,041,477.38 | 4,866.37 | — | — | — | 0.544 | 0.545 | MON | 1,165.27 | 15,109.18 | 6/10/2011 | 11/6/2017 | ||||||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 7,578,814.95 | 7,578,519.84 | 7,569,058.52 | 7,577,484.44 | 1,035.40 | 1,960.31 | — | — | 0.582 | 0.541 | MON | 2,692.92 | 37,421.59 | 6/15/2012 | 3/11/2020 | ||||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2,438,062.94 | 2,443,207.25 | 2,438,062.94 | 2,438,062.94 | 5,144.31 | 6.94 | — | — | 0.562 | 0.562 | MON | 836.89 | 12,845.08 | 6/10/2011 | 4/6/2020 | ||||||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO | 752,116.99 | 776,269.95 | 744,439.93 | 751,165.46 | 25,104.49 | 728.04 | — | — | 6.5 | 6.249 | MON | 4,032.38 | 38,368.78 | 10/3/2007 | 00/00/0000 |
76111XYJ6 | RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 | 869,112.81 | 833,393.63 | 900,635.04 | 873,543.66 | (40,150.03 | ) | 7,839.24 | — | — | 2.927 | 3.558 | MON | 2,196.78 | 23,258.46 | 8/16/2007 | 9/25/2035 | |||||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 2,714,076.40 | 2,579,402.01 | 2,741,924.07 | 2,715,869.35 | (136,467.34 | ) | — | — | — | 2.373 | 2.561 | MON | 5,422.71 | 55,344.14 | 1/10/2008 | 10/25/2035 | |||||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 3,335,313.57 | 3,061,011.58 | 3,640,178.55 | 3,364,350.67 | (303,339.09 | ) | 49,238.67 | — | — | 5.5 | 7.691 | MON | 16,684.15 | 162,733.93 | 12/17/2007 | 11/25/2035 | |||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 1,906,812.61 | 1,947,501.14 | 1,953,416.09 | 1,912,117.48 | 35,383.66 | 493.82 | — | — | 2.611 | 3.033 | MON | 4,249.99 | 42,017.81 | 12/5/2006 | 2/25/2035 | ||||||||||||||||
949781AC2 | WFMBS CMO 05-AR1 2A1 | 468,351.47 | 475,631.94 | 480,052.75 | 469,262.37 | 6,369.57 | — | — | — | 2.61 | 3.113 | MON | 1,044.11 | 10,570.13 | 5/27/2008 | 2/25/2035 | ||||||||||||||||
949797AA2 | WFMBS WHOLE CMO 07-15 A1 | 183,752.93 | 174,837.04 | 182,597.43 | 183,633.84 | (8,796.80 | ) | 279.01 | — | — | 6 | 5.779 | MON | 912.99 | 9,459.61 | 1/17/2008 | 11/25/2037 | |||||||||||||||
94980RAC1 | WFMBS_04-Z CMO 04-Z-2A1 | 150,042.68 | 152,832.07 | 151,367.14 | 150,190.51 | 2,641.56 | — | — | — | 2.624 | 2.765 | MON | 331.04 | 3,377.70 | 1/14/2008 | 12/25/2034 | ||||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 1,416,686.92 | 1,465,183.49 | 1,457,625.70 | 1,422,574.98 | 42,608.51 | 577.13 | — | — | 2.719 | 3.303 | MON | 3,302.4 | 32,955.33 | 7/19/2006 | 4/25/2035 | ||||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 496,643.26 | 507,007.04 | 505,248.27 | 498,200.56 | 8,806.48 | 119.76 | — | — | 2.649 | 2.968 | MON | 1,115.18 | 11,876.00 | 12/15/2005 | 6/25/2035 | ||||||||||||||||
B7A0BY1D7 | SWAN_06-1E ABS 06-1E | F | 2,235,428.60 | 2,259,216.58 | 2,268,980.00 | 2,249,660.96 | 9,555.62 | — | — | — | 0.425 | 1.809 | FMAN | 1,338.38 | 7,902.66 | 11/30/2012 | 5/12/2037 | |||||||||||||||
G4122UAV3 | GMFM_11-1X ABS 11-1X | F | 4,395,661.69 | 4,364,030.55 | 4,304,728.61 | 4,361,552.39 | 2,478.16 | 41,442.21 | — | — | 1.814 | 0.104 | FMAN | 9,110.74 | 66,541.43 | 11/30/2012 | 11/20/2056 | |||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B | 4,846,901.88 | 4,838,565.35 | 4,846,901.88 | 4,846,901.88 | (8,336.53 | ) | — | — | — | 0.482 | 0.483 | MON | 974.03 | 23,294.24 | 10/16/2012 | 1/15/2021 | |||||||||||||||
00432CAY7 | AGSL_03-1 ABS_03-1 A2 | 436,008.61 | 439,374.04 | 439,580.20 | 439,006.48 | 367.56 | 621.47 | — | — | 0.511 | 1.06 | MJSD | 37.41 | 5,110.84 | 3/31/2011 | 12/27/2016 | ||||||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 360,500.00 | 336,000 | 400,000.00 | 368,561.45 | (32,561.45 | ) | 2,327.08 | — | — | 1.632 | 2.433 | MON | 447.12 | 3,000.14 | 3/29/2010 | 12/26/2035 | |||||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 311,937.50 | 294,000 | 350,000.00 | 318,484.71 | (24,484.71 | ) | — | — | — | 1.621 | 2.404 | MON | 170.98 | 3,072.09 | 3/29/2010 | 12/26/2035 | |||||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 435,625.00 | 418,750 | 500,000.00 | 447,967.1 | (29,217.10 | ) | 1,925.71 | — | — | 0.182 | 0.995 | MON | 48.03 | 4,398.71 | 3/29/2010 | 12/27/2032 | |||||||||||||||
02005ACC0 | AMOT 2013-2 ABS 12-1 | 2,499,806.75 | 2,521,699.9 | 2,500,000.00 | 2,499,855.87 | 21,844.03 | — | — | — | 1.44 | 1.446 | MON | 1,600 | 27,000.00 | 2/15/2012 | 2/15/2017 | ||||||||||||||||
02005MAE2 | ALLYA _10-3 ABS _10-3 A4 | 584,999.10 | 587,414.31 | 585,208.08 | 585,184.32 | 2,229.99 | — | — | — | 1.55 | 1.566 | MON | 403.14 | 9,032.75 | 8/12/2010 | 8/17/2015 | ||||||||||||||||
02005TAD9 | ALLYA _11-1 ABS_11-1 A4 | 5,876,009.56 | 5,932,015.35 | 5,876,540.80 | 5,876,239.86 | 55,775.49 | — | — | — | 2.23 | 2.242 | MON | 5,824.3 | 100,350.00 | 2/4/2011 | 3/15/2016 | ||||||||||||||||
02005YAE6 | ALLYA_12-1 ABS_12-1 A3 | 952,139.62 | 949,213.69 | 946,997.72 | 949,905.14 | (691.45 | ) | 2,956.64 | — | — | 0.93 | 0.467 | MON | 391.43 | 5,489.37 | 2/22/2013 | 2/15/2016 | |||||||||||||||
02587UAB6 | AMXCA_12-5 ABS 12-5 | 1,149,890.64 | 1,146,980.41 | 1,150,000.00 | 1,149,923.85 | (2,943.44 | ) | — | — | — | 0.59 | 0.594 | MON | 301.56 | 5,088.78 | 11/1/2012 | 5/15/2018 | |||||||||||||||
03064JAC9 | AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2 | 644,871.19 | 642,386.28 | 645,000.00 | 644,893.96 | (2,507.68 | ) | — | — | — | 0.65 | 0.659 | MON | 267.85 | 1,711.96 | 4/3/2013 | 12/8/2017 | |||||||||||||||
03064TAB9 | AMCAR_11-5 ABS_11-5-A2 | 120,216.12 | 120,238.12 | 120,221.41 | 120,219.11 | 19.01 | 0.02 | — | — | 1.19 | 1.195 | MON | 91.4 | 7,332.59 | 10/26/2011 | 8/8/2015 | ||||||||||||||||
05522RAB4 | BACCT ABS_06 A7 A7 | 4,980,664.06 | 4,977,899.95 | 5,000,000.00 | 4,995,020.8 | (17,120.85 | ) | — | — | — | 0.222 | 0.348 | MON | 463.13 | 9,031.28 | 6/17/2011 | 12/15/2016 | |||||||||||||||
10620NAH1 | BRHEA_05-3A ABS 05-3 A14 | 596,598.93 | 604,608.61 | 605,525.98 | 599,804.27 | 4,804.34 | 1,759.35 | — | — | 0.361 | 0.721 | MJSD | 36.39 | 3,412.97 | 5/26/2011 | 9/25/2023 | ||||||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 6,454,998.71 | 6,447,963.98 | 6,455,000.00 | 6,454,987.41 | (7,023.43 | ) | 11.3 | — | — | 0.69 | 0.691 | MON | 1,979.54 | 25,239.08 | 2/13/2013 | 6/15/2018 | |||||||||||||||
12613SAC6 | CNH_13-C ABS_13-C A3 | 3,154,634.97 | 3,165,253.66 | 3,155,000.00 | 3,154,641.18 | 10,612.48 | — | — | — | 1.02 | 1.026 | MON | 1,430.27 | 1,430.27 | 8/20/2013 | 8/15/2018 | ||||||||||||||||
12624FAC1 | CNH_12-C ABS_12-C A3 | 8,539,300.58 | 8,529,666.44 | 8,540,000.00 | 8,539,543.33 | (9,876.89 | ) | — | — | — | 0.57 | 0.574 | MON | 2,163.47 | 36,508.59 | 9/19/2012 | 12/15/2017 | |||||||||||||||
12625HAC6 | CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3 | 854,875.77 | 852,016.06 | 855,000.00 | 854,886.93 | (2,870.87 | ) | — | — | — | 0.69 | 0.695 | MON | 262.2 | 1,753.48 | 5/21/2013 | 8/15/2018 | |||||||||||||||
126802BS5 | CABMT_12-2A ABS_11-2A A2 | 18,603,606.06 | 18,560,096.99 | 18,445,000.00 | 18,575,120.13 | (15,023.14 | ) | 28,485.93 | — | — | 0.782 | 0.524 | MON | 6,012.3 | 88,355.04 | 3/7/2013 | 6/17/2019 | |||||||||||||||
14041NBN0 | CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4 | 15,030,315.45 | 15,013,049.7 | 15,000,000.00 | 15,012,941.36 | 108.34 | 15,604.53 | — | — | 0.402 | 0.265 | MON | 2,514.38 | 47,568.77 | 11/30/2012 | 3/15/2017 | ||||||||||||||||
14041NCK5 | CAPITAL ONE MULTI-ASSET EXECUT ABS_05-A9 | 5,826,577.15 | 5,849,701.19 | 5,875,000.00 | 5,852,018.28 | (2,317.09 | ) | — | — | — | 0.272 | 0.463 | MON | 666.57 | 12,841.50 | 6/17/2011 | 8/15/2018 | |||||||||||||||
14041NDB4 | CAPITAL ONE MULTI-ASSET EXECUT ABS | 5,248,035.16 | 5,260,238.66 | 5,300,000.00 | 5,270,865.42 | (10,626.76 | ) | — | — | — | 0.272 | 0.463 | MON | 601.33 | 11,581.54 | 6/17/2011 | 6/17/2019 | |||||||||||||||
14313MAB0 | CARMX_13-2 ABS_13-2 A2 | 2,759,920.52 | 2,760,386.4 | 2,760,000.00 | 2,759,941.28 | 445.12 | — | — | — | 0.42 | 0.422 | MON | 515.2 | 3,831.80 | 5/8/2013 | 6/15/2016 |
161571FH2 | CHASE ISSUANCE TRUST ABS_12-A2 A2 | 7,000,000.00 | 6,979,668.99 | 7,000,000.00 | 7,000,000 | (20,331.01 | ) | — | — | — | 0.452 | 0.453 | MON | 1,319.21 | 24,852.95 | 5/29/2012 | 5/15/2019 | |||||||||||||||
161571FL3 | CHAIT_12-A5 ABS_12-A5 A5 | 4,999,816.00 | 4,995,409.4 | 5,000,000.00 | 4,999,822.99 | (4,413.59 | ) | — | — | — | 0.59 | 0.591 | MON | 1,311.11 | 22,124.97 | 9/6/2012 | 8/15/2017 | |||||||||||||||
161571FX7 | CHAIT_13-A5 ABS_13-A5 A | 2,249,976.15 | 2,245,635 | 2,250,000.00 | 2,249,980.35 | (4,345.35 | ) | — | — | — | 0.47 | 0.471 | MON | 470 | 3,290.00 | 5/16/2013 | 5/15/2017 | |||||||||||||||
165182BA3 | CF_09-2A ABS 12-1A 144A | 2,762,332.21 | 2,769,569.54 | 2,762,332.21 | 2,762,332.21 | 7,237.33 | — | — | — | 0.932 | 0.934 | MON | 1,573.13 | 22,959.83 | 5/10/2012 | 00/00/0000 | ||||||||||||||||
17305ECH6 | CCCIT_13-A1 ABS_04-A8 A8 | 2,116,867.19 | 1,999,091.02 | 1,900,000.00 | 1,987,770.93 | 11,320.09 | 54,745.55 | — | — | 4.9 | 0.99 | JD | 28,705.83 | 46,550.00 | 12/14/2011 | 12/12/2016 | ||||||||||||||||
17305EDL6 | CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 | 2,588,682.81 | 2,593,899.74 | 2,620,000.00 | 2,600,870.14 | (6,970.40 | ) | — | — | — | 0.308 | 0.52 | JAJO | 1,748.98 | 6,899.27 | 7/6/2011 | 12/17/2018 | |||||||||||||||
17305EFC4 | CCCIT ABS 13-A3 A3 | 12,642,449.50 | 12,687,990.59 | 12,645,000.00 | 12,642,537.53 | 45,453.06 | — | — | — | 1.11 | 1.117 | JJ | 20,664.03 | — | 8/1/2013 | 7/23/2018 | ||||||||||||||||
17308BAM0 | CITIBANK OMNI MASTER TRUST COM ABS | 5,790,595.70 | 5,691,740.61 | 5,575,000.00 | 5,699,810.96 | (8,070.35 | ) | 90,784.74 | — | — | 2.932 | 0.393 | MON | 6,811.49 | 98,993.46 | 2/6/2013 | 8/15/2018 | |||||||||||||||
17308BAN8 | COMNI_09-A13 ABS_09-A17 A17 144A | 1,265,548.83 | 1,224,849.64 | 1,170,000.00 | 1,223,405.25 | 1,444.39 | 27,706.06 | — | — | 4.9 | 0.805 | MN | 21,658 | 17,599.17 | 8/13/2013 | 11/15/2018 | ||||||||||||||||
254683AC9 | DCENT_07-A1 ABS 07-A1 A1 | 5,448,691.41 | 5,200,280.24 | 4,500,000.00 | 5,177,099.93 | 23,180.31 | 123,294.21 | — | — | 5.65 | 1.719 | MON | 11,300 | 190,687.50 | 1/26/2012 | 3/16/2020 | ||||||||||||||||
254683AT2 | DCENT ABS 12-A1 | 652,082.03 | 651,749.57 | 650,000.00 | 651,970.23 | (220.66 | ) | 111.8 | — | — | 0.81 | 0.588 | MON | 234 | 17,950.50 | 8/28/2013 | 8/15/2017 | |||||||||||||||
254683AV7 | DCENT_12-A3 ABS 12-A3 | 434,956.76 | 436,521.93 | 435,000.00 | 434,975.83 | 1,546.10 | — | — | — | 0.86 | 0.865 | MON | 166.27 | 2,805.75 | 6/5/2012 | 11/15/2017 | ||||||||||||||||
254683AW5 | DCENT_12-A4 ABS 12-A4 | 4,000,000.00 | 3,995,647.28 | 4,000,000.00 | 4,000,000 | (4,352.72 | ) | — | — | — | 0.552 | 0.553 | MON | 920.5 | 17,235.05 | 6/5/2012 | 11/15/2019 | |||||||||||||||
254683BA2 | DISCOVER CARD MASTER TRUST DCE ABS_13-A2 | 11,553,284.09 | 11,505,860.06 | 11,555,000.00 | 11,553,595.64 | (47,735.58 | ) | — | — | — | 0.69 | 0.695 | MON | 3,543.53 | 46,951.85 | 2/6/2013 | 8/15/2018 | |||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 556,823.50 | 563,941.37 | 556,823.50 | 556,823.5 | 7,117.87 | — | — | — | 1.116 | 1.117 | JAJO | 1,173.68 | 5,466.08 | 2/23/2010 | 7/25/2023 | ||||||||||||||||
33766QAA5 | FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 | 499,999.50 | 499,525 | 500,000.00 | 499,998.2 | (473.20 | ) | 1.3 | — | — | 0.679 | 0.679 | JJ | 952.49 | — | 6/12/2013 | 1/15/2019 | |||||||||||||||
34529MAD4 | FORDO_10-B ABS_10-B A4 | 2,063,521.87 | 2,055,644.45 | 2,046,415.12 | 2,055,820.8 | (176.35 | ) | 15,379.87 | — | — | 1.58 | 0.656 | MON | 1,437.04 | 23,144.25 | 2/27/2013 | 9/15/2015 | |||||||||||||||
34529WAC4 | FORDO_12-B ABS_12-B A3 | 2,502,148.44 | 2,503,800 | 2,500,000.00 | 2,500,892.25 | 2,907.75 | 693.36 | — | — | 0.72 | 0.681 | MON | 800 | 13,500.00 | 6/22/2012 | 12/15/2016 | ||||||||||||||||
34530BAB9 | FORDO_2013-A ABS_2013-A A2 | 4,007,738.11 | 4,005,575.91 | 4,008,060.75 | 4,007,893.63 | (2,317.72 | ) | — | — | — | 0.38 | 0.388 | MON | 676.92 | 10,100.76 | 2/20/2013 | 11/15/2015 | |||||||||||||||
34530CAC5 | FORD CREDIT AUTO LEASE TRUST F ABS_13-A | 1,154,886.58 | 1,154,572.62 | 1,155,000.00 | 1,154,917.36 | (344.74 | ) | — | — | — | 0.6 | 0.606 | MON | 308 | 3,368.75 | 3/12/2013 | 3/15/2016 | |||||||||||||||
34530EAC1 | FORDO_13-B ABS_13-B A3 | 2,524,869.20 | 2,520,355.97 | 2,525,000.00 | 2,524,886.55 | (4,530.58 | ) | — | — | — | 0.57 | 0.573 | MON | 639.67 | 4,557.64 | 5/14/2013 | 10/15/2017 | |||||||||||||||
36156HAV0 | GCOE_06-1 ABS 06-1 | 1,576,014.83 | 1,708,858.39 | 1,756,005.38 | 1,644,512.14 | 64,346.25 | — | — | — | 0.392 | 3.583 | FMAN | 688.53 | 5,757.84 | 2/22/2012 | 5/25/2025 | ||||||||||||||||
36830HAC6 | GE EQUIPMENT SMALL TICKET LLC ABS 11-1 | 354,314.52 | 354,690.02 | 354,367.53 | 354,356.73 | 333.29 | — | — | — | 1.45 | 1.46 | MON | 142.73 | 10,754.05 | 2/1/2011 | 1/21/2018 | ||||||||||||||||
36830NAC3 | GEEMT_13-1 ABS 13-1 A3 | 2,894,934.58 | 2,894,934.58 | 2,895,000.00 | 2,894,934.75 | (0.17 | ) | — | — | — | 0.95 | 0.953 | MON | 458.38 | — | 9/17/2013 | 3/22/2017 | |||||||||||||||
380881BX9 | GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A | A | 1,100,000.00 | 1,095,782.6 | 1,100,000.00 | 1,100,000 | (4,217.40 | ) | — | — | — | 0.432 | 0.432 | MON | 198.14 | 2,753.72 | 2/21/2013 | 2/15/2018 | ||||||||||||||
404225BD5 | HSART_13-T3 ABS_13-T3 A3 144A | 849,997.28 | 841,657.25 | 850,000.00 | 849,993.78 | (8,336.53 | ) | 3.5 | — | — | 1.793 | 1.799 | MON | 677.43 | 4,911.37 | 5/17/2013 | 5/15/2046 | |||||||||||||||
41283YAC1 | HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 | 1,759,995.08 | 1,759,700.84 | 1,760,000.00 | 1,759,993.59 | (292.75 | ) | 1.49 | — | — | 0.65 | 0.651 | MON | 508.45 | 4,480.65 | 4/16/2013 | 7/16/2018 | |||||||||||||||
429827AB4 | HEF_04-1 ABS 04-1 A2 144A | 164,000.00 | 180,000 | 200,000.00 | 176,120.69 | 3,879.31 | 21,821.84 | — | — | 1.647 | 4.372 | MON | 274.5 | 1,643.01 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,000.00 | 180,000 | 200,000.00 | 171,919.71 | 8,080.29 | — | — | — | 1.668 | 3.173 | MON | 129.73 | 1,978.52 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AF5 | HEF_04-1 ABS 04-1 A6 144A | 164,000.00 | 180,000 | 200,000.00 | 175,558.29 | 4,441.71 | — | — | — | 1.632 | 3.743 | MON | 253.87 | 1,635.41 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,224.00 | 180,000 | 200,000.00 | 171,300.04 | 8,699.96 | — | — | — | 1.669 | 3.05 | MON | 182.9 | 1,687.30 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 | 164,196.00 | 180,000 | 200,000.00 | 171,434.56 | 8,565.44 | — | — | — | 1.666 | 3.906 | MON | 164.32 | 1,663.47 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 164,000.00 | 180,000 | 200,000.00 | 171,729.69 | 8,270.31 | — | — | — | 1.663 | 3.647 | MON | 273.37 | 1,656.97 | 9/10/2009 | 1/1/2044 | ||||||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000.00 | 270,000 | 300,000.00 | 251,415.64 | 18,584.36 | — | — | — | 1.662 | 2.466 | FMAN | 150.26 | 2,976.99 | 9/10/2009 | 1/1/2044 |
43812XAC9 | HAROT_13-3 ABS 13-3 A3 | 3,464,437.28 | 3,466,455.03 | 3,465,000.00 | 3,464,479.41 | 1,975.62 | — | — | — | 0.77 | 0.778 | MON | 1,185.8 | 3,779.75 | 7/17/2013 | 5/15/2017 | ||||||||||||||||
43813EAD8 | HONDA AUTO RECEIVABLES OWNER T ABS 12-2 | 1,599,694.08 | 1,608,164.31 | 1,600,000.00 | 1,599,832.48 | 8,331.83 | — | — | — | 0.91 | 0.918 | MON | 647.1 | 10,919.97 | 4/18/2012 | 5/15/2018 | ||||||||||||||||
43813TAD5 | HAROT_11-1 ABS_11-1 A4 | 2,199,414.14 | 2,212,122 | 2,200,000.00 | 2,199,931.75 | 12,190.25 | — | — | — | 1.8 | 1.816 | MON | 1,760 | 29,700.00 | 2/17/2011 | 4/17/2017 | ||||||||||||||||
43813UAC4 | HAROT_12-3 ABS 12-1 | 2,749,835.00 | 2,754,647.5 | 2,750,000.00 | 2,749,923.78 | 4,723.72 | — | — | — | 0.77 | 0.773 | MON | 941.11 | 15,881.22 | 2/14/2012 | 1/15/2016 | ||||||||||||||||
43814EAC9 | HAROT 2013-2 ABS 13-2 A3 | 4,504,576.53 | 4,491,527.12 | 4,505,000.00 | 4,504,648.22 | (13,121.10 | ) | — | — | — | 0.53 | 0.534 | MON | 994.86 | 9,417.96 | 4/17/2013 | 2/16/2017 | |||||||||||||||
44890FAC1 | HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A | 3,499,626.55 | 3,508,819.97 | 3,500,000.00 | 3,499,839.23 | 8,980.74 | — | — | — | 0.92 | 0.927 | MON | 1,431.11 | 24,149.97 | 6/13/2012 | 8/17/2015 | ||||||||||||||||
44890GAD7 | HART_12-A ABS 12-A | 4,259,591.04 | 4,280,959.07 | 4,260,000.00 | 4,259,756.99 | 21,202.08 | — | — | — | 0.95 | 0.954 | MON | 1,798.67 | 30,352.50 | 2/28/2012 | 12/15/2016 | ||||||||||||||||
44890HAC7 | HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B | 4,999,148.00 | 5,004,100 | 5,000,000.00 | 4,999,596.94 | 4,503.06 | — | — | — | 0.62 | 0.628 | MON | 1,377.78 | 28,330.52 | 7/10/2012 | 9/15/2016 | ||||||||||||||||
44890LAB0 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 509,997.65 | 510,127.51 | 510,000.00 | 509,996.76 | 130.75 | 0.89 | — | — | 0.53 | 0.53 | MON | 120.13 | 585.65 | 6/19/2013 | 3/15/2016 | ||||||||||||||||
44890LAC8 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 1,249,756.38 | 1,248,650.08 | 1,250,000.00 | 1,249,782.63 | (1,132.55 | ) | — | — | — | 0.71 | 0.719 | MON | 394.45 | 1,922.93 | 6/19/2013 | 9/15/2017 | |||||||||||||||
44890QAC7 | HART_13-C ABS 13-C A3 | 1,499,732.85 | 1,505,739.11 | 1,500,000.00 | 1,499,736.64 | 6,002.47 | — | — | — | 1.01 | 1.02 | MON | 547.08 | — | 9/11/2013 | 2/15/2018 | ||||||||||||||||
44923YAC1 | HART_10-B ABS 10-B A3 | 282,325.02 | 282,564.58 | 282,375.38 | 282,372.8 | 191.78 | — | — | — | 0.97 | 0.979 | MON | 121.73 | 7,960.63 | 8/19/2010 | 4/15/2015 | ||||||||||||||||
44923YAD9 | HART_10-B ABS_10-B A4 | 7,549,294.08 | 7,630,558.57 | 7,550,000.00 | 7,549,846.59 | 80,711.98 | — | — | — | 1.63 | 1.638 | MON | 5,469.56 | 92,298.78 | 8/19/2010 | 3/15/2017 | ||||||||||||||||
477879AC4 | JDOT_13-B ABS_13-B A3 | 4,724,355.98 | 4,735,253.39 | 4,725,000.00 | 4,724,377.13 | 10,876.26 | — | — | — | 0.87 | 0.878 | MON | 3,083.07 | — | 8/27/2013 | 8/15/2017 | ||||||||||||||||
62888XAC8 | NCUA_10-C1 CMBS_10-C1 A-PT | 4,352,524.78 | 4,498,883.43 | 4,361,170.74 | 4,356,561.7 | 142,321.73 | — | — | — | 2.65 | 2.733 | MON | 1,284.12 | 88,829.08 | 9/7/2011 | 10/29/2020 | ||||||||||||||||
63861GAG5 | NMART_13-T2 ABS_13-T2 A2 144A | 1,039,995.84 | 1,035,890.96 | 1,040,000.00 | 1,039,996.66 | (4,105.70 | ) | — | — | — | 1.679 | 1.685 | MON | 533.55 | 5,044.46 | 6/4/2013 | 6/20/2046 | |||||||||||||||
65477LAB6 | NAROT_13-B ABS 13-B A2 | 309,998.54 | 310,151.91 | 310,000.00 | 309,998.47 | 153.44 | 0.07 | — | — | 0.52 | 0.52 | MON | 71.64 | 201.50 | 7/24/2013 | 4/15/2016 | ||||||||||||||||
65477LAC4 | NISSAN AUTO RECEIVABLES OWNER ABS | 3,744,185.47 | 3,751,935.59 | 3,745,000.00 | 3,744,224.65 | 7,710.94 | — | — | — | 0.84 | 0.848 | MON | 1,398.14 | 3,932.25 | 7/24/2013 | 11/15/2017 | ||||||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 452,730.00 | 460,000 | 500,000.00 | 469,893.2 | (9,893.20 | ) | — | — | — | 0.01 | 1.058 | MON | 1.64 | 4,929.46 | 3/9/2010 | 4/25/2044 | |||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 1,177,098.00 | 1,183,000 | 1,300,000.00 | 1,217,539.81 | (34,539.81 | ) | — | — | — | — | 0.951 | MON | 33.91 | 13,925.10 | 3/9/2010 | 4/25/2044 | |||||||||||||||
74112WAC3 | PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 | 726,782.22 | 727,924.5 | 726,856.00 | 726,802.2 | 1,122.30 | — | — | — | 1.09 | 1.099 | MON | 352.12 | 3,496.33 | 4/3/2013 | 2/15/2018 | ||||||||||||||||
78442GHX7 | SLMA ABS 03-10A A1B 144A | 249,968.75 | 250,000 | 250,000.00 | 249,996.07 | 3.93 | — | — | — | 0.85 | 0.854 | MON | 118.05 | 2,787.16 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GHY5 | SLMA ABS 03-10A-A1C | 400,000.00 | 400,000 | 400,000.00 | 400,000 | — | — | — | — | 1.672 | 1.678 | MON | 334.4 | 10,028.86 | 2/4/2010 | 00/00/0000 | ||||||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 499,015.62 | 500,000 | 500,000.00 | 499,870.02 | 129.98 | — | — | — | 1.67 | 1.727 | MON | 348.33 | 13,217.66 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A 03-10A A1E | 399,968.75 | 400,000 | 400,000.00 | 399,993.32 | 6.68 | — | — | — | 1.669 | 1.674 | MON | 88.88 | 9,580.00 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJB3 | SLMA ABS 03-10A A1F 144A | 425,000.00 | 425,000 | 425,000.00 | 425,000 | — | — | — | — | 0.85 | 0.851 | MON | 260.9 | 5,417.59 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJC1 | SLMA ABS_03-10A AIG 144A | 300,000.00 | 300,000 | 300,000.00 | 300,000 | — | — | — | — | 1.672 | 1.676 | MON | 264.91 | 5,336.86 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A ABS_03-10A | 50,000.00 | 50,000 | 50,000.00 | 50,000 | — | — | — | — | 1.67 | 1.672 | MON | 10.63 | 1,566.35 | 11/7/2011 | 12/15/2016 | ||||||||||||||||
78442GMK9 | SLMA ABS_04-7 A5 | 2,045,000.93 | 2,039,584.93 | 2,057,215.64 | 2,049,948.86 | (10,363.93 | ) | — | — | — | 0.436 | 0.629 | JAJO | 1,693.84 | 8,446.28 | 5/13/2011 | 1/27/2020 | |||||||||||||||
78442GQP4 | SLMA ABS_05-8 A3 | 3,741,725.00 | 3,797,317.35 | 3,810,000.00 | 3,780,821.91 | 16,495.44 | — | — | — | 0.376 | 0.827 | JAJO | 2,705.23 | 11,768.96 | 6/13/2011 | 10/25/2024 | ||||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 | 197,826.67 | 197,089.11 | 198,139.15 | 197,901.66 | (812.55 | ) | 10.32 | — | — | 0.346 | 0.428 | JAJO | 129.46 | 660.67 | 11/30/2012 | 7/25/2019 | |||||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 1,484,824.22 | 1,504,199.99 | 1,500,000.00 | 1,487,914.05 | 16,285.94 | — | — | — | 1.016 | 1.163 | JAJO | 2,878.38 | 11,913.44 | 3/27/2012 | 4/25/2023 | ||||||||||||||||
78444YAB1 | SLMA ABS 08-5 A2 | 802,925.12 | 792,021.13 | 790,661.22 | 792,065 | (43.87 | ) | 6,715.32 | — | — | 1.366 | 0.465 | JAJO | 2,039.93 | 15,882.34 | 11/30/2012 | 10/25/2016 | |||||||||||||||
78444YAC9 | SLMA ABS 08-5 A3 | 13,936,144.69 | 13,861,635.05 | 13,691,000.00 | 13,783,042.52 | 78,592.53 | 48,331.88 | — | — | 1.566 | 1.003 | JAJO | 40,495.39 | 165,840.84 | 11/29/2011 | 1/25/2018 |
78444YAD7 | SLMA ABS 08-5 A4 | 2,457,718.75 | 2,466,072.66 | 2,350,000.00 | 2,424,429.65 | 41,643.01 | 8,635.71 | — | — | 1.966 | 1.416 | JAJO | 8,726.41 | 35,594.20 | 1/11/2011 | 7/25/2023 | ||||||||||||||||
78445XAA4 | SLMA_10-1 ABS 10-1A | 3,685,226.62 | 3,664,934.52 | 3,676,854.18 | 3,684,751.35 | (19,816.83 | ) | 1,670.22 | — | — | 0.579 | 0.531 | MON | 354.73 | 16,141.18 | 2/15/2013 | 3/25/2025 | |||||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 8,522,793.77 | 8,559,493.7 | 8,539,347.33 | 8,526,228.06 | 33,265.64 | — | — | — | 0.779 | 0.814 | MON | 1,108.49 | 54,806.68 | 5/18/2011 | 11/25/2027 | ||||||||||||||||
78446XAA3 | SLM STUDENT LOAN TRUST ABS 12-B 144A | 581,057.64 | 582,754.33 | 581,057.64 | 581,057.64 | 1,696.69 | — | — | — | 1.282 | 1.283 | MON | 310.45 | 6,828.18 | 4/4/2012 | 1/18/2022 | ||||||||||||||||
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 999,897.30 | 1,045,000 | 1,000,000.00 | 999,911.18 | 45,088.82 | — | — | — | 3.48 | 3.507 | MON | 1,546.67 | 26,100.00 | 4/4/2012 | 10/15/2030 | ||||||||||||||||
78447AAA2 | SLMA_12-3 ABS_12-3 A | 1,647,459.28 | 1,655,217.06 | 1,647,459.28 | 1,647,459.28 | 7,757.78 | — | — | — | 0.829 | 0.83 | MON | 227.58 | 11,196.44 | 4/24/2012 | 12/26/2025 | ||||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 650,174.67 | 651,403.52 | 650,174.67 | 650,174.67 | 1,228.85 | — | — | — | 1.232 | 1.235 | MON | 333.84 | 7,104.21 | 7/23/2012 | 6/15/2023 | ||||||||||||||||
78447FAA1 | SLMA_12-E ABS 12-E 144A | 2,170,928.70 | 2,167,911.11 | 2,170,928.70 | 2,170,928.7 | (3,017.59 | ) | — | — | — | 0.932 | 0.933 | MON | 843.31 | 17,480.92 | 10/11/2012 | 10/16/2023 | |||||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E | 816,500.00 | 790,512.02 | 800,000.00 | 814,824.62 | (24,312.60 | ) | 1,675.38 | — | — | 2.09 | 1.664 | MON | 743.11 | 8,034.87 | 3/19/2013 | 6/15/2045 | |||||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 4,497,041.25 | 4,485,166.07 | 4,500,000.00 | 4,497,895.12 | (12,729.05 | ) | — | — | — | 0.459 | 0.48 | MON | 344.14 | 16,303.61 | 11/2/2012 | 9/25/2019 | |||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 459,870.23 | 446,200 | 460,000.00 | 459,882.9 | (13,682.90 | ) | — | — | — | 1.77 | 1.781 | MON | 361.87 | 4,251.93 | 2/27/2013 | 5/17/2027 | |||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2,425,000.00 | 2,396,918.57 | 2,425,000.00 | 2,425,000 | (28,081.43 | ) | — | — | — | 1.232 | 1.235 | MON | 1,245.14 | 16,195.72 | 2/27/2013 | 5/17/2027 | |||||||||||||||
78447VAA6 | SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B | 2,485,371.06 | 2,474,485.03 | 2,485,371.06 | 2,485,371.06 | (10,886.03 | ) | — | — | — | 0.832 | 0.834 | MON | 861.91 | 8,399.80 | 4/25/2013 | 7/15/2022 | |||||||||||||||
78447VAB4 | SLMA_13-B ABS_13-B-A2A | 804,859.37 | 778,185.45 | 805,000.00 | 804,868.12 | (26,682.67 | ) | — | — | — | 1.85 | 1.86 | MON | 661.89 | 5,501.97 | 4/25/2013 | 6/17/2030 | |||||||||||||||
78447VAC2 | SLMA_13-B ABS_13-B-A2B | 615,000.00 | 608,241.16 | 615,000.00 | 615,000 | (6,758.84 | ) | — | — | — | 1.282 | 1.286 | MON | 328.59 | 3,023.80 | 4/25/2013 | 5/15/2030 | |||||||||||||||
78448BAA9 | SLMA_13-5 ABS 13-5 A1 | 640,000.00 | 640,031.98 | 640,000.00 | 640,000 | 31.98 | — | — | — | 0.487 | 0.487 | MON | 103.33 | — | 9/11/2013 | 5/25/2018 | ||||||||||||||||
80283DAC5 | SDART_13-2 ABS_13-2 A3 | 1,204,793.10 | 1,202,829.16 | 1,205,000.00 | 1,204,846.62 | (2,017.46 | ) | — | — | — | 0.7 | 0.709 | MON | 374.89 | 4,264.38 | 3/6/2013 | 9/15/2017 | |||||||||||||||
80283GAB0 | SDART_13-3 ABS_13-3-A2 | 4,439,733.60 | 4,436,226.04 | 4,440,000.00 | 4,439,818.3 | (3,592.26 | ) | — | — | — | 0.55 | 0.556 | MON | 1,085.33 | 8,140.00 | 5/8/2013 | 9/15/2016 | |||||||||||||||
80283GAC8 | SDART_13-3 ABS 13-3 | 594,988.34 | 593,296.01 | 595,000.00 | 594,989.44 | (1,693.43 | ) | — | — | — | 0.7 | 0.702 | MON | 185.11 | 1,388.32 | 5/8/2013 | 10/16/2017 | |||||||||||||||
80283HAB8 | SDART_13-4 ABS 13-4 A2 | 1,089,909.09 | 1,092,092.81 | 1,090,000.00 | 1,089,923.78 | 2,169.03 | — | — | — | 0.89 | 0.898 | MON | 431.16 | 1,562.94 | 7/11/2013 | 9/15/2016 | ||||||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 2,010,987.01 | 2,040,253.4 | 2,051,474.91 | 2,015,456.25 | 24,797.15 | — | — | — | 1.164 | 1.356 | JAJO | 4,244.46 | 20,254.92 | 3/22/2011 | 10/28/2043 | ||||||||||||||||
89236RAC3 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A | 3,884,970.09 | 3,878,790.37 | 3,885,000.00 | 3,884,969.66 | (6,179.29 | ) | 0.43 | — | — | 0.55 | 0.551 | MON | 949.67 | 8,784.44 | 4/9/2013 | 1/17/2017 | |||||||||||||||
89236RAD1 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A | 764,782.82 | 760,083.75 | 765,000.00 | 764,812.29 | (4,728.54 | ) | — | — | — | 0.69 | 0.7 | MON | 234.6 | 2,170.07 | 4/9/2013 | 11/15/2018 | |||||||||||||||
89236VAC4 | TAOT_13-B ABS 13-B A3 | 764,963.51 | 767,514.59 | 765,000.00 | 764,963.93 | 2,550.66 | — | — | — | 0.89 | 0.893 | MON | 245.86 | — | 9/11/2013 | 7/15/2017 | ||||||||||||||||
92867DAD2 | VALET_11-1 ABS_11-1 A4 | 2,062,187.50 | 2,026,900.02 | 2,000,000.00 | 2,019,546.03 | 7,353.99 | 15,530.57 | — | — | 1.98 | 0.913 | MON | 1,210 | 29,700.00 | 9/15/2011 | 9/20/2017 | ||||||||||||||||
92867KAC8 | VWALT_12-A ABS_12-A A3 | 2,899,427.83 | 2,908,033 | 2,900,000.00 | 2,899,779.88 | 8,253.12 | — | — | — | 0.87 | 0.881 | MON | 770.92 | 18,922.50 | 6/13/2012 | 7/20/2015 | ||||||||||||||||
92867MAB6 | VALET_13-1 ABS_13-1 A2 | 6,799,555.28 | 6,792,587.93 | 6,800,000.00 | 6,799,742.89 | (7,154.96 | ) | — | — | — | 0.37 | 0.375 | MON | 768.78 | 14,187.46 | 2/21/2013 | 1/20/2016 | |||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 5,689,676.24 | 5,665,024.21 | 5,690,000.00 | 5,689,735.77 | (24,711.56 | ) | — | — | — | 0.56 | 0.562 | MON | 973.62 | 17,967.78 | 2/21/2013 | 8/21/2017 | |||||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 3,188,784.29 | 3,168,116.6 | 3,190,000.00 | 3,189,003.2 | (20,886.60 | ) | — | — | — | 2.23 | 2.247 | MON | 3,161.65 | 53,352.72 | 7/13/2012 | 8/15/2022 | |||||||||||||||
981464DX5 | WFNMT_13-B ABS 13-B | 1,624,986.35 | 1,613,003.42 | 1,625,000.00 | 1,624,983.51 | (11,980.09 | ) | 2.84 | — | — | 0.91 | 0.911 | MON | 657.22 | 4,682.71 | 5/14/2013 | 3/16/2020 | |||||||||||||||
98158KAD1 | WORLD OMNI AUTO RECEIVABLES TR ABS 11-A | 4,599,795.30 | 4,647,425.91 | 4,600,000.00 | 4,599,841.67 | 47,584.24 | — | — | — | 1.91 | 1.918 | MON | 3,904.89 | 65,895.03 | 3/2/2011 | 4/15/2016 | ||||||||||||||||
98158PAC2 | WOART_11-B ABS_11-B A3 | 256,470.52 | 257,066.02 | 256,471.00 | 256,468.42 | 597.60 | 6.88 | — | — | 0.96 | 0.961 | MON | 109.43 | 21,114.31 | 11/2/2011 | 8/15/2016 | ||||||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 | D | 833,161.50 | 909,320.45 | 510,000.00 | 833,161.5 | 76,158.95 | — | — | (7,267.5 | ) | 5.063 | 5.059 | AO | 19,700.04 | 20,686.73 | 10/27/2009 | 1/21/2055 | ||||||||||||||
Z918CTYG7 | BUMP_12-5 ABS_12-5 A2 | D | 762,059.38 | 774,735.28 | 475,855.87 | 762,059.38 | 12,675.90 | 0.01 | — | 8,541.62 | 1.891 | 1.898 | MON | 444.4 | 14,884.55 | 4/2/2012 | 6/20/2022 |
BRSJE18C7 | UNIVISION COMMUN INC. | 6,257,278.13 | 6,203,859.23 | 6,268,500.00 | 6,257,690.06 | (53,830.83 | ) | — | — | — | 0.2236627 | MJSD | — | 66,435.44 | 5/16/2013 | 3/1/2020 | ||||||||||||||||
BRSJZMYE5 | KOMMUNEKREDIT | 9,988,500.00 | 9,981,400.3 | 10,000,000.00 | 9,989,156.09 | (7,755.79 | ) | — | — | 0.875 | 0.9119963 | JUL | 14,826.39 | — | 7/23/2013 | 7/29/2016 | ||||||||||||||||
BRSK7W701 | OCI BEAUMONT LLC | 575,472.57 | 585,696.7 | 584,236.11 | 575,627.62 | 10,069.08 | — | — | — | 0.2488251 | MJSD | — | — | 8/23/2013 | 8/20/2019 | |||||||||||||||||
BRSKGJPN0 | FREESCALE SEMICONDUCTOR INC | 2,752,200.00 | 2,787,811.8 | 2,780,000.00 | 2,752,262.19 | 35,549.61 | — | — | — | 0.1356069 | MJSD | — | — | 9/25/2013 | 1/15/2021 | |||||||||||||||||
TOTAL | 5,438,265,424.87 | 5,336,057,248.89 | 5,415,864,325.23 | 22,401,099.64 |
Validus Holdings, Ltd. September 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 | 2,999,344.09 | — | — | — | — | 3,000,000.00 | 2,998,619.87 | — | — | 0.092 | 0.093 | MAT | — | — | ||||||||||||||
ELECTRICITE DE FRANCE SA SENIOR CORP BND | F2893TAA4 | 4/3/2013 | TORONTO DOMINION SECURITIES IN | 1/26/2014 | 2,030,130.42 | 1,071.1 | 45,969.58 | — | — | 2,000,000.00 | 2,076,100 | 19,861.12 | — | 5.5 | 0.744 | JJ | 33,458.33 | — | ||||||||||||||
CATER PILLAR FINANCIAL SERVICE CORP BND | 14912L4T5 | 7/22/2013 | J.P. MORGAN SECURITIES INC | 4/1/2014 | 302,013.81 | (87.81 | ) | 737.19 | — | — | 300,000.00 | 302,751 | 2,475 | — | 1.65 | 0.305 | AO | (1,567.5 | ) | — | ||||||||||||
EI DU PONT DE NEMOURS & CO CORP BND | 263534CH0 | 7/22/2013 | DAIN RAUSCHER INC. | 3/25/2014 | 501,087.73 | (12.75 | ) | 422.27 | — | — | 500,000.00 | 501,510.00 | 55.88 | — | 0.671 | 0.245 | MJSD | 596.53 | — | |||||||||||||
EATON CORPORATION CORP BND | 278058DJ8 | 8/1/2013 | MIZUHO INTERNATIONAL PLC | 6/16/2014 | 500,858.96 | (583.96 | ) | 186.04 | — | — | 500,000.00 | 501,045.00 | 121.75 | — | 0.584 | 0.363 | MJSD | 343.52 | — | |||||||||||||
GOOGLE CORP BND | 38259PAA0 | 7/19/2013 | J.P. MORGAN SECURITIES INC | 5/19/2014 | 503,243.28 | (173.28 | ) | 956.72 | — | — | 500,000.00 | 504,200.00 | 2,291.67 | — | 1.25 | 0.223 | MN | (1,128.47 | ) | — | ||||||||||||
SOUTHERN COMPANY (THE) CORP BND | 842587CE5 | 6/20/2013 | UBS WARBURG LLC | 5/15/2014 | 255,524.84 | (72.34 | ) | 2,360.16 | — | — | 250,000.00 | 257,885.00 | 3,919.44 | — | 4.15 | 0.587 | MN | (1,152.78 | ) | — | ||||||||||||
VERIZON COMMUNICATIONS LLC CORP BND FRN | 92343VAZ7 | 8/1/2013 | MIZUHO INTERNATIONAL PLC | 3/28/2014 | 501,076.12 | (81.13 | ) | 337.88 | — | — | 500,000.00 | 501,414.00 | 35.75 | — | 0.858 | 0.45 | MJSD | 651.9 | — | |||||||||||||
SPAREBNK 1 BOLIG LOCAL BND 144A | 84650WAA4 | 11/14/2012 | Various | 10/25/2013 | 1,300,703.99 | 51.17 | 8,034.61 | — | — | 1,300,000.00 | 1,310,010.00 | 7,041.67 | — | 1.25 | 0.422 | AO | 8,125 | — | ||||||||||||||
CDN S/T INVT BLENDED ACCT | 993252329 | 9/30/2013 | Various | 4,030,928.34 | — | — | — | — | 4,030,928.34 | 4,030,928.34 | — | — | — | 494.41 | — | |||||||||||||||||
DREYFUS UNIVERSAL USD LIQ FD | DRFUNI$20 | Multi | 34,647,638.46 | — | — | — | — | 34,647,638.46 | 34,647,638.46 | — | — | 1,104.1 | — | |||||||||||||||||||
GOLDMAN SACHS | GLDSCS$03 | Multi | 56,805,534.5 | — | — | — | — | 56,805,534.50 | 56,805,534.5 | — | — | 4,063.84 | — | |||||||||||||||||||
BLACKROCK INTL $ RESERVE | S99993578 | Multi | 13,855.64 | — | — | — | — | 13,855.64 | 13,855.64 | — | — | 3,211.38 | — | |||||||||||||||||||
DREYFUS UNIVERSAL LIQUIDITY PL | B0A01CHL6 | Multi | 2,480,344.71 | — | — | — | — | 2,480,344.71 | 2,480,344.71 | — | 164.17 | — | ||||||||||||||||||||
BONY CASH RESERVE | S875996$0 | Multi | 569,696,849.89 | — | — | — | — | 569,696,849.89 | 569,696,849.89 | — | — | 13,255.29 | ||||||||||||||||||||
BONY CASH RESERVE | BRSB6URS3 | Multi | 223,814.81 | — | — | — | — | 223,814.81 | 223,814.81 | — | — | — | ||||||||||||||||||||
WESTERN AST INS CSH RES | 52470G205 | Multi | 1,278,582.67 | — | — | — | — | 1,278,582.67 | 1,278,582.67 | — | — | 3,312.19 | ||||||||||||||||||||
CITI-INSTITUTION LIQ FUND USD | B0A0ATCJ9 | Multi | 4,428,588.61 | — | — | — | — | 4,428,588.61 | 4,428,588.61 | — | — | 11,928.01 | ||||||||||||||||||||
ML INST LIQ FUND - AGENCY | BRS263RF1 | Multi | 761,939.22 | — | 0.01 | — | 11,646.26 | 477,698.83 | 761,939.22 | — | — | 3,541.49 | ||||||||||||||||||||
JPMC CP FINANCIAL INST USA | 46699KTX2 | Multi | 43,367,936.75 | — | — | — | — | 43,367,936.75 | 43,367,936.75 | — | — | 10,036.79 | ||||||||||||||||||||
BONY CASH RESERVE | S99992562 | Multi | 35,000,620.53 | — | — | — | — | 35,000,620.53 | 35,000,620.53 | — | — | 730.42 | ||||||||||||||||||||
761,630,617.37 | 111 | 59,004.46 | — | 11,646.26 | 761,302,393.74 | 761,690,169 | 35,802.28 |
Validus Holdings, Ltd. September 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 | 2,353,597.52 | 2,449,806.55 | 2,353,597.52 | 96,209.03 | — | — | — | — | — | — | ||||||||||||
AIG SELECT HEDGE LTD | 9/4/2009 | 17.30 | 17.36 | 17.30 | 0.06 | — | — | — | — | — | — | ||||||||||||
SVG DIAMOND HOLDINGS II LTD | 11/30/2012 | 3,765,757.24 | 4,133,539.48 | 3,765,757.24 | 367,782.24 | — | — | — | 153,600.97 | — | — | ||||||||||||
MARATHON ASSET MANAGEMENT LEGA | 11/30/2012 | — | 1,281,928.49 | — | 1,281,928.49 | — | — | — | — | — | — | ||||||||||||
PORT ADVISORS PRIVATE EQUITY I | 11/30/2012 | 5,731,724.61 | 6,339,547.38 | 5,731,724.61 | 607,822.77 | — | — | — | — | — | — | ||||||||||||
GOLDENTREE DISTRESSED DEBT FUN | 11/30/2012 | 15,496,731 | 16,154,905.02 | 15,496,731 | 658,174.02 | — | — | — | — | — | — | ||||||||||||
LEAPFROG INVESTMENTS FINANCIAL | 11/30/2012 | 2,995,366.77 | 2,917,504 | 2,995,366.77 | (77,862.77 | ) | — | — | — | — | — | — | |||||||||||
BUFFETS INC | 7/18/2012 | 920,570.56 | 0.70 | 920,570.56 | (920,569.86 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS ENHANCED LP | 4/1/2012 | 161,522,354.08 | 195,406,460.60 | 161,522,354.08 | 33,884,106.52 | — | — | — | — | — | — | ||||||||||||
PAULSON PARTNERS ADVANTAGE PLUS LP | 4/1/2012 | 125,000,000.00 | 113,688,449.8 | 125,000,000.00 | (11,311,550.2 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS GOLD FUND LP | 4/1/2012 | 125,000,000.00 | 39,050,117.8 | 125,000,000.00 | (85,949,882.2 | ) | — | — | — | — | — | — | |||||||||||
PAULSON PARTNERS CREDIT OPPORTUNITIES LP | 6/1/2012 | 157,500,000.00 | 169,045,427.5 | 157,500,000.00 | 11,545,427.5 | — | — | — | — | — | — | ||||||||||||
GUARDIAN GROWTH EQUITY | 9/4/2009 | 6,181,301.52 | 8,973,255.82 | 6,181,301.52 | 2,791,954.3 | — | — | — | — | — | — | ||||||||||||
MFS MERIDIAN MID CAP GROWTH FUND | 9/4/2009 | 17,203.14 | 30,704.93 | 17,203.14 | 13,501.79 | — | — | — | — | — | — | ||||||||||||
Total | 606,484,623.74 | 559,471,665.43 | 606,484,623.74 | (47,012,958.31 | ) |