Validus Holdings, Ltd. December 31, 2013 GAAP fixed maturity portfolio in Schedule D format | |||||||||||||||||||||||||||||||||||||||||
1 | 2 | Codes | 6 | 7 | 9 | 10 | CHANGE IN BOOK/ADJUSTED CARRYING VALUE | INTEREST | DATES | ||||||||||||||||||||||||||||||||
3 | 4 | 5 | 8 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | |||||||||||||||||||||||||||
FOREIGN | BOND | NAIC | GAAP FAIR | GAAP | CURRENT YEAR | TOTAL FX CHG | INTEREST | EFFECTIVE | HOW | ACCRUED | GROSS REC'D | ||||||||||||||||||||||||||||||
CUSIP | DESCRIPTION | * | CODE | CHAR | DESIG | ACTUAL COST | MARKET VALUE | PAR VALUE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | IN B/A. C.V. | RATE | RATE OF | PAID | INTEREST | DURING YEAR | ACQUIRED | MATURITY | |||||||||||||||||||||
88579YAD3 | 3M CO CORP BND | 5,032,167.00 | 5,151,868.03 | 5,075,000.00 | 5,051,119.54 | 100,748.49 | 2,168.22 | — | — | 5.25 | 3.007 | MS | 0.82 | — | 11/27/2012 | 3/1/2015 | |||||||||||||||||||||||||
00287YAJ8 | ABBVIE INC SENIOR CORP BND | 3,992,851.97 | 4,007,729.21 | 4,000,000 | 3,993,533.49 | 14,195.72 | 425.6 | — | — | 0.418 | 1.17 | FMAN | 3.4 | 35,000 | 8/8/2012 | 11/22/2024 | |||||||||||||||||||||||||
00084DAH3 | ABN AMRO BANK NV SENIOR CORP BND 144A | F | 5,000,000.00 | 5,007,500.1 | 5,000,000.00 | 5,000,000 | 7,500.10 | — | — | — | 0.78 | 0.782 | MON | 0.99 | — | 4/11/2012 | 6/15/2016 | ||||||||||||||||||||||||
00432CCM1 | ACCESS GROUP INC ACCSS_05-2 ABS 05-2 | 1,907,213.9 | 1,924,992.35 | 1,958,627.87 | 1,918,125.13 | 6,867.22 | 4,246.33 | — | — | 1.03 | 1.041 | MON | 1.46 | 2,339.09 | 4/11/2012 | 12/15/2016 | |||||||||||||||||||||||||
00448MAA9 | ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND | F | 176,911.50 | 181,017.74 | 177,000.00 | 176,984.2 | 4,033.54 | 4.7 | — | — | 0.86 | 0.862 | MON | 0.48 | 2,832 | 6/12/2012 | 9/15/2017 | ||||||||||||||||||||||||
BRSFUKYH5 | ACOSTA INC SENIOR SECURED TERM LOAN | 5,962,448.38 | 6,018,019.39 | 5,986,589.8 | 5,968,054.3 | 49,965.09 | 1,115.26 | — | — | 0.63 | 0.636 | MON | (2 | ) | 64,691.5 | 1/23/2013 | 11/15/2018 | ||||||||||||||||||||||||
BRSKNF270 | ACTIVISION BLIZZARD INC SENIOR SECURED | 2,039,613.19 | 2,061,628.71 | 2,049,862.50 | 2,040,040.16 | 21,588.55 | 452.66 | — | — | 0.6 | 0.602 | MON | (0.12 | ) | 13,914.06 | 2/6/2013 | 10/16/2017 | ||||||||||||||||||||||||
BRSHB29T4 | ADS WASTE ESCROW SENIOR SECURED TERM | 8,905,025.12 | 8,944,563.43 | 8,905,025.12 | 8,905,025.12 | 39,538.31 | — | — | — | 0.447 | 0.447 | MON | (3.85 | ) | 97,142.07 | 4/12/2013 | 4/15/2020 | ||||||||||||||||||||||||
00101JAE6 | ADT CORP SENIOR CORP BND | 5,399,557.21 | 5,313,923.89 | 5,400,000.00 | 5,399,694.84 | (85,770.95 | ) | 20.55 | — | — | 0.467 | 0.467 | MON | 5.45 | — | 2/6/2013 | 8/17/2020 | ||||||||||||||||||||||||
BRSHFZFW3 | ADVANTAGE SALES & MARKETING IN SENIOR | 4,106,497.95 | 4,167,089.14 | 4,155,661.07 | 4,113,938.03 | 53,151.11 | 2,667.32 | — | — | 1.06 | 1.07 | MON | (2.18 | ) | 30,832.94 | 8/7/2013 | 3/20/2019 | ||||||||||||||||||||||||
BRSJDYBA6 | AEROFLEX INCORPORATED SENIOR SECURED | 3,938,220.53 | 3,984,451.53 | 3,954,790.60 | 3,939,725.77 | 44,725.76 | 644.42 | — | — | 1.15 | 1.16 | MON | (1.81 | ) | 45,480.09 | 1/18/2012 | 6/15/2017 | ||||||||||||||||||||||||
BRSHXEJA4 | AFFINIA GROUP SENIOR SECURED TERM LOAN | 992,643.44 | 1,007,437.51 | 995,000 | 992,819.63 | 14,617.88 | 98.14 | — | — | 0.57 | 0.467 | MON | (4.51 | ) | 11,924.28 | 2/1/2013 | 9/15/2015 | ||||||||||||||||||||||||
00432CAZ4 | AGSL_03-1 ABS 03-1-2003-1 | 360,500.00 | 362,501.6 | 400,000.00 | 369,083.91 | (6,582.31 | ) | 522.46 | — | — | 0.55 | 0.55 | MON | 2.65 | 2,012.9 | 7/23/2013 | 4/15/2016 | ||||||||||||||||||||||||
00432CAY7 | AGSL_03-1 ABS_03-1 A2 | 53,303.73 | 53,740.37 | 53,740.37 | 53,681.07 | 59.3 | 514.42 | — | — | 0.82 | 0.828 | MON | 0.51 | 573.54 | 7/23/2013 | 12/15/2017 | |||||||||||||||||||||||||
00432CBB6 | AGSL_03-1 ABS_03-1-2003-1 | 311,937.50 | 308,985.6 | 350,000.00 | 318,839.45 | (9,853.85 | ) | 354.74 | — | — | 1.04 | 1.051 | MON | 2.91 | 1,332.1 | 5/22/2012 | 9/21/2015 | ||||||||||||||||||||||||
00432CBP5 | AGSL_03-1 ABS_04-1-2004-1 | 435,625 | 427,489 | 500,000 | 447,261.28 | (19,772.28 | ) | (705.82 | ) | — | — | 0.78 | 0.785 | MON | 8,888 | 1,890.56 | 2/5/2013 | 6/15/2016 | |||||||||||||||||||||||
BRSHLJUD7 | AI CHEM & CY SCA SENIOR SECURED TERM | F | 710,488.76 | 719,864.36 | 714,059.06 | 710,887.59 | 8,976.77 | 146.8 | — | — | 0.54 | 0.541 | MON | (3.21 | ) | 8,232.31 | 7/17/2013 | 1/15/2016 | |||||||||||||||||||||||
L0001UAC3 | AI CHEM & CY US ACQUICO INC SENIOR | E | 368,638.48 | 373,503.03 | 370,490.94 | 368,845.41 | 4,657.62 | 76.16 | — | — | 0.48 | 0.531 | MON | (3.08 | ) | 4,271.35 | 2/27/2013 | 11/21/2016 | |||||||||||||||||||||||
009158AQ9 | AIR PRODUCTS AND CHEMICALS INC CORP BND | 1,544,936.30 | 1,521,573.49 | 1,490,000.00 | 1,532,087.65 | (10,514.16 | ) | (4,015.01 | ) | — | — | 0.53 | 0.536 | MON | 1.17 | — | 10/10/2012 | 4/17/2017 | |||||||||||||||||||||||
009349AF8 | AIRCRAFT LEASE SECURITISATION ABS_07-1A | F | 1,105,959.53 | 1,100,229.17 | 1,146,072.05 | 1,109,476.76 | (9,247.59 | ) | 5,856.83 | — | — | 0.51 | 0.513 | MON | 1.62 | 317.62 | 2/27/2013 | 9/15/2015 | |||||||||||||||||||||||
BRSL3G8T4 | AKORN INC SENIOR SECURED TERM NOTES | 1,765,000.00 | 1,780,443.75 | 1,765,000.00 | 1,765,000 | 15,443.75 | — | — | — | 0.99 | 0.998 | MON | (0.13 | ) | — | 2/22/2012 | 6/15/2018 | ||||||||||||||||||||||||
010392ER5 | ALABAMA POWER COMPANY CORP BND | 562,380 | 543,209.57 | 500,000 | 544,286.69 | (1,077.12 | ) | (5,378.89 | ) | — | — | 0.88 | 0.883 | MON | 0.91 | — | 3/15/2012 | 11/17/2014 | |||||||||||||||||||||||
010392FH6 | ALABAMA POWER COMPANY SENIOR CORP BND | 8,314,843.50 | 8,272,539.43 | 8,325,000.00 | 8,318,927.74 | (46,388.31 | ) | 854.1 | — | — | 0.78 | 0.783 | MON | 3.62 | 22,893.75 | 7/23/2013 | 8/15/2017 | ||||||||||||||||||||||||
BRSCE52V7 | ALERE INC | 4,424,040.1 | 4,477,604.86 | 4,452,537.08 | 4,434,440.61 | 43,164.25 | 1,337.28 | — | — | 0.467 | 0.467 | MON | (0.16 | ) | 52,087.87 | 2/20/2013 | 2/15/2018 | ||||||||||||||||||||||||
BRSEF3569 | ALERE INC SENIOR SEC TERM NOTES | 833,753.25 | 846,916.45 | 842,175.00 | 836,509.81 | 10,406.64 | 406.99 | — | — | 0.44 | 0.447 | MON | (0.16 | ) | 6,064.83 | 10/10/2012 | 2/23/2015 | ||||||||||||||||||||||||
BRSDPAC33 | ALERE INC SENIOR SEC TERM NOTES | 973,881.58 | 990,507.72 | 984,962.38 | 977,180.53 | 13,327.19 | 558.7 | — | — | 0.73 | 0.736 | MON | (0.16 | ) | 10,175.23 | 2/15/2012 | 5/16/2016 | ||||||||||||||||||||||||
018490AP7 | ALLERGAN INC/UNITED STATES SENIOR CORP | 1,696,481.00 | 1,646,400.17 | 1,700,000.00 | 1,697,032.25 | (50,632.08 | ) | 174.23 | — | — | 0.54 | 0.55 | MON | 2.14 | — | 10/10/2012 | 12/21/2015 | ||||||||||||||||||||||||
BRSJLWST2 | ALLFLEX HOLDINGS SENIOR SECURED TERM | F | 1,389,870.04 | 1,401,038.63 | 1,396,500 | 1,389,944.74 | 11,093.89 | 106.85 | — | — | 0.401 | 0.701 | FMAN | (0.22 | ) | — | 5/20/2013 | 5/15/2023 |
BRSHFDW29 | ALLIANCE LAUNDRY SYST LLC SENIOR SECURED | 715,953.13 | 721,086.78 | 718,987.34 | 716,022.02 | 5,064.76 | 120.17 | — | — | 1.567 | 1.57 | MON | (0.06 | ) | 1,904.32 | 2/2/2012 | 8/15/2025 | ||||||||||||||||||||||||
BRSKDJZL6 | ALLISON TRANSMISSION INC SENIOR SECURED | 3,984,710.03 | 4,025,224.62 | 4,006,434.44 | 3,985,644.89 | 39,579.73 | 1,024.09 | — | — | 0.767 | 0.829 | MON | (0.08 | ) | 21,066.22 | 11/21/2013 | 8/15/2022 | ||||||||||||||||||||||||
02005MAE2 | ALLYA _10-3 ABS _10-3 A4 | 384,698.15 | 385,863.08 | 384,835.58 | 384,825.16 | 1,037.92 | 13.34 | — | — | 1.02 | 1.025 | MON | 0.90 | 1,997.95 | 8/15/2013 | 1/16/2018 | |||||||||||||||||||||||||
02005TAD9 | ALLYA _11-1 ABS_11-1 A4 | 4,498,779.53 | 4,534,639.84 | 4,499,186.25 | 4,498,941.11 | 35,698.73 | 55.8 | — | — | 0.567 | 0.72 | MON | 1.52 | 30,044.94 | 9/19/2012 | 10/28/2025 | |||||||||||||||||||||||||
02005YAE6 | ALLYA_12-1 ABS_12-1 A3 | 721,440.56 | 718,864.8 | 717,544.52 | 719,252.91 | (388.11 | ) | (1,199.03 | ) | — | — | 0.817 | 0.874 | MON | 0.76 | 2,015.95 | 3/12/2013 | 1/30/2045 | |||||||||||||||||||||||
02005EAC4 | ALLYA_12-3 ABS 12-3 | 2,999,894.7 | 3,005,760 | 3,000,000 | 2,999,937.11 | 5,822.89 | 6.76 | — | — | 0.46 | 0.464 | MON | 0.7 | 6,375 | 9/18/2012 | 7/15/2016 | |||||||||||||||||||||||||
02006MAC5 | ALLYA_13-2 ABS 13-2 A3 | 984,961.19 | 985,551.6 | 985,000.00 | 984,962.48 | 589.12 | 1.29 | — | — | 0.99 | 0.995 | MON | 1.52 | 972.69 | 4/11/2012 | 8/15/2017 | |||||||||||||||||||||||||
BRSJ9AL38 | ALPHA NATURAL RESOURCES INC SENIOR | 2,449,093 | 2,417,094.8 | 2,461,400 | 2,450,159.89 | (33,065.09 | ) | 471.62 | — | — | 0.7 | 0.714 | MON | 0.28 | 22,071.31 | 11/6/2013 | 4/20/2018 | ||||||||||||||||||||||||
021441AD2 | ALTERA CORPORATION SENIOR CORP BND | 2,920,524.75 | 2,882,634.69 | 2,925,000.00 | 2,921,954.95 | (39,320.26 | ) | 220.59 | — | — | 1.239 | 0.957 | MON | 4.40 | 25,593.75 | 12/28/2012 | 2/25/2020 | ||||||||||||||||||||||||
02209SAK9 | ALTRIA GROUP INC CORP BND | 2,463,555.6 | 2,403,780.8 | 2,278,000 | 2,402,827.34 | 953.46 | (18,623.71 | ) | — | — | 1.889 | 1.309 | MON | 1.67 | — | 8/15/2012 | 2/20/2019 | ||||||||||||||||||||||||
023135AK2 | AMAZON.COM INC SENIOR CORP BND | 3,041,704.00 | 3,052,545.93 | 3,050,000.00 | 3,044,705.92 | 7,840.01 | 1,058.35 | — | — | 1.286 | 1.289 | MON | 0.61 | 18,477.15 | 9/12/2012 | 2/25/2020 | |||||||||||||||||||||||||
BRSJ1HUF4 | AMC ENTERTAINMENT INC. SENIOR SECURED | 3,811,572.18 | 3,825,366.45 | 3,821,125 | 3,812,456.32 | 12,910.13 | 367.39 | — | — | 1.089 | 1.091 | MON | (0.02 | ) | 34,263.93 | 11/13/2012 | 11/20/2019 | ||||||||||||||||||||||||
03065EAD7 | AMCAR_13-5 BAS_13-5 A3 | 439,939.85 | 439,643.6 | 440,000 | 439,941.95 | (298.35 | ) | 2.1 | — | — | 0.5 | 0.562 | MN | 0.94 | 275 | 2/14/2013 | 5/16/2016 | ||||||||||||||||||||||||
02364WBF1 | AMERICA MOVIL SA DE CV SENIOR CORP BND | F | 5,000,000 | 5,006,639.3 | 5,000,000 | 5,000,000 | 6,639.3 | — | — | — | 0.625 | 0.681 | MN | 1.19 | 16,047.61 | 11/5/2013 | 11/15/2016 | ||||||||||||||||||||||||
BRSHU5PD3 | AMERICAN BUILDERS & CONTRACTOR SENIOR | 2,574,787.5 | 2,581,399.68 | 2,578,537.5 | 2,574,982.16 | 6,417.52 | 142.14 | — | — | 4.95 | 3.07 | MN | (0.38 | ) | 26,639.85 | 11/27/2012 | 11/15/2015 | ||||||||||||||||||||||||
0258M0DG1 | AMERICAN EXPRESS CREDIT CORPOR SENIOR | 4,998,850 | 5,016,996.75 | 5,000,000 | 4,999,009.87 | 17,986.88 | 94.28 | — | — | 5.45 | 0.914 | MS | 1.17 | — | 9/13/2012 | 9/15/2017 | |||||||||||||||||||||||||
02665WAB7 | AMERICAN HONDA FINANCE CORPORA SENIOR | 2,989,560 | 3,004,830.78 | 3,000,000 | 2,990,342.97 | 14,487.81 | 782.97 | — | — | 3.05 | 0.497 | AO | 1.07 | — | 6/26/2012 | 10/15/2014 | |||||||||||||||||||||||||
02666QM59 | AMERICAN HONDA FINANCE CORPORA SENIOR | 5,000,000 | 5,011,500.15 | 5,000,000 | 5,000,000 | 11,500.15 | — | — | — | 4.25 | 0.187 | MN | 0.52 | 8,052.24 | 9/16/2013 | 11/15/2014 | |||||||||||||||||||||||||
02666QL43 | AMERICAN HONDA FINANCE CORPORA UNSECURED | 5,812,825.75 | 5,858,939.77 | 5,825,000 | 5,818,221.94 | 40,717.83 | 1,041.14 | — | — | 2.25 | 0.186 | JJ | 0.64 | — | 9/24/2013 | 1/31/2015 | |||||||||||||||||||||||||
03064JAC9 | AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2 | 644,871.19 | 643,510.03 | 645,000 | 644,907.93 | (1,397.9 | ) | 13.97 | — | — | 2.125 | 0.314 | MN | 0.77 | 1,048.14 | 12/11/2012 | 5/31/2015 | ||||||||||||||||||||||||
BRSH4GA51 | AMERIFORGE GROUP INC SENIOR SECURED TERM | 961,967.92 | 971,229.89 | 966,801.94 | 962,473.62 | 8,756.27 | 147.96 | — | — | 1.25 | 0.529 | MS | (6 | ) | 9,789.43 | 8/28/2013 | 9/30/2015 | ||||||||||||||||||||||||
BRSEGDRJ4 | AMN HEALTHCARE SENIOR SECURED TERM NOTE | 2,044,108.44 | 2,072,498.84 | 2,064,756 | 2,049,939.11 | 22,559.73 | 873.29 | — | — | 2 | 0.459 | AO | (1.36 | ) | 40,004.65 | 2/1/2013 | 4/30/2016 | ||||||||||||||||||||||||
02005ACC0 | AMOT 2013-2 ABS 12-1 | 2,499,806.75 | 2,518,574.9 | 2,500,000 | 2,499,863.61 | 18,711.29 | 7.74 | — | — | 1 | 0.204 | MN | 0.97 | 9,000 | 2/14/2013 | 5/15/2014 | |||||||||||||||||||||||||
BRSJQMFE6 | AMR CORPORATION SENIOR SECURED TERM LOAN | 10,854,402.53 | 10,956,442.68 | 10,908,662.74 | 10,856,804.34 | 99,638.34 | 3,698.46 | — | — | 0.75 | 0.212 | JD | (0.08 | ) | 181,322.04 | 2/5/2013 | 6/15/2014 | ||||||||||||||||||||||||
02587UAB6 | AMXCA_12-5 ABS 12-5 | 1,149,890.64 | 1,149,034 | 1,150,000 | 1,149,933.12 | (899.12 | ) | 9.27 | — | — | 1.5 | 0.995 | JJ | 0.63 | 1,696.26 | 8/16/2011 | 7/31/2016 | ||||||||||||||||||||||||
02582JGJ3 | AMXCA_13-3 ABS_13-3 A | 5,459,374.29 | 5,444,657.51 | 5,460,000 | 5,459,393.02 | (14,735.51 | ) | 18.73 | — | — | 1.5 | 1.613 | FA | 3.26 | 4,756.27 | 9/17/2013 | 8/31/2018 | ||||||||||||||||||||||||
034863AA8 | ANGLO AMERICAN CAPITAL PLC CORP BND 144A | F | 5,570,775 | 4,598,948.03 | 4,500,000 | 4,585,140.34 | 13,807.69 | (80,651.69 | ) | — | — | 1 | 0.725 | FA | 2.33 | 210,937.51 | 11/22/2013 | 8/31/2016 | |||||||||||||||||||||||
034863AE0 | ANGLO AMERICAN CAPITAL PLC SENIOR CORP | F | 4,989,050 | 5,029,041.65 | 5,000,000 | 4,992,719.61 | 36,322.04 | 541.59 | — | — | 1.375 | 1.29 | MS | 2.44 | 65,625 | 11/26/2013 | 9/30/2018 | ||||||||||||||||||||||||
035229CY7 | ANHEUSER-BUSCH COMPANIES LLC SENIOR CORP | 5,556,350 | 5,229,320 | 5,000,000 | 5,139,386.49 | 89,933.51 | (33,026.51 | ) | — | — | 1 | 0.692 | AO | 1.13 | — | 11/26/2013 | 10/31/2016 | ||||||||||||||||||||||||
03523TAM0 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 3,816,888.3 | 3,762,861.63 | 3,630,000 | 3,762,763.06 | 98.57 | (31,954.08 | ) | — | — | 0.375 | 0.227 | MN | 1.17 | — | 7/9/2013 | 11/15/2014 | ||||||||||||||||||||||||
03523TAT5 | ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND | 6,070,199 | 5,871,615.6 | 5,650,000 | 5,868,649.11 | 2,966.49 | (42,777.28 | ) | — | — | 0.875 | 0.761 | MN | 1.13 | 102,406.25 | 10/1/2013 | 11/30/2016 | ||||||||||||||||||||||||
03523TBN7 | ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR | 15,348,076 | 15,265,651.18 | 15,325,000 | 15,344,563.59 | (78,912.41 | ) | (1,357.78 | ) | — | — | 0.875 | 0.677 | JD | 5.95 | — | 11/27/2013 | 12/31/2016 | |||||||||||||||||||||||
00182EAR0 | ANZ NATIONAL INTERNATIONAL LTD SENIOR | F | 9,996,500 | 10,013,010.4 | 10,000,000 | 9,997,382.36 | 15,628.04 | 295 | — | — | 0.25 | 0.278 | JJ | 1.07 | — | 7/9/2013 | 1/15/2015 | ||||||||||||||||||||||||
BRSFSRG42 | AOT BEDDING SUPER HOLDINGS LLC SENIOR | 2,319,145.25 | 2,333,658.05 | 2,322,047.81 | 2,319,622.15 | 14,035.9 | 167.55 | — | — | 0.875 | 0.775 | JJ | (0.09 | ) | 40,650.59 | 11/22/2013 | 1/31/2017 |
BRSH62SH5 | APEX TOOL GROUP LLC SENIOR SECURED TERM | 1,732,543.75 | 1,747,344.38 | 1,741,250 | 1,733,577.49 | 13,766.89 | 317.09 | — | — | 1.25 | 1.575 | JJ | (3.67 | ) | 20,691.01 | 12/17/2013 | 1/31/2019 | ||||||||||||||||||||||||
037833AJ9 | APPLE INC CORP BND | 19,846,495.2 | 19,202,740.57 | 19,920,000 | 19,856,020.63 | (653,280.06 | ) | 3,637.85 | — | — | 0.25 | 0.39 | FA | 11.21 | 99,600 | 5/21/2012 | 2/15/2015 | ||||||||||||||||||||||||
037833AG5 | APPLE INC SENIOR CORP BND | 15,260,000 | 15,234,210.75 | 15,260,000 | 15,260,000 | (25,789.25 | ) | — | — | — | 0.875 | 0.839 | FA | 2.65 | 20,107.26 | 9/27/2013 | 2/28/2017 | ||||||||||||||||||||||||
BRSB90DJ1 | APPLIED SYSTEMS INC SENIOR SECURED TERM | 482,700.31 | 487,040.35 | 486,636.44 | 483,432.58 | 3,607.77 | 273.97 | — | — | 0.375 | 0.303 | MS | (0.03 | ) | 5,285.42 | 11/26/2012 | 3/15/2015 | ||||||||||||||||||||||||
BRSKP9PN2 | APTALIS PHARMA INC / APTALIS P SENIOR | 4,364,868.18 | 4,482,455.09 | 4,408,957.76 | 4,366,296.85 | 116,158.24 | 1,758.89 | — | — | 1 | 0.943 | MS | (2.12 | ) | 48,255.35 | 6/21/2013 | 3/31/2017 | ||||||||||||||||||||||||
BRS9PGQM2 | ARAMARK CORPORATION LOAN TERM | 216,407.28 | 216,189.86 | 215,973.89 | 216,207.81 | (17.95 | ) | (22.98 | ) | — | — | 0.375 | 0.314 | AO | (0.04 | ) | 2,005.81 | 10/9/2012 | 4/15/2015 | ||||||||||||||||||||||
BRS9PGR33 | ARAMARK CORPORATION LOAN TERM | 1,699,615.62 | 1,804,161.81 | 1,802,359.45 | 1,744,516.99 | 59,644.82 | 4,499.58 | — | — | 0.875 | 0.691 | AO | (0.04 | ) | 24,093.19 | 3/13/2013 | 4/30/2017 | ||||||||||||||||||||||||
BRSHE90B4 | ARAMARK CORPORATION SENIOR SECURED TERM | 3,631,750 | 3,671,279.5 | 3,650,000 | 3,633,974.3 | 37,305.2 | 708.23 | — | — | 0.25 | 0.319 | MN | (4.6 | ) | 37,330.97 | 6/12/2013 | 5/15/2015 | ||||||||||||||||||||||||
039483AY8 | ARCHER-DANIELS-MIDLAND COMPANY CORP BND | 2,747,631.25 | 2,581,370.16 | 2,275,000 | 2,641,774.57 | (60,404.41 | ) | (21,492.61 | ) | — | — | 0.25 | 0.323 | JJ | 2.09 | — | 3/11/2013 | 7/15/2015 | |||||||||||||||||||||||
03979GAL9 | ARDEN REALTY LP SENIOR CORP BND | 3,226,650 | 3,106,635.01 | 3,000,000 | 3,060,246.39 | 46,388.62 | (16,474.69 | ) | — | — | 0.125 | 0.177 | JJ | 1.33 | — | 6/12/2013 | 7/31/2014 | ||||||||||||||||||||||||
BRSG9SY49 | ARDENT MEDICAL SENIOR SECURED TERM LOAN | 1,773,981 | 1,797,132.35 | 1,791,900 | 1,776,394.86 | 20,737.49 | 50.45 | — | — | 0.5 | 0.83 | JJ | 6.89 | 30,988.33 | 6/10/2013 | 7/31/2017 | |||||||||||||||||||||||||
00205BAA6 | ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B | 4,211,938.08 | 4,206,883.63 | 4,211,938.08 | 4,211,938.08 | (5,054.45 | ) | — | — | — | 0.625 | 1.044 | FA | 1.5 | 5,557.76 | 12/27/2013 | 8/31/2017 | ||||||||||||||||||||||||
30219GAD0 | ARISTOTLE HOLDING INC SENIOR CORP BND | 4,067,024.68 | 4,232,121.11 | 4,100,000 | 4,074,509.43 | 157,611.68 | 1,945.23 | — | — | 1 | 1.657 | FA | 3.18 | — | 11/14/2013 | 8/31/2019 | |||||||||||||||||||||||||
045167CH4 | ASIAN DEVELOPMENT BANK SENIOR CORP BND | F | 750,000 | 750,000 | 750,000 | 750,000 | — | — | — | — | 0.625 | 0.81 | MS | 0.17 | 327.28 | 11/8/2013 | 9/30/2017 | ||||||||||||||||||||||||
00206RAW2 | AT&T INC CORP BND | 6,694,297.5 | 6,921,387.27 | 6,625,000 | 6,659,296.62 | 262,090.65 | (3,521.86 | ) | — | — | 0.75 | 1.149 | AO | 4.14 | 97,718.75 | 10/10/2013 | 10/31/2017 | ||||||||||||||||||||||||
78387GAP8 | AT&T INC CORP BND | 1,061,005.47 | 1,032,070 | 1,000,000 | 1,011,730.73 | 20,339.27 | (4,198.19 | ) | — | — | 0.75 | 0.776 | JD | 0.54 | — | 3/22/2013 | 12/31/2017 | ||||||||||||||||||||||||
00206RBR2 | AT&T INC CORP BND | 3,499,335 | 3,502,506.88 | 3,500,000 | 3,499,580.42 | 2,926.46 | 49.01 | — | — | 0.25 | 0.386 | JD | 2.6 | — | 9/24/2013 | 12/15/2015 | |||||||||||||||||||||||||
00206RAV4 | AT&T INC CORP BND | 5,989,142.5 | 5,917,973.6 | 5,750,000 | 5,860,387.11 | 57,586.49 | (16,808.16 | ) | — | — | 0.625 | 0.661 | MN | 0.69 | — | 5/3/2013 | 11/30/2017 | ||||||||||||||||||||||||
00206RBS0 | AT&T INC SENIOR CORP BND | 3,000,000 | 2,994,209.97 | 3,000,000 | 3,000,000 | (5,790.03 | ) | — | — | — | 0.875 | 1.284 | JJ | 0.72 | 12,019.45 | 12/19/2013 | 1/31/2018 | ||||||||||||||||||||||||
00206RBB7 | AT&T INC SENIOR CORP BND | 11,577,962.75 | 11,589,004.6 | 11,575,000 | 11,577,767.95 | 11,236.65 | (618.15 | ) | — | — | 0.375 | 0.377 | JJ | 3.06 | — | 12/19/2013 | 1/15/2016 | ||||||||||||||||||||||||
05252EAB9 | AUST & NZ BANK GROUP LOCAL BND 144A | F | 6,387,072 | 6,440,959.94 | 6,400,000 | 6,392,540.55 | 48,419.39 | 1,060.33 | — | — | 0.375 | 0.336 | FA | 1.27 | 32,000 | 11/26/2013 | 2/15/2016 | ||||||||||||||||||||||||
05253JAC5 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 774,550.5 | 752,860.54 | 775,000 | 774,605.37 | (21,744.83 | ) | 22.02 | — | — | 0.75 | 0.898 | FA | 2.14 | 5,618.75 | 3/8/2013 | 2/28/2018 | |||||||||||||||||||||||
05253JAB7 | AUSTRALIA & NEW ZEALAND BANKIN SENIOR | E | 8,890,299 | 8,890,032 | 8,900,000 | 8,893,136.01 | (3,104.01 | ) | 802.74 | — | — | 0.25 | 0.296 | FA | 1.91 | — | 8/28/2013 | 2/28/2015 | |||||||||||||||||||||||
BRSJL0RC0 | AUXILIUM PHARMACEUTICALS INC SENIOR | 9,529,095.84 | 9,701,639.32 | 9,605,583.49 | 9,536,472.83 | 165,166.49 | 5,218.42 | — | — | 0.375 | 0.332 | MS | (2.27 | ) | 155,389 | 4/3/2013 | 3/15/2016 | ||||||||||||||||||||||||
BRSJBG6J4 | AVIS BUDGET CAR RENTAL LLC SENIOR | 2,368,846.99 | 2,383,992.5 | 2,388,770.04 | 2,370,874.04 | 13,118.46 | 910.83 | — | — | 0.25 | 0.34 | AO | 0.04 | 18,360.03 | 4/25/2013 | 4/15/2016 | |||||||||||||||||||||||||
06052YAC3 | BAAT_12-1 ABS 12-1 | 5,433,174.81 | 5,445,865.69 | 5,433,368.78 | 5,433,243.2 | 12,622.49 | 30.71 | — | — | 1.375 | 1.429 | JD | 2.38 | 12,495.36 | 7/11/2013 | 6/30/2018 | |||||||||||||||||||||||||
05522RAB4 | BACCT ABS_06 A7 A7 | 4,980,664.06 | 4,984,949.85 | 5,000,000 | 4,996,616.09 | (11,666.24 | ) | 1,595.29 | — | — | 1.375 | 1.546 | JJ | 0.4 | 2,710.88 | 11/8/2013 | 7/31/2018 | ||||||||||||||||||||||||
BRSHC6N35 | BAKERCORP INTERNATIONAL INC SENIOR | 1,171,150 | 1,163,338.43 | 1,171,150 | 1,171,150 | (7,811.57 | ) | — | — | — | 0.875 | 0.62 | MS | 0.11 | 12,752.03 | 11/22/2013 | 9/15/2016 | ||||||||||||||||||||||||
62944BAN4 | BANK NEDERLANDSE GEMEENTEN SENIOR CORP | F | 6,980,890 | 7,032,690.21 | 7,000,000 | 6,982,813.7 | 49,876.51 | 1,594.42 | — | — | 0.25 | 0.306 | AO | 0.95 | — | 11/22/2013 | 10/31/2015 | ||||||||||||||||||||||||
62944BAH7 | BANK NEDERLANDSE GEMEENTEN UNSEC CORP | F | 15,055,200 | 15,186,900 | 15,000,000 | 15,022,888.36 | 164,011.64 | (4,717.15 | ) | — | — | 1.25 | 1.368 | AO | 0.71 | — | 11/20/2013 | 10/31/2018 | |||||||||||||||||||||||
06052YAD1 | BANK OF AMERICA AUTO TRUST BAA ABS 12-1 | 4,998,468 | 5,038,200 | 5,000,000 | 4,999,219.43 | 38,980.57 | 111.22 | — | — | 0.625 | 0.55 | MN | 1.04 | 12,874.98 | 11/26/2013 | 11/15/2016 | |||||||||||||||||||||||||
06051GEG0 | BANK OF AMERICA CORP CORP BND | 5,312,100 | 5,256,354.15 | 5,000,000 | 5,224,124.6 | 32,229.55 | (25,822.96 | ) | — | — | 3 | 1.371 | MON | 1.27 | 5,135.42 | 6/19/2012 | 6/20/2027 | ||||||||||||||||||||||||
06051GEQ8 | BANK OF AMERICA CORP CORP BND | 11,570,293 | 12,054,050.35 | 11,300,000 | 11,525,246.3 | 528,804.05 | (17,299.42 | ) | — | — | 4 | 2.014 | MON | 5.21 | — | 10/4/2012 | 8/20/2042 | ||||||||||||||||||||||||
06050TLR1 | BANK OF AMERICA CORP SENIOR CORP BND | 2,498,150 | 2,493,619.93 | 2,500,000 | 2,498,230.6 | (4,610.67 | ) | 80.6 | — | — | 4 | 1.953 | MON | 2.43 | — | 10/18/2012 | 9/20/2042 |
06366QGN1 | BANK OF MONTREAL CORP BND | A | 2,500,000 | 2,503,475 | 2,500,000 | 2,500,000 | 3,475 | — | — | — | 3 | 2.055 | MON | 0.29 | 4,688.17 | 10/31/2012 | 10/20/2042 | ||||||||||||||||||||||||
063679ZT4 | BANK OF MONTREAL CORP BND 144A | A | 2,196,150 | 2,256,011.96 | 2,200,000 | 2,197,584.73 | 58,427.23 | 189.59 | — | — | 5 | 4.004 | MON | 1.11 | — | 4/23/2010 | 9/15/2033 | ||||||||||||||||||||||||
06366QW86 | BANK OF MONTREAL CORP BND MTN | A | 2,993,850 | 3,098,600.22 | 3,000,000 | 2,996,184.37 | 102,415.85 | 301.53 | — | — | 4.5 | 1.977 | MON | 1.39 | — | 10/7/2010 | 6/20/2024 | ||||||||||||||||||||||||
06406HCA5 | BANK OF NEW YORK MELLON CORP/T CORP BND | 1,497,285 | 1,538,773.16 | 1,500,000 | 1,498,341.06 | 40,432.1 | 130.67 | — | — | 4.5 | 2.003 | MON | 1.5 | — | 10/7/2010 | 8/20/2024 | |||||||||||||||||||||||||
06406HBX6 | BANK OF NEW YORK MELLON CORP/T CORP BND | 3,367,975 | 3,355,813.44 | 3,250,000 | 3,359,419.96 | (3,606.52 | ) | (8,555.04 | ) | — | — | 4.5 | 1.829 | MON | 1.02 | (16,611.11 | ) | 10/7/2010 | 7/20/2023 | ||||||||||||||||||||||
06406HCC1 | BANK OF NEW YORK MELLON CORP/T CORP BND | 7,498,680 | 7,553,774.25 | 7,500,000 | 7,501,132.78 | 52,641.47 | (313.1 | ) | — | — | 4.5 | 2.109 | MON | 1.54 | — | 10/7/2010 | 10/20/2024 | ||||||||||||||||||||||||
06406HCH0 | BANK OF NEW YORK MELLON CORP/T SENIOR | 600,000 | 599,088 | 600,000 | 600,000 | (912 | ) | — | — | — | 4.5 | 2.035 | MON | 0.54 | 40.79 | 10/7/2010 | 4/20/2025 | ||||||||||||||||||||||||
06406HCD9 | BANK OF NEW YORK MELLON CORP/T SENIOR | 2,651,775.5 | 2,657,827.57 | 2,650,000 | 2,651,186.4 | 6,641.17 | (12.88 | ) | — | — | 4.5 | 2.15 | MON | 0.53 | 27,844.44 | 10/7/2010 | 2/20/2025 | ||||||||||||||||||||||||
06406HCG2 | BANK OF NEW YORK MELLON CORP/T SENIOR | 3,597,876 | 3,583,312.6 | 3,600,000 | 3,598,455.3 | (15,142.7 | ) | 179.3 | — | — | 4.5 | 2.072 | MON | 1.83 | — | 10/7/2010 | 5/20/2025 | ||||||||||||||||||||||||
06406HCP2 | BANK OF NEW YORK MELLON CORP/T SENIOR | 4,993,750 | 4,943,826.7 | 5,000,000 | 4,993,843.91 | (50,017.21 | ) | 93.91 | — | — | 1.625 | 1.238 | MON | 2.34 | — | 3/18/2009 | 7/20/2024 | ||||||||||||||||||||||||
06406HCF4 | BANK OF NEW YORK MELLON CORP/T SENIOR | 9,682,015.5 | 9,680,611.41 | 9,675,000 | 9,679,827.17 | 784.24 | (670.57 | ) | — | — | 4.5 | 2.004 | MON | 1.75 | 12,231.46 | 10/7/2010 | 3/20/2025 | ||||||||||||||||||||||||
06406HCK3 | BANK OF NEW YORK MELLON CORP/T SENIOR | 16,000,000 | 15,994,399.36 | 16,000,000 | 16,000,000 | (5,600.64 | ) | — | — | — | 3.5 | 1.232 | MON | 3.45 | 28,270.67 | 1/18/2012 | 12/20/2026 | ||||||||||||||||||||||||
06417FBG4 | BANK OF NOVA SCOTIA (HOUSTON B SENIOR | 5,000,000 | 5,018,915 | 5,000,000 | 5,000,000 | 18,915 | — | — | — | 6.5 | 5.045 | MON | 0.46 | 8,795.4 | 9/11/2008 | 4/15/2024 | |||||||||||||||||||||||||
06415CAA7 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,140,524 | 1,134,253.98 | 1,100,000 | 1,125,385.39 | 8,868.59 | (2,407 | ) | — | — | 6.5 | 4.994 | MON | 0.93 | — | 9/11/2008 | 4/15/2024 | |||||||||||||||||||||||
064159AM8 | BANK OF NOVA SCOTIA TORONTO BR CORP BND | A | 1,497,000 | 1,550,657.27 | 1,500,000 | 1,498,136.26 | 52,521.01 | 147.03 | — | — | 6.5 | 5.028 | MON | 1.41 | — | 9/11/2008 | 1/15/2024 | ||||||||||||||||||||||||
06415CAE9 | BANK OF NOVA SCOTIA TORONTO BR SECURED | A | 2,197,580 | 2,241,689.93 | 2,200,000 | 2,198,416.93 | 43,273 | 121.35 | — | — | 4.5 | 2.41 | MON | 2.3 | — | 10/7/2010 | 3/15/2025 | ||||||||||||||||||||||||
06415CAD1 | BANK OF NOVA SCOTIA TORONTO BR SECURED | A | 4,200,824.8 | 4,229,903.93 | 4,200,000 | 4,200,362.13 | 29,541.8 | (75.29 | ) | — | — | 5 | 2.827 | MON | 0.46 | — | 9/29/2009 | 4/15/2024 | |||||||||||||||||||||||
064159CU8 | BANK OF NOVA SCOTIA TORONTO BR SENIOR | A | 1,224,632.5 | 1,211,739.61 | 1,225,000 | 1,224,638.22 | (12,898.61 | ) | 5.72 | — | — | 4.5 | 4.234 | MON | 2.29 | (2,860.03 | ) | 6/18/2009 | 6/15/2039 | ||||||||||||||||||||||
064159BW5 | BANK OF NOVA SCOTIA TORONTO BR SENIOR | A | 6,000,000 | 6,009,600.24 | 6,000,000 | 6,000,000 | 9,600.24 | — | — | — | 4.5 | 1.824 | MON | 0.58 | 9,925.07 | 8/31/2010 | 4/15/2025 | ||||||||||||||||||||||||
064159DA1 | BANK OF NOVA SCOTIA TORONTO BR SENIOR | A | 8,497,535 | 8,508,445.43 | 8,500,000 | 8,497,577.3 | 10,868.13 | 42.3 | — | — | 5 | 3.404 | MON | 4.26 | — | 7/29/2009 | 7/15/2024 | ||||||||||||||||||||||||
G089B6CD0 | BARCLAYS BANK PLC - GTD SENIOR CORP BND | D | 3,380,574.55 | 3,525,341.97 | 2,130,000 | 3,385,578.09 | 139,763.88 | 578.35 | — | 138,316.55 | 4.5 | 2.41 | MON | 3.03 | (6,793.97 | ) | 10/7/2010 | 2/15/2025 | |||||||||||||||||||||||
06739FGF2 | BARCLAYS BANK PLC CORP BND | F | 5,638,250 | 5,505,566.4 | 5,000,000 | 5,488,857.38 | 16,709.02 | (44,831.36 | ) | — | — | 4.5 | 2.425 | MON | 1.22 | — | 10/7/2010 | 1/15/2025 | |||||||||||||||||||||||
06739GAR0 | BARCLAYS BANK PLC CORP BND | F | 6,311,885 | 6,279,719.06 | 5,625,000 | 6,303,758.23 | (24,039.17 | ) | (8,126.77 | ) | — | — | 4.5 | 2.506 | MON | 3 | (115,597.22 | ) | 10/7/2010 | 10/15/2024 | |||||||||||||||||||||
06739FFZ9 | BARCLAYS BANK PLC LOCAL BND | F | 528,417 | 512,110 | 500,000 | 503,421.66 | 8,688.34 | (1,601.51 | ) | — | — | 4.5 | 2.533 | MON | 0.57 | — | 10/7/2010 | 9/15/2024 | |||||||||||||||||||||||
06741CAB0 | BARCLAYS BANK PLC SENIOR LOCAL BND 144A | F | 1,393,294 | 1,445,094.01 | 1,400,000 | 1,395,413.34 | 49,680.67 | 330.71 | — | — | 4.5 | 2.348 | MON | 1.27 | 15,750 | 10/7/2010 | 12/15/2024 | ||||||||||||||||||||||||
BRSG8SYA6 | BASS PRO GROUP LLC SENIOR SECURED TERM | 2,108,539.75 | 2,123,505.64 | 2,113,824.32 | 2,109,340.04 | 14,165.6 | 191.76 | — | — | 4.5 | 2.394 | MON | (0.08 | ) | 21,907.77 | 10/7/2010 | 1/15/2025 | ||||||||||||||||||||||||
G08820EL5 | BAT INTL FIN PLC SENIOR CORP BND EMTN | F | 2,841,307.5 | 2,854,816.67 | 2,850,000 | 2,843,511.65 | 11,305.02 | 719.72 | — | — | 4.5 | 2.862 | MON | 1.04 | — | 12/8/2009 | 11/15/2024 | ||||||||||||||||||||||||
071813AZ2 | BAXTER INTERNATIONAL INC. CORP BND | 4,010,640 | 4,022,279.6 | 4,000,000 | 4,000,377.9 | 21,901.7 | (589.25 | ) | — | — | 4.5 | 2.251 | MON | 1.29 | — | 10/7/2010 | 12/15/2024 | ||||||||||||||||||||||||
071813BH1 | BAXTER INTERNATIONAL INC. SENIOR CORP | 499,135 | 501,603.55 | 500,000 | 499,238.72 | 2,364.83 | 79.45 | — | — | 4.5 | 2.344 | MON | 0.82 | 2,243.06 | 10/7/2010 | 4/15/2025 | |||||||||||||||||||||||||
071813BJ7 | BAXTER INTERNATIONAL INC. SENIOR CORP | 1,999,800 | 1,988,305.82 | 2,000,000 | 1,999,823.09 | (11,517.27 | ) | 10.52 | — | — | 4.5 | 2.154 | MON | 1.99 | 18,911.11 | 10/7/2010 | 4/15/2025 | ||||||||||||||||||||||||
07385TAJ5 | BEAR STEARNS CO INC CORP BND | 325,959.9 | 313,077 | 300,000 | 304,835.41 | 8,241.59 | (1,373.34 | ) | — | — | 4.5 | 2.145 | MON | 0.68 | 8,550 | 10/7/2010 | 4/15/2025 | ||||||||||||||||||||||||
073928S46 | BEAR STEARNS CO INC CORP BND MTN | 3,683,076.6 | 3,707,657.34 | 3,730,000 | 3,694,779.21 | 12,878.13 | 3,028.05 | — | — | 4.5 | 2.336 | MON | 1.67 | 6,225.5 | 10/7/2010 | 4/15/2025 | |||||||||||||||||||||||||
075887BB4 | BECTON DICKINSON CORP BND | 1,249,587.5 | 1,252,221.59 | 1,250,000 | 1,249,760.43 | 2,461.16 | 20.66 | — | — | 4.5 | 2.205 | MON | 1.69 | 10,937.5 | 10/7/2010 | 4/15/2025 | |||||||||||||||||||||||||
BRSKKU452 | BELDEN FINANCE 2013 LP SENIOR SECURED | 1,109,431.97 | 1,114,270.09 | 1,112,212.5 | 1,109,510.75 | 4,759.34 | 85.75 | — | — | 4.5 | 2.159 | MON | (0.92 | ) | — | 10/7/2010 | 4/15/2025 |
079860AG7 | BELLSOUTH CORPORATION CORP BND | 539,195 | 516,200 | 500,000 | 506,054.28 | 10,145.72 | (2,166.37 | ) | — | — | 4.5 | 2.483 | MON | 0.59 | — | 10/7/2010 | 4/15/2025 | ||||||||||||||||||||||||
BRSHUKHH0 | BERLIN PACKAGING LLC SENIOR SEC TERM | 544,513.75 | 550,331.02 | 547,250 | 544,838.72 | 5,492.3 | 128.15 | — | — | 4.5 | 2.214 | MON | (2.16 | ) | 6,676.39 | 10/7/2010 | 2/15/2025 | ||||||||||||||||||||||||
BRSLNCKT7 | BERRY PLASTICS CORP SENIOR SECURED TERM | 3,935,137.5 | 3,940,068.75 | 3,945,000 | 3,935,137.5 | 4,931.25 | — | — | — | 4 | 2.651 | MON | 0.02 | — | 10/3/2011 | 7/15/2041 | |||||||||||||||||||||||||
BRSHBHS86 | BERRY PLASTICS CORP SENIOR SECURED TERM | 11,151,234.37 | 11,119,671.17 | 11,166,234.37 | 11,151,948.85 | (32,277.68 | ) | 586.91 | — | — | 4.5 | 2.251 | MON | 0.07 | 99,078.07 | 10/7/2010 | 5/15/2025 | ||||||||||||||||||||||||
05541VAD8 | BG ENERGY CAPITAL PLC CORP BND 144A | F | 4,292,819 | 4,488,995.66 | 4,300,000 | 4,295,883.48 | 193,112.18 | 358.06 | — | — | 4.5 | 2.109 | MON | 1.27 | 61,812.5 | 10/7/2010 | 5/15/2025 | ||||||||||||||||||||||||
055451AB4 | BHP BILLITON FINANCE LTD CORP BND | F | 1,742,200 | 1,685,595.91 | 1,550,000 | 1,685,434.83 | 161.08 | (17,296.45 | ) | — | — | 4.5 | 3.275 | MON | 0.74 | 40,687.5 | 3/26/2009 | 4/15/2024 | |||||||||||||||||||||||
055451AG3 | BHP BILLITON FINANCE LTD CORP BND | F | 2,583,704.25 | 2,353,783.5 | 2,325,000 | 2,341,926.64 | 11,856.86 | (17,302.78 | ) | — | — | 5 | 2.805 | MON | 0.53 | 63,937.5 | 9/29/2009 | 4/15/2024 | |||||||||||||||||||||||
055451AN8 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 4,989,550 | 5,024,781 | 5,000,000 | 4,995,966.9 | 28,814.1 | 873.12 | — | — | 5 | 2.721 | MON | 0.57 | — | 9/29/2009 | 3/15/2024 | ||||||||||||||||||||||||
055451AM0 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 5,656,200 | 5,651,920.83 | 5,650,000 | 5,650,744.76 | 1,176.07 | (1,427.21 | ) | — | — | 5 | 3.28 | MON | 0.52 | 7,615.13 | 3/26/2009 | 4/15/2024 | |||||||||||||||||||||||
055451AP3 | BHP BILLITON FINANCE LTD SENIOR CORP BND | F | 6,706,708 | 6,773,940.31 | 6,725,000 | 6,713,311.53 | 60,628.78 | 902.92 | — | — | 5 | 2.586 | MON | 2.78 | — | 9/29/2009 | 3/15/2024 | ||||||||||||||||||||||||
BRSKH43E6 | BIOMET INC SENIOR SECURED TERM LOAN | 7,770,400.97 | 7,832,016.44 | 7,788,169.05 | 7,770,956.03 | 61,060.41 | 599.7 | — | — | 5 | 3.217 | MON | (3.13 | ) | 54,592.02 | 3/26/2009 | 1/15/2024 | ||||||||||||||||||||||||
BRSK4S5S4 | BMC SOFTWARE FINANCE INC SENIOR SECURED | 4,712,974 | 4,760,713.8 | 4,740,000 | 4,712,985.01 | 47,728.79 | 11.01 | — | — | 1.625 | 1.209 | MON | (4.2 | ) | — | 3/2/2011 | 4/20/2034 | ||||||||||||||||||||||||
05578XAC2 | BMWOT_13-A ABS 13-A A3 | 1,684,962.09 | 1,682,388.27 | 1,685,000 | 1,684,962.51 | (2,574.24 | ) | 0.42 | — | — | 1.625 | 1.339 | MON | 0.75 | 1,536.62 | 3/18/2009 | 10/20/2027 | ||||||||||||||||||||||||
05948XYC9 | BOAMS WHOLE CMO 03-J-2A1 | 34,839.06 | 35,542.6 | 35,344.35 | 34,880.91 | 661.69 | 33.53 | — | — | 1.625 | 1.694 | MON | 2.77 | 266.87 | 4/17/2008 | 5/20/2034 | |||||||||||||||||||||||||
097014AK0 | BOEING CAPITAL CORPORATION CORP BND | 348,762.8 | 341,865.7 | 334,000 | 341,464.85 | 400.85 | (2,295.8 | ) | — | — | 1.625 | 1.578 | MON | 0.38 | 5,427.5 | 3/18/2009 | 11/20/2034 | ||||||||||||||||||||||||
097023BE4 | BOEING CO SENIOR CORP BND | 1,483,485 | 1,442,457.74 | 1,500,000 | 1,485,607.78 | (43,150.04 | ) | 1,735.74 | — | — | 1.625 | 1.577 | MON | 3.74 | 20,710 | 3/18/2009 | 12/20/2034 | ||||||||||||||||||||||||
10138MAD7 | BOTTLING GROUP LLC CORP BND | 1,530,340.01 | 1,575,184.85 | 1,500,000 | 1,508,897.55 | 66,287.3 | (1,489.09 | ) | — | — | 1.625 | 1.686 | MON | 0.66 | 30,937.5 | 3/18/2009 | 1/20/2035 | ||||||||||||||||||||||||
10138MAH8 | BOTTLING GROUP LLC CORP BND | 3,410,288.5 | 2,986,078.5 | 2,950,000 | 2,969,731.14 | 16,347.36 | (56,394.29 | ) | — | — | 2 | 1.908 | MON | 1.94 | 82,502.29 | 10/28/2009 | 12/20/2039 | ||||||||||||||||||||||||
BRSK5A7F8 | BOYD GAMING CORP SENIOR SECURED TERM | 1,493,731.31 | 1,503,579.43 | 1,501,237.5 | 1,494,116.31 | 9,463.12 | 288.91 | — | — | 3.75 | 3.281 | MON | (1.47 | ) | 18,227.19 | 11/3/2009 | 12/20/2039 | ||||||||||||||||||||||||
05565QBN7 | BP CAPITAL MARKETS PLC CORP BND | F | 2,991,480 | 3,135,100.02 | 3,000,000 | 2,996,870.16 | 138,229.86 | 440.56 | — | — | 4.5 | 1.674 | MON | 0.54 | 46,875 | 10/7/2010 | 6/15/2024 | ||||||||||||||||||||||||
05565QBX5 | BP CAPITAL MARKETS PLC CORP BND | F | 1,699,898 | 1,719,874.7 | 1,700,000 | 1,699,967.83 | 19,906.87 | 8.64 | — | — | 6.5 | 5.839 | MON | 0.87 | 14,450 | 8/15/2008 | 5/15/2035 | ||||||||||||||||||||||||
05565QBT4 | BP CAPITAL MARKETS PLC CORP BND | F | 4,773,490 | 4,906,304.4 | 4,750,000 | 4,763,620.84 | 142,683.56 | (1,178.71 | ) | — | — | 6.5 | 5.832 | MON | 1.07 | 53,390 | 8/15/2008 | 9/15/2034 | |||||||||||||||||||||||
05565QCF3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 3,500,000 | 3,496,947.27 | 3,500,000 | 3,500,000 | (3,052.73 | ) | — | — | — | 5 | 4.099 | MON | 2.31 | 6,929.24 | 4/23/2010 | 9/15/2036 | |||||||||||||||||||||||
05565QCG1 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,000,000 | 5,011,854.15 | 5,000,000 | 5,000,000 | 11,854.15 | — | — | — | 5.5 | 3.661 | MON | 2.19 | — | 9/23/2010 | 4/15/2036 | ||||||||||||||||||||||||
05565QBY3 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 5,700,000 | 5,766,351.99 | 5,700,000 | 5,700,000 | 66,351.99 | — | — | — | 4.5 | 3.836 | MON | 2.98 | 52,611 | 6/3/2010 | 6/15/2035 | ||||||||||||||||||||||||
05565QCC0 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 7,920,810 | 7,892,421.84 | 8,000,000 | 7,927,777.73 | (35,355.89 | ) | 4,564.84 | — | — | 5 | 4.55 | MON | 1.74 | 55,000 | 7/14/2009 | 12/15/2035 | |||||||||||||||||||||||
05565QCE6 | BP CAPITAL MARKETS PLC SENIOR CORP BND | F | 9,224,192.5 | 8,995,530.47 | 9,250,000 | 9,227,414.1 | (231,883.63 | ) | 1,266.15 | — | — | 6.5 | 5.723 | MON | 4.08 | 63,593.75 | 11/30/2007 | 5/15/2036 | |||||||||||||||||||||||
07330NAG0 | BRANCH BKG & TR CO CORP BND | 499,335 | 498,345.07 | 500,000 | 499,356.42 | (1,011.35 | ) | 21.42 | — | — | 6.5 | 5.483 | MON | 1.17 | — | 1/31/2008 | 11/15/2037 | ||||||||||||||||||||||||
07330NAF2 | BRANCH BKG & TR CO CORP BND | 4,500,000 | 4,503,779.64 | 4,500,000 | 4,500,000 | 3,779.64 | — | — | — | 5 | 4.076 | MON | 1.29 | — | 4/23/2010 | 9/15/2033 | |||||||||||||||||||||||||
07330NAC9 | BRANCH BKG & TR CO SENIOR CORP BND | 999,640 | 1,009,040.37 | 1,000,000 | 999,676.19 | 9,364.18 | 32.05 | — | — | 6.5 | 5.467 | MON | 1.1 | — | 1/31/2008 | 12/15/2037 | |||||||||||||||||||||||||
07330NAE5 | BRANCH BKG & TR CO SENIOR CORP BND | 3,000,000 | 3,004,319.7 | 3,000,000 | 3,000,000 | 4,319.7 | — | — | — | 5 | 2.794 | MON | 0.4 | — | 3/26/2009 | 5/15/2023 | |||||||||||||||||||||||||
10620NCG1 | BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1 | 3,671,892.03 | 3,748,994.38 | 3,722,046.8 | 3,691,694.11 | 57,300.27 | 1,632.62 | — | — | 5 | 3.222 | MON | 0.95 | 10,202.06 | 3/26/2009 | 3/15/2023 | |||||||||||||||||||||||||
10620NAC2 | BRAZOS HIGHER EDUCATION AUTHOR ABS_05--2 | 4,186,845.27 | 4,339,124.33 | 4,361,297.16 | 4,293,157.8 | 45,966.53 | 6,417.06 | — | — | 5 | 2.801 | MON | 1.23 | 4,166.61 | 4/27/2009 | 8/15/2023 | |||||||||||||||||||||||||
10620NAH1 | BRHEA_05-3A ABS 05-3 A14 | 351,262.3 | 356,232.4 | 356,518.33 | 353,312.52 | 2,919.88 | 2,515.9 | — | — | 6.5 | 5.42 | MON | 1.12 | 557.94 | 1/31/2008 | 1/15/2038 |
BRSLMDTH3 | BRICKMAN GROUP HOLDINGS INC SENIOR SECURED | 1,223,850 | 1,223,850 | 1,230,000 | 1,223,850 | — | — | — | — | 1.889 | 1.896 | MON | 0.07 | — | 12/3/2013 | 12/18/2020 | |||||||||||||||||||||||||
BRSH62EH0 | BRIGHT HORIZONS FAMILY SOLUTIO SENIOR | 2,528,658.04 | 2,567,609.59 | 2,554,200.04 | 2,531,879.35 | 35,730.24 | 979.47 | — | — | 4.5 | 2.208 | MON | (6.06 | ) | 25,908.73 | 10/7/2010 | 5/15/2023 | ||||||||||||||||||||||||
110122AV0 | BRISTOL-MYERS SQUIBB CO SENIOR CORP BND | 4,977,000 | 4,886,436.85 | 5,000,000 | 4,977,687.65 | (91,250.8 | ) | 687.65 | — | — | 5 | 3.502 | MON | 2.22 | — | 7/29/2009 | 7/15/2023 | ||||||||||||||||||||||||
G15820CH7 | BRITISH TELECOMMUNICATIONS PLC SENIOR | D | 2,050,080.18 | 2,050,374.7 | 1,050,000 | 2,041,836.22 | 8,538.48 | (8,243.96 | ) | — | 22,686.37 | 5 | 3.079 | MON | 4.26 | 1,201.61 | 3/26/2009 | 7/15/2023 | |||||||||||||||||||||||
115637AN0 | BROWN-FORMAN CORPORATION SENIOR CORP BND | 1,295,697 | 1,257,793.54 | 1,300,000 | 1,296,571.45 | (38,777.91 | ) | 207.28 | — | — | 5.5 | 2.957 | MON | 1.84 | — | 6/3/2009 | 10/15/2023 | ||||||||||||||||||||||||
07387AAW5 | BSARM CMO_05-3 2A1 | 1,005,322.21 | 904,479.39 | 1,024,206 | 1,006,943.79 | (102,464.4 | ) | 689.24 | — | — | 5 | 3.465 | MON | 3.95 | 7,087.96 | 3/26/2009 | 1/15/2024 | ||||||||||||||||||||||||
07384M3D2 | BSARM_04-10 CMO 04-9 22A1 | 812,606.37 | 841,378.09 | 828,344.91 | 813,915.59 | 27,462.5 | 707.68 | — | — | 5 | 3.146 | MON | 2.92 | 6,673.13 | 3/27/2009 | 1/15/2024 | |||||||||||||||||||||||||
BRSG4MWQ0 | BSN MEDICAL SENIOR SECURED TERM NOTE | 2,089,753.83 | 2,111,151 | 2,100,000 | 2,091,512.74 | 19,638.26 | 377.33 | — | — | 5 | 2.753 | MON | (0.09 | ) | 21,233.33 | 9/29/2009 | 2/15/2024 | ||||||||||||||||||||||||
Z918CTYG7 | BUMP_12-5 ABS_12-5 A2 | D | 571,094.05 | 593,170.15 | 356,610.6 | 571,094.05 | 22,076.1 | — | — | 19,542.26 | 5 | 3.59 | MON | 1.79 | 3,310.87 | 6/11/2009 | 3/15/2024 | ||||||||||||||||||||||||
126802BS5 | CABMT_12-2A ABS_11-2A A2 | 18,603,606.06 | 18,561,018.68 | 18,445,000 | 18,563,065.91 | (2,047.23 | ) | (12,054.22 | ) | — | — | 5 | 2.579 | MON | 1.1 | 36,111.07 | 3/26/2009 | 1/15/2024 | |||||||||||||||||||||||
BRSKJS6N8 | CAISSE D'AMORT DETTE SOCIALE SENIOR CORP | F | 4,986,800 | 5,018,300.7 | 5,000,000 | 4,988,043.08 | 30,257.62 | 1,099.65 | — | — | 4.5 | 2.237 | MON | 1.11 | — | 10/7/2010 | 1/15/2024 | ||||||||||||||||||||||||
BRSJ3EEC4 | CALPINE CONSTRUCTION FINANCE C SENIOR | 3,146,264.62 | 3,122,103.84 | 3,154,150 | 3,146,899.61 | (24,795.77 | ) | 306.73 | — | — | 5 | 2.142 | MON | 0.16 | 24,242.58 | 9/29/2009 | 1/15/2024 | ||||||||||||||||||||||||
BRSJ7A0J8 | CALPINE CONSTRUCTION FINANCE C SENIOR | 5,012,038.38 | 4,986,838.31 | 5,044,650 | 5,013,712.89 | (26,874.58 | ) | 991.45 | — | — | 4.5 | 2.251 | MON | 0.14 | 42,003.89 | 10/7/2010 | 1/15/2024 | ||||||||||||||||||||||||
BRSKXS388 | CALPINE CORP TERM LOAN | 1,353,306.25 | 1,362,262.8 | 1,355,000 | 1,353,320.38 | 8,942.42 | 14.13 | — | — | 4.5 | 2.107 | MON | (0.08 | ) | 3,011.11 | 10/7/2010 | 5/15/2024 | ||||||||||||||||||||||||
427028AA3 | CANADA GOVERNMENT GOVT BND | A | 2,550,398.5 | 2,551,708.35 | 2,550,000 | 2,550,374.64 | 1,333.71 | (29.89 | ) | — | — | 5 | 3.404 | MON | 1.71 | — | 3/26/2009 | 3/15/2024 | |||||||||||||||||||||||
136069EH0 | CANADIAN IMPERIAL BANK OF COMM CORP BND | A | 2,234,372.73 | 2,223,738.04 | 2,200,000 | 2,212,366.37 | 11,371.67 | (3,273.79 | ) | — | — | 5 | 2.709 | MON | 0.36 | 16,500 | 9/29/2009 | 4/15/2024 | |||||||||||||||||||||||
136069FV8 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 2,575,000 | 2,585,402.98 | 2,575,000 | 2,575,000 | 10,402.98 | — | — | — | 5 | 3.676 | MON | 1.21 | 5,173.63 | 6/11/2009 | 6/15/2024 | ||||||||||||||||||||||||
136069ET4 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 3,527,407.5 | 3,541,173.3 | 3,525,000 | 3,527,653.74 | 13,519.56 | (53.52 | ) | — | — | 4.5 | 2.05 | MON | 1.27 | 12,800 | 10/7/2010 | 2/15/2025 | |||||||||||||||||||||||
136069FU0 | CANADIAN IMPERIAL BANK OF COMM SENIOR | A | 4,996,900 | 5,023,059.1 | 5,000,000 | 4,997,360.96 | 25,698.14 | 253.94 | — | — | 5 | 2.772 | MON | 1.17 | — | 9/29/2009 | 4/15/2024 | ||||||||||||||||||||||||
136375BU5 | CANADIAN NTL RAIL CO CORP BND | A | 8,414,868 | 8,406,623.94 | 8,350,000 | 8,405,532.58 | 1,091.36 | (4,855.61 | ) | — | — | 4.25 | 1.259 | MON | 3.62 | 60,537.5 | 10/16/2013 | 10/16/2022 | |||||||||||||||||||||||
14041NDB4 | CAPITAL ONE MULTI-ASSET EXECUT ABS | 5,248,035.16 | 5,277,687.11 | 5,300,000 | 5,273,410.27 | 4,276.84 | 2,544.85 | — | — | 5 | 0.672 | MON | 0.41 | 3,543.39 | 3/9/2011 | 11/20/2032 | |||||||||||||||||||||||||
14041NBN0 | CAPITAL ONE MULTI-ASSET EXECUT ABS 04-A4 | 15,030,315.45 | 15,006,300 | 15,000,000 | 15,007,675.09 | (1,375.09 | ) | (5,266.27 | ) | — | — | 3.5 | 0.747 | MON | 0.19 | 14,957.63 | 2/15/2012 | 1/20/2036 | |||||||||||||||||||||||
14041NCK5 | CAPITAL ONE MULTI-ASSET EXECUT ABS_05-A9 | 5,826,577.15 | 5,863,426.31 | 5,875,000 | 5,854,852.27 | 8,574.04 | 2,833.99 | — | — | 0.767 | 0.671 | MON | 0.34 | 3,927.81 | 12/3/2012 | 2/20/2038 | |||||||||||||||||||||||||
14170TAF8 | CAREFUSION CORP CORP BND | 5,350,740.6 | 4,980,576.6 | 4,860,000 | 4,943,867.06 | 36,709.54 | (39,746.93 | ) | — | — | 4.5 | 0.384 | MON | 2.55 | 16,371.53 | 2/6/2012 | 12/20/2032 | ||||||||||||||||||||||||
14313LAC0 | CARMX_13-1 ABS 13-1 | 4,799,854.56 | 4,791,120.1 | 4,800,000 | 4,799,890.64 | (8,770.54 | ) | 10.29 | — | — | 0.687 | 0.471 | MON | 1.39 | 7,200 | 12/5/2012 | 12/20/2038 | ||||||||||||||||||||||||
14313MAB0 | CARMX_13-2 ABS_13-2 A2 | 2,549,775.13 | 2,550,180.04 | 2,549,848.56 | 2,549,802.41 | 377.63 | 12.57 | — | — | 3 | 1.134 | MON | 0.82 | 2,889.31 | 3/21/2012 | 11/16/2030 | |||||||||||||||||||||||||
BRSE4J2V4 | CATALENT PHARMA SOLUTIONS INC SENIOR | 5,888,001.08 | 5,965,653.11 | 5,942,122.31 | 5,905,583.21 | 60,069.9 | 2,583.91 | — | — | 3 | 1.653 | MON | (0.11 | ) | 64,701.02 | 9/26/2013 | 12/20/2037 | ||||||||||||||||||||||||
BRSKPBQL0 | CATALINA MARKETING CORPORATION SENIOR | 4,582,116 | 4,686,255 | 4,628,400 | 4,583,487.65 | 102,767.35 | 1,487.65 | — | — | 4 | 1.952 | MON | (0.18 | ) | 50,749.98 | 7/24/2012 | 11/16/2025 | ||||||||||||||||||||||||
14912L4U2 | CATERPILLAR INC CORP BND GMTN | 4,219,068 | 4,202,499.68 | 4,200,000 | 4,201,739.86 | 759.82 | (1,777.84 | ) | — | — | 0.567 | 0.537 | MON | 0.3 | 6,053.6 | 5/31/2012 | 7/16/2041 | ||||||||||||||||||||||||
149123BY6 | CATERPILLAR INC SENIOR CORP BND | 2,199,538 | 2,211,184.29 | 2,200,000 | 2,199,769.89 | 11,414.4 | 38.64 | — | — | 2.161 | 1.571 | MON | 0.61 | 10,450 | 7/7/2011 | 11/16/2036 | |||||||||||||||||||||||||
14912L5J6 | CATERPILLAR INC SENIOR CORP BND | 5,240,000 | 5,166,456.02 | 5,240,000 | 5,240,000 | (73,543.98 | ) | — | — | — | 2.65 | 2.735 | MON | 1.63 | 32,750 | 9/7/2011 | 10/29/2020 | ||||||||||||||||||||||||
14912L5S6 | CATERPILLAR INC SENIOR CORP BND MTN | 1,669,749.5 | 1,688,713.47 | 1,670,000 | 1,669,776.04 | 18,937.43 | 20.87 | — | — | 2.25 | 0.366 | MN | 0.93 | — | 2/15/2013 | 5/28/2015 | |||||||||||||||||||||||||
14912L5N7 | CATERPILLAR INC SENIOR CORP BND MTN | 2,896,404 | 2,902,122.05 | 2,900,000 | 2,897,488.53 | 4,633.52 | 289.23 | — | — | 2.1 | 1.633 | MN | 1.33 | — | 8/30/2013 | 5/18/2016 | |||||||||||||||||||||||||
14912L5M9 | CATERPILLAR INC SENIOR CORP BND MTN | 5,000,000 | 5,004,600.15 | 5,000,000 | 5,000,000 | 4,600.15 | — | — | — | 2.85 | 0.975 | JD | 0.43 | 6,345.99 | 6/6/2013 | 6/15/2015 |
17119RAD4 | CCART_13-AA ABS_13-AA A4 144A | 884,992.92 | 885,566.43 | 885,000 | 884,992.12 | 574.31 | (0.8 | ) | — | — | 1.3 | 0.869 | AO | 1.32 | 1,680.03 | 6/6/2013 | 4/3/2017 | ||||||||||||||||||||||||
17119RAC6 | CCART_13-AA BAS_13-AA A3 144A | 3,089,639.09 | 3,096,550.74 | 3,090,000 | 3,089,668.95 | 6,881.79 | 29.86 | — | — | 2.7 | 1.502 | JD | 1.62 | 3,983.52 | 7/28/2011 | 6/16/2015 | |||||||||||||||||||||||||
17119VAC7 | CCART_13-B ABS_13-B A3 144A | 929,865.98 | 928,960.87 | 930,000 | 929,871.16 | (910.29 | ) | 5.18 | — | — | 2.3 | 0.992 | MN | 1.8 | 746.59 | 8/30/2013 | 5/10/2016 | ||||||||||||||||||||||||
17119VAD5 | CCART_13-B ABS_13-BA A4 144A | 1,474,731.41 | 1,467,956.87 | 1,475,000 | 1,474,740.5 | (6,783.63 | ) | 9.09 | — | — | 0.95 | 0.652 | MN | 2.92 | 1,769.18 | 6/6/2013 | 5/26/2015 | ||||||||||||||||||||||||
17305EFC4 | CCCIT ABS 13-A3 A3 | 12,642,449.5 | 12,686,349.53 | 12,645,000 | 12,642,757.65 | 43,591.88 | 220.12 | — | — | — | 0.099 | MJSD | 2.9 | — | 10/17/2013 | 10/11/2018 | |||||||||||||||||||||||||
17305EDY8 | CCCIT_13-A1 ABS_07-A8 A8 | 3,122,148.44 | 3,091,365.08 | 2,700,000 | 3,114,071.71 | (22,706.63 | ) | (8,076.73 | ) | — | — | 2.75 | 1.109 | SEP | 2.79 | (31,435.98 | ) | 10/30/2012 | 9/7/2015 | ||||||||||||||||||||||
17305EFL4 | CCCIT_13-A12 SENIOR ABS 13-A12 A12 | 500,000 | 500,045.01 | 500,000 | 500,000 | 45.01 | — | — | — | — | 0.008 | MJSD | 0.47 | — | 12/11/2013 | 10/31/2020 | |||||||||||||||||||||||||
17305EFE0 | CCCIT_13-A6 ABS 13-A6 A6 | 884,570.31 | 880,976.25 | 875,000 | 884,435.26 | (3,459.01 | ) | (135.05 | ) | — | — | 4.875 | 0.981 | NOV | 2.07 | (2,791.25 | ) | 11/25/2013 | 11/27/2015 | ||||||||||||||||||||||
17305EFF7 | CCCIT_13-A7 ABS 13-A7 A7 | 7,003,281.25 | 7,012,390.14 | 7,000,000 | 7,003,261.61 | 9,128.53 | (19.64 | ) | — | — | — | 0.062 | MJSD | 0.55 | (815.99 | ) | 12/1/2013 | 6/7/2021 | |||||||||||||||||||||||
125094A$8 | CDP FINANCIAL INC CORP BND 144A | A | 12,675,681 | 12,374,995.25 | 12,100,000 | 12,362,660.96 | 12,334.29 | (73,386.88 | ) | — | — | — | 0.091 | MJSD | 0.93 | 181,500 | 9/30/2013 | 8/23/2019 | |||||||||||||||||||||||
BRSJ28TC2 | CEDAR BAY GENERATING CO LP SENIOR | 2,627,984.57 | 2,669,474.87 | 2,654,529.87 | 2,630,411.4 | 39,063.47 | 2,178.64 | — | — | — | 0.086 | MJSD | (0.68 | ) | 44,461.7 | 9/30/2013 | 6/27/2019 | ||||||||||||||||||||||||
BRSHJV7B3 | CEDAR FAIR L.P. SENIOR SECURED TERM | 1,420,776.45 | 1,428,667.29 | 1,424,337.3 | 1,421,189 | 7,478.29 | 170.59 | — | — | — | 0.142 | MJSD | (1.67 | ) | 11,864.81 | 10/10/2013 | 10/2/2020 | ||||||||||||||||||||||||
BRSHE9NJ2 | CENTAUR ACQUISITION LLC SENIOR SECURED | 2,537,971.37 | 2,576,232.25 | 2,550,725 | 2,539,556.88 | 36,675.37 | 575.94 | — | — | — | 0.036 | MJSD | (6.9 | ) | 34,308.43 | 10/21/2013 | 10/2/2020 | ||||||||||||||||||||||||
BRSDYT4C1 | CEQUEL COMMUNICATIONS LLC TERM LOAN | 7,869,861.4 | 7,967,326 | 7,960,718.6 | 7,891,959.19 | 75,366.81 | 3,460.95 | — | — | 5.625 | 1.101 | AUG | (0.02 | ) | 71,385.39 | 11/27/2013 | 8/25/2017 | ||||||||||||||||||||||||
165182BA3 | CF_09-2A ABS 12-1A 144A | 2,387,936.46 | 2,393,285.42 | 2,387,936.46 | 2,387,936.46 | 5,348.96 | — | — | — | — | 0.071 | FMAN | 1.75 | 6,157.98 | 8/23/2013 | 8/14/2020 | |||||||||||||||||||||||||
161571FR0 | CHAIT_12-8 ABS 12-8 | 5,000,828.5 | 4,991,400.15 | 5,000,000 | 5,000,523.37 | (9,123.22 | ) | (72.79 | ) | — | — | 8.5 | 1.869 | DEC | 0.63 | 6,750 | 11/29/2013 | 12/7/2016 | |||||||||||||||||||||||
161571FL3 | CHAIT_12-A5 ABS_12-A5 A5 | 4,999,816 | 4,999,599.85 | 5,000,000 | 4,999,824.68 | (224.83 | ) | 1.69 | — | — | 0.167 | 0.195 | MON | 0.59 | 7,374.99 | 6/26/2013 | 5/29/2015 | ||||||||||||||||||||||||
161571FW9 | CHAIT_13-A3 ABS 13-A3 | 3,405,000 | 3,387,498.3 | 3,405,000 | 3,405,000 | (17,501.7 | ) | — | — | — | 1.125 | 1.245 | MN | 1.37 | 3,911.81 | 5/2/2013 | 5/9/2016 | ||||||||||||||||||||||||
161571FX7 | CHAIT_13-A5 ABS_13-A5 A | 2,249,976.15 | 2,247,614.94 | 2,250,000 | 2,249,983.35 | (2,368.41 | ) | 3 | — | — | 2.9 | 1.934 | MS | 1.06 | 2,643.75 | 2/22/2011 | 9/17/2014 | ||||||||||||||||||||||||
161571GH1 | CHAIT_13-A9 ABS 13-A9 A | 1,500,000 | 1,501,455 | 1,500,000 | 1,500,000 | 1,455 | — | — | — | 5.5 | 2.893 | JJ | (3.46 | ) | — | 1/6/2010 | 1/26/2014 | ||||||||||||||||||||||||
BRSJ315T5 | CHARTER COM OPER SENIOR SECURED TERM | 4,828,573.32 | 4,798,319.09 | 4,840,675 | 4,829,470.81 | (31,151.72 | ) | 431.96 | — | — | 2.875 | 0.446 | JJ | 0.12 | 37,205.09 | 2/15/2013 | 1/15/2015 | ||||||||||||||||||||||||
161630BD9 | CHASE CMO_07-A1 11M1 | 2,528,851.88 | 2,205,859.4 | 2,504,879.37 | 2,524,197.56 | (318,338.16 | ) | (4,707.8 | ) | — | — | 1 | 1.12 | JD | 3.83 | 17,165.57 | 4/9/2013 | 6/15/2018 | |||||||||||||||||||||||
161571GC2 | CHASE ISSUANCE TRUST ABS 13-A8 | 1,999,543.4 | 1,994,259.94 | 2,000,000 | 1,999,563.57 | (5,303.63 | ) | 20.17 | — | — | 0.375 | 0.387 | FA | 1.13 | 2,525 | 8/9/2013 | 8/24/2015 | ||||||||||||||||||||||||
161571FH2 | CHASE ISSUANCE TRUST ABS_12-A2 A2 | 7,000,000 | 6,990,549.86 | 7,000,000 | 7,000,000 | (9,450.14 | ) | — | — | — | 1 | 1.071 | MS | 0.49 | 7,864.94 | 9/19/2012 | 9/26/2017 | ||||||||||||||||||||||||
166764AE0 | CHEVRON CORP SENIOR CORP BND | 3,500,000 | 3,482,055.92 | 3,500,000 | 3,500,000 | (17,944.08 | ) | — | — | — | 2 | 0.665 | JD | 1.84 | 30,065 | 2/13/2013 | 6/1/2016 | ||||||||||||||||||||||||
166764AC4 | CHEVRON CORP SENIOR CORP BND | 4,200,000 | 4,212,703.61 | 4,200,000 | 4,200,000 | 12,703.61 | — | — | — | 4.125 | 2.87 | AO | 3.06 | 18,669.01 | 8/31/2009 | 10/15/2014 | |||||||||||||||||||||||||
BRSG7ST70 | CHG HEALTHCARE SERVICES INC SENIOR SEC | 3,203,536.43 | 3,248,030 | 3,235,895.39 | 3,208,584.21 | 39,445.79 | 1,164.59 | — | — | 0.625 | 0.732 | AO | (0.06 | ) | 42,948.87 | 4/17/2012 | 4/24/2015 | ||||||||||||||||||||||||
167562MD6 | CHICAGO IL MIDWAY ARPT MUNITAX BND REV | 3,081,036.68 | 3,095,040 | 3,000,000 | 3,079,186.96 | 15,853.04 | (446.91 | ) | — | — | 0.875 | 1.015 | MS | 10.06 | — | 5/29/2013 | 9/5/2017 | ||||||||||||||||||||||||
BRSKAX1N1 | CINCINNATI BELL INC SENIOR SECURED TERM | 1,881,035.62 | 1,897,619.06 | 1,895,250 | 1,881,656.23 | 15,962.83 | 545.14 | — | — | 0.875 | 0.921 | MS | (0.02 | ) | 14,214.81 | 9/5/2012 | 9/12/2017 | ||||||||||||||||||||||||
BRSGF63V4 | CINEMARK USA INC SENIOR SECURED TERM | 2,649,784.5 | 2,668,639.25 | 2,663,100 | 2,651,714.69 | 16,924.56 | 510.04 | — | — | 1.375 | 1.249 | MS | (0.03 | ) | 21,780.68 | 3/22/2013 | 3/23/2015 | ||||||||||||||||||||||||
17275RAJ1 | CISCO SYSTEMS INC CORP BND | 509,680 | 501,345 | 500,000 | 500,777.45 | 567.55 | (993.41 | ) | — | — | 3.875 | 3.95 | JJ | 0.3 | — | 1/20/2011 | 1/27/2016 | ||||||||||||||||||||||||
17275RAL6 | CISCO SYSTEMS INC CORP BND | 3,300,000 | 3,302,145.07 | 3,300,000 | 3,300,000 | 2,145.07 | — | — | — | 2.875 | 3.051 | FA | 0.17 | 4,205.42 | 2/1/2012 | 2/6/2015 | |||||||||||||||||||||||||
17275RAG7 | CISCO SYSTEMS INC CORP BND | 3,989,840 | 4,089,640 | 4,000,000 | 3,998,112.74 | 91,527.26 | 534.65 | — | — | 0.875 | 0.953 | JJ | 0.34 | 58,000 | 1/11/2012 | 1/20/2015 | |||||||||||||||||||||||||
17305EDL6 | CITIBANK CREDIT CARD ISSUANCE ABS_06-A8 | 2,588,682.81 | 2,599,852.28 | 2,620,000 | 2,602,310.84 | (2,458.56 | ) | 1,440.7 | — | — | 3 | 3.125 | JJ | 0.59 | 2,062.9 | 5/13/2013 | 1/15/2019 |
17308BAM0 | CITIBANK OMNI MASTER TRUST COM ABS | 5,790,595.7 | 5,659,182.61 | 5,575,000 | 5,737,819.81 | (78,637.2 | ) | 38,008.85 | — | — | 5 | 0.3 | JJ | (1.53 | ) | 41,212.93 | 11/7/2013 | 7/1/2045 | |||||||||||||||||||||||
172967FD8 | CITIGROUP INC CORP BND | 4,838,485.05 | 4,782,680.64 | 4,553,000 | 4,652,722.05 | 129,958.59 | (17,744.44 | ) | — | — | 2.55 | 1.26 | MS | 2.13 | 108,133.75 | 11/8/2013 | 9/18/2015 | ||||||||||||||||||||||||
172967FH9 | CITIGROUP INC CORP BND | 5,734,954.68 | 5,856,628.56 | 5,486,000 | 5,625,898.56 | 230,730 | (17,353.4 | ) | — | — | 1.8 | 1.306 | MN | 1.09 | 125,821.41 | 4/11/2013 | 11/23/2016 | ||||||||||||||||||||||||
172967GG0 | CITIGROUP INC SENIOR CORP BND | 1,993,720 | 2,005,399.16 | 2,000,000 | 1,995,546.74 | 9,852.42 | 537.24 | — | — | 1.15 | 1.195 | MN | 1.12 | — | 5/8/2013 | 5/15/2018 | |||||||||||||||||||||||||
172967HG9 | CITIGROUP INC SENIOR CORP BND | 9,990,000 | 9,967,517.1 | 10,000,000 | 9,990,425.62 | (22,908.52 | ) | 425.62 | — | — | 1.95 | 1.98 | MN | 2.83 | — | 11/5/2013 | 11/8/2018 | ||||||||||||||||||||||||
73723RSH7 | CITY OF PORTSMOUTH VA MUNITAX BND GO | 2,250,000 | 2,212,807.5 | 2,250,000 | 2,250,000 | (37,192.5 | ) | — | — | — | 3.875 | 2.799 | AO | 1.97 | — | 4/6/2010 | 4/15/2014 | ||||||||||||||||||||||||
12591FAC0 | CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3 | 6,454,998.71 | 6,453,902.78 | 6,455,000 | 6,454,982.93 | (1,080.15 | ) | (4.48 | ) | — | — | 1 | 1.044 | FA | 2.09 | 11,134.89 | 2/20/2013 | 2/27/2018 | |||||||||||||||||||||||
12625HAC6 | CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3 | 854,875.77 | 854,016.77 | 855,000 | 854,901.99 | (885.22 | ) | 15.06 | — | — | 1 | 1.053 | MN | 0.74 | 1,474.89 | 8/22/2013 | 11/15/2016 | ||||||||||||||||||||||||
12591AAC1 | CNH_12-B ABS 12-B | 2,099,925.87 | 2,106,027.06 | 2,100,000 | 2,099,949.96 | 6,077.1 | 3.97 | — | — | 3 | 2.049 | DEC | 0.57 | 4,515 | 11/13/2013 | 12/7/2015 | |||||||||||||||||||||||||
12624FAC1 | CNH_12-C ABS_12-C A3 | 8,539,300.58 | 8,530,349.89 | 8,540,000 | 8,539,620.03 | (9,270.14 | ) | 76.7 | — | — | 1.75 | 1.463 | JAN | 2.5 | 12,169.53 | 11/29/2013 | 1/22/2016 | ||||||||||||||||||||||||
12613SAC6 | CNH_13-C ABS_13-C A3 | 3,154,634.97 | 3,168,314.01 | 3,155,000 | 3,154,664.86 | 13,649.15 | 23.68 | — | — | 1 | 1.023 | DEC | 2.51 | 8,045.25 | 11/29/2013 | 12/1/2015 | |||||||||||||||||||||||||
12618SAC1 | CNH_13-D ABS 13-D A3 | 749,969.55 | 748,484.98 | 750,000 | 749,970.27 | (1,485.29 | ) | 0.72 | — | — | 3 | 0.572 | MN | 0.85 | 401.04 | 12/4/2012 | 11/25/2014 | ||||||||||||||||||||||||
12625GAA2 | CNOOC FINANCE (2013) LTD SENIOR CORP BND | F | 6,015,749.76 | 6,014,519.73 | 6,037,000 | 6,020,264.15 | (5,744.42 | ) | 1,766.49 | — | — | 3 | 2.914 | FA | 5.14 | 33,958.13 | 2/10/2010 | 2/1/2015 | |||||||||||||||||||||||
191216AP5 | COCA-COLA COMPANY (THE) CORP BND | 997,700 | 1,019,065.17 | 1,000,000 | 999,119.07 | 19,946.1 | 116.85 | — | — | 4.421 | 4.421 | JJ | 0.48 | 7,500 | 12/28/2012 | 1/1/2015 | |||||||||||||||||||||||||
191216AU4 | COCA-COLA COMPANY (THE) CORP BND | 4,956,450.37 | 5,024,337.4 | 4,900,000 | 4,932,421.21 | 91,916.19 | (3,027.57 | ) | — | — | 2.983 | 2.983 | JD | 2.51 | — | 12/15/2010 | 12/15/2015 | ||||||||||||||||||||||||
191216BC3 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 3,000,000 | 3,002,519.76 | 3,000,000 | 3,000,000 | 2,519.76 | — | — | — | 1.259 | 1.259 | MN | 0.31 | — | 10/26/2012 | 11/1/2017 | |||||||||||||||||||||||||
191216BD1 | COCA-COLA COMPANY (THE) SENIOR CORP BND | 6,991,950 | 6,969,576.32 | 7,000,000 | 6,992,397.73 | (22,821.41 | ) | 447.73 | — | — | 1.418 | 1.418 | FA | 1.81 | — | 6/5/2013 | 2/1/2017 | ||||||||||||||||||||||||
19416QDW7 | COLGATE-PALMOLIVE CO CORP BND MTN | 4,433,134.5 | 4,460,679.57 | 4,450,000 | 4,445,102.85 | 15,576.72 | 1,413.42 | — | — | 1.207 | 1.207 | JJ | 0.97 | 13,350 | 6/14/2012 | 7/15/2016 | |||||||||||||||||||||||||
19416QEB2 | COLGATE-PALMOLIVE CO SENIOR CORP BND MTN | 1,890,937 | 1,816,122.09 | 1,900,000 | 1,892,118.89 | (75,996.8 | ) | 449.64 | — | — | 1.507 | 1.507 | JJ | 3.94 | 8,502.51 | 6/14/2012 | 7/15/2017 | ||||||||||||||||||||||||
19648CAE1 | COLORADO HOUSING & FINANCE AUT MUNITAX | 5,030,400 | 5,092,600 | 5,000,000 | 5,018,749.58 | 73,850.42 | (1,957.58 | ) | — | — | 2.235 | 2.235 | FA | 0.81 | 40,000 | 12/15/2010 | 8/15/2014 | ||||||||||||||||||||||||
20030NAB7 | COMCAST CORP CORP BND | 4,518,668 | 4,081,311.85 | 3,850,000 | 4,017,536.12 | 63,775.73 | (46,924.65 | ) | — | — | 3.532 | 3.389 | JJ | 0.69 | 27,200.69 | 12/3/2012 | 1/1/2041 | ||||||||||||||||||||||||
20030NAJ0 | COMCAST CORP CORP BND | 4,575,020 | 4,371,765.76 | 4,000,000 | 4,371,672.21 | 93.55 | (49,672.11 | ) | — | — | 1.6 | 1.438 | MN | 1.67 | 117,000 | 6/21/2012 | 5/15/2016 | ||||||||||||||||||||||||
14041NEK3 | COMET_13-A1 ABS 13-A1 | 10,273,447.45 | 10,250,340.2 | 10,275,000 | 10,273,926.03 | (23,585.83 | ) | 130.62 | — | — | 0.625 | 0.688 | JD | 2.18 | 16,183.14 | 12/3/2013 | 12/28/2016 | ||||||||||||||||||||||||
14041NEM9 | COMET_13-A3-A3 ABS 13-A3-A3 | 4,479,465.54 | 4,457,868.67 | 4,480,000 | 4,479,482.36 | (21,613.69 | ) | 16.82 | — | — | 0.34 | 0.35 | MJSD | 4.54 | 2,867.2 | 1/27/2012 | 6/13/2014 | ||||||||||||||||||||||||
2027A0GJ2 | COMMONWEALTH BANK AUSTRALIA SENIOR CORP | F | 3,545,535 | 3,538,044.93 | 3,500,000 | 3,532,181.51 | 5,863.42 | (4,714.02 | ) | — | — | 0.237 | 0.274 | MON | 0.83 | 9,305.95 | 6/27/2013 | 4/20/2016 | |||||||||||||||||||||||
20271RAD2 | COMMONWEALTH BANK OF AUSTRALIA CORP BND | E | 4,994,850 | 5,051,623.15 | 5,000,000 | 4,995,126.82 | 56,496.33 | 247.26 | — | — | 0.875 | 0.482 | JD | 2.27 | — | 6/18/2012 | 12/12/2014 | ||||||||||||||||||||||||
20271RAA8 | COMMONWEALTH BANK OF AUSTRALIA SENIOR | E | 2,149,183 | 2,185,518 | 2,150,000 | 2,149,666.4 | 35,851.6 | 69.55 | — | — | 0.55 | 0.69 | JD | 0.58 | — | 10/2/2013 | 6/3/2016 | ||||||||||||||||||||||||
20272BAK0 | COMMONWEALTH BANK OF AUSTRALIA SENIOR | F | 4,132,320 | 4,071,611.28 | 4,000,000 | 4,026,987.34 | 44,623.94 | (9,632.71 | ) | — | — | 0.45 | 0.482 | MS | 0.38 | — | 3/13/2013 | 3/18/2016 | |||||||||||||||||||||||
202795HH6 | COMMONWEALTH EDISON COMPANY SECURED CORP | 3,126,706.5 | 2,992,745.1 | 2,850,000 | 2,977,194.29 | 15,550.81 | (24,788.27 | ) | — | — | 0.19 | 0.187 | JJ | 0.79 | 66,975 | 7/17/2013 | 7/25/2014 | ||||||||||||||||||||||||
BRSAZTC86 | COMMUNITY HLTH SYST INC TERM LOAN | 4,214,960.62 | 4,300,278.59 | 4,268,944.53 | 4,239,051.31 | 61,227.28 | 2,437.6 | — | — | 0.87 | 0.87 | AO | (0.23 | ) | 40,587.38 | 10/11/2012 | 10/18/2017 | ||||||||||||||||||||||||
17308BAN8 | COMNI_09-A13 ABS_09-A17 A17 144A | 1,265,548.83 | 1,212,868.81 | 1,170,000 | 1,211,547 | 1,321.81 | (11,858.25 | ) | — | — | 0.185 | 0.237 | MON | (0.51 | ) | 28,665 | 11/23/2012 | 4/23/2015 | |||||||||||||||||||||||
20825TAA5 | CONOCO INC CORP BND | 5,679,205.4 | 5,624,422.2 | 5,005,000 | 5,638,380.18 | (13,957.98 | ) | (40,825.22 | ) | — | — | 0.185 | 0.249 | MON | 3.32 | (9,092.19 | ) | 10/10/2012 | 6/22/2015 | ||||||||||||||||||||||
20826FAB2 | CONOCOPHILLIPS CO SENIOR CORP BND | 6,868,313.35 | 6,743,599.93 | 6,885,000 | 6,871,521.69 | (127,921.76 | ) | 824.93 | — | — | 0.192 | 0.282 | MON | 3.18 | 36,146.25 | 7/16/2012 | 3/20/2015 | ||||||||||||||||||||||||
20825CAT1 | CONOCOPHILLIPS CORP BND | 3,546,840.5 | 3,695,479 | 3,550,000 | 3,549,429.27 | 146,049.73 | 132.97 | — | — | 0.176 | 0.207 | MON | 1.91 | — | 7/15/2013 | 1/19/2016 |
BRSLM8XP1 | CONSOLIDATED COMMUNICATIONS IN SENIOR | 2,477,550 | 2,477,550 | 2,490,000 | 2,477,550 | — | — | — | — | 0.6 | 0.6 | FA | 0.07 | — | 2/26/2013 | 3/28/2016 | |||||||||||||||||||||||||
BRSG45CM8 | CONSOLIDATED CONTAINER CO LP TERM NOTE | 2,259,232.52 | 2,292,530.63 | 2,281,125 | 2,263,113.67 | 29,416.96 | 869.07 | — | — | 0.42 | 0.42 | MS | (0.09 | ) | 29,123.32 | 2/25/2013 | 9/18/2015 | ||||||||||||||||||||||||
209111EW9 | CONSOLIDATED EDISON INC CORP BND | 436,497.6 | 404,904 | 400,000 | 402,176.57 | 2,727.43 | (2,224.93 | ) | — | — | 0.45 | 0.44 | MS | 0.63 | 11,100 | 9/14/2012 | 9/4/2015 | ||||||||||||||||||||||||
209615CA9 | CONSOLIDATED NATURAL GAS CO CORP BND | 1,532,005.97 | 1,488,983.01 | 1,433,000 | 1,485,462.85 | 3,520.16 | (14,357.55 | ) | — | — | 0.375 | 0.36 | FA | 0.72 | 35,825 | 1/26/2012 | 2/27/2014 | ||||||||||||||||||||||||
BRSH02032 | CONSOLIDATED PRECISION PRODUCT SENIOR | 243,768.96 | 245,601.81 | 244,379.91 | 243,774.21 | 1,827.6 | 6.79 | — | — | 0.5 | 0.547 | FA | (0.08 | ) | 1.47 | 2/6/2012 | 2/24/2015 | ||||||||||||||||||||||||
216871AC7 | COOPER US INC CORP BND | 2,372,660 | 2,275,296.94 | 2,000,000 | 2,313,003.66 | (37,706.72 | ) | (21,699.28 | ) | — | — | 0.45 | 0.454 | MN | 4.02 | — | 12/18/2012 | 11/24/2015 | |||||||||||||||||||||||
22160KAE5 | COSTCO WHSLE CORP SENIOR CORP BND | 4,574,085 | 4,485,507.01 | 4,575,000 | 4,574,278.11 | (88,771.1 | ) | 44.83 | — | — | 0.6 | 0.901 | AO | 6.55 | 25,734.39 | 9/27/2013 | 10/25/2016 | ||||||||||||||||||||||||
G2551TAP3 | COVENTRY BLDG SOC LOCAL BND EMTN | D | 1,551,796.79 | 1,596,244.84 | 950,000 | 1,546,223.43 | 50,021.41 | (1,180.36 | ) | — | 35,989.66 | 0.85 | 0.872 | FA | 1.63 | 5,716.9 | 8/13/2013 | 8/8/2016 | |||||||||||||||||||||||
224044BM8 | COX COMMUNICATIONS INC CORP BND | 1,592,878.56 | 1,520,802.19 | 1,456,000 | 1,519,933.6 | 868.59 | (20,474.22 | ) | — | — | 0.51 | 0.535 | FA | 0.77 | 56,744.95 | 8/26/2013 | 8/28/2015 | ||||||||||||||||||||||||
22546QAE7 | CREDIT SUISSE NEW YORK NY CORP BND | E | 1,996,820 | 2,065,682 | 2,000,000 | 1,999,170.18 | 66,511.82 | 168.66 | — | — | 5 | 2.972 | AO | 0.81 | — | 11/27/2012 | 4/15/2015 | ||||||||||||||||||||||||
22546QAG2 | CREDIT SUISSE NEW YORK NY CORP BND | E | 5,800,000 | 5,801,624 | 5,800,000 | 5,800,000 | 1,624 | — | — | — | 4.375 | 2.065 | AO | 0.96 | 18,203.17 | 7/16/2010 | 10/15/2015 | ||||||||||||||||||||||||
BRSL3FE10 | CROSBY US ACQUISITION CORP SENIOR | 2,057,425 | 2,060,638.6 | 2,060,000 | 2,057,438.22 | 3,200.38 | 13.22 | — | — | 1.25 | 0.752 | MS | (0.09 | ) | 915.55 | 10/1/2013 | 9/28/2016 | ||||||||||||||||||||||||
BRSH9LJ56 | CROSSMARK HOLDINGS INC SENIOR SECURED | 2,629,595.55 | 2,609,861.7 | 2,634,015.62 | 2,626,657.04 | (16,795.34 | ) | 340.16 | — | — | 0.875 | 0.964 | JD | 0.15 | 30,367.67 | 11/27/2012 | 12/20/2017 | ||||||||||||||||||||||||
BRSLM7KD4 | CROWN CASTLE OPERATING CO SENIOR SECURED | 1,343,250 | 1,354,711.5 | 1,350,000 | 1,343,250 | 11,461.5 | — | — | — | 0.375 | 0.441 | JD | (0.77 | ) | — | 2/5/2013 | 12/21/2015 | ||||||||||||||||||||||||
BRSJ2L1E9 | CROWN CASTLE OPERATING CO SENIOR SECURED | 5,958,377.18 | 6,024,220.26 | 6,018,562.81 | 5,961,728.69 | 62,491.57 | 2,953.29 | — | — | 0.52 | 0.532 | FA | (0.02 | ) | 33,227.31 | 2/5/2013 | 2/26/2016 | ||||||||||||||||||||||||
BRSJ078E5 | CSC HLDGS LLC SENIOR SECURED TERM LOAN | 13,822,624 | 13,742,686.08 | 13,890,200 | 13,829,306.06 | (86,619.98 | ) | 2,595.71 | — | — | 0.5 | 0.537 | MS | 0.17 | 95,027.41 | 2/14/2013 | 3/30/2016 | ||||||||||||||||||||||||
BRSLMULK6 | CUMULUS MED INC. SENIOR SECURED TERM | 5,558,850 | 5,558,850 | 5,615,000 | 5,558,850 | — | — | — | — | 0.52 | 0.52 | MN | 0.14 | — | 5/16/2013 | 5/20/2016 | |||||||||||||||||||||||||
126650BE9 | CVS CAREMARK CORP CORP BND | 2,334,389.12 | 2,233,055.83 | 1,988,000 | 2,248,481.55 | (15,425.72 | ) | (24,464.96 | ) | — | — | 1.875 | 1.911 | MS | 2.65 | — | 8/21/2013 | 9/18/2018 | |||||||||||||||||||||||
126650BT6 | CVS CAREMARK CORP CORP BND | 2,381,040 | 2,320,611.75 | 2,250,000 | 2,326,696.79 | (6,085.04 | ) | (13,935.12 | ) | — | — | 1.05 | 1.047 | FA | 1.91 | 36,562.5 | 8/20/2013 | 8/26/2016 | |||||||||||||||||||||||
126650CA6 | CVS CAREMARK CORP CORP BND | 6,857,393.2 | 6,888,811.86 | 6,860,000 | 6,857,456.69 | 31,355.17 | 63.49 | — | — | 1.35 | 1.345 | AO | 2.11 | — | 9/18/2013 | 4/10/2017 | |||||||||||||||||||||||||
12668AZL2 | CWALT_05-73CB CMO_05-64CB 1A | 289,183.81 | 260,111.61 | 294,803.5 | 289,015.34 | (28,903.73 | ) | (1,465.53 | ) | — | — | 2.875 | 0.691 | FA | 7.02 | 4,188.81 | 11/2/2011 | 2/9/2015 | |||||||||||||||||||||||
BRSGE3X31 | DAIMLERCHRYSLER AG CORP BND | D | 1,527,067.45 | 1,576,164.58 | 950,000 | 1,527,723.74 | 48,440.84 | 46.22 | — | 46,905.32 | 0.75 | 0.748 | MN | 2.56 | 9,462.94 | 11/28/2011 | 11/25/2014 | ||||||||||||||||||||||||
U2339CAR9 | DAIMLERCHRYSLER NA HLDG CORP BND | 5,230,800 | 5,155,556.6 | 5,000,000 | 5,182,647.83 | (27,091.23 | ) | (16,887.18 | ) | — | — | 0.875 | 1.041 | MS | 1.45 | — | 2/1/2013 | 3/7/2018 | |||||||||||||||||||||||
233851AF1 | DAIMLERCHRYSLER NA HLDG CORP BND 144A | 2,447,807.1 | 2,420,284.74 | 2,370,000 | 2,447,125.31 | (26,840.57 | ) | (681.79 | ) | — | — | 0.5 | 0.502 | MN | 3.56 | (19,898.13 | ) | 3/6/2013 | 5/13/2016 | ||||||||||||||||||||||
233851AN4 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 1,998,840 | 2,020,854 | 2,000,000 | 1,999,501.3 | 21,352.7 | 98 | — | — | 2.375 | 2.437 | JJ | 0.83 | 16,500 | 6/10/2010 | 7/28/2015 | |||||||||||||||||||||||||
233851AY0 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 3,450,000 | 3,457,107.32 | 3,450,000 | 3,450,000 | 7,107.32 | — | — | — | 1.75 | 1.849 | AO | 1.68 | 8,331.75 | 9/24/2013 | 10/15/2018 | |||||||||||||||||||||||||
233851AU8 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 4,849,692.1 | 4,830,172.26 | 4,870,000 | 4,853,489.95 | (23,317.69 | ) | 693.39 | — | — | 1.758 | 1.758 | JD | 2.09 | 14,791.67 | 4/17/2013 | 12/15/2018 | ||||||||||||||||||||||||
233851AZ7 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 4,994,750 | 5,029,695.5 | 5,000,000 | 4,995,464.19 | 34,231.31 | 756.2 | — | — | 1.239 | 1.239 | JJ | 1.22 | 30,731.94 | 6/26/2012 | 7/1/2016 | |||||||||||||||||||||||||
233851AQ7 | DAIMLERCHRYSLER NA HLDG SENIOR CORP BND | 5,989,080 | 6,048,353.58 | 6,000,000 | 5,994,188.69 | 54,164.89 | 906.85 | — | — | 1.56 | 1.56 | JD | 1.57 | — | 5/10/2012 | 6/15/2017 | |||||||||||||||||||||||||
235851AL6 | DANAHER CORPORATION CORP BND | 3,993,600 | 4,098,631 | 4,000,000 | 3,996,739.01 | 101,891.99 | 320.23 | — | — | 1.754 | 1.754 | AO | 3.86 | 46,000 | 10/28/2010 | 4/1/2015 | |||||||||||||||||||||||||
BRSLNYFT5 | DARLING INTL INC. SENIOR SECURED TERM | 1,635,900 | 1,635,900 | 1,640,000 | 1,635,900 | — | — | — | — | 1.225 | 1.225 | JD | 0.04 | — | 6/28/2012 | 12/1/2016 | |||||||||||||||||||||||||
BRSAUE236 | DAVITA HEALTHCARE PARTNERS INC TERM LOAN | 4,896,613.94 | 4,938,405.05 | 4,911,392.39 | 4,901,812.28 | 36,592.77 | 882.93 | — | — | 0.72 | 0.721 | MON | (0.19 | ) | 56,626.58 | 3/5/2010 | 2/25/2048 | ||||||||||||||||||||||||
254683AT2 | DCENT ABS 12-A1 | 652,082.03 | 652,014.99 | 650,000 | 651,610.53 | 404.46 | (359.7 | ) | — | — | 2.382 | 2.756 | MON | 0.64 | 1,316.25 | 4/2/2007 | 9/1/2033 | ||||||||||||||||||||||||
254683AC9 | DCENT_07-A1 ABS 07-A1 A1 | 5,448,691.41 | 5,145,435.09 | 4,500,000 | 5,135,648.87 | 9,786.22 | (41,451.06 | ) | — | — | 2.525 | 2.625 | MON | 1.2 | 63,562.5 | 4/2/2007 | 11/1/2034 |
254683AW5 | DCENT_12-A4 ABS 12-A4 | 4,000,000 | 3,995,960.08 | 4,000,000 | 4,000,000 | (4,039.92 | ) | — | — | — | 2.525 | 2.684 | MON | 0.68 | 5,505.37 | 9/17/2008 | 10/1/2034 | ||||||||||||||||||||||||
254683BB0 | DCENT_13 ABS 13 | 8,500,000 | 8,454,524.66 | 8,500,000 | 8,500,000 | (45,475.34 | ) | — | — | — | 2.525 | 2.628 | MON | 1.26 | 10,194.87 | 4/3/2007 | 11/1/2034 | ||||||||||||||||||||||||
23311VAC1 | DCP MIDSTREAM PARTNERS LP SENIOR CORP | 2,956,525.25 | 2,976,326.67 | 2,975,000 | 2,960,368.57 | 15,958.1 | 890.08 | — | — | 2.525 | 2.626 | MON | 2.49 | 37,187.5 | 4/2/2007 | 11/1/2034 | |||||||||||||||||||||||||
BRSBGXH81 | DEL MONTE FOODS CO TERM LOAN | 4,051,531.21 | 4,104,334.13 | 4,091,935.56 | 4,063,210.55 | 41,123.58 | 1,635.79 | — | — | 2.41 | 1.368 | MON | (0.07 | ) | 41,828.67 | 3/8/2011 | 4/1/2035 | ||||||||||||||||||||||||
L2465BAG1 | DELTA 2 (LUX) SARL SENIOR SECURED TERM | F | 2,192,234.1 | 2,224,974.4 | 2,203,250.35 | 2,192,907.74 | 32,066.66 | 657.31 | — | — | 2.508 | 3.037 | MON | (2.02 | ) | 49,083.73 | 5/31/2006 | 12/1/2035 | |||||||||||||||||||||||
BRSG1PVM6 | DELTA AIR LINES INC SENIOR SECURED TERM | 2,700,175.5 | 2,739,396.23 | 2,727,450 | 2,705,144.18 | 34,252.05 | 1,226.21 | — | — | 2.454 | 2.569 | MON | (0.09 | ) | 28,003.8 | 2/22/2012 | 12/1/2033 | ||||||||||||||||||||||||
BRSBWG6S8 | DELTA AIR LINES INC TERM LOAN | 4,306,907.72 | 4,383,241.73 | 4,369,957.06 | 4,333,005.84 | 50,235.89 | 3,071.78 | — | — | 2.619 | 2.676 | MON | (0.09 | ) | 78,330.11 | 11/13/2006 | 5/1/2036 | ||||||||||||||||||||||||
2515A0Q30 | DEUTSCHE BK LDN CORP BND | F | 2,076,360 | 2,041,500 | 2,000,000 | 2,040,283.54 | 1,216.46 | (15,932.36 | ) | — | — | 6 | 5.438 | MON | 0.57 | — | 11/2/2007 | 9/1/2037 | |||||||||||||||||||||||
25215BAB9 | DEXIA CREDIT LOCAL/NEW YORK CORP BND | 4,997,000 | 4,997,150.05 | 5,000,000 | 4,997,149.2 | 0.85 | 149.2 | — | — | 6 | 4.658 | MON | 0.64 | — | 2/4/2009 | 9/1/2037 | |||||||||||||||||||||||||
25215BAA1 | DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP | 9,972,700 | 10,007,300.6 | 10,000,000 | 9,974,543.76 | 32,756.84 | 1,843.76 | — | — | 6 | 4.661 | MON | 1.22 | — | 2/4/2009 | 9/1/2037 | |||||||||||||||||||||||||
25243YAT6 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 2,485,750 | 2,410,970.7 | 2,500,000 | 2,487,625.87 | (76,655.17 | ) | 702.27 | — | — | 6 | 5.412 | MON | 1.99 | 14,062.5 | 11/2/2007 | 9/1/2037 | |||||||||||||||||||||||
25243YAS8 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 6,987,120 | 6,953,235.24 | 7,000,000 | 6,989,999.29 | (36,764.05 | ) | 1,076.63 | — | — | 6 | 5.469 | MON | 0.92 | 21,875 | 11/2/2007 | 9/1/2037 | |||||||||||||||||||||||
25243YAR0 | DIAGEO CAPITAL PLC SENIOR CORP BND | F | 9,444,640 | 9,403,727.11 | 9,400,000 | 9,433,926.42 | (30,199.31 | ) | (2,507.8 | ) | — | — | 6 | 4.713 | MON | 4.46 | 70,500 | 2/4/2009 | 9/1/2037 | ||||||||||||||||||||||
25459HAV7 | DIRECTV HOLDINGS LLC CORP BND | 5,665,268.75 | 5,752,408.45 | 5,525,000 | 5,612,481.79 | 139,926.66 | (10,099.38 | ) | — | — | 6 | 4.549 | MON | 2.31 | — | 2/4/2009 | 9/1/2037 | ||||||||||||||||||||||||
25459HBE4 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 2,996,986.1 | 3,058,825.38 | 3,000,000 | 2,998,005.08 | 60,820.3 | 152.18 | — | — | 6 | 4.711 | MON | 1.77 | — | 2/4/2009 | 4/1/2037 | |||||||||||||||||||||||||
25459HAY1 | DIRECTV HOLDINGS LLC SENIOR CORP BND | 9,374,202.75 | 9,170,797.02 | 8,745,000 | 9,152,406.27 | 18,390.75 | (47,151.34 | ) | — | — | 6 | 4.596 | MON | 3.65 | — | 2/4/2009 | 9/1/2037 | ||||||||||||||||||||||||
254683BA2 | DISCOVER CARD MASTER TRUST DCE ABS_13-A2 | 11,553,284.09 | 11,520,912.98 | 11,555,000 | 11,553,719.1 | (32,806.12 | ) | 123.46 | — | — | 5.5 | 6.308 | MON | 3.27 | 19,932.39 | 4/9/2007 | 2/1/2037 | ||||||||||||||||||||||||
BRSE9BR07 | DJO FINANCE LLC/DJO FINANCE CO SECURED | 534,600 | 539,614.55 | 534,600 | 534,600 | 5,014.55 | — | — | — | 6 | 4.663 | MON | (4.16 | ) | 6,505.83 | 2/4/2009 | 7/1/2037 | ||||||||||||||||||||||||
25600WAB6 | DNB BOLIGKREDITT AS CORP BND 144A | F | 8,395,963 | 8,573,919.84 | 8,200,000 | 8,318,018.24 | 255,901.6 | (13,117.56 | ) | — | — | 6 | 4.802 | MON | 0.84 | — | 2/4/2009 | 7/1/2038 | |||||||||||||||||||||||
25600WAA8 | DNB BOLIGKREDITT AS CORP BND 144A | F | 9,671,647.51 | 9,849,696.57 | 9,600,000 | 9,630,751.29 | 218,945.28 | (4,303.18 | ) | — | — | 6.5 | 5.373 | MON | 1.27 | 100,800 | 11/6/2007 | 10/1/2037 | |||||||||||||||||||||||
257375AA3 | DOMINION GAS HOLDINGS LLC SENIOR CORP | 4,998,200 | 4,983,907.3 | 5,000,000 | 4,998,312.41 | (14,405.11 | ) | 112.41 | — | — | 5.5 | 5.392 | MON | 1.17 | — | 3/30/2007 | 1/1/2022 | ||||||||||||||||||||||||
BRSHU3AD4 | DONCASTERS FINANCE US LLC SENIOR SECURED | 712,366.87 | 726,455.91 | 719,562.5 | 713,043.79 | 13,412.12 | 277.72 | — | — | 5 | 1.959 | MON | (3.44 | ) | 10,139.33 | 7/17/2013 | 10/1/2020 | ||||||||||||||||||||||||
26138EAM1 | DR PEPPER SNAPPLE GROUP INC CORP BND | 1,423,418.25 | 1,486,410.73 | 1,425,000 | 1,424,330.33 | 62,080.4 | 79.26 | — | — | 5 | 2.104 | MON | 0.77 | — | 11/10/2011 | 11/1/2019 | |||||||||||||||||||||||||
BRSCC0RV3 | DUCOMMUN INC TERM LOAN | 304,060.26 | 307,899.42 | 307,131.59 | 305,335.17 | 2,564.25 | 238.31 | — | — | 4 | 2.106 | MON | (1.03 | ) | 3,927.72 | 12/13/2013 | 7/1/2026 | ||||||||||||||||||||||||
264399EM4 | DUKE ENERGY CORP CORP BND | 5,868,267.8 | 5,489,251.45 | 5,095,000 | 5,476,580.69 | 12,670.76 | (54,741.65 | ) | — | — | 6 | 1.664 | MON | 1.67 | 135,017.5 | 3/1/2013 | 3/1/2024 | ||||||||||||||||||||||||
26441CAE5 | DUKE ENERGY CORP CORP BND | 1,052,000 | 1,030,556 | 1,000,000 | 1,030,792.88 | (236.88 | ) | (6,207.74 | ) | — | — | 4 | 2.982 | MON | 0.89 | 16,750 | 11/19/2013 | 10/1/2028 | |||||||||||||||||||||||
263901AE0 | DUKE ENERGY INDIANA INC SECURED CORP BND | 585,000 | 585,887.24 | 585,000 | 585,000 | 887.24 | — | — | — | 6.5 | 5.534 | MON | 0.54 | 925.55 | 10/31/2007 | 7/1/2037 | |||||||||||||||||||||||||
BRSGEJ3J4 | E_CARAT_12 ABS CARAT | D | 412,791.73 | 425,433.68 | 256,799.11 | 412,791.73 | 12,641.95 | — | — | 12,531.8 | 2.542 | 2.812 | MON | 1.3 | 1,512.38 | 12/13/2005 | 3/1/2035 | ||||||||||||||||||||||||
273323AA3 | EAST LANE RE LTD CORP BND | F | 5,000,000 | 5,033,700 | 5,000,000 | 5,000,000 | 33,700 | — | — | — | 4 | 2.519 | MON | 5.46 | 72,679.75 | 8/2/2011 | 8/1/2026 | ||||||||||||||||||||||||
277432AM2 | EASTMAN CHEMICAL COMPANY SENIOR CORP BND | 822,228 | 836,175.76 | 825,000 | 823,065.52 | 13,110.24 | 136.23 | — | — | 4 | 2.601 | MON | 3.98 | 9,900 | 8/2/2011 | 7/1/2026 | |||||||||||||||||||||||||
278062AB0 | EATON CORPORATION SENIOR CORP BND | 1,173,959.42 | 1,160,358.85 | 1,175,000 | 1,173,997.65 | (13,638.8 | ) | 38.23 | — | — | 2.407 | 2.593 | MON | 3.68 | (293.75 | ) | 8/10/2007 | 4/1/2037 | |||||||||||||||||||||||
278642AB9 | EBAY INC. CORP BND | 6,110,519.26 | 6,178,570.74 | 6,058,000 | 6,098,964.89 | 79,605.85 | (5,769.31 | ) | — | — | 2.508 | 2.213 | MON | 2.02 | 49,221.25 | 1/4/2008 | 10/1/2036 | ||||||||||||||||||||||||
278642AG8 | EBAY INC. SENIOR CORP BND | 6,367,171.65 | 6,276,670.61 | 6,300,000 | 6,350,751.81 | (74,081.2 | ) | (3,515.91 | ) | — | — | 2.781 | 2.157 | MON | 7.29 | — | 3/9/2012 | 12/1/2036 | |||||||||||||||||||||||
281379AA5 | EDUSA_10-1 ABS 10-1-A1 144A | 525,612.31 | 532,195.08 | 525,612.31 | 525,612.31 | 6,582.77 | — | — | — | 6 | 4.67 | MON | 0.83 | 1,587.92 | 2/4/2009 | 1/1/2039 |
BRSHSVGM9 | EDWARDS (CAYMAN ISLANDS II) LT SENIOR | F | 2,003,986.29 | 2,024,856.08 | 2,024,228.57 | 2,006,002.17 | 18,853.91 | 3,362.28 | — | — | 6 | 4.594 | MON | (0.14 | ) | 34,472.04 | 2/4/2009 | 7/1/2037 | |||||||||||||||||||||||
29372EAT5 | EFF_12-2 SENIOR ABS 12-2 A3 144A | 660,592.97 | 658,422.61 | 660,000 | 660,575.13 | (2,152.52 | ) | (17.84 | ) | — | — | 6 | 4.895 | MON | 1.04 | 477.4 | 2/4/2009 | 1/1/2039 | |||||||||||||||||||||||
BRSL8UB98 | EFS COGEN HOLDINGS I LLC SENIOR SECURED | 3,979,800 | 4,042,632.6 | 4,020,000 | 3,980,019.11 | 62,613.49 | 219.11 | — | — | 6 | 4.975 | MON | (0.63 | ) | 7,158.9 | 2/4/2009 | 1/1/2039 | ||||||||||||||||||||||||
263534BQ1 | EI DU PONT DE NEMOURS & CO CORP BND | 2,202,898 | 2,127,745.17 | 1,900,000 | 2,134,230.47 | (6,485.3 | ) | (19,623.78 | ) | — | — | 6 | 5.131 | MON | 1.12 | 49,875 | 2/4/2009 | 1/1/2039 | |||||||||||||||||||||||
263534CH0 | EI DU PONT DE NEMOURS & CO CORP BND | 4,641,510 | 4,144,388.52 | 4,640,000 | 4,140,000 | 4,388.52 | (571.7 | ) | — | — | 6 | 4.85 | MON | 0.42 | 7,951.21 | 2/4/2009 | 1/1/2039 | ||||||||||||||||||||||||
28140DAA1 | ELAB_12-1 ABS 12-1 | 2,628,422.42 | 2,627,681.21 | 2,628,422.42 | 2,628,422.42 | (741.21 | ) | — | — | — | 6 | 4.719 | MON | 2.49 | 7,488.84 | 2/4/2009 | 1/1/2039 | ||||||||||||||||||||||||
268317AA2 | ELECTRICITE DE FRANCE SA CORP BND 144A | F | 9,449,250 | 8,623,108.03 | 8,600,000 | 8,615,013.56 | 8,094.47 | (55,249.9 | ) | — | — | 2.352 | 2.43 | MON | 3.18 | — | 8/10/2006 | 9/1/2032 | |||||||||||||||||||||||
29079DAB2 | EMBARCADERO REINSURANCE LTD CORP BND | F | 6,500,000 | 6,726,785 | 6,500,000 | 6,500,000 | 226,785 | — | — | — | 2.969 | 1.448 | MON | 2.85 | 81,924.91 | 4/22/2013 | 5/1/2042 | ||||||||||||||||||||||||
268648AP7 | EMC CORP SENIOR CORP BND | 1,998,860 | 1,978,789.22 | 2,000,000 | 1,998,983.24 | (20,194.02 | ) | 54.64 | — | — | 3 | 1.495 | MON | 4.26 | 18,229.16 | 2/13/2013 | 10/1/2022 | ||||||||||||||||||||||||
BRSBYALT0 | EMERGENCY MEDICAL SVCS CORP TERM LOAN | 5,630,019.51 | 5,670,080.22 | 5,658,310.94 | 5,638,640.28 | 31,439.94 | 1,173.3 | — | — | 3.5 | 2.779 | MON | (0.05 | ) | 57,795.89 | 2/3/2012 | 12/1/2041 | ||||||||||||||||||||||||
BRSLJ8BU8 | ENDO LUXEMBOURG FINANCE I COMP SENIOR | F | 144,275 | 145,241.72 | 145,000 | 144,275 | 966.72 | — | — | — | 2.363 | 2.712 | MON | (0.38 | ) | — | 2/22/2012 | 9/1/2033 | |||||||||||||||||||||||
29268BAD3 | ENEL FINANCE INTERNATIONAL NV CORP BND | F | 1,241,598.75 | 1,250,996.4 | 1,225,000 | 1,227,998.07 | 22,998.33 | (979.32 | ) | — | — | 2.375 | 1.44 | MON | 1.09 | 23,734.38 | 11/16/2009 | 7/1/2033 | |||||||||||||||||||||||
BRSECN1K1 | ENNIS-FLINT SENIOR SEC TERM NOTES | 2,691,700.1 | 2,722,759.36 | 2,709,213.29 | 2,696,571.07 | 26,188.29 | 747.23 | — | — | 2.442 | 2.747 | MON | (0.12 | ) | 43,272.16 | 1/9/2006 | 1/1/2034 | ||||||||||||||||||||||||
BRSDALFV0 | ENTERCOM RADIO LLC TERM LOAN | 935,318.53 | 959,178.69 | 954,406.66 | 940,984.45 | 18,194.24 | 1,086.28 | — | — | 2.232 | 2.344 | MON | (0.1 | ) | 8,569.25 | 4/2/2007 | 10/1/2034 | ||||||||||||||||||||||||
29372EAZ1 | ENTERPRISE FLEET FINANCING LLC | 299,978.79 | 301,136.99 | 300,000 | 299,981.58 | 1,155.41 | 2.37 | — | — | 2.375 | 2.486 | MON | 1.37 | 1,132.5 | 4/2/2007 | 11/1/2034 | |||||||||||||||||||||||||
29372EAY4 | ENTERPRISE FLEET FINANCING LLC ABS | 2,599,593.36 | 2,604,238.05 | 2,600,000 | 2,599,670.53 | 4,567.52 | 65.79 | — | — | 2.456 | 2.71 | MON | 1 | 6,890.01 | 9/30/2008 | 1/1/2035 | |||||||||||||||||||||||||
293791AN9 | ENTERPRISE PRODUCTS OPERATING CORP BND | 1,193,423 | 1,142,449 | 1,100,000 | 1,141,569.3 | 879.7 | (13,320.67 | ) | — | — | 2.398 | 2.529 | MON | 1.37 | 30,800 | 4/2/2007 | 2/1/2035 | ||||||||||||||||||||||||
293791AR0 | ENTERPRISE PRODUCTS OPERATING CORP BND | 4,324,320 | 4,190,536 | 4,000,000 | 4,194,822.88 | (4,286.88 | ) | (42,359.7 | ) | — | — | 2 | 0.888 | MON | 1.77 | — | 9/6/2012 | 3/25/2041 | |||||||||||||||||||||||
29379VAX1 | ENTERPRISE PRODUCTS OPERATING SENIOR | 2,651,676.5 | 2,668,861.67 | 2,650,000 | 2,650,910.23 | 17,951.44 | (150.47 | ) | — | — | 0.415 | 0.427 | MON | 0.81 | 3,576.39 | 8/13/2013 | 2/25/2043 | ||||||||||||||||||||||||
BRSJGG5M3 | ENTRAVISION COMMUN CORP SENIOR SECURED | 2,738,137.5 | 2,691,945.12 | 2,738,137.5 | 2,738,137.5 | (46,192.38 | ) | — | — | — | 5.5 | 5.373 | MON | 0.26 | 24,592.23 | 7/17/2008 | 2/1/2022 | ||||||||||||||||||||||||
BRSC4H8Q7 | EPICOR SOFTWARE CORP TERM LOAN | 6,402,883.73 | 6,492,468.75 | 6,468,212.95 | 6,424,307.8 | 68,160.95 | 3,205.34 | — | — | 5.5 | 3.125 | MON | (0.08 | ) | 75,410.92 | 9/29/2009 | 6/1/2022 | ||||||||||||||||||||||||
BRSJD01Z6 | EQUIPOWER RESOURCES HOLDINGS L SENIOR | 2,030,934.26 | 2,041,114.38 | 2,036,024.32 | 2,031,133.67 | 9,980.71 | 162.41 | — | — | 0.517 | 0.428 | MON | (0.04 | ) | 16,738.46 | 6/18/2013 | 6/15/2028 | ||||||||||||||||||||||||
L0594VKM1 | EUROPEAN INVESTMENT BANK CORP BND EMTN | D | 837,356.42 | 830,458.94 | 450,000 | 835,833.96 | (5,375.02 | ) | (1,522.46 | ) | — | 9,286.77 | 0.567 | 0.388 | MON | 2.2 | (4,796.34 | ) | 11/9/2012 | 11/15/2040 | |||||||||||||||||||||
BRS9ND148 | EUROPEAN INVESTMENT BANK CORP BND | D | 3,751,325.26 | 4,100,527.59 | 2,380,000 | 3,715,674.6 | 384,852.99 | (5,343.83 | ) | — | 295,338.36 | 6 | 1.809 | MON | 0.89 | 83,402.51 | 1/5/2011 | 3/1/2033 | |||||||||||||||||||||||
298785GC4 | EUROPEAN INVESTMENT BANK CORP BND | F | 4,970,000 | 4,849,050.15 | 5,000,000 | 4,974,013.68 | (124,963.53 | ) | 1,428.86 | — | — | 0.517 | 0.358 | MON | 1.71 | 25,000 | 11/5/2013 | 9/15/2038 | |||||||||||||||||||||||
298785FB7 | EUROPEAN INVESTMENT BANK CORP BND | F | 15,739,300 | 15,399,450 | 15,000,000 | 15,376,839.45 | 22,610.55 | (90,466.04 | ) | — | — | 0.317 | 0.313 | MON | 0.61 | — | 2/20/2013 | 3/15/2026 | |||||||||||||||||||||||
298785FV3 | EUROPEAN INVESTMENT BANK SENIOR CORP BND | F | 10,154,000 | 10,104,300 | 10,000,000 | 10,096,456.87 | 7,843.13 | (18,899.45 | ) | — | — | 5.5 | 1.4 | MON | 0.32 | 56,250 | 1/25/2012 | 5/1/2033 | |||||||||||||||||||||||
BRSL801J3 | EW SCRIPPS CO SENIOR SECURED TERM NOTES | 758,100 | 760,000 | 760,000 | 758,100 | 1,900 | — | — | — | 5 | 5.223 | MON | — | — | 12/14/2007 | 6/1/2018 | |||||||||||||||||||||||||
BRSL2KC12 | EXCELITAS TECHNOLOGIES COR SENIOR | 6,117,816.45 | 6,205,381.55 | 6,179,612.57 | 6,118,475.01 | 86,906.54 | 813.44 | — | — | 2.35 | 2.531 | MON | (0.5 | ) | 26,845.4 | 4/2/2007 | 7/1/2033 | ||||||||||||||||||||||||
30216BCD2 | EXPORT DEVELOPMENT CANADA CORP BND | A | 5,212,650 | 5,136,050 | 5,000,000 | 5,131,960.84 | 4,089.16 | (23,533.24 | ) | — | — | 4 | 1.918 | MON | 0.31 | 56,250 | 12/17/2013 | 2/1/2026 | |||||||||||||||||||||||
31398SKX0 | FANNIE MAE FNMA_10-142 AGENCY CMO 10-142 | 1,016,361.49 | 1,011,351.16 | 1,013,826.92 | 1,016,435.49 | (5,084.33 | ) | (344.21 | ) | — | — | 3.5 | 2.415 | MON | 1.31 | 1,770.17 | 8/3/2011 | 8/1/2026 | |||||||||||||||||||||||
34529XAD0 | FCALT_12-B ABS 12-B | 8,011,562.5 | 8,006,400.16 | 8,000,000 | 8,004,091.44 | 2,308.72 | (2,072.05 | ) | — | — | 4.5 | 2.535 | MON | 0.48 | 11,400 | 9/20/2011 | 9/1/2041 | ||||||||||||||||||||||||
31331KHV5 | FED FARM CR BKS AGENCY BND | 1,348,758.5 | 1,351,254.87 | 1,350,000 | 1,349,493.58 | 1,761.29 | 55.27 | — | — | 3 | 1.921 | MON | 0.39 | 830.91 | 4/24/2012 | 5/1/2027 | |||||||||||||||||||||||||
3133ECUQ5 | FED FARM CR BKS AGENCY BND | 1,499,805 | 1,499,998.98 | 1,500,000 | 1,499,840.37 | 158.61 | 19.61 | — | — | 4.5 | 3.301 | MON | 0.35 | 695.74 | 12/12/2013 | 1/1/2027 |
31331K2T6 | FED FARM CR BKS AGENCY BND | 1,800,000 | 1,802,024.33 | 1,800,000 | 1,800,000 | 2,024.33 | — | — | — | 3 | 1.904 | MON | 0.09 | 1,570 | 4/24/2012 | 3/1/2027 | |||||||||||||||||||||||||
3133EAYZ5 | FED FARM CR BKS AGENCY BND | 2,524,312.44 | 2,526,392.56 | 2,525,000 | 2,524,686.47 | 1,706.09 | 65.06 | — | — | 3 | 1.679 | MON | 0.15 | 1,266.88 | 8/7/2012 | 8/1/2027 | |||||||||||||||||||||||||
3133EA5D6 | FED FARM CR BKS AGENCY BND | 4,498,920 | 4,502,308.5 | 4,500,000 | 4,499,412.67 | 2,895.83 | 113.22 | — | — | 4 | 2.66 | MON | 0.15 | 2,180.94 | 2/27/2013 | 4/1/2041 | |||||||||||||||||||||||||
3133EA5A2 | FED FARM CR BKS AGENCY BND | 5,000,000 | 4,881,781 | 5,000,000 | 5,000,000 | (118,219 | ) | — | — | — | 3 | 1.982 | MON | 1.51 | 21,750 | 4/24/2012 | 3/1/2027 | ||||||||||||||||||||||||
3133EAVE5 | FED FARM CR BKS AGENCY BND | 6,497,855 | 6,503,855.02 | 6,500,000 | 6,498,828.07 | 5,026.95 | 200.7 | — | — | 4 | 2.181 | MON | 0.29 | 3,164.13 | 3/22/2013 | 10/1/2041 | |||||||||||||||||||||||||
BRSHSQTZ7 | FENDER MUSICAL INSTRUMENTS COR SENIOR | 1,306,923.75 | 1,339,108.4 | 1,320,125 | 1,308,455.35 | 30,653.05 | 1,479.29 | — | — | 3.5 | 2.001 | MON | (5.82 | ) | 20,569.39 | 1/24/2013 | 5/1/2027 | ||||||||||||||||||||||||
313383V81 | FHLB AGENCY BND | 1,499,940 | 1,501,544.96 | 1,500,000 | 1,499,951.31 | 1,593.65 | 7.32 | — | — | 3.5 | 2.306 | MON | 0.62 | — | 2/25/2013 | 1/1/2043 | |||||||||||||||||||||||||
313383BB6 | FHLB AGENCY BND | 1,992,600 | 1,994,240 | 2,000,000 | 1,993,280.13 | 959.87 | 680.13 | — | — | 2.5 | 1.635 | MON | 0.67 | 1,833.33 | 9/6/2012 | 9/1/2027 | |||||||||||||||||||||||||
313383QF1 | FHLB AGENCY BND | 2,000,060 | 2,000,415.74 | 2,000,000 | 2,000,033.92 | 381.82 | (19.81 | ) | — | — | 3.5 | 1.347 | MON | 0.15 | 654.44 | 5/13/2013 | 9/1/2022 | ||||||||||||||||||||||||
313382K85 | FHLB AGENCY BND | 2,997,150 | 2,990,730.06 | 3,000,000 | 2,997,896.7 | (7,166.64 | ) | 240.57 | — | — | 3 | 1.771 | MON | 1.18 | — | 3/13/2013 | 8/1/2027 | ||||||||||||||||||||||||
3130A0C65 | FHLB AGENCY BND | 5,040,205 | 5,023,487.4 | 5,050,000 | 5,040,552.06 | (17,064.66 | ) | 347.06 | — | — | 3.5 | 1.321 | MON | 3.21 | 2,846.36 | 5/13/2013 | 8/1/2022 | ||||||||||||||||||||||||
3133XWE70 | FHLB AGENCY BND | 7,454,591.35 | 7,472,943.3 | 7,395,000 | 7,409,504.42 | 63,438.88 | (8,140.92 | ) | — | — | 3 | 1.584 | MON | 0.31 | 92,437.5 | 4/29/2013 | 3/1/2028 | ||||||||||||||||||||||||
313371PC4 | FHLB UNSEC AGENCY BND | 2,524,200 | 2,515,850 | 2,500,000 | 2,509,253.55 | 6,596.45 | (2,456.44 | ) | — | — | 3 | 2.078 | MON | 0.2 | 10,937.5 | 10/23/2013 | 10/1/2028 | ||||||||||||||||||||||||
3134G4FL7 | FHLMC AGENCY BND | 499,750 | 499,910.01 | 500,000 | 499,792.63 | 117.38 | 31.13 | — | — | 5 | 1.435 | MON | 0.52 | — | 3/7/2013 | 8/15/2019 | |||||||||||||||||||||||||
3134G3LA6 | FHLMC AGENCY BND | 2,100,663.18 | 2,100,903 | 2,100,000 | 2,100,049.51 | 853.49 | (79.92 | ) | — | — | 5.5 | 5.252 | MON | 0.1 | — | 12/20/2007 | 2/25/2035 | ||||||||||||||||||||||||
3134G36F2 | FHLMC AGENCY BND | 2,130,000 | 2,129,552.61 | 2,130,000 | 2,130,000 | (447.39 | ) | — | — | — | 3 | 2.094 | MON | 0.43 | — | 10/23/2013 | 10/1/2028 | ||||||||||||||||||||||||
3134G4LB2 | FHLMC AGENCY BND | 2,270,454 | 2,260,919.95 | 2,270,000 | 2,270,366.6 | (9,446.65 | ) | (87.4 | ) | — | — | 5.5 | 5.684 | MON | 2.97 | — | 6/17/2008 | 5/15/2034 | |||||||||||||||||||||||
3134G3NL0 | FHLMC AGENCY BND | 4,993,000 | 5,001,786.05 | 5,000,000 | 4,997,311.05 | 4,475 | 584.12 | — | — | 5.5 | 0.204 | MON | 0.26 | — | 11/16/2012 | 7/25/2034 | |||||||||||||||||||||||||
3137EACY3 | FHLMC AGENCY BND | 5,000,300 | 5,024,750 | 5,000,000 | 5,000,091.31 | 24,658.69 | (25.48 | ) | — | — | 0.317 | 0.39 | MON | 0.2 | 18,750 | 4/23/2010 | 2/15/2033 | ||||||||||||||||||||||||
3137EADQ9 | FHLMC AGENCY BND | 5,276,683.38 | 5,270,667.44 | 5,277,000 | 5,276,761.48 | (6,094.04 | ) | 25.28 | — | — | 0.317 | 0.313 | MON | 1.65 | 13,192.5 | 7/22/2011 | 10/15/2020 | ||||||||||||||||||||||||
3134G36A3 | FHLMC AGENCY BND | 6,750,000 | 6,739,132.3 | 6,750,000 | 6,750,000 | (10,867.7 | ) | — | — | — | 3 | 1.626 | MON | 1.34 | — | 4/29/2013 | 3/1/2028 | ||||||||||||||||||||||||
3134G3J76 | FHLMC AGENCY BND | 7,002,107 | 7,010,710.56 | 7,000,000 | 7,001,192.43 | 9,518.13 | (180.61 | ) | — | — | 6.5 | 5.194 | MON | 0.36 | — | 1/14/2008 | 7/25/2034 | ||||||||||||||||||||||||
3137EACH0 | FHLMC AGENCY BND | 8,563,258.24 | 8,232,640 | 8,000,000 | 8,192,114.86 | 40,525.14 | (43,223.59 | ) | — | — | 0.365 | 0.396 | MON | 0.24 | — | 3/23/2011 | 1/25/2037 | ||||||||||||||||||||||||
3134G2UA8 | FHLMC AGENCY BND | 11,107,050 | 11,057,638.9 | 11,000,000 | 11,025,526.17 | 32,112.73 | (10,011.37 | ) | — | — | 3 | 2.509 | MON | 0.18 | — | 11/26/2013 | 11/1/2028 | ||||||||||||||||||||||||
3134G4ET1 | FHLMC AGENCY BND MTN | 4,996,750 | 4,998,099.9 | 5,000,000 | 4,997,160.64 | 939.26 | 269.85 | — | — | 0.367 | 0.341 | MON | 2.59 | — | 2/28/2013 | 11/15/2036 | |||||||||||||||||||||||||
31396UWM8 | FHLMC AGENCY CMO 3184 FA | 351,048.37 | 351,432.75 | 351,432.75 | 351,362.67 | 70.08 | 77.01 | — | — | 5 | 5.057 | MON | 0.32 | 366.45 | 7/29/2008 | 10/25/2022 | |||||||||||||||||||||||||
31398WV35 | FHLMC AGENCY CMO 3654 | 100,234.25 | 100,117.5 | 93,404.08 | 98,051.45 | 2,066.05 | (1,012.69 | ) | — | — | 5 | 2.847 | MON | 3.95 | 1,244.54 | 6/1/2009 | 9/15/2022 | ||||||||||||||||||||||||
31396CLF5 | FHLMC AGENCY CMO_3054 DW | 21,369.47 | 21,962.23 | 21,449.92 | 21,396.54 | 565.69 | 18.84 | — | — | 5.5 | 2.049 | MON | 4.14 | 351.36 | 11/20/2013 | 4/15/2040 | |||||||||||||||||||||||||
3133TJP56 | FHLMC CMO AGENCY CMO_2130 QS | 1,084,905.25 | 1,184,452.02 | 1,069,860.35 | 1,082,850.83 | 101,601.19 | (540.29 | ) | — | — | 0.635 | 0.493 | MON | 4.47 | 16,625.32 | 8/15/2013 | 12/25/2040 | ||||||||||||||||||||||||
31395EC47 | FHLMC CMO_2839 TS | 1,266,577.29 | 1,261,078.91 | 1,178,896.83 | 1,255,699.52 | 5,379.39 | (11,227.5 | ) | — | — | 0.565 | 0.587 | MON | 2.47 | 15,724.3 | 9/3/2013 | 10/25/2040 | ||||||||||||||||||||||||
31397Y5H0 | FHLMC CMO_3484 DA | 589,090.61 | 578,802.99 | 566,263.1 | 571,221.55 | 7,581.44 | (4,372.69 | ) | — | — | 5 | 1.276 | MON | 13.35 | 8,668.63 | 2/1/2012 | 11/15/2028 | ||||||||||||||||||||||||
3137A7SR2 | FHLMC CMO_3824 FA | 3,702,456.63 | 3,688,147.3 | 3,702,167.4 | 3,702,412.97 | (14,265.67 | ) | (40.42 | ) | — | — | 5 | 5.227 | MON | 0.76 | 3,236.3 | 12/14/2007 | 3/1/2018 | |||||||||||||||||||||||
3128KWBZ5 | FHLMC GOLD POOL # A65456 | 14,205.77 | 15,467.99 | 13,671.73 | 14,184.32 | 1,283.67 | (50.42 | ) | — | — | 2.392 | 2.562 | MON | 4.72 | 212.35 | 8/10/2006 | 1/1/2033 | ||||||||||||||||||||||||
3128KWFX6 | FHLMC GOLD POOL # A65582 | 30,964.84 | 33,716.13 | 29,800.75 | 30,918.39 | 2,797.74 | (12.85 | ) | — | — | 2.409 | 2.588 | MON | 4.73 | 450.44 | 4/2/2007 | 3/1/2033 |
3128KWFY4 | FHLMC GOLD POOL # A65583 | 30,985.23 | 33,738.35 | 29,820.39 | 30,938.27 | 2,800.08 | (97.34 | ) | — | — | 5 | 5.229 | MON | 4.73 | 467.15 | 12/14/2007 | 4/1/2018 | ||||||||||||||||||||||||
3128KWNV1 | FHLMC GOLD POOL # A65804 | 840,851.32 | 935,719.92 | 831,304.31 | 840,414.7 | 95,305.22 | (59.84 | ) | — | — | 5 | 5.226 | MON | 4.78 | 12,522.51 | 12/14/2007 | 4/1/2018 | ||||||||||||||||||||||||
3128KWNX7 | FHLMC GOLD POOL # A65806 | 1,156,977.9 | 1,287,513.32 | 1,143,841.6 | 1,156,382.88 | 131,130.44 | (77.9 | ) | — | — | 2.342 | 2.607 | MON | 4.79 | 17,214.92 | 8/10/2006 | 4/1/2033 | ||||||||||||||||||||||||
3128KWTK9 | FHLMC GOLD POOL # A65954 | 36,804.62 | 40,074.77 | 35,420.98 | 36,749.38 | 3,325.39 | (156.21 | ) | — | — | 2.55 | 0.975 | MON | 4.74 | 557.71 | 2/23/2012 | 5/1/2033 | ||||||||||||||||||||||||
3128KWTP8 | FHLMC GOLD POOL # A65958 | 28,328.58 | 30,845.65 | 27,263.61 | 28,287.14 | 2,558.51 | (83.44 | ) | — | — | 5 | 5.252 | MON | 4.73 | 435.02 | 7/17/2008 | 11/1/2019 | ||||||||||||||||||||||||
3128KWTZ6 | FHLMC GOLD POOL # A65968 | 26,855.44 | 29,241.58 | 25,845.82 | 26,815.57 | 2,426.01 | (51.32 | ) | — | — | 2.33 | 2.527 | MON | 4.73 | 407.25 | 9/17/2008 | 7/1/2035 | ||||||||||||||||||||||||
3128KWT29 | FHLMC GOLD POOL # A65969 | 23,618.55 | 25,717.11 | 22,730.64 | 23,583.27 | 2,133.84 | (48.57 | ) | — | — | 2.529 | 2.656 | MON | 4.73 | 359.37 | 9/28/2006 | 3/1/2035 | ||||||||||||||||||||||||
3128KW5Q2 | FHLMC GOLD POOL # A66255 | 632,702.61 | 697,938.99 | 625,518.92 | 632,374.98 | 65,564.01 | (43.39 | ) | — | — | 5 | 3.029 | MON | 4.87 | 9,416.82 | 4/30/2010 | 6/1/2035 | ||||||||||||||||||||||||
3128KYXE4 | FHLMC GOLD POOL # A67877 | 24,380.37 | 26,546.63 | 23,463.83 | 24,342.21 | 2,204.42 | (9.12 | ) | — | — | 2.625 | 3.078 | MON | 4.71 | 354.5 | 4/2/2007 | 9/1/2033 | ||||||||||||||||||||||||
312929CM2 | FHLMC GOLD POOL # A82776 | 9,677.62 | 10,537.26 | 9,313.79 | 9,664.09 | 873.17 | (29.96 | ) | — | — | 5 | 5.218 | MON | 4.78 | 144.08 | 12/14/2007 | 4/1/2019 | ||||||||||||||||||||||||
312930LH1 | FHLMC GOLD POOL # A83928 | 18,781.71 | 20,450.07 | 18,075.63 | 18,753.74 | 1,696.33 | (3.87 | ) | — | — | 5 | 5.205 | MON | 4.79 | 272.14 | 12/14/2007 | 12/1/2019 | ||||||||||||||||||||||||
312930LQ1 | FHLMC GOLD POOL # A83935 | 45,110.39 | 49,117.49 | 43,414.51 | 45,040.6 | 4,076.89 | (52.86 | ) | — | — | 5 | 5.218 | MON | 4.79 | 671.02 | 12/14/2007 | 11/1/2018 | ||||||||||||||||||||||||
312930RC6 | FHLMC GOLD POOL # A84083 | 23,705.08 | 25,806.96 | 22,813.92 | 23,663.16 | 2,143.8 | (65.27 | ) | — | — | 2.415 | 2.609 | MON | 4.78 | 361.19 | 5/15/2006 | 11/1/2033 | ||||||||||||||||||||||||
312930RV4 | FHLMC GOLD POOL # A84100 | 12,237.93 | 13,325.04 | 11,777.88 | 12,219.92 | 1,105.12 | (24.7 | ) | — | — | 2.199 | 2.448 | MON | 4.78 | 180.14 | 4/2/2007 | 12/1/2033 | ||||||||||||||||||||||||
312930TB6 | FHLMC GOLD POOL # A84146 | 12,720.1 | 13,847.98 | 12,241.92 | 12,702.25 | 1,145.73 | (2.52 | ) | — | — | 5 | 5.226 | MON | 4.78 | 184.17 | 12/14/2007 | 1/1/2019 | ||||||||||||||||||||||||
31292KJH1 | FHLMC GOLD POOL # C02964 | 1,884.74 | 2,052.2 | 1,813.88 | 1,881.91 | 170.29 | (2.28 | ) | — | — | 2.397 | 2.846 | MON | 4.72 | 27.85 | 9/30/2008 | 6/1/2034 | ||||||||||||||||||||||||
3128M4HY2 | FHLMC GOLD POOL # G02647 | 665,341.99 | 736,825.13 | 674,511.12 | 665,675.75 | 71,149.38 | 1,297.54 | — | — | 2.383 | 2.658 | MON | 4.59 | 10,149.81 | 8/10/2006 | 2/1/2034 | |||||||||||||||||||||||||
3128M4ZG1 | FHLMC GOLD POOL # G03143 | 3,641.12 | 3,964.61 | 3,504.21 | 3,635.56 | 329.05 | (9.97 | ) | — | — | 2.434 | 2.576 | MON | 4.72 | 55.2 | 4/2/2007 | 2/1/2035 | ||||||||||||||||||||||||
3128M5HK9 | FHLMC GOLD POOL # G03534 | 5,924,990.14 | 6,471,506.31 | 5,765,536.95 | 5,918,313.61 | 553,192.7 | (17,870.84 | ) | — | — | 2.389 | 2.54 | MON | 5.28 | 100,933.28 | 2/24/2006 | 7/1/2034 | ||||||||||||||||||||||||
3128M6UB2 | FHLMC GOLD POOL # G04778 | 86,299.96 | 93,965.89 | 83,055.6 | 86,170.84 | 7,795.05 | (124.9 | ) | — | — | 2.083 | 2.039 | MON | 4.76 | 1,277.71 | 6/30/2007 | 10/1/2034 | ||||||||||||||||||||||||
3128M7AZ9 | FHLMC GOLD POOL # G05124 | 226,016.89 | 246,093.72 | 217,520.02 | 225,686.73 | 20,406.99 | (640.29 | ) | — | — | 2.194 | 2.312 | MON | 4.78 | 3,429.03 | 4/2/2007 | 10/1/2034 | ||||||||||||||||||||||||
3128MBBR7 | FHLMC GOLD POOL # G12548 | 670,339.47 | 729,843.47 | 668,876.32 | 669,730.62 | 60,112.85 | (77.39 | ) | — | — | 1.985 | 1.945 | MON | 3.19 | 9,765.31 | 6/30/2007 | 11/1/2034 | ||||||||||||||||||||||||
3128MBU70 | FHLMC GOLD POOL # G13106 | 882,597.69 | 877,822.08 | 822,934.91 | 879,720.18 | (1,898.1 | ) | (6,798.64 | ) | — | — | 2.113 | 2.242 | MON | 2.99 | 10,947.04 | 4/2/2007 | 11/1/2034 | |||||||||||||||||||||||
3128MCRQ0 | FHLMC GOLD POOL # G13895 | 2,646,916.81 | 2,615,778.95 | 2,458,674.54 | 2,609,052.19 | 6,726.76 | (19,397.04 | ) | — | — | 2.241 | 2.368 | MON | 2.78 | 32,745.41 | 4/2/2007 | 1/1/2035 | ||||||||||||||||||||||||
3128MDCL5 | FHLMC GOLD POOL # G14375 | 224,974.29 | 223,293.17 | 211,398.54 | 224,829.12 | (1,535.95 | ) | (145.17 | ) | — | — | 2.214 | 2.342 | MON | 3.06 | (375.82 | ) | 4/2/2007 | 12/1/2034 | ||||||||||||||||||||||
3128MDM91 | FHLMC GOLD POOL # G14684 | 2,213,724.18 | 2,145,206.64 | 2,105,019.65 | 2,206,019.16 | (60,812.52 | ) | (6,490.47 | ) | — | — | 2.316 | 2.444 | MON | 2.56 | 16,243.32 | 4/2/2007 | 1/1/2035 | |||||||||||||||||||||||
3128MDNM1 | FHLMC GOLD POOL # G14696 | 1,148,869.45 | 1,132,947.91 | 1,034,726.2 | 1,143,603.15 | (10,655.24 | ) | (12,395.48 | ) | — | — | 2.424 | 2.56 | MON | 4.06 | 16,512.26 | 4/2/2007 | 1/1/2035 | |||||||||||||||||||||||
3128MDVW0 | FHLMC GOLD POOL # G14929 | 920,378.9 | 912,734.05 | 858,193.41 | 919,868.19 | (7,134.14 | ) | (1,040.66 | ) | — | — | 2.42 | 2.524 | MON | 9.28 | 865.51 | 4/2/2007 | 11/1/2034 | |||||||||||||||||||||||
3128MTB72 | FHLMC GOLD POOL # H00962 | 149,228.11 | 161,361.46 | 146,358.14 | 149,104.48 | 12,256.98 | (134.84 | ) | — | — | 2.431 | 2.532 | MON | 5.46 | 2,455.16 | 9/28/2006 | 2/1/2035 | ||||||||||||||||||||||||
3128MTEE4 | FHLMC GOLD POOL # H01033 | 2,420,451.04 | 2,617,251.17 | 2,373,900.33 | 2,418,372.33 | 198,878.84 | (8,004.06 | ) | — | — | 2.237 | 2.354 | MON | 5.46 | 42,967.37 | 4/2/2007 | 3/1/2035 | ||||||||||||||||||||||||
3128MTF29 | FHLMC GOLD POOL # H01085 | 108,677.21 | 117,513.45 | 106,587.1 | 108,573.43 | 8,940.02 | (18.7 | ) | — | — | 2.381 | 2.498 | MON | 5.46 | 1,738.62 | 9/28/2006 | 2/1/2035 | ||||||||||||||||||||||||
3128PVWH9 | FHLMC GOLD POOL # J16048 | 6,928,092.23 | 6,999,646.22 | 6,558,170.44 | 6,892,780.51 | 106,865.71 | (14,103.08 | ) | — | — | 2.685 | 2.832 | MON | 8.64 | 66,986.08 | 4/2/2007 | 4/1/2035 | ||||||||||||||||||||||||
3128PV4J6 | FHLMC GOLD POOL # J16225 | 2,230,756.93 | 2,253,796.38 | 2,111,646.84 | 2,220,101.74 | 33,694.64 | (5,457.5 | ) | — | — | 2.39 | 1.891 | MON | 2.89 | 21,674.76 | 12/4/2009 | 3/1/2035 | ||||||||||||||||||||||||
31306YAL5 | FHLMC GOLD POOL # J20911 | 2,041,102.23 | 1,993,267.85 | 1,940,297.72 | 2,033,822.58 | (40,554.73 | ) | (4,513.94 | ) | — | — | 2.472 | 2.633 | MON | 2.35 | 14,827.83 | 4/2/2007 | 5/1/2035 |
3132GLQP2 | FHLMC GOLD POOL # Q05262 | 3,800,314.66 | 3,649,590.11 | 3,672,356 | 3,796,843.3 | (147,253.19 | ) | (2,873.67 | ) | — | — | 2.502 | 2.19 | MON | 3.57 | 32,615.3 | 2/20/2009 | 6/1/2035 | |||||||||||||||||||||||
3128JLHB8 | FHLMC POOL # 1B1225 | 47,067.04 | 49,582.14 | 47,798.33 | 47,102.99 | 2,479.15 | 60.64 | — | — | 2.243 | 2.963 | MON | 1.96 | 305.6 | 3/16/2006 | 8/1/2035 | |||||||||||||||||||||||||
3128JMW45 | FHLMC POOL # 1B2566 | 67,622.12 | 71,984.36 | 68,153.72 | 67,652.86 | 4,331.5 | 8.73 | — | — | 2.562 | 2.705 | MON | 1.94 | 467.4 | 1/20/2006 | 4/1/2035 | |||||||||||||||||||||||||
3128JMXM4 | FHLMC POOL # 1B2583 | 1,329,513.7 | 1,416,058.07 | 1,344,273.85 | 1,330,613.29 | 85,444.78 | 192.91 | — | — | 2.13 | 2.258 | MON | 1.96 | 9,246.89 | 5/12/2006 | 11/1/2035 | |||||||||||||||||||||||||
3128JMY68 | FHLMC POOL # 1B2632 | 78,788.26 | 86,353.39 | 79,407.65 | 78,822.32 | 7,531.07 | 63.88 | — | — | 2.612 | 2.718 | MON | 1.64 | 598.16 | 5/4/2006 | 3/1/2036 | |||||||||||||||||||||||||
3128JMZG5 | FHLMC POOL # 1B2642 | 122,759.52 | 130,098.18 | 123,724.59 | 122,814.03 | 7,284.15 | 63.52 | — | — | 5 | 5.209 | MON | 1.98 | 891.84 | 12/14/2007 | 8/1/2020 | |||||||||||||||||||||||||
3128JNAL9 | FHLMC POOL # 1B2810 | 152,684.64 | 164,032.02 | 154,273.64 | 152,770.88 | 11,261.14 | 14.33 | — | — | 2.243 | 2.264 | MON | 2.11 | 1,079.16 | 6/18/2007 | 5/1/2035 | |||||||||||||||||||||||||
3128NCB37 | FHLMC POOL # 1G0058 | 175,350.55 | 185,394.27 | 175,762.49 | 175,334.09 | 10,060.18 | 19.13 | — | — | 2.354 | 2.306 | MON | 2.09 | 1,217.62 | 6/18/2007 | 5/1/2033 | |||||||||||||||||||||||||
3128NCD68 | FHLMC POOL # 1G0125 | 1,519,619.19 | 1,628,267.35 | 1,552,116.63 | 1,523,426.36 | 104,840.99 | 3,680.42 | — | — | 2.439 | 2.884 | MON | 2.03 | 10,962.63 | 6/18/2007 | 4/1/2034 | |||||||||||||||||||||||||
3128NCMS0 | FHLMC POOL # 1G0369 | 248,144.68 | 259,297.79 | 246,910.14 | 247,942.68 | 11,355.11 | (2.76 | ) | — | — | 2.349 | 2.452 | MON | 1.85 | 1,614.96 | 2/22/2012 | 8/1/2033 | ||||||||||||||||||||||||
3128QJLG9 | FHLMC POOL # 1G1227 | 199,018.98 | 206,112.61 | 195,116.68 | 198,527.61 | 7,585 | (42.98 | ) | — | — | 1.79 | 1.99 | MON | 1.97 | 1,305.53 | 6/18/2007 | 6/1/2033 | ||||||||||||||||||||||||
3128QJRN8 | FHLMC POOL # 1G1393 | 1,207,286.14 | 1,213,035.53 | 1,158,803.52 | 1,204,545.29 | 8,490.24 | (4,681.28 | ) | — | — | 2.386 | 2.643 | MON | 2.32 | 8,715.89 | 6/18/2007 | 2/1/2035 | ||||||||||||||||||||||||
3128QJ3B0 | FHLMC POOL # 1G1694 | 1,272,574.6 | 1,360,268.86 | 1,291,697.79 | 1,274,087.67 | 86,181.19 | 213.18 | — | — | 2.518 | 2.816 | MON | 1.91 | 7,813.73 | 6/18/2007 | 3/1/2034 | |||||||||||||||||||||||||
31342AZE2 | FHLMC POOL # 780741 | 432,451.69 | 444,092.19 | 419,156.57 | 431,734.86 | 12,357.33 | (930.26 | ) | — | — | 2.291 | 2.489 | MON | 1.72 | 2,575.28 | 6/18/2007 | 12/1/2033 | ||||||||||||||||||||||||
31342A6F1 | FHLMC POOL # 780870 | 291,630.73 | 314,329.64 | 296,162 | 291,870 | 22,459.64 | 155.25 | — | — | 2.473 | 2.575 | MON | 1.7 | 1,807.89 | 6/18/2007 | 2/1/2034 | |||||||||||||||||||||||||
31349SJK0 | FHLMC POOL # 781166 | 615,541.23 | 659,944.07 | 625,733.85 | 616,304.6 | 43,639.47 | 303.29 | — | — | 2.539 | 2.574 | MON | 1.85 | 3,912.35 | 6/18/2007 | 4/1/2035 | |||||||||||||||||||||||||
31349UCW6 | FHLMC POOL # 782785 | 136,996.46 | 146,308.6 | 138,073.47 | 137,056.97 | 9,251.63 | 56.21 | — | — | 2.255 | 2.558 | MON | 1.62 | 802.37 | 6/18/2007 | 1/1/2035 | |||||||||||||||||||||||||
31349UEJ3 | FHLMC POOL # 782837 | 238,713.49 | 254,442.4 | 240,590.1 | 238,812.87 | 15,629.53 | 103.77 | — | — | 2.329 | 2.438 | MON | 1.78 | 1,478.53 | 6/18/2007 | 7/1/2033 | |||||||||||||||||||||||||
31349UJL3 | FHLMC POOL # 782967 | 79,169.7 | 85,079.87 | 80,362.59 | 79,244.52 | 5,835.35 | 41.07 | — | — | 5 | 3.857 | MON | 1.85 | 506.84 | 2/26/2009 | 10/1/2021 | |||||||||||||||||||||||||
31349ULB2 | FHLMC POOL # 783022 | 249,763.14 | 266,333.49 | 251,993.28 | 249,887.45 | 16,446.04 | 89.12 | — | — | 6.5 | 4.519 | MON | 1.81 | 1,561.94 | 1/25/2008 | 11/1/2037 | |||||||||||||||||||||||||
31295NXK9 | FHLMC POOL # 789682 | 29,341.36 | 30,827.17 | 29,510.82 | 29,349.53 | 1,477.64 | 1.43 | — | — | 6 | (0.455 | ) | MON | 1.83 | 175.4 | 10/23/2013 | 10/1/2040 | ||||||||||||||||||||||||
3128JRJS6 | FHLMC POOL # 847473 | 1,563,796.86 | 1,654,337.14 | 1,570,175.72 | 1,563,944.01 | 90,393.13 | 302.46 | — | — | 2.48 | 2.404 | MON | 1.82 | 9,500.91 | 12/13/2006 | 12/1/2036 | |||||||||||||||||||||||||
3128JRKQ8 | FHLMC POOL # 847503 | 744,953.62 | 811,317.53 | 762,771.5 | 745,945.53 | 65,372 | 772.05 | — | — | 2.4 | 2.271 | MON | 1.88 | 5,004.35 | 12/14/2006 | 1/1/2037 | |||||||||||||||||||||||||
3128JRPZ3 | FHLMC POOL # 847640 | 293,827.7 | 318,099.26 | 295,437.83 | 293,883.88 | 24,215.38 | 50.63 | — | — | 6 | 5.468 | MON | 1.88 | 1,970.1 | 3/29/2007 | 3/1/2037 | |||||||||||||||||||||||||
3128JRP26 | FHLMC POOL # 847641 | 452,237.63 | 478,539.91 | 455,884.7 | 452,459.61 | 26,080.3 | 177.46 | — | — | 5.5 | 3.193 | MON | 1.91 | 3,169.73 | 9/29/2009 | 7/1/2022 | |||||||||||||||||||||||||
3128JR6Z4 | FHLMC POOL # 848088 | 6,653,531.72 | 6,751,217.35 | 6,331,985.58 | 6,637,400.02 | 113,817.33 | (13,741.81 | ) | — | — | 2.42 | 1.241 | MON | 1.74 | 39,152.98 | 2/14/2012 | 10/1/2036 | ||||||||||||||||||||||||
31300L3D5 | FHLMC POOL # 848896 | 2,263,805.87 | 2,262,384.41 | 2,152,162.44 | 2,262,769.96 | (385.55 | ) | (6,404.93 | ) | — | — | 5.5 | 3.059 | MON | 2.55 | 16,553.75 | 9/29/2009 | 5/1/2022 | |||||||||||||||||||||||
3134G42Q0 | FHLMC UNSECURED AGENCY BND | 247,725 | 247,967.49 | 250,000 | 247,912.92 | 54.57 | 185.88 | — | — | 5.5 | 2.895 | MON | 0.89 | 750 | 10/21/2009 | 8/1/2022 | |||||||||||||||||||||||||
3134G3W55 | FHLMC UNSECURED AGENCY BND | 249,972.5 | 250,067.5 | 250,000 | 249,982.3 | 85.2 | 2.34 | — | — | 5.5 | 2.985 | MON | 0.44 | 562.5 | 9/29/2009 | 6/1/2022 | |||||||||||||||||||||||||
3137EADP1 | FHLMC UNSECURED AGENCY BND | 14,877,000 | 14,623,649.55 | 15,000,000 | 14,898,442.84 | (274,793.29 | ) | 6,038.31 | — | — | 5 | 3.009 | MON | 1.5 | — | 9/29/2009 | 3/1/2023 | ||||||||||||||||||||||||
31397JRY2 | FHLMC_3345 AGENCY CMO 3345 | 1,514,832.97 | 1,511,747.34 | 1,514,596.3 | 1,514,743.87 | (2,996.53 | ) | (67.81 | ) | — | — | 5 | 2.884 | MON | 1.15 | 1,592.45 | 9/29/2009 | 12/1/2022 | |||||||||||||||||||||||
31397JAB0 | FHLMC_3346A AGNECY CMO_3335-AF | 292,227.08 | 291,766.54 | 292,204.26 | 292,221.07 | (454.53 | ) | (2.41 | ) | — | — | 5 | 2.994 | MON | 0.36 | 253.46 | 9/29/2009 | 3/1/2023 | |||||||||||||||||||||||
31398Q4P9 | FHLMC_3674 SENIOR AGENCY CMO 3674 HJ | 2,005,422.59 | 1,976,957.39 | 1,795,063.59 | 2,004,010.46 | (27,053.07 | ) | (3,525.55 | ) | — | — | 5.5 | 2.936 | MON | 9.18 | 1,662.01 | 9/29/2009 | 12/1/2022 | |||||||||||||||||||||||
3137A63Z3 | FHLMC_3792 AGENCY CMO 3792 | 3,810,577.65 | 3,794,909.57 | 3,784,558.8 | 3,807,641.04 | (12,731.47 | ) | (2,028.73 | ) | — | — | 5 | 2.83 | MON | 1.09 | 5,672.68 | 10/21/2009 | 12/1/2023 |
3137ACNE5 | FHLMC_3879 CMO_3879 MF | 396,421.2 | 395,320.53 | 394,878.7 | 396,413.6 | (1,093.07 | ) | (63.82 | ) | — | — | 5.5 | 3.088 | MON | 0.51 | 215.27 | 9/29/2009 | 3/1/2023 | |||||||||||||||||||||||
BRSKMVVS8 | FIELDWOOD ENERGY LLC SENIOR SECURED TERM | 1,086,801.19 | 1,098,936.22 | 1,092,262.5 | 1,087,047.62 | 11,888.6 | 260.12 | — | — | 5.5 | 6.803 | MON | (2.79 | ) | 471.45 | 7/25/2008 | 6/1/2038 | ||||||||||||||||||||||||
BRSL992B9 | FILTRATION GROUP CORP SENIOR SECURED | 1,044,750 | 1,059,849 | 1,050,000 | 1,044,778.99 | 15,070.01 | 28.99 | — | — | 5 | 3.479 | MON | (2.78 | ) | — | 3/20/2009 | 12/1/2021 | ||||||||||||||||||||||||
BRSJ16FK4 | FIRST DATA CORP SENIOR SECURED TERM | 3,491,508.09 | 3,501,960 | 3,500,000 | 3,491,799.96 | 10,160.04 | 291.87 | — | — | 5.5 | 3.037 | MON | (0.2 | ) | 24,719.14 | 9/29/2009 | 3/1/2024 | ||||||||||||||||||||||||
BRSBT2DD8 | FIRST DATA CORP TERM LOAN | 5,487,000.56 | 5,689,638.14 | 5,685,715 | 5,543,738.04 | 145,900.1 | 7,909.87 | — | — | 5 | 2.995 | MON | (0.02 | ) | 59,958.86 | 10/21/2009 | 6/1/2023 | ||||||||||||||||||||||||
33766QAA5 | FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 | 499,999.5 | 499,785.01 | 500,000 | 499,998.56 | (213.55 | ) | 0.36 | — | — | 5.5 | 2.948 | MON | 0.69 | — | 10/21/2009 | 12/1/2023 | ||||||||||||||||||||||||
BRSHG9BV6 | FIRTH RIXSON LTD SENIOR SECURED TERM | F | 495,000 | 495,990 | 495,000 | 495,000 | 990 | — | — | — | 5 | 2.061 | MON | (0.06 | ) | 6,630.45 | 11/10/2011 | 7/1/2019 | |||||||||||||||||||||||
337738AK4 | FISERV INC CORP BND | 789,567.5 | 780,829.13 | 750,000 | 781,231.88 | (402.75 | ) | (3,140.24 | ) | — | — | 4.5 | 2.673 | MON | 2.83 | 11,718.75 | 3/21/2013 | 4/1/2039 | |||||||||||||||||||||||
337738AH1 | FISERV INC CORP BND | 1,578,345 | 1,554,192.47 | 1,500,000 | 1,552,943.18 | 1,249.29 | (7,587.85 | ) | — | — | 5 | 2.913 | MON | 1.04 | 23,437.5 | 9/28/2009 | 6/1/2024 | ||||||||||||||||||||||||
BRSG8UAX7 | FLEETPRIDE INC SENIOR SECURED TERM LOAN | 2,387,246.07 | 2,366,015.96 | 2,397,470.78 | 2,388,798.83 | (22,782.87 | ) | 704.01 | — | — | 3 | 1.624 | MON | 0.22 | 43,646.2 | 4/29/2013 | 4/1/2028 | ||||||||||||||||||||||||
BRSFEV6K3 | FLY FUNDING II SARL TERM NOTES | F | 2,084,775 | 2,104,630 | 2,090,000 | 2,084,775 | 19,855 | — | — | — | 2.5 | 1.775 | MON | (0.12 | ) | — | 3/13/2013 | 3/1/2028 | |||||||||||||||||||||||
30249UAA9 | FMC TECHNOLOGIES INC SENIOR CORP BND | 349,184.5 | 345,774.99 | 350,000 | 349,385.22 | (3,610.23 | ) | 39.91 | — | — | 3 | 1.579 | MON | 2.34 | 3,500 | 4/29/2013 | 3/1/2028 | ||||||||||||||||||||||||
30254WAB5 | FMS WERTMANAGEMENT LT GTD SENIOR CORP | F | 1,499,175 | 1,498,710.02 | 1,500,000 | 1,499,383.4 | (673.38 | ) | 67.35 | — | — | 5 | 1.752 | MON | 0.66 | 4,687.5 | 2/26/2013 | 5/1/2021 | |||||||||||||||||||||||
BRSF8V463 | FMS WERTMANAGEMENT LT GTD SENIOR CORP | D | 2,837,654.13 | 2,984,177.58 | 1,800,000 | 2,840,589.93 | 143,587.65 | 423.39 | — | 139,221.1 | 4 | 2.426 | MON | 1.89 | 22,383.24 | 5/2/2012 | 2/1/2041 | ||||||||||||||||||||||||
D2R6KTMR2 | FMS WERTMANAGEMENT LT GTD SENIOR LOCAL | D | 4,113,052.55 | 4,317,876.88 | 2,600,000 | 4,112,683.11 | 205,193.77 | (369.44 | ) | — | 198,624.99 | 0.539 | 0.538 | MON | 0.58 | 4,746.67 | 6/10/2011 | 11/6/2017 | |||||||||||||||||||||||
3135G0CM3 | FNMA AGENCY BND | 1,775,714.5 | 1,774,430.07 | 1,750,000 | 1,773,572.47 | 857.6 | (2,142.03 | ) | — | — | 0.619 | 0.619 | MON | 0.73 | (243.06 | ) | 6/10/2011 | 10/7/2020 | |||||||||||||||||||||||
3135G0YN7 | FNMA AGENCY BND | 1,000,000 | 1,000,569.92 | 1,000,000 | 1,000,000 | 569.92 | — | — | — | 2.625 | 1.246 | MS | 0.67 | — | 4/8/2013 | 9/15/2016 | |||||||||||||||||||||||||
3136G1W47 | FNMA AGENCY BND | 1,250,000 | 1,247,026.25 | 1,250,000 | 1,250,000 | (2,973.75 | ) | — | — | — | 1.875 | 1.281 | OCT | 1.42 | — | 4/3/2013 | 10/13/2016 | ||||||||||||||||||||||||
3135G0WJ8 | FNMA AGENCY BND | 1,995,720 | 1,939,140.02 | 2,000,000 | 1,996,304.03 | (57,164.01 | ) | 207.71 | — | — | 1.038 | 1.25 | FMAN | 3.19 | 8,750 | 3/10/2011 | 2/25/2030 | ||||||||||||||||||||||||
3135G0UM3 | FNMA AGENCY BND | 2,499,125 | 2,494,949.93 | 2,500,000 | 2,499,370.91 | (4,420.98 | ) | 72.62 | — | — | 0.542 | 0.542 | MON | 0.61 | — | 6/10/2011 | 00/00/0000 | ||||||||||||||||||||||||
3135G0WW9 | FNMA AGENCY BND | 2,999,970 | 2,988,539.88 | 3,000,000 | 2,999,976.13 | (11,436.25 | ) | 2.51 | — | — | 0.521 | 0.521 | MON | 0.68 | 7,800 | 6/10/2011 | 12/7/2020 | ||||||||||||||||||||||||
3135G0US0 | FNMA AGENCY BND | 3,001,200 | 2,996,460.12 | 3,000,000 | 3,000,199.05 | (3,738.93 | ) | (327.02 | ) | — | — | 0.542 | 0.542 | MON | 0.61 | — | 6/10/2011 | 00/00/0000 | |||||||||||||||||||||||
31359MA45 | FNMA AGENCY BND | 5,481,178.71 | 5,304,600 | 5,000,000 | 5,126,897.46 | 177,702.54 | (24,443.75 | ) | — | — | 1.84 | 1.851 | MON | 0.26 | 125,000 | 9/7/2011 | 10/7/2020 | ||||||||||||||||||||||||
31398AU34 | FNMA AGENCY BND | 5,234,460 | 5,420,782.4 | 5,250,000 | 5,244,998.82 | 175,783.58 | 776.47 | — | — | — | — | MJSD | 0.3 | — | 6/10/2013 | 11/4/2016 | |||||||||||||||||||||||||
31359MZC0 | FNMA AGENCY BND | 5,904,904.9 | 5,678,102.53 | 5,300,000 | 5,513,517.66 | 164,584.87 | (29,631.64 | ) | — | — | 0.619 | 0.605 | MON | 0.37 | 115,937.5 | 6/10/2011 | 1/8/2020 | ||||||||||||||||||||||||
3135G0YM9 | FNMA AGENCY BND | 5,989,620 | 6,036,480.12 | 6,000,000 | 5,990,294.97 | 46,185.15 | 500.24 | — | — | — | — | N/A | 1.74 | — | 6/14/2013 | 6/4/2016 | |||||||||||||||||||||||||
3135G0VA8 | FNMA AGENCY BND | 6,742,305 | 6,750,878.04 | 6,750,000 | 6,744,460.93 | 6,417.11 | 623.84 | — | — | 0.366 | 1.432 | MJSD | 0.49 | — | 2/22/2012 | 12/26/2019 | |||||||||||||||||||||||||
31394BPP3 | FNMA AGENCY CMO_04-88 HA | 10,606.77 | 10,742.6 | 10,257.38 | 10,342.85 | 399.75 | (34.53 | ) | — | — | 1.25 | 1.34 | MS | 1.51 | 189.12 | 9/10/2013 | 9/19/2016 | ||||||||||||||||||||||||
31398T6X4 | FNMA CMO 10-113 FA | 2,903,137.15 | 2,919,060.77 | 2,905,324.4 | 2,903,839.56 | 15,221.21 | 201.05 | — | — | 1.375 | 1.053 | JUN | 1.59 | 4,362.83 | 4/9/2013 | 6/21/2017 | |||||||||||||||||||||||||
31394DA42 | FNMA CMO_05-48 AR | 106,986.68 | 114,695.88 | 106,223.2 | 106,565.89 | 8,129.99 | (54.15 | ) | — | — | — | 0.142 | MJSD | 2.72 | 1,544.77 | 10/17/2013 | 10/12/2020 | ||||||||||||||||||||||||
31394EZX9 | FNMA CMO_05-65 WL | 2,001,946.78 | 2,007,048.12 | 1,923,215.17 | 1,962,651.33 | 44,396.79 | (22,261.6 | ) | — | — | — | — | MJSD | 10.01 | 30,068.85 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
31396L5J5 | FNMA CMO_06-129 FA | 358,969.79 | 358,015.05 | 359,194.28 | 359,086.72 | (1,071.67 | ) | 41.53 | — | — | — | 0.166 | MJSD | 0.39 | 389.23 | 9/24/2013 | 4/15/2018 | ||||||||||||||||||||||||
31397MTX5 | FNMA CMO_08-81 KA | 711,997.47 | 730,363.55 | 714,453.39 | 712,051.25 | 18,312.3 | 631.51 | — | — | — | — | MJSD | 4.42 | 10,450.5 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
31371NAC9 | FNMA POOL # 256603 | 432,349.25 | 471,146.12 | 431,944.29 | 432,006.96 | 39,139.16 | 0.41 | — | — | — | 0.106 | MJSD | 6.39 | 6,301.58 | 9/11/2013 | 9/10/2020 |
31371NE35 | FNMA POOL # 256754 | 170,819.51 | 175,775.96 | 161,150.48 | 169,223.93 | 6,552.03 | (838.94 | ) | — | — | — | 0.018 | JAJO | 3.28 | 2,346.77 | 12/19/2013 | 11/23/2020 | ||||||||||||||||||||||||
31385W2S7 | FNMA POOL # 555285 | 2,024,556.98 | 2,064,617.49 | 1,837,374.46 | 2,017,146.29 | 47,471.2 | (15,484.15 | ) | — | — | — | 0.071 | MJSD | 9.12 | 29,134.09 | 12/13/2013 | 1/31/2021 | ||||||||||||||||||||||||
31385XAZ0 | FNMA POOL # 555424 | 2,262,542.73 | 2,296,298.21 | 2,078,557.88 | 2,256,314.01 | 39,984.2 | (17,716.21 | ) | — | — | — | 0.036 | MJSD | 4.29 | 30,304.62 | 12/18/2013 | 1/6/2021 | ||||||||||||||||||||||||
31385XEW3 | FNMA POOL # 555549 | 117,851.02 | 126,563.68 | 118,816.43 | 118,082.23 | 8,481.45 | 95.51 | — | — | — | — | JAJO | 6.05 | 1,598.85 | 1/25/2013 | 12/21/2018 | |||||||||||||||||||||||||
31385XK48 | FNMA POOL # 555715 | 76,689.53 | 81,470.98 | 77,374.28 | 76,736.36 | 4,734.62 | 38.67 | — | — | — | — | MJSD | 1.78 | 469.93 | 10/4/2013 | 2/19/2019 | |||||||||||||||||||||||||
31400EGH7 | FNMA POOL # 685200 | 110,099.42 | 118,238.99 | 111,001.31 | 110,323.57 | 7,915.42 | 80.27 | — | — | — | 0.252 | MJSD | 5.54 | 1,470.06 | 6/21/2013 | 6/26/2019 | |||||||||||||||||||||||||
31400PG58 | FNMA POOL # 693320 | 58,432.8 | 62,251.32 | 58,946.28 | 58,475.09 | 3,776.23 | 3.91 | — | — | — | 0.142 | FMAN | 1.77 | 354.92 | 12/18/2013 | 12/17/2020 | |||||||||||||||||||||||||
31400QJ87 | FNMA POOL # 694287 | 8,900.66 | 9,621.08 | 8,980.12 | 8,906.3 | 714.78 | 7.51 | — | — | — | 0.072 | MJSD | 1.63 | 56.14 | 12/12/2013 | 12/5/2020 | |||||||||||||||||||||||||
31400SA33 | FNMA POOL # 695826 | 52,794.61 | 56,697.68 | 53,227.08 | 52,899.34 | 3,798.34 | 56.79 | — | — | 4.75 | 1.795 | OCT | 5.71 | 733.58 | 11/29/2013 | 10/15/2018 | |||||||||||||||||||||||||
31401A3C9 | FNMA POOL # 702895 | 115,938.95 | 124,510.24 | 116,888.69 | 116,171.27 | 8,338.97 | 76.49 | — | — | — | 0.036 | MJSD | 5.72 | 1,555.32 | 11/22/2013 | 11/26/2020 | |||||||||||||||||||||||||
31401DVW8 | FNMA POOL # 705429 | 116,029.34 | 124,544.3 | 117,382 | 116,129.44 | 8,414.86 | 9.61 | — | — | — | 0.144 | MJSD | 1.68 | 692.3 | 12/5/2013 | 10/30/2020 | |||||||||||||||||||||||||
31401MKS9 | FNMA POOL # 712305 | 920,839.5 | 915,587.73 | 864,638 | 918,877.71 | (3,289.98 | ) | (3,073.5 | ) | — | — | — | 0.1 | MJSD | 1.9 | 5,682.6 | 10/11/2013 | 9/28/2018 | |||||||||||||||||||||||
31402DQB9 | FNMA POOL # 725950 | 178,184.16 | 191,585.62 | 179,813.7 | 178,499.11 | 13,086.51 | 130.76 | — | — | — | 0.076 | MJSD | 2.7 | 2,381.3 | 3/12/2013 | 10/4/2019 | |||||||||||||||||||||||||
31402HD32 | FNMA POOL # 729222 | 1,037,413.38 | 1,098,044.12 | 1,048,881.39 | 1,038,332.77 | 59,711.35 | 959.01 | — | — | — | 0.071 | MJSD | 1.86 | 6,326.35 | 12/18/2013 | 11/20/2020 | |||||||||||||||||||||||||
31402RB81 | FNMA POOL # 735463 | 98,240.01 | 104,845.52 | 99,052.58 | 98,311.93 | 6,533.59 | 5.45 | — | — | 0.754 | 0.829 | FMAN | 1.94 | 630.4 | 11/13/2013 | 8/3/2015 | |||||||||||||||||||||||||
31402RF87 | FNMA POOL # 735591 | 4,280,899.93 | 4,496,216.2 | 4,124,945.6 | 4,274,669.85 | 221,546.35 | (13,197.43 | ) | — | — | — | 0.064 | MJSD | 8.12 | 54,379.61 | 5/29/2013 | 11/9/2019 | ||||||||||||||||||||||||
31402YSV7 | FNMA POOL # 742232 | 7,090.86 | 7,718.82 | 7,201.04 | 7,096.33 | 622.49 | 41.26 | — | — | 4.75 | 4.783 | MJSD | 1.86 | 59.78 | 10/15/2013 | 10/25/2016 | |||||||||||||||||||||||||
31403C2L4 | FNMA POOL # 745179 | 394,599.36 | 423,771.8 | 397,831.75 | 395,274.88 | 28,496.92 | 308.1 | — | — | — | — | MJSD | 7.4 | 5,331.49 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
31403DCE7 | FNMA POOL # 745369 | 304,855.39 | 327,474.15 | 307,352.61 | 305,345.18 | 22,128.97 | 233.16 | — | — | — | 0.026 | MJSD | 8.19 | 4,109.26 | 6/5/2013 | 3/1/2020 | |||||||||||||||||||||||||
31403DCZ0 | FNMA POOL # 745388 | 736,351.31 | 790,789.18 | 742,383.16 | 737,711.61 | 53,077.57 | 577.89 | — | — | 4.625 | 1.401 | JAN | 4.52 | 9,953.76 | 11/29/2013 | 1/18/2016 | |||||||||||||||||||||||||
31403H3P3 | FNMA POOL # 749706 | 517,595.61 | 553,516.19 | 524,106 | 518,318.96 | 35,197.23 | 70.08 | — | — | — | 0.071 | MJSD | 1.82 | 3,265.34 | 10/31/2013 | 10/26/2020 | |||||||||||||||||||||||||
31403KDB6 | FNMA POOL # 750798 | 4,084.84 | 4,271.01 | 4,148.31 | 4,091.37 | 179.64 | 13.97 | — | — | — | — | MJSD | 1.88 | 25.3 | 12/17/2013 | 6/30/2019 | |||||||||||||||||||||||||
31403VBR9 | FNMA POOL # 758848 | 155,915.48 | 167,442.23 | 157,192.7 | 156,185.3 | 11,256.93 | 168.87 | — | — | — | — | MJSD | 7.04 | 2,205.5 | 8/1/2013 | 5/31/2020 | |||||||||||||||||||||||||
31404CLB4 | FNMA POOL # 764522 | 19,401.07 | 20,780.33 | 19,793.86 | 19,427.54 | 1,352.79 | 3.15 | — | — | — | — | FMAN | 1.88 | 119.48 | 5/24/2013 | 6/3/2020 | |||||||||||||||||||||||||
31404LRF9 | FNMA POOL # 771886 | 71,083.65 | 75,975.62 | 72,272.21 | 71,210.19 | 4,765.43 | 12.64 | — | — | — | 0.036 | FMAN | 1.84 | 461.01 | 6/6/2013 | 6/7/2020 | |||||||||||||||||||||||||
31404NBP0 | FNMA POOL # 773246 | 95,796.7 | 101,025.85 | 96,598.45 | 95,854.51 | 5,171.34 | 46.45 | — | — | — | 0.177 | MJSD | 1.97 | 629.04 | 10/25/2013 | 6/18/2020 | |||||||||||||||||||||||||
31404VGA0 | FNMA POOL # 779693 | 500,529.38 | 526,650.9 | 505,266.23 | 500,975.83 | 25,675.07 | 303.22 | — | — | — | 0.071 | MJSD | 1.94 | 3,107.5 | 10/8/2013 | 9/30/2020 | |||||||||||||||||||||||||
31405PAG5 | FNMA POOL # 794807 | 125,176.97 | 133,148.74 | 124,836.18 | 125,103.41 | 8,045.33 | (2.42 | ) | — | — | — | 0.071 | MJSD | 4.25 | 656.81 | 9/27/2013 | 9/18/2020 | ||||||||||||||||||||||||
31405UMM8 | FNMA POOL # 799664 | 51,205.48 | 54,665.01 | 51,608.03 | 51,240.63 | 3,424.38 | 3.77 | — | — | 0.875 | 0.912 | JUL | 1.59 | 295.16 | 7/23/2013 | 7/29/2016 | |||||||||||||||||||||||||
31405UR84 | FNMA POOL # 799811 | 139,303.43 | 144,481.76 | 138,939.43 | 139,222.17 | 5,259.59 | (20.91 | ) | — | — | — | 0.072 | MJSD | 3.16 | 815.1 | 12/17/2013 | 12/19/2020 | ||||||||||||||||||||||||
31405UTZ2 | FNMA POOL # 799868 | 12,256.85 | 13,052.24 | 12,353.19 | 12,264.39 | 787.85 | 1.12 | — | — | — | 0.061 | MJSD | 1.54 | 69.39 | 12/2/2013 | 10/16/2019 | |||||||||||||||||||||||||
31406BB90 | FNMA POOL # 804764 | 152,340.16 | 161,780.8 | 153,537.75 | 152,432.87 | 9,347.93 | 55.4 | — | — | — | — | MJSD | 1.7 | 990.59 | 8/22/2013 | 1/15/2020 | |||||||||||||||||||||||||
31406BEZ9 | FNMA POOL # 804852 | 142,192.66 | 151,962.38 | 143,310.5 | 142,278.89 | 9,683.49 | 11.46 | — | — | — | — | FMAN | 1.61 | 884.42 | 8/26/2013 | 8/17/2020 | |||||||||||||||||||||||||
31406BJF8 | FNMA POOL # 804962 | 151,476.48 | 163,380.51 | 152,667.3 | 151,566.79 | 11,813.72 | 50.5 | — | — | 1.5 | 1.486 | MAY | 1.62 | 971.6 | 11/25/2013 | 5/2/2017 |
31406BQQ6 | FNMA POOL # 805163 | 201,504.02 | 215,449.17 | 203,190.54 | 201,633.43 | 13,815.74 | 41.34 | — | — | — | — | FMAN | 1.82 | 1,274.4 | 12/4/2013 | 11/8/2019 | |||||||||||||||||||||||||
31406DG67 | FNMA POOL # 806721 | 280,753.19 | 295,417.87 | 282,960.3 | 280,972.24 | 14,445.63 | 151.83 | — | — | — | — | FMAN | 1.97 | 1,874.14 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
31406GLK3 | FNMA POOL # 809530 | 50,229.92 | 54,532.69 | 50,585.64 | 50,262.6 | 4,270.09 | 2.92 | — | — | — | 0.097 | FMAN | 1.66 | 314.75 | 11/19/2013 | 4/4/2018 | |||||||||||||||||||||||||
31406MYP5 | FNMA POOL # 814418 | 120,412.62 | 127,750.1 | 121,487.79 | 120,523.7 | 7,226.4 | 38.74 | — | — | — | 0.072 | MJSD | 1.72 | 695.87 | 10/4/2013 | 8/14/2020 | |||||||||||||||||||||||||
31406PKU2 | FNMA POOL # 815807 | 252,427.35 | 267,580.65 | 254,836.28 | 252,721.99 | 14,858.66 | 76.85 | — | — | — | — | MJSD | 1.87 | 1,572.99 | 12/17/2013 | 10/1/2020 | |||||||||||||||||||||||||
31406TLC3 | FNMA POOL # 819423 | 297,523.23 | 318,659.42 | 300,179.85 | 297,717.9 | 20,941.52 | 127.37 | — | — | — | (0.21 | ) | MJSD | 2.07 | 2,069.93 | 12/13/2013 | 7/1/2020 | ||||||||||||||||||||||||
31406TTE1 | FNMA POOL # 819649 | 2,467,442.82 | 2,506,504.44 | 2,385,443.2 | 2,459,646.76 | 46,857.68 | (3,863.58 | ) | — | — | 0.75 | 0.776 | MS | 1.88 | 14,804.82 | 3/19/2013 | 3/29/2016 | ||||||||||||||||||||||||
31406VHE9 | FNMA POOL # 821129 | 170,716.84 | 182,448.56 | 172,241.16 | 170,817.92 | 11,630.64 | 8.39 | — | — | — | 0.071 | MJSD | 1.88 | 1,070.86 | 11/6/2013 | 10/25/2020 | |||||||||||||||||||||||||
31407D5R2 | FNMA POOL # 828056 | 569,801.29 | 591,063.57 | 560,254.9 | 568,899.56 | 22,164.01 | (109.42 | ) | — | — | — | — | MJSD | 1.95 | 3,529.93 | 12/17/2013 | 00/00/0000 | ||||||||||||||||||||||||
31407E6W8 | FNMA POOL # 828985 | 284,897.4 | 310,193.05 | 294,705.58 | 285,650.79 | 24,542.26 | 287.92 | — | — | — | 0.249 | MJSD | 1.73 | 1,708.45 | 8/23/2013 | 8/20/2019 | |||||||||||||||||||||||||
31407GC22 | FNMA POOL # 829989 | 830,538.68 | 882,034.1 | 838,431.72 | 831,283.84 | 50,750.26 | 57.86 | — | — | — | 0.083 | MJSD | 2.04 | 5,461.21 | 8/6/2013 | 7/19/2019 | |||||||||||||||||||||||||
31408C6D3 | FNMA POOL # 847868 | 1,304,795.48 | 1,393,122.94 | 1,318,807.8 | 1,306,561.36 | 86,561.58 | 61.39 | — | — | — | 0.038 | FMAN | 1.59 | 7,234.66 | 6/6/2013 | 1/15/2020 | |||||||||||||||||||||||||
31409UBQ7 | FNMA POOL # 878547 | 918,813.14 | 1,000,987.94 | 926,230.23 | 919,520.06 | 81,467.88 | 61.01 | — | — | — | — | MJSD | 1.84 | 6,079.84 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
31410FU60 | FNMA POOL # 888105 | 316,090.67 | 339,459 | 318,679.94 | 316,533.32 | 22,925.68 | 233.27 | — | — | — | 0.05 | MJSD | 8.86 | 4,247.49 | 10/18/2013 | 4/29/2020 | |||||||||||||||||||||||||
31410GC35 | FNMA POOL # 888490 | 198,456.79 | 209,437.74 | 198,906.37 | 198,476.74 | 10,961 | 4.58 | — | — | — | 0.071 | FMAN | 1.73 | 1,131.04 | 9/3/2013 | 8/13/2020 | |||||||||||||||||||||||||
31410GC50 | FNMA POOL # 888492 | 87,030.41 | 91,527.85 | 86,865.07 | 86,994.33 | 4,533.52 | (8.51 | ) | — | — | — | 0.065 | MJSD | 1.77 | 524.61 | 9/16/2013 | 8/17/2020 | ||||||||||||||||||||||||
31410GDC4 | FNMA POOL # 888499 | 733,204.23 | 776,976.57 | 737,323.76 | 733,452.07 | 43,524.5 | 114.16 | — | — | — | 0.072 | MJSD | 1.78 | 4,424.42 | 11/8/2013 | 9/26/2020 | |||||||||||||||||||||||||
31410GDF7 | FNMA POOL # 888502 | 100,763.96 | 108,970.27 | 102,073.72 | 100,909.26 | 8,061.01 | 29.11 | — | — | — | — | MJSD | 1.09 | 469.41 | 11/25/2013 | 6/8/2018 | |||||||||||||||||||||||||
31410GDL4 | FNMA POOL # 888507 | 380,840.24 | 404,433.05 | 387,506.85 | 381,520.41 | 22,912.64 | 336.71 | — | — | — | 0.144 | MJSD | 1.95 | 2,416.4 | 12/16/2013 | 12/19/2020 | |||||||||||||||||||||||||
31410GDM2 | FNMA POOL # 888508 | 457,017.88 | 479,643.52 | 463,407.49 | 457,446.37 | 22,197.15 | 841.41 | — | — | — | — | MJSD | 2.15 | 3,272.79 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
31410GDQ3 | FNMA POOL # 888511 | 66,077.54 | 70,222.67 | 66,677.73 | 66,113.97 | 4,108.7 | 71.64 | — | — | — | — | MJSD | 1.74 | 453.43 | 11/15/2013 | 5/9/2018 | |||||||||||||||||||||||||
31410GDS9 | FNMA POOL # 888513 | 107,800.42 | 115,473.99 | 108,364.92 | 107,828.15 | 7,645.84 | 24.76 | — | — | — | 0.049 | MJSD | 1.79 | 688.55 | 12/18/2013 | 12/18/2020 | |||||||||||||||||||||||||
31410GDX8 | FNMA POOL # 888518 | 91,586.88 | 96,761.58 | 91,881.14 | 91,604.05 | 5,157.53 | 2.66 | — | — | — | 0.083 | MJSD | 2.01 | 589.56 | 12/17/2013 | 1/2/2020 | |||||||||||||||||||||||||
31410GDY6 | FNMA POOL # 888519 | 53,660.59 | 58,481.23 | 54,582.05 | 53,736.85 | 4,744.38 | 42.57 | — | — | — | 0.072 | FMAN | 1.56 | 352.13 | 12/12/2013 | 11/9/2020 | |||||||||||||||||||||||||
31410GDZ3 | FNMA POOL # 888520 | 668,946.85 | 702,647.81 | 673,210.51 | 669,253.74 | 33,394.07 | 476.94 | — | — | — | — | MJSD | 1.86 | 4,187.87 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
31410GD83 | FNMA POOL # 888527 | 22,883.88 | 25,127.95 | 23,314.94 | 22,910.92 | 2,217.03 | 21.15 | — | — | — | 0.078 | MJSD | 1.65 | 147.18 | 12/23/2013 | 4/17/2020 | |||||||||||||||||||||||||
31410GFD0 | FNMA POOL # 888564 | 5,338,956.52 | 5,519,289.17 | 5,180,309.55 | 5,303,125.8 | 216,163.37 | (12,961.37 | ) | — | — | — | 0.101 | MJSD | 3.24 | 68,852.95 | 12/19/2013 | 11/13/2018 | ||||||||||||||||||||||||
31410GPR8 | FNMA POOL # 888832 | 2,620,319.42 | 2,804,631.43 | 2,519,916.48 | 2,616,137.19 | 188,494.24 | (12,384.58 | ) | — | — | — | 0.015 | MJSD | 10.74 | 44,083.86 | 10/1/2013 | 6/30/2021 | ||||||||||||||||||||||||
31410LK84 | FNMA POOL # 890519 | 2,009,081.15 | 2,034,140.7 | 1,834,646.42 | 2,003,092.96 | 31,047.74 | (13,683.73 | ) | — | — | 2.25 | 1.94 | JJ | 5.02 | 5,746.76 | 4/30/2013 | 7/15/2017 | ||||||||||||||||||||||||
31411DA33 | FNMA POOL # 904626 | 596,163.04 | 619,323.51 | 593,335.42 | 595,714.55 | 23,608.96 | (301.03 | ) | — | — | 2.5 | 1.3 | FA | 2.07 | 4,442.84 | 1/19/2012 | 8/15/2015 | ||||||||||||||||||||||||
31411GUY6 | FNMA POOL # 907899 | 1,469,819.69 | 1,526,177.65 | 1,457,747.72 | 1,468,183.66 | 57,993.99 | (931.43 | ) | — | — | 2.95 | 2.723 | MN | 1.96 | 9,244.69 | 2/22/2012 | 5/15/2016 | ||||||||||||||||||||||||
31411KCZ4 | FNMA POOL # 910088 | 2,441,670.68 | 2,700,397.43 | 2,418,992.64 | 2,440,962.93 | 259,434.5 | (1,506.71 | ) | — | — | 0.875 | 0.853 | FA | 4.84 | 37,909.31 | 1/8/2013 | 2/13/2015 | ||||||||||||||||||||||||
31411LEA5 | FNMA POOL # 911029 | 172,735.66 | 177,747.71 | 162,958.17 | 171,099.53 | 6,648.18 | (860.24 | ) | — | — | 0.9 | 0.906 | FA | 3.3 | 2,333.19 | 4/23/2013 | 2/12/2016 | ||||||||||||||||||||||||
31411WPJ0 | FNMA POOL # 916725 | 1,043,478.23 | 1,040,924.65 | 986,157.8 | 1,041,717.36 | (792.71 | ) | (3,313.33 | ) | — | — | 0.624 | 0.677 | FMAN | 1.9 | 6,180.16 | 2/7/2013 | 2/12/2016 |
31412LMG2 | FNMA POOL # 928359 | 152,586.78 | 157,014.21 | 143,949.8 | 151,177.85 | 5,836.36 | (1,707.57 | ) | — | — | 1.75 | 1.906 | MN | 3.26 | 2,180.04 | 8/9/2013 | 11/6/2017 | ||||||||||||||||||||||||
31412LQN3 | FNMA POOL # 928461 | 258,287.11 | 265,781.52 | 243,667.1 | 256,007.27 | 9,774.25 | (423.02 | ) | — | — | 2 | 0.893 | FA | 3.28 | 3,416.93 | 3/7/2013 | 8/2/2016 | ||||||||||||||||||||||||
31412LVF4 | FNMA POOL # 928614 | 1,536,119.34 | 1,576,739.83 | 1,445,546.8 | 1,522,843.63 | 53,896.2 | (3,457.18 | ) | — | — | 5.2 | 0.809 | JJ | 3.32 | 20,388.73 | 2/25/2013 | 1/15/2016 | ||||||||||||||||||||||||
31412SRH0 | FNMA POOL # 933488 | 516,854.01 | 524,548.91 | 492,388.47 | 513,319.99 | 11,228.92 | (2,132.05 | ) | — | — | 0.55 | 0.591 | AO | 3.51 | 6,520.06 | 11/8/2012 | 10/15/2015 | ||||||||||||||||||||||||
31414ARA2 | FNMA POOL # 960481 | 975,267.68 | 989,800.3 | 929,102.88 | 968,717.03 | 21,083.27 | (1,579.25 | ) | — | — | 1.35 | 1.393 | MS | 3.47 | 11,874.56 | 3/7/2013 | 3/15/2018 | ||||||||||||||||||||||||
31414CRJ9 | FNMA POOL # 962289 | 1,181,544.37 | 1,199,135.13 | 1,125,615.37 | 1,173,527.92 | 25,607.21 | (2,283.74 | ) | — | — | 1.75 | 1.782 | MN | 3.51 | 14,463.96 | 11/8/2012 | 5/15/2017 | ||||||||||||||||||||||||
31414GD22 | FNMA POOL # 965521 | 146,845.95 | 151,106.8 | 138,533.92 | 145,683.82 | 5,422.98 | (523.86 | ) | — | — | 4.125 | 0.853 | MS | 3.39 | 1,997.75 | 6/20/2013 | 9/11/2015 | ||||||||||||||||||||||||
31414NB45 | FNMA POOL # 970859 | 1,357,465.68 | 1,375,627.85 | 1,291,287.21 | 1,349,903.37 | 25,724.48 | (7,290.79 | ) | — | — | 0.65 | 0.742 | MN | 3.61 | 17,263.15 | 11/26/2012 | 11/27/2015 | ||||||||||||||||||||||||
31414RB79 | FNMA POOL # 973562 | 931,770.74 | 951,070.66 | 879,029 | 924,269.61 | 26,801.05 | (6,169.52 | ) | — | — | 1.3 | 1.308 | JJ | 3.64 | 13,593.43 | 7/24/2013 | 7/29/2016 | ||||||||||||||||||||||||
31415MDG7 | FNMA POOL # 984003 | 1,452,230.28 | 1,651,787.36 | 1,495,939.76 | 1,453,531.46 | 198,255.9 | 6,468.61 | — | — | 1.125 | 1.244 | AO | 4.51 | 22,630.75 | 10/3/2013 | 10/7/2016 | |||||||||||||||||||||||||
31415MFS9 | FNMA POOL # 984077 | 718,846.21 | 729,548.34 | 684,819.25 | 713,833.4 | 15,714.94 | (2,217.42 | ) | — | — | 1 | 1.073 | FA | 3.54 | 9,011.13 | 9/4/2012 | 8/11/2015 | ||||||||||||||||||||||||
31416BLV8 | FNMA POOL # 995040 | 568,726.34 | 576,335.61 | 541,000.1 | 564,946.56 | 11,389.05 | (2,710.9 | ) | — | — | 0.612 | 0.648 | FMAN | 3.54 | 7,227.13 | 5/22/2013 | 5/26/2016 | ||||||||||||||||||||||||
31416BSE9 | FNMA POOL # 995217 | 1,293,099.33 | 1,329,478.02 | 1,218,858.47 | 1,284,336.25 | 45,141.77 | (6,357.32 | ) | — | — | 5 | 2.267 | JJ | 3.59 | 17,796.96 | 9/23/2010 | 1/15/2015 | ||||||||||||||||||||||||
31416BSX7 | FNMA POOL # 995234 | 2,173,662.78 | 2,156,361.64 | 2,024,365.8 | 2,141,944.68 | 14,416.96 | (16,286.34 | ) | — | — | 4.125 | 0.586 | JJ | 2.58 | 27,101.22 | 9/18/2013 | 1/15/2015 | ||||||||||||||||||||||||
31416B4M7 | FNMA POOL # 995528 | 1,546,792.61 | 1,586,499.52 | 1,488,866.38 | 1,535,319.83 | 51,179.69 | (4,371.9 | ) | — | — | 3.625 | 0.599 | AO | 6.56 | 19,766.29 | 6/26/2013 | 4/15/2015 | ||||||||||||||||||||||||
31416B4N5 | FNMA POOL # 995529 | 2,757,067.99 | 2,896,412.03 | 2,655,415.35 | 2,740,488.9 | 155,923.13 | (10,498.92 | ) | — | — | 1.375 | 1.338 | JJ | 6.75 | 39,374.72 | 2/11/2013 | 7/15/2017 | ||||||||||||||||||||||||
31416B4P0 | FNMA POOL # 995530 | 1,505,768.56 | 1,575,521.04 | 1,443,949.48 | 1,494,126.47 | 81,394.57 | (3,875.74 | ) | — | — | 0.492 | 0.523 | FMAN | 3.14 | 20,847.14 | 4/30/2013 | 5/3/2018 | ||||||||||||||||||||||||
31416B7J1 | FNMA POOL # 995597 | 157,237.44 | 161,799.81 | 148,337.22 | 156,188.15 | 5,611.66 | (748.28 | ) | — | — | 1 | 1.076 | MN | 3.64 | 2,163.25 | 4/30/2013 | 5/3/2018 | ||||||||||||||||||||||||
31416CME3 | FNMA POOL # 995957 | 2,756,647.5 | 2,790,937.33 | 2,619,823.14 | 2,741,629.46 | 49,307.87 | (11,061.07 | ) | — | — | 5.45 | 1.478 | MS | 3.67 | 34,733.69 | 9/25/2012 | 3/15/2018 | ||||||||||||||||||||||||
31416MZC1 | FNMA POOL # AA4338 | 2,115,979.68 | 2,086,866.14 | 1,966,638.08 | 2,114,500.51 | (27,634.37 | ) | (8,019.24 | ) | — | — | 0.9 | 0.937 | FA | 7.89 | 23,094.73 | 2/6/2013 | 2/12/2016 | |||||||||||||||||||||||
31416TL49 | FNMA POOL # AA9346 | 7,601,553.05 | 7,997,578.42 | 7,520,639.24 | 7,597,481.1 | 400,097.32 | (2,439.37 | ) | — | — | 1.45 | 1.462 | MN | 7.86 | 86,662.21 | 5/9/2013 | 5/15/2018 | ||||||||||||||||||||||||
31417FQC5 | FNMA POOL # AB8550 | 2,415,074.76 | 2,312,912.74 | 2,333,845.98 | 2,411,822.52 | (98,909.78 | ) | (2,619.23 | ) | — | — | 1.125 | 1.15 | MN | 2.62 | 14,817.12 | 11/6/2013 | 11/14/2016 | |||||||||||||||||||||||
31417FX94 | FNMA POOL # AB8803 | 23,556.31 | 22,696.99 | 22,219.66 | 23,514.86 | (817.87 | ) | (73.8 | ) | — | — | 3.625 | 1.551 | MS | 2.67 | 170.09 | 2/8/2013 | 3/17/2016 | |||||||||||||||||||||||
31417F2Y3 | FNMA POOL # AB8890 | 27,396.69 | 26,397.26 | 25,842.12 | 27,348.01 | (950.75 | ) | (59.55 | ) | — | — | 3.875 | 3.206 | MS | 2.67 | 198.33 | 4/5/2013 | 3/22/2017 | |||||||||||||||||||||||
31419ALC9 | FNMA POOL # AE0322 | 1,591,351.86 | 1,563,604.27 | 1,467,529.1 | 1,581,897.12 | (18,292.85 | ) | (13,519.55 | ) | — | — | 2.3 | 0.972 | JJ | 3.15 | 19,483.59 | 10/15/2013 | 7/28/2016 | |||||||||||||||||||||||
31419BBT1 | FNMA POOL # AE0949 | 3,573,561.27 | 3,478,830.4 | 3,370,787.36 | 3,569,149.77 | (90,319.37 | ) | (6,531.24 | ) | — | — | 2.4 | 2.438 | JJ | 3.73 | 34,403.7 | 11/17/2011 | 1/17/2017 | |||||||||||||||||||||||
3138A7Q76 | FNMA POOL # AH5877 | 787,624.73 | 782,055.8 | 734,810.25 | 787,186.97 | (5,131.17 | ) | (437.76 | ) | — | — | 1.2 | 1.183 | FA | 5.76 | (1,551.27 | ) | 7/19/2013 | 2/20/2015 | ||||||||||||||||||||||
3138A9YZ1 | FNMA POOL # AH7927 | 2,154,882.89 | 2,178,413.64 | 2,081,698.19 | 2,148,926.13 | 29,487.51 | (2,877.99 | ) | — | — | 0.7 | 0.674 | AO | 5.42 | 18,724.55 | 2/13/2013 | 10/23/2015 | ||||||||||||||||||||||||
3138E9KT6 | FNMA POOL # AK4805 | 128,693.73 | 126,014.43 | 123,373.26 | 128,338.3 | (2,323.87 | ) | (370.32 | ) | — | — | 0.469 | 0.512 | JAJO | 2.64 | 951.62 | 3/1/2013 | 10/23/2015 | |||||||||||||||||||||||
3138E9L40 | FNMA POOL # AK4846 | 2,567,683.29 | 2,514,226.24 | 2,461,529.81 | 2,560,644.88 | (46,418.64 | ) | (5,468.04 | ) | — | �� | 0.7 | 0.72 | MS | 2.65 | 19,062.32 | 3/4/2013 | 3/4/2016 | |||||||||||||||||||||||
3138EGHT4 | FNMA POOL # AL0241 | 4,598,294.44 | 4,447,080.63 | 4,309,112.59 | 4,592,361.36 | (145,280.73 | ) | (6,093.21 | ) | — | — | 0.469 | 0.49 | MJSD | 7.46 | 43,430.97 | 11/26/2013 | 3/4/2016 | |||||||||||||||||||||||
3138EH3F7 | FNMA POOL # AL1697 | 3,147,068.76 | 3,045,753.33 | 2,951,097.44 | 3,143,522.28 | (97,768.95 | ) | (6,005.99 | ) | — | — | 0.682 | 0.723 | MJSD | 3.73 | 29,987.27 | 3/4/2013 | 3/6/2018 | |||||||||||||||||||||||
3138EJPG7 | FNMA POOL # AL2222 | 886,496.12 | 854,472.87 | 836,563.71 | 883,370.77 | (28,897.9 | ) | (1,936.87 | ) | — | — | 2.1 | 2.126 | JJ | 2.66 | 6,411.74 | 11/13/2013 | 1/15/2019 | |||||||||||||||||||||||
3138EMCW9 | FNMA POOL # AL4584 | 536,875 | 533,892.32 | 500,000 | 536,780.31 | (2,887.99 | ) | (94.69 | ) | — | — | 0.683 | 0.848 | MJSD | 3.39 | (1,437.5 | ) | 9/14/2012 | 9/11/2015 |
3138LURE7 | FNMA POOL # AO4084 | 1,624,097.38 | 1,601,948.34 | 1,529,011.96 | 1,620,427.44 | (18,479.1 | ) | (5,439.88 | ) | — | — | 4 | 3.941 | MS | 2.74 | 13,854.4 | 2/23/2009 | 3/1/2014 | |||||||||||||||||||||||
3138M5GL7 | FNMA POOL # AP2002 | 757,595.92 | 752,898.57 | 710,107.49 | 754,975.83 | (2,077.26 | ) | (6,629.05 | ) | — | — | 0.95 | 1.014 | JD | 2.07 | 6,817.89 | 8/28/2013 | 6/1/2016 | |||||||||||||||||||||||
3138M8HY2 | FNMA POOL # AP4746 | 2,388,352.26 | 2,312,988.77 | 2,263,841.01 | 2,383,381.09 | (70,392.32 | ) | (4,870.67 | ) | — | — | 1.85 | 1.852 | JD | 2.65 | 17,307.76 | 6/4/2013 | 6/15/2018 | |||||||||||||||||||||||
3138M8YB3 | FNMA POOL # AP5205 | 5,955,361.3 | 5,690,411.98 | 5,741,836.73 | 5,943,267.19 | (252,855.21 | ) | (5,934.2 | ) | — | — | 1.45 | 1.462 | AO | 2.62 | 36,417.57 | 9/4/2013 | 10/3/2016 | |||||||||||||||||||||||
3138MBWZ5 | FNMA POOL # AP7863 | 861,941.65 | 856,597.3 | 807,912.49 | 858,981.82 | (2,384.52 | ) | (4,026.8 | ) | — | — | 0.568 | 0.568 | JAJO | 2.08 | 7,320.66 | 10/21/2013 | 10/28/2015 | |||||||||||||||||||||||
3138MRLL3 | FNMA POOL # AQ9330 | 2,852,464.09 | 2,692,271.85 | 2,703,156.9 | 2,851,249.29 | (158,977.44 | ) | (3,844.02 | ) | — | — | 0.674 | 0.674 | MJSD | 3.54 | 24,049.56 | 11/19/2013 | 12/1/2016 | |||||||||||||||||||||||
3138W4AB7 | FNMA POOL # AR6301 | 25,233.15 | 24,312.65 | 23,801.35 | 25,188.68 | (876.03 | ) | (34.16 | ) | — | — | 1.05 | 1.095 | JD | 2.67 | 180.34 | 11/19/2013 | 12/1/2016 | |||||||||||||||||||||||
3138W9VQ0 | FNMA POOL # AS0622 | 2,180,246.14 | 2,140,167.96 | 2,093,873.83 | 2,179,319.77 | (39,151.81 | ) | (1,356 | ) | — | — | 5.7 | 3.797 | MN | 5.35 | 2,279.64 | 10/29/2009 | 11/15/2014 | |||||||||||||||||||||||
3138WAJB4 | FNMA POOL # AS1157 | 6,168,285.07 | 6,090,481.23 | 5,962,396.08 | 6,166,276.65 | (75,795.42 | ) | (2,008.42 | ) | — | — | 0.629 | 1.029 | FMAN | 8.05 | (496.87 | ) | 1/4/2013 | 11/21/2016 | ||||||||||||||||||||||
3138WPLC6 | FNMA POOL # AT2122 | 33,031.63 | 31,826.63 | 31,157.3 | 32,972.44 | (1,145.81 | ) | (57.61 | ) | — | — | 1.75 | 1.757 | MN | 2.67 | 237.06 | 11/8/2012 | 11/8/2016 | |||||||||||||||||||||||
3138X9U23 | FNMA POOL # AU9600 | 1,914,818.08 | 1,879,040.23 | 1,837,857.79 | 1,914,002.93 | (34,962.7 | ) | (1,202.38 | ) | — | — | 5.2 | 3.436 | MS | 5.34 | 2,001.03 | 10/29/2009 | 9/15/2014 | |||||||||||||||||||||||
31418AMK1 | FNMA POOL # MA1261 | 857,976.89 | 846,270.41 | 815,603.71 | 855,232.61 | (8,962.2 | ) | (2,963.6 | ) | — | — | 3.25 | 0.51 | AO | 2.11 | 6,312.04 | 3/8/2013 | 10/27/2014 | |||||||||||||||||||||||
3138ATD31 | FNMA POOL# AJ1921 | 522,922.87 | 520,100.69 | 490,036.81 | 522,344.4 | (2,243.71 | ) | (1,499.86 | ) | — | — | 0.95 | 1.176 | MN | 3.98 | 5,699.14 | 4/30/2013 | 5/15/2018 | |||||||||||||||||||||||
3138EBG33 | FNMA POOL#AK6517 | 1,488,149.48 | 1,454,547.87 | 1,423,640.77 | 1,483,339.41 | (28,791.54 | ) | (1,771.16 | ) | — | — | 4.125 | 3.702 | JD | 2.64 | 10,821.19 | 2/19/2010 | 6/15/2015 | |||||||||||||||||||||||
3135G0XP3 | FNMA UNSEC AGENCY BND | 1,743,962.5 | 1,740,217.54 | 1,750,000 | 1,745,154 | (4,936.46 | ) | 479.01 | — | — | 6.95 | 3.574 | MS | 1.2 | — | 2/5/2009 | 3/15/2014 | ||||||||||||||||||||||||
3135G0YG2 | FNMA UNSECURED AGENCY BND | 349,790 | 349,546.17 | 350,000 | 349,819.61 | (273.44 | ) | 17.66 | — | — | 6.125 | 1.046 | FA | 0.22 | 160.72 | 2/11/2013 | 8/15/2016 | ||||||||||||||||||||||||
3135G0RT2 | FNMA UNSECURED AGENCY BND | 4,977,750 | 4,907,500.1 | 5,000,000 | 4,982,719.61 | (75,219.51 | ) | 1,072.74 | — | — | 1.75 | 1.841 | MS | 1.36 | 21,875 | 10/24/2013 | 3/1/2019 | ||||||||||||||||||||||||
3135G0SB0 | FNMA UNSECURED AGENCY BND | 14,971,672.35 | 14,996,549.55 | 15,000,000 | 14,980,519.89 | 16,029.66 | 2,474.37 | — | — | 1 | 1.067 | JJ | 0.39 | 28,125 | 12/10/2012 | 1/15/2018 | |||||||||||||||||||||||||
3136A7QW5 | FNMA_12-86 AGENCY CMO 12-86 | 915,831.99 | 912,694.08 | 905,084.13 | 909,270.41 | 3,423.67 | (2,367.28 | ) | — | — | 3.25 | 0.759 | MN | 1.93 | 5,030.05 | 1/2/2013 | 5/18/2015 | ||||||||||||||||||||||||
3136AFA95 | FNMA_13-81 AGENCY CMO 13-81 UF | 1,939,381.77 | 1,936,960.02 | 1,940,898.1 | 1,939,428.03 | (2,468.01 | ) | 63.13 | — | — | 1.2 | 1.213 | JD | 1.28 | 2,072.67 | 12/2/2013 | 12/5/2016 | ||||||||||||||||||||||||
34530CAC5 | FORD CREDIT AUTO LEASE TRUST F ABS_13-A | 1,154,886.58 | 1,154,965.37 | 1,155,000 | 1,154,931.91 | 33.46 | 14.55 | — | — | 5.125 | 2.135 | FA | 0.6 | 1,732.5 | 9/12/2011 | 8/1/2014 | |||||||||||||||||||||||||
34529PAD7 | FORD CREDIT AUTO OWNER TRUST F ABS 11-A | 389,697.38 | 388,888.58 | 386,811.4 | 388,899.54 | (10.96 | ) | (1,164.96 | ) | — | — | 0.95 | 0.957 | JD | 1.2 | 1,903.28 | 6/21/2012 | 6/26/2015 | |||||||||||||||||||||||
345397WN9 | FORD MOTOR CREDIT COMPANY LLC SENIOR | 4,186,061.4 | 4,187,974.55 | 4,190,000 | 4,186,203.45 | 1,771.1 | 142.05 | — | — | 1.25 | 1.25 | MN | 4.55 | — | 2/22/2013 | 11/6/2017 | |||||||||||||||||||||||||
345397WM1 | FORD MOTOR CREDIT COMPANY LLC SENIOR | 6,750,000 | 6,776,258.04 | 6,750,000 | 6,750,000 | 26,258.04 | — | — | — | 0.538 | 0.37 | JAJO | 3.47 | 13.82 | 7/12/2011 | 4/1/2014 | |||||||||||||||||||||||||
34529MAD4 | FORDO_10-B ABS_10-B A4 | 1,439,058.96 | 1,431,781.49 | 1,427,129.05 | 1,432,039.9 | (258.41 | ) | (4,494.83 | ) | — | — | 0.477 | 0.527 | FMAN | 1.2 | 7,233.43 | 2/25/2013 | 2/26/2016 | |||||||||||||||||||||||
34529UAD6 | FORDO_12-A ABS 12-A | 2,339,403.3 | 2,357,784.05 | 2,340,000 | 2,339,704.53 | 18,079.52 | 39.34 | — | — | 0.7 | 0.741 | FA | 0.71 | 6,727.5 | 2/25/2013 | 2/26/2016 | |||||||||||||||||||||||||
34529WAC4 | FORDO_12-B ABS_12-B A3 | 2,143,232.03 | 2,144,346.89 | 2,141,391.77 | 2,142,023.05 | 2,323.84 | (260.97 | ) | — | — | 1.35 | 1.355 | MS | 0.63 | 4,328.81 | 9/3/2013 | 9/6/2016 | ||||||||||||||||||||||||
34530EAC1 | FORDO_13-B ABS_13-B A3 | 2,524,869.2 | 2,524,065.68 | 2,525,000 | 2,524,898.68 | (833 | ) | 12.13 | — | — | 0.889 | 0.889 | JD | 1.77 | 3,598.14 | 6/17/2013 | 6/24/2016 | ||||||||||||||||||||||||
34530DAB5 | FORDO_13-C ABS 13-C A2 | 474,998.2 | 475,194.75 | 475,000 | 474,996.56 | 198.19 | (1.48 | ) | — | — | 1.718 | 1.718 | JD | 0.51 | 653.13 | 6/17/2013 | 6/24/2018 | ||||||||||||||||||||||||
34530DAC3 | FORDO_13-C ABS 13-C A3 | 3,564,398.94 | 3,568,636.19 | 3,565,000 | 3,564,499.83 | 4,136.36 | 79.66 | — | — | 2.9 | 2.955 | MN | 0.77 | 7,308.24 | 11/9/2009 | 11/17/2014 | |||||||||||||||||||||||||
34530GAD4 | FORDO_13-D ABS 13-D A3 | 4,784,780.36 | 4,776,578.26 | 4,785,000 | 4,784,785.17 | (8,206.91 | ) | 4.81 | — | — | 1.625 | 0.84 | MS | 3.01 | 1,692.02 | 9/12/2011 | 3/14/2014 | ||||||||||||||||||||||||
34530BAB9 | FORDO_2013-A ABS_2013-A A2 | 2,732,715.27 | 2,732,361.24 | 2,732,935.27 | 2,732,844.31 | (483.07 | ) | 76.16 | — | — | 0.493 | 0.559 | MJSD | 1.2 | 3,375.76 | 3/9/2011 | 3/14/2014 | ||||||||||||||||||||||||
BRSL7M1V9 | FORTESCUE METALS SENIOR SECURED TERM | F | 8,241,205.8 | 8,406,330.54 | 8,305,091.47 | 8,242,664.21 | 163,666.33 | 1,625.68 | — | — | 4.75 | 3.117 | MN | (1.35 | ) | 113.04 | 5/24/2011 | 5/19/2015 | |||||||||||||||||||||||
BRSL40CC0 | FORTIUS RE LTD CORP BND 144A | F | 5,000,000 | 5,000,659.72 | 5,000,000 | 5,000,000 | 659.72 | — | — | — | 4.587 | 3.229 | JD | 4.77 | 48,819.44 | 5/16/2012 | 12/15/2015 |
35177PAU1 | FRANCE TELECOM SA CORP BND | F | 996,600 | 1,019,244.46 | 1,000,000 | 998,799.49 | 20,444.97 | 175.59 | — | — | 1.8 | 1.588 | MS | 0.99 | — | 11/22/2013 | 9/1/2016 | ||||||||||||||||||||||||
35177PAS6 | FRANCE TELECOM SA CORP BND | F | 4,334,534.04 | 4,191,158.16 | 4,116,000 | 4,169,338.27 | 21,819.89 | (25,510.14 | ) | — | — | 1.5 | 1.548 | MN | 0.84 | — | 11/4/2010 | 11/15/2015 | |||||||||||||||||||||||
354613AH4 | FRANKLIN RESOURCES INC SENIOR CORP BND | 2,834,467.5 | 2,787,893.49 | 2,850,000 | 2,838,333.32 | (50,439.83 | ) | 778.74 | — | — | 0.342 | 0.342 | FMAN | 7.95 | — | 10/29/2013 | 11/1/2016 | ||||||||||||||||||||||||
3137A2H95 | FREDDIE MAC FHLMC_3766 CMO_37-66 FA | 68,284.05 | 68,297.18 | 68,220.09 | 68,271.45 | 25.73 | (18.86 | ) | — | — | 0.75 | 0.789 | MN | 0.5 | 102.01 | 10/29/2013 | 11/1/2016 | ||||||||||||||||||||||||
BRSEHTXV4 | FREEDOM GROUP INC SENIOR SEC TERM NOTES | 4,682,670.61 | 4,729,570.57 | 4,706,040.37 | 4,687,316.57 | 42,254 | 783.01 | — | — | 0.6 | 0.727 | MN | (3.63 | ) | 63,953.02 | 11/3/2011 | 11/15/2014 | ||||||||||||||||||||||||
35671DAW5 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,345,980 | 3,382,006.11 | 3,350,000 | 3,347,445.02 | 34,561.09 | 198.01 | — | — | 0.9 | 0.998 | MN | 3.68 | — | 4/29/2013 | 5/1/2018 | |||||||||||||||||||||||||
35671DBD6 | FREEPORT-MCMORAN COPPER & GOLD SENIOR | 3,769,675.91 | 3,768,032.06 | 3,770,000 | 3,769,707.13 | (1,675.07 | ) | 31.22 | — | — | 6.5 | 2.235 | JJ | 2.39 | (6,217.88 | ) | 9/24/2010 | 1/15/2015 | |||||||||||||||||||||||
BRSHBDMR9 | FREESCALE SEMICONDUCTOR INC SENIOR | 6,173,457.34 | 6,309,314.58 | 6,250,187.8 | 6,179,736.41 | 129,578.17 | 3,592.51 | — | — | 5.85 | 0.832 | MN | (5.39 | ) | 105,965.01 | 2/25/2013 | 11/15/2015 | ||||||||||||||||||||||||
39153VBJ2 | GALC_13-1 ABS 13-1 144A | 1,774,852.5 | 1,775,053.21 | 1,775,000 | 1,774,905.21 | 148 | 10.67 | — | — | 2.5 | 2.522 | MS | 0.78 | 3,461.25 | 9/16/2013 | 9/20/2018 | |||||||||||||||||||||||||
36156HAV0 | GCOE_06-1 ABS 06-1 | 1,557,630.56 | 1,692,952.64 | 1,735,521.51 | 1,631,230.78 | 61,721.86 | 7,202.51 | — | — | 4.6 | 4.616 | JJ | 0.8 | 1,740.45 | 5/18/2009 | 1/15/2015 | |||||||||||||||||||||||||
G3775BCT0 | GE CAPITAL UK FUNDING CORP BND EMTN | D | 1,502,882.04 | 1,510,586.15 | 860,000 | 1,499,556.37 | 11,029.78 | (3,325.67 | ) | — | 16,661.22 | 5.625 | 1.006 | AO | 3.18 | (57,120.81 | ) | 11/26/2013 | 10/15/2016 | ||||||||||||||||||||||
36830HAC6 | GE EQUIPMENT SMALL TICKET LLC ABS 11-1 | 36,812.84 | 36,828.7 | 36,818.35 | 36,818.06 | 10.64 | 10.51 | — | — | 1.05 | 1.1 | JD | 1.44 | 887.22 | 4/5/2013 | 12/15/2017 | |||||||||||||||||||||||||
36830NAC3 | GEEMT_13-1 ABS 13-1 A3 | 2,894,934.58 | 2,901,629.43 | 2,895,000 | 2,894,939.97 | 6,689.46 | 5.22 | — | — | 5.55 | 3.313 | AO | 2.43 | 6,646.44 | 10/29/2009 | 4/1/2014 | |||||||||||||||||||||||||
36162RAC2 | GEEST_12-1A ABS 12-1A 144A | 2,999,393.1 | 3,009,329.91 | 3,000,000 | 2,999,801.43 | 9,528.48 | 64.92 | — | — | 5 | 0.97 | JD | 1.38 | 7,800 | 3/4/2013 | 12/1/2014 | |||||||||||||||||||||||||
369550AQ1 | GENERAL DYNAMICS CORP CORP BND | 1,149,579.4 | 1,127,252.11 | 1,090,000 | 1,130,750.01 | (3,497.9 | ) | (3,969.12 | ) | — | — | 1.125 | 1.129 | JD | 0.89 | — | 12/28/2012 | 12/15/2017 | |||||||||||||||||||||||
369550AV0 | GENERAL DYNAMICS CORP SENIOR CORP BND | 14,315,410.88 | 14,027,962.36 | 14,463,000 | 14,340,000.99 | (312,038.63 | ) | 7,783.2 | — | — | 5.45 | 0.816 | JD | 7.23 | 72,315 | 11/21/2012 | 12/15/2014 | ||||||||||||||||||||||||
36962G4D3 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 261,337.5 | 293,771.91 | 250,000 | 257,226.99 | 36,544.92 | (274.76 | ) | — | — | 3.5 | 3.535 | MS | 2.62 | — | 3/18/2010 | 3/23/2015 | ||||||||||||||||||||||||
36962G4T8 | GENERAL ELECTRIC CAP CORP CORP BND | 7,243,470 | 7,777,259.23 | 7,550,000 | 7,426,900.84 | 350,358.39 | 16,231.88 | — | — | 1.204 | 1.284 | JAJO | 1.85 | 84,937.5 | 12/28/2012 | 1/14/2014 | |||||||||||||||||||||||||
36962G7A6 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 320,000 | 322,246.39 | 320,000 | 320,000 | 2,246.39 | — | — | — | 1.65 | 1.67 | AO | 0.62 | 776.13 | 4/2/2012 | 4/10/2015 | |||||||||||||||||||||||||
36962G5M2 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 1,648,284 | 1,677,624.3 | 1,650,000 | 1,649,403 | 28,221.3 | 143.74 | — | — | 2.5 | 2.633 | JD | 2.02 | — | 11/19/2012 | 12/1/2017 | |||||||||||||||||||||||||
36962G6Z2 | GENERAL ELECTRIC CAP CORP CORP BND MTN | 3,308,940.8 | 3,349,949.18 | 3,310,000 | 3,309,103.67 | 40,845.51 | 86.61 | — | — | 3.875 | 3.391 | MS | 1.02 | — | 11/27/2013 | 9/15/2021 | |||||||||||||||||||||||||
36962G6M1 | GENERAL ELECTRIC CAP CORP SECURED CORP | 1,265,636.06 | 1,263,187.41 | 1,258,000 | 1,263,274.91 | (87.5 | ) | (677.36 | ) | — | — | 1.3 | 1.362 | JJ | 0.79 | 6,290 | 7/25/2012 | 7/31/2015 | |||||||||||||||||||||||
36962G6N9 | GENERAL ELECTRIC CAP CORP SECURED CORP | 2,000,000 | 2,015,299.98 | 2,000,000 | 2,000,000 | 15,299.98 | — | — | — | 1.875 | 1.963 | JJ | 0.45 | 4,327.05 | 1/7/2013 | 1/11/2018 | |||||||||||||||||||||||||
36962G6P4 | GENERAL ELECTRIC CAP CORP SECURED CORP | 3,505,705 | 3,406,486.79 | 3,500,000 | 3,505,268.95 | (98,782.16 | ) | (205.6 | ) | — | — | 0.922 | 0.945 | FMAN | 2.59 | 36,750 | 7/24/2013 | 8/1/2016 | |||||||||||||||||||||||
36962G6R0 | GENERAL ELECTRIC CAP CORP SENIOR CORP | 10,273,872.93 | 10,304,829.17 | 10,267,000 | 10,272,047.45 | 32,781.72 | (620.07 | ) | — | — | 1.45 | 1.486 | FA | 1.63 | — | 7/24/2013 | 8/1/2016 | ||||||||||||||||||||||||
369604BC6 | GENERAL ELECTRIC CO CORP BND | 308,510.1 | 305,875.9 | 270,000 | 307,146.6 | (1,270.7 | ) | (1,363.5 | ) | — | — | 2.3 | 2.334 | JD | 1.74 | 1,102.5 | 11/22/2013 | 6/23/2016 | |||||||||||||||||||||||
369604BE2 | GENERAL ELECTRIC CO SENIOR CORP BND | 2,774,250.75 | 2,790,352.77 | 2,775,000 | 2,774,555.88 | 15,796.89 | 62.92 | — | — | 1.25 | 0.423 | JD | 2.14 | 11,793.75 | 7/19/2013 | 12/2/2014 | |||||||||||||||||||||||||
370334BQ6 | GENERAL MILLS INC SENIOR CORP BND | 50,000 | 50,043.5 | 50,000 | 50,000 | 43.5 | — | — | — | 1.4 | 1.406 | MS | 0.5 | 72.04 | 11/22/2013 | 3/15/2017 | |||||||||||||||||||||||||
BRSFZ6AM6 | GENERAL NUTRITION CENTERS INC SENIOR | 9,952,537.5 | 9,948,341.7 | 9,990,000 | 9,952,773.67 | (4,431.97 | ) | 19,498.08 | — | — | 0.388 | 0.699 | JAJO | 0.08 | 21,364.18 | 6/26/2012 | 4/25/2014 | ||||||||||||||||||||||||
BRSHB4QM6 | GENESYS TELECOM HOLDINGS US IN SENIOR | 2,308,051.76 | 2,322,750.32 | 2,340,302.59 | 2,311,707.7 | 11,042.62 | 1,232.67 | — | — | 0.75 | 0.786 | JJ | 0.12 | 28,675.75 | 1/17/2013 | 1/22/2016 | |||||||||||||||||||||||||
373334JV4 | GEORGIA POWER COMPANY CORP BND | 3,399,082 | 3,526,322.58 | 3,400,000 | 3,399,558.7 | 126,763.88 | 47.08 | — | — | 1.25 | 1.343 | AO | 1.35 | 51,000 | 10/10/2013 | 10/18/2016 | |||||||||||||||||||||||||
373334KB6 | GEORGIA POWER COMPANY SENIOR CORP BND | 1,555,600.23 | 1,555,050.3 | 1,555,000 | 1,555,164.35 | (114.05 | ) | (206.91 | ) | — | — | 0.618 | 0.638 | FMAN | 1.09 | 2,257.29 | 10/30/2013 | 11/7/2016 | |||||||||||||||||||||||
BRSFPRNH8 | GETTY IMAGES INC. SENIOR SECURED TERM | 4,311,715.94 | 4,030,767.48 | 4,326,250.38 | 4,307,776.24 | (277,008.76 | ) | 742.9 | — | — | 3.125 | 2.352 | FA | 1.21 | 49,507.68 | 2/21/2013 | 2/15/2016 | ||||||||||||||||||||||||
377372AD9 | GLAXOSK CAP INC CORP BND | 4,834,520 | 4,595,971.68 | 4,000,000 | 4,702,748.86 | (106,777.18 | ) | (39,179.68 | ) | — | — | 2.4 | 2.422 | MS | 2.07 | 113,000 | 5/15/2012 | 3/15/2017 |
377372AG2 | GLAXOSK CAP INC SENIOR CORP BND | 4,594,020 | 4,583,317.82 | 4,600,000 | 4,595,582.39 | (12,264.57 | ) | 503.77 | — | — | 1.1 | 1.238 | JD | 0.87 | — | 2/11/2013 | 12/1/2017 | ||||||||||||||||||||||||
377373AC9 | GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP | F | 6,277,383 | 6,302,490.26 | 6,300,000 | 6,284,640.62 | 17,849.64 | 1,125.26 | — | — | 1.05 | 1.062 | MN | 2.98 | 47,250 | 10/17/2013 | 11/1/2016 | ||||||||||||||||||||||||
378272AD0 | GLENCORE FUNDING LLC SENIOR CORP BND | R | 2,636,803 | 2,565,765.78 | 2,650,000 | 2,638,056.85 | (72,291.07 | ) | 5,188.39 | — | — | 2.9 | 2.924 | JJ | 3.19 | 40,315.21 | 1/6/2011 | 1/15/2016 | |||||||||||||||||||||||
36297A3K7 | GNMA | 399,748.69 | 412,316.18 | 382,820.82 | 398,054.39 | 14,261.79 | (255.16 | ) | — | — | 5.25 | 1.003 | JD | 3.41 | 4,844.45 | 2/11/2013 | 12/15/2016 | ||||||||||||||||||||||||
38376JSV7 | GNMA AGENCY CMO 09-103 | 710,883.19 | 691,713.09 | 676,427.65 | 688,173.18 | 3,539.91 | (9,801.92 | ) | — | — | 0.666 | 0.728 | MJSD | 4.23 | 8,966.5 | 3/22/2011 | 3/25/2014 | ||||||||||||||||||||||||
38377JEA7 | GNMA AGENCY CMO 10-109 CH | 624,496.98 | 619,812.46 | 607,136.66 | 623,950.92 | (4,138.46 | ) | (1,706.17 | ) | — | — | 0.596 | 0.619 | JAJO | 2.81 | 4,761.33 | 7/8/2013 | 7/11/2016 | |||||||||||||||||||||||
38376WSP1 | GNMA AGENCY CMO 10-24 | 249,968.07 | 248,990.73 | 248,338.35 | 249,871.44 | (880.71 | ) | (131.29 | ) | — | — | 5.3 | 0.966 | AO | 0.67 | 448.81 | 3/1/2012 | 10/1/2015 | |||||||||||||||||||||||
38376YC58 | GNMA AGENCY CMO 10-47 | 2,337,629.35 | 2,325,417.08 | 2,264,047.8 | 2,306,268.92 | 19,148.16 | (11,351.44 | ) | — | — | 3.35 | 0.862 | AO | 2.65 | 18,474.18 | 2/14/2013 | 4/1/2015 | ||||||||||||||||||||||||
38374YGV9 | GNMA AGENCY CMO 10-86 | 1,804,940.92 | 1,779,538.07 | 1,711,351.41 | 1,775,811.59 | 3,726.48 | (10,923.8 | ) | — | — | 1.875 | 1.887 | JD | 3.1 | 15,635.31 | 6/3/2013 | 6/1/2018 | ||||||||||||||||||||||||
38376GZ29 | GNMA CMBS_11-096 AB | 2,259,728.82 | 2,250,159.64 | 2,237,355.26 | 2,244,955.56 | 5,204.08 | (1,262.23 | ) | — | — | 2.4 | 2.472 | JD | 2.11 | 12,206.21 | 5/29/2012 | 6/1/2017 | ||||||||||||||||||||||||
38375PXQ9 | GNMA CMO 08-11 FB | 1,264,947.46 | 1,239,386.86 | 1,260,354.11 | 1,264,871.14 | (25,484.28 | ) | (397.83 | ) | — | — | 1.5 | 1.523 | MN | 0.91 | 2,571.23 | 11/8/2013 | 11/2/2017 | |||||||||||||||||||||||
38374JUS3 | GNMA CMO_04-82 MA | 854,012.75 | 813,071.24 | 803,245.14 | 814,039.75 | (968.51 | ) | (9,934.52 | ) | — | — | 1.625 | 1.239 | AO | 9.72 | 12,329.36 | 7/22/2013 | 10/15/2015 | |||||||||||||||||||||||
38374D2N8 | GNMA CMO_08-36 AN | 1,640,398.37 | 1,650,148.3 | 1,569,759.21 | 1,635,948.77 | 14,199.53 | (9,812.56 | ) | — | — | 1.35 | 1.117 | JJ | 6.06 | 7,747.49 | 11/8/2012 | 7/15/2017 | ||||||||||||||||||||||||
38376CUM9 | GNMA CMO_09-79 PA | 4,639,309.72 | 4,456,352.6 | 4,366,088.1 | 4,430,124.34 | 26,228.26 | (68,776.78 | ) | — | — | 5.6 | 0.765 | AO | 17.02 | 59,847.72 | 1/2/2013 | 10/15/2014 | ||||||||||||||||||||||||
38377MC61 | GNMA CMO_10-147 MG | 925,417.65 | 933,351.63 | 875,099.42 | 922,821.93 | 10,529.7 | (2,044.5 | ) | — | — | 5 | 0.784 | MS | 5.48 | 6,025.97 | 3/19/2013 | 3/1/2015 | ||||||||||||||||||||||||
38377WZ56 | GNMA CMO_11-99 | 4,889,819.24 | 4,903,381.09 | 4,881,429.31 | 4,889,183.59 | 14,197.5 | (434.68 | ) | — | — | 1.25 | 1.228 | FA | 1.6 | 7,251.74 | 8/6/2012 | 8/13/2015 | ||||||||||||||||||||||||
36202EVU0 | GNMA POOL # 004227 | 10,100.8 | 9,649.75 | 9,494.07 | 10,034.01 | (384.26 | ) | (26.04 | ) | — | — | 2.65 | 1.732 | FA | 4.12 | 108.27 | 1/14/2013 | 2/15/2017 | |||||||||||||||||||||||
36202E5P0 | GNMA POOL # 004454 | 9,169.09 | 9,256.54 | 8,618.32 | 9,113.98 | 142.56 | (44.09 | ) | — | — | 2 | 2.049 | AO | 3.02 | 101.67 | 9/18/2012 | 10/1/2017 | ||||||||||||||||||||||||
36202FAE6 | GNMA POOL # 004505 | 31,583.49 | 31,709.1 | 29,686.34 | 31,396.78 | 312.32 | (91.66 | ) | — | — | 7.875 | 3.581 | JD | 3.16 | 346.87 | 2/17/2010 | 12/15/2015 | ||||||||||||||||||||||||
36202FBR6 | GNMA POOL # 004548 | 18,555.38 | 18,629.18 | 17,440.8 | 18,443.92 | 185.26 | (113.87 | ) | — | — | 3.125 | 1.08 | AO | 3.18 | 211.74 | 2/21/2013 | 10/1/2015 | ||||||||||||||||||||||||
36202FD78 | GNMA POOL # 004626 | 919,947.23 | 929,936.73 | 864,688.24 | 914,607.79 | 15,328.94 | (3,257.63 | ) | — | — | 3.125 | 1.392 | JD | 3.08 | 10,117.76 | 8/6/2013 | 6/15/2016 | ||||||||||||||||||||||||
36202FET9 | GNMA POOL # 004646 | 152,183.68 | 153,836.21 | 143,042.38 | 151,360.52 | 2,475.69 | (440.68 | ) | — | — | 0.65 | 0.634 | MN | 3.09 | 1,670.26 | 3/21/2013 | 11/15/2015 | ||||||||||||||||||||||||
36202FFH4 | GNMA POOL # 004668 | 563,300.01 | 569,416.76 | 529,463.95 | 560,254.24 | 9,162.52 | (1,951.43 | ) | — | — | 0.992 | 0.992 | JAJO | 3.1 | 6,241.77 | 11/6/2013 | 1/17/2017 | ||||||||||||||||||||||||
36202FF43 | GNMA POOL # 004687 | 412,664.61 | 417,145.61 | 387,876.82 | 410,428.85 | 6,716.76 | (2,423.71 | ) | — | — | 1.5 | 1.53 | JJ | 3.11 | 4,531.65 | 11/6/2013 | 1/17/2017 | ||||||||||||||||||||||||
36202FZV1 | GNMA POOL # 005256 | 4,080,637.02 | 3,987,882.18 | 3,805,898.72 | 4,064,496.48 | (76,614.3 | ) | (20,553.13 | ) | — | — | 1.375 | 1.489 | MS | 8.16 | 35,216.37 | 11/8/2012 | 9/15/2017 | |||||||||||||||||||||||
36202KME2 | GNMA POOL # 008457 | 356,066.14 | 364,754.25 | 351,128.4 | 355,164.18 | 9,590.07 | (236.17 | ) | — | — | 2.15 | 2.175 | MS | 0.88 | 1,519.93 | 2/8/2012 | 3/1/2017 | ||||||||||||||||||||||||
36225CD29 | GNMA POOL # 080120 | 338,200.79 | 346,885.93 | 334,748.7 | 337,780.28 | 9,105.65 | (108.07 | ) | — | — | 2.375 | 3.045 | MS | 1.08 | 1,388.54 | 10/10/2013 | 3/15/2018 | ||||||||||||||||||||||||
36225C6Y7 | GNMA POOL # 080886 | 7,327,841.9 | 7,403,815.03 | 7,149,114.04 | 7,315,933.51 | 87,881.52 | (6,652.4 | ) | — | — | 2.25 | 0.76 | JJ | 1.26 | 29,741.63 | 10/18/2012 | 7/15/2016 | ||||||||||||||||||||||||
36225DAS3 | GNMA POOL # 080916 | 256,011.23 | 268,269.13 | 257,257.32 | 256,123.36 | 12,145.77 | 43.94 | — | — | 1 | 1.225 | MN | 1.19 | 1,072.35 | 7/15/2013 | 11/15/2017 | |||||||||||||||||||||||||
36225DJA3 | GNMA POOL # 081156 | 676,955.68 | 698,549.11 | 675,057.12 | 676,695.96 | 21,853.15 | (50.52 | ) | — | — | 5.25 | 1.621 | JD | 2.55 | 2,789.47 | 11/5/2013 | 12/6/2017 | ||||||||||||||||||||||||
36225DJZ8 | GNMA POOL # 081179 | 664,419.55 | 670,009.87 | 662,556.12 | 664,172.26 | 5,837.61 | (61.31 | ) | — | — | 0.85 | 0.859 | AO | 3.02 | 2,757.98 | 12/28/2012 | 10/9/2015 | ||||||||||||||||||||||||
36225DLE2 | GNMA POOL # 081224 | 393,994.68 | 412,305.71 | 395,850.23 | 394,150.75 | 18,154.96 | 94.79 | — | — | 6 | 5.395 | FA | 2.43 | 1,670.32 | 10/29/2009 | 8/7/2019 | |||||||||||||||||||||||||
36225EVZ2 | GNMA POOL # 082431 | 2,077,686.51 | 2,147,790.3 | 2,052,036.06 | 2,074,268.6 | 73,521.7 | (1,639 | ) | — | — | 2.25 | 3.162 | MN | 3.23 | 10,701.76 | 2/22/2012 | 11/9/2015 | ||||||||||||||||||||||||
36225EWE8 | GNMA POOL # 082444 | 354,925.84 | 364,919.21 | 347,540.6 | 354,620.83 | 10,298.38 | (725.51 | ) | — | — | 2.15 | 2.186 | JJ | 3.31 | 3,488.72 | 12/28/2012 | 1/9/2015 |
36204J4C7 | GNMA POOL # 371719 | 217,392.55 | 224,153.46 | 204,604.76 | 214,592.23 | 9,561.23 | (389.11 | ) | — | — | 1 | 0.782 | JD | 4.55 | 3,382.23 | 2/12/2013 | 12/11/2015 | ||||||||||||||||||||||||
36204SV60 | GNMA POOL # 378737 | 189,922.3 | 207,454.92 | 178,750.38 | 187,413.29 | 20,041.63 | (305.1 | ) | — | — | 0.843 | 0.911 | MJSD | 3.27 | 2,945.12 | 12/5/2012 | 12/11/2015 | ||||||||||||||||||||||||
36205BKY7 | GNMA POOL # 385611 | 320,655.39 | 330,627.77 | 301,793.31 | 316,647.2 | 13,980.57 | (549.51 | ) | — | — | 2.1 | 2.073 | JD | 4.55 | 4,986.99 | 6/14/2013 | 12/11/2019 | ||||||||||||||||||||||||
36210BZH1 | GNMA POOL # 487744 | 492,522.87 | 501,775.22 | 465,880.34 | 489,571.34 | 12,203.88 | (707.96 | ) | — | — | 1 | 0.975 | JJ | 3.43 | 5,896.32 | 2/11/2013 | 1/8/2016 | ||||||||||||||||||||||||
36210BZJ7 | GNMA POOL # 487745 | 306,249.17 | 312,002.25 | 289,682.93 | 304,536.3 | 7,465.95 | (723.32 | ) | — | — | 1.5 | 1.511 | JJ | 3.43 | 3,705.64 | 7/9/2013 | 7/12/2016 | ||||||||||||||||||||||||
36210B4N2 | GNMA POOL # 487829 | 273,501.44 | 283,821.55 | 264,252.6 | 272,150.06 | 11,671.49 | (781.03 | ) | — | — | 0.894 | 0.919 | JAJO | 3.01 | 3,100.79 | 7/9/2013 | 7/12/2016 | ||||||||||||||||||||||||
36210B4Q5 | GNMA POOL # 487831 | 100,959.05 | 102,855.64 | 95,497.78 | 100,335.79 | 2,519.85 | (90.64 | ) | — | — | 0.537 | 0.601 | JAJO | 3.44 | 1,209.42 | 1/28/2013 | 1/29/2016 | ||||||||||||||||||||||||
36210B4R3 | GNMA POOL # 487832 | 369,765.1 | 381,104.83 | 353,842.2 | 367,654.36 | 13,450.47 | (613.99 | ) | — | — | 3 | 3.006 | AO | 3.44 | 4,590.64 | 4/12/2011 | 4/15/2016 | ||||||||||||||||||||||||
36211V6Q8 | GNMA POOL # 524779 | 206,136.13 | 212,616.74 | 197,407.04 | 204,991.54 | 7,625.2 | (167.78 | ) | — | — | 0.563 | 0.541 | MJSD | 3.41 | 2,504.07 | 6/18/2013 | 3/15/2016 | ||||||||||||||||||||||||
36201YER3 | GNMA POOL # 606844 | 899,238.36 | 943,955.73 | 858,173.42 | 896,704.57 | 47,251.16 | (2,483.96 | ) | — | — | 5.65 | 1.483 | MN | 3.89 | 11,135.32 | 2/20/2013 | 5/15/2018 | ||||||||||||||||||||||||
36290SJB8 | GNMA POOL # 615958 | 4,603,745.29 | 4,832,680.57 | 4,393,509.01 | 4,589,550.58 | 243,129.99 | (17,738.42 | ) | — | — | 0.7 | 0.744 | MS | 7.79 | 58,330.65 | 3/13/2013 | 3/18/2016 | ||||||||||||||||||||||||
36292DWW8 | GNMA POOL # 646061 | 151,582.35 | 164,006.14 | 145,359.18 | 151,229.67 | 12,776.47 | (57.71 | ) | — | — | 6 | 3.755 | MN | 5.24 | 2,371.53 | 10/29/2009 | 5/1/2014 | ||||||||||||||||||||||||
36295KAT0 | GNMA POOL # 672418 | 71,281.67 | 77,123.96 | 68,355.22 | 71,118.66 | 6,005.3 | (1,127.01 | ) | — | — | 3.7 | 2.955 | FA | 5.24 | 1,262.11 | 10/17/2012 | 8/1/2015 | ||||||||||||||||||||||||
36295PZJ4 | GNMA POOL # 676745 | 113,881.61 | 116,749.29 | 109,059.17 | 113,156.4 | 3,592.89 | (106.67 | ) | — | — | 1.6 | 1.274 | MN | 3.41 | 1,385.27 | 2/21/2013 | 11/23/2015 | ||||||||||||||||||||||||
36295P4L3 | GNMA POOL # 676827 | 281,112.19 | 288,018.51 | 269,047.1 | 279,648.98 | 8,369.53 | (8,236.71 | ) | — | — | 1.341 | 1.341 | FMAN | 6.88 | 5,330.3 | 11/12/2013 | 11/15/2018 | ||||||||||||||||||||||||
36295QJE1 | GNMA POOL # 677161 | 585,920.92 | 597,679.06 | 558,310.72 | 582,754.83 | 14,924.23 | (5,104.92 | ) | — | — | 5.125 | 4.401 | JJ | 3.48 | 8,063.29 | 1/19/2012 | 1/15/2015 | ||||||||||||||||||||||||
36295TVQ4 | GNMA POOL # 680223 | 75,799.27 | 82,011.81 | 72,687.34 | 75,632.05 | 6,379.76 | (25.75 | ) | — | — | 0.696 | 0.897 | MJSD | 5.25 | 1,186.27 | 10/29/2013 | 3/22/2016 | ||||||||||||||||||||||||
36296A5Y6 | GNMA POOL # 685863 | 61,261 | 59,688.14 | 57,564.29 | 60,777.44 | (1,089.3 | ) | (593.7 | ) | — | — | 3.3 | 3.056 | MN | 3.67 | 695.12 | 6/26/2013 | 5/3/2015 | |||||||||||||||||||||||
36296DR67 | GNMA POOL # 688209 | 25,428.1 | 25,932.6 | 24,224.45 | 25,218.57 | 714.03 | (41.91 | ) | — | — | 2.375 | 2.426 | JJ | 3.46 | 309.83 | 6/25/2013 | 1/22/2018 | ||||||||||||||||||||||||
36296E5H5 | GNMA POOL # 689448 | 270,565.61 | 277,378.76 | 259,108.18 | 269,049.02 | 8,329.74 | (217.19 | ) | — | — | 1.436 | 1.476 | JAJO | 3.46 | 3,286.99 | 4/25/2013 | 4/30/2018 | ||||||||||||||||||||||||
36296TPY3 | GNMA POOL # 700739 | 322,400.71 | 330,406.13 | 305,344.36 | 320,206.84 | 10,199.29 | (4,074.07 | ) | — | — | 2.125 | 0.897 | MN | 3.76 | 4,877.09 | 8/28/2013 | 5/19/2016 | ||||||||||||||||||||||||
36296UC73 | GNMA POOL # 701294 | 238,370.14 | 245,606.88 | 228,037.2 | 237,036.02 | 8,570.86 | (369.63 | ) | — | — | 2.7 | 2.608 | FA | 3.41 | 2,917.17 | 1/20/2011 | 2/1/2014 | ||||||||||||||||||||||||
36296URS1 | GNMA POOL # 701697 | 373,842.47 | 380,865.34 | 353,619.84 | 371,531.15 | 9,334.19 | (7,268.02 | ) | — | — | 2.375 | 2.449 | FA | 3.42 | 5,057.41 | 2/8/2012 | 2/13/2015 | ||||||||||||||||||||||||
36296UUL2 | GNMA POOL # 701787 | 234,175.79 | 243,358.67 | 225,949.82 | 233,090.65 | 10,268.02 | (138.79 | ) | — | — | 1.625 | 1.684 | JJ | 3.43 | 2,860.75 | 12/13/2012 | 1/16/2018 | ||||||||||||||||||||||||
36296UXG0 | GNMA POOL # 701879 | 170,950.54 | 172,530.4 | 160,634.76 | 169,826.45 | 2,703.95 | (674.56 | ) | — | — | 2.625 | 2.662 | MS | 3.03 | 1,914.48 | 9/17/2013 | 9/24/2018 | ||||||||||||||||||||||||
36296U3C2 | GNMA POOL # 701995 | 159,153.05 | 163,160.7 | 152,413.52 | 158,133.7 | 5,027 | (114.51 | ) | — | — | 1.128 | 1.13 | MJSD | 3.54 | 1,929.73 | 9/17/2013 | 9/24/2018 | ||||||||||||||||||||||||
36296XHH0 | GNMA POOL # 704132 | 93,359.33 | 94,536.11 | 88,309.14 | 92,812.7 | 1,723.41 | (96.67 | ) | — | — | 2 | 2.015 | FA | 3.53 | 1,118.32 | 7/29/2013 | 8/1/2018 | ||||||||||||||||||||||||
36296XLY8 | GNMA POOL # 704243 | 417,341.11 | 433,706.54 | 402,681.01 | 415,462.4 | 18,244.14 | (384.79 | ) | — | — | 3.875 | 3.009 | MS | 3.41 | 5,099.91 | 10/27/2011 | 3/15/2016 | ||||||||||||||||||||||||
36296XWP5 | GNMA POOL # 704554 | 1,648,479.47 | 1,714,155.92 | 1,591,532.45 | 1,641,417.41 | 72,738.51 | (1,008.18 | ) | — | — | 1.5 | 1.549 | MN | 3.47 | 20,164.93 | 11/8/2011 | 11/1/2016 | ||||||||||||||||||||||||
36297AKC6 | GNMA POOL # 705991 | 60,531.42 | 61,090.84 | 56,878.74 | 60,099.01 | 991.83 | (445.3 | ) | — | — | 6.125 | 3.798 | MS | 2.98 | 696.78 | 10/26/2009 | 3/1/2014 | ||||||||||||||||||||||||
36297AKF9 | GNMA POOL # 705994 | 423,668.18 | 431,627.06 | 400,750.28 | 421,678.63 | 9,948.43 | (1,420.66 | ) | — | — | 0.638 | 0.654 | FMAN | 3.41 | 5,186.27 | 5/25/2011 | 5/30/2014 | ||||||||||||||||||||||||
36297CV22 | GNMA POOL # 708133 | 45,119.33 | 45,536.3 | 42,396.66 | 44,795.11 | 741.19 | (733.27 | ) | — | — | 2.6 | 2.603 | MS | 2.98 | 569.56 | 3/7/2012 | 9/15/2017 | ||||||||||||||||||||||||
36297DFF9 | GNMA POOL # 708566 | 1,321,066.52 | 1,345,883.59 | 1,249,604.76 | 1,313,554.68 | 32,328.91 | (1,335.64 | ) | — | — | 2.25 | 2.28 | MS | 3.44 | 15,849.24 | 9/3/2013 | 9/10/2018 | ||||||||||||||||||||||||
36297DP35 | GNMA POOL # 708842 | 32,176.88 | 32,474.26 | 30,235.22 | 31,970.73 | 503.53 | (38.7 | ) | — | — | 4 | 4.092 | JD | 3.03 | 344.31 | 12/1/2011 | 6/8/2017 |
36297DTR8 | GNMA POOL # 708960 | 500,702.24 | 516,443.54 | 479,499.35 | 497,691.84 | 18,751.7 | (649.19 | ) | — | — | 1.95 | 1.982 | AO | 3.43 | 6,080.24 | 11/22/2013 | 10/1/2016 | ||||||||||||||||||||||||
36297GCD0 | GNMA POOL # 711168 | 463,661.96 | 467,858.01 | 435,682.95 | 461,078.51 | 6,779.5 | (5,638.11 | ) | — | — | 0.272 | 0.286 | MJSD | 3.12 | 5,511.3 | 9/5/2013 | 9/12/2018 | ||||||||||||||||||||||||
36297G2R0 | GNMA POOL # 711884 | 1,527,770.03 | 1,556,470.14 | 1,445,126.84 | 1,518,804.25 | 37,665.89 | (2,126.64 | ) | — | — | 0.687 | — | FMAN | 3.44 | 18,312.05 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
36297JJ54 | GNMA POOL # 713184 | 1,178,709.77 | 1,200,852.55 | 1,114,948.63 | 1,171,561.78 | 29,290.77 | (1,089.02 | ) | — | — | 0.167 | 0.207 | MON | 3.44 | 14,125.63 | 9/4/2013 | 7/29/2015 | ||||||||||||||||||||||||
36297KZF1 | GNMA POOL # 714542 | 362,435.49 | 376,534.34 | 349,598.66 | 360,692.68 | 15,841.66 | (197.96 | ) | — | — | 1.95 | 0.764 | JJ | 3.47 | 4,424.11 | 2/27/2013 | 7/22/2016 | ||||||||||||||||||||||||
3620A2KC9 | GNMA POOL # 716791 | 979,534.34 | 997,935.47 | 926,547.38 | 973,415.61 | 24,519.86 | (4,979.99 | ) | — | — | 0.55 | 0.745 | FA | 3.44 | 12,521.39 | 5/1/2012 | 2/6/2015 | ||||||||||||||||||||||||
3620A32R4 | GNMA POOL # 718184 | 52,863.71 | 53,342.12 | 49,673.73 | 52,524.42 | 817.7 | (34.15 | ) | — | — | 1.25 | 1.342 | FA | 3.13 | 565.59 | 2/22/2012 | 2/6/2017 | ||||||||||||||||||||||||
3620A5FJ3 | GNMA POOL # 719369 | 655,753.29 | 659,750.43 | 614,378.73 | 652,191.7 | 7,558.73 | (678.54 | ) | — | — | 0.75 | 0.806 | MN | 3.14 | 7,004.46 | 5/8/2012 | 5/11/2015 | ||||||||||||||||||||||||
3620A6AC1 | GNMA POOL # 720103 | 598,476.75 | 633,002.74 | 588,183.52 | 597,791.66 | 35,211.08 | (339.86 | ) | — | — | 1.25 | 1.345 | FA | 3.82 | 6,769.09 | 2/5/2013 | 2/8/2018 | ||||||||||||||||||||||||
3620A6DZ7 | GNMA POOL # 720220 | 1,095,351.02 | 1,123,232.36 | 1,042,881.06 | 1,088,017.07 | 35,215.29 | (944.74 | ) | — | — | 0.267 | 0.295 | JAJO | 3.48 | 13,211.77 | 7/29/2013 | 7/29/2015 | ||||||||||||||||||||||||
3620A7RQ0 | GNMA POOL # 721495 | 389,286.89 | 392,809.85 | 365,795.92 | 386,705 | 6,104.85 | (1,793.71 | ) | — | — | 1.371 | 0.738 | MJSD | 3.11 | 4,291.47 | 6/14/2013 | 9/22/2015 | ||||||||||||||||||||||||
3620A7R64 | GNMA POOL # 721509 | 301,458.06 | 304,186.2 | 283,267.01 | 299,498.58 | 4,687.62 | (854.73 | ) | — | — | 1.038 | 1.103 | JAJO | 3.12 | 3,291.55 | 1/14/2011 | 1/24/2014 | ||||||||||||||||||||||||
3620A9MU2 | GNMA POOL # 723171 | 31,693.2 | 31,986.1 | 29,780.72 | 31,466.06 | 520.04 | (101.19 | ) | — | — | 1.875 | 1.899 | MS | 3.08 | 347.56 | 3/14/2012 | 3/20/2015 | ||||||||||||||||||||||||
3620A9QJ3 | GNMA POOL # 723257 | 448,629.01 | 452,775.12 | 421,557.14 | 445,327.89 | 7,447.23 | (1,578.71 | ) | — | — | 0.904 | 0.737 | JAJO | 3.07 | 4,949.48 | 3/25/2013 | 10/15/2015 | ||||||||||||||||||||||||
3620A9WS6 | GNMA POOL # 723457 | 473,594.36 | 477,971.21 | 445,016.01 | 470,524.57 | 7,446.64 | (1,383.83 | ) | — | — | 1.125 | 1.166 | FA | 3.1 | 5,166.78 | 2/21/2013 | 2/26/2016 | ||||||||||||||||||||||||
3620A9WW7 | GNMA POOL # 723461 | 247,020.36 | 249,303.24 | 232,114.26 | 245,512.8 | 3,790.44 | (859.49 | ) | — | — | 0.857 | 0.908 | FMAN | 3.1 | 2,722.78 | 2/21/2013 | 2/26/2016 | ||||||||||||||||||||||||
3620A9ZN4 | GNMA POOL # 723549 | 666,224.52 | 672,253.72 | 626,022.16 | 661,870.15 | 10,383.57 | (996.63 | ) | — | — | 4.75 | 3.908 | MS | 3.11 | 7,146.64 | 10/29/2009 | 3/1/2015 | ||||||||||||||||||||||||
3620ADCM2 | GNMA POOL # 726476 | 5,739,010.02 | 5,851,326.17 | 5,447,888.46 | 5,699,107.95 | 152,218.22 | (29,813.4 | ) | — | — | 6 | 1.763 | JJ | 6.18 | 65,854.21 | 5/16/2013 | 1/15/2018 | ||||||||||||||||||||||||
3620AFY35 | GNMA POOL # 728930 | 82,361.65 | 83,122.82 | 77,391.66 | 81,850.3 | 1,272.52 | (237.86 | ) | — | — | 3.7 | 3.515 | JJ | 3.1 | 908.15 | 3/18/2010 | 1/20/2015 | ||||||||||||||||||||||||
3620AKQR0 | GNMA POOL # 732264 | 150,279.42 | 151,639.4 | 141,211.01 | 149,355.35 | 2,284.05 | (958.85 | ) | — | — | 3.45 | 1.097 | MS | 3.14 | 1,750.8 | 3/8/2013 | 3/1/2016 | ||||||||||||||||||||||||
3620AKR57 | GNMA POOL # 732308 | 43,863.01 | 44,259.96 | 41,216.16 | 43,614.59 | 645.37 | (39.62 | ) | — | — | 3.15 | 1.46 | JJ | 3.14 | 468.75 | 4/11/2013 | 7/5/2016 | ||||||||||||||||||||||||
3620AL5N0 | GNMA POOL # 733553 | 366,435.68 | 369,751.86 | 344,323.65 | 364,367.5 | 5,384.36 | (2,585.33 | ) | — | — | 1.138 | 1.201 | JAJO | 3.14 | 4,129.15 | 1/17/2013 | 1/25/2018 | ||||||||||||||||||||||||
3620AQG72 | GNMA POOL # 736522 | 438,039.41 | 442,003.57 | 411,606.54 | 435,553.38 | 6,450.19 | (1,430.42 | ) | — | — | 1.8 | 2.122 | JJ | 3.14 | 4,793.96 | 10/1/2013 | 1/25/2018 | ||||||||||||||||||||||||
3620AQHC0 | GNMA POOL # 736527 | 162,212.27 | 163,680.27 | 152,423.81 | 161,147.36 | 2,532.91 | (1,422.99 | ) | — | — | 1.625 | 1.795 | MN | 3.14 | 1,869.42 | 11/26/2013 | 5/15/2018 | ||||||||||||||||||||||||
3620AQXC2 | GNMA POOL # 736975 | 289,618.6 | 292,239.59 | 272,141.98 | 287,893.42 | 4,346.17 | (1,993.84 | ) | — | — | 2.95 | 3.15 | MS | 3.12 | 3,308.4 | 8/12/2010 | 9/1/2020 | ||||||||||||||||||||||||
3620AQ5X7 | GNMA POOL # 737162 | 272,645.2 | 275,112.59 | 256,192.82 | 270,974.91 | 4,137.68 | (552.16 | ) | — | — | 2.15 | 0.726 | MN | 3.14 | 2,958.59 | 8/13/2012 | 5/15/2016 | ||||||||||||||||||||||||
3620AQ6A6 | GNMA POOL # 737165 | 872,189.34 | 880,082.47 | 819,558.32 | 867,144.18 | 12,938.29 | (4,619.3 | ) | — | — | 0.311 | 0.311 | FMAN | 3.14 | 9,838.32 | 12/2/2013 | 11/28/2016 | ||||||||||||||||||||||||
3620ASPY9 | GNMA POOL # 738539 | 3,891,585.39 | 3,772,813.23 | 3,622,712.2 | 3,884,445.88 | (111,632.65 | ) | (8,818.46 | ) | — | — | 0.7 | 0.741 | MN | 10.99 | 37,040.42 | 12/2/2013 | 11/28/2016 | |||||||||||||||||||||||
3620AWE48 | GNMA POOL # 741855 | 157,692.81 | 159,119.91 | 148,177.07 | 156,773.82 | 2,346.09 | (590.67 | ) | — | — | 2 | 1.643 | FA | 3.15 | 1,770.16 | 4/8/2013 | 8/15/2017 | ||||||||||||||||||||||||
3620AWE63 | GNMA POOL # 741857 | 155,286.6 | 156,691.92 | 145,916.06 | 154,433.45 | 2,258.47 | (158.78 | ) | — | — | 0.469 | 0.522 | FMAN | 3.15 | 1,661.97 | 2/11/2013 | 2/13/2015 | ||||||||||||||||||||||||
36225BPY8 | GNMA POOL # 781339 | 223,752.21 | 231,012.94 | 202,720 | 221,735.16 | 9,277.78 | (852.42 | ) | — | — | 1.625 | 0.812 | JD | 6.2 | 4,158.24 | 2/26/2013 | 6/4/2015 | ||||||||||||||||||||||||
36241KBP2 | GNMA POOL # 781846 | 3,242,525.78 | 3,594,696.96 | 3,140,460.8 | 3,235,163.97 | 359,532.99 | (4,649.36 | ) | — | — | 2.25 | 1.396 | JD | 9.85 | 52,571.41 | 1/16/2013 | 6/5/2017 | ||||||||||||||||||||||||
36241KEC8 | GNMA POOL # 781931 | 2,163,713.9 | 2,392,073.19 | 2,095,606.68 | 2,159,071.34 | 233,001.85 | (4,101.17 | ) | — | — | 3.3 | 3.339 | JJ | 9.99 | 35,333.72 | 12/16/2013 | 1/15/2021 | ||||||||||||||||||||||||
36241KEH7 | GNMA POOL # 781936 | 1,256,298.89 | 1,298,389.72 | 1,215,099.43 | 1,253,928.45 | 44,461.27 | (3,887.11 | ) | — | — | 4.95 | 3.932 | FA | 7.59 | 14,416.9 | 8/8/2013 | 2/15/2021 |
36241KGU6 | GNMA POOL # 782011 | 117,248.73 | 125,736.69 | 114,738.76 | 117,094.85 | 8,641.84 | (159.08 | ) | — | — | 0.95 | 0.743 | JD | 4.03 | 1,487.99 | 2/25/2013 | 12/4/2015 | ||||||||||||||||||||||||
36241KKB3 | GNMA POOL # 782090 | 2,539,331.75 | 2,737,085.8 | 2,443,133.4 | 2,532,036.34 | 205,049.46 | (4,959.91 | ) | — | — | 3 | 0.585 | MS | 10.51 | 41,169.04 | 7/23/2013 | 3/15/2015 | ||||||||||||||||||||||||
36241K6L7 | GNMA POOL # 782675 | 36,464.61 | 36,801.59 | 34,264.19 | 36,267.37 | 534.22 | (151.11 | ) | — | — | 2.625 | 0.833 | MS | 3.04 | 400.75 | 2/25/2013 | 3/15/2016 | ||||||||||||||||||||||||
36241LHQ2 | GNMA POOL # 782939 | 3,916,792.48 | 4,107,358.23 | 3,737,926.82 | 3,907,603.68 | 199,754.55 | (16,427.42 | ) | — | — | 1.375 | 1.406 | AO | 8.06 | 49,822.8 | 3/19/2013 | 4/1/2018 | ||||||||||||||||||||||||
36241LN36 | GNMA POOL # 783110 | 922,217.56 | 945,776.37 | 851,687.2 | 919,512.41 | 26,263.96 | (4,829.65 | ) | — | — | 4.75 | 2.871 | MS | 4.37 | 12,221.65 | 2/17/2010 | 3/1/2015 | ||||||||||||||||||||||||
36179MEL0 | GNMA POOL # MA0139 | 4,244,958.51 | 4,112,888.29 | 4,006,449.55 | 4,232,176.66 | (119,288.37 | ) | (9,487.46 | ) | — | — | 0.7 | 0.693 | MN | 2.58 | 30,797.96 | 11/26/2013 | 5/18/2016 | |||||||||||||||||||||||
36179MK82 | GNMA POOL # MA0319 | 201,902.78 | 191,606.34 | 183,782.91 | 201,607.08 | (10,000.74 | ) | (1,065.86 | ) | — | — | 1.3 | 1.348 | MN | 3.66 | 1,908.59 | 5/15/2013 | 5/18/2018 | |||||||||||||||||||||||
36179MNJ5 | GNMA POOL # MA0393 | 2,483,307.97 | 2,361,116.52 | 2,264,710.32 | 2,480,391.5 | (119,274.98 | ) | (13,692.58 | ) | — | — | 0.598 | 0.528 | FMAN | 7.32 | 23,615.88 | 11/14/2013 | 5/18/2018 | |||||||||||||||||||||||
36179MQN3 | GNMA POOL # MA0461 | 1,979,045.06 | 1,801,912.8 | 1,859,349.46 | 1,976,847.03 | (174,934.23 | ) | (2,436.17 | ) | — | — | 2.95 | 0.499 | JD | 3.26 | 14,117.72 | 3/26/2012 | 6/1/2014 | |||||||||||||||||||||||
380881BX9 | GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A | A | 1,100,000 | 1,098,111.3 | 1,100,000 | 1,100,000 | (1,888.7 | ) | — | — | — | 1 | 1.013 | MN | 0.5 | 1,180.31 | 4/25/2013 | 5/1/2018 | |||||||||||||||||||||||
38141EA33 | GOLDMAN SACHS GROUP INC CORP BND | 819,037.5 | 763,140 | 750,000 | 755,478.54 | 7,661.46 | (4,151.49 | ) | — | — | 4.65 | 2.512 | AO | 0.72 | 22,500 | 11/8/2012 | 10/1/2014 | ||||||||||||||||||||||||
38141EA74 | GOLDMAN SACHS GROUP INC CORP BND | 2,262,884 | 2,304,295.21 | 2,212,000 | 2,237,183.33 | 67,111.88 | (3,903.21 | ) | — | — | 2.4 | 2.411 | MS | 2.07 | — | 9/12/2013 | 3/15/2019 | ||||||||||||||||||||||||
38141GEG5 | GOLDMAN SACHS GROUP INC CORP BND | 2,488,200 | 2,491,424.95 | 2,500,000 | 2,489,019.92 | 2,405.03 | 819.92 | — | — | 4 | 3.746 | JJ | 0.85 | 2,528.19 | 10/15/2010 | 7/24/2015 | |||||||||||||||||||||||||
38141GEA8 | GOLDMAN SACHS GROUP INC CORP BND | 4,431,536 | 4,512,782.85 | 4,325,000 | 4,356,431.73 | 156,351.12 | (7,344.47 | ) | — | — | 1.85 | 1.879 | MN | 1.83 | — | 11/4/2013 | 11/15/2018 | ||||||||||||||||||||||||
38141GGT5 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 1,631,678.75 | 1,674,221.25 | 1,625,000 | 1,630,117.29 | 44,103.96 | (955.56 | ) | — | — | 1.488 | 1.336 | FMAN | 2.03 | 26,812.5 | 4/22/2013 | 2/25/2016 | ||||||||||||||||||||||||
38141EB32 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 2,017,500 | 2,021,106.26 | 2,000,000 | 2,012,150.38 | 8,955.88 | (1,594.53 | ) | — | — | 2.125 | 2.14 | AO | 1.04 | 16,000 | 4/22/2013 | 4/25/2018 | ||||||||||||||||||||||||
38141EB73 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 3,000,000 | 3,007,050.03 | 3,000,000 | 3,000,000 | 7,050.03 | — | — | — | 1.75 | 1.815 | FA | 1.29 | — | 2/20/2013 | 2/25/2016 | |||||||||||||||||||||||||
38141GVK7 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 5,350,000 | 5,413,183.07 | 5,350,000 | 5,350,000 | 63,183.07 | — | — | — | 6 | 3.302 | MN | 2.32 | 20,029.8 | 1/6/2011 | 5/13/2014 | |||||||||||||||||||||||||
38141GRC0 | GOLDMAN SACHS GROUP INC SENIOR CORP BND | 6,237,505 | 6,258,933.06 | 6,250,000 | 6,236,688.51 | 22,244.55 | (419.77 | ) | — | — | 1.838 | 1.903 | JAJO | 4.68 | 22,364.58 | 1/20/2011 | 1/24/2014 | ||||||||||||||||||||||||
38259PAC6 | GOOGLE CORP BND | 2,065,620 | 2,066,484.38 | 2,000,000 | 2,057,725.35 | 8,759.03 | (6,061.17 | ) | — | — | 5.625 | 3.238 | MS | 0.72 | 21,250 | 2/11/2013 | 9/23/2019 | ||||||||||||||||||||||||
BRSDWEX75 | GRIFOLS INC SECURED TERM LOAN | 4,136,016.75 | 4,176,845.69 | 4,154,577.16 | 4,141,647.35 | 35,198.34 | 1,016.96 | — | — | 4.75 | 2.271 | MS | (0.15 | ) | 45,273.19 | 2/13/2013 | 3/22/2017 | ||||||||||||||||||||||||
362341RT8 | GSR_05-6F WHOLE CMO 05-AR6 1A1 | 127,460.81 | 128,800.06 | 128,727.97 | 127,670.48 | 1,129.58 | 66.21 | — | — | 7.875 | 1.685 | JJ | 2.66 | 891.06 | 5/30/2013 | 7/15/2020 | |||||||||||||||||||||||||
BRSBK2348 | GYMBOREE CORP TERM LOAN | 2,306,473.92 | 2,277,981.8 | 2,441,776.14 | 2,350,569.65 | (72,587.85 | ) | 5,373.02 | — | — | 0.9 | 0.889 | JJ | 1.66 | 30,861.33 | 3/13/2013 | 1/20/2016 | ||||||||||||||||||||||||
406216BC4 | HALLIBURTON COMPANY SENIOR CORP BND | 499,645 | 499,175.99 | 500,000 | 499,672.11 | (496.12 | ) | 16.74 | — | — | 0.788 | 0.816 | JAJO | 2.04 | — | 7/18/2013 | 7/25/2016 | ||||||||||||||||||||||||
44921SAC6 | HALST_13-A ABS 13-A 144A | 3,069,399.05 | 3,070,169.27 | 3,069,493.89 | 3,069,440.45 | 728.82 | 17.92 | — | — | 1 | 1.108 | FA | 0.48 | 4,495.59 | 1/26/2012 | 2/2/2015 | |||||||||||||||||||||||||
41283LAA3 | HARLEY-DAVIDSON FINANCIAL CORP BND 144A | 2,329,200 | 2,374,743.92 | 2,250,000 | 2,291,189.57 | 83,554.35 | (4,595.24 | ) | — | — | 0.488 | 0.523 | FMAN | 1.32 | — | 5/21/2013 | 5/27/2016 | ||||||||||||||||||||||||
41283YAC1 | HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1 | 1,759,995.08 | 1,757,008.04 | 1,760,000 | 1,759,991.53 | (2,983.49 | ) | (2.06 | ) | — | — | 3.65 | 1.34 | AO | 1.45 | 2,859.99 | 6/7/2012 | 4/30/2015 | |||||||||||||||||||||||
43814EAC9 | HAROT 2013-2 ABS 13-2 A3 | 4,504,576.53 | 4,491,349.81 | 4,505,000 | 4,504,687.62 | (13,337.81 | ) | 39.4 | — | — | 0.929 | 0.95 | JAJO | 1.44 | 5,969.13 | 3/20/2013 | 4/15/2018 | ||||||||||||||||||||||||
43813TAD5 | HAROT_11-1 ABS_11-1 A4 | 1,830,926.8 | 1,838,337.26 | 1,831,414.51 | 1,831,378.94 | 6,958.32 | 32.68 | — | — | 2.9 | 1.569 | AO | 1.58 | 9,575.51 | 7/18/2013 | 4/24/2015 | |||||||||||||||||||||||||
43813UAC4 | HAROT_12-3 ABS 12-1 | 2,297,162.79 | 2,300,792.53 | 2,297,300.63 | 2,297,239.12 | 3,553.41 | 14.71 | — | — | 3.2 | 3.214 | MS | 0.62 | 5,085.69 | 9/9/2013 | 9/15/2018 | |||||||||||||||||||||||||
43814CAC3 | HAROT_13-1 ABS 13-1 | 2,996,718.75 | 2,996,729.97 | 3,000,000 | 2,997,952.05 | (1,222.08 | ) | 374.5 | — | — | 1.2 | 1.569 | AO | 0.55 | 3,600 | 9/10/2013 | 10/15/2017 | ||||||||||||||||||||||||
43812XAB1 | HAROT_13-3 ABS 13-3 A2 | 474,992.92 | 475,479.74 | 475,000 | 474,993.98 | 485.76 | 0.62 | — | — | 2.375 | 2.443 | JJ | 0.44 | 641.25 | 7/9/2013 | 1/15/2019 | |||||||||||||||||||||||||
43812XAC9 | HAROT_13-3 ABS 13-3 A3 | 3,464,437.28 | 3,467,668.15 | 3,465,000 | 3,464,538.03 | 3,130.12 | 58.62 | — | — | 0.824 | 0.851 | JAJO | 2.17 | 6,670.14 | 7/9/2013 | 1/15/2019 | |||||||||||||||||||||||||
44890GAD7 | HART_12-A ABS 12-A | 4,259,591.04 | 4,284,793.24 | 4,260,000 | 4,259,798.28 | 24,994.96 | 41.29 | — | — | 1.2 | 1.248 | AO | 0.56 | 10,117.5 | 9/16/2013 | 10/15/2016 |
44890KAC0 | HART_12-C ABS 12-C | 2,199,722.58 | 2,197,800.04 | 2,200,000 | 2,199,852.4 | (2,052.36 | ) | 27.9 | — | — | 0.8 | 0.807 | JJ | 0.59 | 2,915.01 | 1/23/2013 | 1/28/2016 | ||||||||||||||||||||||||
44890JAB5 | HART_13-A ABS 13-A | 1,601,929.08 | 1,602,113.43 | 1,602,033.37 | 1,601,989.12 | 124.31 | 26.59 | — | — | 0.548 | 0.611 | JAJO | 0.79 | 1,949.8 | 1/23/2013 | 1/28/2016 | |||||||||||||||||||||||||
44890QAC7 | HART_13-C ABS 13-C A3 | 1,499,732.85 | 1,506,000.03 | 1,500,000 | 1,499,762.84 | 6,237.19 | 26.2 | — | — | 0.557 | 0.596 | JAJO | 0.82 | 3,661.25 | 8/7/2013 | 4/29/2016 | |||||||||||||||||||||||||
419791YG7 | HAWAII ST MUNI BND GO | 2,007,940 | 2,052,040 | 2,000,000 | 2,001,831.62 | 50,208.38 | (413.96 | ) | — | — | 1.3 | 1.33 | AO | 0.59 | — | 8/20/2013 | 10/3/2016 | ||||||||||||||||||||||||
BRSJ76A64 | HCE-THE HEALTHCARE COMPANY SENIOR | 1,709,930.28 | 1,745,083.86 | 1,745,625 | 1,713,998.48 | 31,085.38 | 2,516.63 | — | — | 0.491 | 0.718 | MJSD | 0.01 | 13,408.17 | 6/5/2012 | 6/5/2014 | |||||||||||||||||||||||||
BRSJ4FFC9 | HCE-THE HEALTHCARE COMPANY SENIOR | 1,946,578.86 | 1,994,581.05 | 1,995,000 | 1,950,008.62 | 44,572.43 | 2,706.09 | — | — | 2.45 | 2.482 | MN | — | 14,926.14 | 11/5/2013 | 11/15/2018 | |||||||||||||||||||||||||
40414LAB5 | HCP CORP BND | 2,982,845.25 | 2,979,313.75 | 2,975,000 | 2,975,226.6 | 4,087.15 | (672.51 | ) | — | — | 0.509 | 0.561 | FMAN | 0.95 | — | 7/11/2013 | 2/8/2016 | ||||||||||||||||||||||||
BRSHYLWT1 | HDTFS INC SENIOR SECURED TERM NOTES | 7,836,826.94 | 7,910,862.38 | 7,925,683.41 | 7,844,309.14 | 66,553.24 | 4,804.26 | — | — | 0.75 | 0.782 | MN | 0.04 | 60,916.63 | 8/15/2013 | 5/16/2016 | |||||||||||||||||||||||||
BRSD9CAS4 | HEALTH MGMT ASSOC INC TERM LOAN | 5,787,057.91 | 5,823,902.83 | 5,828,040.74 | 5,797,404.15 | 26,498.68 | 1,676.2 | — | — | 0.842 | 0.842 | MJSD | 0.01 | 52,261.57 | 12/3/2013 | 12/6/2018 | |||||||||||||||||||||||||
429827AN8 | HEF_04-1 ABS 04-1 A13 144A | 164,000 | 180,184.8 | 200,000 | 171,959 | 8,225.8 | 229.31 | — | — | 2.5 | 2.52 | JJ | 2.43 | 1,017.68 | 7/10/2012 | 7/11/2014 | |||||||||||||||||||||||||
429827AQ1 | HEF_04-1 ABS 04-1 A15 144A | 246,000 | 270,217.5 | 300,000 | 251,697.95 | 18,519.55 | 282.31 | — | — | 2.5 | 2.377 | MS | 2.13 | 1,098.67 | 2/21/2013 | 3/15/2016 | |||||||||||||||||||||||||
429827AB4 | HEF_04-1 ABS 04-1 A2 144A | 164,000 | 181,865.8 | 200,000 | 176,279.69 | 5,586.11 | 159 | — | — | 0.75 | 0.765 | MS | 2.3 | 1,026.92 | 2/29/2012 | 3/5/2015 | |||||||||||||||||||||||||
429827AF5 | HEF_04-1 ABS 04-1 A6 144A | 164,000 | 187,575.4 | 200,000 | 175,558.21 | 12,017.19 | (0.08 | ) | — | — | 0.7 | 0.713 | FA | 2.07 | 1,016.89 | 2/25/2013 | 2/26/2016 | ||||||||||||||||||||||||
423012AC7 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 2,123,848.83 | 2,125,517.99 | 2,125,000 | 2,124,338.03 | 1,179.96 | 95.7 | — | — | 5.35 | 2.971 | MS | 1.57 | 7,954 | 2/17/2010 | 3/15/2015 | ||||||||||||||||||||||||
423012AB9 | HEINEKEN N.V. SENIOR CORP BND 144A | F | 5,987,624.98 | 5,908,317.08 | 6,025,000 | 5,990,135.47 | (81,818.39 | ) | 1,670.29 | — | — | 0.447 | 0.494 | FMAN | 7.75 | 21,722.36 | 6/27/2013 | 2/26/2016 | |||||||||||||||||||||||
427866AS7 | HERSHEY COMPANY THE CORP BND | 1,321,912.75 | 1,323,686.65 | 1,325,000 | 1,323,208.84 | 477.81 | 156.24 | — | — | 1.5 | 1.512 | JD | 4.61 | 9,937.5 | 5/28/2013 | 6/15/2018 | |||||||||||||||||||||||||
428236BJ1 | HEWLETT-PACKARD CO CORP BND | 710,000 | 710,156.22 | 710,000 | 710,000 | 156.22 | — | — | — | 0.287 | 0.337 | FMAN | 0.58 | 7,288.25 | 2/26/2013 | 2/26/2015 | |||||||||||||||||||||||||
428236AT0 | HEWLETT-PACKARD CO CORP BND | 2,260,758 | 2,067,568.71 | 2,050,000 | 2,057,631.96 | 9,936.75 | (20,741.88 | ) | — | — | 6.875 | 2.747 | MS | 0.96 | 44,742.27 | 3/4/2013 | 3/17/2014 | ||||||||||||||||||||||||
428236BW2 | HEWLETT-PACKARD CO UNSEC CORP BND | 1,874,718.75 | 1,912,416.75 | 1,875,000 | 1,874,808.48 | 37,608.27 | 12.52 | — | — | 1.875 | 2.034 | JJ | 2.04 | — | 11/4/2013 | 1/15/2019 | |||||||||||||||||||||||||
BRSJLE1E4 | HGIM CORP SENIOR SECURED TERM NOTES | 827,706.5 | 845,231.63 | 837,900 | 828,251.45 | 16,980.18 | 940.09 | — | — | 1.95 | 0.894 | MS | (1.91 | ) | 25,422.53 | 1/24/2013 | 3/5/2015 | ||||||||||||||||||||||||
429827AJ7 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,224 | 180,326.4 | 200,000 | 171,552.95 | 8,773.45 | 252.91 | — | — | 0.75 | 0.771 | FA | 2.36 | 764.5 | 2/13/2013 | 2/21/2016 | |||||||||||||||||||||||||
429827AE8 | HIGHER EDUCATION FUNDING HEF_0 ABS 04-1 | 164,000 | 180,617.6 | 200,000 | 172,191.18 | 8,426.42 | 271.47 | — | — | 2.95 | 1.542 | MN | 2.35 | 721.39 | 1/24/2013 | 5/1/2017 | |||||||||||||||||||||||||
429827AK4 | HIGHER EDUCATION FUNDING HEF_0 ABS_04-1 | 164,196 | 180,264 | 200,000 | 171,836.24 | 8,427.76 | 401.68 | — | — | 1.25 | 1.281 | JJ | 2.37 | 763.74 | 12/17/2012 | 1/15/2018 | |||||||||||||||||||||||||
BRSKM1X29 | HILTON WORLDWIDE FINANCE LLC SENIOR | 5,743,506.59 | 5,815,661.19 | 5,772,368.43 | 5,744,206.06 | 71,455.13 | 11,422.27 | — | — | 1.45 | 0.68 | FA | (0.11 | ) | 26,405.81 | 11/13/2013 | 8/15/2016 | ||||||||||||||||||||||||
437076BB7 | HOME DEPOT INC SENIOR CORP BND | 1,972,215.25 | 1,998,958.21 | 1,975,000 | 1,972,380.37 | 26,577.84 | 134.43 | — | — | 5.625 | 0.962 | JJ | 1.97 | — | 11/6/2013 | 1/15/2016 | |||||||||||||||||||||||||
43813EAD8 | HONDA AUTO RECEIVABLES OWNER T ABS 12-2 | 1,599,694.08 | 1,607,776 | 1,600,000 | 1,599,856.84 | 7,919.16 | 24.36 | — | — | 0.85 | 0.881 | FA | 2.06 | 3,639.99 | 9/12/2011 | 8/15/2014 | |||||||||||||||||||||||||
438670Q20 | HONOLULU HAWAII CITY & CNTY MUNITAX BND | 1,500,000 | 1,479,555 | 1,500,000 | 1,500,000 | (20,445 | ) | — | — | — | 2.3 | 2.306 | MS | 1.63 | 9,442.5 | 9/9/2013 | 9/15/2018 | ||||||||||||||||||||||||
BRSGWZF97 | HOUGHTON INTERNATIONAL INC SENIOR | 982,421.64 | 990,000 | 990,000 | 982,730.7 | 7,269.3 | 324.87 | — | — | 3.5 | 3.533 | JD | — | 10,145.56 | 5/17/2011 | 6/1/2017 | |||||||||||||||||||||||||
BRSJDG9F7 | HOYTS GROUP HOLDINGS LLC SENIOR SECURED | F | 861,321.75 | 868,896.19 | 865,650 | 861,674.27 | 7,221.92 | 165.79 | — | — | 5.1 | 3.392 | MS | (0.06 | ) | 8,871.1 | 11/12/2010 | 9/15/2014 | |||||||||||||||||||||||
404225BD5 | HSART_13-T3 ABS_13-T3 A3 144A | 849,997.28 | 831,640 | 850,000 | 849,991.67 | (18,351.67 | ) | (2.11 | ) | — | — | 2.45 | 1.374 | JJ | 1.95 | 3,810.54 | 12/9/2013 | 1/15/2017 | |||||||||||||||||||||||
44328MAL8 | HSBC BANK PLC CORP BND 144A | F | 4,685,175 | 4,716,077.72 | 4,500,000 | 4,653,144.39 | 62,933.33 | (15,753.73 | ) | — | — | 0.932 | 0.943 | FMAN | 1.07 | 69,750 | 8/6/2013 | 8/1/2018 | |||||||||||||||||||||||
G463NBBT9 | HSBC BANK PLC SENIOR CORP BND | F | 3,693,081 | 3,558,359.71 | 3,700,000 | 3,693,924.15 | (135,564.44 | ) | 338.31 | — | — | 2.5 | 1.249 | JJ | 2.43 | 27,750 | 9/19/2013 | 1/15/2016 | |||||||||||||||||||||||
44328MBT0 | HSBC BANK PLC SENIOR CORP BND 144A | F | 10,549,697.5 | 10,355,948.43 | 10,750,000 | 10,562,005.23 | (206,056.8 | ) | 10,355.27 | — | — | 4.2 | 0.536 | FA | 7.16 | 80,625 | 9/24/2013 | 2/1/2015 | |||||||||||||||||||||||
G463AQPM0 | HSBC BANK PLC SENIOR LOCAL BND EMTN | D | 1,557,432.87 | 1,662,048.38 | 1,000,000 | 1,557,416.32 | 104,632.06 | (16.55 | ) | — | 99,174.29 | 1.5 | 1.564 | FA | 0.78 | 3,118.8 | 12/10/2012 | 2/1/2018 |
40428HPG1 | HSBC BANK USA INC SENIOR CORP BND | 1,596,592 | 1,628,206.4 | 1,600,000 | 1,598,702.72 | 29,503.68 | 285.68 | — | — | 2.2 | 2.207 | JD | 0.79 | — | 11/18/2013 | 12/1/2018 | |||||||||||||||||||||||||
40428HPJ5 | HSBC BANK USA INC SENIOR CORP BND | 938,383.2 | 956,239.3 | 940,000 | 938,466.46 | 17,772.84 | 77.38 | — | — | 1.35 | 1.37 | MN | 4.48 | — | 5/8/2013 | 5/15/2018 | |||||||||||||||||||||||||
40428HPH9 | HSBC BANK USA INC SENIOR CORP BND | 6,072,582.6 | 5,992,945.74 | 6,090,000 | 6,076,033.4 | (83,087.66 | ) | 832.28 | — | — | 0.592 | 0.66 | MJSD | 4.08 | — | 3/2/2011 | 3/7/2014 | ||||||||||||||||||||||||
40428HPK2 | HSBC BANK USA INC SENIOR CORP BND | 6,250,000 | 6,258,746.32 | 6,250,000 | 6,250,000 | 8,746.32 | — | — | — | 2 | 0.768 | MS | 3.3 | 17,846.11 | 11/14/2013 | 9/30/2016 | |||||||||||||||||||||||||
BRSBXUEK4 | HUBBARD RADIO TERM LOAN | 2,076,329.89 | 2,089,545.1 | 2,081,738.58 | 2,076,463.33 | 13,081.77 | 2,234.24 | — | — | 0.55 | 0.78 | JD | (0.07 | ) | 32,867.86 | 6/6/2012 | 6/12/2015 | ||||||||||||||||||||||||
BRS8R3U20 | HUNTSMAN INTL LLC TERM LOAN | 343,047.58 | 346,256.88 | 346,950.78 | 345,042.75 | 1,214.13 | 15,510.09 | — | — | 0.416 | 0.306 | JAJO | 0.08 | 24,116.68 | 2/26/2013 | 7/18/2014 | |||||||||||||||||||||||||
4488148U0 | HYDRO-QUEBEC SENIOR CORP BND | A | 4,994,200 | 5,018,849.95 | 5,000,000 | 4,995,938.74 | 22,911.21 | 287 | — | — | 0.45 | 0.569 | FA | 1.26 | 34,375 | 1/28/2013 | 8/3/2015 | ||||||||||||||||||||||||
44890FAC1 | HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A | 3,499,626.55 | 3,507,665.07 | 3,500,000 | 3,499,877.08 | 7,787.99 | 37.85 | — | — | 1 | 1.193 | MN | 0.65 | 8,049.99 | 5/1/2013 | 5/1/2018 | |||||||||||||||||||||||||
44890HAC7 | HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B | 4,953,155.09 | 4,957,516.59 | 4,953,999.25 | 4,953,679.3 | 3,837.29 | 83.11 | — | — | 2.25 | 2.287 | FA | 0.57 | 7,749.99 | 8/9/2011 | 8/15/2016 | |||||||||||||||||||||||||
44890LAB0 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 509,997.65 | 510,295.79 | 510,000 | 509,996.42 | 299.37 | (0.34 | ) | — | — | 1.3 | 1.319 | FA | 0.48 | 675.75 | 12/4/2013 | 2/1/2017 | ||||||||||||||||||||||||
44890LAC8 | HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B | 1,424,920.44 | 1,423,404 | 1,425,000 | 1,424,960.04 | (1,556.04 | ) | 13.35 | — | — | 2.4 | 2.442 | FA | 2.31 | 2,346.47 | 12/4/2013 | 2/1/2019 | ||||||||||||||||||||||||
44920UAC2 | HYUNDAI CAP SVC CORP BND 144A | F | 2,982,210 | 3,191,864.16 | 3,000,000 | 2,991,144.82 | 200,719.34 | 806.64 | — | — | 1.375 | 1.551 | MS | 1.82 | — | 9/26/2011 | 9/29/2016 | ||||||||||||||||||||||||
44923QAB0 | HYUNDAI CAPITAL AMERICA CORP BND 144A | 1,991,020 | 2,098,321.22 | 2,000,000 | 1,994,161.82 | 104,159.4 | 395.99 | — | — | 2 | 1.58 | MS | 2.5 | 40,000 | 4/5/2013 | 9/15/2016 | |||||||||||||||||||||||||
BRSHH3U39 | IASIS HELTHCARE CORP SENIOR SECURED TERM | 7,148,646.29 | 7,312,200.66 | 7,257,767.4 | 7,166,188.28 | 146,012.38 | 5,324.23 | — | — | 1.75 | 1.277 | MN | (5.21 | ) | 83,675.09 | 2/13/2013 | 5/22/2017 | ||||||||||||||||||||||||
4521518V8 | ILLINOIS ST MUNI BND GO | 2,300,000 | 2,369,069 | 2,300,000 | 2,300,000 | 69,069 | — | — | — | 0.409 | 0.472 | JAJO | 5.55 | — | 1/17/2013 | 1/23/2015 | |||||||||||||||||||||||||
452227FG1 | ILLINOIS ST SALES TAX REV MUNITAX BND | 4,100,000 | 4,028,619 | 4,100,000 | 4,100,000 | (71,381 | ) | — | — | — | 0.8 | 0.814 | MN | 4.17 | 31,980 | 5/14/2013 | 5/17/2016 | ||||||||||||||||||||||||
BRSFNCAU8 | IMMUCOR INC. SENIOR SECURED TERM NOTES | 2,837,774.5 | 2,945,451.57 | 2,932,986.38 | 2,854,478.4 | 90,973.17 | 4,375.27 | — | — | 0.393 | 0.369 | MJSD | (0.09 | ) | 37,552.82 | 11/27/2013 | 9/18/2015 | ||||||||||||||||||||||||
BRSHC7CJ0 | IMS HEALTH INCORPORATED SENIOR SECURED | 10,179,563.48 | 10,223,044.5 | 10,192,771.96 | 10,179,973.96 | 43,070.54 | 410.48 | — | — | 2 | 2.005 | AO | (0.08 | ) | 45,421.9 | 10/21/2013 | 10/24/2018 | ||||||||||||||||||||||||
BRSEKNUF1 | INEOS US FINANCE LLC SENIOR SEC TERM | 3,062,282.14 | 3,084,577.5 | 3,076,885.28 | 3,063,405.66 | 21,171.84 | 817.66 | — | — | 0.85 | 1.178 | FA | (0.76 | ) | 31,532.44 | 6/19/2013 | 8/2/2017 | ||||||||||||||||||||||||
BRSFTR0V8 | INFOR US INC SENIOR SECURED TERM NOTES | 713,370.9 | 721,659.48 | 720,010.66 | 714,883.81 | 6,775.67 | 302.18 | — | — | 3.875 | 2.478 | AO | (0.05 | ) | 9,660.14 | 12/14/2011 | 4/1/2014 | ||||||||||||||||||||||||
BRSJFKKC0 | INFOR US INC SENIOR SECURED TERM NOTES | 1,050,326.38 | 1,047,700.56 | 1,050,326.38 | 1,050,326.38 | (2,625.82 | ) | — | — | — | 2.2 | 2.424 | MS | 0.04 | 10,065.62 | 9/3/2013 | 3/6/2019 | ||||||||||||||||||||||||
449786AN2 | ING BANK NV CORP BND 144A | F | 2,375,000 | 2,387,872.5 | 2,375,000 | 2,375,000 | 12,872.5 | — | — | — | 2.45 | 2.471 | JJ | 0.84 | 9,951.25 | 7/22/2010 | 7/27/2015 | ||||||||||||||||||||||||
449786AR3 | ING BANK NV CORP BND 144A | F | 3,714,234.75 | 3,786,515.44 | 3,725,000 | 3,718,714.71 | 67,800.73 | 907.08 | — | — | 1.95 | 1.976 | MN | 2.07 | — | 11/4/2013 | 11/15/2018 | ||||||||||||||||||||||||
BRSDJVYW6 | ING BANK NV SENIOR BND CORP EMTN | D | 1,739,707.38 | 1,744,592.72 | 1,000,000 | 1,737,215.76 | 7,376.96 | (2,491.62 | ) | — | 19,301.81 | 0.728 | 0.728 | FMAN | 4 | 3,304.16 | 11/4/2013 | 11/15/2018 | |||||||||||||||||||||||
449786AX0 | ING BANK NV SENIOR CORP BND 144A | F | 748,440 | 750,950.95 | 750,000 | 748,860.17 | 2,090.78 | 130.73 | — | — | 0.739 | 0.661 | MJSD | 1.32 | — | 6/20/2013 | 6/1/2015 | ||||||||||||||||||||||||
449786AW2 | ING BANK NV SENIOR CORP BND 144A | F | 8,120,000 | 8,194,054.64 | 8,120,000 | 8,120,000 | 74,054.64 | — | — | — | 1.8 | 1.818 | JD | 1.55 | 24,766 | 11/8/2012 | 6/1/2017 | ||||||||||||||||||||||||
45687AAK8 | INGERSOLL-RAND GLOBAL HOLDING SENIOR | F | 4,014,240 | 3,988,295 | 4,000,000 | 4,014,170.44 | (25,875.44 | ) | (69.56 | ) | — | — | 5.55 | 0.973 | FA | 2.94 | (56,541.67 | ) | 3/13/2013 | 2/15/2016 | |||||||||||||||||||||
458140AH3 | INTEL CORP CORP BND | 1,797,246 | 1,853,912.66 | 1,800,000 | 1,798,466.75 | 55,445.91 | 137.3 | — | — | 5.5 | 1.654 | AO | 0.85 | 17,550 | 11/8/2013 | 4/1/2017 | |||||||||||||||||||||||||
BRSLBJCQ0 | INTELSAT JACKSON SENIOR SECURED TERM | F | 492,457.4 | 495,766.71 | 492,457.4 | 492,457.4 | 3,309.31 | — | — | — | 2 | 1.031 | MN | (1.63 | ) | — | 4/11/2013 | 11/1/2016 | |||||||||||||||||||||||
458182DT6 | INTER-AMERICAN DEV BANK CORP BND | E | 7,150,000 | 7,143,421.79 | 7,150,000 | 7,150,000 | (6,578.21 | ) | — | — | — | 1.1 | 1.144 | MN | 0.87 | 5,148 | 11/2/2012 | 11/1/2017 | |||||||||||||||||||||||
45818WAR7 | INTER-AMERICAN DEV BANK SENIOR CORP BND | E | 4,997,748 | 4,995,850 | 5,000,000 | 4,998,112.39 | (2,262.39 | ) | 302.02 | — | — | 2.5 | 2.355 | MS | 0.44 | 2,160.7 | 11/5/2013 | 9/15/2016 | |||||||||||||||||||||||
459200GX3 | INTERNATIONAL BUSINESS MACHINE CORP BND | 2,598,825 | 2,571,006.98 | 2,500,000 | 2,574,928.56 | (3,921.58 | ) | (7,244.05 | ) | — | — | 3.65 | 3.651 | MS | 0.83 | — | 9/11/2013 | 9/14/2018 | |||||||||||||||||||||||
459200HC8 | INTERNATIONAL BUSINESS MACHINE CORP BND | 3,260,491.75 | 3,255,447.76 | 3,275,000 | 3,265,897.93 | (10,450.17 | ) | 718.06 | — | — | 4.9 | 3.21 | MS | 5.79 | — | 2/17/2010 | 9/15/2015 | ||||||||||||||||||||||||
459200HB0 | INTERNATIONAL BUSINESS MACHINE CORP BND | 4,127,963.5 | 4,155,178.37 | 4,150,000 | 4,141,169.7 | 14,008.67 | 2,000.66 | — | — | 4.5 | 3.307 | MS | 0.44 | — | 12/11/2013 | 9/15/2020 |
459200HN4 | INTERNATIONAL BUSINESS MACHINE SENIOR | 650,000 | 650,006.49 | 650,000 | 650,000 | 6.49 | — | — | — | 2.875 | 3.025 | AO | 0.27 | 474.05 | 3/24/2010 | 4/1/2015 | |||||||||||||||||||||||||
459200HK0 | INTERNATIONAL BUSINESS MACHINE SENIOR | 1,149,710.1 | 1,133,683.54 | 1,155,000 | 1,150,633.21 | (16,949.67 | ) | 258.31 | — | — | 4.5 | 0.443 | JJ | 3.44 | — | 9/13/2012 | 7/1/2015 | ||||||||||||||||||||||||
459200HD6 | INTERNATIONAL BUSINESS MACHINE SENIOR | 4,542,447 | 4,566,281.72 | 4,550,000 | 4,546,556.12 | 19,725.6 | 635.34 | — | — | 1.2 | 1.186 | JJ | 0.49 | 17,062.5 | 2/27/2013 | 1/15/2018 | |||||||||||||||||||||||||
45950VCP9 | INTERNATIONAL FINANCE CO CORP BND | E | 4,027,303.56 | 4,016,008.39 | 4,034,000 | 4,027,590.91 | (11,582.52 | ) | 287.35 | — | — | 2.8 | 0.659 | AO | 2.35 | — | 10/9/2013 | 4/15/2016 | |||||||||||||||||||||||
45950KAZ3 | INTERNATIONAL FINANCE CO CORP BND | E | 4,108,160 | 4,033,960 | 4,000,000 | 4,007,931.89 | 26,028.11 | (9,238.65 | ) | — | — | 1.5 | 1.613 | AO | 0.24 | 125,333.33 | 10/18/2010 | 10/25/2015 | |||||||||||||||||||||||
45950VCJ3 | INTERNATIONAL FINANCE CO SENIOR CORP BND | E | 2,652,710.58 | 2,651,275.31 | 2,658,000 | 2,654,113.66 | (2,838.35 | ) | 412.01 | — | — | 0.6 | 0.624 | AO | 0.61 | 9,746 | 4/4/2013 | 4/11/2016 | |||||||||||||||||||||||
45905UNJ9 | INTL BANK FOR RECONSTRUCTION A SENIOR | F | 399,904 | 399,859.98 | 400,000 | 399,921.13 | (61.15 | ) | 11.94 | — | — | 1.125 | 1.144 | AO | 0.4 | — | 4/4/2013 | 4/11/2018 | |||||||||||||||||||||||
BRSLR8JD9 | ION MEDIA NETWORKS INC SENIOR SECURED TERM | 915,400 | 915,400 | 920,000 | 915,400 | — | — | — | — | 1.889 | 1.896 | MON | 0.07 | — | 12/27/2013 | 12/17/2020 | |||||||||||||||||||||||||
BRSHRTUA5 | ISS GLOBAL A/S SENIOR SECURED TERM LOAN | F | 1,766,672.25 | 1,772,995.08 | 1,771,100 | 1,767,099.61 | 5,895.47 | 243.3 | — | — | 3.625 | 3.061 | AO | (0.49 | ) | 16,830.73 | 1/5/2012 | 4/15/2015 | |||||||||||||||||||||||
BRSKKEX64 | JARDEN CORP SENIOR SECURED TERM NOTES | 4,029,600.75 | 4,046,812.61 | 4,049,850 | 4,030,274.36 | 16,538.25 | 724.36 | — | — | 2.625 | 2.68 | JD | 0.01 | 27,654.69 | 12/5/2011 | 12/15/2016 | |||||||||||||||||||||||||
BRSKL00G7 | JBS USA LLC SENIOR SECURED TERM NOTES | 1,194,000 | 1,196,004 | 1,200,000 | 1,194,225.52 | 1,778.48 | 216.12 | — | — | 1.5 | 1.19 | JJ | 0.05 | 10,250 | 2/13/2013 | 7/1/2015 | |||||||||||||||||||||||||
47787BAD7 | JDOT_12-A ABS 12-A | 3,999,112.4 | 4,021,839.92 | 4,000,000 | 3,999,530.01 | 22,309.91 | 57.24 | — | — | 1.166 | 0.627 | MJSD | 0.75 | 9,900 | 2/11/2013 | 6/26/2015 | |||||||||||||||||||||||||
477879AC4 | JDOT_13-B ABS_13-B A3 | 4,724,355.98 | 4,739,458.5 | 4,725,000 | 4,724,432.32 | 15,026.18 | 55.19 | — | — | 0.869 | 0.906 | JAJO | 2.1 | 11,532.95 | 4/16/2013 | 4/23/2018 | |||||||||||||||||||||||||
24422ERU5 | JOHN DEERE CAPITAL CORP CORP BND | 5,000,000 | 5,002,500.55 | 5,000,000 | 5,000,000 | 2,500.55 | — | — | — | 0.772 | 0.794 | JAJO | 0.23 | 5,314.28 | 7/22/2013 | 7/20/2016 | |||||||||||||||||||||||||
24422ERK7 | JOHN DEERE CAPITAL CORP CORP BND MTN | 505,585 | 503,730.9 | 500,000 | 503,784.17 | (53.27 | ) | (1,031.12 | ) | — | — | 2.15 | 2.195 | JJ | 0.44 | 3,125 | 10/21/2013 | 1/15/2019 | |||||||||||||||||||||||
24422ESB6 | JOHN DEERE CAPITAL CORP CORP BND MTN | 4,988,450 | 4,911,750.8 | 5,000,000 | 4,990,267.87 | (78,517.07 | ) | 572.99 | — | — | 2.375 | 2.439 | JD | 1.74 | — | 12/5/2012 | 12/10/2015 | ||||||||||||||||||||||||
24422ESG5 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 5,000,000 | 4,997,050.1 | 5,000,000 | 5,000,000 | (2,949.9 | ) | — | — | — | 1.4 | 1.21 | AO | 0.39 | — | 10/24/2013 | 10/21/2016 | ||||||||||||||||||||||||
24422ERN1 | JOHN DEERE CAPITAL CORP SENIOR CORP BND | 10,272,020.25 | 10,250,032.88 | 10,275,000 | 10,273,104.41 | (23,071.53 | ) | 147.04 | — | — | 1.7 | 1.7 | JD | 5.91 | — | 6/10/2013 | 6/15/2018 | ||||||||||||||||||||||||
24422ERZ4 | JOHN DEERE CAPITAL CORP UNSECURED CORP | 634,326.9 | 632,601.65 | 635,000 | 634,536.34 | (1,934.69 | ) | 55.81 | — | — | 2.4 | 2.423 | AO | 1.87 | — | 10/17/2013 | 10/21/2018 | ||||||||||||||||||||||||
478160AW4 | JOHNSON & JOHNSON CORP BND | 122,861.25 | 126,761.18 | 125,000 | 123,508.01 | 3,253.17 | 51.06 | — | — | 2.95 | 2.977 | MS | 2.72 | — | 3/8/2012 | 3/15/2017 | |||||||||||||||||||||||||
478160AY0 | JOHNSON & JOHNSON SENIOR CORP BND | 526,270 | 517,317.28 | 500,000 | 516,699.26 | 618.02 | (1,759.67 | ) | — | — | — | 0.933 | FMAN | 0.68 | 5,375 | 9/30/2011 | 00/00/0000 | ||||||||||||||||||||||||
478160BF0 | JOHNSON & JOHNSON SENIOR CORP BND | 1,997,580 | 1,994,509.75 | 2,000,000 | 1,997,639.92 | (3,130.17 | ) | 59.92 | — | — | — | — | FMAN | 1.59 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
478160BE3 | JOHNSON & JOHNSON SENIOR CORP BND | 5,000,000 | 5,002,849.6 | 5,000,000 | 5,000,000 | 2,849.6 | — | — | — | — | — | JAJO | 0.29 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
466247E74 | JPMMT CMO_06-A1 2A2 | 75,793.7 | 67,662.26 | 75,734.5 | 75,763.4 | (8,101.14 | ) | (36.77 | ) | — | — | — | — | JAJO | 3.8 | 535.48 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
46625HGY0 | JPMORGAN CHASE & CO CORP BND | 5,050,445 | 4,873,012.56 | 4,250,000 | 4,948,876.02 | (75,863.46 | ) | (41,599.6 | ) | — | — | — | — | JAJO | 2.19 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
46625HHP8 | JPMORGAN CHASE & CO CORP BND | 8,568,850 | 8,759,165 | 8,500,000 | 8,516,092.28 | 243,072.72 | (4,145.46 | ) | — | — | — | — | MJSD | 0.79 | 15,211.11 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
46625HCE8 | JPMORGAN CHASE & CO CORP BND | 182,024.5 | 182,934.15 | 175,000 | 176,657.53 | 6,276.62 | (353.26 | ) | — | — | — | — | FMAN | 0.84 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
46625HJG6 | JPMORGAN CHASE & CO CORP BND | 1,973,600 | 1,981,526.64 | 2,000,000 | 1,975,042.55 | 6,484.09 | 1,442.55 | — | — | — | — | FMAN | 2.04 | (6,900 | ) | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
46625HHX1 | JPMORGAN CHASE & CO CORP BND | 7,486,460 | 7,341,061.49 | 7,000,000 | 7,351,077.2 | (10,015.71 | ) | (40,731.88 | ) | — | — | — | — | MJSD | 3.5 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
46625HJA9 | JPMORGAN CHASE & CO CORP BND | 8,464,007 | 8,407,761.04 | 8,025,000 | 8,357,625.71 | 50,135.33 | (32,481.43 | ) | — | — | — | — | FMAN | 6.08 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
46623EJF7 | JPMORGAN CHASE & CO CORP BND MTN | 775,000 | 775,403.02 | 775,000 | 775,000 | 403.02 | — | — | — | — | 0.218 | FMAN | 0.52 | 2,108.7 | 5/13/2011 | 00/00/0000 | |||||||||||||||||||||||||
46623EJB6 | JPMORGAN CHASE & CO SENIOR CORP BND | 913,842 | 909,209.84 | 900,000 | 910,573.4 | (1,363.56 | ) | (1,535.93 | ) | — | — | — | — | JAJO | 0.78 | 3,128.47 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
48126EAA5 | JPMORGAN CHASE & CO SENIOR CORP BND | 5,073,790 | 5,037,031.95 | 5,000,000 | 5,062,203.54 | (25,171.59 | ) | (4,181.82 | ) | — | — | — | — | FMAN | 3.58 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
46625HJL5 | JPMORGAN CHASE & CO SENIOR CORP BND | 6,467,320.7 | 6,376,229.2 | 6,515,000 | 6,468,640.72 | (92,411.52 | ) | 994.08 | — | — | — | 1.252 | JAJO | 2.14 | 19,588.03 | 8/19/2011 | 00/00/0000 |
46623EJU4 | JPMORGAN CHASE & CO SENIOR CORP BND | 7,141,348.5 | 7,158,984.4 | 7,150,000 | 7,143,763.85 | 15,220.55 | 714.65 | — | — | — | — | MJSD | 4.26 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
46625HJF8 | JPMORGAN CHASE & CO SENIOR CORP BND | 14,920,000 | 15,069,050.95 | 14,920,000 | 14,920,000 | 149,050.95 | — | — | — | — | 0.592 | JAJO | 3.57 | 44,454.48 | 11/1/2011 | 00/00/0000 | |||||||||||||||||||||||||
46623EJV2 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 3,000,000 | 3,012,329.85 | 3,000,000 | 3,000,000 | 12,329.85 | — | — | — | — | — | JAJO | 0.67 | 6,689.26 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
46623EJP5 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 3,372,637.5 | 3,417,859.13 | 3,375,000 | 3,374,025.89 | 43,833.24 | 347.02 | — | — | — | — | FMAN | 2.48 | 13,593.75 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
46623EJS9 | JPMORGAN CHASE & CO SENIOR CORP BND MTN | 5,431,411.8 | 5,421,221.89 | 5,400,000 | 5,422,057.64 | (835.75 | ) | (3,092.51 | ) | — | — | — | — | MJSD | 0.69 | 12,807.78 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSC103Q2 | KAR AUCTION SERVICES INC TERM LOAN | 1,120,636.92 | 1,130,491.77 | 1,126,268.26 | 1,123,075.69 | 7,416.08 | 382.14 | — | — | — | — | MJSD | (0.11 | ) | 16,973.42 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
487836BK3 | KELLOGG COMPANY SENIOR CORP BND | 1,200,000 | 1,201,599.2 | 1,200,000 | 1,200,000 | 1,599.2 | — | — | — | — | — | FMAN | 0.35 | 1,517.08 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSJLFNA5 | KINETIC CONCEPTS INC / KCI USA SENIOR | 248,125 | 248,330.94 | 248,125 | 248,125 | 205.94 | — | — | — | — | — | FMAN | (0.03 | ) | 2,542.78 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSF9BJL7 | KLOECKNER HOLDINGS GP S.A. TERM LOAN | E | 362,171.25 | 372,489.44 | 369,562.5 | 364,568.14 | 7,921.3 | 713.4 | — | — | — | — | MJSD | (0.26 | ) | 5,740.21 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
50048MBM1 | KOMMUNALBANKEN AS CORP BND 144A | F | 398,900 | 397,924.01 | 400,000 | 398,941.09 | (1,017.08 | ) | 41.09 | — | — | — | 0.225 | JAJO | 0.93 | — | 8/9/2012 | 1/25/2017 | |||||||||||||||||||||||
50048MAT7 | KOMMUNALBANKEN AS SENIOR GOVT BND | F | 1,096,205 | 1,086,733.99 | 1,100,000 | 1,097,148.53 | (10,414.54 | ) | 190.32 | — | — | — | — | MJSD | 1.33 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSJZMYE5 | KOMMUNEKREDIT CORP BND EMTN | F | 9,988,500 | 9,978,700.3 | 10,000,000 | 9,990,114.18 | (11,413.88 | ) | 958.09 | — | — | — | 0.222 | MJSD | 0.96 | — | 4/30/2013 | 12/8/2016 | |||||||||||||||||||||||
50076QAY2 | KRAFT FOODS GROUP INC CORP BND | 3,718,985.96 | 3,796,953.62 | 3,725,000 | 3,720,285.38 | 76,668.24 | 331.86 | — | — | — | — | MJSD | 3.34 | 41,906.25 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
50076QAK2 | KRAFT FOODS GROUP INC SENIOR CORP BND | 1,394,895.5 | 1,388,016.47 | 1,370,000 | 1,385,719.37 | 2,297.1 | (2,761.59 | ) | — | — | — | — | JAJO | 0.7 | 11,131.25 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
D4085DTN7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 1,685,172.12 | 1,709,141.85 | 1,000,000 | 1,643,730.54 | 65,411.31 | (6,467.78 | ) | — | 57,427.83 | — | — | FMAN | 0.83 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
D40859GT7 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 4,137,676.58 | 4,117,139.74 | 2,180,000 | 4,048,572.37 | 68,567.37 | (26,545.47 | ) | — | 142,164.72 | — | — | JAJO | 3.26 | (26,160.64 | ) | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
BRSDR1PS2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 3,986,239.13 | 4,165,717.65 | 2,480,000 | 3,979,957.21 | 185,760.44 | (1,410.3 | ) | — | 150,721.03 | — | 0.143 | MJSD | 2.1 | (11,912.44 | ) | 11/26/2013 | 3/8/2018 | ||||||||||||||||||||||
500769EM2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 5,216,400 | 5,159,050.35 | 5,000,000 | 5,159,623.92 | (573.57 | ) | (16,495.94 | ) | — | — | — | — | JAJO | 0.67 | 50,000 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
500769AX2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | F | 6,356,400.6 | 6,181,020 | 6,000,000 | 6,058,037.08 | 122,982.92 | (18,445.35 | ) | — | — | — | — | MJSD | 0.31 | 123,750 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
D4085B7T2 | KREDITANSTALT FUER WIEDERAUFBA CORP BND | D | 6,158,497.52 | 6,237,207.59 | 3,530,000 | 6,018,970.89 | 218,236.7 | (22,749.81 | ) | — | 194,294.49 | — | 0.282 | FMAN | 2.4 | (20,154.15 | ) | 6/1/2012 | 2/13/2017 | ||||||||||||||||||||||
500769FC3 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 4,984,150 | 5,020,450 | 5,000,000 | 4,993,034.89 | 27,415.11 | 1,334.72 | — | — | — | — | MJSD | 0.31 | 15,625 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
500769FV1 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 5,701,367 | 5,711,628.11 | 5,700,000 | 5,701,094.46 | 10,533.65 | (157.93 | ) | — | — | — | — | FMAN | 0.77 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
500769FG4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 9,842,382 | 9,801,494.7 | 9,900,000 | 9,850,137.38 | (48,642.68 | ) | 3,383.05 | — | — | — | 0.899 | FMAN | 1.15 | — | 8/24/2012 | 2/23/2018 | |||||||||||||||||||||||
500769FP4 | KREDITANSTALT FUER WIEDERAUFBA SENIOR | F | 14,965,200 | 14,964,899.85 | 15,000,000 | 14,974,466.25 | (9,566.4 | ) | 2,787.16 | — | — | — | — | MJSD | 1.2 | 37,500 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
501044CX7 | KROGER CO (THE) SENIOR CORP BND | 1,456,423 | 1,454,710.13 | 1,460,000 | 1,456,425.3 | (1,715.17 | ) | 2.3 | — | — | — | — | FMAN | 3.36 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
502413BA4 | L-3 COMMUNICATIONS CORP CORP BND | 3,430,392 | 3,368,950.88 | 3,225,000 | 3,420,735.78 | (51,784.9 | ) | (6,175.43 | ) | — | — | — | (0.123 | ) | MJSD | 4.19 | — | 3/2/2011 | 00/00/0000 | ||||||||||||||||||||||
12800UAK6 | LA CAISSE CENTRALE DESJARDINS CORP BND | A | 397,592 | 416,140.04 | 400,000 | 398,874.62 | 17,265.42 | 124.65 | — | — | — | — | FMAN | 0.72 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
12800UAL4 | LA CAISSE CENTRALE DESJARDINS SECURED | A | 2,699,352 | 2,736,233.87 | 2,700,000 | 2,699,582.37 | 36,651.5 | 32.53 | — | — | — | — | FMAN | 2.34 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
515110BG8 | LANDWIRTSCHAFTLICHE RENTENBANK SENIOR | F | 2,993,280 | 2,965,169.91 | 3,000,000 | 2,995,006.79 | (29,836.88 | ) | 337.64 | — | — | — | — | JAJO | 1.2 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSLLJA32 | LAS VEGAS SANDS LLC SENIOR SECURED TERM | 2,477,550 | 2,477,550 | 2,490,000 | 2,477,550 | — | — | — | — | — | 0.172 | MJSD | 0.07 | — | 2/19/2013 | 6/30/2017 | |||||||||||||||||||||||||
BRSFWACE6 | LEAP WIRELESS INTL INC SENIOR SECURED | 2,337,212 | 2,352,165.75 | 2,346,300 | 2,337,208.08 | 14,957.67 | 388.55 | — | — | — | — | MJSD | (0.04 | ) | 28,553.4 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSHHLHN0 | LEAP WIRELESS INTL INC SENIOR SECURED | 5,974,601.88 | 6,039,795.77 | 6,019,750 | 5,979,230.13 | 60,565.64 | 1,750.37 | — | — | — | — | MJSD | (1.73 | ) | 73,256.68 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
52206AAB6 | LEASEPLAN CORPORATION NV CORP BND 144A | F | 4,976,700 | 4,880,516.45 | 5,000,000 | 4,979,462.51 | (98,946.06 | ) | 1,114.82 | — | — | — | — | MJSD | 3.09 | 62,500 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSLAZMP6 | LESLIES POOLMART INC. SENIOR SECURED | 2,289,878.99 | 2,305,185 | 2,298,198.48 | 2,289,995.16 | 15,189.84 | 163.6 | — | — | — | — | FMAN | (0.77 | ) | 41,646.46 | 00/00/0000 | 00/00/0000 |
BRSFD9W24 | LEVEL 3 COMMUNICATIONS INC SENIOR SEC | 960,300 | 974,442.6 | 970,000 | 962,230.69 | 12,211.91 | 349.25 | — | — | — | 0.131 | MJSD | (0.08 | ) | 6,803.29 | 6/2/2011 | 00/00/0000 | ||||||||||||||||||||||||
BRSK78QV5 | LEVEL 3 FINANCING INC SENIOR SECURED | 585,000 | 589,024.8 | 585,000 | 585,000 | 4,024.8 | — | — | — | — | — | MJSD | (5.53 | ) | 3,461.92 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSHY9H24 | LINDE AG SENIOR CORP BND EMTN | F | 2,990,820 | 2,944,319.91 | 3,000,000 | 2,992,077.81 | (47,757.9 | ) | 448.52 | — | — | — | 0.254 | JAJO | 1.94 | — | 2/29/2012 | 4/20/2017 | |||||||||||||||||||||||
BRSK7RBA5 | LIVE NATION ENTERTAINMENT INC SENIOR | 2,044,875 | 2,050,846.04 | 2,044,875 | 2,044,875 | 5,971.04 | — | — | — | — | 0.047 | JAJO | (0.46 | ) | 18,336.11 | 11/15/2013 | 4/29/2019 | ||||||||||||||||||||||||
G5577Y5Y2 | LLOYDS TSB BANK PLC - LT GTD SENIOR | D | 4,005,907.35 | 4,120,062.99 | 2,490,000 | 4,010,768.52 | 109,294.47 | 443.95 | — | 114,280.3 | — | 0.078 | FMAN | 3.05 | (11,430.88 | ) | 6/25/2012 | 5/25/2018 | |||||||||||||||||||||||
541502AB6 | LOMA REINSURANCE LTD CORP BND 144A | F | 4,000,000 | 4,005,680 | 4,000,000 | 4,000,000 | 5,680 | — | — | — | — | — | FMAN | 12.54 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
G29330DW7 | LONDON POWER NETWORKS PLC LOCAL BND | D | 911,019.43 | 998,402.44 | 550,000 | 912,371.22 | 86,031.22 | 91.47 | — | (2,554.36 | ) | — | 0.021 | JAJO | 1.89 | 47,032.46 | 7/8/2011 | 00/00/0000 | |||||||||||||||||||||||
502441AA6 | LVMH MOET HENNESSY LOUIS VUITT SENIOR | F | 3,041,246.5 | 3,038,394.27 | 3,050,000 | 3,043,810.11 | (5,415.84 | ) | 431.01 | — | — | — | — | MJSD | 3.48 | 24,781.26 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
552081AG6 | LYONDELLBASELL INDUSTRIES NV SENIOR CORP | F | 5,515,050 | 5,548,040.4 | 5,000,000 | 5,495,672.7 | 52,367.7 | (19,377.3 | ) | — | — | — | — | FMAN | 2.66 | (694.44 | ) | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
BRSJFJJX9 | MACDERMID INCORPORATED SENIOR SECURED | 1,677,346.12 | 1,692,580.97 | 1,681,550 | 1,677,637.14 | 14,943.83 | 163.21 | — | — | — | — | FMAN | (0.1 | ) | 18,918.15 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
55608PAA2 | MACQUARIE BANK LTD CORP BND 144A | F | 5,996,040 | 6,490,455.3 | 6,000,000 | 5,997,399.86 | 493,055.44 | 190.29 | — | — | — | — | FMAN | 2.29 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
563469TU9 | MANITOBA PROVINCE OF CORP BND | A | 10,161,200 | 10,074,745.2 | 10,000,000 | 10,137,931.43 | (63,186.23 | ) | (10,565.44 | ) | — | — | — | 0.153 | FMAN | 1.07 | 65,000 | 8/6/2012 | 5/18/2018 | ||||||||||||||||||||||
57583PEM7 | MASSACHUSETTS ST MUNITAX BND REV | 4,625,000 | 4,790,297.5 | 4,625,000 | 4,625,000 | 165,297.5 | — | — | — | — | — | FMAN | 1.13 | 68,981.88 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
58768TAC0 | MBALT_12-A ABS 12-A | 946,809.82 | 947,416.95 | 946,862.09 | 946,819 | 597.95 | 11.56 | — | — | — | — | MJSD | 0.74 | 3,142.55 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
58768WAC3 | MBART_13-1 ABS 13-1 | 2,604,904.14 | 2,607,735.33 | 2,605,000 | 2,604,917.44 | 2,817.89 | 8.28 | — | — | — | — | MJSD | 2.17 | 5,079.75 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSFHP193 | MCC IOWA LLC TERM LOAN | 2,888,437.5 | 2,962,500 | 2,962,500 | 2,901,471.36 | 61,028.64 | 2,673.96 | — | — | — | — | MJSD | �� | 30,360 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSL8SVP5 | MCJUNKIN RED MAN CORP SENIOR SECURED | 1,925,175 | 1,949,239.69 | 1,925,175 | 1,925,175 | 24,064.69 | — | — | — | — | — | JAJO | (3.31 | ) | 4,030.74 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
581557AY1 | MCKESSON CORP SENIOR CORP BND | 1,005,660 | 1,000,268.25 | 1,000,000 | 1,003,947.77 | (3,679.52 | ) | (512.57 | ) | — | — | — | — | MJSD | 0.94 | 4,750 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSGV88K1 | MEDASSETS INC SENIOR SECURED TERM LOAN | 232,432 | 234,282.1 | 233,599.99 | 232,604.77 | 1,677.33 | 181.18 | — | — | — | 0.166 | MJSD | (0.05 | ) | 2,708.16 | 6/17/2011 | 00/00/0000 | ||||||||||||||||||||||||
BRSJD2Z02 | MEDIACOM BROADBAND LLC TL E SENIOR | 3,716,325 | 3,681,019.91 | 3,716,325 | 3,716,325 | (35,305.09 | ) | — | — | — | — | 0.035 | MJSD | 0.13 | 30,943.7 | 6/27/2011 | 00/00/0000 | ||||||||||||||||||||||||
585055AR7 | MEDTRONIC INC CORP BND | 519,695 | 514,477 | 500,000 | 514,434.28 | 42.72 | (3,041.65 | ) | — | — | — | — | MJSD | 0.59 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
585055AU0 | MEDTRONIC INC CORP BND | 526,905 | 520,402.72 | 500,000 | 519,506.04 | 896.68 | (2,230.45 | ) | — | — | — | 0.071 | MJSD | 0.76 | — | 6/28/2011 | 6/29/2018 | ||||||||||||||||||||||||
585055BA3 | MEDTRONIC INC SENIOR CORP BND | 3,444,825 | 3,380,833.91 | 3,450,000 | 3,445,595.37 | (64,761.46 | ) | 254.41 | — | — | — | 0.115 | MJSD | 3.74 | 24,377.61 | 6/26/2012 | 6/30/2017 | ||||||||||||||||||||||||
BRSHEMWF1 | MEG ENERGY CORP SENIOR SECURED TERM LOAN | A | 4,290,263.73 | 4,311,910.9 | 4,291,056.37 | 4,290,294.42 | 21,616.48 | 30.69 | — | — | — | 0.074 | JAJO | (3.53 | ) | 56,493.84 | 10/23/2012 | 6/30/2017 | |||||||||||||||||||||||
589331AK3 | MERCK & CO INC CORP BND | 8,701,862.5 | 8,395,368 | 8,000,000 | 8,170,599.79 | 224,768.21 | (36,600.35 | ) | — | — | — | — | JAJO | 0.99 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
58933YAH8 | MERCK & CO INC SENIOR CORP BND | 752,364 | 751,965.01 | 750,000 | 752,302.77 | (337.76 | ) | (61.23 | ) | — | — | — | — | MJSD | 0.54 | (12.47 | ) | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
58933YAD7 | MERCK & CO INC SENIOR CORP BND | 3,180,422.8 | 3,175,080.51 | 3,180,000 | 3,180,512.07 | (5,431.56 | ) | 13.88 | — | — | — | — | MJSD | 2.3 | 7,845.83 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
58933YAG0 | MERCK & CO INC SENIOR CORP BND | 5,691,821.45 | 5,564,640.51 | 5,705,000 | 5,693,399.03 | (128,758.52 | ) | 646.68 | — | — | — | — | FMAN | 5.66 | 36,670.47 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSCEALQ6 | MERCURY PAYMENT SYSTEMS TERM LOAN | 2,696,837.36 | 2,720,791.73 | 2,708,926.63 | 2,701,855.19 | 18,936.54 | 551.61 | — | — | — | — | FMAN | (0.12 | ) | 51,721.45 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSHM2QH9 | METALDYNE LLC SENIOR SECURED TERM LOAN | 1,014,942.74 | 1,030,136.18 | 1,019,301.01 | 1,015,059.85 | 15,076.33 | 130.03 | — | — | — | 0.103 | JAJO | (6.57 | ) | 17,635.57 | 7/25/2012 | 2/19/2020 | ||||||||||||||||||||||||
BRSGGZLV9 | MGM RESORTS INTERNATIONAL SENIOR SECURED | 1,049,078.24 | 1,056,332.18 | 1,054,350 | 1,049,822.32 | 6,509.86 | 202.64 | — | — | — | — | MJSD | (0.03 | ) | 9,454.39 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
61205PAJ8 | MHESA_12-1 ABS 12-1 | 300,439.8 | 300,253.52 | 300,439.8 | 300,439.8 | (186.28 | ) | — | — | — | — | 0.286 | FMAN | 1.56 | 929.44 | 11/17/2011 | 00/00/0000 | ||||||||||||||||||||||||
BRSBLUUU7 | MICHAEL FOODS GROUP INC TERM LOAN | 1,991,283.09 | 1,982,656.67 | 1,974,010.5 | 1,984,312.41 | (1,655.74 | ) | (938.87 | ) | — | — | — | — | FMAN | (0.1 | ) | 21,928.4 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
BRSH5BNL2 | MICHAELS STORES INC SENIOR SECURED TERM | 6,532,175 | 6,552,555.39 | 6,532,175 | 6,532,175 | 20,380.39 | — | — | — | — | — | MJSD | (3.83 | ) | 62,490.42 | 00/00/0000 | 00/00/0000 |
BRSD1YF59 | MICROSEMI CORPORATION TERM LOAN | 2,531,730.99 | 2,559,168.69 | 2,552,786.72 | 2,536,468.5 | 22,700.19 | 700.48 | — | — | — | 0.006 | MJSD | (0.04 | ) | 29,006.3 | 7/25/2012 | 12/20/2018 | ||||||||||||||||||||||||
594918AB0 | MICROSOFT CORP CORP BND | 2,254,225.19 | 2,164,700.87 | 2,141,000 | 2,162,714.81 | 1,986.06 | (13,160.56 | ) | — | — | — | — | MJSD | 0.29 | 31,579.75 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
594918AS3 | MICROSOFT CORP SENIOR CORP BND | 7,125,508.1 | 6,914,239.57 | 7,130,000 | 7,126,093.32 | (211,853.75 | ) | 266.98 | — | — | — | 0.224 | MJSD | 5.18 | 59,407.51 | 6/26/2012 | 6/30/2017 | ||||||||||||||||||||||||
594918AV6 | MICROSOFT CORP SENIOR CORP BND | 8,361,474.3 | 8,298,590.21 | 8,410,000 | 8,362,140.73 | (63,550.52 | ) | 666.43 | — | — | — | — | JAJO | 3.82 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
595620AD7 | MIDAMERICAN ENERGY CO CORP BND | 7,830,728 | 7,424,640 | 7,200,000 | 7,313,108.5 | 111,531.5 | (37,955.82 | ) | — | — | — | — | MJSD | 2.86 | 167,400 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
595620AJ4 | MIDAMERICAN ENERGY CO SECURED CORP BND | 839,529.6 | 842,128.07 | 840,000 | 839,552.07 | 2,576 | 19.88 | — | — | — | — | JAJO | 4.69 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSK6KJE5 | MINIMAX GMBH & CO KG SENIOR SECURED TERM | F | 2,262,207.12 | 2,283,055.81 | 2,273,575 | 2,262,609.88 | 20,445.93 | 459.88 | — | — | — | 0.09 | JAJO | (0.06 | ) | 17,423.12 | 8/6/2012 | 6/1/2017 | |||||||||||||||||||||||
BRSKQD5K0 | MISSION BROADCASTING INC. SECURED TERM | 1,822,723.7 | 1,824,437.06 | 1,822,723.7 | 1,822,723.7 | 1,713.36 | — | — | — | — | 0.148 | MJSD | (0.01 | ) | — | 10/31/2012 | 2/14/2019 | ||||||||||||||||||||||||
BRSHTM755 | MONEYGRAM INTL INC SENIOR SEC TERM NOTES | 883,325 | 890,780.26 | 883,325 | 883,325 | 7,455.26 | — | — | — | — | — | MJSD | (3.49 | ) | 9,618.06 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSHW49Y6 | MONITRON INTL SENIOR SECURED TERM NOTES | 1,630,725.47 | 1,648,497.16 | 1,636,225.47 | 1,631,167.2 | 17,329.96 | 301.05 | — | — | — | 0.164 | MJSD | (0.17 | ) | 17,816.1 | 4/24/2012 | 9/15/2017 | ||||||||||||||||||||||||
61166WAM3 | MONSANTO COMPANY SENIOR CORP BND | 2,995,830 | 2,953,382.73 | 3,000,000 | 2,995,948.25 | (42,565.52 | ) | 118.25 | — | — | — | — | MJSD | 2.19 | — | 2/24/2012 | 2/28/2019 | ||||||||||||||||||||||||
612098AD5 | MONTANA RE LTD CORP BND 144A | F | 9,004,500 | 9,004,500 | 9,000,000 | 9,000,466.31 | 4,033.69 | (2,168.6 | ) | — | — | — | — | JAJO | 14.73 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
612098AC7 | MONTANA RE LTD SENIOR CORP BND 144A | F | 10,002,000 | 10,003,000 | 10,000,000 | 10,000,264.51 | 2,735.49 | (1,122.74 | ) | — | — | — | — | MJSD | 10.99 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
61747WAE9 | MORGAN STANLEY CORP BND | 750,000 | 750,600.02 | 750,000 | 750,000 | 600.02 | — | — | — | — | — | MJSD | 0.64 | 3,574.01 | 3/19/2013 | 9/15/2017 | |||||||||||||||||||||||||
61747YDD4 | MORGAN STANLEY CORP BND | 2,127,340 | 2,113,511.5 | 2,000,000 | 2,095,105.28 | 18,406.22 | (10,111.83 | ) | — | — | — | 0.125 | MJSD | 1.32 | 38,000 | 12/13/2013 | 3/21/2019 | ||||||||||||||||||||||||
6174467N3 | MORGAN STANLEY CORP BND | 2,400,983.75 | 2,483,916.03 | 2,375,000 | 2,384,048.93 | 99,867.1 | (1,403.27 | ) | — | — | — | — | MJSD | 1.04 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
61747YCF0 | MORGAN STANLEY CORP BND | 2,928,431 | 2,752,056 | 2,700,000 | 2,726,130.03 | 25,925.97 | (17,937.1 | ) | — | — | — | — | MJSD | 0.72 | 81,000 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
61747YCJ2 | MORGAN STANLEY CORP BND | 3,422,850 | 3,396,662.28 | 3,000,000 | 3,371,356.9 | 25,305.38 | (15,601.8 | ) | — | — | — | — | MJSD | 3.09 | 6,359.38 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
61746BDH6 | MORGAN STANLEY SENIOR CORP BND | 854,845 | 861,058.53 | 850,000 | 853,688.97 | 7,369.56 | (425.91 | ) | — | — | — | — | MJSD | 0.89 | 3,248.91 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
61747YDT9 | MORGAN STANLEY SENIOR CORP BND | 2,192,640 | 2,178,241.42 | 2,000,000 | 2,153,125.36 | 25,116.06 | (11,642.71 | ) | — | — | — | 0.19 | MJSD | 1.89 | — | 3/27/2012 | 6/30/2017 | ||||||||||||||||||||||||
61746BDG8 | MORGAN STANLEY SENIOR CORP BND | 3,742,912.5 | 3,800,377.76 | 3,750,000 | 3,744,884.14 | 55,493.62 | 1,390.59 | — | — | — | — | MJSD | 1.12 | 7,680.56 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
6174467U7 | MORGAN STANLEY SENIOR CORP BND | 7,994,320 | 7,943,421.04 | 8,000,000 | 7,995,065.55 | (51,644.51 | ) | 1,963.96 | — | — | — | 0.108 | MJSD | 4.6 | 107,784.72 | 8/6/2012 | 3/30/2018 | ||||||||||||||||||||||||
620062AC3 | MOTOR_12A ABS 12A 144A | F | 740,000 | 740,509.12 | 740,000 | 740,000 | 509.12 | — | — | — | — | 0.167 | MJSD | 2.53 | 2,379.12 | 4/3/2012 | 4/5/2018 | ||||||||||||||||||||||||
BRSFMMQE6 | MOTOR_12X ABS 12X | O | 744,753.66 | 776,723.86 | 468,230.29 | 742,771.71 | 33,952.15 | (1,006.54 | ) | — | 33,610 | — | — | FMAN | 1.19 | 3,268.18 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
61746REV9 | MSAC ABS 04-H1 | 941,018.2 | 907,297.28 | 939,550.16 | 940,486.63 | (33,189.35 | ) | 5.44 | — | — | — | 0.074 | MJSD | 1.24 | 2,188.79 | 12/12/2013 | 4/19/2019 | ||||||||||||||||||||||||
628530AL1 | MYLAN INC/PA CORP BND 144A | 6,704,500 | 6,526,250 | 5,750,000 | 6,508,791.5 | 17,458.5 | (85,124.83 | ) | — | — | — | 0.1 | JAJO | 1.51 | — | 9/12/2013 | 5/4/2018 | ||||||||||||||||||||||||
65475UAC6 | NAROT_12-A ABS 12-A | 2,442,187.47 | 2,445,958.23 | 2,442,514.28 | 2,442,395.03 | 3,563.2 | 33.7 | — | — | — | 0.142 | JAJO | 0.51 | 4,874.89 | 4/20/2012 | 4/23/2019 | |||||||||||||||||||||||||
65477LAB6 | NAROT_13-B ABS 13-B A2 | 309,998.54 | 310,251.1 | 310,000 | 309,998.01 | 253.09 | (0.46 | ) | — | — | — | — | MJSD | 0.45 | 402.99 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
65477MAC2 | NAROT_13-C SENIOR ABS_13-C A3 | 4,729,020.42 | 4,718,222.24 | 4,730,000 | 4,729,041.81 | (10,819.57 | ) | 21.39 | — | — | — | 0.083 | MJSD | 2.33 | — | 4/30/2012 | 5/3/2018 | ||||||||||||||||||||||||
65477MAD0 | NAROT_13-C SENIOR ABS_13-C A4 | 3,089,600.16 | 3,067,474.03 | 3,090,000 | 3,089,606.33 | (22,132.3 | ) | 6.17 | — | — | — | — | FMAN | 4.6 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
63254AAH1 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 320,000 | 321,139.21 | 320,000 | 320,000 | 1,139.21 | — | — | — | — | 0.188 | MJSD | 0.65 | 667.22 | 8/17/2012 | 10/18/2017 | ||||||||||||||||||||||||
63254AAC2 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 3,297,888 | 3,349,503.53 | 3,300,000 | 3,298,860.72 | 50,642.81 | 175.28 | — | — | — | — | FMAN | 0.66 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
63254AAF5 | NATIONAL AUSTRALIA BANK LIMITE SENIOR | E | 4,326,340.75 | 4,319,238.06 | 4,325,000 | 4,325,978.64 | (6,740.58 | ) | (117.96 | ) | — | — | — | — | MJSD | 1.93 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
63253WAA9 | NATIONAL AUSTRALIA BANK LTD SECURED | F | 3,993,960 | 4,078,879.68 | 4,000,000 | 3,995,747.55 | 83,132.13 | 296.56 | — | — | — | 0.21 | MJSD | 1.42 | 40,000 | 5/18/2012 | 4/3/2017 |
6325C0CA7 | NATIONAL AUSTRALIA BANK LTD SENIOR CORP | F | 4,600,000 | 4,608,556.23 | 4,600,000 | 4,600,000 | 8,556.23 | — | — | — | — | — | FMAN | 0.6 | 11,631.1 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
63307AAA3 | NATIONAL BK OF CANADA SENIOR CORP BND | A | 11,657,163 | 11,395,978.71 | 11,670,000 | 11,660,038.51 | (264,059.8 | ) | 634.44 | — | — | — | 0.217 | MJSD | 4.18 | 84,607.5 | 6/28/2012 | 2/15/2017 | |||||||||||||||||||||||
BRSJ6L8K4 | NATIONAL CNEMDIA SENIOR SECURED TERM | 1,739,140.97 | 1,744,890 | 1,750,000 | 1,739,577.38 | 5,312.62 | 436.41 | — | — | — | — | MJSD | 0.05 | 13,167.14 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSJNKJ74 | NATIONAL FIN PRT SENIOR SECURED TERM | 470,215.27 | 469,055.67 | 463,837.5 | 470,215.27 | (1,159.6 | ) | — | — | — | — | 0.452 | MJSD | (0.17 | ) | — | 7/16/2012 | 12/21/2016 | |||||||||||||||||||||||
637432MP7 | NATIONAL RURAL UTILITIES COOP CORP BND | 2,462,145.4 | 2,482,396.68 | 2,470,000 | 2,467,124.53 | 15,272.15 | 656.34 | — | — | — | — | MJSD | 0.54 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
63743HEG3 | NATIONAL RURAL UTILITIES COOP SENIOR | 6,000,000 | 5,999,923.38 | 6,000,000 | 6,000,000 | (76.62 | ) | — | — | — | — | — | JAJO | 0.49 | 7,810.8 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
63946CAB4 | NBCUNIVERSAL ENTERPRISE INC SENIOR CORP | 6,254,687.5 | 6,272,874.81 | 6,250,000 | 6,253,990.77 | 18,884.04 | (230.25 | ) | — | — | — | 0.143 | FMAN | 2.53 | 15,223.13 | 8/3/2012 | 8/8/2019 | ||||||||||||||||||||||||
63946BAB6 | NBCUNIVERSAL MEDIA LLC CORP BND | 577,289.62 | 563,607.37 | 542,000 | 558,407.42 | 5,199.95 | (3,089.87 | ) | — | — | — | 0.142 | MJSD | 0.64 | 9,891.5 | 8/2/2012 | 8/1/2019 | ||||||||||||||||||||||||
62889AAA1 | NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A | 1,602,751.13 | 1,604,450.05 | 1,602,751.13 | 1,602,751.13 | 1,698.92 | — | — | — | — | — | MJSD | 0.98 | 2,209.65 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
62888VAB4 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 285,746.07 | 288,118.05 | 285,771.86 | 285,757.23 | 2,360.82 | 4.08 | — | — | — | — | FMAN | 3.2 | 1,438.39 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
62888VAA6 | NCUA GUARANTEED NOTES AGENCY CMO_10-R1 | 994,809.52 | 1,000,161.6 | 994,809.52 | 994,809.52 | 5,352.08 | — | — | — | — | — | MJSD | 0.46 | 1,617.41 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
62889GAA8 | NCUA GUARANTEED NOTES CMO 11-R5 1A | 2,207,533.1 | 935,552.52 | 2,207,533.1 | 2,207,533.1 | (1,271,980.58 | ) | — | — | — | — | 0.339 | FMAN | 72.2 | 3,310.08 | 8/15/2012 | 1/20/2020 | ||||||||||||||||||||||||
62889JAA2 | NCUA GUARANTEED NOTES CMO_11-R6 1A | 1,271,629.1 | 1,276,079.8 | 1,271,629.1 | 1,271,629.1 | 4,450.7 | — | — | — | — | — | FMAN | 0.89 | 1,922.11 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
62888XAC8 | NCUA_10-C1 CMBS_10-C1 A-PT | 4,271,582.09 | 4,397,084.34 | 4,280,067.26 | 4,276,029.57 | 121,054.77 | 571.35 | — | — | — | — | FMAN | 3.71 | 28,714.19 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
N6S779BG4 | NEDERLANDSE WATERSCHAPSBANK NV CORP BND | F | 6,994,610 | 6,994,219.33 | 7,000,000 | 6,995,975.18 | (1,755.85 | ) | 452.64 | — | — | — | 0.578 | MJSD | 0.79 | — | 12/31/2012 | 8/19/2018 | |||||||||||||||||||||||
BRSKV4ZQ8 | NEIMAN MARCUS GROUP INC. THE SENIOR | 5,278,475 | 5,366,166.65 | 5,305,000 | 5,279,056.99 | 87,109.66 | 652.39 | — | — | — | (0.136 | ) | JAJO | (3.79 | ) | 26,400.69 | 6/20/2013 | 10/18/2019 | |||||||||||||||||||||||
U64107AF9 | NESTLE HLDGS INC. CORP BND EMTN | 1,013,000 | 998,690.03 | 1,000,000 | 1,010,803.12 | (12,113.09 | ) | (770.88 | ) | — | — | — | — | MJSD | 1.41 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
64127WAF0 | NETWORK RAIL INFRA FIN CORP BND GOVT | F | 4,988,500 | 5,034,650 | 5,000,000 | 4,995,932.35 | 38,717.65 | 960.36 | — | — | — | — | MJSD | 0.22 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
G6459FAE2 | NETWORK RAIL INFRA FIN LOCAL BND EMTN | D | 4,995,951.2 | 4,984,930.37 | 2,800,000 | 4,807,414.83 | 177,515.54 | (30,696.87 | ) | — | 168,728.56 | — | 0.018 | MJSD | 1.78 | 118,527.6 | 10/4/2012 | 10/1/2019 | |||||||||||||||||||||||
646136K83 | NEW JERSEY ST TRANSN TR FD AUT MUNITAX | 5,050,000 | 4,890,773.5 | 5,050,000 | 5,050,000 | (159,226.5 | ) | — | — | — | — | — | JAJO | 4.87 | 56,719.92 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSKQ8AG4 | NEXSTAR BROADCASTING GROUP INC NEXSTAR | 1,308,109.61 | 1,309,339.23 | 1,308,109.61 | 1,308,109.61 | 1,229.62 | — | — | — | — | 0.166 | JAJO | (0.01 | ) | 2,945.31 | 9/27/2012 | 4/5/2018 | ||||||||||||||||||||||||
302570BC9 | NEXTERA ENERGY CAPITAL HOLDING CORP BND | 7,402,175 | 6,779,737.39 | 6,050,000 | 6,535,828.16 | 243,909.23 | (60,017.07 | ) | — | — | — | 0.036 | MJSD | 3.17 | 238,218.75 | 9/21/2012 | 9/20/2019 | ||||||||||||||||||||||||
62888UAA8 | NGN_10-R2 AGENCY CMO_10-R2 1A | 2,867,919.52 | 2,871,504.42 | 2,867,919.52 | 2,867,919.52 | 3,584.9 | — | — | — | — | — | JAJO | 0.95 | 4,108.71 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
62888YAA0 | NGN_11-R1 CMO_11-R1 IA | 3,113,537.95 | 3,121,284.64 | 3,112,259.09 | 3,113,172.4 | 8,112.24 | (74.12 | ) | — | — | — | — | MJSD | 1.06 | 5,057.01 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
62889EAA3 | NGN_11-R3 NGN_11-R3 1A | 7,209,435.08 | 7,200,154.16 | 7,200,154.16 | 7,207,910.35 | (7,756.19 | ) | (669.73 | ) | — | — | — | — | MJSD | 1.77 | 10,812.24 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
62889FAA0 | NGN_11-R4 CMO_11R4-1A | 2,685,088.61 | 2,694,486.42 | 2,685,088.61 | 2,685,088.61 | 9,397.81 | — | — | — | — | (0.023 | ) | JAJO | 0.89 | 4,533.34 | 11/15/2012 | 10/10/2019 | ||||||||||||||||||||||||
BRSHKR2U3 | NIELSEN FINANCE LLC/NIELSON FI SENIOR | 1,950,000 | 1,952,925 | 1,950,000 | 1,950,000 | 2,925 | — | — | — | — | 0.125 | MJSD | (0.06 | ) | 14,424.25 | 9/27/2012 | 10/11/2018 | ||||||||||||||||||||||||
BRSHB3HE6 | NINE ENTERTAINMENT GROUP LIMIT SENIRO | F | 4,268,348.3 | 4,255,576.32 | 4,280,187.4 | 4,269,028.65 | (13,452.33 | ) | 441.14 | — | — | — | 0.166 | MJSD | 0.09 | 26,165.13 | 10/2/2012 | 10/9/2018 | |||||||||||||||||||||||
65477LAC4 | NISSAN AUTO RECEIVABLES OWNER ABS | 3,744,185.47 | 3,750,168.1 | 3,745,000 | 3,744,315.76 | 5,852.34 | 91.11 | — | — | — | — | JAJO | 2.31 | 7,864.5 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
63861GAG5 | NMART_13-T2 ABS_13-T2 A2 144A | 1,039,995.84 | 1,036,898.72 | 1,040,000 | 1,039,996.92 | (3,098.2 | ) | 0.26 | — | — | — | — | JAJO | 1.7 | 4,365.39 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
65474VAG6 | NMOTR_13-A SENIOR ABS 13-A | 1,680,000 | 1,679,630.35 | 1,680,000 | 1,680,000 | (369.65 | ) | — | — | — | — | — | JAJO | 0.48 | 2,014.98 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
62951MAY6 | NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO | 730,335.2 | 751,996.66 | 722,880.48 | 729,377.7 | 22,618.96 | (228.34 | ) | — | — | — | 0.071 | JAJO | 6.04 | 11,913.32 | 12/20/2013 | 3/4/2019 | ||||||||||||||||||||||||
65557CAG8 | NORDEA BANK AB CORP BND 144A | F | 3,075,000 | 3,076,014.65 | 3,075,000 | 3,075,000 | 1,014.65 | — | — | — | — | — | JAJO | 0.29 | 9,194.25 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
65557HAE2 | NORDEA BANK AB SENIOR CORP BND | F | 4,989,850 | 4,942,644.8 | 5,000,000 | 4,991,961.42 | (49,316.62 | ) | 846.79 | — | — | — | — | JAJO | 1.37 | 21,631.94 | 00/00/0000 | 00/00/0000 |
65557FAG1 | NORDEA BANK AB SENIOR CORP BND 144A | F | 7,971,170 | 7,813,206.8 | 8,000,000 | 7,974,412.32 | (161,205.52 | ) | 1,420.82 | — | — | — | — | FMAN | 2.19 | 65,000 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
W6314JBT7 | NORDEA BANK AB SENIOR CORP BND EMTN | D | 2,616,684.94 | 2,725,242.45 | 1,645,000 | 2,617,101.72 | 108,140.73 | (17.8 | ) | — | 109,893.59 | — | — | JAJO | 1.92 | 3,134.06 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSC0XRZ5 | NORTEK INC TERM LOAN | 585,210.28 | 586,675.14 | 585,942.71 | 585,521.84 | 1,153.3 | 31.97 | — | — | — | — | JAJO | (0.04 | ) | 7,861.4 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
66989HAC2 | NOVARTIS CAPITAL CORP CORP BND | 11,921,457.96 | 11,988,995.43 | 11,619,000 | 11,817,910.67 | 171,084.76 | (38,181.36 | ) | — | — | — | 0.169 | JAJO | 1.4 | 168,475.5 | 10/16/2012 | 10/18/2018 | ||||||||||||||||||||||||
BRSHM2RV7 | NOVELIS INC/GA SENIOR SECURED TERM NOTES | 5,340,367.86 | 5,450,897.44 | 5,435,027.15 | 5,353,862.64 | 97,034.8 | 6,790.1 | — | — | — | (0.309 | ) | JAJO | (1.63 | ) | 52,221.23 | 10/4/2012 | 3/30/2018 | |||||||||||||||||||||||
BRSJGG5C5 | NRG ENERGY INC SENIOR SECURED TERM LOAN | 5,825,695.62 | 5,894,652.78 | 5,912,389.95 | 5,834,330.78 | 60,322 | 4,345.94 | — | — | — | — | JAJO | 0.07 | 41,335.03 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSGCCH31 | NSG HOLDINGS SENIOR SECURED TERM LOAN | 1,663,343.01 | 1,674,880.08 | 1,674,880.08 | 1,665,012.53 | 9,867.55 | 554.62 | — | — | — | (0.059 | ) | JAJO | — | 22,100.89 | 10/29/2012 | 8/28/2019 | ||||||||||||||||||||||||
654624AE5 | NTT CORP SENIOR CORP BND | F | 4,459,748.5 | 4,398,509.54 | 4,450,000 | 4,457,015.68 | (58,506.14 | ) | (482.99 | ) | — | — | — | 0.142 | FMAN | 1.74 | — | 11/13/2012 | 11/19/2019 | ||||||||||||||||||||||
BRSJRVF13 | OAK LEAF RE LTD CORP BND 144A | 1,500,000 | 1,702,156.61 | 1,500,000 | 1,500,000 | 202,156.61 | — | — | — | — | — | FMAN | (5.14 | ) | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSK7W701 | OCI BEAUMONT LLC SENIOR SECURED TERM | 575,472.57 | 590,078.47 | 584,236.11 | 575,993.54 | 14,084.93 | 365.92 | — | — | — | 0.036 | FMAN | (0.17 | ) | 9,027.25 | 11/16/2012 | 11/20/2019 | ||||||||||||||||||||||||
68268NAK9 | ONEOK PARTNERS LP SENIOR CORP BND | 2,663,267.75 | 2,728,459.06 | 2,665,000 | 2,663,368.36 | 65,090.7 | 85.7 | — | — | 6.75 | 0.181 | FMAN | 2.65 | — | 11/19/2012 | 7/2/2018 | |||||||||||||||||||||||||
6832348Y7 | ONTARIO PROVINCE OF CORP BND | A | 5,224,450 | 5,161,600.1 | 5,000,000 | 5,085,937.29 | 75,662.81 | (14,645.12 | ) | — | — | — | — | FMAN | 0.47 | 67,500 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
68323AAQ7 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 1,965,569 | 1,966,803.83 | 1,900,000 | 1,957,735.69 | 9,068.14 | (6,119.48 | ) | — | — | — | 0.03 | MJSD | 0.79 | 21,850 | 11/20/2012 | 1/29/2021 | |||||||||||||||||||||||
68323ABM5 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 3,981,200 | 3,961,120 | 4,000,000 | 3,983,640.97 | (22,520.97 | ) | 1,060.02 | — | — | — | 0.098 | MJSD | 1.36 | 22,000 | 10/7/2013 | 12/11/2019 | |||||||||||||||||||||||
68323ABJ2 | ONTARIO PROVINCE OF SENIOR CORP BND | A | 12,974,331 | 13,007,071.29 | 12,900,000 | 12,953,481.62 | 53,589.67 | (9,593.97 | ) | — | — | — | — | FMAN | 0.71 | 61,275 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
68389XAQ8 | ORACLE CORP SENIOR CORP BND | 2,516,213 | 2,537,821.29 | 2,525,000 | 2,516,902.4 | 20,918.89 | 375.29 | — | — | — | — | FMAN | 2.27 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
68389XAR6 | ORACLE CORP SENIOR CORP BND | 3,350,000 | 3,363,266.13 | 3,350,000 | 3,350,000 | 13,266.13 | — | — | — | — | 0.071 | MJSD | 2.23 | 7,177.52 | 12/13/2012 | 12/18/2019 | |||||||||||||||||||||||||
68389XAN5 | ORACLE CORP SENIOR CORP BND | 11,418,449.3 | 11,425,338.2 | 11,590,000 | 11,432,574.45 | (7,236.25 | ) | 10,148.73 | — | — | — | — | FMAN | 4.76 | 69,540 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSHVP672 | OSI RESTAURANT PARTNERS INC SENIOR | 1,905,870.45 | 1,919,617.52 | 1,919,387.19 | 1,906,779.58 | 12,837.94 | 543.19 | — | — | — | — | MJSD | — | 17,206.03 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSJXUUF0 | OXBOW CARBON LLC SENIOR SECURED TERM | 727,593.75 | 733,992.19 | 731,250 | 727,842.19 | 6,150 | 200.12 | — | — | — | 0.071 | MJSD | (0.07 | ) | 8,044.01 | 12/13/2012 | 12/20/2019 | ||||||||||||||||||||||||
L7256GAD9 | OXEA FINANCE & CY SCA SENIOR SECURED | F | 2,349,112.5 | 2,366,775 | 2,355,000 | 2,349,480.04 | 17,294.96 | 230.03 | — | — | — | — | MJSD | (10.91 | ) | 19,183.44 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
69371RL46 | PACCAR FINANCIAL CORP CORP BND MTN | 6,144,426 | 6,111,747.37 | 6,150,000 | 6,145,441.47 | (33,694.1 | ) | 478.72 | — | — | — | 0.071 | MJSD | 2.03 | 23,062.5 | 12/11/2012 | 12/13/2019 | ||||||||||||||||||||||||
69371RL20 | PACCAR FINANCIAL CORP SENIOR CORP BND | 2,906,042.4 | 2,896,971.9 | 2,910,000 | 2,907,215.12 | (10,243.22 | ) | 327.71 | — | — | — | — | MJSD | 1.02 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
69371RL38 | PACCAR FINANCIAL CORP SENIOR CORP BND | 4,218,031.08 | 4,219,745.75 | 4,218,000 | 4,218,025.64 | 1,720.11 | (3.07 | ) | — | — | — | — | MJSD | 0.98 | 5,782.03 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
69371RL61 | PACCAR FINANCIAL CORP SENIOR CORP BND | 4,945,198.5 | 4,960,765.46 | 4,950,000 | 4,945,789.88 | 14,975.58 | 394.25 | — | — | — | — | MJSD | 1.07 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
69371RK70 | PACCAR FINANCIAL CORP UNSECURED CORP BND | 1,500,000 | 1,501,237.01 | 1,500,000 | 1,500,000 | 1,237.01 | — | — | — | — | 0.122 | MJSD | 0.3 | 1,931.85 | 9/30/2013 | 12/20/2019 | |||||||||||||||||||||||||
69371RL79 | PACCAR INC CORP BND MTN | 3,850,000 | 3,859,370.13 | 3,850,000 | 3,850,000 | 9,370.13 | — | — | — | — | 0.143 | MJSD | 1.58 | — | 12/13/2012 | 12/13/2019 | |||||||||||||||||||||||||
BRSJA8RE1 | PACIFIC DRILLING SA SENIOR SECURED TERM | F | 1,316,733.25 | 1,337,417.21 | 1,323,350 | 1,317,447.77 | 19,969.44 | 351.11 | — | — | — | — | MJSD | (2.82 | ) | 15,090.92 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
693304AQ0 | PECO ENERGY CO SECURED CORP BND | 2,156,889.6 | 2,159,060.51 | 2,160,000 | 2,157,164.39 | 1,896.12 | 254.24 | — | — | — | — | MJSD | 1.22 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
709599AG9 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 824,678.25 | 832,584.46 | 825,000 | 824,913.22 | 7,671.24 | 40.67 | — | — | — | 0.074 | JAJO | 0.75 | — | 12/16/2013 | 12/19/2019 | |||||||||||||||||||||||||
709599AJ3 | PENSKE TRUCK LEASING CO SENIOR CORP BND | 8,529,435 | 8,708,699.14 | 8,500,000 | 8,522,188.77 | 186,510.37 | (2,523.13 | ) | — | — | — | — | JAJO | 2.73 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSFWC4C5 | PEP BOYS - MANNY MOE & JACK TH SENIOR | 1,792,802.37 | 1,809,745.94 | 1,806,350 | 1,795,448.9 | 14,297.04 | 602.12 | — | — | — | — | MJSD | (0.04 | ) | 23,139.28 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
713448BX5 | PEPSICO INC SENIOR CORP BND | 999,560 | 1,002,157.6 | 1,000,000 | 999,826.64 | 2,330.96 | 37.35 | — | — | — | — | JAJO | 0.57 | — | 1/24/2013 | 1/28/2020 | |||||||||||||||||||||||||
713448CE6 | PEPSICO INC SENIOR CORP BND | 1,799,370 | 1,801,317.13 | 1,800,000 | 1,799,494.68 | 1,822.45 | (54.88 | ) | — | — | — | 0.142 | JAJO | 1.33 | — | 1/24/2013 | 1/30/2020 |
713448CF3 | PEPSICO INC SENIOR CORP BND | 6,925,418.25 | 6,929,571.2 | 6,925,000 | 6,925,338.26 | 4,232.94 | (39.41 | ) | — | — | — | 0.072 | JAJO | 0.83 | 8,354.86 | 1/25/2013 | 1/31/2020 | ||||||||||||||||||||||||
714294AA3 | PERRIGO CO LTD SENIOR CORP BND 144A | F | 699,279 | 698,520.24 | 700,000 | 699,314.25 | (794.01 | ) | 102.41 | — | — | — | — | JAJO | 2.75 | 2,600 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
714294AE5 | PERRIGO CO LTD SENIOR CORP BND 144A | F | 2,296,757 | 2,277,228.11 | 2,300,000 | 2,296,848.79 | (19,620.68 | ) | 91.79 | — | — | — | 0.167 | FMAN | 2.52 | — | 2/7/2013 | 2/8/2019 | |||||||||||||||||||||||
BRSHD5L53 | PETCO ANIMAL SUPPLIES INC. SENIOR | 3,832,162.07 | 3,891,672.08 | 3,876,514.91 | 3,836,389.67 | 55,282.41 | 2,552.18 | — | — | — | — | MJSD | (0.1 | ) | 39,728.73 | 1/29/2013 | 4/3/2017 | ||||||||||||||||||||||||
71647NAB5 | PETROBRAS INT BRASPETRO BV SENIOR CORP | F | 4,669,544 | 4,397,784.97 | 4,700,000 | 4,672,772.45 | (274,987.48 | ) | 1,404.76 | — | — | — | — | MJSD | 4.43 | — | 2/7/2013 | 2/21/2020 | |||||||||||||||||||||||
71645WAT8 | PETROBRAS INTL FINANCE CORP BND | F | 797,304 | 824,267.21 | 800,000 | 798,819.55 | 25,447.66 | 135.91 | — | — | — | — | MJSD | 2.37 | — | 2/5/2013 | 10/9/2019 | ||||||||||||||||||||||||
71645WAV3 | PETROBRAS INTL FINANCE CORP BND | F | 1,790,982 | 1,821,189.6 | 1,800,000 | 1,796,606.33 | 24,583.27 | 756.95 | — | — | — | — | JAJO | 1.79 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
717081DA8 | PFIZER INC CORP BND | 555,530 | 528,632 | 500,000 | 513,929.92 | 14,702.08 | (2,892.2 | ) | — | — | — | (0.164 | ) | FMAN | 0.58 | — | 9/4/2013 | 2/28/2020 | |||||||||||||||||||||||
717081DG5 | PFIZER INC SENIOR CORP BND | 1,973,854.5 | 1,942,421.05 | 1,975,000 | 1,973,985.66 | (31,564.61 | ) | 58.28 | — | — | — | — | MJSD | 1.89 | 15,800 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
717081DF7 | PFIZER INC SENIOR CORP BND | 8,000,000 | 8,000,479.76 | 8,000,000 | 8,000,000 | 479.76 | — | — | — | — | — | MJSD | 1.62 | 11,210.88 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSHD4UZ0 | PHARMACEUTICAL RSRCE INC SENIOR SECURED | 4,397,160.37 | 4,426,428.51 | 4,404,406.48 | 4,397,472.19 | 28,956.32 | 403.87 | — | — | — | 0.021 | JAJO | (0.09 | ) | 47,021.56 | 9/11/2013 | 2/8/2020 | ||||||||||||||||||||||||
71722TAF1 | PHEAA_04-1 ABS_04-1-A2 | 452,730 | 491,922.5 | 500,000 | 473,448.69 | 18,473.81 | 3,555.49 | — | — | — | — | MJSD | 1.79 | 1,386.18 | 2/6/2013 | 2/7/2020 | |||||||||||||||||||||||||
71722TAG9 | PHEAA_04-1 ABS_04-1-A3 | 1,177,098 | 1,268,025.2 | 1,300,000 | 1,219,840.8 | 48,184.4 | 2,300.99 | — | — | — | 0.034 | FMAN | 1.81 | 2,317 | 11/19/2013 | 9/1/2017 | |||||||||||||||||||||||||
718172AG4 | PHILIP MORRIS INTERNATIONAL IN CORP BND | 6,752,028 | 5,976,405 | 5,900,000 | 5,949,818.18 | 26,586.82 | (61,110.31 | ) | — | — | — | 0.083 | FMAN | 2.87 | — | 2/15/2013 | 2/19/2019 | ||||||||||||||||||||||||
718172AX7 | PHILIP MORRIS INTERNATIONAL IN SENIOR | 3,845,000 | 3,847,499.32 | 3,845,000 | 3,845,000 | 2,499.32 | — | — | — | — | 0.027 | MJSD | 0.46 | 3,066.73 | 11/18/2013 | 9/30/2019 | |||||||||||||||||||||||||
718172BF5 | PHILIP MORRIS INTERNATIONAL IN SENIOR | 9,798,073.75 | 9,667,869.2 | 9,875,000 | 9,799,915.64 | (132,046.44 | ) | 1,841.89 | — | — | — | 0.26 | MJSD | 4.64 | — | 8/1/2013 | 11/24/2017 | ||||||||||||||||||||||||
718546AJ3 | PHILLIPS 66 CORP BND | 1,674,798.35 | 1,741,570.23 | 1,675,000 | 1,674,876.11 | 66,694.12 | 8.93 | — | — | — | — | MJSD | 3.44 | 24,706.25 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
718546AE4 | PHILLIPS 66 SENIOR CORP BND | 3,273,920.3 | 3,319,595.69 | 3,275,000 | 3,274,410.52 | 45,185.17 | 126.02 | — | — | — | 0.258 | MJSD | 2.36 | — | 2/15/2013 | 1/31/2017 | |||||||||||||||||||||||||
BRSG20AV3 | PILOT TRAVEL CENTERS LLC SENIOR SECURED | 1,557,410.18 | 1,629,027.67 | 1,627,026.43 | 1,572,905.46 | 56,122.21 | 3,166.45 | — | — | — | 0.193 | FMAN | (0.03 | ) | 15,605.64 | 10/30/2013 | 2/28/2020 | ||||||||||||||||||||||||
73328WAB7 | PILOT_12-1 ABS 12-1 144A | 36,635.7 | 36,634.57 | 36,638.23 | 36,637.9 | (3.33 | ) | 1.81 | — | — | — | 0.084 | MJSD | 0.45 | 91.55 | 2/15/2013 | 2/20/2019 | ||||||||||||||||||||||||
73328WAC5 | PILOT_12-1 ABS 12-1 144A | 1,749,708.45 | 1,748,879.95 | 1,750,000 | 1,749,896.19 | (1,016.24 | ) | 38.54 | — | — | — | 0.082 | MJSD | 0.6 | 2,362.5 | 11/20/2013 | 12/10/2018 | ||||||||||||||||||||||||
BRSJ0MJU4 | PINACLE FOOD FIN SECURED TERM LOAN | 13,152,968.97 | 13,171,847.48 | 13,196,524.99 | 13,154,502.11 | 17,345.37 | 1,633.53 | — | — | — | — | MJSD | 0.03 | 98,555.84 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
BRSJYB2V7 | PINNACLE ENTERTAINMENT INC. SENIOR | 1,980,050 | 1,996,965 | 1,990,000 | 1,980,519.71 | 16,445.29 | 384.84 | — | — | — | 0.108 | MJSD | (0.05 | ) | 19,118.8 | 3/1/2013 | 3/8/2020 | ||||||||||||||||||||||||
69349LAP3 | PNC BANK NA SENIOR CORP BND | 2,596,620 | 2,598,857.01 | 2,600,000 | 2,596,826.63 | 2,030.38 | 206.63 | — | — | — | — | FMAN | 1.16 | — | 2/25/2013 | 5/1/2016 | |||||||||||||||||||||||||
69349LAN8 | PNC BANK NA SENIOR CORP BND | 4,695,676 | 4,723,407.13 | 4,700,000 | 4,696,167.16 | 27,239.97 | 364.75 | — | — | — | — | MJSD | 3.32 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
69349LAL2 | PNC BANK NA SENIOR CORP BND | 4,849,392 | 4,852,376.69 | 4,850,000 | 4,849,478.93 | 2,897.76 | 56.16 | — | — | — | 0.035 | MJSD | 1.56 | 7,235.88 | 3/1/2013 | 3/6/2020 | |||||||||||||||||||||||||
69349LAJ7 | PNC BANK NA SENIOR CORP BND | 5,655,000 | 5,656,144.52 | 5,655,000 | 5,655,000 | 1,144.52 | — | — | — | — | 0.035 | JAJO | 1.62 | 8,202.23 | 3/7/2013 | 3/8/2020 | |||||||||||||||||||||||||
69349LAH1 | PNC BANK NA SENIOR CORP BND | 6,438,647.6 | 6,418,128.34 | 6,440,000 | 6,439,061.9 | (20,933.56 | ) | 112.03 | — | — | — | 0.272 | FMAN | 2.9 | — | 5/29/2013 | 3/1/2020 | ||||||||||||||||||||||||
73755LAG2 | POTASH CORP OF SASKATCHEWAN IN CORP BND | A | 1,776,592.85 | 1,735,509.28 | 1,655,000 | 1,737,857.76 | (2,348.48 | ) | (11,992.72 | ) | — | — | — | 0.331 | MJSD | 0.94 | — | 3/6/2013 | 9/15/2017 | ||||||||||||||||||||||
69353UAB7 | PPL WEM HOLDINGS PLC CORP BND 144A | F | 3,397,355 | 3,407,822.31 | 3,250,000 | 3,335,219.78 | 72,602.53 | (8,931.68 | ) | — | — | — | — | MJSD | 3.53 | 63,375 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
74005PBE3 | PRAXAIR INC SENIOR CORP BND | 10,143,707 | 10,135,883.79 | 10,150,000 | 10,145,499.52 | (9,615.73 | ) | 521.38 | — | — | — | 0.465 | FMAN | 2.45 | — | 6/19/2013 | 3/10/2017 | ||||||||||||||||||||||||
740189AK1 | PRECISION CASTPARTS CORP SENIOR CORP BND | 4,518,122 | 4,421,929.14 | 4,525,000 | 4,519,497.05 | (97,567.91 | ) | 435.22 | — | — | — | 0.072 | JAJO | 3.68 | 8,972.22 | 3/13/2013 | 3/13/2020 | ||||||||||||||||||||||||
74112WAC3 | PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1 | 634,707.31 | 636,422.17 | 634,771.75 | 634,726.59 | 1,695.58 | 8.64 | — | — | — | 0.057 | MJSD | 0.96 | 1,900.17 | 9/26/2013 | 3/27/2020 | |||||||||||||||||||||||||
742651DE9 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 915,990 | 863,369.98 | 750,000 | 873,536.56 | (10,166.58 | ) | (8,336.21 | ) | — | — | — | 0.18 | MJSD | 1.26 | — | 3/22/2013 | 11/10/2018 |
742651DH2 | PRIVATE EXPORT FUNDING CORPORA AGENCY | 4,868,226 | 4,701,752 | 4,600,000 | 4,691,963.94 | 9,788.06 | (29,500.46 | ) | — | — | — | — | MJSD | 0.48 | 70,150 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
742651DB5 | PRIVATE EXPORT FUNDING CORPORA SECURED | 1,646,955 | 1,624,575.01 | 1,500,000 | 1,550,855.88 | 73,719.13 | (6,640.41 | ) | — | — | — | — | MJSD | 0.49 | 37,125 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
742718DV8 | PROCTER & GAMBLE COMPANY CORP BND | 1,985,784 | 1,971,857.88 | 1,940,000 | 1,978,745.95 | (6,888.07 | ) | (2,744.32 | ) | — | — | — | — | MJSD | 1.63 | (3,521.08 | ) | 3/27/2013 | 3/27/2020 | ||||||||||||||||||||||
742718ED7 | PROCTER & GAMBLE COMPANY SENIOR CORP BND | 2,999,730 | 2,986,086.03 | 3,000,000 | 2,999,744.28 | (13,658.25 | ) | 14.28 | — | — | — | 0.215 | JAJO | 1.83 | — | 4/1/2013 | 4/2/2020 | ||||||||||||||||||||||||
341099CQ0 | PROGRESS ENERGY FLORIDA SECURED CORP BND | 4,772,675.81 | 4,736,947.23 | 4,771,000 | 4,772,388.19 | (35,440.96 | ) | (186.25 | ) | — | — | — | 0.143 | MJSD | 2.07 | 15,505.75 | 4/5/2013 | 4/9/2020 | |||||||||||||||||||||||
743263AL9 | PROGRESS ENERGY INC CORP BND | 550,055 | 543,204.08 | 500,000 | 546,944.22 | (3,740.14 | ) | (3,110.78 | ) | — | — | — | 0.022 | MJSD | 1.32 | (9,140.63 | ) | 8/28/2013 | 4/16/2020 | ||||||||||||||||||||||
BRSE9C0N4 | PROTECTION ONE INC. SENIOR SECURED TERM | 1,501,129.79 | 1,513,990.7 | 1,514,369.28 | 1,504,362.76 | 9,627.94 | 507.89 | — | — | — | 0.083 | JAJO | — | 14,317.33 | 3/28/2013 | 4/2/2019 | |||||||||||||||||||||||||
1107098Z8 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 5,465,645 | 5,584,464 | 5,400,000 | 5,458,106.6 | 126,357.4 | (6,117.31 | ) | — | — | — | — | MJSD | 1.3 | 56,700 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
1107098W5 | PROVINCE OF BRITISH COLUMBIA CORP BND | A | 17,125,425 | 16,845,563.96 | 16,250,000 | 16,688,415.23 | 157,148.73 | (75,303.53 | ) | — | — | — | — | MJSD | 0.65 | 231,562.5 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
69362BAS1 | PSEG POWER LLC CORP BND | 1,099,885.31 | 1,088,483.66 | 1,000,000 | 1,047,511.05 | 40,972.61 | (4,259.86 | ) | — | — | — | 0.112 | MJSD | 1.95 | — | 7/31/2013 | 10/28/2019 | ||||||||||||||||||||||||
69362BAZ5 | PSEG POWER LLC SENIOR CORP BND | 49,925 | 49,234.68 | 50,000 | 49,927.04 | (692.36 | ) | 2.04 | — | — | — | 0.072 | MJSD | 2.79 | — | 8/19/2013 | 3/23/2018 | ||||||||||||||||||||||||
74456QAY2 | PUBLIC SERVICE ELECTRIC AND GA CORP BND | 6,818,790.25 | 6,843,632.25 | 6,825,000 | 6,823,673.59 | 19,958.66 | 546.61 | — | — | — | — | MJSD | 1.64 | 1,770.83 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
74456QBE5 | PUBLIC SERVICE ELECTRIC AND GA SECURED | 3,898,908 | 3,936,866.9 | 3,900,000 | 3,898,973.1 | 37,893.8 | 55.46 | — | — | — | — | MJSD | 6.25 | — | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
745190WA2 | PUERTO RICO COMWLTH HWY & TRAN MUNI BND | R | 53,825.5 | 53,546 | 50,000 | 53,514.09 | 31.91 | (311.41 | ) | — | — | — | 0.031 | MJSD | 0.26 | (916.67 | ) | 4/3/2013 | 10/3/2019 | ||||||||||||||||||||||
BRSK6KJF2 | QUEBECOR MEDIA INC. SENIOR SECURED TERM | A | 2,978,787.5 | 2,968,200.9 | 2,992,500 | 2,979,415.54 | (11,214.64 | ) | 533.35 | — | — | — | 0.034 | MJSD | 0.12 | 18,416.67 | 6/5/2013 | 4/25/2020 | |||||||||||||||||||||||
BRSKKW2C5 | QUIKRETE HOLDINGS INC SENIOR SECURED | 1,825,825 | 1,841,532.6 | 1,835,000 | 1,826,021.44 | 15,511.16 | 196.44 | — | — | — | — | MJSD | (1.77 | ) | 9,990.55 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSLDR5F2 | QUINTILES TRANSNATIONAL CORP. SENIOR | 2,556,569.69 | 2,553,373.98 | 2,556,569.69 | 2,556,569.69 | (3,195.71 | ) | — | — | — | — | 0.205 | MJSD | 0.03 | — | 8/1/2013 | 3/11/2018 | ||||||||||||||||||||||||
74977RCE2 | RABOBANK NEDERLAND NV CORP BND 144A | F | 1,598,896 | 1,640,984.01 | 1,600,000 | 1,599,721.13 | 41,262.88 | 58.32 | — | — | — | — | MJSD | 2.07 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
74977EPZ0 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 2,561,378.27 | 2,532,116.6 | 2,567,000 | 2,562,231.95 | (30,115.35 | ) | 277.1 | — | — | — | — | MJSD | 2.04 | — | 4/12/2013 | 4/20/2020 | |||||||||||||||||||||||
74977EPY3 | RABOBANK NEDERLAND NV SENIOR CORP BND | F | 15,295,023.5 | 15,332,127.44 | 15,275,000 | 15,291,682.93 | 40,444.51 | (1,888.45 | ) | — | — | — | 0.083 | MJSD | 3.33 | 28,258.06 | 4/10/2013 | 4/23/2019 | |||||||||||||||||||||||
BRSJ0UC66 | RANPAK CORP SENIOR SECURED TERM NOTES | 1,375,003.92 | 1,392,277.84 | 1,381,913.49 | 1,375,760.79 | 16,517.05 | 374.88 | — | — | — | — | MJSD | (2.37 | ) | 16,097.88 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSLM7UC5 | RAVEN POWER FINANCE LLC SENIOR SECURED | 1,831,500 | 1,831,500 | 1,850,000 | 1,831,500 | — | — | — | — | — | 0.035 | MJSD | 0.14 | — | 4/23/2013 | 4/30/2020 | |||||||||||||||||||||||||
76111XYJ6 | RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4 | 827,313.05 | 796,237.8 | 857,319.22 | 831,748.53 | (35,510.73 | ) | (34.12 | ) | — | — | — | 0.036 | JAJO | 3.67 | 6,475.61 | 5/2/2013 | 5/3/2020 | |||||||||||||||||||||||
76112NAB0 | RESIDENTIAL REINSURANCE 2012 L | F | 4,000,000 | 4,434,720 | 4,000,000 | 4,000,000 | 434,720 | — | — | — | — | 0.52 | JAJO | 3.39 | 80,899.81 | 9/1/2013 | 5/1/2018 | ||||||||||||||||||||||||
76112NAC8 | RESIDENTIAL REINSURANCE 2012 L UNSECURED | F | 5,000,000 | 5,897,850 | 5,000,000 | 5,000,000 | 897,850 | — | — | — | — | 0.108 | JAJO | 16.28 | 278,069.21 | 5/6/2013 | 12/31/2017 | ||||||||||||||||||||||||
76117PAD6 | RESIDENTIAL REINSURANCE 2013 L CORP BND | F | 3,000,000 | 3,009,900 | 3,000,000 | 3,000,000 | 9,900 | — | — | — | — | — | MJSD | 5.24 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
761713AV8 | REYNOLDS AMERICAN INC SENIOR CORP BND | 748,942.5 | 751,820.53 | 750,000 | 749,351.99 | 2,468.54 | 88.54 | — | — | — | 0.075 | MJSD | 1.83 | 3,937.5 | 6/6/2013 | 1/31/2022 | |||||||||||||||||||||||||
BRSLC7CV4 | REYNOLDS GROUP HOLDINGS INC SENIOR | 542,000.73 | 546,618.58 | 542,000.73 | 542,000.73 | 4,617.85 | — | — | — | — | (0.031 | ) | MJSD | (2.07 | ) | — | 8/15/2013 | 5/23/2019 | |||||||||||||||||||||||
BRSEYJRF9 | RGIS SERVICES LLC TERM NOTES | 1,847,543.55 | 1,838,212.52 | 1,866,205.6 | 1,852,756.13 | (14,543.61 | ) | 925.2 | — | — | — | — | MJSD | 0.39 | 26,297.3 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
76541VKB2 | RICHMOND VA MUNITAX BND GO | 1,500,000 | 1,511,535 | 1,500,000 | 1,500,000 | 11,535 | — | — | — | — | 0.071 | MJSD | 0.9 | — | 5/20/2013 | 5/22/2020 | |||||||||||||||||||||||||
76541VKC0 | RICHMOND VA MUNITAX BND GO | 5,000,000 | 4,970,800 | 5,000,000 | 5,000,000 | (29,200 | ) | — | — | — | — | 0.054 | MJSD | 3.36 | — | 9/17/2013 | 5/14/2020 | ||||||||||||||||||||||||
767201AJ5 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 1,298,947 | 1,325,755.61 | 1,300,000 | 1,299,602.26 | 26,153.35 | 53.78 | — | — | — | — | MJSD | 0.79 | 12,187.5 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
767201AF3 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,576,294 | 3,798,013 | 3,700,000 | 3,785,402.47 | 12,610.53 | (64,909.15 | ) | — | — | — | — | FMAN | 1.93 | 165,575 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
767201AM8 | RIO TINTO FINANCE (USA) LTD CORP BND | F | 4,651,892.5 | 4,780,859.08 | 4,625,000 | 4,649,360.53 | 131,498.55 | (2,555.57 | ) | — | — | — | (1.364 | ) | MJSD | 2.13 | 57,812.5 | 5/30/2013 | 3/23/2018 |
76720AAJ5 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,125,000 | 2,140,087.48 | 2,125,000 | 2,125,000 | 15,087.48 | — | — | — | — | 0.143 | MJSD | 1.59 | 5,875.92 | 5/30/2013 | 3/15/2019 | ||||||||||||||||||||||||
76720AAL0 | RIO TINTO FINANCE (USA) PLC CORP BND | F | 2,871,590.4 | 2,899,479.2 | 2,880,000 | 2,873,067.41 | 26,411.79 | 694.11 | — | — | — | 0.04 | MJSD | 1.1 | 19,580 | 12/16/2013 | 12/31/2019 | ||||||||||||||||||||||||
76720AAB2 | RIO TINTO FINANCE (USA) PLC SENIOR CORP | F | 4,019,848 | 4,089,659.13 | 4,025,000 | 4,021,622.48 | 68,036.65 | 257.84 | — | — | — | — | FMAN | 2.95 | — | 5/23/2013 | 1/29/2021 | ||||||||||||||||||||||||
BRSHB1YS0 | RITE AID CORP SENIOR SECURED TERM LOAN | 987,525.06 | 990,813.52 | 987,525.06 | 987,525.06 | 3,288.46 | — | — | — | — | 0.29 | FMAN | (0.05 | ) | 10,320.33 | 7/1/2013 | 7/1/2018 | ||||||||||||||||||||||||
78008K5X7 | ROYAL BANK OF CANADA CORP BND | A | 4,502,835 | 4,503,690.05 | 4,500,000 | 4,500,294.13 | 3,395.92 | (255.11 | ) | — | — | — | 0.071 | MJSD | 0.27 | 6,527.4 | 12/2/2013 | 3/13/2020 | |||||||||||||||||||||||
78011DAE4 | ROYAL BANK OF CANADA SECURED LOCAL BND | A | 1,199,400 | 1,204,872.07 | 1,200,000 | 1,199,487.49 | 5,384.58 | 49.69 | — | — | — | — | MJSD | 1.93 | — | 11/27/2013 | 12/1/2018 | ||||||||||||||||||||||||
78008SVD5 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,094,875 | 4,030,549.73 | 4,100,000 | 4,095,833.92 | (65,284.19 | ) | 249.13 | — | — | 1.389 | 1.393 | MON | 1.94 | — | 11/7/2013 | 11/21/2021 | |||||||||||||||||||||||
78008S7D2 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 5,060,900 | 5,013,466.65 | 5,000,000 | 5,058,774.04 | (45,307.39 | ) | (2,125.96 | ) | — | — | — | 0.072 | MJSD | 2.14 | (27,194.44 | ) | 12/18/2013 | 12/23/2020 | |||||||||||||||||||||
78010UBY2 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 4,993,850 | 5,050,785.05 | 5,000,000 | 4,994,472.87 | 56,312.18 | 661.8 | — | — | — | 0.036 | MJSD | 1.07 | 9,465.28 | 11/21/2013 | 12/27/2020 | ||||||||||||||||||||||||
78008SE28 | ROYAL BANK OF CANADA SENIOR CORP BND MTN | A | 13,250,000 | 13,275,705 | 13,250,000 | 13,250,000 | 25,705 | — | — | — | — | 0.144 | MS | 1.57 | 21,036.99 | 12/20/2013 | 12/23/2020 | ||||||||||||||||||||||||
780099CC9 | ROYAL BANK OF SCOTLAND PLC THE SENIOR | F | 1,995,708 | 1,994,981.27 | 1,950,000 | 1,992,440.13 | 2,541.14 | (3,267.87 | ) | — | — | 0.707 | 0.743 | JAJO | 1.19 | (7,735 | ) | 4/26/2011 | 4/29/2014 | ||||||||||||||||||||||
BRSL8WGC2 | RPI FINANCE TRUST SECURED TERM LOAN | 4,894,597.82 | 4,912,952.56 | 4,894,597.82 | 4,894,597.82 | 18,354.74 | — | — | — | 2.5 | 2.544 | JJ | (1.01 | ) | 20,377.1 | 1/6/2012 | 1/11/2017 | ||||||||||||||||||||||||
BRSHN4W46 | RUBY WESTERN PIPELINE HOLDINGS SENIOR | 1,935,687.02 | 1,942,370.85 | 1,942,973.17 | 1,935,984.19 | 6,386.66 | 495.26 | — | — | 2.55 | 2.593 | JJ | — | 3,649.39 | 1/5/2012 | 1/12/2017 | |||||||||||||||||||||||||
78355HJR1 | RYDER SYSTEM INC. CORP BND MTN | 1,871,662.5 | 1,947,391.74 | 1,875,000 | 1,873,027.89 | 74,363.85 | 136.15 | — | — | 0.643 | 0.68 | MJSD | 2.32 | 32,812.5 | 3/8/2013 | 3/15/2016 | |||||||||||||||||||||||||
78573AAB6 | SABMILLER HOLDINGS INC SENIOR CORP BND | 2,117,028 | 2,105,312.57 | 2,050,000 | 2,115,431.51 | (10,118.94 | ) | (2,897.78 | ) | — | — | 2.05 | 2.056 | AO | 4.61 | (3,840.31 | ) | 12/6/2013 | 10/30/2018 | ||||||||||||||||||||||
78573AAG5 | SABMILLER HOLDINGS INC SENIOR CORP BND | 3,000,000 | 3,014,850.09 | 3,000,000 | 3,000,000 | 14,850.09 | — | — | — | 1.1 | 1.11 | JD | 1.65 | 6,364.67 | 12/10/2013 | 12/13/2016 | |||||||||||||||||||||||||
78572MAD7 | SABMILLER PLC CORP BND 144A | F | 6,725,979 | 6,431,940.25 | 5,700,000 | 6,324,992.61 | 106,947.64 | (60,832.34 | ) | — | — | 2.15 | 1.242 | FA | 2.53 | — | 5/24/2012 | 8/3/2016 | |||||||||||||||||||||||
BRSKM5SR1 | SABRE INC SENIOR SECURED TERM NOTES | 1,815,450 | 1,817,719.31 | 1,815,450 | 1,815,450 | 2,269.31 | — | — | — | 1.75 | 1.773 | MS | (0.02 | ) | 20,020 | 3/15/2012 | 3/22/2017 | ||||||||||||||||||||||||
BRSHCGRY1 | SABRE INC SENIOR SECURED TERM NOTES | 5,295,865.87 | 5,357,979.2 | 5,322,478.27 | 5,299,612.57 | 58,366.63 | 1,179.98 | — | — | 2.5 | — | MN | (4.64 | ) | 71,590.24 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSGWZFG1 | SAGE PRODUCTS INC SENIOR SECURED TERM | 979,117.17 | 992,716.02 | 989,007.24 | 980,527.29 | 12,188.73 | 1,219.96 | — | — | 2.55 | 2.681 | MS | (0.06 | ) | 11,872.86 | 4/18/2011 | 3/24/2016 | ||||||||||||||||||||||||
BRSHMA6X8 | SALEM COMMUNS CORP SENIOR SECURED TERM | 825,912.19 | 832,826.61 | 830,062.5 | 826,338.93 | 6,487.68 | 161.01 | — | — | 1.6 | 1.605 | MS | (2.05 | ) | 9,466.28 | 2/28/2012 | 3/6/2017 | ||||||||||||||||||||||||
BRSLJS0V4 | SALIX PHARMACEUTICALS LTD. SENIOR | 388,050 | 388,050 | 390,000 | 388,050 | — | — | — | — | 1.5 | 0.901 | JD | 0.08 | — | 4/16/2012 | 12/12/2014 | |||||||||||||||||||||||||
796269UF3 | SAN ANTONIO TEX INDPT SCH DIST MUNI BND | 1,000,000 | 1,011,580 | 1,000,000 | 1,000,000 | 11,580 | — | — | — | 0.9 | 0.856 | AO | 0.37 | — | 12/3/2013 | 10/1/2015 | |||||||||||||||||||||||||
80105NAC9 | SANOFI SA CORP BND | F | 270,000 | 270,413.12 | 270,000 | 270,000 | 413.12 | — | — | — | 1.35 | 1.371 | JJ | (0.08 | ) | 380.88 | 7/15/2013 | 7/18/2016 | |||||||||||||||||||||||
801060AB0 | SANOFI SA SENIOR CORP BND | F | 13,953,474.15 | 13,638,208.97 | 14,015,000 | 13,962,183.84 | (323,974.87 | ) | 3,034.06 | — | — | 0.766 | 0.786 | JAJO | 11.45 | 87,593.75 | 7/15/2013 | 7/18/2016 | |||||||||||||||||||||||
BRSHG9DW2 | SAXON ENERGY SERVICES INC SENIOR SECURED | A | 1,422,054 | 1,440,519.26 | 1,429,200 | 1,423,064.72 | 17,454.54 | 317.21 | — | — | 1.45 | 1.21 | JD | (0.15 | ) | 20,138.8 | 2/21/2013 | 12/15/2016 | |||||||||||||||||||||||
BRSFUUMM5 | SBA SENIOR FINANCE II LLC SENIOR SECURED | 354,684.17 | 357,500.31 | 355,573.1 | 354,840.75 | 2,659.56 | 32.23 | — | — | 1.45 | 1.473 | MN | (0.09 | ) | 3,444.6 | 11/2/2012 | 11/7/2017 | ||||||||||||||||||||||||
BRSCDKB78 | SBA SENIOR FINANCE II LLC TERM LOAN | 972,419.12 | 977,907.56 | 974,856.26 | 973,284.45 | 4,623.11 | 88.1 | — | — | 3.75 | 0.85 | MS | (0.07 | ) | 9,240.83 | 3/1/2013 | 9/30/2015 | ||||||||||||||||||||||||
806854AA3 | SCHLUMBERGER GER INV CORP BND 144A | F | 1,503,915 | 1,531,203.36 | 1,500,000 | 1,503,586.08 | 27,617.28 | (334.38 | ) | — | — | 0.544 | 0.553 | JAJO | 5.83 | — | 6/20/2011 | 4/17/2014 | |||||||||||||||||||||||
806854AC9 | SCHLUMBERGER GER INV SENIOR CORP BND | F | 5,922,669 | 5,896,796.37 | 5,875,000 | 5,892,250.44 | 4,545.93 | (6,238.86 | ) | — | — | 2.2 | 1.93 | JJ | 0.8 | 11,968.17 | 10/23/2013 | 7/27/2018 | |||||||||||||||||||||||
80685PAC2 | SCHLUMBERGER NORGE AS CORP BND 144A | F | 1,622,156.25 | 1,658,803.62 | 1,625,000 | 1,623,430.47 | 35,373.15 | 143.78 | — | — | 0.612 | 0.65 | MJSD | 4.66 | — | 3/5/2013 | 3/8/2016 | ||||||||||||||||||||||||
80685PAD0 | SCHLUMBERGER NORGE AS SENIOR CORP BND | F | 1,368,739.6 | 1,346,880.62 | 1,370,000 | 1,369,089.09 | (22,208.47 | ) | 61.98 | — | — | 1.5 | 1.526 | JJ | 1.74 | — | 1/7/2013 | 1/16/2018 | |||||||||||||||||||||||
80705TAA4 | SCHOL_11-A ABS 11-A A 144A | 1,949,142.91 | 1,990,533.18 | 1,988,385.68 | 1,954,229.11 | 36,304.07 | 1,862.09 | — | — | 1.45 | 1.492 | MS | 1.13 | 6,035.09 | 9/4/2013 | 9/9/2016 | |||||||||||||||||||||||||
80705WAA7 | SCHOL_12-B ABS 12-B 144A | 481,440.31 | 479,363.7 | 482,822.15 | 481,905.6 | (2,541.9 | ) | 523.43 | — | — | 1.125 | 1.142 | JJ | 1.38 | 795.49 | 7/16/2013 | 7/22/2016 |
80705XAA5 | SCHOL_13-A ABS 13-A 144A | 2,496,661.88 | 2,486,492.15 | 2,508,567.55 | 2,497,188.56 | (10,696.41 | ) | 259.86 | — | — | 1.5 | 1.571 | MS | 1.76 | 5,235.94 | 3/5/2012 | 3/13/2017 | ||||||||||||||||||||||||
80283DAC5 | SDART_13-2 ABS_13-2 A3 | 1,204,793.1 | 1,204,626.47 | 1,205,000 | 1,204,880.42 | (253.95 | ) | 33.8 | — | — | 0.544 | 0.549 | JAJO | 0.72 | 2,108.76 | 7/7/2011 | 7/14/2014 | ||||||||||||||||||||||||
80283GAC8 | SDART_13-3 ABS 13-3 | 594,988.34 | 594,042.03 | 595,000 | 594,989.03 | (947 | ) | (0.41 | ) | — | — | 2.375 | 1.041 | AO | 0.78 | 1,041.24 | 2/22/2013 | 10/19/2016 | |||||||||||||||||||||||
80283GAB0 | SDART_13-3 ABS_13-3-A2 | 3,490,572.78 | 3,489,665.25 | 3,490,782.23 | 3,490,653.34 | (988.09 | ) | 52.81 | — | — | 1.4 | 1.414 | AO | 0.57 | 5,775.25 | 4/23/2013 | 4/30/2018 | ||||||||||||||||||||||||
80283HAB8 | SDART_13-4 ABS 13-4 A2 | 1,053,085.48 | 1,054,921.59 | 1,053,173.32 | 1,053,117.61 | 1,803.98 | 20.51 | — | — | 0.624 | 0.683 | JAJO | 0.77 | 2,425.26 | 1/10/2013 | 1/15/2016 | |||||||||||||||||||||||||
80281CAD7 | SDART_13-5 ABS 13-5 A2A | 304,996.49 | 304,621.8 | 305,000 | 304,996.53 | (374.73 | ) | 0.04 | — | — | 0.875 | 1.001 | MS | 0.88 | 173.68 | 2/28/2012 | 3/2/2015 | ||||||||||||||||||||||||
80283JAC2 | SDART_13-A ABS 13-A A3 144A | 3,499,742.4 | 3,511,970.11 | 3,500,000 | 3,499,780.79 | 12,189.32 | 28.77 | — | — | 2.7 | 2.486 | AO | 0.86 | 8,925 | 10/18/2012 | 10/25/2017 | |||||||||||||||||||||||||
BRSJ9AUR5 | SEAWORLD PARKS & ENTERTAINMENT SENIOR | 3,401,688.74 | 3,371,511.12 | 3,414,188.48 | 3,402,318.16 | (30,807.04 | ) | 488.29 | — | — | — | — | JAJO | 0.19 | 26,241.21 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSJ0VL80 | SEMINOLE TRIBE OF FLORIDA SENIOR SECURED | 3,159,912.5 | 3,152,992.29 | 3,159,912.5 | 3,159,912.5 | (6,920.21 | ) | — | — | — | — | — | MJSD | 0.03 | 24,673.44 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSGCQN17 | SEQUA CORP SENIOR SECURED TERM LOAN | 1,776,700.2 | 1,740,023.39 | 1,785,628.34 | 1,778,682.8 | (38,659.41 | ) | 680.22 | — | — | — | 0.083 | MJSD | 0.74 | 37,954.52 | 2/13/2013 | 2/15/2019 | ||||||||||||||||||||||||
BRSBT4DY8 | SERENA SOFTWARE TERM LOAN | 1,808,725.12 | 1,797,349.49 | 1,820,100.75 | 1,814,881.64 | (17,532.15 | ) | 790.62 | — | — | 2 | 0.746 | JD | 0.57 | 14,231.3 | 4/3/2013 | 12/5/2014 | ||||||||||||||||||||||||
BRSHDAGH2 | SERVICEMASTER CO SENIOR SEC TERM NOTES | 2,860,287.4 | 2,859,565.1 | 2,889,179.19 | 2,865,935.65 | (6,370.55 | ) | 6,425.02 | — | — | 2.124 | 1.995 | FMAN | 0.33 | 83,133.12 | 11/27/2013 | 2/10/2015 | ||||||||||||||||||||||||
BRSH8YLF4 | SESAC HOLDCO II LLC SENIOR SECURED TERM | 441,045 | 447,170.63 | 445,500 | 441,672.28 | 5,498.35 | 198.22 | — | — | 4.75 | 0.486 | MS | (3.26 | ) | 6,465.77 | 11/22/2013 | 9/7/2015 | ||||||||||||||||||||||||
P8588FAD4 | SEVEN SEAS CRUISES S DE RL SENIOR | 2,656,375 | 2,682,938.75 | 2,656,375 | 2,656,375 | 26,563.75 | — | — | — | 0.754 | 0.76 | FMAN | (0.2 | ) | — | 11/27/2013 | 2/15/2016 | ||||||||||||||||||||||||
822582AF9 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 4,487,580.5 | 4,282,725 | 4,250,000 | 4,263,401.91 | 19,323.09 | (15,607.27 | ) | — | — | 0.974 | 0.924 | FMAN | 0.53 | — | 11/27/2013 | 2/15/2016 | |||||||||||||||||||||||
822582AQ5 | SHELL INTERNATIONAL FINANCE BV CORP BND | F | 6,148,980 | 6,228,271.62 | 6,000,000 | 6,066,813.29 | 161,458.33 | (11,195.82 | ) | — | — | 1.125 | 1.225 | MAR | 0.54 | 93,000 | 3/20/2013 | 3/29/2016 | |||||||||||||||||||||||
822582BC5 | SHELL INTERNATIONAL FINANCE BV SENIOR | F | 274,000 | 274,232.9 | 274,000 | 274,000 | 232.9 | — | — | — | 4 | 0.764 | MS | 0.42 | — | 11/29/2013 | 9/7/2016 | ||||||||||||||||||||||||
822582AZ5 | SHELL INTERNATIONAL FINANCE BV SENIOR | F | 499,380 | 499,777.68 | 500,000 | 499,406.52 | 371.16 | 26.52 | — | — | 0.924 | 0.9 | FMAN | 0.92 | — | 11/13/2013 | 5/16/2016 | ||||||||||||||||||||||||
BRSHAG9G2 | SILVER II BORROWER SCA SENOIR SECURED | R | 3,481,040.92 | 3,484,661.2 | 3,481,040.92 | 3,481,040.92 | 3,620.28 | — | — | — | 5.375 | 5.107 | NOV | (0.09 | ) | 36,219.89 | 11/6/2009 | 11/11/2016 | |||||||||||||||||||||||
G8162ZAD4 | SILVERSTONE MASTER ISSUER PLC ABS_09-1 | D | 833,161.5 | 919,413.71 | 510,000 | 833,161.5 | 86,252.21 | — | — | 11,526 | 1.5 | 1.529 | APR | 4.46 | 19,697.78 | 11/25/2013 | 4/4/2017 | ||||||||||||||||||||||||
828807CC9 | SIMON PROPERTY GROUP LP CORP BND | 2,235,849.5 | 2,211,225.55 | 2,150,000 | 2,215,477.25 | (4,251.7 | ) | (19,523.41 | ) | — | — | 4.75 | 3.077 | APR | 1.53 | — | 11/27/2013 | 4/12/2018 | |||||||||||||||||||||||
828807CM7 | SIMON PROPERTY GROUP LP SENIOR CORP BND | 7,122,493.25 | 6,913,147.82 | 7,145,000 | 7,126,961.94 | (213,814.12 | ) | 1,066.68 | — | — | 1.5 | 1.539 | MN | 2.34 | — | 5/8/2013 | 5/15/2018 | ||||||||||||||||||||||||
BRSDKUDY5 | SIX FLAGS THEME PARKS INC TERM LOAN | 2,839,543.13 | 2,846,161.43 | 2,840,593.87 | 2,839,771.48 | 6,389.95 | 49.06 | — | — | — | 0.087 | MJSD | (0.4 | ) | 31,349.15 | 6/18/2013 | 4/30/2019 | ||||||||||||||||||||||||
830505AP8 | SKANDINAVISKA ENSKILDA BANKEN SENIOR | F | 4,971,250 | 4,912,247.1 | 5,000,000 | 4,975,604.43 | (63,357.33 | ) | 1,413.96 | — | — | 1 | 1.226 | MS | 2.19 | — | 11/25/2013 | 9/7/2017 | |||||||||||||||||||||||
784423AF2 | SLCLT_04-1 ABS 04-1 | 983,750 | 978,960 | 1,000,000 | 985,535.97 | (6,575.97 | ) | 738.46 | — | — | 1.25 | 1.544 | JJ | 0.85 | 1,084.07 | 11/29/2013 | 7/22/2018 | ||||||||||||||||||||||||
78442GJA5 | SLM STUDENT LOAN TR 2003-10A 03-10A A1E | 249,968.75 | 250,000 | 250,000 | 249,994.81 | 5.19 | 1.49 | — | — | — | 0.195 | MJSD | 4.98 | 1,550.88 | 9/30/2013 | 7/3/2019 | |||||||||||||||||||||||||
78442GJD9 | SLM STUDENT LOAN TR 2003-10A ABS_03-10A | 50,000 | 50,000 | 50,000 | 50,000 | — | — | — | — | — | 0.049 | MJSD | 1.66 | 194.12 | 8/14/2013 | 7/22/2020 | |||||||||||||||||||||||||
78446XAA3 | SLM STUDENT LOAN TRUST ABS 12-B 144A | 518,811.14 | 521,213.22 | 518,811.14 | 518,811.14 | 2,402.08 | — | — | — | — | 0.072 | JAJO | 1.16 | 1,802.85 | 8/28/2013 | 7/10/2020 | |||||||||||||||||||||||||
78446XAB1 | SLM STUDENT LOAN TRUST ABS_12-B A2 144A | 999,897.3 | 1,044,487 | 1,000,000 | 999,915.33 | 44,571.67 | 4.15 | — | — | — | — | MJSD | 2.93 | 8,700 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||||
78442GSC1 | SLM STUDENT LOAN TRUST SLMA_06 | 183,565.68 | 182,917.96 | 183,855.63 | 183,649.11 | (731.15 | ) | 30.97 | — | — | 1.038 | 1.038 | JAJO | 0.5 | 175.15 | 10/23/2013 | 10/28/2016 | ||||||||||||||||||||||||
78446JAA4 | SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2 | 8,160,189.76 | 8,205,472.87 | 8,176,039.04 | 8,163,820.81 | 41,652.06 | 901.04 | — | — | 1.125 | 1.137 | MS | 3.57 | 16,610.83 | 3/20/2013 | 3/24/2016 | |||||||||||||||||||||||||
78447FAB9 | SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E | 816,500 | 784,249.6 | 800,000 | 814,062.99 | (29,813.39 | ) | (761.63 | ) | — | — | 3.2 | 3.211 | MN | 2.24 | 4,179.99 | 10/26/2009 | 11/3/2014 | |||||||||||||||||||||||
78447VAA6 | SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B | 2,377,191 | 2,376,002.34 | 2,377,191 | 2,377,191 | (1,188.66 | ) | — | — | — | 1.244 | 1.256 | MJSD | 1.66 | 5,104.2 | 9/5/2013 | 9/12/2016 | ||||||||||||||||||||||||
78447CAA8 | SLM_12-D ABS 12-D 144A | 592,955.01 | 595,356.47 | 592,955.01 | 592,955.01 | 2,401.46 | — | — | — | 9.375 | 2.197 | AO | 1.13 | 1,952.07 | 10/19/2010 | 4/8/2014 |
78442GHX7 | SLMA ABS 03-10A A1B 144A | 150,000 | 150,000 | 150,000 | 150,000 | — | 3.93 | — | — | 2.625 | 2.672 | AO | 3.33 | 552.76 | 3/26/2012 | 4/3/2017 | |||||||||||||||||||||||||
78442GHZ2 | SLMA ABS 03-10A A1D 144A | 499,015.62 | 500,000 | 500,000 | 499,898.87 | 101.13 | 28.85 | — | — | 1 | 1.067 | AO | 5.02 | 1,296.16 | 9/4/2012 | 10/6/2015 | |||||||||||||||||||||||||
78442GJB3 | SLMA ABS 03-10A A1F 144A | 425,000 | 425,000 | 425,000 | 425,000 | — | — | — | — | 2.875 | 2.911 | AO | 0.5 | 1,602.98 | 10/6/2011 | 10/15/2016 | |||||||||||||||||||||||||
78442GHY5 | SLMA ABS 03-10A-A1C | 300,000 | 302,037 | 300,000 | 300,000 | 2,037 | — | — | — | 5.25 | 0.736 | JD | 1.43 | (781.13 | ) | 2/27/2013 | 12/15/2015 | ||||||||||||||||||||||||
784442AC9 | SLMA ABS 08_2 A3 | 1,484,824.22 | 1,504,199.99 | 1,500,000 | 1,488,438.78 | 15,761.21 | 524.73 | — | — | 5.5 | 2.518 | AO | 0.93 | 3,894.28 | 4/16/2010 | 4/1/2014 | |||||||||||||||||||||||||
78444YAB1 | SLMA ABS 08-5 A2 | 456,406.89 | 449,903.11 | 449,435.72 | 450,016.3 | (113.19 | ) | (823.2 | ) | — | — | 0.508 | 0.582 | FMAN | 2.54 | 2,759.91 | 1/9/2013 | 2/18/2014 | |||||||||||||||||||||||
78444YAC9 | SLMA ABS 08-5 A3 | 13,936,144.69 | 13,837,356.79 | 13,691,000 | 13,770,128.81 | 67,227.98 | (12,913.71 | ) | — | — | 1 | 1.071 | FA | 3.06 | 54,787.89 | 2/21/2012 | 2/24/2015 | ||||||||||||||||||||||||
78444YAD7 | SLMA ABS 08-5 A4 | 2,457,718.75 | 2,463,669.45 | 2,350,000 | 2,421,916.96 | 41,752.49 | (2,512.69 | ) | — | — | 1.625 | 1.682 | FA | 1.84 | 11,806.32 | 2/21/2012 | 2/24/2017 | ||||||||||||||||||||||||
78442GJC1 | SLMA ABS_03-10A AIG 144A | 100,000 | 100,000 | 100,000 | 100,000 | — | — | — | — | 3.125 | 3.187 | AO | 3.32 | 649.13 | 9/28/2010 | 10/1/2015 | |||||||||||||||||||||||||
78442GMK9 | SLMA ABS_04-7 A5 | 1,915,869.35 | 1,911,065.47 | 1,927,312.76 | 1,920,778.41 | (9,712.94 | ) | 732.43 | — | — | 2.248 | 2.143 | MN | 0.68 | 2,291.67 | 11/1/2011 | 11/1/2016 | ||||||||||||||||||||||||
78442GQP4 | SLMA ABS_05-8 A3 | 3,580,879.4 | 3,635,317.12 | 3,646,219.46 | 3,620,374.26 | 14,942.86 | 3,332.89 | — | — | 1.7 | 1.702 | JD | 1.21 | 3,660.02 | 12/1/2011 | 12/5/2014 | |||||||||||||||||||||||||
78445XAA4 | SLMA_10-1 ABS 10-1A | 3,525,862.11 | 3,506,348.25 | 3,517,851.73 | 3,525,213.59 | (18,865.34 | ) | (535.31 | ) | — | — | 1.846 | 1.846 | MN | 1.25 | 5,289.86 | 5/2/2012 | 5/5/2017 | |||||||||||||||||||||||
78446JAB2 | SLMA_11-2 ABS 11-2 | 6,575,000 | 6,575,000 | 6,575,000 | 6,575,000 | — | — | — | — | 1.375 | 1.617 | MN | 2.74 | 23,046.54 | 8/21/2013 | 11/6/2017 | |||||||||||||||||||||||||
78447AAA2 | SLMA_12-3 ABS_12-3 A | 1,607,850.9 | 1,614,925.48 | 1,607,850.9 | 1,607,850.9 | 7,074.58 | — | — | — | 1.375 | 1.433 | MN | 1.49 | 3,431.58 | 5/7/2013 | 5/10/2018 | |||||||||||||||||||||||||
78447EAB2 | SLMA_12-5 ABS 12-5 | 5,291,230.62 | 5,293,799.16 | 5,300,000 | 5,295,266.85 | (1,467.69 | ) | 610.26 | — | — | 0.749 | 0.785 | FMAN | 0.51 | 6,387.43 | 5/7/2013 | 5/10/2018 | ||||||||||||||||||||||||
78447KAB8 | SLMA_12-7 ABS 12-7 | 3,997,370 | 3,987,479.84 | 4,000,000 | 3,998,343.19 | (10,863.35 | ) | 230.2 | — | — | 2.241 | 2.241 | MS | 0.55 | 5,001.29 | 9/23/2013 | 9/26/2018 | ||||||||||||||||||||||||
78446VAA7 | SLMA_12-A ABS 12-A 144A | 4,364,739.76 | 4,406,641.22 | 4,364,739.76 | 4,364,739.76 | 41,901.46 | — | — | — | 5.2 | 3.869 | JJ | 2.82 | 18,199.92 | 10/21/2009 | 7/10/2014 | |||||||||||||||||||||||||
78447FAA1 | SLMA_12-E ABS 12-E 144A | 2,395,952.4 | 2,397,112.36 | 2,395,603.04 | 2,395,940.19 | 1,172.17 | (20.26 | ) | — | — | 5 | 1.329 | MS | 4.53 | 5,147.13 | 2/21/2013 | 9/22/2016 | ||||||||||||||||||||||||
78448AAA1 | SLMA_13-4 ABS 13-4 | 728,555.19 | 726,886.83 | 728,555.19 | 728,555.19 | (1,668.36 | ) | — | — | — | 5.125 | 2.924 | JJ | 1.5 | 1,363.12 | 11/27/2013 | 1/8/2020 | ||||||||||||||||||||||||
78448BAA9 | SLMA_13-5 ABS 13-5 A1 | 585,892.8 | 585,910.37 | 585,892.8 | 585,892.8 | 17.57 | — | — | — | 2.25 | 2.352 | MN | 0.42 | 800.97 | 5/2/2012 | 5/10/2017 | |||||||||||||||||||||||||
78448CAF6 | SLMA_13-6 ABS 13-6 A2 | 550,000 | 550,010.99 | 550,000 | 550,000 | 10.99 | — | — | — | 1.043 | 0.548 | MJSD | 0.67 | — | 4/10/2013 | 9/18/2015 | |||||||||||||||||||||||||
78447RAB3 | SLMA_13-A ABS 13-A 144A | 459,870.23 | 446,177.01 | 460,000 | 459,887.94 | (13,710.93 | ) | 5.04 | — | — | 1.5 | 1.389 | MN | 3.14 | 2,035.5 | 9/25/2012 | 5/11/2017 | ||||||||||||||||||||||||
78447RAA5 | SLMA_13-A ABS 13-A 144A | 622,973.94 | 622,799.29 | 623,753.63 | 622,995.36 | (196.07 | ) | 34.95 | — | — | 3.875 | 0.667 | FA | 0.8 | 270.63 | 6/4/2013 | 8/18/2014 | ||||||||||||||||||||||||
78447RAC1 | SLMA_13-A ABS 13-A 144A | 2,425,000 | 2,382,184.2 | 2,425,000 | 2,425,000 | (42,815.8 | ) | — | — | — | 0.625 | 0.687 | AO | 4.5 | 7,505.92 | 4/24/2013 | 4/29/2016 | ||||||||||||||||||||||||
78447VAB4 | SLMA_13-B ABS_13-B-A2A | 804,859.37 | 776,325.93 | 805,000 | 804,873.19 | (28,547.26 | ) | 5.07 | — | — | 1.125 | 1.243 | AO | 4.48 | 3,723.15 | 4/24/2013 | 4/29/2018 | ||||||||||||||||||||||||
78447VAC2 | SLMA_13-B ABS_13-B-A2B | 615,000 | 603,685.23 | 615,000 | 615,000 | (11,314.77 | ) | — | — | — | 2.1 | 1.916 | AO | 1.51 | 1,981.29 | 11/14/2012 | 10/14/2015 | ||||||||||||||||||||||||
BRSL51FK6 | SNADY CREEK ENERGY ASSOC LP SENIOR | 5,522,250 | 5,543,839.5 | 5,550,000 | 5,522,469.36 | 21,370.14 | 219.36 | — | — | 5.815 | 5.912 | MJSD | 0.02 | 14,645.83 | 3/1/2011 | 3/14/2016 | |||||||||||||||||||||||||
BRSG3S869 | SNL FINANCIAL LC SENIOR SECURED TERM | 3,937,460.88 | 3,965,112 | 3,965,112 | 3,942,486.43 | 22,625.57 | 1,267.45 | — | — | 5.066 | — | JAJO | — | 36,489.17 | 7/26/2012 | 2/7/2017 | |||||||||||||||||||||||||
83714RAX1 | SOUTH CAROLINA STUDENT LN CORP | 452,271.78 | 456,613.7 | 457,345.45 | 456,831.87 | (218.17 | ) | 364.23 | — | — | 3.875 | 3.547 | AO | 0.42 | 642.33 | 3/30/2010 | 10/7/2014 | ||||||||||||||||||||||||
842808AF4 | SOUTHERN ELEC SENIOR CORP BND 144A | 3,333,899.45 | 3,278,999.38 | 3,335,000 | 3,333,919.69 | (54,920.31 | ) | 20.24 | — | — | 4.375 | 1.854 | JJ | 2.57 | — | 4/4/2013 | 7/8/2014 | ||||||||||||||||||||||||
84650WAD8 | SPAREBNK 1 BOLIG LOCAL BND 144A | F | 5,486,580 | 5,650,094.78 | 5,500,000 | 5,490,809.55 | 159,285.23 | 630.93 | — | — | 2.125 | 2.197 | MS | 2.99 | 63,250 | 9/7/2010 | 9/16/2015 | ||||||||||||||||||||||||
84650WAE6 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 5,854,157 | 5,605,117.94 | 5,900,000 | 5,861,145.53 | (256,027.59 | ) | 1,575.84 | — | — | 2.5 | 2.596 | JJ | 5.35 | 51,625 | 5/22/2013 | 1/15/2019 | |||||||||||||||||||||||
84650WAB2 | SPAREBNK 1 BOLIG SECURED LOCAL BND 144A | F | 7,999,374.1 | 8,112,546.31 | 7,800,000 | 7,939,276.95 | 173,269.36 | (14,399.05 | ) | — | — | 1.5 | 1.575 | MN | 0.94 | 102,375 | 5/2/2012 | 5/8/2017 | |||||||||||||||||||||||
30250GAA6 | SSGN_10-S1 CMO_10-S1-1A 144A | 512,439.22 | 513,822.8 | 512,439.22 | 512,439.22 | 1,383.58 | — | — | — | 0.8 | 0.818 | AO | 1.41 | 1,014.98 | 10/7/2013 | 10/1/2015 |
790849AH6 | ST JUDE MEDICAL INC CORP BND | 2,056,740 | 2,057,701.88 | 2,000,000 | 2,050,196.37 | 7,505.51 | (6,080.95 | ) | — | — | 3.1 | 1.645 | MN | 1.07 | — | 6/24/2013 | 5/24/2016 | ||||||||||||||||||||||||
W86201RD9 | STADSHYPOTEK AB SECURED LOCAL BND | D | 2,565,994.39 | 2,679,169.32 | 1,620,000 | 2,566,035.46 | 113,133.86 | 41.07 | — | 116,236.15 | 1.5 | 1.916 | MN | 1.65 | 2,698.85 | 9/17/2013 | 5/15/2018 | ||||||||||||||||||||||||
BRSJH5B15 | STAR WEST GENERATION LLC SENIOR SECURED | 2,845,470.34 | 2,883,360.69 | 2,858,350.13 | 2,845,638.48 | 37,722.21 | 457.95 | — | — | 1.642 | 1.652 | MJSD | (4.31 | ) | 52,845.28 | 6/1/2011 | 6/9/2014 | ||||||||||||||||||||||||
BRSJ08S50 | STARWOOD PROPERTY TRUST INC SECURED TERM | 2,436,587.5 | 2,444,252.34 | 2,448,831.66 | 2,436,635.14 | 7,617.2 | 78.48 | — | — | 2 | 2.1 | MS | 0.03 | 1,909.44 | 9/18/2012 | 9/25/2015 | |||||||||||||||||||||||||
857477AJ2 | STATE STREET BOSTON CORP CORP BND | 5,000,000 | 4,999,129.2 | 5,000,000 | 5,000,000 | (870.8 | ) | — | — | — | 1.192 | 1.231 | MJSD | 0.69 | 7,685.71 | 2/28/2013 | 3/7/2016 | ||||||||||||||||||||||||
857477AK9 | STATE STREET BOSTON CORP SENIOR CORP BND | 3,246,880 | 3,150,292.22 | 3,250,000 | 3,247,261.59 | (96,969.37 | ) | 153.07 | — | — | 1.375 | 1.446 | MS | 6.26 | 21,937.5 | 2/28/2013 | 3/7/2016 | ||||||||||||||||||||||||
85771SAB2 | STATOILHYDRO ASA CORP BND | F | 3,355,967.25 | 3,255,877.77 | 3,225,000 | 3,234,778.64 | 21,099.13 | (8,625.07 | ) | — | — | 2.875 | 2.799 | JJ | 0.55 | 62,484.38 | 12/12/2013 | 1/15/2019 | |||||||||||||||||||||||
85771PAR3 | STATOILHYDRO ASA SENIOR CORP BND | F | 4,793,184 | 4,760,820.58 | 4,800,000 | 4,793,378.45 | (32,557.87 | ) | 194.45 | — | — | 18.058 | 18.421 | MJSD | 4.26 | — | 12/22/2011 | 1/9/2014 | |||||||||||||||||||||||
85771PAD4 | STATOILHYDRO ASA SENIOR CORP BND | F | 6,102,240 | 6,130,415.94 | 6,000,000 | 6,083,356.77 | 47,059.17 | (7,169.35 | ) | — | — | 1.625 | 1.685 | JD | 2.07 | 54,000 | 6/26/2012 | 6/29/2017 | |||||||||||||||||||||||
85771PAJ1 | STATOILHYDRO ASA SENIOR CORP BND | F | 8,980,380 | 8,707,819.96 | 9,000,000 | 8,982,788.7 | (274,968.74 | ) | 965.97 | — | — | 2.5 | 2.6 | MN | 7.71 | 51,750 | 5/7/2013 | 5/16/2018 | |||||||||||||||||||||||
863667AC5 | STRYKER CORP CORP BND | 517,415 | 513,984.8 | 500,000 | 516,696.15 | (2,711.35 | ) | (718.85 | ) | — | — | 5 | 2.872 | AO | 0.97 | (1,361.11 | ) | 10/10/2013 | 4/15/2019 | ||||||||||||||||||||||
BRSGF9UP1 | SUNGARD DATA SYST INC. SENIOR SECURED | 910,800 | 914,598.04 | 910,800 | 910,800 | 3,798.04 | — | — | — | 5 | 5.015 | FA | (0.07 | ) | 23,444.55 | 2/14/2012 | 2/22/2017 | ||||||||||||||||||||||||
BRSHJ8GU2 | SUNGARD DATA SYST INC. SENIOR SECURED | 6,902,924.44 | 6,963,476.41 | 6,920,225 | 6,904,830.22 | 58,646.19 | 626.24 | — | — | 12.142 | 12.481 | MJSD | (3.22 | ) | 70,009.8 | 11/30/2012 | 1/8/2014 | ||||||||||||||||||||||||
BRS1D0A10 | SUNGARD DATA SYST INC. TERM LOAN | 875,281.01 | 898,100.1 | 895,485.28 | 894,143.05 | 3,957.05 | 2,125.84 | — | — | 16.642 | 17.115 | MJSD | (1.78 | ) | 2,924.13 | 11/30/2012 | 1/8/2014 | ||||||||||||||||||||||||
86960BAF9 | SVENSKA HANDELSBANKEN AB SENIOR CORP BND | F | 5,000,000 | 5,005,450.45 | 5,000,000 | 5,000,000 | 5,450.45 | — | — | — | 1.144 | 1.203 | JAJO | 0.68 | 8,907.42 | 1/11/2011 | 1/14/2014 | ||||||||||||||||||||||||
86960BAE2 | SVENSKA HANDELSBANKEN AB SENIOR CORP BND | F | 5,000,470 | 5,026,638.4 | 5,000,000 | 5,000,382.9 | 26,255.5 | (81.77 | ) | — | — | 1.4 | 1.354 | JJ | 2.39 | — | 7/23/2012 | 7/18/2017 | |||||||||||||||||||||||
87020LAB2 | SWEDBANK HYPOTEK AB CORP BND 144A | F | 3,700,000 | 3,701,669.07 | 3,700,000 | 3,700,000 | 1,669.07 | — | — | — | 1.625 | 1.701 | MN | 0.51 | 6,528.92 | 5/30/2013 | 5/15/2018 | ||||||||||||||||||||||||
87020DAL8 | SWEDEN KINGDOM CORP BND MTN 144A | F | 2,695,518 | 2,714,229 | 2,700,000 | 2,695,975.97 | 18,253.03 | 342.26 | — | — | 0.875 | 0.944 | MN | 1.63 | 5,617.67 | 5/7/2013 | 5/13/2016 | ||||||||||||||||||||||||
87020DAF1 | SWEDEN KINGDOM SENIOR GOVT BND 144A MTN | F | 4,989,300 | 4,898,249.8 | 5,000,000 | 4,991,070.22 | (92,820.42 | ) | 565.24 | — | — | 3.9 | 2.731 | MN | 1.51 | 5,694.44 | 3/9/2012 | 5/1/2016 | |||||||||||||||||||||||
BRSEM91J4 | SYNIVERSE HLDGS SENIOR SEC TERM NOTES | 2,812,674.91 | 2,843,756.39 | 2,841,085.77 | 2,819,442.17 | 24,314.22 | 993.84 | — | — | 1.3 | 1.335 | MN | (0.02 | ) | 33,935.2 | 11/5/2013 | 11/8/2016 | ||||||||||||||||||||||||
871829AP2 | SYSCO CORP CORP BND | 1,241,487.5 | 1,251,334.95 | 1,250,000 | 1,245,875.11 | 5,459.84 | 713.31 | — | — | 2.3 | 2.33 | MN | 0.48 | 3,437.5 | 11/5/2013 | 11/8/2018 | |||||||||||||||||||||||||
874060AB2 | TAKEDA PHARMACEUTICAL CO LTD UNSECURED | F | 8,819,922.5 | 8,719,258.28 | 8,750,000 | 8,802,567.44 | (83,309.16 | ) | (4,076.43 | ) | — | — | 0.723 | 0.708 | MJSD | 1.74 | — | 7/17/2013 | 3/18/2016 | ||||||||||||||||||||||
BRSLECLK5 | TALLGRASS OPERATIONS LLC SENIOR SECURED | 1,194,000 | 1,206,372 | 1,200,000 | 1,194,043.46 | 12,328.54 | 43.46 | — | — | 3.2 | 3.215 | MS | (0.11 | ) | — | 3/4/2010 | 3/11/2015 | ||||||||||||||||||||||||
89236PAD5 | TAOT_12-A ABS 12-A | 749,928.68 | 754,860.02 | 750,000 | 749,959.26 | 4,900.76 | 3.51 | — | — | 22 | 22 | MJSD | 0.63 | 1,856.25 | 5/18/2012 | 6/6/2018 | |||||||||||||||||||||||||
89231NAC7 | TAOT_12-B ABS 12-B | 3,999,619.6 | 3,997,439.88 | 4,000,000 | 3,999,815.8 | (2,375.92 | ) | 38.92 | — | — | 5.306 | 5.306 | MJSD | 0.51 | 4,599.99 | 11/18/2013 | 12/6/2019 | ||||||||||||||||||||||||
89236VAC4 | TAOT_13-B ABS 13-B A3 | 764,963.51 | 767,080.82 | 765,000 | 764,965.91 | 2,114.91 | 1.98 | — | — | 8.95 | 1.92 | MN | 1.47 | 1,645.38 | 10/28/2010 | 5/1/2014 | |||||||||||||||||||||||||
87609FAA6 | TAR HEEL RE LTD UNSEC CORP BND 144A | F | 7,000,000 | 7,450,310 | 7,000,000 | 7,000,000 | 450,310 | — | — | — | 1.875 | 1.892 | MN | 5.7 | 150,402.78 | 10/28/2010 | 11/2/2015 | ||||||||||||||||||||||||
87612EAX4 | TARGET CORPORATION CORP BOND | 2,004,676 | 2,002,019.96 | 2,000,000 | 2,001,839 | 180.96 | (853.83 | ) | — | — | 2.5 | 2.268 | MN | 0.23 | 2,229.47 | 2/21/2013 | 5/20/2016 | ||||||||||||||||||||||||
BRSCDUPD8 | TEAM HLTH INC. TERM LOAN | 3,783,487.51 | 3,802,880.26 | 3,802,500.01 | 3,790,222.98 | 12,657.28 | 720.78 | — | — | 2 | 2.027 | MS | — | 36,534.06 | 3/19/2012 | 3/22/2017 | |||||||||||||||||||||||||
BRSE99EZ9 | TELESAT CANADA / TELESAT LLC SENIOR | A | 7,878,080.39 | 7,914,252.45 | 7,897,824.97 | 7,880,433.32 | 33,819.13 | 881.78 | — | — | 1.084 | 1.113 | MJSD | (0.81 | ) | 70,819.6 | 6/14/2013 | 6/17/2016 | |||||||||||||||||||||||
Z91GFLXY5 | TEMSE_1 ABS 1 A | D | 1,248,119.56 | 1,288,334.67 | 777,862.68 | 1,248,119.56 | 40,215.11 | — | — | 40,215.5 | 1.375 | 1.475 | JD | 1.39 | 1,986.62 | 6/14/2013 | 6/17/2016 | ||||||||||||||||||||||||
BRSHBW711 | TERVITA CORP SENIOR SECURED TERM LOAN | A | 1,513,165.5 | 1,533,234.05 | 1,528,450 | 1,515,541.07 | 17,692.98 | 775.63 | — | — | 6.5 | 1.976 | JJ | (2.73 | ) | 23,942.19 | 10/4/2012 | 7/1/2016 | |||||||||||||||||||||||
G87623JG3 | TESCO PLC SENIOR CORP BND | F | 1,020,620 | 1,011,507.47 | 1,000,000 | 1,011,544.05 | (36.58 | ) | (3,124.79 | ) | — | — | 0.557 | 0.618 | MJSD | 0.76 | 10,000 | 3/22/2011 | 3/28/2014 | ||||||||||||||||||||||
88165FAC6 | TEVA PHARMAC FIN CORP BND | F | 2,501,975 | 2,565,275 | 2,500,000 | 2,501,161.27 | 64,113.73 | (98.93 | ) | — | — | 1.25 | 1.341 | AO | 1.46 | 30,000 | 4/3/2013 | 4/10/2018 |
88166CAA6 | TEVA PHARMACEUTICAL FINANCE II CORP BND | F | 3,995,040 | 4,127,787.72 | 4,000,000 | 3,998,476.48 | 129,311.24 | (16,334.44 | ) | — | — | 1.95 | 1.858 | MS | 0.79 | 128,250 | 3/22/2013 | 9/14/2016 | |||||||||||||||||||||||
882117V27 | TEXAS A & M UNIVERSITY MUNITAX BND REV | 1,000,000 | 1,008,360 | 1,000,000 | 1,000,000 | 8,360 | — | — | — | 0.792 | 0.547 | MJSD | 0.9 | — | 2/26/2013 | 9/12/2014 | |||||||||||||||||||||||||
882508AT1 | TEXAS INSTRUMENTS INCORPORATED SENIOR | 1,544,853 | 1,547,163.28 | 1,550,000 | 1,547,084.33 | 78.95 | 456.07 | — | — | 1.95 | 1.987 | MS | 0.57 | — | 9/7/2011 | 9/14/2016 | |||||||||||||||||||||||||
882508AV6 | TEXAS INSTRUMENTS INCORPORATED SENIOR | 1,981,400 | 1,920,783.24 | 2,000,000 | 1,983,762.21 | (62,978.97 | ) | 922.01 | — | — | 1.25 | 1.269 | FA | 3.92 | 9,611.11 | 7/24/2012 | 8/1/2017 | ||||||||||||||||||||||||
883556BA9 | THERMO FISHER SCIENTIFIC INC CORP BND | 648,869 | 668,146.51 | 650,000 | 649,390.5 | 18,756.01 | 56.24 | — | — | 4 | 2.537 | MS | 1.17 | — | 3/2/2010 | 3/21/2014 | |||||||||||||||||||||||||
883556BE1 | THERMO FISHER SCIENTIFIC INC SENIOR CORP | 2,195,512 | 2,186,603.5 | 2,200,000 | 2,195,544.45 | (8,940.95 | ) | 32.45 | — | — | 0.9 | 0.942 | MN | 2.53 | — | 11/12/2013 | 11/15/2016 | ||||||||||||||||||||||||
883556BD3 | THERMO FISHER SCIENTIFIC INC SENIOR CORP | 4,962,070.65 | 4,956,634.22 | 4,965,000 | 4,962,112.7 | (5,478.48 | ) | 42.05 | — | — | 3.1 | 2.329 | JD | 1.36 | — | 2/14/2012 | 6/28/2015 | ||||||||||||||||||||||||
880591EQ1 | TN VLY AUTHORITY SENIOR AGENCY BND | 4,979,185.72 | 4,978,335.41 | 5,003,000 | 4,980,378.4 | (2,042.99 | ) | 1,146.73 | — | — | 0.451 | 0.451 | FMAN | 5.57 | — | 11/12/2013 | 11/15/2016 | ||||||||||||||||||||||||
BRSG6SMY9 | TOMKINS PLC SENIOR SECURED TERM NOTES | R | 2,469,898.78 | 2,507,321.49 | 2,494,847.25 | 2,474,397.49 | 32,924 | 1,110.44 | — | — | 1.75 | 1.871 | MS | (0.1 | ) | 29,926.36 | 3/13/2013 | 3/19/2018 | |||||||||||||||||||||||
BRSBN61P1 | TOMKINS PLC TERM LOAN | R | 2,466,104.52 | 2,545,416.56 | 2,540,335.89 | 2,499,681.07 | 45,735.49 | 3,699.76 | — | — | 2.625 | 1.855 | MN | (0.07 | ) | 24,344.89 | 12/6/2012 | 5/27/2016 | |||||||||||||||||||||||
89114QAC2 | TORONTO-DOMINION BANK/THE CORP BND | A | 2,300,000 | 2,304,048.07 | 2,300,000 | 2,300,000 | 4,048.07 | — | — | — | 1.75 | 1.869 | MN | 0.22 | 3,339.17 | 11/7/2012 | 11/15/2019 | ||||||||||||||||||||||||
89114QAE8 | TORONTO-DOMINION BANK/THE CORP BND | A | 5,237,900 | 5,187,123.85 | 5,000,000 | 5,183,366.5 | 3,757.35 | (16,307.81 | ) | — | — | 2.5 | 2.498 | JJ | 1.02 | 59,375 | 9/19/2013 | 1/25/2019 | |||||||||||||||||||||||
891145TN4 | TORONTO-DOMINION BANK/THE SECURED LOCAL | A | 1,594,560 | 1,618,128.05 | 1,600,000 | 1,596,474.21 | 21,653.84 | 273.21 | — | — | 0.716 | 0.721 | MJSD | 1.14 | — | 9/19/2013 | 9/23/2016 | ||||||||||||||||||||||||
89114QAG3 | TORONTO-DOMINION BANK/THE SENIOR CORP | A | 2,938,030.2 | 2,868,622.15 | 2,940,000 | 2,938,287.5 | (69,665.35 | ) | 96.74 | — | — | 0.697 | 0.758 | MJSD | 1.99 | 20,580 | 3/21/2011 | 3/28/2014 | |||||||||||||||||||||||
89153UAD3 | TOTAL CAPITAL CANADA LTD SENIOR CORP BND | A | 2,000,000 | 2,010,580.14 | 2,000,000 | 2,000,000 | 10,580.14 | — | — | — | 1.625 | 1.639 | AO | 0.37 | 3,312.51 | 3/27/2013 | 4/3/2018 | ||||||||||||||||||||||||
89153VAA7 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 3,310,503 | 3,341,462.15 | 3,325,000 | 3,315,798.51 | 25,663.64 | 716.11 | — | — | 1.625 | 1.432 | MS | 2.68 | — | 3/19/2013 | 3/17/2017 | ||||||||||||||||||||||||
89153VAC3 | TOTAL CAPITAL INTERNATIONAL SA CORP BND | F | 5,739,247.5 | 5,762,143.38 | 5,750,000 | 5,742,407.73 | 19,735.65 | 530.15 | — | — | 8.556 | 8.592 | MJSD | 4.46 | 44,562.5 | 4/2/2013 | 5/9/2016 | ||||||||||||||||||||||||
89153VAF6 | TOTAL CAPITAL INTERNATIONAL SA SENIOR | F | 199,452 | 200,434.32 | 200,000 | 199,521.54 | 912.78 | 45.06 | — | — | 3 | 3.027 | JD | 1.83 | — | 6/15/2010 | 6/15/2015 | ||||||||||||||||||||||||
89153VAD1 | TOTAL CAPITAL INTERNATIONAL SA SENIOR | F | 2,173,434 | 2,174,301.39 | 2,175,000 | 2,174,022.91 | 278.48 | 117.18 | — | — | 2.4 | 2.383 | MN | 0.77 | — | 11/8/2011 | 11/10/2016 | ||||||||||||||||||||||||
89152UAG7 | TOTAL CAPITAL S.A. SENIOR CORP BND | F | 5,998,320 | 6,036,056.22 | 6,000,000 | 5,998,441.07 | 37,615.15 | 78.44 | — | — | 2.125 | 2.131 | FA | 1.99 | — | 8/5/2013 | 8/10/2018 | ||||||||||||||||||||||||
89236RAD1 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A | 764,782.82 | 760,532.4 | 765,000 | 764,828.52 | (4,296.12 | ) | 16.23 | — | — | 0.75 | 0.772 | JJ | 0.93 | 1,319.64 | 9/18/2012 | 1/25/2016 | ||||||||||||||||||||||||
89236RAC3 | TOYOTA AUTO RECEIVABLES OWNER ABS_13-A | 3,884,970.09 | 3,881,115.08 | 3,885,000 | 3,884,969.47 | (3,854.39 | ) | (0.19 | ) | — | — | 1.55 | 1.589 | JD | 1.84 | 5,341.89 | 6/21/2012 | 6/28/2017 | |||||||||||||||||||||||
89233P5E2 | TOYOTA MOTOR CREDIT CORP CORP BND MTN | 6,077,710 | 6,165,305.76 | 6,000,000 | 6,065,689.22 | 99,616.54 | (6,121.81 | ) | — | — | 1 | 1.093 | FA | 1.93 | — | 8/5/2013 | 8/12/2016 | ||||||||||||||||||||||||
89236TAS4 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 300,182.1 | 300,105.01 | 300,000 | 300,172.54 | (67.53 | ) | (9.56 | ) | — | — | 0.75 | 0.837 | MS | 0.37 | 70.42 | 3/21/2013 | 3/24/2016 | |||||||||||||||||||||||
89233P6D3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 2,548,850 | 2,517,460.83 | 2,500,000 | 2,539,107.76 | (21,646.93 | ) | (2,614.65 | ) | — | — | 8.493 | 8.609 | JAJO | 1.54 | 58,819.44 | 7/2/2013 | 7/9/2018 | |||||||||||||||||||||||
89233P7H3 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 2,595,000 | 2,598,632.97 | 2,595,000 | 2,595,000 | 3,632.97 | — | — | — | 6.375 | 4.925 | JD | 0.28 | 2,882.79 | 9/12/2013 | 12/15/2021 | |||||||||||||||||||||||||
89236TAL9 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 4,997,950 | 4,998,153.3 | 5,000,000 | 4,998,372.63 | (219.33 | ) | 170.83 | — | — | 1.875 | 2.048 | JJ | 2.45 | 20,000 | 1/19/2012 | 1/23/2015 | ||||||||||||||||||||||||
89236TAY1 | TOYOTA MOTOR CREDIT CORP SENIOR CORP BND | 6,998,320 | 6,956,044.41 | 7,000,000 | 6,998,380.87 | (42,336.46 | ) | 60.87 | — | — | 3.811 | 3.829 | MJSD | 2.14 | — | 12/20/2013 | 1/9/2017 | ||||||||||||||||||||||||
BRSJ5FFE4 | TPF GENERATION HOLDINGS LLC SENIOR | 495,012.5 | 499,987.5 | 497,500 | 495,334.06 | 4,653.44 | 147.92 | — | — | 1.25 | 1.314 | MS | (1.39 | ) | 6,069.44 | 9/19/2012 | 9/26/2017 | ||||||||||||||||||||||||
89267XAA6 | TRADEWYND RE LTD CORP BND 144A | F | 4,500,000 | 4,767,165 | 4,500,000 | 4,500,000 | 267,165 | — | — | — | 0.9 | 0.938 | FA | 7.03 | 86,625 | 2/11/2013 | 2/19/2016 | ||||||||||||||||||||||||
893526DL4 | TRANS-CANADA PIPELINES SENIOR CORP BND | A | 2,914,148.25 | 2,930,407.17 | 2,925,000 | 2,920,745.55 | 9,661.62 | 921.58 | — | — | 0.623 | 0.675 | FMAN | 1.43 | — | 2/11/2013 | 2/19/2016 | ||||||||||||||||||||||||
BRSHE9156 | TRANSDIGM INC SENIOR SECURE TERM NOTES | 5,711,077.37 | 5,800,124.59 | 5,789,587.54 | 5,719,620 | 80,504.59 | 2,820.04 | — | — | 0.837 | 0.912 | FMAN | (1.45 | ) | 52,498.66 | 11/13/2012 | 11/20/2014 | ||||||||||||||||||||||||
BRSGZA7E7 | TRANSFIRST HOLDINGS INC SENIOR SECURED | 1,876,741.95 | 1,896,172.86 | 1,895,698.94 | 1,880,476.48 | 15,696.38 | 957.75 | — | — | 1.125 | 1.14 | MN | (0.01 | ) | 23,011.68 | 11/13/2013 | 11/18/2016 | ||||||||||||||||||||||||
893830BB4 | TRANSOCEAN INC CORP BND | F | 5,458,470.5 | 5,576,242.38 | 4,975,000 | 5,444,937.27 | 131,305.11 | (11,763.47 | ) | — | — | 3 | 0.8 | FA | 4.55 | 158,578.13 | 3/7/2013 | 8/4/2015 |
BRSFWQSC8 | TRANSTAR HOLDING COMPANY SENIOR SECURED | 1,085,163.75 | 1,074,202.5 | 1,096,125 | 1,087,345.19 | (13,142.69 | ) | 485.13 | — | — | 1.006 | 1.129 | MJSD | 0.42 | 15,445.65 | 9/18/2012 | 9/25/2015 | ||||||||||||||||||||||||
BRSJLDWX0 | TRAVELPORT SENIOR SECURED TERM NOTES | 1,466,428.01 | 1,524,742.71 | 1,488,759.4 | 1,468,059.61 | 56,683.1 | 1,272.37 | — | — | 1.6 | 1.606 | JJ | (0.95 | ) | 22,419.62 | 1/7/2013 | 1/12/2018 | ||||||||||||||||||||||||
BRSL5JDW3 | TRIBUNE COMPANY SENIOR SECURED TERM | 10,259,287.5 | 10,227,146.88 | 10,285,000 | 10,259,287.5 | (32,140.62 | ) | — | — | — | 1.375 | 0.575 | JJ | 0.08 | — | 4/26/2013 | 7/17/2015 | ||||||||||||||||||||||||
BRSEQLBQ6 | TRICORBRAUN INC SENIOR SECURED TERM LOAN | 2,422,493.34 | 2,434,666.67 | 2,434,666.67 | 2,425,816.93 | 8,849.74 | 896.88 | — | — | — | 0.58 | JAJO | — | 26,277.9 | 8/17/2011 | 00/00/0000 | |||||||||||||||||||||||||
872882AC9 | TSMC GLOBAL LTD SENIOR CORP BND 144A | F | 5,711,170.95 | 5,477,313.33 | 5,715,000 | 5,711,723.91 | (234,410.58 | ) | 187.99 | — | — | 2 | 1.252 | AO | 5.33 | 46,434.38 | 11/27/2013 | 10/23/2015 | |||||||||||||||||||||||
BRSG6Z2D1 | TURBF_12-3 SENIOR ABS 12-3 | D | 557,733.37 | 582,042.9 | 350,974.37 | 557,733.37 | 24,309.53 | (0.01 | ) | — | 23,567.93 | — | — | FMAN | 1.05 | 1,820 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSL4ZHF1 | TURBF_13-4 SENIOR ABS 13-4 A | D | 1,589,736.04 | 1,636,619.81 | 988,000 | 1,589,719.15 | 46,900.66 | (16.89 | ) | — | 47,357.47 | — | 0.044 | FMAN | 2.09 | 1,424.29 | 11/15/2013 | 8/9/2019 | |||||||||||||||||||||||
G9141GAA6 | TURBO FINANCE PLC TURBF_12-2 ABS 12-2 | D | 209,326.86 | 220,382.82 | 132,681.05 | 208,485.22 | 11,897.6 | (584.77 | ) | — | 11,864.71 | — | — | JAJO | 1.78 | 1,400.31 | 00/00/0000 | 00/00/0000 | |||||||||||||||||||||||
BRSBH1FB5 | TWCC HOLDING CORP TERM LOAN | 4,716,837.51 | 4,800,088.08 | 4,788,165.55 | 4,745,421.27 | 54,666.81 | 3,421.9 | — | — | — | — | MJSD | (0.08 | ) | 44,256.94 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
BRSHQJZB1 | TWIN RIVER MANAGEMENT GROUP IN SENIOR | 592,456.31 | 603,826.7 | 598,440.73 | 593,142.04 | 10,684.66 | 287.23 | — | — | 1.375 | 1.331 | DEC | (3.72 | ) | 8,359.39 | 11/25/2013 | 12/10/2015 | ||||||||||||||||||||||||
BRSHUA3L8 | UAL_12-2A SENIOR SECURED TERM LOAN | 4,696,400 | 4,719,882 | 4,696,400 | 4,696,400 | 23,482 | — | — | — | — | — | JAJO | (2.08 | ) | 47,489.76 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
902674MY3 | UBS AG LONDON BRANCH CORP BND 144A | F | 4,975,000 | 5,072,650.15 | 5,000,000 | 4,990,987.1 | 81,663.05 | 2,095.65 | — | — | — | 0.042 | MJSD | 0.5 | — | 10/30/2013 | 2/5/2020 | ||||||||||||||||||||||||
90349CAB0 | UBS AG LONDON BRANCH SENIOR CORP BND | F | 1,994,860 | 1,997,940.06 | 2,000,000 | 1,996,166.23 | 1,773.83 | 433.51 | — | — | — | 0.027 | FMAN | 0.8 | — | 9/25/2013 | 6/8/2020 | ||||||||||||||||||||||||
904764AL1 | UNILEVER CAPITAL CORP SENIOR CORP BND | 1,368,850 | 1,351,062.34 | 1,300,000 | 1,354,756.7 | (3,694.36 | ) | (5,257 | ) | — | — | — | — | MJSD | 1.73 | (3,513.89 | ) | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||
904764AQ0 | UNILEVER CAPITAL CORP SENIOR CORP BND | 6,796,143.75 | 6,862,294.05 | 6,875,000 | 6,800,503.65 | 61,790.4 | 3,428.29 | — | — | — | 0.052 | MJSD | 8.95 | — | 3/26/2013 | 4/30/2018 | |||||||||||||||||||||||||
904764AP2 | UNILEVER CAPITAL CORP SENIOR CORP BND | 8,770,894 | 8,687,229.67 | 8,900,000 | 8,797,568.94 | (110,339.27 | ) | 6,970.9 | — | — | — | 0.076 | JAJO | 7.69 | — | 3/12/2013 | 10/4/2019 | ||||||||||||||||||||||||
G9T44MEB4 | UNITED KINGDOM GILT GOVT BND | D | 3,233,253.34 | 3,320,297.63 | 2,040,000 | 3,234,157.03 | 86,140.6 | 1,012.19 | — | 117,239.53 | — | 0.071 | MJSD | 2.97 | (5,853.52 | ) | 5/22/2013 | 5/29/2020 | |||||||||||||||||||||||
G92451GE0 | UNITED KINGDOM GILT GOVT BND | D | 16,893,688.78 | 17,177,565 | 10,200,000 | 16,882,676.82 | 294,888.18 | (11,100.58 | ) | — | 372,714.16 | — | 0.1 | MJSD | 2.38 | (91,261.14 | ) | 5/20/2013 | 6/3/2018 | ||||||||||||||||||||||
G92450QY7 | UNITED KINGDOM GILT GOVT BND | D | 18,431,014.53 | 18,834,831.94 | 10,630,000 | 18,292,419.35 | 542,412.59 | (167,564.35 | ) | — | 567,494.81 | — | 0.143 | MJSD | 1.15 | 15,838.32 | 3/22/2013 | 3/26/2020 | |||||||||||||||||||||||
G9T44MFU1 | UNITED KINGDOM GILT GOVT BND | D | 30,132,576.33 | 30,525,098.25 | 18,930,000 | 30,148,766.64 | 376,331.61 | 19,291.72 | — | 800,058.21 | — | 0.136 | MJSD | 3.71 | (38,789.24 | ) | 11/15/2013 | 6/28/2019 | |||||||||||||||||||||||
G92450YY8 | UNITED KINGDOM GILT GOVT BND | D | 64,758,440.94 | 65,726,144.69 | 36,700,000 | 64,344,286.98 | 1,381,857.71 | (387,641.52 | ) | — | 1,646,728.87 | 1.5 | 1.558 | APR | 1.85 | (194,219.48 | ) | 4/10/2013 | 4/18/2018 | ||||||||||||||||||||||
911312AL0 | UNITED PARCEL SERVICE INC CORP BND | 12,414,426 | 11,898,056.83 | 11,800,000 | 11,840,232.17 | 57,824.66 | (41,126.25 | ) | — | — | 2.836 | 3.102 | MON | 2.17 | 228,625.01 | 11/30/2007 | 11/25/2033 | ||||||||||||||||||||||||
912828US7 | UNITED STATES TREASURY GOVT BND | 400,500 | 399,392 | 400,000 | 400,375.59 | (983.59 | ) | 61.06 | — | — | 0.768 | 0.509 | MON | 0.44 | 2,940.96 | 3/7/2013 | 6/17/2019 | ||||||||||||||||||||||||
912828MH0 | UNITED STATES TREASURY GOVT BND | 1,027,776.79 | 1,022,340 | 1,000,000 | 1,022,294.35 | 45.65 | (5,146.78 | ) | — | — | 2.709 | 3.015 | MON | 0.19 | — | 8/10/2007 | 6/25/2035 | ||||||||||||||||||||||||
912828DC1 | UNITED STATES TREASURY GOVT BND | 1,047,073.66 | 1,035,350 | 1,000,000 | 1,035,311.4 | 38.6 | (48,575.67 | ) | — | — | 3.082 | 3.443 | MON | 0.19 | 169,955.01 | 8/13/2007 | 11/25/2034 | ||||||||||||||||||||||||
912828TN0 | UNITED STATES TREASURY GOVT BND | 1,415,920.9 | 1,389,306.71 | 1,469,000 | 1,417,061.04 | (27,754.33 | ) | 1,140.14 | — | — | 0.79 | 0.792 | MON | 2.02 | (3,084.09 | ) | 10/23/2013 | 1/15/2018 | |||||||||||||||||||||||
912828SD3 | UNITED STATES TREASURY GOVT BND | 2,952,187.5 | 2,925,780.03 | 3,000,000 | 2,952,533.2 | (26,753.17 | ) | 345.7 | — | — | 2.691 | 3.315 | MON | 1.76 | (14,266.3 | ) | 7/19/2006 | 4/25/2035 | |||||||||||||||||||||||
912828SJ0 | UNITED STATES TREASURY GOVT BND | 3,003,642.86 | 2,999,430.09 | 3,000,000 | 3,003,374.47 | (3,944.38 | ) | (265.5 | ) | — | — | 0.467 | 0.467 | MON | 0.88 | — | 10/16/2012 | 1/15/2021 | |||||||||||||||||||||||
912828VW7 | UNITED STATES TREASURY GOVT BND | 3,022,265.4 | 3,017,940 | 3,000,000 | 3,020,423.45 | (2,483.45 | ) | (1,841.95 | ) | — | — | 0.59 | 0.591 | MON | 0.65 | (1,377.76 | ) | 9/6/2012 | 8/15/2017 | ||||||||||||||||||||||
912828TF7 | UNITED STATES TREASURY GOVT BND | 3,797,786.16 | 3,800,608 | 3,800,000 | 3,798,862.94 | 1,745.06 | 552.61 | — | — | 1.55 | 1.566 | MON | 0.1 | 977.24 | 8/12/2010 | 8/17/2015 | |||||||||||||||||||||||||
912828RQ5 | UNITED STATES TREASURY GOVT BND | 5,009,977.69 | 5,009,400 | 5,000,000 | 5,006,445.47 | 2,954.53 | (2,621.87 | ) | — | — | 5.5 | 7.696 | MON | 0.16 | 50,147.22 | 12/17/2007 | 11/25/2035 | ||||||||||||||||||||||||
912828SU5 | UNITED STATES TREASURY GOVT BND | 5,143,177.41 | 5,153,244.5 | 5,150,000 | 5,145,130.73 | 8,113.77 | 893.97 | — | — | 1.669 | 2.598 | MON | 0.2 | 6,437.5 | 3/29/2010 | 12/27/2032 | |||||||||||||||||||||||||
912828SK7 | UNITED STATES TREASURY GOVT BND | 6,010,176.35 | 6,012,180 | 6,000,000 | 6,005,201.44 | 6,978.56 | (1,098 | ) | — | — | 0.506 | 0.981 | MJSD | 0.21 | — | 3/31/2011 | 12/27/2016 | ||||||||||||||||||||||||
912828TB6 | UNITED STATES TREASURY GOVT BND | 6,493,334.28 | 6,432,464.94 | 6,500,000 | 6,489,715.76 | (57,250.82 | ) | 211.44 | — | — | 1.44 | 1.446 | MON | 4.21 | 14,174.6 | 2/15/2012 | 2/15/2017 |
912828TW0 | UNITED STATES TREASURY GOVT BND | 6,496,359.38 | 6,479,880 | 6,600,000 | 6,501,562.41 | (21,682.41 | ) | 5,203.03 | — | — | 0.65 | 0.659 | MON | 1.24 | 1,748.64 | 4/3/2013 | 12/8/2017 | ||||||||||||||||||||||||
912828TG5 | UNITED STATES TREASURY GOVT BND | 7,100,922.56 | 7,048,584.22 | 7,200,000 | 7,116,394.91 | (67,810.69 | ) | 5,736.95 | — | — | 2.23 | 2.242 | MON | 2.2 | — | 2/4/2011 | 3/15/2016 | ||||||||||||||||||||||||
912828WF3 | UNITED STATES TREASURY GOVT BND | 7,716,976.57 | 7,676,361.08 | 7,700,000 | 7,716,436.9 | (40,075.82 | ) | (539.67 | ) | — | — | 0.587 | 0.588 | MON | 1.47 | (1,691.98 | ) | 12/10/2013 | 11/15/2020 | ||||||||||||||||||||||
912828UW8 | UNITED STATES TREASURY GOVT BND | 7,948,856.39 | 7,927,838.78 | 7,970,000 | 7,953,709.78 | (25,871 | ) | 1,792.74 | — | — | 0.387 | 0.249 | MON | 0.48 | 9,962.5 | 11/30/2012 | 3/15/2017 | ||||||||||||||||||||||||
912828NZ9 | UNITED STATES TREASURY GOVT BND | 8,063,827.25 | 8,024,661.61 | 7,900,000 | 7,998,699.58 | 25,962.03 | (14,326.92 | ) | — | — | 2.73 | — | MON | 0.34 | — | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
912828QF0 | UNITED STATES TREASURY GOVT BND | 8,394,687.5 | 8,276,720 | 8,000,000 | 8,285,208.37 | (8,488.37 | ) | (30,785.53 | ) | — | — | 2.671 | 2.931 | MON | 0.51 | 80,000 | 11/21/2007 | 9/25/2035 | |||||||||||||||||||||||
912828NF3 | UNITED STATES TREASURY GOVT BND | 8,627,547.17 | 8,470,192.5 | 8,250,000 | 8,460,308.61 | 9,883.89 | (40,820.62 | ) | — | — | 5.5 | 5.908 | MON | 0.47 | 98,865.04 | 1/2/2008 | 00/00/0000 | ||||||||||||||||||||||||
912828TM2 | UNITED STATES TREASURY GOVT BND | 8,567,712.75 | 8,536,961.91 | 8,700,000 | 8,569,391.21 | (32,429.3 | ) | 559.19 | — | — | 0.93 | 0.45 | MON | 5.74 | (13,996.89 | ) | 2/22/2013 | 2/16/2016 | |||||||||||||||||||||||
912828SP6 | UNITED STATES TREASURY GOVT BND | 8,613,106.93 | 8,619,522 | 8,600,000 | 8,606,676.98 | 12,845.02 | (1,670 | ) | — | — | 1.667 | 2.445 | MON | 0.4 | 25,534.01 | 3/29/2010 | 12/26/2035 | ||||||||||||||||||||||||
912828UP3 | UNITED STATES TREASURY GOVT BND | 8,994,600.46 | 9,005,940.9 | 9,000,000 | 8,995,565.18 | 10,375.72 | 561.9 | — | — | 0.57 | 0.574 | MON | 0.19 | 469.61 | 9/19/2012 | 12/15/2017 | |||||||||||||||||||||||||
912828RZ5 | UNITED STATES TREASURY GOVT BND | 10,391,886.41 | 10,408,944 | 10,400,000 | 10,396,973.16 | 11,970.84 | 685.99 | — | — | 6 | 5.782 | MON | 0.5 | 951.09 | 1/17/2008 | 00/00/0000 | |||||||||||||||||||||||||
912828WD8 | UNITED STATES TREASURY GOVT BND | 10,808,941.3 | 10,656,839.41 | 10,870,000 | 10,810,452.84 | (153,613.43 | ) | 1,539.25 | — | — | 1.01 | 1.018 | MON | 3.35 | (6,688.47 | ) | 10/25/2013 | 10/15/2018 | |||||||||||||||||||||||
912828TP5 | UNITED STATES TREASURY GOVT BND | 11,089,128.42 | 11,090,454.11 | 11,100,000 | 11,091,019.67 | (565.56 | ) | 694.87 | — | — | 0.98 | 0.986 | MON | 0.6 | (4,541.44 | ) | 11/5/2013 | 5/15/2019 | |||||||||||||||||||||||
912828PE4 | UNITED STATES TREASURY GOVT BND | 11,229,673.57 | 11,182,710.33 | 11,000,000 | 11,181,483.08 | 1,227.25 | (12,440.11 | ) | — | — | 2.663 | 1.787 | MON | 0.34 | 10,013.81 | 1/18/2008 | 00/00/0000 | ||||||||||||||||||||||||
912828WB2 | UNITED STATES TREASURY GOVT BND | 13,031,619.09 | 13,027,605.14 | 13,046,000 | 13,032,645.63 | (5,040.49 | ) | 1,046.85 | — | — | 0.47 | 0.471 | MON | 0.65 | (875.84 | ) | 5/16/2013 | 5/15/2017 | |||||||||||||||||||||||
912828SM3 | UNITED STATES TREASURY GOVT BND | 13,278,394 | 13,279,944.74 | 13,250,000 | 13,274,189.28 | 5,755.46 | (1,837.35 | ) | — | — | 1.667 | 2.462 | MON | 1.86 | 681.32 | 3/29/2010 | 12/26/2035 | ||||||||||||||||||||||||
912828RX0 | UNITED STATES TREASURY GOVT BND | 13,605,963.19 | 13,530,374.73 | 13,500,000 | 13,579,327.83 | (48,953.1 | ) | (5,069.37 | ) | — | — | 2.611 | 3.119 | MON | 1.6 | 46,413.04 | 5/27/2008 | 2/25/2035 | |||||||||||||||||||||||
912828UR9 | UNITED STATES TREASURY GOVT BND | 13,998,730.47 | 13,728,746.58 | 14,100,000 | 14,014,911.52 | (286,164.94 | ) | 5,097.88 | — | — | 0.69 | 0.696 | MON | 2.81 | — | 5/21/2013 | 8/15/2018 | ||||||||||||||||||||||||
912828UM0 | UNITED STATES TREASURY GOVT BND | 15,012,890.63 | 14,987,699.85 | 15,000,000 | 15,012,341.87 | (24,642.02 | ) | (548.76 | ) | — | — | 0.77 | 0.772 | MON | 0.83 | (15,896.74 | ) | 11/14/2013 | 10/15/2018 | ||||||||||||||||||||||
912828UA6 | UNITED STATES TREASURY GOVT BND | 15,902,716.88 | 15,533,024.88 | 15,930,000 | 15,907,955.05 | (374,930.17 | ) | 1,431.56 | — | — | 0.9 | 0.907 | MON | 5.12 | 54,443.14 | 11/5/2013 | 9/8/2018 | ||||||||||||||||||||||||
912828TD2 | UNITED STATES TREASURY GOVT BND | 15,969,116.1 | 16,000,000 | 16,000,000 | 15,982,119.29 | 17,880.71 | 2,897.16 | — | — | 0.85 | 0.852 | MON | 0.75 | — | 5/22/2012 | 8/15/2016 | |||||||||||||||||||||||||
912828UJ7 | UNITED STATES TREASURY GOVT BND | 16,722,421.88 | 16,673,940.17 | 17,000,000 | 16,724,577.79 | (50,637.62 | ) | 2,155.91 | — | — | 0.69 | 0.691 | MON | 1.36 | (57,398.1 | ) | 2/13/2013 | 6/15/2018 | |||||||||||||||||||||||
912828SC5 | UNITED STATES TREASURY GOVT BND | 18,677,931.05 | 18,619,902.37 | 18,600,000 | 18,656,708.34 | (36,805.97 | ) | (4,526.34 | ) | — | — | 2.615 | 2.761 | MON | 3.36 | (2,263.59 | ) | 1/14/2008 | 12/25/2034 | ||||||||||||||||||||||
912828TS9 | UNITED STATES TREASURY GOVT BND | 19,148,635.61 | 18,894,121.59 | 19,300,000 | 19,168,599.09 | (274,477.5 | ) | 8,629.28 | — | — | 0.59 | 0.594 | MON | 4.8 | (300.48 | ) | 11/1/2012 | 5/15/2018 | |||||||||||||||||||||||
912828UG3 | UNITED STATES TREASURY GOVT BND | 20,748,617.21 | 20,741,699.8 | 20,750,000 | 20,749,197.15 | (7,497.35 | ) | 579.94 | — | — | 0.356 | 0.716 | MJSD | 1.58 | (20,579.15 | ) | 5/26/2011 | 9/25/2023 | |||||||||||||||||||||||
912828VE7 | UNITED STATES TREASURY GOVT BND | 23,489,780.9 | 23,279,314.79 | 23,798,600 | 23,513,047.76 | (233,732.97 | ) | 11,829.38 | — | — | 0.96 | 0.966 | MON | 9.08 | 89,305.18 | 11/14/2013 | 9/15/2019 | ||||||||||||||||||||||||
912828VC1 | UNITED STATES TREASURY GOVT BND | 23,820,381.72 | 23,852,400.48 | 24,000,000 | 23,848,438.12 | 3,962.36 | 16,432.07 | — | — | 0.257 | 0.447 | MON | 1.53 | 30,714.78 | 6/17/2011 | 6/17/2019 | |||||||||||||||||||||||||
912828QM5 | UNITED STATES TREASURY GOVT BND | 24,238,205.4 | 24,078,480 | 24,000,000 | 24,070,676.75 | 7,803.25 | (49,716.04 | ) | — | — | 2.716 | 2.688 | MON | 0.12 | 162,054.35 | 2/6/2008 | 2/25/2036 | ||||||||||||||||||||||||
912828VK3 | UNITED STATES TREASURY GOVT BND | 26,132,164.06 | 26,000,355.74 | 26,200,000 | 26,138,296.96 | (137,941.22 | ) | 3,394.48 | — | — | 0.42 | 0.422 | MON | 1.55 | 180,125 | 5/8/2013 | 6/15/2016 | ||||||||||||||||||||||||
912828RH5 | UNITED STATES TREASURY GOVT BND | 26,857,226.57 | 26,420,171.97 | 26,750,000 | 26,854,687.73 | (434,515.76 | ) | (2,395.68 | ) | — | — | 2.936 | 3.581 | MON | 4.94 | (41,884.62 | ) | 8/16/2007 | 9/25/2035 | ||||||||||||||||||||||
912828RE2 | UNITED STATES TREASURY GOVT BND | 27,852,460.94 | 27,857,479.16 | 28,000,000 | 27,857,772.66 | (293.5 | ) | 4,530.34 | — | — | 0.542 | 0.542 | MON | 3.23 | 8,801.11 | 6/10/2011 | 4/6/2020 | ||||||||||||||||||||||||
912828UE8 | UNITED STATES TREASURY GOVT BND | 29,963,815.92 | 29,334,899.11 | 30,000,000 | 29,969,914.08 | (635,014.97 | ) | 1,848.4 | — | — | 0.67 | 0.671 | MON | 3.96 | 112,500 | 10/29/2013 | 11/25/2017 | ||||||||||||||||||||||||
912828UK4 | UNITED STATES TREASURY GOVT BND | 29,992,968.6 | 30,024,600 | 30,000,000 | 29,996,188.1 | 28,411.9 | 879.54 | — | — | 1.02 | 1.025 | MON | 0.17 | — | 8/20/2013 | 8/15/2018 | |||||||||||||||||||||||||
912828RU6 | UNITED STATES TREASURY GOVT BND | 34,072,070.46 | 34,061,017.52 | 33,950,000 | 34,060,396.28 | 621.24 | (8,973.81 | ) | — | — | 2.61 | 3.054 | MON | 2.28 | 157,376.88 | 12/5/2006 | 2/25/2035 |
912828UZ1 | UNITED STATES TREASURY GOVT BND | 38,658,411.39 | 37,804,872.78 | 39,200,000 | 38,720,861.33 | (915,988.55 | ) | 26,601.2 | — | — | 0.257 | 0.447 | MON | 4.43 | 118,501.38 | 6/17/2011 | 8/15/2018 | ||||||||||||||||||||||||
912828VQ0 | UNITED STATES TREASURY GOVT BND | 43,068,694.76 | 43,028,351.6 | 43,420,000 | 43,092,602.47 | (64,250.87 | ) | 17,531.5 | — | — | 0.437 | 0.437 | MON | 6.32 | (16,813.86 | ) | 5/29/2012 | 5/15/2019 | |||||||||||||||||||||||
912828SE1 | UNITED STATES TREASURY GOVT BND | 50,587,928.01 | 50,839,624 | 50,800,000 | 50,720,192.85 | 119,431.15 | 17,766.69 | — | — | 2.645 | 2.971 | MON | 0.54 | 123.64 | 12/15/2005 | 6/25/2035 | |||||||||||||||||||||||||
912828RF9 | UNITED STATES TREASURY GOVT BND | 62,690,761.02 | 62,631,406.02 | 62,050,000 | 62,498,674.53 | 132,731.49 | (42,464.45 | ) | — | — | 6.5 | 6.263 | MON | 5.16 | — | 10/3/2007 | 00/00/0000 | ||||||||||||||||||||||||
912828UC2 | UNITED STATES TREASURY GOVT BND | 64,251,157.37 | 64,356,165 | 64,500,000 | 64,329,210.09 | 26,954.91 | 24,134.75 | — | — | 0.207 | 0.332 | MON | 0.73 | 92,892.76 | 6/17/2011 | 12/15/2016 | |||||||||||||||||||||||||
912828QX1 | UNITED STATES TREASURY GOVT BND | 70,065,338.5 | 69,956,101.36 | 68,400,000 | 69,277,712.61 | 678,388.75 | (83,845.57 | ) | — | — | 0.571 | 0.529 | MON | 2.45 | 807.07 | 6/15/2012 | 3/11/2020 | ||||||||||||||||||||||||
912828RM4 | UNITED STATES TREASURY GOVT BND | 90,449,979.77 | 90,131,609.9 | 89,450,000 | 90,219,931.5 | (88,321.6 | ) | (60,935.87 | ) | — | — | 2.357 | 2.557 | MON | 4.37 | 416,929.52 | 1/10/2008 | 10/25/2035 | |||||||||||||||||||||||
912828QS2 | UNITED STATES TREASURY GOVT BND | 119,865,008.02 | 119,336,770 | 119,000,000 | 119,289,784.44 | 46,985.56 | (160,718.14 | ) | — | — | 0.905 | 0.894 | MON | 0.13 | 446,250 | 1/25/2013 | 1/25/2034 | ||||||||||||||||||||||||
912828SS0 | UNITED STATES TREASURY GOVT BOND | 11,585,839.31 | 11,466,075.23 | 11,500,000 | 11,569,433.96 | (103,358.73 | ) | (5,380.07 | ) | — | — | 0.918 | 0.92 | MON | 0.97 | 69,453.13 | 5/10/2012 | 00/00/0000 | |||||||||||||||||||||||
912828UX6 | UNITED STATES TREASURY GOVT IBND TIPS | 5,406,918.56 | 5,151,842.69 | 5,000,000 | 5,403,153.09 | (251,310.4 | ) | (22,555.12 | ) | — | — | 0.91 | 0.917 | MON | (0.33 | ) | 3,159.66 | 10/16/2013 | 4/16/2018 | ||||||||||||||||||||||
913017BX6 | UNITED TECH CORP SENIOR CORP BND | 8,033,289.74 | 8,026,008.81 | 7,976,000 | 8,006,744.16 | 19,264.65 | (5,470.69 | ) | — | — | 0.85 | 0.857 | MON | 0.9 | 15,144.43 | 11/6/2013 | 5/15/2018 | ||||||||||||||||||||||||
913017BU2 | UNITED TECH CORP SENIOR CORP BND | 9,706,645.1 | 9,848,170.61 | 9,715,000 | 9,709,213.03 | 138,957.58 | 409.42 | — | — | 1.34 | 1.343 | MON | 6.94 | 87,435 | 10/16/2013 | 12/17/2018 | |||||||||||||||||||||||||
914455KX7 | UNIVERSITY MICH UNIV REVS MUNITAX BND | 3,500,000 | 3,544,485 | 3,500,000 | 3,500,000 | 44,485 | — | — | — | 1.27 | 1.28 | MON | 0.73 | 30,695 | 11/6/2013 | 3/15/2019 | |||||||||||||||||||||||||
914713G63 | UNIVERSITY N C CHAPEL HILL MUNITAX BND | 1,000,000 | 1,009,330 | 1,000,000 | 1,000,000 | 9,330 | — | — | — | 0.284 | 0.496 | JAJO | 0.9 | 6,125 | 7/6/2011 | 12/17/2018 | |||||||||||||||||||||||||
BRSHHYQ77 | UNIVISION COMMUN INC. SENIOR SECURED | 1,948,238.38 | 1,995,639.6 | 1,985,000 | 1,951,474.91 | 44,164.69 | 1,379.41 | — | — | 1.11 | 1.117 | JJ | (0.09 | ) | 22,876.87 | 8/1/2013 | 7/23/2018 | ||||||||||||||||||||||||
BRSJE18C7 | UNIVISION COMMUN INC. SENIOR SECURED | 6,241,528.13 | 6,276,197.81 | 6,252,750 | 6,242,361.38 | 33,836.43 | 421.32 | — | — | 5.65 | 1.403 | MS | (0.06 | ) | 64,055.25 | 12/3/2013 | 9/20/2019 | ||||||||||||||||||||||||
BRSBNJXW3 | UNIVR INC TERM LOAN | 1,988,416.66 | 1,985,070.92 | 2,003,442.49 | 1,991,283.6 | (6,212.68 | ) | 1,500.97 | — | — | 0.6 | 0.593 | MON | 0.26 | 38,120.32 | 12/10/2013 | 9/10/2020 | ||||||||||||||||||||||||
BRSGC58P7 | UPC FINANCING PARTNERSHIP SENIOR SECURED | 1,496,250 | 1,504,995 | 1,500,000 | 1,496,734.48 | 8,260.52 | 116.09 | — | — | 2.917 | 1.81 | MON | (0.05 | ) | — | 2/6/2013 | 8/15/2018 | ||||||||||||||||||||||||
BRSJ1CU99 | UPC FINANCING PARTNERSHIP SENIOR SECURED | 3,995,147.58 | 3,992,000 | 4,000,000 | 3,995,305.19 | (3,305.19 | ) | 157.61 | — | — | 0.473 | 0.473 | FMAN | 0.03 | — | 12/11/2013 | 11/7/2018 | ||||||||||||||||||||||||
BRSJ8J5P9 | US AIRWAYS INC SENIOR SECURED TERM LOAN | 4,656,662.5 | 4,701,881.25 | 4,675,000 | 4,655,654.96 | 46,226.29 | (227.11 | ) | — | — | 5.65 | 1.719 | MON | (1.44 | ) | 37,508.51 | 1/26/2012 | 3/16/2020 | |||||||||||||||||||||||
91159HGX2 | US BANCORP CORP BND | 999,020 | 1,029,129.49 | 1,000,000 | 999,679.16 | 29,450.33 | 49.87 | — | — | 0.81 | 0.588 | MON | 0.59 | — | 8/28/2013 | 8/15/2017 | |||||||||||||||||||||||||
91159HHF0 | US BANCORP SENIOR CORP BND MTN | 1,350,000 | 1,353,861.15 | 1,350,000 | 1,350,000 | 3,861.15 | — | — | — | 0.69 | 0.695 | MON | 0.67 | — | 2/6/2013 | 8/15/2018 | |||||||||||||||||||||||||
91159HHE3 | US BANCORP SENIOR CORP BND MTN | 4,993,800 | 4,956,729.16 | 5,000,000 | 4,993,974.45 | (37,245.29 | ) | 174.45 | — | — | 0.537 | 0.537 | MON | 6.41 | — | 6/5/2012 | 11/15/2019 | ||||||||||||||||||||||||
BRSK7APE9 | US RENAL CARE INC SECURED TERM NOTES | 1,715,917.11 | 1,744,328.25 | 1,735,650 | 1,716,911.33 | 27,416.92 | 895.9 | — | — | 1.088 | 1.09 | JAJO | (0.8 | ) | 33,899.91 | 2/23/2010 | 7/25/2023 | ||||||||||||||||||||||||
BRSK280V8 | US SILICA CO SENIOR SECURED TERM LOAN | 2,059,511.92 | 2,069,198.27 | 2,066,615 | 2,059,906.07 | 9,292.2 | 282.64 | — | — | 0.679 | 0.679 | JJ | (0.02 | ) | 21,178.47 | 6/12/2013 | 1/15/2019 | ||||||||||||||||||||||||
BRSK0X8H8 | USIC HOLDINGS INC SENIOR SECURED TERM | 782,119.75 | 789,492.9 | 786,050 | 782,316.74 | 7,176.16 | 153.59 | — | — | 1.58 | 0.656 | MON | (5.74 | ) | 12,996.94 | 2/27/2013 | 9/15/2015 | ||||||||||||||||||||||||
92867DAD2 | VALET_11-1 ABS_11-1 A4 | 2,062,187.5 | 2,022,819.98 | 2,000,000 | 2,013,562.54 | 9,257.44 | (5,983.49 | ) | — | — | 0.57 | 0.573 | MON | 1.37 | 9,900 | 5/14/2013 | 10/15/2017 | ||||||||||||||||||||||||
92867MAC4 | VALET_13-1 ABS 13-1 | 5,689,676.24 | 5,679,075.15 | 5,690,000 | 5,689,763.01 | (10,687.86 | ) | 27.24 | — | — | 0.67 | 0.673 | MON | 1.33 | 7,966.02 | 11/19/2013 | 4/15/2018 | ||||||||||||||||||||||||
92867MAB6 | VALET_13-1 ABS_13-1 A2 | 5,696,846.06 | 5,694,768.91 | 5,697,218.66 | 5,697,054.35 | (2,285.44 | ) | 92.8 | — | — | 0.368 | 3.556 | FMAN | 1.23 | 6,122.03 | 2/22/2012 | 5/25/2025 | ||||||||||||||||||||||||
92867PAC7 | VALET_13-2 ABS_13-2 A3 | 4,044,066.83 | 4,034,887.5 | 4,045,000 | 4,044,091.41 | (9,203.91 | ) | 24.58 | — | — | 1.45 | 1.46 | MON | 2.56 | 2,910.15 | 2/1/2011 | 1/21/2018 | ||||||||||||||||||||||||
92867PAD5 | VALET_13-2 ABS_13-2 A4 | 5,279,070.19 | 5,242,142.24 | 5,280,000 | 5,279,080.65 | (36,938.41 | ) | 10.46 | — | — | 0.95 | 0.953 | MON | 4.18 | 6,294.92 | 9/17/2013 | 3/22/2017 | ||||||||||||||||||||||||
922764AA3 | VENTERRA RE LTD CORP BND 144A | F | 7,500,000 | 7,514,925 | 7,500,000 | 7,500,000 | 14,925 | — | — | — | 1.793 | 1.799 | MON | 3.76 | — | 5/17/2013 | 5/15/2046 | ||||||||||||||||||||||||
92343VBD5 | VERIZON COMMUNICATIONS INC CORP BND | 733,862.96 | 725,458.88 | 710,000 | 729,146.57 | (3,687.69 | ) | (1,683.02 | ) | — | — | 0.65 | 0.651 | MON | 1.22 | 7,100 | 4/16/2013 | 7/16/2018 | |||||||||||||||||||||||
92343VAG9 | VERIZON COMMUNICATIONS INC CORP BND | 1,195,722.42 | 1,183,770.49 | 1,062,000 | 1,190,621.68 | (6,851.19 | ) | (5,100.74 | ) | — | — | 1.663 | 3.134 | MON | 1.85 | (6,976.75 | ) | 9/10/2009 | 1/1/2044 |
92343VAC8 | VERIZON COMMUNICATIONS INC CORP BND | 2,261,852 | 2,181,925.82 | 2,000,000 | 2,191,801.91 | (9,876.09 | ) | (22,336.57 | ) | — | — | 1.668 | 4.315 | MON | 1.2 | — | 9/10/2009 | 1/1/2044 | |||||||||||||||||||||||
92343VAY0 | VERIZON COMMUNICATIONS INC CORP BND | 2,277,581 | 2,249,554.78 | 2,150,000 | 2,248,049.97 | 1,504.81 | (10,912.48 | ) | — | — | 1.644 | 3.708 | MON | 0.92 | 32,250 | 9/10/2009 | 1/1/2044 | ||||||||||||||||||||||||
92344GAW6 | VERIZON COMMUNICATIONS INC CORP BND | 6,784,125 | 6,678,083.44 | 6,250,000 | 6,423,461.48 | 254,621.96 | (25,186.23 | ) | — | — | 1.657 | 3.006 | MON | 1.69 | — | 9/10/2009 | 1/1/2044 | ||||||||||||||||||||||||
92343VBF0 | VERIZON COMMUNICATIONS INC SENIOR CORP | 2,245,230 | 2,188,821.79 | 2,250,000 | 2,246,307.99 | (57,486.2 | ) | 238.06 | — | — | 1.668 | 3.856 | MON | 5.51 | 12,375 | 9/10/2009 | 1/1/2044 | ||||||||||||||||||||||||
92343VBL7 | VERIZON COMMUNICATIONS INC SENIOR CORP | 2,125,000 | 2,189,238.82 | 2,125,000 | 2,125,000 | 64,238.82 | — | — | — | 1.728 | 3.687 | MON | 1.32 | 9,255.72 | 9/10/2009 | 1/1/2044 | |||||||||||||||||||||||||
92343VBP8 | VERIZON COMMUNICATIONS INC SENIOR CORP | 4,114,835.4 | 4,361,619.64 | 4,115,000 | 4,114,836.36 | 246,783.28 | (12,010.31 | ) | — | — | 0.77 | 0.778 | MON | 4.6 | 91,836.44 | 7/17/2013 | 5/15/2017 | ||||||||||||||||||||||||
92343VBN3 | VERIZON COMMUNICATIONS INC SENIOR CORP | 5,230,294.55 | 5,394,581.49 | 5,210,000 | 5,229,389.76 | 165,191.73 | (747.14 | ) | — | — | 1.676 | 2.482 | FMAN | 3.5 | 22,558.33 | 9/10/2009 | 1/1/2044 | ||||||||||||||||||||||||
92343VBQ6 | VERIZON COMMUNICATIONS INC SENIOR CORP | 11,029,772.94 | 10,974,100.78 | 10,293,000 | 11,025,496.47 | (51,395.69 | ) | (4,276.47 | ) | — | — | 0.91 | 0.918 | MON | 6.78 | (113,223 | ) | 4/18/2012 | 5/15/2018 | ||||||||||||||||||||||
BRSHX96A9 | VERTAFORE INC SENIOR SECURED TERM NOTES | 2,859,639.42 | 2,881,050.18 | 2,865,519.07 | 2,860,314.68 | 20,735.5 | 227.59 | — | — | 1.8 | 1.816 | MON | (2.08 | ) | 31,916.83 | 2/17/2011 | 4/17/2017 | ||||||||||||||||||||||||
BRSHKZ9A2 | VEYANCE TECHNOLOGIES INC SENIOR SECURED | 4,888,062.5 | 4,974,906.25 | 4,962,500 | 4,901,193.75 | 73,712.5 | 4,305.9 | — | — | 0.53 | 0.534 | MON | (1.3 | ) | 68,951.82 | 4/17/2013 | 2/16/2017 | ||||||||||||||||||||||||
BRSHC8K00 | VIRGIN MEDIA INV SENIOR SECURED TERM | F | 9,362,385.39 | 9,394,070 | 9,380,000 | 9,363,572.97 | 30,497.03 | 641.64 | — | — | 0.92 | 0.927 | MON | (0.02 | ) | 83,731.67 | 6/13/2012 | 8/17/2015 | |||||||||||||||||||||||
927804FM1 | VIRGINIA ELECTRIC AND POWER CO SENIOR | 6,003,420 | 5,840,256.06 | 6,000,000 | 6,003,025.56 | (162,769.5 | ) | (195.77 | ) | — | — | 0.95 | 0.955 | MON | 1.89 | — | 2/28/2012 | 12/15/2016 | |||||||||||||||||||||||
92857WAY6 | VODAFONE GROUP PLC SENIOR CORP BND | F | 3,855,050.97 | 3,778,417.35 | 3,867,000 | 3,858,008.44 | (79,591.09 | ) | 597.38 | — | — | 0.4 | 0.405 | MON | 1.89 | — | 1/24/2013 | 12/15/2015 | |||||||||||||||||||||||
92857WBA7 | VODAFONE GROUP PLC SENIOR CORP BND | F | 4,035,475.2 | 4,021,673.72 | 4,040,000 | 4,036,769.96 | (15,096.24 | ) | 374.42 | — | — | 0.53 | 0.53 | MON | 3.35 | — | 6/19/2013 | 3/15/2016 | |||||||||||||||||||||||
92857WBB5 | VODAFONE GROUP PLC SENIOR CORP BND | F | 9,120,000 | 9,115,713.87 | 9,120,000 | 9,120,000 | (4,286.13 | ) | — | — | — | 0.71 | 0.712 | MON | 1.29 | 15,107.39 | 11/5/2013 | 9/15/2017 | |||||||||||||||||||||||
BRSESZBW0 | VOLKSWAGEN FIN SERV N.V. CORP BND EMTN | D | 1,553,957.45 | 1,592,629.53 | 950,000 | 1,548,621.04 | 44,008.49 | (1,768.37 | ) | — | 45,768.95 | 1.01 | 1.019 | MON | 2.63 | 4,599.23 | 9/11/2013 | 2/15/2018 | |||||||||||||||||||||||
928670AP3 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR | F | 2,077,535.7 | 2,062,611.92 | 2,085,000 | 2,079,148.76 | (16,536.84 | ) | 366.52 | — | — | 0.87 | 0.877 | MON | 1.89 | 16,680 | 8/27/2013 | 8/15/2017 | |||||||||||||||||||||||
928670AR9 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR | F | 5,000,000 | 5,019,950.1 | 5,000,000 | 5,000,000 | 19,950.1 | — | — | — | 1.679 | 1.685 | MON | 0.39 | 11,041.28 | 6/4/2013 | 6/20/2046 | ||||||||||||||||||||||||
928670AW8 | VOLKSWAGEN INTERNATIONAL FINAN SENIOR | F | 17,342,366 | 17,305,562.14 | 17,350,000 | 17,342,656.99 | (37,094.85 | ) | 290.99 | — | — | 0.52 | 0.52 | MON | 6.08 | — | 7/24/2013 | 4/15/2016 | |||||||||||||||||||||||
U9291NAP0 | VW CREDIT INC SENIOR CORP BND EMTN | 4,590,450 | 4,582,124.87 | 4,500,000 | 4,571,993.11 | 10,131.76 | (6,417.27 | ) | — | — | 0.84 | 0.85 | MON | 1.2 | 84,375 | 7/24/2013 | 11/15/2017 | ||||||||||||||||||||||||
92867KAC8 | VWALT_12-A ABS_12-A A3 | 2,777,640.65 | 2,784,356.37 | 2,778,188.79 | 2,778,029.28 | 6,327.09 | 60.61 | — | — | 0.67 | 0.679 | MON | 0.59 | 6,307.5 | 12/4/2013 | 8/15/2018 | |||||||||||||||||||||||||
BRSHA8HD8 | VWR FUNDING INC SENIOR SECURED TERM | 757,350 | 759,561.46 | 757,350 | 757,350 | 2,211.46 | — | — | — | 1.3 | 1.308 | MON | (3.36 | ) | 8,091.85 | 12/4/2013 | 6/15/2020 | ||||||||||||||||||||||||
BRSEYKM87 | VWR FUNDING INC TERM NOTES | 2,916,555.29 | 2,955,236.48 | 2,946,015.45 | 2,925,694.74 | 29,541.74 | 1,625.11 | — | — | 5.415 | — | MON | (0.09 | ) | 33,366.49 | 00/00/0000 | 00/00/0000 | ||||||||||||||||||||||||
931142CR2 | WAL-MART STORES INC CORP BND | 993,090 | 1,030,370 | 1,000,000 | 998,179.36 | 32,190.64 | 362.32 | — | — | 1.649 | 2.741 | MON | 0.44 | 14,375 | 3/9/2010 | 4/25/2044 | |||||||||||||||||||||||||
931142CX9 | WAL-MART STORES INC CORP BND | 1,665,938.25 | 1,697,746.27 | 1,675,000 | 1,671,630.31 | 26,115.96 | 461.87 | — | — | 1.09 | 1.098 | MON | 0.75 | 12,562.5 | 4/3/2013 | 2/15/2018 | |||||||||||||||||||||||||
931142DC4 | WAL-MART STORES INC CORP BND | 1,769,392.5 | 1,717,194.27 | 1,650,000 | 1,730,012.6 | (12,818.33 | ) | (8,695.04 | ) | — | — | 1.658 | 1.661 | MON | 1 | 21,700 | 11/7/2011 | 12/15/2016 | |||||||||||||||||||||||
931142BY8 | WAL-MART STORES INC CORP BND | 4,448,840 | 4,227,907.72 | 4,000,000 | 4,242,349.24 | (14,441.52 | ) | (40,213.15 | ) | — | — | 1.669 | 2.996 | MON | 0.68 | — | 3/9/2010 | 4/25/2044 | |||||||||||||||||||||||
931142DE0 | WAL-MART STORES INC SENIOR CORP BND | 4,351,907.95 | 4,348,541.84 | 4,355,000 | 4,352,650.39 | (4,108.55 | ) | 259.05 | — | — | 1.657 | 1.663 | MON | 1.33 | 13,065 | 2/4/2010 | 00/00/0000 | ||||||||||||||||||||||||
931142DF7 | WAL-MART STORES INC SENIOR CORP BND | 6,993,560 | 6,818,216.93 | 7,000,000 | 6,994,471.98 | (176,255.05 | ) | 318.68 | — | — | 1.663 | 1.72 | MON | 1.76 | 39,375 | 11/7/2011 | 12/15/2016 | ||||||||||||||||||||||||
25468PCV6 | WALT DISNEY COMPANY (THE) SENIOR CORP | 9,014,656.75 | 8,924,554.11 | 9,075,000 | 9,027,144.79 | (102,590.68 | ) | 3,625.9 | — | — | 1.656 | 1.661 | MON | 6.15 | 64,044.44 | 11/7/2011 | 12/15/2016 | ||||||||||||||||||||||||
92922F3N6 | WAMU_05-A12 CMO_05-AR12 1A8 | 2,612,100.73 | 2,496,372.35 | 2,638,902.09 | 2,613,900.24 | (117,527.89 | ) | 1,052.87 | — | — | 0.5 | 0.5 | MON | 5.77 | 15,952.69 | 11/7/2011 | 12/15/2016 | ||||||||||||||||||||||||
BRSJARVG9 | WCA WASTE SENIOR SECURED TERM LOAN | 1,034,138.37 | 1,029,616.5 | 1,030,255.26 | 1,028,106.82 | 1,509.68 | (1,883.51 | ) | — | — | 1.538 | 0.996 | JAJO | 0.01 | 10,800.35 | 11/29/2011 | 1/25/2018 | ||||||||||||||||||||||||
BRSHTMBM3 | WEIGHT WATCHERS INTL INC SENIOR SECURED | 4,668,099.68 | 4,214,322.48 | 4,739,187.5 | 4,675,118.56 | (460,796.08 | ) | 2,731.46 | — | — | 1.938 | 1.396 | JAJO | 1.86 | 45,531.61 | 1/11/2011 | 7/25/2023 | ||||||||||||||||||||||||
94974BFA3 | WELLS FARGO & COMPANY CORP BND | 4,517,475 | 4,531,198.5 | 4,500,000 | 4,508,490.06 | 22,708.44 | (1,887.16 | ) | — | — | 0.765 | 0.799 | MON | 1.25 | — | 5/18/2011 | 11/25/2027 |
94974BEU0 | WELLS FARGO & COMPANY CORP BND | 5,656,604 | 5,760,383.85 | 5,550,000 | 5,588,976.1 | 171,407.75 | (7,550.67 | ) | — | — | 0.565 | 0.518 | MON | 3.33 | 100,593.75 | 2/15/2013 | 3/25/2025 | ||||||||||||||||||||||||
94974BFF2 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,231,519.4 | 2,224,507.96 | 2,200,000 | 2,219,832.43 | 4,675.53 | (3,356.26 | ) | — | — | 0.815 | 0.816 | MON | 0.42 | 6,578.86 | 4/24/2012 | 12/26/2025 | ||||||||||||||||||||||||
94974BFQ8 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,743,977.5 | 2,734,673.51 | 2,750,000 | 2,744,138.8 | (9,465.29 | ) | 256.05 | — | — | 2.09 | 1.671 | MON | 2.27 | 5,972.22 | 3/19/2013 | 6/15/2045 | ||||||||||||||||||||||||
94974BEZ9 | WELLS FARGO & COMPANY SENIOR CORP BND | 2,992,320 | 3,131,277.69 | 3,000,000 | 2,995,351.03 | 135,926.66 | 378.71 | — | — | 1.267 | 1.267 | MON | 1.12 | 39,375 | 4/4/2012 | 1/18/2022 | |||||||||||||||||||||||||
94974BFM7 | WELLS FARGO & COMPANY SENIOR CORP BND | 4,750,000 | 4,766,862.64 | 4,750,000 | 4,750,000 | 16,862.64 | — | — | — | 0.917 | 0.908 | MON | 1.27 | 8,797.95 | 11/21/2013 | 10/16/2023 | |||||||||||||||||||||||||
94974BFK1 | WELLS FARGO & COMPANY SENIOR CORP BND | 5,000,000 | 5,027,600.1 | 5,000,000 | 5,000,000 | 27,600.1 | — | — | — | 1.217 | 1.22 | MON | 0.74 | 11,432.28 | 7/23/2012 | 6/15/2023 | |||||||||||||||||||||||||
94974BFE5 | WELLS FARGO & COMPANY SENIOR CORP BND | 12,617,045.87 | 12,706,191.28 | 12,526,000 | 12,583,491.18 | 122,700.1 | (9,154.05 | ) | — | — | 3.48 | 3.507 | MON | 2.68 | 34,708.33 | 4/4/2012 | 10/15/2030 | ||||||||||||||||||||||||
BRSLBEQ11 | WESTERN REFINING INC SENIOR SECURED TERM | 560,000 | 566,300 | 560,000 | 560,000 | 6,300 | — | — | — | 1.217 | 1.22 | MON | (1.24 | ) | 925.55 | 2/27/2013 | 5/17/2027 | ||||||||||||||||||||||||
959802AQ2 | WESTERN UNION CO/THE SENIOR CORP BND | 2,041,237.2 | 2,067,881.42 | 2,045,000 | 2,042,536.52 | 25,344.9 | 310.85 | — | — | 0.817 | 0.817 | MON | 1.79 | 24,284.38 | 4/25/2013 | 7/15/2022 | |||||||||||||||||||||||||
9612EMAK5 | WESTPAC BANKING CORP - GTD CORP BND 144A | F | 309,540 | 306,678 | 300,000 | 306,340.02 | 337.98 | (1,694.19 | ) | — | — | 1.85 | 1.86 | MON | 0.32 | 4,050 | 4/25/2013 | 6/17/2030 | |||||||||||||||||||||||
961214BN2 | WESTPAC BANKING CORP CORP BND | F | 2,367,157.5 | 2,335,923.05 | 2,250,000 | 2,328,163.27 | 7,759.78 | (12,179.35 | ) | — | — | 1.267 | 1.27 | MON | 0.59 | — | 4/25/2013 | 5/15/2030 | |||||||||||||||||||||||
96122WAB6 | WESTPAC BANKING CORP SECURED LOCAL BND | F | 4,498,676.97 | 4,473,653.85 | 4,421,000 | 4,475,264.44 | (1,610.59 | ) | (8,740.36 | ) | — | — | 0.425 | 0.425 | MON | 2.4 | — | 9/11/2013 | 5/25/2018 | ||||||||||||||||||||||
961214BX0 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,000,000 | 4,042,439.88 | 4,000,000 | 4,000,000 | 42,439.88 | — | — | — | 0.669 | 0.648 | MON | 0.4 | 10,441.81 | 11/6/2013 | 2/25/2021 | ||||||||||||||||||||||||
961214BY8 | WESTPAC BANKING CORP SENIOR CORP BND | F | 4,539,773.25 | 4,557,269.27 | 4,545,000 | 4,541,439.75 | 15,829.52 | 433.17 | — | — | 0.82 | 0.821 | MON | 1.63 | — | 11/14/2013 | 2/15/2018 | ||||||||||||||||||||||||
961214BZ5 | WESTPAC BANKING CORP SENIOR CORP BND MTN | F | 1,999,420 | 1,973,930.96 | 2,000,000 | 1,999,527.88 | (25,596.92 | ) | 28.26 | — | — | 0.7 | 0.71 | MON | 1.94 | — | 3/6/2013 | 9/15/2017 | |||||||||||||||||||||||
949781AC2 | WFMBS CMO 05-AR1 2A1 | 437,274.83 | 445,042.58 | 448,199.7 | 438,161.13 | 6,881.45 | 751.81 | — | — | 0.55 | 0.556 | MON | 2.68 | 3,051.07 | 5/8/2013 | 9/15/2016 | |||||||||||||||||||||||||
949781AA6 | WFMBS CMO 05-AR1 1A1 | 1,823,557.82 | 1,863,327.3 | 1,868,126.51 | 1,828,771.8 | 34,555.5 | 1,943.9 | — | — | 0.7 | 0.701 | MON | 2.66 | 12,550.03 | 5/8/2013 | 10/16/2017 | |||||||||||||||||||||||||
94982BAG5 | WFMBS CMO 05-AR8 3A2 | 465,560.11 | 474,837.62 | 473,626.56 | 467,040.22 | 7,797.4 | 461.37 | — | — | 0.89 | 0.899 | MON | 2.61 | 3,269.44 | 7/11/2013 | 9/15/2016 | |||||||||||||||||||||||||
949797AA2 | WFMBS WHOLE CMO 07-15 A1 | 173,380.43 | 166,950.71 | 172,290.15 | 173,264.92 | (6,314.21 | ) | (61.64 | ) | — | — | 1.138 | 1.341 | JAJO | 6.38 | 2,688.01 | 3/22/2011 | 10/28/2043 | |||||||||||||||||||||||
94980RAC1 | WFMBS_04-Z CMO 04-Z-2A1 | 141,636.39 | 144,139.33 | 142,886.64 | 141,779.63 | 2,359.7 | 69.62 | — | — | 0.339 | 1.004 | MJSD | 2.52 | 974.43 | 3/30/2011 | 12/3/2018 | |||||||||||||||||||||||||
94981NAH8 | WFMBS_05-AR4 CMO 05-AR4 2A2 | 1,354,974.82 | 1,400,006.53 | 1,394,130.27 | 1,360,804.56 | 39,201.97 | 1,725.01 | — | — | 0.55 | 0.551 | MON | 2.64 | 9,726.51 | 4/9/2013 | 1/17/2017 | |||||||||||||||||||||||||
981464DG2 | WFNMT_12-C ABS 12-C | 3,188,784.29 | 3,161,404.84 | 3,190,000 | 3,189,049.82 | (27,644.98 | ) | 46.62 | — | — | 0.69 | 0.7 | MON | 9.8 | 17,784.24 | 4/9/2013 | 11/15/2018 | ||||||||||||||||||||||||
981464DX5 | WFNMT_13-B ABS 13-B | 1,624,986.35 | 1,614,957.57 | 1,625,000 | 1,624,981.17 | (10,023.6 | ) | (2.34 | ) | — | — | 0.89 | 0.893 | MON | 1.11 | 3,696.87 | 9/11/2013 | 7/15/2017 | |||||||||||||||||||||||
BRSFD0DY4 | WINDSTREAM CORP SENIOR SEC TERM NOTES | 2,610,061.25 | 2,637,242.8 | 2,636,425.51 | 2,615,081.52 | 22,161.28 | 958.97 | — | — | 1.98 | 0.898 | MON | (0.48 | ) | 40,109.3 | 9/15/2011 | 9/20/2017 | ||||||||||||||||||||||||
BRSH2DJN2 | WINDSTREAM CORP SENIOR SECURED TERM LOAN | 2,702,700 | 2,703,537.84 | 2,702,700 | 2,702,700 | 837.84 | — | — | — | 0.87 | 0.881 | MON | (0.48 | ) | 23,981.05 | 6/13/2012 | 7/20/2015 | ||||||||||||||||||||||||
BRSF5Z2P7 | WIRECO WORLDGROUP INC TERM NOTES | 3,055,078.12 | 3,105,224.61 | 3,085,937.5 | 3,064,769.28 | 40,455.33 | 1,758.38 | — | — | 0.37 | 0.375 | MON | (0.2 | ) | 47,437.5 | 2/21/2013 | 1/20/2016 | ||||||||||||||||||||||||
976656CF3 | WISCONSIN ELECTRIC POWER COMPA SENIOR | 2,500,000 | 2,446,412.65 | 2,500,000 | 2,500,000 | (53,587.35 | ) | — | — | — | 0.56 | 0.562 | MON | 2.21 | 21,486.11 | 2/21/2013 | 8/21/2017 | ||||||||||||||||||||||||
982526AR6 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 1,005,540 | 1,002,860.57 | 1,000,000 | 1,005,218.24 | (2,357.67 | ) | (267.85 | ) | — | — | 1.16 | 1.168 | MON | 1.3 | 1,672.22 | 11/6/2013 | 3/20/2020 | |||||||||||||||||||||||
982526AU9 | WM WRIGLEY JR CO SENIOR CORP BND 144A | 3,995,575 | 3,980,541.09 | 4,000,000 | 3,995,739.75 | (15,198.66 | ) | 164.75 | — | — | 2.23 | 2.247 | MON | 7.52 | (16.67 | ) | 7/13/2012 | 8/15/2022 | |||||||||||||||||||||||
93934FEN8 | WMALT_05-5 CMO 05-9-2A2 | 3,046,040.9 | 2,776,470.05 | 3,324,464.86 | 3,073,190.16 | (296,720.11 | ) | (454.59 | ) | — | — | 0.91 | 0.911 | MON | 8.48 | 48,745.55 | 5/14/2013 | 3/16/2020 | |||||||||||||||||||||||
BRSJ883L4 | WMG ACQUISITION CORP SENIOR SECURED TERM | 3,018,054.8 | 3,015,791.26 | 3,018,054.8 | 3,018,054.8 | (2,263.54 | ) | — | — | — | 1.91 | 1.918 | MON | 0.01 | 28,995.51 | 3/2/2011 | 4/15/2016 | ||||||||||||||||||||||||
98158PAC2 | WOART_11-B ABS_11-B A3 | 200,564.6 | 201,162.65 | 200,564.97 | 200,562.35 | 600.3 | (0.04 | ) | — | — | 0.96 | 0.961 | MON | 0.73 | 569.14 | 11/2/2011 | 8/15/2016 | ||||||||||||||||||||||||
98158KAD1 | WORLD OMNI AUTO RECEIVABLES TR ABS 11-A | 4,599,795.3 | 4,639,376.14 | 4,600,000 | 4,599,846.21 | 39,529.93 | 4.54 | — | — | 0.417 | 0.417 | MON | 1.17 | 21,965.01 | 2/21/2013 | 2/15/2018 | |||||||||||||||||||||||||
BRSLKWZ29 | WTG HOLDINGS III CORP SENIOR SECURED | 469,650 | 466,549.85 | 465,000 | 469,650 | (3,100.15 | ) | — | — | — | — | — | FMAN | (0.74 | ) | — | 12/17/2013 | 11/12/2020 |
984121CF8 | XEROX CORPORATION SENIOR CORP BND | 1,298,375 | 1,348,911.86 | 1,300,000 | 1,298,932.3 | 49,979.56 | 80.71 | — | — | — | (2.737 | ) | MJSD | 1.74 | — | 12/12/2013 | 12/10/2020 | ||||||||||||||||||||||||
98417EAU4 | XSTRATA FINANCE CANADA LTD SENIOR CORP | A | 4,128,053.2 | 4,174,223.37 | 4,135,000 | 4,129,618.78 | 44,604.59 | 337.5 | — | — | 5.063 | 5.059 | AO | 4.88 | 55,822.5 | 10/27/2009 | 1/21/2055 | ||||||||||||||||||||||||
G9853MHT3 | YORKSHIRE BUILDING SOCIETY LOCAL BND | D | 1,749,244.45 | 1,798,089.1 | 1,000,000 | 1,723,642.52 | 74,446.58 | (4,542.5 | ) | — | 40,192.28 | 1.889 | 1.896 | MON | 5.18 | (9,913.66 | ) | 4/2/2012 | 6/20/2022 | ||||||||||||||||||||||
TOTAL | 5,542,259,444.26 | 5,416,501,699.54 | 5,522,854,996.89 | 19,404,447.37 |
Validus Holdings, Ltd. December 31, 2013 GAAP short-term investments portfolio in Schedule D format | |||||||||||||||||||||||||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | CHANGE IN BOOK/ADJUSTED CARRYING VALUE | 12 | 13 | INTEREST | |||||||||||||||||||||
8 | 9 | 10 | 11 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | |||||||||||||||||||||
DATE | GAAP | CURRENT YEAR | TOTAL FX CHG | PAR | ACTUAL | ACCRUED | NON-ADMITTED ACCRUED | INTEREST | EFFECTIVE RATE | HOW | GROSS REC'D | PAID FOR | |||||||||||||||||||
DESCRIPTION | * | CUSIP | ACQUIRED | NAME OF VENDOR | MATURITY DATE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | IN B/A. C.V. | VALUE | COST | INTEREST | INTEREST | RATE | OF INTEREST | PAID | DURING YEAR | ACCRUED INT | ||||||||||||
UNITED STATES TREASURY TBILL CASH | 912796CJ6 | 11/26/2013 | BA SECURITIES | 4/24/2014 | 999,714.34 | — | 88.45 | — | 1,000,000.00 | 999,625.89 | — | 0.091 | 0.092 | MAT | — | — | |||||||||||||||
ELECTRICITE DE FRANCE SA SENIOR CORP BND | F2893TAA4 | 4/3/2013 | TORONTO DOMINION SECURITIES IN | 1/26/2014 | 2,006,438.13 | (912.53 | ) | (69,661.87 | ) | — | 2,000,000.00 | 2,076,100.00 | 47,361.12 | 5.5 | 0.744 | JJ | 33,458.33 | 47,361.12 | |||||||||||||
UNITED KINGDOM GILT GOVT BND | G924504Y1 | 11/29/2013 | DEUTSCHE BANK AG | 3/7/2014 | 1,067,491.87 | 3.88 | (68,288.07 | ) | 12,834.72 | 650,000.00 | 1,068,255.95 | 7,761.97 | 2.25 | 0.345 | MS | 197,119.09 | 7,669.75 | ||||||||||||||
CATER PILLAR FINANCIAL SERVICE CORP BND | 14912L4T5 | 7/22/2013 | J.P. MORGAN SECURITIES INC | 4/1/2014 | 300,995.84 | (5.81 | ) | (1,755.16 | ) | — | 300,000.00 | 302,751 | 1,237.50 | 1.65 | 0.305 | AO | 907.50 | 1,237.50 | |||||||||||||
EI DU PONT DE NEMOURS & CO CORP BND | 263534CH0 | 7/22/2013 | DAIN RAUSCHER INC. | 3/25/2014 | 500,516.03 | 13.99 | (993.97 | ) | — | 500,000.00 | 501,510.00 | 55.49 | 0.666 | 0.245 | MJSD | 55,314.52 | 514.93 | ||||||||||||||
EATON CORPORATION CORP BND | 278058DJ8 | 8/1/2013 | MIZUHO INTERNATIONAL PLC | 6/16/2014 | 500,552.88 | 77.16 | (492.12 | ) | — | 500,000.00 | 501,045 | 127.30 | 0.573 | 0.363 | MJSD | 1,082.14 | 127.30 | ||||||||||||||
GOOGLE CORP BND | 38259PAA0 | 7/19/2013 | J.P. MORGAN SECURITIES INC | 5/19/2014 | 501,954.77 | (89.72 | ) | (2,245.23 | ) | — | 500,000.00 | 504,200 | 729.17 | 1.25 | 0.223 | MN | 1,996.53 | 729.17 | |||||||||||||
SOUTHERN COMPANY (THE) CORP BND | 842587CE5 | 6/20/2013 | UBS WARBURG LLC | 5/15/2014 | 253,287.89 | (25.39 | ) | (4,597.11 | ) | — | 250,000.00 | 257,885.00 | 1,325.69 | 4.15 | 0.587 | MN | 4,034.72 | 1,325.69 | |||||||||||||
VERIZON COMMUNICATIONS INC CORP BND FRN | 92343VAZ7 | 8/1/2013 | MIZUHO INTERNATIONAL PLC | 3/28/2014 | 500,520.19 | 109.85 | (5,843.27 | ) | — | 500,000.00 | 501,414.00 | 47.60 | 0.857 | 0.45 | MJSD | 33,222.32 | 47.60 | ||||||||||||||
CANADIAN NTL RAIL CO CORP BND | 136375BH4 | 00/00/0000 | No Broker | 3/15/2013 | — | — | (912.5 | ) | — | — | — | — | 4.4 | — | MS | 7,481.33 | — | ||||||||||||||
CDN S/T INVT BLENDED ACCT | 993,252,329.00 | 12/31/2013 | Various | 1,798,921.74 | — | — | — | 1,798,921.74 | 1,798,921.74 | — | 0.483 | 653.49 | — | ||||||||||||||||||
JPMC CP FINANCIAL INST USA | 46699KTX2 | Multi | 16,555,349.72 | — | — | — | 16,555,349.72 | 16,555,349.72 | — | 20,503.98 | — | ||||||||||||||||||||
WESTERN AST INS CSH RES | 52470G205 | Multi | 4,067,636.42 | — | — | — | 4,067,636.42 | 4,067,636.42 | — | 3,663.57 | — | ||||||||||||||||||||
DREYFUS UNIVERSAL LIQUIDITY PL | B0A01CHL6 | Multi | 2,619,946.24 | — | — | — | 2,619,946.24 | 2,619,946.24 | — | 227.17 | — | ||||||||||||||||||||
CITI-INSTITUTION LIQ FUND USD | B0A0ATCJ9 | Multi | 12,429,931.87 | — | — | — | 12,429,931.87 | 12,429,931.87 | — | 13,572.76 | — | ||||||||||||||||||||
DREYFUS UNIVERSAL USD LIQ FD | DRFUNI$20 | Multi | 45,022,665.51 | — | — | — | 45,022,665.51 | 45,022,665.51 | — | 1,105.3 | — | ||||||||||||||||||||
GOLDMAN SACHS | GLDSCS$03 | Multi | 40,075,169.67 | — | — | — | 40,075,169.67 | 40,075,169.67 | — | 5,497.65 | — |
BONY CASH RESERVE | S875996$0 | Multi | 585,077,415.17 | — | — | — | 585,077,415.17 | 585,077,415.17 | — | 22,263.07 | — | ||||||||||||||||||||
BONY CASH RESERVE | S99992562 | Multi | 35,000,772.4 | — | — | — | 35,000,772.40 | 35,000,772.4 | — | 8,917.45 | — | ||||||||||||||||||||
BLACKROCK INTL $ RESERVE | S99993578 | Multi | 13,855.87 | — | — | — | 13,855.87 | 13,855.87 | — | 3,309.84 | — | ||||||||||||||||||||
ML INST LIQ FUND - AGENCY | BRS263RF1 | Multi | 2,440,938.32 | — | — | 32,327.19 | 1,493,292.38 | 2,440,938.32 | — | 5,216.99 | — | ||||||||||||||||||||
Total | 751,734,074.87 | (828.57 | ) | (154,700.85 | ) | 45,161.91 | 750,354,956.99 | 751,815,389.77 | 58,645.84 |
Validus Holdings, Ltd. December 31, 2013 GAAP other investments portfolio in Schedule D format | |||||||||||||||||
1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | ||||
FOREIGN | DATE | ACTUAL | GAAP FAIR | GAAP | CAP | FX | INVESTMENT | ADDITIONAL | |||||||||
DESCRIPTION | * | CODE | ACQUIRED | COST | MARKET VALUE | BOOK VALUE | UGL | AMORTIZATION | IMPAIRMENTS | INTEREST | UGL | INCOME | INCOME | ||||
AIG SELECT HEDGE LTD | 9/4/2009 | 2,220,339.47 | 2,303,227.46 | 2,220,339.47 | 82,887.99 | — | — | — | — | — | — | ||||||
AIG SELECT HEDGE LTD | 9/4/2009 | 17.30 | 17.30 | 17.30 | — | — | — | — | — | — | — | ||||||
SVG DIAMOND HOLDINGS II LTD | 11/30/2012 | 3,765,757.24 | 4,207,742.57 | 3,765,757.24 | 441,985.33 | — | — | — | 223,959.19 | — | — | ||||||
PORT ADVISORS PRIVATE EQUITY I | 11/30/2012 | 5,202,992.62 | 6,170,628.62 | 5,202,992.62 | 967,636.00 | — | — | — | — | — | — | ||||||
GOLDENTREE DISTRESSED DEBT FUN | 11/30/2012 | 15,496,731.00 | 17,303,644.33 | 15,496,731.00 | 1,806,913.33 | — | — | — | — | — | — | ||||||
LEAPFROG INVESTMENTS FINANCIAL | 11/30/2012 | 3,363,782.77 | 3,106,158.00 | 3,363,782.77 | (257,624.77 | ) | — | — | — | — | — | — | |||||
BUFFETS INC | 7/18/2012 | 920,570.56 | 0.07 | 920,570.56 | (920,570.49 | ) | — | — | — | — | — | — | |||||
PAULSON PARTNERS ENHANCED LP | 4/1/2012 | 161,522,354.08 | 203,980,114.44 | 161,522,354.08 | 42,457,760.36 | — | — | — | — | — | — | ||||||
PAULSON PARTNERS ADVANTAGE PLUS LP | 4/1/2012 | 125,000,000.00 | 128,778,697.65 | 125,000,000.00 | 3,778,697.65 | — | — | — | — | — | — | ||||||
PAULSON PARTNERS GOLD FUND LP | 4/1/2012 | 125,000,000.00 | 29,923,468.21 | 125,000,000.00 | (95,076,531.79 | ) | — | — | — | — | — | — | |||||
PAULSON PARTNERS CREDIT OPPORTUNITIES LP | 6/1/2012 | 157,500,000.00 | 181,097,200.35 | 157,500,000.00 | 23,597,200.35 | — | — | — | — | — | — | ||||||
LLOYD'S CANADIAN BLENDED ACCOUNT | 10/1/2013 | 31,537,426.00 | 31,628,950.00 | 31,537,426.00 | 91,524.00 | — | — | — | — | — | — | ||||||
GUARDIAN GROWTH EQUITY | 9/4/2009 | 6,181,301.52 | 9,782,369.08 | 6,181,301.52 | 3,601,067.56 | — | — | — | — | — | — | ||||||
MFS MERIDIAN MID CAP GROWTH FUND | 9/4/2009 | 17,203.14 | 33,382.13 | 17,203.14 | 16,178.99 | — | — | — | — | — | — | ||||||
TOTAL | 637,728,475.70 | 618,315,600.21 | 637,728,475.70 | (19,412,875.49 | ) | ||||||||||||