Validus 8-K Results of Operations and Financial Condition

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	)