Validus 8K Results of Operations and Financial Condition | SEC 29 Oct 14



Validus Holdings, Ltd. September 30, 2014 GAAP fixed maturity portfolio in Schedule D format

1	2	Codes			6	7		9	10	CHANGE IN BOOK/ADJUSTED CARRYING VALUE						INTEREST					DATES
		3	4	5			8			11		12		13	14	15	16	17	18	19	20	21
			FOREIGN	BOND	NAIC		GAAP FAIR		GAAP			CURRENT YEAR			TOTAL FX CHG	INTEREST	EFFECTIVE	HOW	ACCRUED	GROSS REC'D
CUSIP	DESCRIPTION	*	CODE	CHAR	DESIG	ACTUAL COST	MARKET VALUE	PAR VALUE	BOOK VALUE	UGL		AMORTIZATION		IMPAIRMENTS	IN B/A. C.V.	RATE	RATE OF	PAID	INTEREST	DURING YEAR	ACQUIRED	MATURITY
00432CCM1	ACCESS GROUP INC ACCSS_05-2 ABS 05-2			2		1,618,003.35	1,650,576.1	1,661,620.90	1,634,129.6	16,446.5		13,011.44		—	—	0.415	1.29	FMAN	766.00	5,688.51	8,082,012	11222024
03979GAL9	ARDEN REALTY LP SENIOR CORP BND			1		3,226,650	3,022,770	3,000,000.00	3,011,249.24	11,520.76		(48,997.15	)	—	—	5.25	3.007	MS	13,125.01	118,125.01	11,272,012	3012015
28140DAA1	ELAB_12-1 ABS 12-1			2		733,057.12	732,856.99	733,057.12	733,057.12	(200.13	)	0.22		—	—	0.605	0.605	MON	73.86	7,928.91	9,192,012	6252022
458182DT6	INTER-AMERICAN DEV BANK CORP BND		E			2,050,000	2,059,716.98	2,050,000.00	2,050,000	9,716.98		—		—	—	0.265	0.286	MJSD	286.28	13,980.66	9,052,013	9122018
45818WAT3	INTER-AMERICAN DEV BANK CORP BND EMTN		E			6,000,000	6,000,000	6,000,000.00	6,000,000	—		—		—	—	0.223	0.221	MJSD	334.66	3,814.66	6,132,014	6202018
45950VCP9	INTERNATIONAL FINANCE CO CORP BND		E			4,027,303.56	4,025,286.44	4,034,000.00	4,029,248.99	(3,962.55	)	1,658.08		—	—	0.625	0.681	MN	9,524.73	18,929.55	11,052,013	11152016
742651DB5	PRIVATE EXPORT FUNDING CORPORA SECURED A					1,646,955	1,578,300	1,500,000.00	1,530,858.31	47,441.69		(19,997.57	)	—	—	4.95	3.07	MN	28,050.00	55,687.5	11,272,012	11152015
742651DH2	PRIVATE EXPORT FUNDING CORPORA AGENCY BN					4,868,226	4,604,554.46	4,600,000.00	4,604,481.17	73.29		(87,482.77	)	—	—	3.05	0.497	AO	64,693.88	105,225	6,262,012	10152014
912828D31	UNITED STATES TREASURY GOVT BND					2,150,235.11	2,151,096.5	2,150,000.00	2,150,224.22	872.28		(10.89	)	—	—	0.084	0.091	JAJO	342.70	708.68	9,022,014	4302016
912828D56	UNITED STATES TREASURY GOVT BND					9,820,312.5	9,883,599.9	10,000,000.00	9,820,843.89	62,756.01		531.39		—	—	2.375	2.582	FA	30,332.88	7,744.56	9,172,014	8152024
912828D80	UNITED STATES TREASURY GOVT BND					1,986,250	1,986,360.02	2,000,000.00	1,986,287.29	72.73		37.29		—	—	1.625	1.771	FA	2,783.15	448.9	9,232,014	8312019
912828NF3	UNITED STATES TREASURY GOVT BND					2,559,683.99	2,483,344.5	2,450,000.00	2,479,595.47	3,749.03		(67,107.87	)	—	—	2.125	0.302	MN	17496.41	78,917.08	12,112,012	5312015
912828NZ9	UNITED STATES TREASURY GOVT BND					7,449,129.93	7,379,862	7,300,000.00	7,352,907.86	26,954.14		(40,758.50	)	—	—	1.25	0.52	MS	252.07	70,852.54	8,282,013	9302015
912828PE4	UNITED STATES TREASURY GOVT BND					11,229,673.57	11,128,920	11,000,000.00	11,107,463.97	21,456.03		(74,019.11	)	—	—	1.25	0.344	AO	57540.76	102,741.04	11,262,013	10312015
912828QF0	UNITED STATES TREASURY GOVT BND					7,555,218.75	7,380,504.29	7,200,000.00	7,374,624.97	5,879.32		(90,915.08	)	—	—	2	0.459	AO	60260.87	119,205.39	2,012,013	4302016
912828QX1	UNITED STATES TREASURY GOVT BND					68,538,985.82	68,088,144.68	66,900,000.00	67,515,079.19	573,065.49		(249,415.23	)	—	—	1.5	0.992	JJ	169067.93	754,961.2	8,162,011	7312016
912828RE2	UNITED STATES TREASURY GOVT BND					17,324,320.31	17,392,344.17	17,400,000.00	17,340,324.17	52,020		17,008.39		—	—	1.5	1.591	FA	20908.84	259,100.74	2,272,014	8312018
912828RF9	UNITED STATES TREASURY GOVT BND					66,123,749.09	66,083,584.22	65,550,000.00	65,900,496.87	183,087.35		(131,566.53	)	—	—	1	0.718	FA	56133.98	473,546.4	8,272,014	8312016
912828RH5	UNITED STATES TREASURY GOVT BND					2,209,474.22	2,186,293.98	2,200,000.00	2,207,744.61	(21,450.63	)	(4,784.86	)	—	—	1.375	1.284	MS	83.1	76,991.1	11,222,013	9302018
912828RM4	UNITED STATES TREASURY GOVT BND					41,127,164.02	41,191,207.19	40,900,000.00	41,027,431.58	163,775.61		(103,594.29	)	—	—	1	0.848	AO	171157.6	439,244.07	11,262,013	10312016
912828RU6	UNITED STATES TREASURY GOVT BND					13,666,191.87	13,600,812.5	13,550,000.00	13,617,950.21	(17,137.71	)	(18,914.08	)	—	—	0.875	0.641	MN	39844.78	159,705.1	5,032,013	11302016
912828SC5	UNITED STATES TREASURY GOVT BND					13,627,718.99	13,625,430.5	13,600,000.00	13,614,061.87	11,368.63		(4,999.55	)	—	—	0.875	0.83	JJ	20048.91	91,152.18	11,222,013	1312017



912828SD3	UNITED STATES TREASURY GOVT BND	4,431,919.09	4,424,895.05	4,500,000.00	4,441,472.89	(16,577.84	)	9,208.10		—	—	1.25	1.562	JJ	9476.9	39,571.26	2,202,014	1312019
912828SE1	UNITED STATES TREASURY GOVT BND	16,179,790.77	16,262,187.5	16,250,000.00	16,241,244.39	20,943.11		32,453.72		—	—	0.25	0.395	FA	5188.51	57,144.96	2,222,012	2152015
912828SJ0	UNITED STATES TREASURY GOVT BND	3,003,642.86	3,003,119.88	3,000,000.00	3,002,587.17	532.71		(787.30	)	—	—	0.875	0.839	FA	2247.93	19,578.73	9,272,013	2282017
912828SM3	UNITED STATES TREASURY GOVT BND	200,664.73	200,602.01	200,000.00	200,559.17	42.84		(2,010.18	)	—	—	1	0.887	MS	5.49	42,581.71	4,082,014	3312017
912828SP6	UNITED STATES TREASURY GOVT BND	2,854,796.65	2,854,816.79	2,850,000.00	2,851,017.04	3,799.75		(2,224.10	)	—	—	0.375	0.309	AO	4934.94	13,403.86	9,272,012	4152015
912828SS0	UNITED STATES TREASURY GOVT BOND	11,585,839.31	11,488,040.46	11,500,000.00	11,553,987.15	(65,946.69	)	(12,955.44	)	—	—	0.875	0.691	AO	42109.38	104,517.75	3,132,013	4302017
912828SY7	UNITED STATES TREASURY GOVT BND	16,601,962	16,603,939.67	16,750,000.00	16,611,903.81	(7,964.14	)	13,868.51		—	—	0.625	0.939	MN	35181.87	28,678.18	9,102,014	5312017
912828TB6	UNITED STATES TREASURY GOVT BND	2,515,195.88	2,483,374.98	2,500,000.00	2,508,476.44	(25,101.46	)	419.99		—	—	0.75	0.625	JD	4738.45	27,750.09	7,132,012	6302017
912828TD2	UNITED STATES TREASURY GOVT BND	7,980,339.3	8,010,640	8,000,000.00	7,994,607.47	16,032.53		8,008.17		—	—	0.25	0.336	JJ	4239.13	27,074.39	3,112,013	7152015
912828TG5	UNITED STATES TREASURY GOVT BND	2,184,108.93	2,166,648.02	2,200,000.00	2,190,938.4	(24,290.38	)	15,637.66		—	—	0.5	0.647	JJ	1853.26	24,399.19	7,302,012	7312017
912828TK6	UNITED STATES TREASURY GOVT BND	5,754,501.85	5,757,187.5	5,750,000.00	5,753,434.84	3,752.66		(1,084.47	)	—	—	0.25	0.181	FA	1835.94	3,964.74	6,232,014	8152015
912828TM2	UNITED STATES TREASURY GOVT BND	5,623,835.51	5,624,475.18	5,700,000.00	5,640,390.28	(15,915.1	)	28,665.63		—	—	0.625	0.989	FA	3050.76	44,098.56	12,272,013	8312017
912828TP5	UNITED STATES TREASURY GOVT BND	8,842,204.59	8,861,416.5	8,850,000.00	8,846,146.61	15,269.89		3,336.40		—	—	0.25	0.296	MS	977.9	18,016.26	12,192,013	9152015
912828TS9	UNITED STATES TREASURY GOVT BND	32,970,187.13	32,830,861.73	33,320,000.00	33,021,167.1	(190,305.37	)	42,795.41		—	—	0.625	0.929	MS	572.12	113,846.68	7,232,014	9302017
912828TW0	UNITED STATES TREASURY GOVT BND	16,793,663.04	16,785,120	17,000,000.00	16,795,465.04	(10,345.04	)	26,044.15		—	—	0.75	1.148	AO	53355.98	59,115.07	9,302,014	10312017
912828UA6	UNITED STATES TREASURY GOVT BND	10,003,939.76	9,819,699.9	10,000,000.00	10,002,511.54	(182,811.64	)	7,555.78		—	—	0.625	0.617	MN	21004.1	68,880.82	11,302,012	11302017
912828UE8	UNITED STATES TREASURY GOVT BND	11,476,840.52	11,317,034.66	11,500,000.00	11,479,434.11	(162,399.45	)	5,543.61		—	—	0.75	0.806	JD	21796.87	164,215.4	6,022,014	12312017
912828UG3	UNITED STATES TREASURY GOVT BND	28,611,645.88	28,641,470	28,600,000.00	28,612,094.56	29,375.44		(1,048.24	)	—	—	0.375	0.342	JJ	22732.34	58,401.4	9,022,014	1152016
912828UR9	UNITED STATES TREASURY GOVT BND	17,810,989.47	17,736,841.06	18,080,000.00	17,838,425.34	(101,584.28	)	38,537.19		—	—	0.75	1.15	FA	11612.15	112,715.92	6,022,014	2282018
912828UU2	UNITED STATES TREASURY GOVT BND	1,374,625	1,371,230	1,400,000.00	1,376,276.88	(5,046.88	)	3,262.13		—	—	0.75	1.247	MS	28.85	5,155.9	7,012,014	3312018
912828UZ1	UNITED STATES TREASURY GOVT BND	19,793,203.12	19,472,200	20,000,000.00	19,849,556.36	(377,356.36	)	69,364.32		—	—	0.625	0.839	AO	52309.78	159,271.68	5,292,013	4302018
912828VC1	UNITED STATES TREASURY GOVT BND	24,339,815.36	24,432,869.51	24,500,000.00	24,391,081.49	41,788.02		52,027.38		—	—	0.25	0.525	MN	23135.18	45,987.92	9,022,014	5152016
912828VE7	UNITED STATES TREASURY GOVT BND	8,863,945.31	8,866,080.09	9,000,000.00	8,897,940.05	(31,859.96	)	31,715.46		—	—	1	1.318	MN	30245.9	127,676.65	6,252,013	5312018
912828VG2	UNITED STATES TREASURY GOVT BND	18,504,426.98	18,511,643.47	18,495,000.00	18,503,165.94	8,477.53		(6,383.84	)	—	—	0.5	0.474	JD	27280.88	126,043.22	9,022,014	6152016
912828VL1	UNITED STATES TREASURY GOVT BND	7,031,195.32	7,015,959.79	7,000,000.00	7,026,243.32	(10,283.53	)	(6,938.01	)	—	—	0.625	0.414	JJ	9273.1	20,781.67	5,302,014	7152016
912828VQ0	UNITED STATES TREASURY GOVT BND	22,504,342.08	22,457,278.39	22,548,600.00	22,501,672.55	(44,394.16	)	42,994.61		—	—	1.375	1.431	JJ	52235.55	419,738.32	9,182,014	7312018
912828VW7	UNITED STATES TREASURY GOVT BND	3,022,265.4	3,016,289.97	3,000,000.00	3,014,820.18	1,469.79		(5,603.27	)	—	—	0.875	0.62	MS	1160.22	19,578.73	11,222,013	9152016



912828WB2	UNITED STATES TREASURY GOVT BND		3,543,091.17	3,549,865.14	3,546,000.00	3,544,409.72	5,455.42		2,469.06		—	—	0.25	0.292	AO	3709.81	12,227.59	11,222,013	10312015
912828WD8	UNITED STATES TREASURY GOVT BND		5,059,177.24	5,035,995.15	5,100,000.00	5,066,253.33	(30,258.18	)	8,724.62		—	—	1.25	1.417	AO	26677.99	97,092.38	11,082,013	10312018
912828WK2	UNITED STATES TREASURY GOVT BND		5,448,178.24	5,451,098.67	5,450,000.00	5,448,743.11	2,355.56		564.87		—	—	0.06	0.107	JAJO	643.41	2,817.55	9,022,014	1312016
912828WM8	UNITED STATES TREASURY GOVT BND		14,976,579.3	14,984,249.55	15,000,000.00	14,979,285.12	4,964.43		3,516.92		—	—	0.375	0.458	MN	18903.69	15,923.92	7,212,014	5312016
912828WR7	UNITED STATES TREASURY GOVT BND		8,004,687.5	7,964,320.08	8,000,000.00	8,004,585.3	(40,265.22	)	(123.07	)	—	—	2.125	2.116	JD	42961.96	39,497.29	7,212,014	6302021
912828WT3	UNITED STATES TREASURY GOVT BND		4,332,886.72	4,335,035.91	4,350,000.00	4,333,839.55	1,196.36		2,135.12		—	—	0.875	1.01	JJ	8067.6	14,485.06	7,312,014	7152017
912828WY2	UNITED STATES TREASURY GOVT BND		7,082,031.25	7,023,659.79	7,000,000.00	7,080,989.25	(57,329.46	)	(1,594.90	)	—	—	2.25	2.067	JJ	26535.33	22,928	8,222,014	7312021
29372EAY4	ENTERPRISE FLEET FINANCING LLC ABS _13-2	2	2,237,115.63	2,244,714.89	2,237,465.57	2,237,272.2	7,442.69		136.10		—	—	1.06	1.07	MON	724.69	20,090.48	8,072,013	3202019
20772JQK1	CONNECTICUT (STATE OF) MUNITAX BND GO		2,556,975	2,572,800	2,500,000.00	2,556,781.66	16,018.34		(193.34	)	—	—	2.172	1.565	FA	6938.33	754.16	9,232,014	8152018
419791YG7	HAWAII ST MUNI BND GO		2,007,940	2,018,260	2,000,000.00	2,000,569.68	17,690.32		(1,261.94	)	—	—	3	2.914	FA	10000	45,000	2,102,010	2012015
4521518V8	ILLINOIS ST MUNI BND GO		2,300,000	2,321,965	2,300,000.00	2,300,000	21,965		—		—	—	4.421	4.421	JJ	25420.75	76,262.25	12,282,012	1012015
57583PEM7	MASSACHUSETTS ST MUNITAX BND REV		4,625,000	4,764,998.75	4,625,000.00	4,625,000	139,998.75		—		—	—	2.983	2.983	JD	40622.66	103,472.82	12,152,010	12152015
29372EAZ1	ENTERPRISE FLEET FINANCING LLC AB_13-2-A	2	299,978.79	302,099.99	300,000.00	299,985.02	2,114.97		3.44		—	—	1.51	1.517	MON	138.42	3,397.5	8,072,013	3202019
34529UAD6	FORDO_12-A ABS 12-A	2	2,339,403.3	2,352,214.8	2,340,000.00	2,339,823.57	12,391.23		119.04		—	—	1.15	1.16	MON	1196	20,182.5	1,182,012	6152017
34529XAD0	FCALT_12-B ABS 12-B	2	1,620,834.39	1,618,818.81	1,618,495.16	1,618,730.64	88.17		(3,855.96	)	—	—	0.57	0.478	MON	410.02	24,562.43	2,012,013	9152015
34530DAB5	FORDO_13-C ABS 13-C A2	2	131,397.18	131,444.99	131,397.68	131,396.8	48.19		2.56		—	—	0.55	0.55	MON	32.12	1,259.04	7,232,013	4152016
34530DAC3	FORDO_13-C ABS 13-C A3	2	3,564,398.94	3,571,706.69	3,565,000.00	3,564,672.48	7,034.21		172.65		—	—	0.82	0.828	MON	1299.24	21,924.72	7,232,013	12152017
36162RAC2	GEEST_12-1A ABS 12-1A 144A	2	968,905.13	970,118.77	969,101.18	969,078.8	1,039.97		176.19		—	—	1.04	1.051	MON	279.96	18,067.9	5,222,012	9212015
39153VBJ2	GALC_13-1 ABS 13-1 144A	2	1,774,852.5	1,777,183.27	1,775,000.00	1,774,948	2,235.27		42.79		—	—	0.78	0.785	MON	615.33	10,383.75	2,052,013	6152016
438670Q20	HONOLULU HAWAII CITY & CNTY MUNITAX BND		1,500,000	1,503,540	1,500,000.00	1,500,000	3,540		—		—	—	1.259	1.259	MN	7868.75	14,163.75	10,262,012	11012017
73723RSH7	CITY OF PORTSMOUTH VA MUNITAX BND GO		2,250,000	2,277,000	2,250,000.00	2,250,000	27,000		—		—	—	1.418	1.418	FA	5317.5	23,928.75	6,052,013	2012017
76541VKB2	RICHMOND VA MUNITAX BND GO		1,500,000	1,516,650	1,500,000.00	1,500,000	16,650		—		—	—	1.207	1.207	JJ	3822.17	13,578.75	6,142,012	7152016
76541VKC0	RICHMOND VA MUNITAX BND GO		5,000,000	5,090,550	5,000,000.00	5,000,000	90,550		—		—	—	1.507	1.507	JJ	15907.22	56,512.49	6,142,012	7152017
43812XAB1	HAROT_13-3 ABS 13-3 A2	2	227,773.17	227,863.13	227,776.57	227,773.28	89.85		2.73		—	—	0.54	0.541	MON	54.67	1,624.31	7,172,013	1152016
06052YAC3	BAAT_12-1 ABS 12-1	2	1,742,507.5	1,743,545.56	1,742,569.72	1,742,532.67	1,012.89		88.53		—	—	0.78	0.782	MON	604.1	20,367.69	4,112,012	6152016
44921SAC6	HALST_13-A ABS 13-A 144A	2	19,225.58	19,226.96	19,226.17	19,225.94	1.02		53.21		—	—	0.51	0.512	MON	4.36	6,780.92	2,272,013	9152015
36179MEL0	GNMA POOL # MA0139	2	3,712,381.63	3,654,598.59	3,503,796.25	3,694,858.27	(40,259.68	)	(34,665.09	)	—	—	3	1.452	MON	8759.49	84,218.66	6,192,012	6202027



36179MK82	GNMA POOL # MA0319	2	174,698.6	168,900.45	159,020.19	174,253.6	(5,353.15	)	(2,590.76	)	—	—	4	2.463	MON	530.07	5,097.05	10,042,012	8202042
36179MNJ5	GNMA POOL # MA0393	2	2,134,563.19	2,067,614.79	1,946,664.42	2,129,879.77	(62,264.98	)	(32,465.83	)	—	—	4	2.407	MON	6488.88	62,588.69	10,182,012	9202042
36179MQN3	GNMA POOL # MA0461	2	1,840,452.57	1,744,903.75	1,729,139.24	1,836,836.29	(91,932.54	)	(9,800.52	)	—	—	3	2.159	MON	4322.85	40,360.25	10,312,012	10202042
36201YER3	GNMA POOL # 606844	2	757,266.15	805,122.66	722,684.56	754,392.11	50,730.55		(6,823.60	)	—	—	5	4.074	MON	3011.19	29,374	4,232,010	9152033
36202FZV1	GNMA POOL # 005256	2	3,335,815.31	3,287,073.06	3,111,223.83	3,314,653.63	(27,580.57	)	(55,167.96	)	—	—	3.5	1.503	MON	9074.4	89,314.49	1,182,012	12202026
36202KME2	GNMA POOL # 008457	2	326,139.12	328,964.47	321,616.40	324,978.12	3,986.35		(674.06	)	—	—	1.625	1.301	MON	435.52	4,078.75	3,182,009	7202024
36204J4C7	GNMA POOL # 371719	2	167,337.11	174,100.81	157,493.75	164,474.93	9,625.88		(3,006.29	)	—	—	6.5	5.253	MON	853.09	9,031.56	9,112,008	4152024
36204SV60	GNMA POOL # 378737	2	147,024.44	152,810.68	138,375.92	144,552.07	8,258.61		(2,486.76	)	—	—	6.5	5.168	MON	749.54	7,126.92	9,112,008	1152024
36205BKY7	GNMA POOL # 385611	2	281,180.96	292,546.17	264,640.90	276,392.94	16,153.23		(3,101.85	)	—	—	6.5	5.245	MON	1433.47	13,410.56	9,112,008	4152024
3620A2KC9	GNMA POOL # 716791	2	796,986.3	806,199.34	753,874.10	790,146.31	16,053.03		(10,596.02	)	—	—	5	3.016	MON	3141.14	31,261.71	9,292,009	4152024
3620A5FJ3	GNMA POOL # 719369	2	471,922.36	471,883.7	442,146.56	467,895.38	3,988.32		(12,064.15	)	—	—	4.5	2.345	MON	1658.05	19,521.37	8,312,010	4152025
3620A6AC1	GNMA POOL # 720103	2	518,557.35	561,321.64	509,638.67	517,757.21	43,564.43		(1,489.60	)	—	—	4.5	4.267	MON	1911.15	18,558.77	6,182,009	6152039
3620A6DZ7	GNMA POOL # 720220	2	998,729.64	1,016,887.75	950,888.08	989,788.23	27,099.52		(6,235.86	)	—	—	5	3.533	MON	3962.03	37,058.45	7,292,009	7152024
3620ADCM2	GNMA POOL # 726476	2	4,717,450.63	4,784,817.79	4,478,149.51	4,674,436.85	110,380.94		(54,932.15	)	—	—	4.5	2.978	MON	16793.06	167,180.07	12,082,009	11152024
3620ASPY9	GNMA POOL # 738539	2	3,379,918.79	3,346,249.65	3,146,397.09	3,371,980.43	(25,730.78	)	(36,150.34	)	—	—	4	2.618	MON	10487.99	101,145.2	10,032,011	7152041
36210B4N2	GNMA POOL # 487829	2	211,499.13	218,340.88	204,346.99	209,997.32	8,343.56		(2,247.13	)	—	—	4.5	3.488	MON	766.3	7,684.5	3,262,009	4152024
36210B4Q5	GNMA POOL # 487831	2	83,653.67	84,620.7	79,128.51	82,925.79	1,694.91		(1,040.73	)	—	—	5	3.041	MON	329.7	3,373.67	9,292,009	4152024
36210B4R3	GNMA POOL # 487832	2	262,419.9	268,549.33	251,119.51	260,422.45	8,126.88		(4,509.22	)	—	—	5	3.454	MON	1046.33	11,260.14	3,262,009	4152024
36210BZH1	GNMA POOL # 487744	2	387,324.67	391,802.09	366,372.73	384,166.92	7,635.17		(5,896.81	)	—	—	5	2.894	MON	1526.55	15,430.56	9,292,009	3152024
36210BZJ7	GNMA POOL # 487745	2	258,425.11	261,412.48	244,445.87	256,126.99	5,285.49		(3,172.25	)	—	—	5	3.054	MON	1018.52	9,714.29	9,292,009	3152024
36211V6Q8	GNMA POOL # 524779	2	175,708.26	179,946.89	168,267.69	174,323.31	5,623.58		(1,528.88	)	—	—	5	3.5	MON	701.12	6,793.69	3,262,009	1152024
36225BPY8	GNMA POOL # 781339	2	201,144.93	207,651.94	182,237.75	198,739.97	8,911.97		(2,512.94	)	—	—	8	6.033	MON	1214.92	11,415.51	3,072,008	9152031
36225C6Y7	GNMA POOL # 080886	2	6,542,576.01	6,630,409.29	6,383,000.98	6,532,693.42	97,715.87		(17,127.03	)	—	—	1.625	1.068	MON	8643.65	82,312.79	3,022,011	4202034
36225CD29	GNMA POOL # 080120	2	297,961.28	305,296.99	294,919.92	297,410.08	7,886.91		(541.42	)	—	—	1.625	1.395	MON	399.37	3,806.48	3,182,009	10202027
36225DAS3	GNMA POOL # 080916	2	228,644.75	239,478.34	229,757.64	228,726.32	10,752.02		102.64		—	—	1.625	1.717	MON	311.13	2,964.9	4,172,008	5202034
36225DJA3	GNMA POOL # 081156	2	620,470.37	646,777.38	618,730.23	620,266.46	26,510.92		(102.61	)	—	—	1.625	1.561	MON	837.86	7,832.21	3,182,009	11202034
36225DJZ8	GNMA POOL # 081179	2	605,547.21	610,587.86	603,848.90	605,357.31	5,230.55		(107.73	)	—	—	1.625	1.558	MON	817.71	7,707.07	3,182,009	12202034



36225DLE2	GNMA POOL # 081224	2	347,201.96	363,101.98	348,837.15	347,322.3	15,779.68	184.63		—	—	1.625	1.702	MON	472.39	4,508.55	3,182,009	1202035
36225EVZ2	GNMA POOL # 082431	2	1,783,285.81	1,817,908.2	1,761,269.92	1,779,781.02	38,127.18	(3,721.44	)	—	—	1.625	1.534	MON	2385.05	23,151.33	10,282,009	12202039
36225EWE8	GNMA POOL # 082444	2	244,899.5	248,713.13	239,803.67	244,611.93	4,101.2	(2,271.97	)	—	—	3.75	3.335	MON	749.39	7,887.69	11,032,009	12202039
36241KBP2	GNMA POOL # 781846	2	2,826,884.58	3,159,179.53	2,737,902.72	2,822,643.1	336,536.43	(9,962.79	)	—	—	6.5	5.329	MON	14830.3	141,947.58	8,152,008	9152034
36241KEC8	GNMA POOL # 781931	2	1,865,941.96	2,062,705.11	1,807,207.70	1,863,304.39	199,400.72	(7,367.97	)	—	—	6.5	5.333	MON	9789.04	94,299.92	8,152,008	5152035
36241KEH7	GNMA POOL # 781936	2	1,117,998.34	1,180,732.15	1,081,334.38	1,115,025.52	65,706.63	(5,137.88	)	—	—	4.5	3.915	MON	4055	38,643.89	6,032,010	6152035
36241KGU6	GNMA POOL # 782011	2	99,467.79	107,992.15	97,338.46	99,288.71	8,703.44	(405.84	)	—	—	5	4.608	MON	405.58	3,982.23	7,142,009	12152035
36241KKB3	GNMA POOL # 782090	2	2,219,355.58	2,429,156.87	2,135,279.00	2,211,087.62	218,069.25	(13,094.32	)	—	—	6.5	5.823	MON	11566.09	111,397.3	11,302,007	5152036
36241LHQ2	GNMA POOL # 782939	2	3,432,678.91	3,647,316.31	3,275,920.95	3,421,664.75	225,651.56	(23,933.06	)	—	—	5	4.174	MON	13649.67	130,522.72	4,232,010	9152036
36241LN36	GNMA POOL # 783110	2	734,776.88	764,811.32	678,581.80	731,484.99	33,326.33	(14,922.02	)	—	—	5.5	3.91	MON	3110.17	31,130.7	9,232,010	4152036
36290SJB8	GNMA POOL # 615958	2	4,114,195.7	4,374,198.17	3,926,315.37	4,096,934.86	277,263.31	(25,422.08	)	—	—	5	4.151	MON	16359.65	156,349.84	4,232,010	9152033
36292DWW8	GNMA POOL # 646061	2	113,829.76	122,941.22	109,156.50	113,524.18	9,417.04	(1,502.81	)	—	—	6.5	5.512	MON	591.26	6,268.54	1,312,008	11152037
36295KAT0	GNMA POOL # 672418	2	63,132.22	68,185.62	60,540.34	62,975.55	5,210.07	(328.23	)	—	—	6.5	5.413	MON	327.93	3,045.67	1,312,008	12152037
36295P4L3	GNMA POOL # 676827	2	263,297.45	268,850.51	251,996.95	261,146.79	7,703.72	(1,452.04	)	—	—	5	3.334	MON	1049.99	9,737.21	3,262,009	5152023
36295PZJ4	GNMA POOL # 676745	2	89,508.72	91,451.22	85,718.37	88,664.11	2,787.11	(1,151.49	)	—	—	5	3.574	MON	357.16	3,533.29	3,262,009	3152023
36295QJE1	GNMA POOL # 677161	2	319,340.04	324,642.89	304,291.85	316,353.89	8,289	(12,382.07	)	—	—	5	3.39	MON	1267.88	13,516.09	4,272,009	8152023
36295TVQ4	GNMA POOL # 680223	2	40,978.47	44,258.58	39,296.11	40,891.6	3,366.98	(1,349.22	)	—	—	6.5	5.019	MON	212.85	2,753.6	1,312,008	1152038
36296DR67	GNMA POOL # 688209	2	22,677.91	23,049.35	21,604.44	22,408.56	640.79	(190.00	)	—	—	5	3.749	MON	90.02	854.26	7,292,009	7152023
36296E5H5	GNMA POOL # 689448	2	190,104.9	194,230.5	182,054.68	188,655.32	5,575.18	(3,340.20	)	—	—	5	3.306	MON	758.56	8,026.66	3,262,009	7152023
36296TPY3	GNMA POOL # 700739	2	288,104.32	293,581.07	272,862.40	285,357.65	8,223.42	(2,367.23	)	—	—	5.5	3.418	MON	1250.62	11,782.62	6,032,009	10152023
36296U3C2	GNMA POOL # 701995	2	71,811.4	73,369.83	68,770.46	71,215.46	2,154.37	(3,275.18	)	—	—	5	3.58	MON	286.54	5,217.75	3,262,009	1152024
36296UC73	GNMA POOL # 701294	2	191,304.34	195,714.17	183,011.62	189,786.79	5,927.38	(2,223.65	)	—	—	5	3.437	MON	762.55	7,773.36	3,272,009	1152024
36296URS1	GNMA POOL # 701697	2	261,339.52	264,360.57	247,202.62	258,813.51	5,547.06	(6,300.42	)	—	—	5	3.178	MON	1030.01	10,728.16	9,292,009	2152024
36296UUL2	GNMA POOL # 701787	2	220,247.32	227,260.64	212,510.61	218,765.44	8,495.2	(886.00	)	—	—	5	3.839	MON	885.46	8,194.83	6,112,009	3152024
36296XHH0	GNMA POOL # 704132	2	87,561.27	88,364.05	82,824.73	86,761.9	1,602.15	(566.39	)	—	—	5	3.024	MON	345.1	3,198.08	9,292,009	12152023
36296XLY8	GNMA POOL # 704243	2	391,901.05	404,380.33	378,134.59	389,347.43	15,032.9	(1,568.55	)	—	—	5	3.764	MON	1575.56	14,591.2	6,112,009	1152024
36296XWP5	GNMA POOL # 704554	2	1,376,577.22	1,421,268.55	1,329,023.11	1,368,251.79	53,016.76	(10,656.28	)	—	—	5	3.793	MON	5537.6	54,529.81	6,112,009	6152024



36297A3K7	GNMA	2	376,890.5	385,982.23	360,930.60	374,618.56	11,363.67		(1,545.61	)	—	—	5	3.009		MON	1503.88	13,902.3	3,262,009	1152024
36297AKF9	GNMA POOL # 705994	2	340,787.04	344,726.51	322,352.52	338,020.57	6,705.94		(5,260.30	)	—	—	5	2.829		MON	1343.14	13,122.14	9,292,009	1152024
36297DFF9	GNMA POOL # 708566	2	1,072,896.27	1,085,298.83	1,014,859.03	1,063,377.87	21,920.96		(15,431.08	)	—	—	5	3.076		MON	4228.58	43,555.83	9,292,009	4152024
36297DTR8	GNMA POOL # 708960	2	262,103.82	268,426.54	251,004.70	259,797.73	8,628.81		(9,399.46	)	—	—	5	3.704		MON	1045.85	12,607.11	3,262,009	3152024
36297G2R0	GNMA POOL # 711884	2	897,343.81	907,716.99	848,802.89	889,640.64	18,076.35		(32,839.66	)	—	—	5	3.016		MON	3536.68	37,253.69	9,292,009	4152024
36297JJ54	GNMA POOL # 713184	2	977,590.35	988,891.14	924,708.55	968,242.45	20,648.69		(13,079.25	)	—	—	5	3.207		MON	3852.95	36,262.98	9,292,009	4152024
36297KZF1	GNMA POOL # 714542	2	300,931.63	310,420.57	290,273.16	298,921.64	11,498.93		(2,445.54	)	—	—	5	3.858		MON	1209.47	11,694.78	6,112,009	6152024
38374D2N8	GNMA CMO_08-36 AN	2	1,121,082.42	1,111,426.09	1,072,806.14	1,107,858.63	3,567.46		(31,137.07	)	—	—	4.25	1.307		MON	3799.53	41,164.49	10,162,013	10162022
38374YGV9	GNMA AGENCY CMO 10-86	2	1,293,525.82	1,256,546.4	1,226,454.12	1,259,561.45	(3,015.05	)	(31,352.85	)	—	—	3.5	0.205		MON	3577.16	38,537.95	2,152,012	1202036
38375PXQ9	GNMA CMO 08-11 FB	2	966,302.59	973,374.8	962,793.70	966,204.27	7,170.53		(1,106.46	)	—	—	0.754	0.666		MON	221.67	6,288.42	12,032,012	2202038
38376CUM9	GNMA CMO_09-79 PA	2	115,802.91	109,024.26	108,982.96	109,403.1	(378.84	)	(63,616.10	)	—	—	4.5	(0.151	)	MON	408.69	73,580.02	8,022,011	9202032
38376JSV7	GNMA AGENCY CMO 09-103	2	148,749.75	141,883.68	141,540.05	142,030.33	(146.65	)	(11,255.25	)	—	—	4.5	0.14		MON	530.78	13,429.73	2,062,012	12202032
38376WSP1	GNMA AGENCY CMO 10-24	2	205,400.84	205,004.46	204,061.69	205,278.09	(273.63	)	(316.69	)	—	—	0.674	0.461		MON	41.99	1,154.3	12,052,012	12202038
38376YC58	GNMA AGENCY CMO 10-47	2	1,495,381.13	1,471,404.34	1,448,311.02	1,466,693.5	4,710.84		(23,838.64	)	—	—	3	1.12		MON	3620.78	41,055.51	3,212,012	11162030
38377JEA7	GNMA AGENCY CMO 10-109 CH	2	497,680.57	499,527.52	483,845.60	495,768.36	3,759.16		(4,891.50	)	—	—	3	1.384		MON	1209.61	12,234.06	9,262,013	12202037
47787BAD7	JDOT_12-A ABS 12-A	2	3,999,112.4	4,015,119.92	4,000,000.00	3,999,702.97	15,416.95		172.96		—	—	0.99	0.998		MON	1760	29,700	2,222,012	6152018
58768WAC3	MBART_13-1 ABS 13-1	2	2,604,904.14	2,608,714.36	2,605,000.00	2,604,940.54	3,773.82		23.10		—	—	0.78	0.782		MON	903.07	15,239.25	7,232,013	8152017
65475UAC6	NAROT_12-A ABS 12-A	2	996,557.49	997,797.19	996,690.86	996,661.47	1,135.72		89.86		—	—	0.73	0.736		MON	323.37	9,198.98	2,152,012	5162016
73328WAC5	PILOT_12-1 ABS 12-1 144A	2	572,661.3	572,722.36	572,756.71	572,734.21	(11.85	)	81.31		—	—	0.54	0.549		MON	85.91	5,108.99	10,102,012	12212015
784423AF2	SLCLT_04-1 ABS 04-1	2	983,750	990,629	1,000,000.00	988,016	2,613		2,480.03		—	—	0.394	0.714		FMAN	513.87	2,974.19	5,202,013	5152023
04057PJL3	ARIZONA SCH FACS BRD CTFS PART MUNITAX B		2,175,000	2,184,483	2,175,000.00	2,175,000	9,483		—		—	—	1.474	1.474		MS	2671.63	9,083.53	6,042,014	9012017
19648CAE1	COLORADO HOUSING & FINANCE AUT MUNITAX B		5,030,400	5,070,650	5,000,000.00	5,012,901.22	57,748.78		(5,848.36	)	—	—	1.6	1.438		MN	30222.22	60,000	6,212,012	5152016
3130A0C65	FHLB AGENCY BND		3,841,645	3,839,373.96	3,850,000.00	3,843,955.61	(4,581.65	)	2,322.79		—	—	0.625	0.696		JD	6216.16	23,255.22	12,032,013	12282016
3130A1CD8	FHLB AGENCY BND	1	2,019,500	2,014,299.92	2,000,000.00	2,013,558.29	741.63		(5,941.71	)	—	—	1.125	0.439		MS	187.5	9,812.5	4,232,014	9282016
3130A2JA5	FHLB AGENCY BND	1	5,000,000	5,002,080	5,000,000.00	5,000,000	2,080		—		—	—	0.784	0.785		MON	871.11	7,412.77	6,272,014	7232019
31331KHV5	FED FARM CR BKS AGENCY BND		1,348,758.5	1,350,847.03	1,350,000.00	1,349,657.9	1,189.13		164.32		—	—	0.224	0.274		MON	92.19	2,304.19	6,272,013	4202016
313370SZ2	FHLB UNSEC AGENCY BND		11,347,333	11,330,109.89	11,000,000.00	11,340,690.23	(10,580.34	)	(6,642.77	)	—	—	2.25	1.174		MS	15812.5	14,437.5	9,112,014	9082017



313382K85	FHLB AGENCY BND		2,997,150	3,001,349.94	3,000,000.00	2,998,604.02	2,745.92		707.32		—	—	0.45	0.482	MS	487.5	10,125	3,132,013	3182016
313383V81	FHLB AGENCY BND		1,499,940	1,502,505	1,500,000.00	1,499,973.3	2,531.7		21.99		—	—	0.375	0.377	FA	515.63	4,218.75	8,082,013	8282015
3133ECUQ5	FED FARM CR BKS AGENCY BND		1,499,805	1,500,840	1,500,000.00	1,499,898.55	941.45		58.18		—	—	0.163	0.207	MON	81.5	1,880.03	7,152,013	1192016
3134G3J76	FHLMC AGENCY BND		7,002,107	7,016,240	7,000,000.00	7,000,661.35	15,578.65		(531.08	)	—	—	0.45	0.44	MS	2362.5	23,625	9,142,012	9042015
3134G3W55	FHLMC UNSECURED AGENCY BND		249,972.5	250,467.48	250,000.00	249,989.27	478.21		6.97		—	—	0.45	0.454	MN	396.88	843.75	12,182,012	11242015
3134G42Q0	FHLMC UNSECURED AGENCY BND	1	247,725	249,365.01	250,000.00	248,462.38	902.63		549.46		—	—	0.6	0.901	AO	650	1,125	9,272,013	10252016
3134G54G7	FHLMC AGENCY BND	1	3,499,650	3,492,720	3,500,000.00	3,499,698.22	(6,978.22	)	48.22		—	—	1	1.003	AO	14680.56	14,680.56	4,282,014	4282017
3134G55K7	FHLMC AGENCY BND	1	5,000,000	4,993,349.85	5,000,000.00	5,000,000	(6,650.15	)	—		—	—	1.05	1.048	AO	20270.83	20,270.83	5,072,014	4282017
31359MZC0	FNMA AGENCY BND		5,904,904.9	5,527,105	5,300,000.00	5,425,117.38	101,987.62		(88,400.28	)	—	—	4.375	2.065	AO	106920.14	173,906.25	7,162,010	10152015
3135G0CM3	FNMA AGENCY BND		1,775,714.5	1,770,212.48	1,750,000.00	1,767,199.64	3,012.84		(6,372.83	)	—	—	1.25	0.752	MS	182.29	16,406.25	10,012,013	9282016
3135G0NR0	FNMA AGENCY BND	1	249,762.5	247,882.5	250,000.00	249,812.59	(1,930.09	)	50.09		—	—	1.1	1.126	FA	252.08	1,481.94	3,142,014	8282017
3135G0SB0	FNMA UNSECURED AGENCY BND		14,971,672.35	15,014,851.5	15,000,000.00	14,987,903.09	26,948.41		7,383.20		—	—	0.375	0.441	JD	15625	42,187.5	2,052,013	12212015
3135G0UM3	FNMA AGENCY BND	1	2,499,125	2,502,075.25	2,500,000.00	2,499,589.33	2,485.92		218.42		—	—	0.52	0.532	FA	1263.89	9,750	2,052,013	2262016
3135G0VA8	FNMA AGENCY BND		6,742,305	6,757,694.87	6,750,000.00	6,746,295.09	11,399.78		1,834.16		—	—	0.5	0.537	MS	93.75	25,312.5	2,142,013	3302016
3135G0WJ8	FNMA AGENCY BND		1,995,720	1,957,780	2,000,000.00	1,996,923.96	(39,143.96	)	619.93		—	—	0.875	0.918	MN	6319.45	13,125.01	4,112,013	5212018
3135G0WW9	FNMA AGENCY BND	1	2,999,980.3	2,997,450.03	3,000,000.00	2,999,983.94	(2,533.91	)	7.81		—	—	0.52	0.52	MN	5676.67	11,700	6,022,014	5202016
3135G0XP3	FNMA UNSEC AGENCY BND		1,743,962.5	1,744,767.43	1,750,000.00	1,746,595.61	(1,828.18	)	1,441.61		—	—	0.375	0.486	JJ	1567.71	4,921.87	5,152,013	7052016
3135G0YG2	FNMA UNSECURED AGENCY BND		349,790	349,999.53	350,000.00	349,872.15	127.38		52.54		—	—	0.165	0.216	MON	9.6	437.79	7,302,013	7252016
3135G0ZB2	FNMA AGENCY BND		6,726,442.5	6,715,980.14	6,750,000.00	6,730,623.33	(14,643.19	)	4,180.83		—	—	0.75	0.864	AO	22640.62	28,265.62	3,062,014	4202017
3137EACH0	FHLMC AGENCY BND		8,563,258.24	8,079,120	8,000,000.00	8,061,972.85	17,147.15		(130,142.01	)	—	—	2.875	0.691	FA	33222.22	172,500	11,022,011	2092015
3137EACY3	FHLMC AGENCY BND		5,000,300	5,005,250	5,000,000.00	5,000,015.23	5,234.77		(76.08	)	—	—	0.75	0.748	MN	13125	28,125	11,282,011	11252014
3137EADH9	FHLMC AGENCY BND		4,502,205	4,498,020.05	4,500,000.00	4,502,138.61	(4,118.56	)	(66.39	)	—	—	1	0.982	JD	11500	4,000	8,282,014	6292017
3137EADP1	FHLMC UNSECURED AGENCY BND		14,877,000	14,740,499.55	15,000,000.00	14,916,242.24	(175,742.69	)	17,799.40		—	—	0.875	1.041	MS	8750	98,437.5	2,012,013	3072018
3137EADQ9	FHLMC AGENCY BND		2,949,823	2,951,710.97	2,950,000.00	2,949,908.66	1,802.31		72.70		—	—	0.5	0.502	MN	5654.17	19,136.81	3,062,013	5132016
452227FG1	ILLINOIS ST SALES TAX REV MUNITAX BND RE		4,100,000	4,143,337	4,100,000.00	4,100,000	43,337		—		—	—	1.56	1.56	JD	18832.67	47,970	5,102,012	6152017
59261EAE9	METROPOLITAN TRANS AUTH N Y MUNITAX BND		16,629,940	16,620,698.3	16,645,000.00	16,629,981.16	(9,282.86	)	41.16		—	—	1.848	1.868	JJ	40158.85	41,236.85	9,232,014	7012019
646136K83	NEW JERSEY ST TRANSN TR FD AUT MUNITAX B		5,050,000	4,941,677.66	5,050,000.00	5,050,000	(108,322.34	)	—		—	—	1.758	1.758	JD	26140.48	66,584.25	4,172,013	12152018



70922PAE2	PA TURNPIKE-E MUNITAX BND REV		4,500,000	4,520,205	4,500,000.00	4,500,000	20,205		—		—	—	1.699	1.699	JD	2973.25	2,973.25	9,112,014	12012018
745190WA2	PUERTO RICO COMWLTH HWY & TRAN MUNI BND	1	53,825.5	51,812	50,000.00	51,758.8	53.2		(1,755.29	)	—	—	5	0.3	JJ	625	625	11,072,013	7012045
74529JNP6	PUERTO RICO SALES TAX FING COR MUNI BND	1	985,000	950,110	1,000,000.00	986,047.21	(35,937.21	)	1,047.21		—	—	5	5.219	FA	8333.33	35,833.33	1,082,014	8012022
854403AC6	LELAND STANFORD JR UNIV CALIF MUNI BND R		4,157,579	4,129,607.85	3,700,000.00	4,157,579	(27,971.15	)	—		—	—	4.75	1.915	MN	74205.56	—	9,302,014	5012019
880591EQ1	TN VLY AUTHORITY SENIOR AGENCY BND		2,552,790.6	2,568,437.17	2,565,000.00	2,555,156.12	13,281.05		3,415.17		—	—	1.75	1.849	AO	20698.12	65,545.86	9,242,013	10152018
880591ER9	TN VLY AUTHORITY AGENCY BND		4,947,000	4,971,300.15	5,000,000.00	4,947,024.98	24,275.17		24.98		—	—	2.875	2.999	MS	798.61	798.61	9,242,014	9152024
882117V27	TEXAS A & M UNIVERSITY MUNITAX BND REV		1,000,000	1,011,470	1,000,000.00	1,000,000	11,470		—		—	—	1.239	1.239	JJ	3097.5	9,292.5	6,262,012	7012016
91412GUW3	UNIVERSITY CALIFORNIA MUNITAX BND REV		2,600,000	2,634,242	2,600,000.00	2,600,000	34,242		—		—	—	2.364	2.364	MN	29195.4	29,195.4	4,042,014	5152019
914455KX7	UNIVERSITY MICH UNIV REVS MUNITAX BND RE		3,500,000	3,525,900	3,500,000.00	3,500,000	25,900		—		—	—	1.754	1.754	AO	30695	46,042.5	10,282,010	4012015
914713G63	UNIVERSITY N C CHAPEL HILL MUNITAX BND R		1,000,000	1,013,010	1,000,000.00	1,000,000	13,010		—		—	—	1.225	1.225	JD	4083.33	9,187.5	6,282,012	12012016
914713J94	UNIVERSITY N C CHAPEL HILL MUNITAX BND R		1,000,000	1,000,400	1,000,000.00	1,000,000	400		—		—	—	0.759	0.759	JD	0	—	9,252,014	12012016
914713K27	UNIVERSITY N C CHAPEL HILL MUNITAX BND R		500,000	501,730	500,000.00	500,000	1,730		—		—	—	1.317	1.317	JD	0	—	9,252,014	12012017
78446VAA7	SLMA_12-A ABS 12-A 144A	2	3,589,162.99	3,630,751.45	3,586,813.06	3,588,840.48	41,910.97		(608.46	)	—	—	1.554	1.517	MON	2476.66	46,851.9	5,132,014	8152025
01F0304A3	FNMA TBA MBS	2	5,146,093.75	5,149,218.75	5,000,000.00	5,146,093.75	3,125		—		—	—	3	2.475	MON	7916.67	—	9,172,014	10012026
01F0306A1	FNMA TBA MBS	2	4,892,187.5	4,929,687.5	5,000,000.00	4,892,187.5	37,500		—		—	—	3	3.185	MON	5416.67	—	9,172,014	10012042
01F0326A7	FNMA TBA MBS	2	10,212,500	10,223,437.5	10,000,000.00	10,212,500	10,937.5		—		—	—	3.5	3.005	MON	12638.89	—	9,092,014	10012040
01F0406A0	FNMA TBA MBS	2	4,642,000	4,637,875	4,400,000.00	4,642,000	(4,125	)	—		—	—	4	3.497	MON	6355.56	—	9,082,014	10012039
01F0426A6	FNMA TBA MBS	2	5,371,875	5,395,312.5	5,000,000.00	5,371,875	23,437.5		—		—	—	4.5	1.307	MON	8125	—	9,172,014	10012037
30250GAA6	SSGN_10-S1 CMO_10-S1-1A 144A	2	378,770.24	378,926.3	378,770.24	378,770.24	156.06		(0.01	)	—	—	0.703	0.704	MON	14.78	2,398.02	3,052,010	2252048
3128JLHB8	FHLMC POOL # 1B1225	2	42,537.22	45,721.01	43,198.13	42,570.42	3,150.59		67.63		—	—	2.313	2.728	MON	83.26	825.66	4,022,007	9012033
3128JMW45	FHLMC POOL # 1B2566	2	61,286.78	66,235.59	61,768.57	61,309.59	4,926		41.88		—	—	2.525	2.652	MON	129.97	1,242.26	4,022,007	11012034
3128JMXM4	FHLMC POOL # 1B2583	2	1,265,317.83	1,372,318.76	1,279,365.27	1,266,277.49	106,041.27		572.78		—	—	2.521	2.71	MON	2687.73	24,645.48	9,172,008	10012034
3128JMY68	FHLMC POOL # 1B2632	2	74,767.32	81,841.38	75,355.10	74,793.47	7,047.91		23.70		—	—	2.521	2.654	MON	158.31	1,463.07	4,032,007	11012034
3128JMZG5	FHLMC POOL # 1B2642	2	111,583.22	120,621.86	112,460.43	111,627.19	8,994.67		77.32		—	—	2.511	2.633	MON	235.32	2,255.21	4,022,007	11012034
3128JNAL9	FHLMC POOL # 1B2810	2	138,622.28	148,993.2	140,064.93	138,692.86	10,300.34		130.69		—	—	2.526	2.727	MON	294.84	2,824.51	4,022,007	2012035
3128JR6Z4	FHLMC POOL # 848088	2	5,815,557.51	5,887,601.98	5,534,508.27	5,802,077	85,524.98		(37,845.71	)	—	—	2.37	1.053	MON	10930.65	105,592.45	3,082,011	4012035
3128JRJS6	FHLMC POOL # 847473	2	1,380,274.06	1,481,361.49	1,385,904.31	1,380,375.28	100,986.21		702.68		—	—	2.353	2.395	MON	2717.53	26,180.09	9,262,007	12012035



3128JRKQ8	FHLMC POOL # 847503	2	662,367.72	720,088.08	678,210.30	663,173.62	56,914.46		1,789.29		—	—	2.296	2.945	MON	1297.64	12,868.38	5,312,006	12012035
3128JRP26	FHLMC POOL # 847641	2	394,879.95	419,450.83	398,064.45	395,081.65	24,369.18		442.29		—	—	2.365	2.49	MON	784.52	7,622.44	2,222,012	12012033
3128JRPZ3	FHLMC POOL # 847640	2	264,931.79	286,448.29	266,383.58	264,977.98	21,470.31		148.35		—	—	2.376	2.454	MON	527.44	5,150.93	11,132,006	5012036
3128KW5Q2	FHLMC POOL # A66255	2	535,163.5	600,945.81	529,087.27	534,720.58	66,225.23		(1,222.75	)	—	—	6	5.745	MON	2645.44	24,852.82	11,022,007	9012037
3128KWBZ5	FHLMC POOL # A65456	2	11,272.26	12,564.13	10,848.49	11,247.91	1,316.22		(113.17	)	—	—	6	5.071	MON	54.24	570.46	2,042,009	9012037
3128KWFX6	FHLMC POOL # A65582	2	25,458.89	28,376.64	24,501.79	25,404.42	2,972.22		(215.01	)	—	—	6	5.069	MON	122.51	1,159.25	2,042,009	9012037
3128KWFY4	FHLMC POOL # A65583	2	25,698.39	28,643.61	24,732.30	25,642.34	3,001.27		(207.84	)	—	—	6	5.093	MON	123.66	1,279.8	2,042,009	9012037
3128KWNV1	FHLMC POOL # A65804	2	350,904.44	400,607.36	346,920.27	350,635.16	49,972.2		(5,395.50	)	—	—	6	5.718	MON	1734.6	22,138.62	11,022,007	9012037
3128KWNX7	FHLMC POOL # A65806	2	973,875.08	1,111,817.04	962,817.73	973,126.47	138,690.57		(2,232.54	)	—	—	6	5.722	MON	4814.09	49,818.82	11,022,007	9012037
3128KWT29	FHLMC POOL # A65969	2	17,327.32	19,313.14	16,675.92	17,290.75	2,022.39		(237.80	)	—	—	6	5.054	MON	83.38	836.17	2,042,009	9012037
3128KWTK9	FHLMC POOL # A65954	2	31,148.6	34,718.4	29,977.58	31,076.88	3,641.52		(229.10	)	—	—	6	5.149	MON	149.89	1,439.64	2,042,009	9012037
3128KWTP8	FHLMC POOL # A65958	2	23,094.46	25,741.26	22,226.27	23,045.15	2,696.11		(204.65	)	—	—	6	5.071	MON	111.13	1,028.32	2,042,009	9012037
3128KWTZ6	FHLMC POOL # A65968	2	22,956.06	25,586.95	22,093.03	22,907.62	2,679.33		(155.16	)	—	—	6	5.049	MON	110.47	1,052.26	2,042,009	9012037
3128KYXE4	FHLMC POOL # A67877	2	23,700.88	26,417.16	22,809.88	23,645.71	2,771.45		(42.55	)	—	—	6	5.116	MON	114.05	1,038.39	2,042,009	4012037
3128M4HY2	FHLMC POOL # G02647	2	491,602.47	553,860.38	498,377.28	491,885.08	61,975.3		2,343.17		—	—	5.5	5.957	MON	2284.23	23,349.89	4,092,007	2012037
3128M4ZG1	FHLMC POOL # G03143	2	3,033.07	3,380.65	2,919.02	3,026.3	354.35		(24.07	)	—	—	6	5.092	MON	14.6	143.17	2,042,009	7012037
3128M5HK9	FHLMC POOL # G03534	2	4,725,475.32	5,274,017.52	4,598,303.42	4,717,713.68	556,303.84		(33,366.40	)	—	—	6.5	5.809	MON	24907.48	250,682.08	11,062,007	10012037
3128M6UB2	FHLMC POOL # G04778	2	75,084.95	83,703.24	72,262.20	74,921.72	8,781.52		(455.72	)	—	—	6	5.148	MON	361.31	3,466.36	2,042,009	7012038
3128M7AZ9	FHLMC POOL # G05124	2	189,405.12	211,145.18	182,284.63	189,002.65	22,142.53		(1,448.69	)	—	—	6	5.163	MON	911.42	8,838.97	2,042,009	12012038
3128M92M3	FHLMC POOL # G07680	2	4,410,852.49	4,408,283.05	4,172,868.58	4,409,283.38	(1,000.33	)	(2,892.02	)	—	—	4	3.122	MON	13909.56	21,369.23	8,122,014	4012044
3128MBBR7	FHLMC POOL # G12548	2	529,043.3	562,742.88	527,888.56	528,430.61	34,312.27		(312.25	)	—	—	5.5	5.409	MON	2419.49	24,096.67	3,302,007	1012022
3128MBU70	FHLMC POOL # G13106	2	666,353.89	658,957.49	621,308.98	660,518.52	(1,561.03	)	(17,575.73	)	—	—	5	2.168	MON	2588.79	26,540.64	7,172,013	10012020
3128MCRQ0	FHLMC POOL # G13895	2	1,903,658.85	1,866,160.57	1,768,275.27	1,865,452.14	708.43		(53,200.78	)	—	—	5	2.146	MON	7367.81	77,682.68	11,102,011	11012019
3128MD5G4	FHLMC POOL # G15147	2	3,080,080.42	3,065,701.33	2,970,765.54	3,078,962.48	(13,261.15	)	(1,723.77	)	—	—	3	2.25	MON	7426.91	10,663.07	8,132,014	8012029
3128MDCL5	FHLMC POOL # G14375	2	186,575.38	186,468.83	175,316.76	186,107.07	361.76		(2,640.27	)	—	—	4	2.117	MON	584.39	5,745.62	12,132,013	7012026
3128MDM91	FHLMC POOL # G14684	2	1,925,357.81	1,884,265.36	1,830,813.46	1,913,205.02	(28,939.66	)	(18,607.95	)	—	—	3	1.567	MON	4577.03	44,255.55	2,132,013	2012023
3128MDNM1	FHLMC POOL # G14696	2	895,134.47	881,330.89	806,200.46	886,210.5	(4,879.61	)	(28,866.91	)	—	—	6	2.856	MON	4031	40,555.81	3,012,013	3012024



3128MDVW0	FHLMC POOL # G14929	2	780,967.99	776,058.4	728,201.82	779,109.62	(3,051.22	)	(10,766.98	)	—	—	4	2.243	MON	2427.34	23,772.77	11,192,013	10012028
3128MJU81	FHLMC POOL # G08606	2	5,236,718.75	5,269,082.25	5,000,000.00	5,236,718.75	32,363.5		—		—	—	4	3.083	MON	7222.22	—	9,182,014	9012044
3128MJUW8	FHLMC POOL # G08596	2	4,729,878.09	4,708,741.68	4,362,475.83	4,727,343.34	(18,601.66	)	(3,891.57	)	—	—	4.5	2.539	MON	16359.28	22,379.83	8,152,014	7012044
3128MTB72	FHLMC POOL # H00962	2	66,253.85	73,273.43	64,979.65	66,193.72	7,079.71		(1,532.27	)	—	—	6.5	5.644	MON	351.97	5,148.61	10,312,007	7012037
3128MTEE4	FHLMC POOL # H01033	2	1,124,488.97	1,243,628.13	1,102,862.53	1,122,990.86	120,637.27		(24,343.67	)	—	—	6.5	6.057	MON	5973.84	83,751.52	10,312,007	7012037
3128MTF29	FHLMC POOL # H01085	2	106,550.92	117,839.94	104,501.70	106,381.04	11,458.9		(106.99	)	—	—	6.5	6.139	MON	566.05	5,143.79	10,312,007	7012037
3128NCB37	FHLMC POOL # 1G0058	2	158,572.72	170,363.23	158,945.25	158,564.61	11,798.62		47.76		—	—	2.458	2.456	MON	325.57	3,087.17	9,172,008	1012035
3128NCD68	FHLMC POOL # 1G0125	2	1,314,854.53	1,422,186.42	1,342,973.02	1,316,975.93	105,210.49		2,693.18		—	—	2.35	2.785	MON	2629.99	25,543.64	12,132,005	3012035
3128NCMS0	FHLMC POOL # 1G0369	2	237,964.36	253,016.74	236,780.46	237,833.81	15,182.93		20.81		—	—	2.355	2.191	MON	464.68	4,235.68	8,272,008	10012035
3128PV4J6	FHLMC POOL # J16225	2	1,953,270.63	1,976,144.16	1,848,976.77	1,939,419.4	36,724.76		(18,012.27	)	—	—	4	2.684	MON	6163.26	58,412.71	8,022,011	8012026
3128PVWH9	FHLMC POOL # J16048	2	6,170,370.23	6,242,627.64	5,840,906.62	6,124,654.16	117,973.48		(50,862.53	)	—	—	4	2.728	MON	19469.7	183,959.52	8,022,011	7012026
3128QJ3B0	FHLMC POOL # 1G1694	2	1,173,619.91	1,265,168.14	1,191,256.10	1,174,557.19	90,610.95		911.21		—	—	2.159	2.453	MON	2143.27	20,974.89	8,102,007	4012037
3128QJLG9	FHLMC POOL # 1G1227	2	189,108.62	198,998.98	185,400.64	188,737.44	10,261.54		(74.13	)	—	—	2.499	2.091	MON	386.1	3,564.39	1,042,008	10012036
3128QJRN8	FHLMC POOL # 1G1393	2	1,039,001.26	1,063,170.82	997,276.68	1,036,665.68	26,505.14		(6,352.77	)	—	—	2.539	1.71	MON	2110.07	19,706.35	3,092,012	12012036
312929CM2	FHLMC POOL # A82776	2	8,103.8	9,033.94	7,799.13	8,086.28	947.66		(63.15	)	—	—	6	5.181	MON	39	355.86	2,042,009	1012039
31292KJH1	FHLMC POOL # C02964	2	1,672.14	1,863.78	1,609.28	1,668.47	195.31		(8.84	)	—	—	6	5.075	MON	8.05	76.63	2,042,009	7012037
31292SA91	FHLMC POOL # C09032	2	1,179,004.4	1,183,278.33	1,158,282.01	1,178,875.41	4,402.92		(128.99	)	—	—	3.5	3.175	MON	3378.32	1,576.55	9,122,014	2012043
312930LH1	FHLMC POOL # A83928	2	17,312.04	19,299.11	16,661.20	17,275.98	2,023.13		(63.33	)	—	—	6	5.157	MON	83.31	793.11	2,042,009	1012039
312930LQ1	FHLMC POOL # A83935	2	37,447.23	41,745.45	36,039.44	37,363.73	4,381.72		(301.80	)	—	—	6	5.221	MON	180.2	1,745.52	2,042,009	1012039
312930RC6	FHLMC POOL # A84083	2	21,997	24,524.79	21,170.05	21,939.94	2,584.85		(79.35	)	—	—	6	5.324	MON	105.85	959.77	2,042,009	1012039
312930RV4	FHLMC POOL # A84100	2	10,696.49	11,924.26	10,294.38	10,672.45	1,251.81		(63.97	)	—	—	6	5.216	MON	51.47	472.66	2,042,009	1012039
312930TB6	FHLMC POOL # A84146	2	11,046.52	12,315.95	10,631.25	11,023.4	1,292.55		(68.18	)	—	—	6	5.158	MON	53.16	482.02	2,042,009	1012039
31295NXK9	FHLMC POOL # 789682	2	28,421.44	30,279.85	28,585.58	28,429.71	1,850.14		5.42		—	—	2.352	2.435	MON	56.03	511.59	8,102,006	9012032
31300L3D5	FHLMC POOL # 848896	2	1,893,945.47	1,889,896.07	1,800,542.34	1,892,651.38	(2,755.31	)	(18,498.48	)	—	—	2.945	1.428	MON	4418.83	43,879.12	4,222,013	5012042
31306YAL5	FHLMC POOL # J20911	2	1,656,403.28	1,642,195.5	1,574,598.01	1,645,656.75	(3,461.25	)	(22,466.12	)	—	—	3	1.485	MON	3936.5	39,046.18	2,132,013	10012022
3132GLQP2	FHLMC POOL # Q05262	2	3,550,205.14	3,504,537.16	3,430,667.81	3,545,268.77	(40,731.61	)	(9,886.34	)	—	—	3.5	2.959	MON	10006.11	93,160.59	2,032,012	12012041
3132GMDN9	FHLMC POOL # Q05809	2	5,035,011.32	5,011,456.69	4,757,022.80	5,032,535.84	(21,079.15	)	(10,896.63	)	—	—	4	2.998	MON	15856.75	41,258.41	6,272,014	1012042



3133TJP56	FHLMC CMO AGENCY CMO_2130 QS	2	870,826.69	941,833.77	858,750.52	868,189.56	73,644.21		(3,551.44	)	—	—	6	5.665	MON	4293.75	42,798.23	2,062,007	3152029
31342A6F1	FHLMC POOL # 780870	2	247,315.12	268,232.81	251,157.82	247,505.02	20,727.79		639.20		—	—	2.361	2.769	MON	494.15	4,795.52	2,222,012	9012033
31342AZE2	FHLMC POOL # 780741	2	365,967.66	375,985.19	354,716.50	365,331.96	10,653.23		(1,962.83	)	—	—	2.375	1.318	MON	702.04	6,626.95	11,162,009	7012033
31349SJK0	FHLMC POOL # 781166	2	559,736.06	609,445.95	569,004.61	560,401.44	49,044.51		826.08		—	—	2.355	2.706	MON	1116.67	10,416.99	1,092,006	1012034
31349UCW6	FHLMC POOL # 782785	2	120,088.5	128,064.47	121,032.58	120,140.53	7,923.94		124.45		—	—	2.232	2.358	MON	225.12	2,183.87	4,022,007	10012034
31349UEJ3	FHLMC POOL # 782837	2	208,794.28	225,805.17	210,435.69	208,869.65	16,935.52		211.19		—	—	2.375	2.512	MON	416.49	3,994.43	4,022,007	11012034
31349UJL3	FHLMC POOL # 782967	2	72,189.73	78,647.48	73,277.44	72,253.32	6,394.16		93.95		—	—	2.375	2.697	MON	145.03	1,361.02	9,302,008	1012035
31349ULB2	FHLMC POOL # 783022	2	216,434.95	232,346.14	218,367.52	216,525.65	15,820.49		263.96		—	—	2.375	2.542	MON	432.19	4,205.38	4,022,007	2012035
3136A7QW5	FNMA_12-86 AGENCY CMO 12-86	2	436,068.97	433,867.68	430,951.43	432,669.14	1,198.54		(2,468.57	)	—	—	2	1.165	MON	718.25	9,986.31	9,062,012	3252041
3136AFA95	FNMA_13-81 AGENCY CMO 13-81 UF	2	1,800,703.16	1,797,605.78	1,802,111.06	1,800,836.06	(3,230.28	)	195.07		—	—	0.405	0.417	MON	121.5	5,710.56	8,132,013	2252043
31371NAC9	FNMA POOL # 256603	2	350,990.23	383,267.91	350,661.47	350,582.52	32,685.39		(141.62	)	—	—	5.5	5.409	MON	1607.2	16,070.79	7,172,008	2012022
31371NE35	FNMA POOL # 256754	2	140,666.82	145,044.16	132,704.56	138,770.42	6,273.74		(2,007.59	)	—	—	5.5	3.493	MON	608.23	5,924.78	9,292,009	6012022
3137A2H95	FREDDIE MAC FHLMC_3766 CMO_37-66 FA	2	27,670.36	27,660.65	27,644.45	27,658.36	2.29		(37.45	)	—	—	0.504	0.421	MON	6.19	173.01	6,182,013	6152028
3137A47K7	FHLMC SENIOR CMO_3778 M	2	239,490.11	238,961.7	220,410.82	238,445.34	516.36		(3,339.19	)	—	—	4.5	2.261	MON	826.54	7,449.21	1,132,014	8152039
3137A63Z3	FHLMC_3792 AGENCY CMO 3792	2	2,061,703.73	2,052,745.35	2,047,626.28	2,059,457.02	(6,711.67	)	(4,699.54	)	—	—	0.554	0.375	MON	503.81	12,551.57	11,092,012	11152040
3137ACNE5	FHLMC_3879 CMO_3879 MF	2	334,778.69	333,892.89	333,476.04	334,675.8	(782.91	)	(335.14	)	—	—	0.504	0.367	MON	74.64	1,382.05	11,052,013	9152038
3137B8MW4	FHLMC_4322 SENIOR AGENCY CMO_4322-DN	2	5,284,747.62	5,209,799.78	4,925,350.92	5,276,729.14	(66,929.36	)	(11,910.51	)	—	—	4	2.218	MON	16417.83	19,736.97	8,202,014	5152043
3137BDKF2	FHR AGENCY CMO_4384 LA	2	4,739,062.5	4,725,211.5	4,500,000.00	4,738,763.22	(13,551.72	)	(299.28	)	—	—	3.5	1.05	MON	13125	437.5	8,272,014	9152040
31385W2S7	FNMA POOL # 555285	2	1,655,478.17	1,717,776.46	1,502,419.24	1,645,351.04	72,425.42		(36,840.03	)	—	—	6	3.549	MON	7512.1	73,990.4	1,052,011	3012033
31385XAZ0	FNMA POOL # 555424	2	1,851,153.8	1,910,691.27	1,700,622.16	1,843,166.67	67,524.6		(35,211.62	)	—	—	5.5	3.381	MON	7794.52	76,418.75	1,252,012	5012033
31385XEW3	FNMA POOL # 555549	2	84,803.41	90,341.81	85,498.09	85,002.71	5,339.1		238.82		—	—	5	5.22	MON	356.24	3,749.19	12,142,007	6012018
31385XK48	FNMA POOL # 555715	2	66,177.86	70,250.35	66,768.74	66,222.11	4,028.24		91.29		—	—	2.347	2.534	MON	130.59	1,295.38	4,022,007	7012033
3138A7Q76	FNMA POOL # AH5877	2	695,637.7	692,220.33	648,991.44	693,566.6	(1,346.27	)	(7,801.56	)	—	—	4	2.008	MON	2163.31	20,728.4	12,172,013	2012026
3138A9YZ1	FNMA POOL # AH7927	2	1,864,949.57	1,898,559.59	1,801,611.63	1,857,032.24	41,527.35		(11,807.33	)	—	—	3.5	2.571	MON	5254.7	49,997.03	8,032,011	8012026
3138AP6W3	FNMA POOL # AI9884	2	4,751,158.57	4,760,300.01	4,379,578.68	4,748,867.57	11,432.44		(3,109.16	)	—	—	4.5	2.808	MON	16423.43	22,458.61	8,152,014	9012041
3138ATD31	FNMA POOL# AJ1921	2	477,636.45	483,428.14	447,598.41	476,657.51	6,770.63		(3,248.49	)	—	—	4.5	3.215	MON	1678.49	15,675.41	9,202,011	9012041
3138EBG33	FNMA POOL#AK6517	2	1,330,900.43	1,314,245.79	1,273,208.19	1,324,263.07	(10,017.28	)	(8,643.76	)	—	—	3	2.042	MON	3183.02	30,118.03	4,242,012	3012027



3138EGHT4	FNMA POOL # AL0241	2	4,255,535.38	4,207,366.19	3,987,909.29	4,247,117.33	(39,751.14	)	(24,040.73	)	—	—	4	2.972	MON	13293.03	124,275.16	2,272,013	4012041
3138EJPG7	FNMA POOL # AL2222	2	802,307.83	780,512.4	757,117.38	797,777.43	(17,265.03	)	(6,147.01	)	—	—	3	1.75	MON	1892.79	17,898.72	8,072,012	8012027
3138EJRA8	FNMA POOL # AL2280	2	3,547,470.2	3,567,565.4	3,287,786.45	3,545,699.51	21,865.89		(1,770.69	)	—	—	4.5	2.801	MON	12329.2	5,342.65	9,152,014	9012042
3138EKVP7	FNMA POOL # AL3321	2	5,005,701.55	4,979,593.28	4,865,809.52	5,004,525.21	(24,931.93	)	(3,659.75	)	—	—	3.5	3.071	MON	14191.95	36,723.64	6,272,014	2012043
3138ELZ63	FNMA POOL # AL4364	2	4,586,442.76	4,502,479.17	4,336,421.00	4,584,286.34	(81,807.17	)	(26,690.79	)	—	—	3.66	2.217	MON	13226.08	100,741.9	2,102,014	9012042
3138EMCW9	FNMA POOL # AL4584	2	426,252.14	422,243.55	396,975.23	425,271.83	(3,028.28	)	(8,483.71	)	—	—	4.5	2.273	MON	1488.66	14,924.44	12,122,013	1012027
3138LURE7	FNMA POOL # AO4084	2	1,421,258.64	1,409,325.22	1,338,048.74	1,414,699.37	(5,374.15	)	(14,764.85	)	—	—	3.5	2.135	MON	3902.64	37,071.75	1,242,013	5012027
3138LYPM3	FNMA POOL # AO7627	2	1,231,256.61	1,223,055.79	1,186,396.01	1,230,832.53	(7,776.74	)	(424.08	)	—	—	3	2.071	MON	2965.99	1,483	8,152,014	6012027
3138M5GL7	FNMA POOL # AP2002	2	647,124.23	644,312.84	606,560.51	642,518.9	1,793.94		(8,909.95	)	—	—	3.5	1.342	MON	1769.13	17,083.82	5,132,013	8012022
3138M8HY2	FNMA POOL # AP4746	2	2,113,701.57	2,073,016.61	2,008,286.24	2,110,599.84	(37,583.23	)	(17,226.48	)	—	—	3	1.837	MON	5020.72	47,933.66	6,022,014	8012027
3138M8YB3	FNMA POOL # AP5205	2	5,498,852.96	5,343,275.41	5,301,696.12	5,479,585.6	(136,310.19	)	(23,540.98	)	—	—	2.5	1.724	MON	11045.2	103,387.82	9,062,012	9012027
3138MBWZ5	FNMA POOL # AP7863	2	753,213.18	749,940.86	705,999.45	747,904.55	2,036.31		(9,164.23	)	—	—	3.5	1.36	MON	2059.17	19,830.38	5,132,013	9012022
3138MRLL3	FNMA POOL # AQ9330	2	2,661,030.68	2,580,552.15	2,521,743.72	2,658,022.57	(77,470.42	)	(11,813.54	)	—	—	3.5	2.653	MON	7355.09	68,972.22	2,252,013	1012043
3138W4AB7	FNMA POOL # AR6301	2	22,011.61	21,405.71	20,762.61	21,929.9	(524.19	)	(220.04	)	—	—	3	1.703	MON	51.91	502.95	4,292,013	3012028
3138W9LM0	FNMA POOL # AS0331	2	2,258,969.65	2,259,332.55	2,289,012.94	2,259,115.23	217.32		145.58		—	—	3	3.175	MON	5722.53	3,815.02	9,092,014	8012043
3138W9VQ0	FNMA POOL # AS0622	2	2,029,721	2,012,944.11	1,949,311.87	2,026,163.68	(13,219.57	)	(8,594.13	)	—	—	3	2.146	MON	4873.28	45,470.61	10,232,013	10012028
3138WAJB4	FNMA POOL # AS1157	2	5,638,584.95	5,619,195.59	5,450,376.60	5,630,071.38	(10,875.79	)	(24,185.79	)	—	—	3	2.139	MON	13625.95	128,144.28	11,262,013	11012028
3138WAWT0	FNMA POOL # AS1557	2	5,129,498.49	5,106,647.9	4,832,026.85	5,127,074.53	(20,426.63	)	(6,169.21	)	—	—	4	3.034	MON	16106.76	41,566.34	6,272,014	1012044
3138WCAD5	FNMA POOL # AS2703	2	5,223,689.9	5,201,185.25	4,921,480.25	5,221,234.23	(20,048.98	)	(5,502.96	)	—	—	4	3.027	MON	16404.94	42,282.34	6,272,014	6012044
3138WCAV5	FNMA POOL # AS2719	2	7,480,103.37	7,429,830.82	7,030,275.58	7,477,787.53	(47,956.71	)	(3,017.25	)	—	—	4	2.941	MON	23434.25	32,040.21	8,152,014	6012044
3138WCFK4	FNMA POOL # AS2869	2	1,012,192.73	1,011,972.83	979,887.08	1,011,944.9	27.93		(247.83	)	—	—	3	2.326	MON	2449.72	1,224.86	9,122,014	7012029
3138WCPT4	FNMA POOL # AS3133	2	4,082,931.74	4,070,973.11	3,967,622.71	4,082,320.04	(11,346.93	)	(1,091.74	)	—	—	3.5	3.101	MON	11572.23	16,607.74	8,132,014	8012044
3138WPLC6	FNMA POOL # AT2122	2	27,696.94	26,934.52	26,125.32	27,591.49	(656.97	)	(348.97	)	—	—	3	1.74	MON	65.31	637.77	4,292,013	3012028
3138X3EP3	FNMA POOL # AU3741	2	5,044,663.28	5,028,654.74	4,901,449.07	5,043,528.34	(14,873.6	)	(3,153.84	)	—	—	3.5	3.111	MON	14295.9	36,903.14	6,272,014	8012043
3138X9U23	FNMA POOL # AU9600	2	1,806,929.3	1,793,005.11	1,734,305.26	1,803,780.71	(10,775.6	)	(6,669.69	)	—	—	3	2.113	MON	4335.76	40,202.82	10,232,013	10012028
3138XSFZ5	FNMA POOL # AW2883	2	5,189,338.27	5,198,419.36	4,910,077.60	5,186,647.06	11,772.3		(6,921.36	)	—	—	4	3.137	MON	16366.93	59,697.75	6,052,014	4012044
3138XYQJ6	FNMA POOL # AW8556	2	5,143,156.77	5,135,004.94	4,986,548.00	5,142,342.87	(7,337.93	)	(1,236.38	)	—	—	3.5	3.08	MON	14544.1	20,863.54	8,132,014	8012044



31394BPP3	FNMA AGENCY CMO_04-88 HA	2	5,418.53	5,402.21	5,240.04	5,260.94	141.27		(64.57	)	—	—	6.5	5.194	MON	28.38	357.21	1,142,008	7252034
31394DA42	FNMA CMO_05-48 AR	2	80,822.06	86,645.75	80,245.30	80,450.9	6,194.85		(137.09	)	—	—	5.5	5.252	MON	367.79	3,767.67	12,202,007	2252035
31394EZX9	FNMA CMO_05-65 WL	2	1,090,369.01	1,069,263.72	1,047,487.50	1,064,939.8	4,323.92		(21,983.86	)	—	—	5.5	2.109	MON	4800.98	58,800.98	11,162,012	7252034
31395EC47	FHLMC CMO_2839 TS	2	938,100.41	924,911.32	873,159.18	922,842.75	2,068.57		(27,119.12	)	—	—	5	1.498	MON	3638.16	37,853.8	3,072,013	8152019
31396CLF5	FHLMC AGENCY CMO_3054 DW	2	7,661.79	7,747.68	7,690.63	7,672.63	75.05		35.38		—	—	5.5	5.65	MON	35.25	557.6	6,172,008	5152034
31396UWM8	FHLMC AGENCY CMO 3184 FA	2	47,502.24	47,557.53	47,554.25	47,550.75	6.78		66.58		—	—	0.304	0.365	MON	6.42	472.51	4,232,010	2152033
31397JAB0	FHLMC_3346A AGNECY CMO_3335-AF	2	213,113.93	213,500.67	213,097.28	213,107.99	392.68		(6.10	)	—	—	0.304	0.3	MON	28.75	573.44	7,222,011	10152020
31397MTX5	FNMA CMO_08-81 KA	2	245,568.45	247,987.14	246,415.50	245,590.42	2,396.72		1,577.06		—	—	5	5.057	MON	1026.73	16,814.28	7,292,008	10252022
31397NLS2	FNMA AGENCY CMO_09-11 LC	2	942,750.33	938,785.08	885,731.37	940,370.18	(1,585.1	)	(19,074.78	)	—	—	4.5	1.87	MON	3321.5	28,668.59	2,072,014	3252049
31397Y5H0	FHLMC CMO_3484 DA	2	149,859.69	144,832.89	144,052.56	144,404.21	428.68		(4,606.80	)	—	—	5	3.062	MON	600.22	12,541.7	6,012,009	9152022
31398MAY2	FNMA AGENCY CMO_10-9 MC	2	896,750	883,020	800,000.00	887,846.5	(4,826.5	)	(8,903.50	)	—	—	5	1.585	MON	3333.33	13,777.76	5,212,014	4252036
31398Q4P9	FHLMC_3674 SENIOR AGENCY CMO 3674 HJ	2	1,737,931.33	1,736,510.25	1,555,630.83	1,732,055.44	4,454.81		(32,522.26	)	—	—	5.5	2.652	MON	7129.98	69,400.4	11,202,013	4152040
31398SKX0	FANNIE MAE FNMA_10-142 AGENCY CMO 10-142	2	800,409.62	799,411.57	798,413.56	800,417.63	(1,006.06	)	(604.50	)	—	—	0.625	0.556	MON	83.11	4,176.49	8,152,013	12252040
31398SZN6	FNMA AGENCY CMO _10-141-G	2	8,539,434.53	8,463,865.19	8,212,228.55	8,533,191.34	(69,326.15	)	(42,726.98	)	—	—	3.5	2.078	MON	23952.34	55,692.36	7,212,014	5252030
31398T6X4	FNMA CMO 10-113 FA	2	2,425,406.38	2,441,556.81	2,427,233.71	2,425,789.72	15,767.09		40.85		—	—	0.555	0.568	MON	224.32	11,131.04	9,032,013	10252040
31398WV35	FHLMC AGENCY CMO 3654	2	76,739.16	76,017.47	71,509.98	74,784.93	1,232.54		(1,372.42	)	—	—	5	1.659	MON	297.96	3,056.83	2,012,012	11152028
31400EGH7	FNMA POOL # 685200	2	79,900.29	85,118.45	80,554.79	80,094.15	5,024.3		217.10		—	—	5	5.225	MON	335.64	3,478.47	12,142,007	3012018
31400PG58	FNMA POOL # 693320	2	56,681.49	60,847.63	57,179.58	56,721.25	4,126.38		12.86		—	—	2.279	2.476	MON	108.59	990.88	8,102,006	1012033
31400QJ87	FNMA POOL # 694287	2	8,332.87	8,996.64	8,407.27	8,338.51	658.13		5.06		—	—	2.228	2.421	MON	15.61	144.48	4,022,007	3012033
31400SA33	FNMA POOL # 695826	2	36,091.89	38,449	36,387.54	36,177.09	2,271.91		117.29		—	—	5	5.228	MON	151.61	1,639.69	12,142,007	4012018
31401A3C9	FNMA POOL # 702895	2	82,072.45	87,432.51	82,744.77	82,270.53	5,161.98		243.18		—	—	5	5.222	MON	344.77	3,668.68	12,142,007	4012018
31401DVW8	FNMA POOL # 705429	2	107,853.42	116,379.97	109,110.76	107,953.61	8,426.36		95.41		—	—	2.335	2.611	MON	212.31	1,977.15	8,102,006	4012033
31401MKS9	FNMA POOL # 712305	2	752,385.11	745,847.4	706,464.88	750,157.64	(4,310.24	)	(10,546.95	)	—	—	2.425	0.854	MON	1427.65	14,471.82	2,232,012	5012033
31402DQB9	FNMA POOL # 725950	2	132,592.28	142,083.75	133,804.86	132,886.06	9,197.69		395.79		—	—	5	5.239	MON	557.52	5,730.02	7,172,008	11012019
31402HD32	FNMA POOL # 729222	2	852,698.71	918,023.6	862,124.79	853,321.98	64,701.62		1,745.81		—	—	2.33	2.582	MON	1673.96	15,438.4	9,172,008	7012035
31402RB81	FNMA POOL # 735463	2	91,913.31	98,393.21	92,673.56	91,977.64	6,415.57		44.73		—	—	2.278	2.43	MON	175.93	1,690.48	9,282,006	3012035
31402RF87	FNMA POOL # 735591	2	3,542,605.27	3,770,154.7	3,413,547.20	3,534,552.7	235,602		(28,718.75	)	—	—	5	4.057	MON	14223.11	139,447.52	4,302,010	6012035



31402YSV7	FNMA POOL # 742232	2	5,299.25	5,710.43	5,381.58	5,303.22	407.21	26.35		—	—	2.625	3.149	MON	11.77	121.9	4,022,007	9012033
31403C2L4	FNMA POOL # 745179	2	280,366.17	298,676.51	282,662.82	280,942.99	17,733.52	837.04		—	—	5	5.214	MON	1177.76	12,435.97	12,142,007	4012019
31403DCE7	FNMA POOL # 745369	2	229,794.26	246,011.11	231,676.62	230,231.33	15,779.78	562.14		—	—	5	5.204	MON	965.32	9,933.09	12,142,007	12012019
31403DCZ0	FNMA POOL # 745388	2	541,541.78	576,909.1	545,977.83	542,736.34	34,172.76	1,430.06		—	—	5	5.216	MON	2274.9	23,635.46	12,142,007	11012018
31403H3P3	FNMA POOL # 749706	2	463,135.02	494,780.5	468,960.39	463,630.05	31,150.45	456.70		—	—	2.349	2.617	MON	917.99	8,983.39	5,152,006	11012033
31403KDB6	FNMA POOL # 750798	2	3,971.95	4,222.13	4,033.67	3,976.84	245.29	0.11		—	—	2.199	2.543	MON	7.39	67.38	4,022,007	12012033
31403VBR9	FNMA POOL # 758848	2	128,387.2	136,772.01	129,438.91	128,665.1	8,106.91	233.59		—	—	5	5.212	MON	539.34	5,320.45	12,142,007	1012019
31404CLB4	FNMA POOL # 764522	2	18,762.6	20,419.67	19,142.47	18,787.01	1,632.66	10.86		—	—	2.397	2.962	MON	38.24	349.37	9,302,008	6012034
31404LRF9	FNMA POOL # 771886	2	69,112.25	74,580.07	70,267.84	69,205.88	5,374.19	0.06		—	—	2.304	2.696	MON	134.91	1,229.68	8,102,006	2012034
31404NBP0	FNMA POOL # 773246	2	85,667.63	92,425.2	86,384.60	85,713.61	6,711.59	72.95		—	—	2.254	2.429	MON	162.26	1,536.39	4,022,007	2012035
31404VGA0	FNMA POOL # 779693	2	379,616.34	400,313.87	383,208.91	379,935.11	20,378.76	1,016.60		—	—	2.112	2.291	MON	674.45	7,591.63	2,242,006	7012034
31405PAG5	FNMA POOL # 794807	2	109,353.44	116,085.86	109,055.73	109,311.83	6,774.03	(11.13	)	—	—	1.955	1.88	MON	177.67	1,833.46	6,302,007	10012034
31405UMM8	FNMA POOL # 799664	2	45,288.52	47,976.6	45,644.56	45,316.54	2,660.06	39.38		—	—	2.201	2.343	MON	83.72	817.3	4,022,007	10012034
31405UR84	FNMA POOL # 799811	2	135,009.03	142,404.95	134,656.25	134,954.08	7,450.87	15.09		—	—	1.986	1.919	MON	222.86	2,033.64	6,302,007	11012034
31405UTZ2	FNMA POOL # 799868	2	9,270.13	9,868.35	9,342.99	9,275.62	592.73	21.43		—	—	2.119	2.266	MON	16.5	178.69	4,022,007	11012034
31406BB90	FNMA POOL # 804764	2	138,226.74	147,760.81	139,313.36	138,306.04	9,454.77	97.56		—	—	2.247	2.394	MON	260.86	2,493.61	4,022,007	1012035
31406BEZ9	FNMA POOL # 804852	2	121,195.09	129,401.28	122,147.86	121,266.42	8,134.86	150.17		—	—	2.214	2.359	MON	225.36	2,217.03	4,022,007	12012034
31406BJF8	FNMA POOL # 804962	2	132,729.69	142,978.92	133,773.12	132,805.73	10,173.19	133.12		—	—	2.222	2.369	MON	247.7	2,338.88	4,022,007	1012035
31406BQQ6	FNMA POOL # 805163	2	175,900.3	187,903.86	177,372.53	176,008.57	11,895.29	193.15		—	—	2.212	2.371	MON	326.96	3,150.02	4,022,007	1012035
31406DG67	FNMA POOL # 806721	2	250,095.16	265,722.04	252,061.25	250,242.38	15,479.66	169.19		—	—	2.404	2.547	MON	504.75	4,860.25	4,022,007	11012034
31406GLK3	FNMA POOL # 809530	2	39,027.23	42,258.31	39,303.62	39,051.82	3,206.49	71.24		—	—	2.187	2.306	MON	71.63	731.89	9,282,006	2012035
31406MYP5	FNMA POOL # 814418	2	103,223.52	109,329.18	104,145.20	103,296.71	6,032.47	115.60		—	—	1.984	2.149	MON	172.19	1,664.12	4,022,007	3012035
31406PKU2	FNMA POOL # 815807	2	223,004.28	237,782.3	225,132.42	223,207.43	14,574.87	189.30		—	—	2.131	2.298	MON	399.8	3,832.95	9,282,006	2012035
31406TLC3	FNMA POOL # 819423	2	260,908.98	279,792.55	263,238.67	261,067.03	18,725.52	290.31		—	—	2.435	2.612	MON	534.16	5,261.66	4,022,007	4012035
31406TTE1	FNMA POOL # 819649	2	2,247,698.77	2,296,102.8	2,173,001.83	2,241,850.79	54,252.01	(5,354.60	)	—	—	2.14	1.44	MON	3875.19	37,587.83	12,042,009	3012035
31406VHE9	FNMA POOL # 821129	2	139,383.69	145,711.78	140,628.25	139,453.58	6,258.2	248.57		—	—	2.207	2.417	MON	258.64	2,734.72	4,022,007	5012035
31407D5R2	FNMA POOL # 828056	2	482,544.03	499,688.17	474,459.55	481,830.77	17,857.4	(1,273.44	)	—	—	2.25	1.871	MON	889.61	8,934.69	2,202,009	6012035



31407E6W8	FNMA POOL # 828985	2	246,767.58	273,245.98	255,263.06	247,289.58	25,956.4	1,081.31		—	—	2.243	3.214	MON	477.13	4,587.34	3,162,006	8012035
31407GC22	FNMA POOL # 829989	2	808,433.19	873,119.34	816,116.14	808,987.37	64,131.97	19.11		—	—	2.341	2.539	MON	1592.11	14,768.85	1,202,006	4012035
31408C6D3	FNMA POOL # 847868	2	1,060,235.57	1,127,178.08	1,071,621.55	1,061,328.84	65,849.24	1,953.73		—	—	2.03	2.208	MON	1812.83	17,264.87	5,122,006	11012035
31409UBQ7	FNMA POOL # 878547	2	783,846.2	853,017.17	790,173.77	784,245.81	68,771.36	782.21		—	—	2.362	2.526	MON	1555.33	15,234.57	5,042,006	3012036
31410FU60	FNMA POOL # 888105	2	232,298.73	247,469.84	234,201.62	232,690.93	14,778.91	635.93		—	—	5	5.205	MON	975.84	10,140.9	12,142,007	8012020
31410GC35	FNMA POOL # 888490	2	182,043.01	193,567.43	182,455.40	182,059.41	11,508.02	33.64		—	—	2.023	2.049	MON	307.59	2,911.34	6,182,007	5012035
31410GC50	FNMA POOL # 888492	2	77,329.61	82,341.48	77,182.70	77,302.97	5,038.51	(8.99	)	—	—	2.34	2.273	MON	150.51	1,418.58	6,182,007	5012033
31410GD83	FNMA POOL # 888527	2	20,332.03	22,305.81	20,715.02	20,355.22	1,950.59	44.22		—	—	2.423	2.939	MON	41.83	400.85	6,182,007	4012034
31410GDC4	FNMA POOL # 888499	2	646,139.64	684,245.56	649,770.00	646,377.75	37,867.81	479.44		—	—	2.345	2.452	MON	1269.76	12,184.91	2,222,012	8012033
31410GDF7	FNMA POOL # 888502	2	83,528.65	90,253.04	84,614.38	83,637	6,616.04	187.08		—	—	1.789	2.035	MON	126.22	1,248.06	6,182,007	6012033
31410GDL4	FNMA POOL # 888507	2	330,716.74	350,920.14	336,505.93	331,138.59	19,781.55	619.10		—	—	2.319	2.7	MON	650.3	6,239.25	6,182,007	2012035
31410GDM2	FNMA POOL # 888508	2	379,231.54	403,440.26	384,533.61	379,607.43	23,832.83	1,034.94		—	—	2.292	2.615	MON	734.46	7,367.19	6,182,007	3012034
31410GDQ3	FNMA POOL # 888511	2	55,679.51	59,114.77	56,185.26	55,711.92	3,402.85	90.42		—	—	2.288	2.499	MON	107.13	1,028.91	6,182,007	12012033
31410GDS9	FNMA POOL # 888513	2	98,344.04	106,178.5	98,859.01	98,370.56	7,807.94	48.32		—	—	2.413	2.523	MON	198.79	1,866.24	6,182,007	2012034
31410GDX8	FNMA POOL # 888518	2	85,287.7	90,018.5	85,561.71	85,300.31	4,718.19	15.69		—	—	2.299	2.346	MON	163.92	1,525.07	6,182,007	4012035
31410GDY6	FNMA POOL # 888519	2	45,396.43	49,453.34	46,175.98	45,454.06	3,999.28	123.28		—	—	2.254	2.626	MON	86.73	833.52	6,182,007	1012035
31410GDZ3	FNMA POOL # 888520	2	633,693.82	679,143.08	637,732.79	634,010.75	45,132.33	234.73		—	—	2.078	2.196	MON	1104.34	10,938.4	6,182,007	7012033
31410GFD0	FNMA POOL # 888564	2	4,193,006.05	4,340,909.31	4,068,410.97	4,154,240.52	186,668.79	(36,986.70	)	—	—	5	4.022	MON	16951.71	170,445.72	2,262,009	10012021
31410GPR8	FNMA POOL # 888832	2	1,913,020.03	2,094,850.27	1,839,718.72	1,909,001.61	185,848.66	(26,937.82	)	—	—	6.5	5.344	MON	9965.14	102,818.16	1,252,008	11012037
31410LK84	FNMA POOL # 890519	2	1,493,446.85	1,539,158.15	1,363,781.10	1,490,912.82	48,245.33	(41,314.82	)	—	—	6	2.791	MON	6818.91	70,090.7	10,232,013	10012040
31411DA33	FNMA POOL # 904626	2	502,718.49	535,628.85	500,334.07	502,451.45	33,177.4	(261.75	)	—	—	2.48	2.359	MON	1034.02	10,190.49	12,132,006	12012036
31411GUY6	FNMA POOL # 907899	2	1,263,142.53	1,310,941.51	1,252,768.04	1,262,110.19	48,831.32	(1,093.79	)	—	—	2.4	2.207	MON	2505.54	24,131.55	12,142,006	1012037
31411KCZ4	FNMA POOL # 910088	2	1,764,634.93	1,984,192.82	1,748,245.14	1,763,570.48	220,622.34	(6,644.95	)	—	—	6	5.693	MON	8741.23	92,463.54	3,292,007	3012037
31411LEA5	FNMA POOL # 911029	2	142,310.56	146,739.03	134,255.24	140,328.27	6,410.76	(2,068.33	)	—	—	5.5	3.595	MON	615.34	5,931.64	9,292,009	7012022
31411WPJ0	FNMA POOL # 916725	2	915,261.05	926,245.01	864,983.86	913,819.98	12,425.03	(6,723.44	)	—	—	2.411	0.653	MON	1737.9	16,632.66	2,142,012	10012036
31412LMG2	FNMA POOL # 928359	2	135,068.86	139,272	127,423.46	133,246.96	6,025.04	(1,404.55	)	—	—	5.5	3.46	MON	584.02	5,464.69	9,292,009	5012022
31412LQN3	FNMA POOL # 928461	2	215,450.94	222,155.45	203,255.62	212,598.54	9,556.91	(2,997.25	)	—	—	5.5	3.451	MON	931.59	9,050.5	9,292,009	6012022



31412LVF4	FNMA POOL # 928614	2	1,244,414.52	1,279,931.36	1,171,041.45	1,228,303.44	51,627.92		(20,034.84	)	—	—	5.5	3.328	MON	5367.27	53,251.83	10,212,009	8012022
31412SRH0	FNMA POOL # 933488	2	400,158.64	408,657.46	381,216.92	396,052.8	12,604.66		(6,095.64	)	—	—	5	3.379	MON	1588.4	16,117.38	9,292,009	3012023
31414ARA2	FNMA POOL # 960481	2	788,851.91	799,474.13	751,511.20	780,986.55	18,487.58		(10,138.80	)	—	—	5	3.252	MON	3131.3	31,309.96	9,292,009	12012022
31414CRJ9	FNMA POOL # 962289	2	953,044.3	973,285.66	907,931.46	943,422.11	29,863.55		(12,421.90	)	—	—	5	3.351	MON	3783.05	37,248.31	9,292,009	3012023
31414GD22	FNMA POOL # 965521	2	114,490.25	118,053.02	108,009.68	113,135.65	4,917.37		(2,023.93	)	—	—	5.5	3.396	MON	495.04	5,126.07	9,292,009	12012022
31414NB45	FNMA POOL # 970859	2	989,532.85	1,009,047.17	941,291.65	980,764.45	28,282.72		(19,143.36	)	—	—	5	3.277	MON	3922.05	40,396.18	10,212,009	12012023
31414RB79	FNMA POOL # 973562	2	738,995.64	759,899.91	697,165.70	730,861.18	29,038.73		(11,545.13	)	—	—	5.5	3.333	MON	3195.34	32,090.29	9,292,009	3012023
31415MDG7	FNMA POOL # 984003	2	1,258,908.09	1,445,168.66	1,296,798.93	1,260,455.46	184,713.2		6,064.83		—	—	5.5	6.261	MON	5943.66	58,092.66	7,252,008	6012038
31415MFS9	FNMA POOL # 984077	2	596,506.75	609,175.74	568,270.80	590,245.42	18,930.32		(7,039.53	)	—	—	5	3.487	MON	2367.8	23,264.44	9,292,009	6012023
31416B4M7	FNMA POOL # 995528	2	1,173,059.24	1,197,332.78	1,129,129.05	1,162,587.34	34,745.44		(12,995.16	)	—	—	5	3.457	MON	4704.7	47,410.45	3,202,009	12012021
31416B4N5	FNMA POOL # 995529	2	2,203,908.53	2,320,026.62	2,122,650.81	2,184,206.06	135,820.56		(23,518.30	)	—	—	5.5	4.209	MON	9728.82	96,766	2,272,009	11012022
31416B4P0	FNMA POOL # 995530	2	1,168,428.24	1,221,730.05	1,120,458.62	1,155,150.69	66,579.36		(15,484.92	)	—	—	5.5	4.061	MON	5135.44	51,527.1	3,202,009	12012021
31416B7J1	FNMA POOL # 995597	2	123,163.71	126,996.37	116,192.18	121,904.22	5,092.15		(2,138.89	)	—	—	5.5	3.528	MON	532.55	5,337.65	9,292,009	3012024
31416BLV8	FNMA POOL # 995040	2	454,678.39	463,644.99	432,512.15	449,965.46	13,679.53		(6,493.15	)	—	—	5	3.398	MON	1802.13	17,844.83	10,212,009	6012023
31416BSE9	FNMA POOL # 995217	2	1,034,647.67	1,065,929.02	975,245.32	1,023,804.45	42,124.57		(16,918.65	)	—	—	5.5	3.454	MON	4469.88	44,381.32	10,212,009	12012023
31416BSX7	FNMA POOL # 995234	2	1,539,565.65	1,515,051.57	1,433,821.32	1,508,071.68	6,979.89		(43,328.52	)	—	—	5	2.093	MON	5974.26	63,305.8	11,102,011	7012019
31416CME3	FNMA POOL # 995957	2	2,164,618.14	2,205,257.42	2,057,178.75	2,145,949.41	59,308.01		(33,035.66	)	—	—	5	3.316	MON	8571.58	85,938.06	9,282,009	6012024
31416MZC1	FNMA POOL # AA4338	2	1,901,837	1,907,487.14	1,767,609.17	1,898,653.83	8,833.31		(16,817.77	)	—	—	4.5	3.143	MON	6628.53	62,066.92	3,212,013	4012039
31416TL49	FNMA POOL # AA9346	2	6,820,796.84	7,331,440.64	6,748,193.70	6,815,432.11	516,008.53		(9,603.45	)	—	—	4.5	4.295	MON	25305.72	240,731.27	2,022,010	8012039
31417AP60	FNMA POOL # AB4044	2	5,026,616.03	5,000,504.25	4,880,209.75	5,025,379.33	(24,875.08	)	(4,196.60	)	—	—	3.5	3.083	MON	14233.95	36,859.58	6,272,014	12012041
31417F2Y3	FNMA POOL # AB8890	2	24,474.44	23,800.74	23,085.69	24,380.65	(579.91	)	(210.93	)	—	—	3	1.763	MON	57.71	547.41	4,292,013	4012028
31417FQC5	FNMA POOL # AB8550	2	2,244,169.6	2,183,039.87	2,168,689.05	2,238,337.1	(55,297.23	)	(8,328.49	)	—	—	2.5	1.803	MON	4518.1	42,159.9	3,132,013	3012028
31417FX94	FNMA POOL # AB8803	2	20,212.75	19,656.36	19,065.82	20,136.48	(480.12	)	(224.54	)	—	—	3	1.727	MON	47.66	451.12	4,292,013	3012028
31418AMK1	FNMA POOL # MA1261	2	742,347.04	735,280.92	705,684.51	737,987.39	(2,706.47	)	(7,326.02	)	—	—	3	1.311	MON	1764.21	17,104.62	2,132,013	11012022
31419ALC9	FNMA POOL # AE0322	2	1,212,341.66	1,187,184.05	1,118,009.60	1,198,497.44	(11,313.39	)	(33,880.18	)	—	—	5	1.922	MON	4658.37	47,525.26	2,262,013	5012021
31419BBT1	FNMA POOL # AE0949	2	3,257,644.96	3,240,992.07	3,072,797.02	3,251,321.52	(10,329.45	)	(19,837.91	)	—	—	4	2.916	MON	10242.66	96,450.89	5,022,012	2012041
62888UAA8	NGN_10-R2 AGENCY CMO_10-R2 1A	2	2,450,131	2,455,268.93	2,450,131.00	2,450,131	5,137.93		—		—	—	0.526	0.527	MON	932.37	10,547.12	6,102,011	11062017



62888VAA6	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 1	2	887,060.42	891,632.33	887,060.42	887,060.42	4,571.91		—		—	—	0.606	0.607		MON	343.5	4,287.26	6,102,011	10072020
62888VAB4	NCUA GUARANTEED NOTES AGENCY CMO_10-R1 2	2	165,785.63	167,038.3	165,800.60	165,793.17	1,245.13		7.20		—	—	1.84	1.85		MON	228.8	3,000	9,072,011	10072020
62888YAA0	NGN_11-R1 CMO_11-R1 IA	2	2,807,216.51	2,819,585.91	2,806,063.49	2,806,793.26	12,792.65		(180.86	)	—	—	0.607	0.594		MON	1087.31	13,596.62	6,102,011	1082020
62889FAA0	NGN_11-R4 CMO_11R4-1A	2	2,124,331.95	2,129,243.41	2,124,331.95	2,124,331.95	4,911.46		—		—	—	0.537	0.537		MON	790.87	9,520.97	6,102,011	3062020
62889JAA2	NCUA GUARANTEED NOTES CMO_11-R6 1A	2	866,314.98	867,129.32	866,314.98	866,314.98	814.34		—		—	—	0.536	0.537		MON	347.51	3,975.43	6,102,011	5072020
78447EAB2	SLMA_12-5 ABS 12-5	2	5,291,230.62	5,300,000	5,300,000.00	5,296,630.49	3,369.51		1,363.64		—	—	0.455	0.501		MON	401.48	18,285.03	7,102,012	6252019
62888XAC8	NCUA CMBS_10-C1 A-PT	2	3,966,798.97	4,034,179.72	3,974,678.70	3,971,945.8	62,233.92		1,304.79		—	—	2.65	2.735		MON	1170.32	81,856.61	9,072,011	10292020
78447GAB7	SLMA_12-6 ABS 12-6	2	1,062,900.79	1,062,568.73	1,062,568.73	1,062,874.82	(306.09	)	(51.64	)	—	—	0.435	0.406		MON	76.95	822.65	7,292,014	9252019
10620NCG1	BRAZOS HIGHER EDUCATION AUTHOR ABS 11-1	2	3,170,876.05	3,245,429.28	3,214,187.38	3,190,437.66	54,991.62		6,603.18		—	—	1.038	1.251		FMAN	3430.32	27,312.56	3,102,011	2252030
62889AAA1	NCUA GUARANTEED NOTES AGENCY ABS 10-A1 A	2	1,279,098.15	1,280,530.74	1,279,098.15	1,279,098.15	1,432.59		—		—	—	0.504	0.504		MON	433.62	5,418.8	6,102,011	12072020
78447RAA5	SLMA_13-A ABS 13-A 144A	2	507,813.35	509,333.63	508,448.91	507,963.59	1,370.04		272.95		—	—	0.754	0.824		MON	170.3	3,237.55	11,212,013	8152022
06052YAD1	BANK OF AMERICA AUTO TRUST BAA ABS 12-1	2	4,998,468	5,018,700.05	5,000,000.00	4,999,556.05	19,144		336.62		—	—	1.03	1.041		MON	2288.9	38,625.03	4,112,012	12152016
78448AAA1	SLMA_13-4 ABS 13-4	2	659,934.71	659,908.33	659,934.71	659,934.71	(26.38	)	—		—	—	0.705	0.706		MON	77.49	3,731.49	8,062,013	6252027
38376GZ29	GNMA CMBS_11-096 AB	2	675,596.09	670,014.06	668,907.02	670,088.66	(74.6	)	(6,418.66	)	—	—	2.161	1.591		MON	1204.31	28,202.31	7,072,011	11162036
80283JAC2	SDART_13-A ABS 13-A A3 144A	2	3,499,742.4	3,507,524.86	3,500,000.00	3,499,871.06	7,653.8		90.27		—	—	1.02	1.026		MON	1586.67	26,775	8,152,013	1162018
80705WAA7	SCHOL_12-B ABS 12-B 144A	2	351,033.35	352,318.29	352,040.88	351,508.54	809.75		384.21		—	—	0.552	0.687		MON	10.78	1,789.26	9,192,012	10282025
BRSM3TBY9	VWR FUNDING INC SENIOR SECURED TERM LOAN		1,897,355.86	1,882,083.16	1,910,133.47	1,899,977.65	(17,894.49	)	3,442.25		—	—	—	(0.039	)	JAJO	0	57,107.45	2,062,014	4032017
BRSP6FWM2	DAIMLER FINANCE NORTH AMERICA SENIOR COR		1,788,807.25	1,788,997.84	1,795,000.00	1,789,143.09	(145.25	)	335.84		—	—	1.375	1.493		FA	4113.54	4,113.54	7,242,014	8012017
BRSM16718	MEDIACOM LLC SENIOR SECURED TERM NOTES		2,377,067.44	2,328,417.98	2,383,025.00	2,377,762.96	(49,344.98	)	725.46		—	—	—	0.062		MJSD	0	29,169.35	1,312,014	3312018
BRSJL0RC0	AUXILIUM PHARMACEUTICALS INC SENIOR SECU		7,008,745	7,068,599.29	7,059,774.57	7,021,674.52	46,924.77		13,846.85		—	—	—	0.151		MJSD	5077.78	428,927.26	9,242,013	4152018
BRSK82AW2	EAGLE PARENT INC SENIOR SECURED TERM LOA		6,263,732.2	6,239,586.32	6,304,204.42	6,268,633.57	(29,047.25	)	5,775.39		—	—	—	0.154		MJSD	0	131,026.23	4,012,014	5162018
BRSLDR5F2	QUINTILES TRANSNATIONAL CORP. SENIOR SEC		2,550,180.61	2,517,028.26	2,550,180.61	2,550,180.61	(33,152.35	)	—		—	—	—	—		MJSD	0	70,571.96	11,252,013	6082018
BRSP22SV0	FIRST DATA CORPORATION SENIOR SECURED TE		1,977,500	1,961,460	2,000,000.00	1,977,500	(16,040	)	—		—	—	—	0.28		MJSD	-9931.17	—	7,312,014	9242018
BRSM6R0M8	DELTA AIR LINES INC SENIOR SECURED TERM	2	2,686,149.28	2,649,268.26	2,706,787.49	2,688,090.08	(38,821.82	)	2,045.82		—	—	—	0.169		FMAN	0	52.85	4,302,014	10182018
BRSMH46C3	METALDYNE LLC SENIOR SECURED TERM LOAN		997,850.94	1,000,150.37	1,001,778.26	998,267.58	1,882.79		475.24		—	—	—	0.082		FMAN	0	222.82	4,012,014	12182018
BRSM3VKC2	CHRYSLER GROUP LLC/CG CO-ISSUE SENIOR SE		4,967,867.37	4,913,270.77	4,992,831.54	4,970,922.99	(57,652.22	)	3,181.06		—	—	—	0.102		FMAN	0	59,335.96	2,052,014	12312018
BRSKM5SR1	SABRE INC SENIOR SECURED TERM NOTES		1,801,800	1,781,529.75	1,801,800.00	1,801,800	(20,270.25	)	—		—	—	—	—		MJSD	0	60,466.15	10,042,013	2192019



BRSMQX4D9	SUNGARD AVAILABILITY SERVICES SENIOR SEC	1	1,743,432.02	1,619,929.83	1,745,614.04	1,743,486.48	(123,556.65	)	59.94		—	—	—	0.027		MJSD	0	20,846.81		7,112,014	3292019
BRSLYQE12	US AIRWAYS INC SENIOR SECURED TERM NOTES		4,604,685.88	4,520,329.58	4,622,888.36	4,606,411.83	(86,082.25	)	1,927.36		—	—	—	0.076		MJSD	0	11,349.68		4,062,014	5232019
BRSJQMFE6	AMR CORPORATION SENIOR SECURED TERM LOAN		3,211,545.54	3,178,406.62	3,227,627.95	3,214,348.04	(35,941.42	)	5,092.48		—	—	—	0.086		MJSD	0	200,200.71		9,302,013	6272019
BRSLNVTL3	US RENAL CARE INC US RENAL CARE INC	2	2,507,916.31	2,505,633.8	2,530,138.19	2,510,695.99	(5,062.19	)	2,917.54		—	—	—	0.16		MJSD	-4.87	104,566.14		9,122,014	7032019
BRSM3XJP1	HARLAND CLARKE HOLDINGS CORP SENIOR SECU		576,042.83	583,279.54	578,937.51	576,375.15	6,904.39		387.64		—	—	—	0.09		MJSD	0	18,893.54		1,282,014	8042019
BRSKDJZL6	ALLISON TRANSMISSION INC SENIOR SECURED		3,954,916.57	3,940,519.19	3,976,386.19	3,958,554.36	(18,035.17	)	2,957.72		—	—	—	0.09		MJSD	0	119,090.4		9,302,013	8232019
BRSM7GBC1	PHARMACEUTICAL RSRCE INC SENIOR SECURED		3,428,137.98	3,364,036.62	3,427,060.26	3,428,425.41	(64,388.79	)	923.67		—	—	—	(0.602	)	MJSD	0	130,499.76		2,202,014	9302019
BRSM9GPX8	ADS WASTE ESCROW SENIOR SECURED TERM NOT	2	8,837,562.81	8,621,042.52	8,837,562.81	8,837,562.81	(216,520.29	)	—		—	—	—	—		FMAN	0	169,107.87		4,012,014	10092019
BRSLAZMP6	LESLIES POOLMART, INC. SENIOR SECURED TE		2,272,500.6	2,250,104.86	2,280,746.69	2,273,663.87	(23,559.01	)	1,120.50		—	—	—	0.061		MJSD	0	—		12,022,013	10162019
BRSL8SVP5	MCJUNKIN RED MAN CORP SENIOR SECURED TER		1,910,700	1,913,881.32	1,910,700.00	1,910,700	3,181.32		—		—	—	—	—		FMAN	0	75,155.39		12,042,013	11082019
BRSNLD7H4	MICHAELS STORES INC SENIOR SECURED TERM	1	531,933.18	529,853.56	534,606.21	532,041.06	(2,187.5	)	107.88		—	—	—	0.089		MJSD	0	—		6,062,014	1282020
BRSMTEQ36	MICROSEMI CORPORATION SENIOR SECURED TER	1	2,426,832.27	2,418,029.93	2,440,913.49	2,428,025.87	(9,995.94	)	1,193.60		—	—	—	0.097		MJSD	0	40,325.92		4,012,014	2192020
BRSJE18C7	UNIVISION COMMUN INC. SENIOR SECURED TER		6,194,278.13	6,095,228.27	6,205,500.00	6,196,363.02	(101,134.75	)	1,251.64		—	—	—	0.086		MJSD	0	189,143.5		4,012,014	3012020
BRSMDF7M9	BIG HEART PET BRANDS SENIOR SECURED TERM		4,045,386.66	3,922,195.23	4,071,475.89	4,047,564.67	(125,369.44	)	2,178.01		—	—	—	0.106		MJSD	0	72,857.5		3,312,014	3082020
BRSJ08S50	STARWOOD PROPERTY TRUST INC SECURED TERM		3,410,643.53	3,377,846.11	3,422,769.97	3,412,122.57	(34,276.46	)	1,549.12		—	—	—	0.055		MJSD	0	82,716.23		3,192,014	4172020
BRSM7GUN6	TOWER AUTOMOTIVE HOLDINGS USA SENIOR SEC		1,003,300.61	989,721.04	1,002,675.61	1,003,281.5	(13,560.46	)	(19.11	)	—	—	—	(0.011	)	MJSD	0	1,485.26		7,092,014	4232020
BRSJGG5M3	ENTRAVISION COMMUN CORP SENIOR SECURED T		2,651,212.5	2,591,560.22	2,651,212.50	2,651,212.5	(59,652.28	)	—		—	—	—	—		MJSD	0	86,520.86		8,012,013	5312020
BRSJFKKC0	INFOR US INC SENIOR SECURED TERM NOTES		1,027,554.73	1,006,202.14	1,027,554.73	1,027,554.73	(21,352.59	)	—		—	—	—	0.074		MJSD	0	29,715.5		7,312,014	6032020
BRSPBCHQ1	MACDERMID INCORPORATED SENIOR SECURED TE	2	289,538.41	288,083.45	290,993.38	289,538.41	(1,454.96	)	—		—	—	—	0.043		FMAN	0	—		8,042,014	6072020
BRSJFJJX9	MACDERMID INCORPORATED SENIOR SECURED TE	2	1,664,702.8	1,644,676.31	1,668,875.00	1,665,442.3	(20,765.99	)	480.16			—					0	55,060.65
BRSNZFZ18	AMERICAN ENERGY MARCELLUS LLC SENIOR SEC	1	217,486.33	217,349.72	218,579.23	217,508.35	(158.63	)	22.02		—	—	—	0.083		MJSD	0	—		7,092,014	8042020
BRSJYB2V7	PINNACLE ENTERTAINMENT INC. SENIOR SECUR		1,501,544.55	1,491,644.95	1,509,090.03	1,502,711.39	(11,066.44	)	3,101.65		—	—	—	0.071		FMAN	0	50,466.89		9,032,013	8132020
BRSK5A7F8	BOYD GAMING CORP SENIOR SECURED TERM LOA		1,428,840.72	1,418,408.04	1,436,020.84	1,429,976.78	(11,568.74	)	1,077.13		—	—	—	0.071		FMAN	0	44,047.73		8,232,013	8142020
BRSK7RBA5	LIVE NATION ENTERTAINMENT INC SENIOR SEC		2,029,500	2,008,565.71	2,029,500.00	2,029,500	(20,934.29	)	—		—	—	—	—		FMAN	0	54,137.36		8,262,013	8172020
BRSKAX1N1	CINCINNATI BELL INC SENIOR SECURED TERM		2,861,879.91	2,856,892.5	2,878,481.11	2,863,998.08	(7,105.58	)	1,604.44		—	—	—	0.084		MJSD	0	57,344.08		7,312,014	9102020
BRSK4S5S4	BMC SOFTWARE INC BMC SOFTWARE INC	2	4,718,536.6	4,666,401.73	4,737,463.69	4,720,542.76	(54,141.03	)	3,841.59		—	—	—	0.059		FMAN	0	(573.93	)	7,162,014	9102020
BRSKL00G7	JBS USA LLC SENIOR SECURED TERM NOTES		1,182,060	1,176,120	1,188,000.00	1,182,918.39	(6,798.39	)	692.87		—	—	—	0.071		MJSD	0	34,089.99		9,272,013	9182020



BRSKQ8AG4	NEXSTAR BROADCASTING GROUP INC NEXSTAR B		1,633,072.08	1,602,451.98	1,633,072.08	1,633,072.08	(30,620.1	)	—	—	—	—	—	MJSD	0	56,368.45	1,312,014	9242020
BRSKQD5K0	MISSION BROADCASTING INC. SECURED TERM L		1,440,078.85	1,413,077.38	1,440,078.85	1,440,078.85	(27,001.47	)	—	—	—	—	—	MJSD	0	32,457.58	12,172,013	10012020
BRSMK3RL8	NEIMAN MARCUS GROUP INC. THE SENIOR SECU		2,488,746.88	2,455,118.86	2,493,734.34	2,488,839.43	(33,720.57	)	92.55	—	—	—	0.032	MJSD	0	2,508.15	7,312,014	10252020
BRSKM1X29	HILTON WORLDWIDE FINANCE LLC SENIOR SECU		3,302,836.45	3,272,397.25	3,319,433.62	3,305,010.41	(32,613.16	)	4,886.77	—	—	—	0.071	MJSD	0	149,610.25	10,312,013	10262020
BRSL2KC12	EXCELITAS TECHNOLOGIES COR SENIOR SECURE	1	4,096,805.24	4,141,621.8	4,138,187.10	4,101,707.93	39,913.87		7,182.67	—	—	—	0.144	MJSD	0	280,462.51	12,052,013	10302020
BRSL51FK6	SNADY CREEK ENERGY ASSOC LP SENIOR SECUR	1	4,312,501.08	4,329,664.39	4,334,171.93	4,315,011.2	14,653.19		3,869.97	—	—	—	0.072	FMAN	0	202,707.34	12,122,013	11092020
BRSLBEQ11	WESTERN REFINING INC SENIOR SECURED TERM	1	555,800	554,585.58	555,800.00	555,800	(1,214.42	)	—	—	—	—	—	FMAN	0	18,002.87	12,172,013	11122020
BRSL3FE10	CROSBY US ACQUISITION CORP SENIOR SECURE		2,041,994.32	1,957,656.63	2,044,550.00	2,042,282.95	(84,626.32	)	294.73	—	—	—	0.018	JAJO	0	56,431.32	12,192,013	11232020
BRSLR8JD9	ION MEDIA NETWORKS INC SENIOR ECURED TER		908,534.5	909,675.88	913,100.00	909,013.91	661.97		513.91	—	—	—	0.071	MJSD	0	33,901.03	12,172,013	12182020
BRSL5JDW3	TRIBUNE COMPANY SENIOR SECURED TERM NOTE	1	9,460,229.59	9,372,835.09	9,483,939.44	9,462,637.1	(89,802.01	)	4,410.16	—	—	—	0.036	MJSD	0	288,160.51	11,212,013	12272020
BRSLNYFT5	DARLING INTL INC. SENIOR SECURED TERM LO		1,627,720.5	1,634,867.78	1,631,800.00	1,628,133.27	6,734.51		433.27	—	—	—	0.035	MJSD	0	38,016.22	12,182,013	1062021
BRSLNCKT7	BERRY PLASTICS CORP SENIOR SECURED TERM		6,402,993.06	6,280,126.75	6,412,775.00	6,403,965.54	(123,838.79	)	1,053.04	—	—	—	0.022	MJSD	0	162,572.66	2,052,014	1062021
BRSNJBVT8	RHP HOTEL PROPERTIES LP SENIOR SECURED T	1	492,229.24	490,995.59	493,462.90	492,265.16	(1,269.57	)	39.01	—	—	—	0.038	MJSD	0	2,885.74	6,052,014	1152021
BRSKGJPN0	FREESCALE SEMICONDUCTOR INC SENIOR SECUR		997,481.11	995,536.02	997,481.11	997,481.11	(1,945.09	)	—	—	—	—	—	MJSD	-7535.05	—	7,312,014	1152021
BRSM2A4U7	PHARMEDIUM HLTH SENIOR SECURED TERM NOTE		338,673.12	334,418.44	340,375.00	338,830.46	(4,412.02	)	205.46	—	—	—	0.071	MJSD	0	9,427.23	1,232,014	1282021
BRSM1V929	LEONARDO ACQUISITION CORP SENIOR SECURED	2	1,081,838.62	1,070,993.13	1,084,550.00	1,082,050.27	(11,057.14	)	225.27	—	—	—	0.036	MJSD	0	25,063.1	1,272,014	1292021
BRSLW9ZY7	CBS OUTDOOR AMERICAS CAPITAL L SENIOR SE		2,104,725	2,082,527.8	2,110,000.00	2,105,190.4	(22,662.6	)	465.40	—	—	—	0.094	MJSD	0	28,484.99	1,312,014	1312021
BRSLY7M07	W R GRACE & CO - CONN SENIOR SECURED TER	2	2,080,619.62	2,073,319.2	2,085,834.21	2,081,069.41	(7,750.21	)	750.14	—	—	—	0.036	MJSD	0	25,143.44	1,242,014	2032021
BRSM7U4Z7	DUNKIN BRANDS INC SENIOR SECURED TERM NO		1,058,035.71	1,044,476.78	1,071,428.57	1,058,278.05	(13,801.27	)	242.34	—	—	—	0.192	FMAN	0	5,916.45	7,142,014	2052021
BRSMB8L58	WESCO AIRCRAFT SENIOR SECURED TERM NOTES		978,195.11	969,923.37	980,646.74	978,382.44	(8,459.07	)	286.64	—	—	—	0.036	FMAN	0	18,175.46	2,242,014	2282021
BRSMKZQ95	EMPIRE GENERATING CO LLC SENIOR SECURED		1,122,131.14	1,123,547.97	1,133,465.80	1,122,861.72	686.25		787.54	—	—	—	0.034	MJSD	0	26,874.48	3,132,014	3122021
BRSMKZQU8	EMPIRE GENERATING CO LLC SENIOR SECURED		78,681.63	78,780.97	79,476.39	78,732.85	48.12		51.22		—				0	1,877.62
BRSMHGLN5	IMS HEALTH INCORPORATED IMS HEALTH INCOR		7,144,869.32	7,022,617.96	7,156,808.11	7,145,727.87	(123,109.91	)	858.55	—	—	—	0.024	MJSD	0	112,049.92	4,012,014	3172021
BRSMPYBS7	RENT-A-CENTER, INC/TX SENIOR SECURED TER		2,611,370.31	2,598,247.85	2,624,492.78	2,612,278.54	(14,030.69	)	974.17	—	—	—	0.071	MJSD	0	48,019.54	3,142,014	3192021
BRSM3U3W9	SBA COMMUNICATIONS CORPORATION SENIOR SE		5,495,520.08	5,404,750.48	5,509,205.01	5,496,501.41	(91,750.93	)	1,015.85	—	—	—	0.035	JAJO	0	85,510.8	3,312,014	3242021
BRSMQYER5	CAPITAL SAFETY NORTH AMERICA H SENIOR SE		4,225,645.81	4,131,507.52	4,230,934.48	4,225,867.91	(94,360.39	)	572.53	—	—	—	0.018	MJSD	0	50,388.78	3,262,014	3292021
BRSMMQ6V6	MPH ACQUISITION HOLDINGS LLC SENIOR SECU	2	999,356.57	980,155.9	1,001,861.22	999,536.6	(19,380.7	)	274.55	—	—	—	0.035	MJSD	0	20,699.86	3,212,014	3312021



BRSMTVUT6	COOPER STANDARD AUTO SENIOR SECURED TERM		865,950.5	861,960.17	870,302.01	866,224.18	(4,264.01	)	284.59	—	—	—	0.071	MJSD	0	15,413.86	3,282,014	4042021
BRSMMP9T0	TRANSUNION LLC SENIOR SECURED TERM LOAN	1	2,425,312.5	2,397,351.51	2,431,390.98	2,425,683.43	(28,331.92	)	401.47	—	—	—	0.036	MJSD	0	41,750.41	3,212,014	4092021
BRSMTTCL8	FEDERAL-MOGUL HOLDINGS CORP SENIOR SECUR	1	3,699,533.55	3,691,632.54	3,718,124.17	3,700,691.37	(9,058.83	)	1,431.28	—	—	—	0.071	MJSD	0	85,229.48	4,032,014	4152021
BRSN1NQ83	TIME INC (USA) SENIOR SECURED TERM LOAN		2,213,418.1	2,216,212.82	2,235,775.86	2,214,419.02	1,793.8		1,056.95	—	—	—	0.144	MJSD	0	21,189.74	4,172,014	4242021
BRSMRYMN4	ENTEGRIS, INC. SENIOR SECURED TERM NOTES		1,223,638.27	1,211,340.4	1,229,787.21	1,223,964.57	(12,624.17	)	696.92	—	—	—	0.071	MJSD	0	16,959.51	3,252,014	4302021
BRSN5MWG6	CATALENT PHARMA SOLUTIONS INC SENIOR SEC	1	5,076,199.92	5,081,505.69	5,101,708.46	5,077,256.87	4,248.82		1,120.88	—	—	—	0.071	MJSD	0	58,816.68	5,082,014	5202021
BRSND58U0	UTEX IND SENIOR SECURED TERM NOTES		736,453.34	738,766.32	740,154.11	736,574.14	2,192.18		130.08	—	—	—	0.072	MJSD	0	8,347.58	5,162,014	5212021
BRSNBGXW6	POST HOLDINGS INC SENIOR SECURED TERM NO	1	334,823.5	334,271.63	336,506.03	334,891.59	(619.96	)	72.31	—	—	—	0.071	MJSD	0	2,600.4	5,282,014	6022021
BRSNBE338	TRANSDIGM INC SENIOR SECURED TERM LOAN	1	997,500	981,500.1	997,500.00	997,500	(15,999.9	)	—	—	—	—	—	MJSD	0	7,531.09	7,092,014	6042021
BRSNM4S56	SWIFT TRANSPORTATION CO LLC SENIOR SECUR		618,173.88	617,402.33	619,723.19	618,216.39	(814.06	)	46.40	—	—	—	0.036	MJSD	0	3,048.97	6,062,014	6092021
BRSNKX0T2	GRAY TELEVISION INC. SENIOR SECURED TERM	1	1,104,445.33	1,093,276.67	1,108,518.80	1,104,489.31	(11,212.64	)	49.84	—	—	—	0.054	MJSD	0	—	9,122,014	6132021
BRSNJVR77	FIFTH THIRD PROCESSING SOLUTIO SENIOR SE	1	523,753.31	523,640.13	526,385.23	523,827.31	(187.18	)	80.60	—	—	—	0.072	MJSD	0	3,025.36	6,112,014	6142021
BRSNJTYP4	DAVITA HEALTHCARE PARTNERS INC SENIOR SE	1	1,214,082.57	1,208,518.54	1,220,183.49	1,214,180.03	(5,661.49	)	112.75	—	—	—	0.072	MJSD	0	—	6,192,014	6242021
BRSNN0P72	MEDIACOM BROADBAND GROUP SENIOR SECURED	1	530,670	529,228.28	532,000.00	530,710.25	(1,481.97	)	43.58	—	—	—	0.035	MJSD	0	3,555.53	6,182,014	6302021
BRSNN37V3	GATES GLOBAL LLC SENIOR SECURED TERM NOT	1	2,077,012.19	2,051,040.73	2,085,365.85	2,077,159.97	(26,119.24	)	147.78	—	—	—	0.057	MJSD	0	15,604.4	7,162,014	7052021
BRSNY4KA0	VERIFONE INC SENIOR SECURED TERM NOTES		425,362.51	426,166.21	427,500.01	425,421.23	744.98		64.08	—	—	—	0.071	MJSD	0	2,874.99	7,012,014	7082021
BRSNZFA49	KARMAN BUYER CORP SENIOR SECURED TERM NO	1	1,213,288.4	1,197,111.22	1,216,329.22	1,213,344.73	(16,233.51	)	56.33	—	—	—	0.036	MJSD	0	—	7,112,014	7232021
BRSP9DQP4	FERRO CORP SENIOR SECURED TERM NOTES		442,222.22	441,111.11	444,444.44	442,252.9	(1,141.79	)	30.68	—	—	—	0.071	MJSD	0	69.14	7,302,014	7312021
BRSP2R5D0	EMERALD PERFORMANCE MATERIALS SENIOR SEC		104,052.28	103,869.28	104,575.16	104,057.86	(188.58	)	5.58	—	—	—	0.072	MJSD	0	339.86	7,232,014	8012021
BRSP4SGF9	SOUTHCROSS ENERGY PARTNERS LP SENIOR SEC	1	160,082.65	160,937.76	160,887.08	160,087.44	850.32		6.81	—	—	—	0.072	MJSD	0	1.14	7,292,014	8042021
BRSP6WS08	GEMINI HDPE LLC SENIOR SECURED TERM NOTE		927,018.63	927,018.63	931,677.02	927,095.38	(76.75	)	76.75	—	—	—	0.055	MJSD	0	—	8,082,014	8062021
BRSNUZ2R8	BAYONNE ENERGY CENTER LLC SENIOR SECURED		210,713.8	211,442.29	211,772.66	210,725.99	716.3		13.40	—	—	—	0.072	MJSD	0	742.04	6,242,014	8192021
BRSPDTF35	ALBERTSONS INC SENIOR SECURED TERM NOTES	1	2,069,327.74	2,093,844.54	2,100,840.34	2,069,561.79	24,282.75		234.05	—	—	—	0.214	MJSD	0	—	8,112,014	8252021
BRSP750D8	KEY SAFETY SYSTEMS INC SENIOR SECURED TE		2,740,671.93	2,748,430.89	2,752,559.73	2,740,711.83	7,719.06		39.90	—	—	—	0.062	MJSD	0	—	8,072,014	8292021
BRSPC8H22	UAL_12-2A SENIOR SECURED TERM LOAN	1	3,375,000	3,376,414.77	3,409,090.91	3,375,000	1,414.77		—	—	—	—	0.142	MJSD	0	—	8,062,014	9152021
BRSPRVAJ5	EXGEN TEXAS POWER LLC SENIOR SECURED TE	1	1,320,000	1,323,333.33	1,333,333.33	1,320,010.42	3,322.91		10.42	—	—	—	0.142	MJSD	0	—	9,162,014	9182021
BRSPX9JD1	BERLIN PACKAGING LLC SENIOR SECURED TERM		800,268.12	804,289.57	804,289.57	800,268.12	4,021.45		—	—	—	—	0.073	MJSD	0	—	9,242,014	9242021



BRSPDFCP9	ACOSTA HOLDCO INC SENIOR SECURED TERM NO	1	675,170.09	680,272.13	680,272.13	675,170.09	5,102.04		—		—	—	—	0.106	MJSD	0	—	8,142,014	9262021
BRSPRV5X0	FLEETCOR TECHNOLOGIES OPERATIN SENIOR SE	1	306,153.85	307,692.31	307,692.31	306,153.85	1,538.46		—		—	—	—	0.073	MJSD	0	—	9,302,014	9302021
BRSPVYNA9	TPF II POWER LLC SENIOR SECURED TERM NOT	1	1,288,961.04	1,298,155.85	1,298,701.30	1,288,961.04	9,194.81		—		—	—	—	0.11	MJSD	0	—	9,242,014	10012021
00101JAE6	ADT CORP SENIOR CORP BND		3,001,658.45	2,925,000	3,000,000.00	3,001,146.41	(76,146.41	)	(202.20	)	—	—	2.25	1.94	JJ	14250	61,575	4,302,013	7152017
00206RAW2	AT&T INC CORP BND		6,694,297.5	6,835,932.78	6,625,000.00	6,648,708.51	187,224.27		(10,588.11	)	—	—	2.95	2.723	MN	73831.95	146,578.13	2,222,012	5152016
00206RBR2	AT&T INC CORP BND		3,499,335	3,498,726.7	3,500,000.00	3,499,728.27	(1,001.57	)	147.85		—	—	0.9	0.906	FA	4287.5	23,625	4,232,013	2122016
00206RBS0	AT&T INC SENIOR CORP BND		3,000,000	3,006,900.09	3,000,000.00	3,000,000	6,900.09		—		—	—	0.62	0.677	FMAN	2583.75	14,022.97	2,072,013	2122016
00287YAJ8	ABBVIE INC SENIOR CORP BND		3,992,851.97	3,987,049.24	4,000,000.00	3,994,755.93	(7,706.69	)	1,222.44		—	—	1.75	1.906	MN	28194.45	52,500	8,092,013	11062017
02209SAK9	ALTRIA GROUP INC CORP BND		355,810.5	343,502.15	333,000.00	342,807.53	694.62		(46,709.76	)	—	—	4.125	0.985	MS	763.13	60,223.88	6,202,013	9112015
0258M0DG1	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		4,998,850	5,028,284.05	5,000,000.00	4,999,294.8	28,989.25		284.93		—	—	1.3	1.308	JJ	11194.44	48,750	7,242,013	7292016
0258M0DR7	AMERICAN EXPRESS CREDIT CORPOR SENIOR CO		3,465,350.2	3,472,223.82	3,470,000.00	3,465,383.78	6,840.04		33.58		—	—	1.55	1.596	MS	1195.22	1,195.22	9,182,014	9222017
02666QM59	AMERICAN HONDA FINANCE CORPORA SENIOR CO		5,000,000	5,023,699.95	5,000,000.00	5,000,000	23,699.95		—		—	—	0.61	0.648	FMAN	3049.5	23,032.78	5,222,013	5262016
03523TAT5	ANHEUSER-BUSCH INBEV WORLDWIDE CORP BND		6,070,199	5,746,954	5,650,000.00	5,741,743.51	5,210.49		(126,905.60	)	—	—	3.625	0.599	AO	94441.32	153,609.38	6,262,013	4152015
03523TBN7	ANHEUSER-BUSCH INBEV WORLDWIDE SENIOR CO		12,760,736.5	12,735,682.39	12,775,000.00	12,771,530.56	(35,848.17	)	2,385.25		—	—	1.375	1.385	JJ	37082.98	111,741.66	7,152,014	7152017
06050TLR1	BANK OF AMERICA CORP SENIOR CORP BND		2,498,150	2,491,564	2,500,000.00	2,498,686.51	(7,122.51	)	455.91		—	—	1.125	1.15	MN	10703.13	21,093.75	11,062,013	11142016
06050TLT7	BANK OF AMERICA CORP SENIOR CORP BND		4,995,600	4,975,861	5,000,000.00	4,996,511.15	(20,650.15	)	1,750.06		—	—	1.25	1.28	FA	8159.72	76,562.49	2,112,014	2142017
06050TLU4	BANK OF AMERICA CORP SENIOR CORP BND		5,750,000	5,760,810.23	5,750,000.00	5,750,000	10,810.23		—		—	—	0.703	0.706	FMAN	5390.43	25,641.95	2,112,014	2142017
06051GEG0	BANK OF AMERICA CORP CORP BND		5,182,413.45	5,179,754.65	5,000,000.00	5,149,215.06	30,539.59		(74,909.54	)	—	—	3.625	1.551	MS	7048.61	135,937.5	6,022,014	3172016
06051GEQ8	BANK OF AMERICA CORP CORP BND		7,577,808	8,010,720.19	7,600,000.00	7,588,474.53	422,245.66		(35,049.85	)	—	—	3.875	3.94	MS	7362.51	294,543.05	3,192,012	3222017
06051GEX3	BANK OF AMERICA CORP SENIOR CORP BND		5,075,550	4,973,662.55	5,000,000.00	5,070,085.93	(96,423.38	)	(6,680.45	)	—	—	2.6	2.255	JJ	27444.44	76,656.67	5,202,014	1152019
06051GFD6	BANK OF AMERICA CORP SENIOR CORP BND MTN		5,998,320	5,979,689.94	6,000,000.00	5,998,478.2	(18,788.26	)	158.20		—	—	2.65	2.656	AO	79500	79,500	3,272,014	4012019
06406HBX6	BANK OF NEW YORK MELLON CORP/T CORP BND		3,367,975	3,326,986.16	3,250,000.00	3,327,801.2	(815.04	)	(31,618.76	)	—	—	2.3	0.972	JJ	13081.25	56,062.5	10,152,013	7282016
06406HCA5	BANK OF NEW YORK MELLON CORP/T CORP BND	1	1,497,285	1,534,303.89	1,500,000.00	1,498,738.87	35,565.02		397.81		—	—	2.4	2.438	JJ	7400	27,000	11,172,011	1172017
06406HCC1	BANK OF NEW YORK MELLON CORP/T CORP BND	1	3,652,183.5	3,658,322	3,650,000.00	3,650,653.76	7,668.24		(1,064.24	)	—	—	1.2	1.133	FA	4988.33	62,531.66	7,192,013	2202015
06406HCD9	BANK OF NEW YORK MELLON CORP/T SENIOR CO	1	2,651,775.5	2,654,213.77	2,650,000.00	2,650,674.69	3,539.08		(511.71	)	—	—	0.7	0.674	AO	8141.39	13,912.5	2,132,013	10232015
06406HCF4	BANK OF NEW YORK MELLON CORP/T SENIOR CO		5,175,000	5,185,608.85	5,175,000.00	5,175,000	10,608.85		(1,264.20	)	—	—	0.463	0.545	JAJO	4659.95	28,191.37	10,182,012	10232015
06406HCG2	BANK OF NEW YORK MELLON CORP/T SENIOR CO	1	3,597,876	3,591,513.32	3,600,000.00	3,598,983.19	(7,469.87	)	527.89		—	—	0.7	0.72	MS	1890	18,900	3,042,013	3042016



06406HCH0	BANK OF NEW YORK MELLON CORP/T SENIOR CO		600,000	600,503.95	600,000.00	600,000	503.95		—		—	—	0.463	0.49	MJSD	208.4	2,107.84	11,262,013	3042016
06406HCK3	BANK OF NEW YORK MELLON CORP/T SENIOR CO		15,000,000	15,057,149.55	15,000,000.00	15,000,000	57,149.55		—		—	—	0.673	0.704	MJSD	6450.55	81,822.57	6,022,014	3062018
06406HCR8	BANK OF NEW YORK MELLON/THE SENIOR CORP	1	7,491,675	7,484,089.88	7,500,000.00	7,492,777.98	(8,688.1	)	1,102.98		—	—	2.2	2.223	MS	12375	108,625	1,282,014	3042019
06406HCU1	BANK OF NEW YORK MELLON/THE SENIOR CORP	1	1,996,120	1,993,089.3	2,000,000.00	1,996,416.25	(3,326.95	)	296.25		—	—	2.2	2.241	MN	17600	17,600	5,022,014	5152019
07330NAC9	BRANCH BKG & TR CO SENIOR CORP BND	1	999,640	1,006,894.07	1,000,000.00	999,765.37	7,128.7		89.18		—	—	1.45	1.462	AO	7169.44	10,875	9,042,013	10032016
07330NAF2	BRANCH BKG & TR CO CORP BND	1	4,500,000	4,522,230.14	4,500,000.00	4,500,000	22,230.14		—		—	—	0.664	0.667	MJSD	2405.55	22,589.64	11,192,013	12012016
07330NAG0	BRANCH BKG & TR CO CORP BND	1	499,335	500,100	500,000.00	499,519.94	580.06		163.52		—	—	1.05	1.095	JD	1750	3,937.5	11,192,013	12012016
07385TAJ5	BEAR STEARNS CO INC CORP BND		325,959.9	301,869	300,000.00	300,684.94	1,184.06		(4,150.47	)	—	—	5.7	3.797	MN	6460	12,825	10,292,009	11152014
110122AV0	BRISTOL-MYERS SQUIBB CO SENIOR CORP BND		4,977,000	4,909,810.65	5,000,000.00	4,980,767.13	(70,956.48	)	3,079.48		—	—	1.75	1.841	MS	7291.67	65,625	10,242,013	3012019
115637AN0	BROWN-FORMAN CORPORATION SENIOR CORP BND		1,295,697	1,269,761.35	1,300,000.00	1,297,197.37	(27,436.02	)	625.92		—	—	1	1.067	JJ	2744.44	9,750	12,102,012	1152018
126650BE9	CVS CAREMARK CORP CORP BND		2,334,389.12	2,175,437.63	1,988,000.00	2,174,699.68	737.95		(73,781.87	)	—	—	6.125	1.046	FA	15558.86	91,323.75	2,112,013	8152016
126650CA6	CVS CAREMARK CORP CORP BND		299,886	300,405.88	300,000.00	299,916.85	489.03		54.62		—	—	1.2	1.213	JD	1160	5,282.67	12,022,013	12052016
14042E3Y4	CAPITAL ONE BANK USA NA / CAPI SENIOR CO		6,855,612.5	6,764,369.08	6,875,000.00	6,856,081.81	(91,712.73	)	524.71		—	—	2.95	2.995	JJ	37745.66	42,170.66	7,212,014	7232021
14912L5M9	CATERPILLAR INC SENIOR CORP BND MTN		5,000,000	5,013,650.15	5,000,000.00	5,000,000	13,650.15		—		—	—	0.475	0.527	FMAN	2374.5	17,914.02	2,252,013	2262016
14912L5N7	CATERPILLAR INC SENIOR CORP BND MTN		2,896,404	2,900,532.73	2,900,000.00	2,898,359.23	2,173.5		870.70		—	—	0.7	0.741	FA	1973.61	15,225	2,252,013	2262016
166764AC4	CHEVRON CORP SENIOR CORP BND		4,200,000	4,210,967.51	4,200,000.00	4,200,000	10,967.51		—		—	—	0.889	0.889	JD	10060.51	28,003.51	6,172,013	6242016
17275RAG7	CISCO SYSTEMS INC CORP BND		3,989,840	4,012,920	4,000,000.00	3,999,723.02	13,196.98		1,610.28		—	—	2.9	2.955	MN	43177.78	87,000	11,092,009	11172014
17275RAQ5	CISCO SYSTEMS INC SENIOR CORP BND		3,500,000	3,525,900.18	3,500,000.00	3,500,000	25,900.18		—		—	—	0.734	0.734	MJSD	2139.67	15,157.85	2,242,014	3012019
17275RAT9	CISCO SYSTEMS INC SENIOR CORP BND		3,499,790	3,499,338.57	3,500,000.00	3,499,829.89	(491.32	)	55.91		—	—	1.1	1.102	MS	2994.44	31,181.94	9,182,014	3032017
172967FD8	CITIGROUP INC CORP BND		2,652,105	2,564,900	2,500,000.00	2,524,337.63	40,562.37		(43,870.33	)	—	—	4.75	3.183	MN	43541.67	134,570.67	5,242,011	5192015
172967FH9	CITIGROUP INC CORP BND		181,896.12	181,357.94	174,000.00	176,768.15	4,589.79		(36,331.33	)	—	—	4.587	3.229	JD	2350.07	131,094.92	5,162,012	12152015
172967GK1	CITIGROUP INC SUB CORP BND		10,802,675	10,641,293.26	10,500,000.00	10,797,029.16	(155,735.9	)	(5,645.84	)	—	—	4.05	3.631	JJ	72056.26	75,318.76	8,192,014	7302022
172967GR6	CITIGROUP INC CAPSEC CORP BND	1	6,702,500	6,527,500	7,000,000.00	6,703,085.41	(175,585.41	)	585.41		—	—	5.35	5.627	MN	141477.77	37,450	8,202,014	12312049
172967HC8	CITIGROUP INC SENIOR CORP BND		2,033,660	2,009,037.48	2,000,000.00	2,031,904.66	(22,867.18	)	(1,755.34	)	—	—	2.5	2.081	MS	694.44	11,666.66	7,012,014	9262018
172967HY0	CITIGROUP INC SENIOR CORP BND		8,587,960	8,550,138.83	8,600,000.00	8,588,473.12	(38,334.29	)	643.64		—	—	1.55	1.598	FA	17403.06	21,794.73	8,072,014	8142017
191216AU4	COCA-COLA COMPANY (THE) CORP BND		2,023,040.96	2,039,623.56	2,000,000.00	2,009,581.47	30,042.09		(4,508.64	)	—	—	1.8	1.649	MS	3000	33,235	12,142,011	9012016
191216BC3	COCA-COLA COMPANY (THE) SENIOR CORP BND		3,000,000	3,003,750	3,000,000.00	3,000,000	3,750		—		—	—	0.34	0.342	FMAN	1726.3	7,607.76	10,292,013	11012016



191216BD1	COCA-COLA COMPANY (THE) SENIOR CORP BND			6,991,950	6,987,477.42	7,000,000.00	6,994,387.54	(6,910.12	)	1,989.81		—	—	0.75	0.789	MN	21875	39,375	9,182,014	11012016
19416QDW7	COLGATE-PALMOLIVE CO CORP BND MTN			4,433,134.5	4,451,824.07	4,450,000.00	4,449,310.74	2,513.33		4,207.89		—	—	0.6	0.727	MN	10086.66	20,025	11,032,011	11152014
19416QEB2	COLGATE-PALMOLIVE CO SENIOR CORP BND MTN			1,890,937	1,851,878.85	1,900,000.00	1,893,454.27	(41,575.42	)	1,335.38		—	—	0.9	0.998	MN	7125	12,825	4,292,013	5012018
20030NAJ0	COMCAST CORP CORP BND			2,304,900	2,114,760	2,000,000.00	2,111,303.12	3,456.88		(144,706.11	)	—	—	5.85	0.856	MN	44200	171,600	10,032,012	11152015
20271RAA8	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO	E		2,149,183	2,165,050	2,150,000.00	2,149,872.05	15,177.95		205.65		—	—	1.95	1.963	MS	1746.88	31,443.75	3,052,012	3162015
20271RAE0	COMMONWEALTH BANK OF AUSTRALIA SENIOR CO	E		4,991,350	4,975,622.55	5,000,000.00	4,992,912.58	(17,290.03	)	1,562.58		—	—	1.125	1.184	MS	2812.5	30,937.5	3,052,014	3132017
202795HH6	COMMONWEALTH EDISON COMPANY SECURED CORP			3,126,706.5	2,914,438.5	2,850,000.00	2,903,489.63	10,948.87		(73,704.66	)	—	—	4.7	1.191	AO	61765.83	100,462.5	6,142,012	4152015
20825CAT1	CONOCOPHILLIPS CORP BND			3,297,063	3,338,709	3,300,000.00	3,299,850.92	38,858.08		399.08		—	—	4.6	4.616	JJ	32046.67	119,152.78	5,182,009	1152015
20825TAA5	CONOCO INC CORP BND	G		5,679,205.4	5,475,623.96	5,005,000.00	5,470,219.76	5,404.2		(168,160.42	)	—	—	5.625	1.006	AO	129817.19	211,148.44	11,262,013	10152016
20826FAB2	CONOCOPHILLIPS CO SENIOR CORP BND		1	4,876,363.57	4,815,243.62	4,885,000.00	4,876,945.8	(61,702.18	)	2,441.57		—	—	1.05	1.101	JD	14960.31	53,318.57	6,022,014	12152017
216871AC7	COOPER US INC CORP BND			2,372,660	2,229,218.44	2,000,000.00	2,247,256.26	(18,037.82	)	(65,747.40	)	—	—	6.1	1.494	JJ	30500	91,500	4,182,013	7012017
21688AAA0	RABOBANK NEDERLAND NV SENIOR CORP BND			1,988,560	2,012,169.8	2,000,000.00	1,990,115.31	22,054.49		3,491.99		—	—	2.25	2.372	JJ	9625	72,125	1,072,014	1142019
22160KAE5	COSTCO WHSLE CORP SENIOR CORP BND			1,899,620	1,878,487.87	1,900,000.00	1,899,755.94	(21,268.07	)	132.22		—	—	1.125	1.129	JD	6293.75	38,016.42	11,282,012	12152017
22546QAN7	CREDIT SUISSE NEW YORK NY SENIOR CORP BN			4,989,700	4,953,934.1	5,000,000.00	4,990,368.92	(36,434.82	)	670.94		—	—	2.3	2.344	MN	39291.67	39,413.06	5,222,014	5282019
23311VAC1	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	2,956,525.25	3,026,596.53	2,975,000.00	2,963,051.51	63,545.02		2,682.94		—	—	2.5	2.633	JD	24791.67	55,781.25	11,192,012	12012017
23311VAE7	DCP MIDSTREAM PARTNERS LP SENIOR CORP BN		1	1,192,920	1,202,973.91	1,200,000.00	1,193,654.39	9,319.52		734.39		—	—	2.7	2.826	AO	17820	17,820	3,102,014	4012019
233851AY0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			3,450,000	3,482,119.5	3,450,000.00	3,450,000	32,119.5		—		—	—	0.92	0.945	FMAN	5375.83	23,923.18	7,242,013	8012016
233851AZ7	DAIMLER FINANCE NORTH AMERICA SENIOR COR			4,994,750	5,037,406.55	5,000,000.00	4,996,763.15	40,643.4		1,298.96		—	—	1.45	1.486	FA	12083.33	54,375	7,242,013	8012016
233851BF0	DAIMLER FINANCE NORTH AMERICA SENIOR COR			7,224,987.5	7,215,350.22	7,250,000.00	7,226,343.97	(10,993.75	)	1,721.16		—	—	1.375	1.493	FA	16614.57	21,045.13	7,242,014	8012017
235851AL6	DANAHER CORPORATION CORP BND			1,822,080	1,869,114.44	1,825,000.00	1,823,953.47	45,160.97		577.77		—	—	2.3	2.334	JD	11426.53	41,486.25	6,202,011	6232016
24422ERK7	JOHN DEERE CAPITAL CORP CORP BND MTN			505,585	500,819.95	500,000.00	500,699.28	120.67		(3,084.89	)	—	—	1.25	0.423	JD	2065.97	4,687.5	7,192,013	12022014
24422ERN1	JOHN DEERE CAPITAL CORP SENIOR CORP BND			4,923,571.75	4,941,868.08	4,925,000.00	4,924,299.41	17,568.67		305.85		—	—	1.4	1.406	MS	3064.44	76,263.05	2,222,012	3152017
24422ERZ4	JOHN DEERE CAPITAL CORP UNSECURED CORP B			634,326.9	636,348.3	635,000.00	634,704.56	1,643.74		168.22		—	—	0.75	0.786	JJ	912.82	3,571.88	1,172,013	1222016
24422ESB6	JOHN DEERE CAPITAL CORP CORP BND MTN			4,988,450	4,918,361.65	5,000,000.00	4,991,958.66	(73,597.01	)	1,690.79		—	—	1.3	1.348	MS	3430.56	48,750	3,062,013	3122018
24422ESQ3	JOHN DEERE CAPITAL CORP SENIOR CORP BND			3,000,000	2,999,993.25	3,000,000.00	3,000,000	(6.75	)	—		—	—	0.454	0.454	MJSD	605.47	681.15	9,102,014	12152017
25215BAA1	DEXIA CREDIT LOCAL/NEW YORK SENIOR CORP	E		4,986,350	5,033,000.2	5,000,000.00	4,990,630.02	42,370.18		6,556.29		—	—	1.25	1.343	AO	28298.61	91,493.06	10,102,013	10182016
25459HAV7	DIRECTV HOLDINGS LLC CORP BND			5,665,268.75	5,687,888.05	5,525,000.00	5,581,921.72	105,966.33		(30,560.07	)	—	—	3.125	2.355	FA	22061.63	129,492.2	2,212,013	2152016



25459HAY1	DIRECTV HOLDINGS LLC SENIOR CORP BND		9,374,202.75	9,055,902.76	8,745,000.00	9,013,218.79	42,683.97		(139,187.48	)	—	—	3.5	1.308	MS	25506.25	229,556.25	10,162,012	3012016
25459HBE4	DIRECTV HOLDINGS LLC SENIOR CORP BND		4,533,818.6	4,599,694.08	4,500,000.00	4,534,725.43	64,968.65		(112.15	)	—	—	2.4	2.074	MS	4800	55,400	9,122,014	3152017
25468PCV6	WALT DISNEY COMPANY (THE) SENIOR CORP BN		7,024,696.75	6,992,562.66	7,075,000.00	7,042,800.46	(50,237.8	)	8,963.86		—	—	1.1	1.247	JD	25941.67	74,807.64	9,182,014	12012017
25468PDA1	WALT DISNEY COMPANY (THE) SENIOR CORP BN		2,997,000	2,960,172.96	3,000,000.00	2,997,192.7	(37,019.74	)	250.03		—	—	1.85	1.871	MN	18345.83	23,793.05	5,282,014	5302019
257375AD7	DOMINION GAS HOLDINGS LLC CORP BND		4,998,666.59	4,985,960.4	5,000,000.00	4,998,766.24	(12,805.84	)	99.65		—	—	1.05	1.038	MN	21875	8,020.83	8,062,014	11012016
26138EAM1	DR PEPPER SNAPPLE GROUP INC CORP BND		1,423,418.25	1,461,673.8	1,425,000.00	1,424,572.41	37,101.39		242.08		—	—	2.9	2.924	JJ	8724.17	30,993.75	1,062,011	1152016
263901AE0	DUKE ENERGY INDIANA INC SECURED CORP BND		585,000	585,208.77	585,000.00	585,000	208.77		—		—	—	0.584	0.619	JAJO	778.31	2,594.43	7,082,013	7112016
264399EM4	DUKE ENERGY CORP CORP BND		3,852,877.8	3,503,690.15	3,345,000.00	3,488,965.65	14,724.5		(140,732.68	)	—	—	5.3	0.965	AO	88642.5	175,731.81	3,012,012	10012015
268648AP7	EMC CORP SENIOR CORP BND		3,498,725	3,474,703.02	3,500,000.00	3,499,042.17	(24,339.15	)	193.93		—	—	1.875	1.883	JD	21875	41,718.75	4,022,014	6012018
277432AM2	EASTMAN CHEMICAL COMPANY SENIOR CORP BND		822,228	839,814.78	825,000.00	823,475.77	16,339.01		410.25		—	—	2.4	2.472	JD	6600	14,850	5,292,012	6012017
278062AB0	EATON CORPORATION SENIOR CORP BND		1,173,959.42	1,167,683.42	1,175,000.00	1,174,189.04	(6,505.62	)	191.39		—	—	1.5	1.523	MN	7294.8	13,218.75	11,082,013	11022017
278642AG8	EBAY INC. SENIOR CORP BND		5,442,698.9	5,360,643.9	5,375,000.00	5,415,439.43	(54,795.53	)	(10,614.77	)	—	—	1.35	1.075	JJ	15318.75	63,544.67	10,242,012	7152017
293791AN9	ENTERPRISE PRODUCTS OPERATING CORP BND		1,193,423	1,101,903	1,100,000.00	1,102,026.55	(123.55	)	(39,542.75	)	—	—	5.6	0.765	AO	28404.44	46,200	1,022,013	10152014
293791AR0	ENTERPRISE PRODUCTS OPERATING CORP BND		2,162,160	2,035,740	2,000,000.00	2,035,035.62	704.38		(100,512.33	)	—	—	5	0.784	MS	8333.33	121,111.11	3,192,013	3012015
30219GAD0	ARISTOTLE HOLDING INC SENIOR CORP BND		4,067,024.68	4,213,524.21	4,100,000.00	4,080,429.36	133,094.85		5,919.93		—	—	2.65	1.732	FA	13883.06	81,487.5	1,142,013	2152017
30219GAH1	ARISTOTLE HOLDING INC SENIOR CORP BND		4,489,155	4,434,411.96	4,500,000.00	4,489,818.65	(55,406.69	)	711.81		—	—	2.25	2.301	JD	32625	35,843.75	6,022,014	6152019
30231GAA0	EXXON MOBIL CORP SENIOR CORP BND		4,006,960	3,973,278.2	4,000,000.00	4,006,694.41	(33,416.21	)	(265.59	)	—	—	0.921	0.852	MS	1637.33	3,683.98	8,202,014	3152017
30231GAB8	EXXON MOBIL CORP SENIOR CORP BND		5,000,000	5,006,049.75	5,000,000.00	5,000,000	6,049.75		—		—	—	0.274	0.274	MJSD	609.11	7,388.47	9,182,014	3152017
30231GAD4	EXXON MOBIL CORP SENIOR CORP BND	1	2,050,000	2,047,247.94	2,050,000.00	2,050,000	(2,752.06	)	—		—	—	1.819	1.819	MS	1657.31	19,784.15	3,172,014	3152019
30249UAA9	FMC TECHNOLOGIES INC SENIOR CORP BND		349,184.5	350,936.15	350,000.00	349,504.01	1,432.14		118.79		—	—	2	2.049	AO	3500	5,250	9,182,012	10012017
302570BC9	NEXTERA ENERGY CAPITAL HOLDING CORP BND		917,625	811,268.25	750,000.00	787,617.91	23,650.34		(174,712.57	)	—	—	7.875	3.581	JD	17390.63	342,256.26	2,172,010	12152015
316773CR9	FIFTH THIRD BANK CAPSEC CORP BND	1	4,970,000	4,881,250	5,000,000.00	4,970,370.39	(89,120.39	)	370.39		—	—	4.9	4.936	MS	680.56	13,611.12	9,082,014	12312049
31677QBC2	FIFTH THIRD BANK SENIOR CORP BND	1	2,835,322.5	2,819,660.92	2,850,000.00	2,835,419.88	(15,758.96	)	97.38		—	—	2.875	2.956	AO	5917.71	5,917.71	9,022,014	10012021
337738AH1	FISERV INC CORP BND		1,540,407.22	1,533,352.5	1,500,000.00	1,530,433.3	2,919.2		(22,509.88	)	—	—	3.125	1.08	AO	23437.5	35,156.25	6,022,014	10012015
337738AK4	FISERV INC CORP BND		789,567.5	774,722.1	750,000.00	771,813	2,909.1		(9,418.88	)	—	—	3.125	1.392	JD	6901.04	17,578.13	8,062,013	6152016
341099CQ0	PROGRESS ENERGY FLORIDA SECURED CORP BND		4,772,675.81	4,767,974.23	4,771,000.00	4,771,834.47	(3,860.24	)	(553.72	)	—	—	0.65	0.634	MN	11715.46	23,258.63	3,212,013	11152015
345397WM1	FORD MOTOR CREDIT COMPANY LLC SENIOR COR		4,750,000	4,789,899.81	4,750,000.00	4,750,000	39,899.81		—		—	—	1.013	1.019	JAJO	10159.14	43,037.96	11,062,013	1172017



345397WN9	FORD MOTOR CREDIT COMPANY LLC SENIOR COR	4,186,061.4	4,189,233.11	4,190,000.00	4,187,183.7	2,049.41		980.25		—	—	1.5	1.53	JJ	12919.16	47,137.5	11,062,013	1172017
345397WR0	FORD MOTOR CREDIT COMPANY LLC SENIOR COR	3,500,000	3,474,847.5	3,500,000.00	3,500,000	(25,152.5	)	—		—	—	1.724	1.724	JD	19275.27	19,275.27	6,032,014	12062017
345397WT6	FORD MOTOR CREDIT COMPANY LLC SENIOR COR	4,000,000	3,985,879.52	4,000,000.00	4,000,000	(14,120.48	)	—		—	—	1.684	1.684	MS	4303.56	4,303.56	9,032,014	9082017
345838AE6	FOREST LABORATORIES INC. SENIOR CORP BND	2,194,560	2,119,571.38	2,000,000.00	2,189,609.49	(70,038.11	)	(4,950.51	)	—	—	4.875	3.217	FA	12458.33	18,145.83	7,212,014	2152021
354613AH4	FRANKLIN RESOURCES INC SENIOR CORP BND	1,541,552.5	1,541,841.31	1,550,000.00	1,544,905.21	(3,063.9	)	2,271.41		—	—	1.375	1.489	MS	947.23	29,043.08	9,192,012	9152017
35671DAW5	FREEPORT-MCMORAN COPPER & GOLD SENIOR CO	3,345,980	3,398,447.64	3,350,000.00	3,348,031.78	50,415.86		586.76		—	—	2.15	2.175	MS	6002.09	54,018.75	2,082,012	3012017
35671DBD6	FREEPORT-MCMORAN COPPER & GOLD SENIOR CO	3,769,675.91	3,773,033.61	3,770,000.00	3,769,769.26	3,264.35		62.13		—	—	2.375	3.045	MS	3979.44	67,153.12	10,102,013	3152018
369550AQ1	GENERAL DYNAMICS CORP CORP BND	1,149,579.4	1,118,860.65	1,090,000.00	1,118,786.84	73.81		(11,963.17	)	—	—	2.25	0.76	JJ	5177.5	18,393.75	10,182,012	7152016
369550AV0	GENERAL DYNAMICS CORP SENIOR CORP BND	8,899,150.88	8,800,400.7	8,963,000.00	8,922,100	(121,699.3	)	18,517.70		—	—	1	1.149	MN	33860.23	82,611.38	2,212,013	11152017
369604BC6	GENERAL ELECTRIC CO CORP BND	308,510.1	299,921.09	270,000.00	300,249.54	(328.45	)	(6,897.06	)	—	—	5.25	1.621	JD	4528.13	10,631.25	11,052,013	12062017
369604BE2	GENERAL ELECTRIC CO SENIOR CORP BND	2,774,250.75	2,783,849.21	2,775,000.00	2,774,742.65	9,106.56		186.77		—	—	0.85	0.859	AO	11269.58	17,690.62	12,282,012	10092015
36962G4D3	GENERAL ELECTRIC CAP CORP CORP BND MTN	261,337.5	291,457.48	250,000.00	256,378.92	35,078.56		(19,018.82	)	—	—	6	5.395	FA	2250	45,550	10,292,009	8072019
36962G4T8	GENERAL ELECTRIC CAP CORP CORP BND	7,243,470	7,679,746.76	7,550,000.00	7,475,702.19	204,044.57		48,801.35		—	—	2.25	3.162	MN	67006.26	127,406.26	2,222,012	11092015
36962G5M2	GENERAL ELECTRIC CAP CORP CORP BND MTN	1,648,284	1,658,216.84	1,650,000.00	1,649,840.31	8,376.53		437.31		—	—	2.15	2.186	JJ	8080.41	26,606.25	12,282,012	1092015
36962G5S9	GENERAL ELECTRIC CAP CORP SENIOR CORP BN	3,359,720	3,336,222.24	3,250,000.00	3,341,715.71	(5,493.47	)	(18,004.29	)	—	—	2.45	1.279	MS	3538.89	39,148.96	9,182,014	3152017
36962G6N9	GENERAL ELECTRIC CAP CORP SECURED CORP B	2,000,000	2,012,860.1	2,000,000.00	2,000,000	12,860.1		—		—	—	0.835	0.911	MJSD	927.33	12,673.43	12,052,012	12112015
36962G6R0	GENERAL ELECTRIC CAP CORP SENIOR CORP BN	3,256,512.93	3,279,906.28	3,267,000.00	3,262,522.6	17,383.68		(988.59	)	—	—	1	1.109	JJ	7532.25	66,808.05	1,032,013	1082016
36962G7A6	GENERAL ELECTRIC CAP CORP CORP BND MTN	320,000	322,774.39	320,000.00	320,000	2,774.39		—		—	—	0.884	0.919	JAJO	620.48	2,146.32	7,092,013	7122016
36962G7F5	GENERAL ELECTRIC CAP CORP SENIOR CORP BN	5,000,000	5,033,800.15	5,000,000.00	5,000,000	33,800.15		—		—	—	0.744	0.752	JAJO	8158.94	26,870.06	1,082,014	1142019
373334JV4	GEORGIA POWER COMPANY CORP BND	3,399,082	3,508,510.93	3,400,000.00	3,399,699.65	108,811.28		140.95		—	—	3	3.006	AO	47033.33	76,500	4,122,011	4152016
373334KB6	GEORGIA POWER COMPANY SENIOR CORP BND	800,308.8	799,969.5	800,000.00	800,000	(30.5	)	(164.35	)	—	—	0.554	0.541	MJSD	197.01	6,521.47	6,182,013	3152016
377372AG2	GLAXOSK CAP INC SENIOR CORP BND	4,594,020	4,600,884.4	4,600,000.00	4,597,065.07	3,819.33		1,482.68		—	—	0.7	0.744	MS	1162.78	24,150	3,132,013	3182016
378272AD0	GLENCORE FUNDING LLC SENIOR CORP BND 144	2,636,803	2,593,801.53	2,650,000.00	2,639,739.34	(45,937.81	)	1,682.49		—	—	2.5	2.596	JJ	13986.11	49,687.5	5,222,013	1152019
38141EA74	GOLDMAN SACHS GROUP INC CORP BND	606,066	615,228	600,000.00	601,182.83	14,045.17		(2,198.83	)	—	—	3.7	3.458	FA	3700	21,620.33	1,052,011	8012015
38141EB32	GOLDMAN SACHS GROUP INC SENIOR CORP BND	2,017,500	2,012,774.6	2,000,000.00	2,007,379.68	5,394.92		(4,770.70	)	—	—	1.6	1.274	MN	11377.78	24,000	2,212,013	11232015
38141GEA8	GOLDMAN SACHS GROUP INC CORP BND	2,039,860	2,026,140	2,000,000.00	2,002,719.12	23,420.88		(8,649.51	)	—	—	5.125	4.642	JJ	21638.89	86,804.7	5,182,010	1152015
38141GEG5	GOLDMAN SACHS GROUP INC CORP BND	2,488,200	2,505,400.08	2,500,000.00	2,492,691.83	12,708.25		3,671.91		—	—	0.683	0.897	MJSD	426.94	13,003.8	10,292,013	3222016



38141GES9	GOLDMAN SACHS GROUP INC CORP BND		6,077,662.5	5,894,179.25	5,250,000.00	6,072,169.28	(177,990.03	)	(5,493.22	)	—	—	5.95	4.296	JJ	65945.83	33,840.62	8,192,014	1152027
38141GGT5	GOLDMAN SACHS GROUP INC SENIOR CORP BND		1,631,678.75	1,650,317.5	1,625,000.00	1,627,268.84	23,048.66		(2,848.45	)	—	—	3.3	3.059	MN	22045.84	40,218.75	6,262,013	5032015
38141GVK7	GOLDMAN SACHS GROUP INC SENIOR CORP BND		4,350,000	4,445,047.41	4,350,000.00	4,350,000	95,047.41		—		—	—	1.436	1.476	JAJO	10892.42	58,110.57	4,252,013	4302018
38145XAA1	GOLDMAN SACHS GROUP INC SENIOR CORP BND		13,545,805.2	13,504,745.85	13,530,000.00	13,547,579.75	(42,833.9	)	1,774.55		—	—	2.625	2.593	JJ	60180.32	189,928.24	7,092,014	1312019
38259PAC6	GOOGLE CORP BND		2,065,620	2,047,621.92	2,000,000.00	2,039,721.26	7,900.66		(18,004.09	)	—	—	2.125	0.897	MN	15583.34	31,875.01	8,282,013	5192016
40428HPH9	HSBC BANK USA INC SENIOR CORP BND		2,991,420	2,990,849.07	3,000,000.00	2,994,362.56	(3,513.49	)	2,097.31		—	—	1.625	1.684	JJ	10156.25	61,808.23	12,132,012	1162018
40428HPJ5	HSBC BANK USA INC SENIOR CORP BND		938,383.2	956,567.69	940,000.00	938,695.74	17,871.95		229.28		—	—	2.625	2.662	MS	477.14	18,404.03	9,172,013	9242018
40428HPK2	HSBC BANK USA INC SENIOR CORP BND		6,250,000	6,369,372.44	6,250,000.00	6,250,000	119,372.44		—		—	—	1.116	1.13	MJSD	1355.76	52,944.5	9,172,013	9242018
406216BC4	HALLIBURTON COMPANY SENIOR CORP BND	1	499,645	501,791.23	500,000.00	499,723.65	2,067.58		51.54		—	—	2	2.015	FA	1666.67	7,500	7,292,013	8012018
41283LAA3	HARLEY-DAVIDSON FINANCIAL CORP BND 144A		2,329,200	2,347,015.28	2,250,000.00	2,277,543.3	69,471.98		(13,646.27	)	—	—	3.875	3.009	MS	3875	65,390.62	10,272,011	3152016
427866AS7	HERSHEY COMPANY THE CORP BND		1,321,912.75	1,334,877.86	1,325,000.00	1,323,673.94	11,203.92		465.10		—	—	1.5	1.549	MN	8281.25	14,906.25	11,082,011	11012016
428236BW2	HEWLETT-PACKARD CO UNSEC CORP BND		1,874,718.75	1,925,739.53	1,875,000.00	1,874,845.58	50,893.95		37.10		—	—	2.6	2.603	MS	2166.67	36,562.5	3,072,012	9152017
428236BZ5	HEWLETT-PACKARD CO SENIOR CORP BND		500,000	506,720.01	500,000.00	500,000	6,720.01		—		—	—	1.174	1.182	JAJO	1287.7	4,239.78	1,092,014	1142019
44923QAB0	HYUNDAI CAPITAL AMERICA CORP BND 144A		1,991,020	2,117,711.48	2,000,000.00	1,995,366.86	122,344.62		1,205.04		—	—	4	4.092	JD	25111.11	60,000	12,012,011	6082017
459200HB0	INTERNATIONAL BUSINESS MACHINE CORP BND		4,127,963.5	4,153,984	4,150,000.00	4,147,195.69	6,788.31		6,025.99		—	—	0.55	0.745	FA	3487.15	17,118.75	5,012,012	2062015
459200HC8	INTERNATIONAL BUSINESS MACHINE CORP BND		3,818,688.55	3,841,679.47	3,830,000.00	3,825,533.47	16,146		1,438.74		—	—	1.25	1.3	FA	7314.23	35,617.19	1,132,014	2062017
459200HD6	INTERNATIONAL BUSINESS MACHINE SENIOR CO		4,542,447	4,562,921.55	4,550,000.00	4,548,446.28	14,475.27		1,890.16		—	—	0.75	0.806	MN	13270.83	25,593.75	5,082,012	5112015
459200HK0	INTERNATIONAL BUSINESS MACHINE SENIOR CO		1,149,710.1	1,142,951.86	1,155,000.00	1,151,413.67	(8,461.81	)	780.46		—	—	1.25	1.345	FA	2125.52	10,828.13	2,052,013	2082018
459200HV6	INTERNATIONAL BUSINESS MACHINE SENIOR CO		700,000	700,280.06	700,000.00	700,000	280.06		—		—	—	0.308	0.304	FMAN	341.48	1,349.83	2,062,014	2052016
46623EJB6	JPMORGAN CHASE & CO SENIOR CORP BND		913,842	908,248.84	900,000.00	905,999.5	2,249.34		(4,573.90	)	—	—	1.358	0.738	MJSD	305.57	9,287.64	6,142,013	9222015
46623EJP5	JPMORGAN CHASE & CO SENIOR CORP BND MTN		3,372,637.5	3,396,465	3,375,000.00	3,374,620.91	21,844.09		595.02		—	—	1.875	1.899	MS	1933.59	47,460.94	3,142,012	3202015
46623EJU4	JPMORGAN CHASE & CO SENIOR CORP BND		4,144,978.5	4,159,698.14	4,150,000.00	4,147,631.57	12,066.57		1,850.26		—	—	1.125	1.166	FA	4539.07	51,890.63	2,212,013	2262016
46625HCE8	JPMORGAN CHASE & CO CORP BND		182,024.5	178,050.25	175,000.00	175,602.68	2,447.57		(1,054.85	)	—	—	4.75	3.908	MS	692.71	6,234.38	10,292,009	3012015
46625HHX1	JPMORGAN CHASE & CO CORP BND		6,416,840	6,207,377.04	6,000,000.00	6,197,427.34	9,949.7		(115,312.86	)	—	—	3.45	1.103	MS	17250	174,129.17	3,082,013	3012016
46625HJA9	JPMORGAN CHASE & CO CORP BND		8,363,137.2	8,302,968.58	8,025,000.00	8,259,325.47	43,643.11		(98,300.24	)	—	—	3.15	1.462	JJ	60388.13	189,590.63	6,022,014	7052016
46625HJF8	JPMORGAN CHASE & CO SENIOR CORP BND		17,326,163.65	17,556,444.7	17,245,000.00	17,312,369.17	244,075.53		(13,794.48	)	—	—	1.134	1.063	JAJO	36942.05	163,502.28	1,162,014	1252018
46625HJG6	JPMORGAN CHASE & CO CORP BND		1,973,600	1,988,449.4	2,000,000.00	1,979,495.45	8,953.95		4,452.90		—	—	1.8	2.122	JJ	6,600.00	27,000	10,012,013	1252018



46625HJL5	JPMORGAN CHASE & CO SENIOR CORP BND		3,227,387.2	3,207,737.71	3,265,000.00	3,234,177.14	(26,439.43	)	6,160.64		—	—	1.625	1.896	MN	20,043.47	40,965.8	11,262,013	5152018
46625HJY7	JPMORGAN CHASE & CO SUB CORP BND		6,630,008.75	6,544,131.76	6,665,000.00	6,630,176.34	(86,044.58	)	167.59		—	—	3.875	3.939	MS	15,065.68	15,065.68	9,032,014	9102024
478160AW4	JOHNSON & JOHNSON CORP BND		122,861.25	129,255.66	125,000.00	123,659.96	5,595.7		151.95		—	—	2.95	3.15	MS	307.29	2,765.62	8,122,010	9012020
478160AY0	JOHNSON & JOHNSON SENIOR CORP BND		526,270	513,913.39	500,000.00	511,460.57	2,452.82		(5,238.69	)	—	—	2.15	0.726	MN	4,061.11	8,062.5	8,132,012	5152016
478160BE3	JOHNSON & JOHNSON SENIOR CORP BND		5,000,000	5,008,649.85	5,000,000.00	5,000,000	8,649.85		—		—	—	0.308	0.311	FMAN	1,454.92	11,536.77	12,022,013	11282016
478160BF0	JOHNSON & JOHNSON SENIOR CORP BND		1,997,580	1,996,291.2	2,000,000.00	1,998,242.66	(1,951.46	)	602.74		—	—	0.7	0.741	MN	4,783.33	10,499.99	12,022,013	11282016
48126EAA5	JPMORGAN CHASE & CO SENIOR CORP BND		3,517,855	3,528,514.15	3,500,000.00	3,516,271.98	12,242.17		(15,062.61	)	—	—	2	1.832	FA	8,944.44	87,583.33	4,012,014	8152017
50076QAY2	KRAFT FOODS GROUP INC CORP BND		3,718,985.96	3,789,375.83	3,725,000.00	3,721,284.46	68,091.37		999.08		—	—	2.25	1.396	JD	27,006.25	62,859.37	1,162,013	6052017
502413BC0	L-3 COMMUNICATIONS CORP SENIOR CORP BND		2,738,017.4	2,709,742.15	2,740,000.00	2,738,239.27	(28,497.12	)	221.87		—	—	1.5	1.525	MN	14,042.50	14,042.5	5,132,014	5282017
55279HAF7	MANUFACTURERS AND TRADERS TRUS SENIOR CO	1	7,797,036	7,781,121.28	7,800,000.00	7,797,215.36	(16,094.08	)	179.36		—	—	1.4	1.413	JJ	20,020.01	20,020.01	7,222,014	7252017
581557BB0	MCKESSON CORP SENIOR CORP BND		1,250,000	1,245,638.38	1,250,000.00	1,250,000	(4,361.62	)	—		—	—	1.292	1.292	MS	942.09	9,995.06	3,052,014	3102017
585055AU0	MEDTRONIC INC CORP BND		526,905	512,907.64	500,000.00	512,938.63	(30.99	)	(6,567.41	)	—	—	2.625	0.833	MS	583.33	9,843.75	2,252,013	3152016
585055BA3	MEDTRONIC INC SENIOR CORP BND		3,444,825	3,395,810.03	3,450,000.00	3,446,351.07	(50,541.04	)	755.70		—	—	1.375	1.406	AO	23,718.75	35,578.11	3,192,013	4012018
585055BB1	MEDTRONIC INC SENIOR CORP BND		3,496,395	3,471,631.13	3,500,000.00	3,497,102.54	(25,471.41	)	707.54		—	—	0.875	0.91	FA	2,892.37	18,204.87	2,202,014	2272017
58933YAD7	MERCK & CO INC SENIOR CORP BND		861,049.2	859,626.73	860,000.00	860,694.73	(1,068	)	(166.91	)	—	—	0.7	0.65	MN	2,224.05	16,153.66	11,262,013	5182016
58933YAG0	MERCK & CO INC SENIOR CORP BND		5,691,821.45	5,605,062.84	5,705,000.00	5,695,333.11	(90,270.27	)	1,934.08		—	—	1.3	1.348	MN	27,399.85	55,623.75	5,152,013	5182018
58933YAH8	MERCK & CO INC SENIOR CORP BND		752,364	754,079.99	750,000.00	751,913.11	2,166.88		(389.66	)	—	—	0.591	0.528	FMAN	541.84	3,367.98	11,142,013	5182018
59022CCS0	MERRILL LYNCH & CO. INC. CORP BND		5,552,250	5,453,607.95	5,000,000.00	5,504,796.28	(51,188.33	)	(47,453.72	)	—	—	5.7	1.694	MN	117,958.34	71,250	6,262,014	5022017
594918AS3	MICROSOFT CORP SENIOR CORP BND		2,093,680.15	2,054,949.29	2,095,000.00	2,094,046.55	(39,097.26	)	648.14		—	—	1	1.013	MN	8,729.17	52,356.11	4,252,013	5012018
594918AV6	MICROSOFT CORP SENIOR CORP BND		646,249.5	644,902.73	650,000.00	646,842.58	(1,939.85	)	2,220.76		—	—	1.625	1.746	JD	3,374.13	33,141.87	12,032,013	12062018
595620AJ4	MIDAMERICAN ENERGY CO SECURED CORP BND	1	839,529.6	849,407.37	840,000.00	839,612.42	9,794.95		60.35		—	—	2.4	2.411	MS	896.00	15,120	9,122,013	3152019
61166WAS0	MONSANTO COMPANY SENIOR CORP BND		2,999,700	2,976,200.64	3,000,000.00	2,999,718.29	(23,517.65	)	18.29		—	—	2.125	2.127	JJ	15,937.50	15,937.5	6,262,014	7152019
61166WAT8	MONSANTO COMPANY SENIOR CORP BND		2,994,450	2,960,588.61	3,000,000.00	2,994,627.9	(34,039.29	)	177.90		—	—	2.75	2.779	JJ	20,625.00	20,625	6,262,014	7152021
6174467N3	MORGAN STANLEY CORP BND		2,400,983.75	2,440,003.75	2,375,000.00	2,379,758.48	60,245.27		(4,290.45	)	—	—	4	3.747	JJ	17,680.56	71,250	10,152,010	7242015
6174467U7	MORGAN STANLEY SENIOR CORP BND		2,997,870	2,989,191.27	3,000,000.00	2,998,458.18	(9,266.91	)	726.64		—	—	2.125	2.14	AO	27,625.00	112,743.05	4,222,013	4252018
6174467X1	MORGAN STANLEY SUB CORP BND		5,373,150	5,226,495.35	5,000,000.00	5,366,879.4	(140,384.05	)	(6,270.60	)	—	—	5	4.17	MN	88,194.45	61,805.56	6,272,014	11242025
61744YAD0	MORGAN STANLEY CORP BND MTN		2,272,680	2,239,484.26	2,000,000.00	2,256,745.76	(17,261.5	)	(15,934.24	)	—	—	5.95	1.849	JD	30,741.67	24,461.11	7,142,014	12282017



61746BDH6	MORGAN STANLEY SENIOR CORP BND			854,845	861,517.53	850,000.00	852,417.69	9,099.84		(1,271.28	)	—	—	1.485	1.336	FMAN	1,297.23	9,557.99	4,222,013	2252016
61746BDR4	MORGAN STANLEY SENIOR CORP BND			3,484,775	3,445,754.17	3,500,000.00	3,485,322.77	(39,568.6	)	738.93		—	—	2.375	2.468	JJ	15,701.39	21,144.1	7,172,014	7232019
61747YDT9	MORGAN STANLEY SENIOR CORP BND			2,192,640	2,150,359.34	2,000,000.00	2,118,670.42	31,688.92		(34,454.94	)	—	—	4.75	2.271	MS	2,375.00	71,250	2,132,013	3222017
6174824M3	MORGAN STANLEY SUB CORP BND			5,929,440	5,798,833.81	5,500,000.00	5,924,744.26	(125,910.45	)	(4,695.74	)	—	—	4.875	3.758	MN	111,718.75	29,046.87	8,192,014	11012022
628530AL1	MYLAN INC/PA CORP BND 144A		1	3,206,500	3,025,000	2,750,000.00	2,989,494.73	35,505.27		(178,167.89	)	—	—	7.875	1.685	JJ	45,718.75	235,265.62	5,302,013	7152020
63254AAB4	NATIONAL AUSTRALIA BANK LIMITE CORP BND	E		2,415,189.6	2,398,911.02	2,320,000.00	2,408,009.94	(9,098.92	)	(9,722.48	)	—	—	2.75	1.168	MS	3,898.89	17,520.56	7,152,014	3092017
63254AAH1	NATIONAL AUSTRALIA BANK LIMITE SENIOR CO	E		320,000	322,198.36	320,000.00	320,000	2,198.36		—		—	—	0.784	0.816	JAJO	473.94	1,902.48	7,182,013	7252016
637432MX0	NATIONAL RURAL UTILITIES COOP SENIOR COR		1	2,933,737.95	2,919,247.71	2,935,000.00	2,933,902.63	(14,654.92	)	217.88		—	—	2.15	2.159	FA	10,517.08	56,330.29	1,212,014	2012019
63743HEG3	NATIONAL RURAL UTILITIES COOP SENIOR COR			6,000,000	6,007,989.66	6,000,000.00	6,000,000	7,989.66		—		—	—	0.485	0.48	FMAN	2,665.30	21,985.97	6,022,014	5272016
63946BAB6	NBCUNIVERSAL MEDIA LLC CORP BND			577,289.62	552,108.3	542,000.00	549,197.31	2,910.99		(9,210.11	)	—	—	3.65	1.34	AO	8,297.87	14,837.25	6,072,012	4302015
63946CAB4	NBCUNIVERSAL ENTERPRISE INC SENIOR CORP			6,760,694.5	6,817,837.3	6,750,000.00	6,758,702.28	59,135.02		(1,295.49	)	—	—	0.919	0.924	JAJO	13,434.53	45,413.25	5,012,014	4152018
641423BM9	NEVADA PWR CO SECURED CORP BND			950,936.4	920,778.39	860,000.00	921,171.01	(392.62	)	(29,765.39	)	—	—	5.95	1.015	MS	2,274.22	36,671.83	1,082,014	3152016
66989HAC2	NOVARTIS CAPITAL CORP CORP BND			6,462,523.04	6,241,753.08	6,156,000.00	6,237,985.53	3,767.55		(109,984.88	)	—	—	2.9	0.527	AO	77,856.30	243,299.86	7,182,013	4242015
68268NAK9	ONEOK PARTNERS LP SENIOR CORP BND		1	2,663,267.75	2,749,341.39	2,665,000.00	2,663,613.87	85,727.52		245.51		—	—	3.2	3.214	MS	3,790.22	63,960	9,092,013	9152018
68389XAN5	ORACLE CORP SENIOR CORP BND			6,578,599.3	6,531,892.02	6,590,000.00	6,582,947.17	(51,055.15	)	7,722.60		—	—	1.2	1.236	AO	36,464.66	68,810	10,182,012	10152017
68389XAR6	ORACLE CORP SENIOR CORP BND			3,350,000	3,384,035.97	3,350,000.00	3,350,000	34,035.97		—		—	—	0.814	0.851	JAJO	5,905.38	20,665.7	7,092,013	1152019
68389XBA2	ORACLE CORP SENIOR CORP BND			2,995,650	2,975,312.58	3,000,000.00	2,995,780.83	(20,468.25	)	217.02		—	—	2.8	2.823	JJ	19,366.67	32,122.23	6,302,014	7082021
693304AQ0	PECO ENERGY CO SECURED CORP BND			2,157,587.25	2,167,093.59	2,160,000.00	2,157,926.15	9,167.44		761.76		—	—	1.2	1.248	AO	11,952.00	19,440	6,022,014	10152016
69349LAH1	PNC BANK NA SENIOR CORP BND		1	6,438,647.6	6,445,021.27	6,440,000.00	6,439,399.49	5,621.78		337.59		—	—	0.8	0.807	JJ	9,016.00	38,640	1,232,013	1282016
69349LAJ7	PNC BANK NA SENIOR CORP BND			3,155,000	3,161,737.47	3,155,000.00	3,155,000	6,737.47		—		—	—	0.545	0.611	JAJO	3,105.18	22,531.48	1,232,013	1282016
69349LAL2	PNC BANK NA SENIOR CORP BND		1	1,849,392	1,850,647.57	1,850,000.00	1,849,645.69	1,001.88		166.76		—	—	0.554	0.592	JAJO	1,822.37	13,028.67	3,142,014	4292016
69349LAN8	PNC BANK NA SENIOR CORP BND		1	4,695,676	4,726,183.28	4,700,000.00	4,697,210.07	28,973.21		1,042.91		—	—	1.3	1.33	AO	30,210.55	45,824.99	8,202,013	10032016
69349LAP3	PNC BANK NA SENIOR CORP BND		1	2,596,620	2,606,336.15	2,600,000.00	2,597,655.39	8,680.76		828.76		—	—	1.15	1.194	MN	12,458.33	22,425	10,212,013	11012016
69353RCG1	PNC BANK NA SENIOR CORP BND		1	3,005,460	2,991,578.52	3,000,000.00	3,004,578.54	(13,000.02	)	(881.46	)	—	—	1.125	1.056	JJ	6,000.00	14,906.25	4,162,014	1272017
69353RCH9	PNC BANK NA SENIOR CORP BND		1	1,247,525	1,250,473.6	1,250,000.00	1,247,844.31	2,629.29		319.31		—	—	2.2	2.242	JJ	4,812.50	18,562.5	1,232,014	1282019
69353RDY1	PNC BANK NA SENIOR CORP BND		1	2,499,525	2,500,883.88	2,500,000.00	2,499,526.05	1,357.83		1.05		—	—	1.5	1.506	AO	1,354.16	1,354.16	9,152,014	10182017
69362BAS1	PSEG POWER LLC CORP BND			1,099,885.31	1,077,635.19	1,000,000.00	1,034,838.38	42,796.81		(12,672.67	)	—	—	5.32	3.462	MS	2,364.44	39,900	9,152,010	9152016



69362BAZ5	PSEG POWER LLC SENIOR CORP BND	1	49,925	50,075.45	50,000.00	49,937.86	137.59		10.82		—	—	2.45	2.482	MN	462.78	918.75	11,052,013	11152018
69371RL20	PACCAR FINANCIAL CORP SENIOR CORP BND M		2,906,042.4	2,910,513.03	2,910,000.00	2,908,202.65	2,310.38		987.53		—	—	0.8	0.846	FA	3,427.33	17,460	2,052,013	2082016
69371RL38	PACCAR FINANCIAL CORP SENIOR CORP BND MT		518,031.08	519,202.08	518,000.00	518,016.56	1,185.52		(9.08	)	—	—	0.504	0.543	FMAN	391.76	15,638.41	7,112,013	2082016
69371RL46	PACCAR FINANCIAL CORP CORP BND MTN		4,146,835.4	4,150,881.46	4,150,000.00	4,147,545.17	3,336.29		1,413.98		—	—	0.75	0.787	MN	11,671.88	34,052.08	6,022,014	5162016
69371RL79	PACCAR INC CORP BND MTN		3,850,000	3,885,372.88	3,850,000.00	3,850,000	35,372.88		—		—	—	0.833	0.842	MJSD	2,227.39	24,537.29	12,032,013	12062018
709599AJ3	PENSKE TRUCK LEASING CO SENIOR CORP BND		8,529,435	8,656,870.48	8,500,000.00	8,514,745.22	142,125.26		(7,443.55	)	—	—	2.5	2.377	MS	9,444.45	159,375	2,212,013	3152016
709599AQ7	PENSKE TRUCK LEASING CO SENIOR CORP BND	1	1,354,620.6	1,340,680.86	1,355,000.00	1,354,640.78	(13,959.92	)	20.18		—	—	2.5	2.506	JD	9,786.11	9,786.11	6,122,014	6152019
713448CE6	PEPSICO INC SENIOR CORP BND		1,799,370	1,800,581.76	1,800,000.00	1,799,669.9	911.86		175.22		—	—	0.7	0.713	FA	1,225.00	9,450	2,252,013	2262016
713448CF3	PEPSICO INC SENIOR CORP BND		6,925,418.25	6,938,780.54	6,925,000.00	6,925,221.07	13,559.47		(117.19	)	—	—	0.445	0.494	FMAN	3,080.94	23,236.82	6,272,013	2262016
717081DF7	PFIZER INC SENIOR CORP BND		8,000,000	8,009,359.12	8,000,000.00	8,000,000	9,359.12		—		—	—	0.534	0.575	MJSD	1,899.02	32,457.13	5,282,013	6152018
717081DG5	PFIZER INC SENIOR CORP BND		1,973,854.5	1,955,206.91	1,975,000.00	1,974,151.47	(18,944.56	)	165.81		—	—	1.5	1.512	JD	8,722.92	22,218.75	5,282,013	6152018
717081DL4	PFIZER INC SENIOR CORP BND		2,495,275	2,492,267.6	2,500,000.00	2,495,615.09	(3,347.49	)	340.09		—	—	2.1	2.14	MN	19,833.34	19,833.34	5,122,014	5152019
717081DP5	PFIZER INC SENIOR CORP BND		3,600,000	3,595,247.86	3,600,000.00	3,600,000	(4,752.14	)	—		—	—	0.384	0.374	FMAN	1,802.92	5,242.34	5,122,014	5152017
718172AX7	PHILIP MORRIS INTERNATIONAL IN SENIOR CO		3,645,000	3,645,328.16	3,645,000.00	3,645,000	328.16		—		—	—	0.285	0.337	FMAN	1,038.46	7,911.94	2,262,013	2262015
718172BF5	PHILIP MORRIS INTERNATIONAL IN SENIOR CO		5,605,986.5	5,591,073.16	5,650,000.00	5,613,316.36	(22,243.2	)	10,136.37		—	—	1.875	2.034	JJ	22,364.58	128,084.64	11,042,013	1152019
718546AE4	PHILLIPS 66 SENIOR CORP BND		124,958.79	125,709.99	125,000.00	124,991.74	718.25		329.37		—	—	1.95	0.894	MS	176.04	42,427.39	1,242,013	3052015
718546AJ3	PHILLIPS 66 CORP BND		1,674,798.35	1,738,994.06	1,675,000.00	1,674,902.85	64,091.21		26.74		—	—	2.95	1.542	MN	20,588.54	37,059.37	1,242,013	5012017
74005PBE3	PRAXAIR INC SENIOR CORP BND		3,998,570.51	4,006,250	4,000,000.00	3,998,849.99	7,400.01		1,406.90		—	—	0.75	0.771	FA	3,333.33	50,972.92	9,182,014	2212016
742718DV8	PROCTER & GAMBLE COMPANY CORP BND		1,026,420	1,012,112.88	1,000,000.00	1,014,470.72	(2,357.84	)	(8,850.63	)	—	—	1.45	0.671	FA	1,852.78	16,932.78	3,052,013	8152016
742718ED7	PROCTER & GAMBLE COMPANY SENIOR CORP BND		2,999,730	2,986,563.72	3,000,000.00	2,999,811.05	(13,247.33	)	66.77		—	—	0.75	0.753	MN	9,187.50	16,875	10,302,013	11042016
742741AA9	PROCTER & GAMBLE COMPANY CORP BND	2	780,957.22	755,971.62	606,960.00	767,478.28	(11,506.66	)	(22,918.98	)	—	—	9.36	4.463	JJ	14,202.86	35,997.52	2,142,014	1012021
743263AL9	PROGRESS ENERGY INC CORP BND		550,055	530,354	500,000.00	529,766.69	587.31		(17,177.53	)	—	—	5.625	0.962	JJ	5,937.50	21,093.75	11,062,013	1152016
74456QBE5	PUBLIC SERVICE ELECTRIC AND GA SECURED C	1	1,099,692	1,115,511.55	1,100,000.00	1,099,754.81	15,756.74		154.25		—	—	2.3	2.306	MS	1,124.45	65,843.9	9,092,013	9152018
761713AV8	REYNOLDS AMERICAN INC SENIOR CORP BND		748,942.5	750,909.83	750,000.00	749,615.63	1,294.2		263.64		—	—	1.05	1.098	AO	3,303.13	5,906.25	10,242,012	10302015
771196BA9	ROCHE HOLDINGS INC SENIOR CORP BND 144A	1	2,197,822	2,195,818.26	2,200,000.00	2,197,823.52	(2,005.26	)	1.52		—	—	2.25	2.271	MS	275.00	275	9,232,014	9302019
771196BB7	ROCHE HOLDINGS INC SENIOR CORP BND 144A	1	2,991,690	3,007,545.33	3,000,000.00	2,991,695.96	15,849.37		5.96		—	—	2.875	2.919	MS	479.17	479.17	9,222,014	9292021
771196BE1	ROCHE HOLDINGS INC SENIOR CORP BND 144A	1	2,194,434	2,216,711.49	2,200,000.00	2,194,435.32	22,276.17		1.32		—	—	3.35	3.38	MS	409.44	409.44	9,222,014	9302024



78355HJR1	RYDER SYSTEM INC. CORP BND MTN		1,871,662.5	1,966,212.69	1,875,000.00	1,873,440.29	92,772.4		412.40		—	—	3.5	3.533	JD	21,875.00	49,218.75	5,172,011	6012017
78573AAB6	SABMILLER HOLDINGS INC SENIOR CORP BND 1		2,117,028	2,092,339.59	2,050,000.00	2,099,528.29	(7,188.7	)	(15,903.22	)	—	—	2.45	1.374	JJ	10,603.05	37,668.75	12,092,013	1152017
78573AAG5	SABMILLER HOLDINGS INC SENIOR CORP BND 1		3,000,000	3,022,710.12	3,000,000.00	3,000,000	22,710.12		—		—	—	0.93	0.943	FMAN	4,725.47	21,030.27	8,062,013	8012018
790849AH6	ST JUDE MEDICAL INC CORP BND		2,056,740	2,043,844	2,000,000.00	2,031,862.74	11,981.26		(18,333.63	)	—	—	2.5	1.249	JJ	10,555.56	37,500	9,192,013	1152016
806605AJ0	MERCK & CO INC CORP BND		314,696.25	310,661.46	275,000.00	312,299.47	(1,638.01	)	(2,396.78	)	—	—	6	1.307	MS	733.33	3,208.33	7,162,014	9152017
828807CC9	SIMON PROPERTY GROUP LP CORP BND	1	1,819,877.5	1,755,022.68	1,750,000.00	1,755,394.63	(371.95	)	(57,934.71	)	—	—	4.2	0.536	FA	12,250.00	66,651.67	9,242,013	2012015
828807CQ8	SIMON PROPERTY GROUP LP SENIOR CORP BND	1	6,855,948.9	6,868,882.61	6,869,000.00	6,857,686.21	11,196.4		1,737.31		—	—	2.2	2.24	FA	25,186.33	104,943.06	1,132,014	2012019
842400GB3	SOUTHERN CAL EDISON SECURED CORP BND		4,405,808	4,385,178.82	4,400,000.00	4,405,048.6	(19,869.78	)	(781.64	)	—	—	1.125	1.08	MN	19,525.00	27,587.5	5,062,014	5012017
842808AF4	SOUTHERN ELEC SENIOR CORP BND 144A		3,333,899.45	3,300,915.2	3,335,000.00	3,334,087.84	(33,172.64	)	168.15		—	—	2.2	2.207	JD	24,456.67	55,027.5	11,182,013	12012018
857477AK9	STATE STREET BOSTON CORP SENIOR CORP BND		4,051,931.5	4,016,533.16	4,075,000.00	4,055,999.02	(39,465.86	)	3,685.93		—	—	1.35	1.482	MN	20,782.50	41,011.87	1,062,014	5152018
863667AC5	STRYKER CORP CORP BND		517,415	510,494.65	500,000.00	512,186.56	(1,691.91	)	(9,762.34	)	—	—	2	0.768	MS	27.78	16,041.67	11,142,013	9302016
87165BAA1	SYNCHRONY FINANCIAL SENIOR CORP BND	1	1,998,260	2,003,629.16	2,000,000.00	1,998,337.3	5,291.86		77.30		—	—	1.875	1.905	FA	5,208.33	5,208.33	8,062,014	8152017
87165BAC7	SYNCHRONY FINANCIAL SENIOR CORP BND	1	2,495,550	2,512,584.68	2,500,000.00	2,495,625.51	16,959.17		75.51		—	—	3.75	3.779	FA	13,020.83	13,020.83	8,062,014	8152021
871829AR8	SYSCO CORP SENIOR CORP BND		2,998,860	3,007,220.07	3,000,000.00	2,998,860	8,360.07		—		—	—	1.45	1.463	AO	0	—	9,232,014	10022017
871829AS6	SYSCO CORP SENIOR CORP BND	1	2,995,920	3,002,752.98	3,000,000.00	2,995,920	6,832.98		—		—	—	2.35	2.379	AO	0	—	9,232,014	10022019
871829AT4	SYSCO CORP SENIOR CORP BND	1	3,991,240	4,016,193.24	4,000,000.00	3,991,240	24,953.24		—		—	—	3	3.035	AO	0	—	9,232,014	10022021
882508AV6	TEXAS INSTRUMENTS INCORPORATED SENIOR CO		1,981,400	1,954,910.75	2,000,000.00	1,986,503.88	(31,593.13	)	2,741.67		—	—	1	1.193	MN	8,333.33	15,000	5,012,013	5012018
882508AX2	TEXAS INSTRUMENTS INCORPORATED SENIOR CO		2,320,396.5	2,310,289.59	2,325,000.00	2,321,234.73	(10,945.14	)	838.23		—	—	0.875	0.942	MS	1,073.70	11,245.58	3,052,014	3122017
883556BA9	THERMO FISHER SCIENTIFIC INC CORP BND		648,869	662,269.08	650,000.00	649,561.16	12,707.92		170.66		—	—	2.25	2.287	FA	1,868.75	10,968.75	8,092,011	8152016
883556BE1	THERMO FISHER SCIENTIFIC INC SENIOR CORP		3,850,570.1	3,830,162.95	3,835,000.00	3,850,525.73	(20,362.78	)	74.96		—	—	2.4	2.301	FA	15,340.00	9,491.67	9,232,014	2012019
88579YAD3	3M CO CORP BND		5,032,167	5,135,980.74	5,075,000.00	5,057,516.61	78,464.13		6,397.07		—	—	1.375	1.551	MS	387.67	52,335.94	9,262,011	9292016
88732JAL2	TIME WARNER CABLE INC CORP BND		1,542,151	1,512,730.79	1,300,000.00	1,524,401.8	(11,671.01	)	(17,749.20	)	—	—	6.75	1.953	JJ	21,937.50	27,056.25	6,052,014	7012018
88732JAX6	TIME WARNER CABLE INC CORP BND	1	4,156,840	4,247,990.72	4,000,000.00	4,143,927.54	104,063.18		(12,912.46	)	—	—	4.125	3.467	FA	21,083.33	101,750	2,132,014	2152021
89233P5E2	TOYOTA MOTOR CREDIT CORP CORP BND MTN		2,595,875	2,553,833.78	2,500,000.00	2,555,007.6	(1,173.82	)	(18,146.55	)	—	—	2	0.863	MS	2,222.22	87,472.22	4,052,013	9152016
89233P6D3	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		816,408	809,567.81	800,000.00	813,248.82	(3,681.01	)	(11,617.61	)	—	—	1.75	1.112	MN	5,016.67	41,674.32	2,052,014	5222017
89236TAL9	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		4,997,950	5,005,101	5,000,000.00	4,998,881.65	6,219.35		509.02		—	—	0.8	0.814	MN	14,888.90	30,000	5,142,013	5172016
89236TBB0	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		5,495,325	5,508,824.97	5,500,000.00	5,495,956.67	12,868.3		631.67		—	—	2.1	2.118	JJ	23,741.67	81,491.67	1,142,014	1172019



89236TBD6	TOYOTA MOTOR CREDIT CORP CORP BND	1	5,991,000	5,960,639.23	6,000,000.00	5,992,147.84	(31,508.61	)	1,147.84		—	—	0.75	0.805	MJSD	3,250.00	20,557.29	7,232,014	3052017
89236TBH7	TOYOTA MOTOR CREDIT CORP SENIOR CORP BND		1,499,205	1,493,709.99	1,500,000.00	1,499,302.97	(5,592.98	)	97.97		—	—	1.125	1.143	MN	6,328.13	6,328.13	5,132,014	5162017
902494AW3	TYSON FOODS INC SENIOR CORP BND	1	1,998,680	2,001,727.14	2,000,000.00	1,998,714.47	3,012.67		34.47		—	—	2.65	2.664	FA	7,802.78	7,802.78	8,052,014	8152019
90261XHC9	UBS AG (STAMFORD BRANCH) SENIOR CORP BND		8,871,342	8,837,115	8,900,000.00	8,872,566.56	(35,451.56	)	1,224.56		—	—	1.375	1.485	FA	15,976.74	15,976.74	8,112,014	8142017
90331HMC4	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	7,498,875	7,478,009.04	7,500,000.00	7,499,123.58	(21,114.54	)	248.58		—	—	1.1	1.105	JJ	13,979.16	55,229.16	1,272,014	1302017
90331HMD2	US BANK NATIONAL ASSOCIATION SENIOR CORP	1	3,000,000	3,002,009.82	3,000,000.00	3,000,000	2,009.82		—		—	—	0.466	0.466	JAJO	2,447.03	9,392.06	1,272,014	1302017
90331HMH3	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	3,997,760	3,996,214.28	4,000,000.00	3,997,800.54	(1,586.26	)	40.54		—	—	1.375	1.394	MS	3,055.56	3,055.56	9,082,014	9112017
90331HMJ9	US BANK NA/CINCINNATI OH SENIOR CORP BND	1	6,000,000	6,000,000	6,000,000.00	6,000,000	—		—		—	—	0.432	0.432	MJSD	1,441.00	1,441	9,082,014	9112017
904764AL1	UNILEVER CAPITAL CORP SENIOR CORP BND		1,368,850	1,334,944	1,300,000.00	1,335,376.2	(432.2	)	(19,380.50	)	—	—	2.75	0.733	FA	5,064.59	26,812.5	11,062,013	2102016
904764AP2	UNILEVER CAPITAL CORP SENIOR CORP BND		3,088,000	3,083,562.13	3,125,000.00	3,103,761.34	(20,199.21	)	18,947.98		—	—	0.85	1.094	FA	4,353.30	52,737.19	7,302,012	8022017
904764AQ0	UNILEVER CAPITAL CORP SENIOR CORP BND		1,606,361.25	1,633,170.87	1,625,000.00	1,609,794.58	23,376.29		8,850.11		—	—	2.2	2.424	MS	2,482.64	99,091.67	9,032,013	3062019
91159HHE3	US BANCORP SENIOR CORP BND MTN	1	4,993,800	4,982,160.95	5,000,000.00	4,994,876.11	(12,715.16	)	901.66		—	—	1.95	1.976	MN	36,833.33	73,125	11,042,013	11152018
91159HHF0	US BANCORP SENIOR CORP BND MTN	1	1,350,000	1,360,449.03	1,350,000.00	1,350,000	10,449.03		—		—	—	0.724	0.728	FMAN	1,275.35	7,388.65	11,042,013	11152018
913017BU2	UNITED TECH CORP SENIOR CORP BND		9,706,645.1	9,855,200.86	9,715,000.00	9,710,450.91	144,749.95		1,237.88		—	—	1.8	1.818	JD	58,290.00	131,152.5	11,082,012	6012017
913017BX6	UNITED TECH CORP SENIOR CORP BND		8,033,289.74	8,001,124.57	7,976,000.00	7,990,494.71	10,629.86		(16,249.45	)	—	—	0.734	0.661	MJSD	4,713.46	44,368.96	6,202,013	6012015
92343VAY0	VERIZON COMMUNICATIONS INC CORP BND		2,277,581	2,213,640.65	2,150,000.00	2,215,685.08	(2,044.43	)	(32,364.89	)	—	—	3	0.944	AO	32,250.00	48,375	4,222,013	4012016
92343VBD5	VERIZON COMMUNICATIONS INC CORP BND		733,862.96	721,108.65	710,000.00	724,147.88	(3,039.23	)	(4,998.69	)	—	—	2	1.031	MN	5,916.67	10,650	4,112,013	11012016
92343VBF0	VERIZON COMMUNICATIONS INC SENIOR CORP B		2,245,230	2,211,082.99	2,250,000.00	2,247,015.37	(35,932.38	)	707.38		—	—	1.1	1.144	MN	10,312.51	18,562.5	11,022,012	11012017
92343VBL7	VERIZON COMMUNICATIONS INC SENIOR CORP B		2,125,000	2,178,592.57	2,125,000.00	2,125,000	53,592.57		—		—	—	1.764	1.782	MJSD	1,666.10	28,547.02	9,112,013	9152016
92343VBQ6	VERIZON COMMUNICATIONS INC SENIOR CORP B		9,412,358.41	9,492,395.4	8,793,000.00	9,355,952.04	136,443.36		(67,409.24	)	—	—	4.5	3.307	MS	17,586.00	318,888.75	6,022,014	9152020
92343VCG7	VERIZON COMMUNICATIONS INC SENIOR CORP B		9,255,200	9,078,790.28	9,200,000.00	9,254,150.16	(175,359.88	)	(1,049.84	)	—	—	2.625	2.712	FA	26,833.33	26,833.33	8,212,014	2212020
92344GAW6	VERIZON COMMUNICATIONS INC CORP BND		5,970,030	5,723,008.5	5,500,000.00	5,586,775.28	136,233.22		(67,677.66	)	—	—	4.9	3.21	MS	11,977.78	207,637.5	2,172,010	9152015
927804FM1	VIRGINIA ELECTRIC AND POWER CO SENIOR CO	1	4,008,660	3,934,946.6	4,000,000.00	4,005,903.27	(70,956.67	)	(626.97	)	—	—	1.2	1.153	JJ	10,133.33	53,133.33	2,272,013	1152018
931142BY8	WAL-MART STORES INC CORP BND		4,448,840	4,125,720	4,000,000.00	4,121,353.34	4,366.66		(120,995.90	)	—	—	4.5	0.443	JJ	45,000.00	135,000	9,132,012	7012015
931142CR2	WAL-MART STORES INC CORP BND		993,090	1,012,710	1,000,000.00	999,261.4	13,448.6		1,082.04		—	—	2.875	3.025	AO	14,375.00	21,562.5	3,242,010	4012015
931142CX9	WAL-MART STORES INC CORP BND		1,665,938.25	1,693,930.85	1,675,000.00	1,673,007.73	20,923.12		1,377.42		—	—	1.5	1.613	AO	10,887.50	18,843.75	10,182,010	10252015
931142DE0	WAL-MART STORES INC SENIOR CORP BND		4,351,907.95	4,349,267.17	4,355,000.00	4,353,418.65	(4,151.48	)	768.26		—	—	0.6	0.624	AO	12,339.17	19,597.5	4,042,013	4112016



931142DF7	WAL-MART STORES INC SENIOR CORP BND			6,993,560	6,867,352.94	7,000,000.00	6,995,418.89	(128,065.95	)	946.91		—	—		1.125	1.144	AO	37,187.50	59,062.5	4,042,013	4112018
949746RG8	WELLS FARGO & COMPANY CAPSEC CORP BND		1	6,210,000	6,082,500	6,000,000.00	6,208,550.16	(126,050.16	)	(1,449.84	)	—	—		5.9	5.432	JD	156,350.00	42,283.33	8,132,014	12312049
94974BEU0	WELLS FARGO & COMPANY CORP BND			3,395,750	3,459,262	3,400,000.00	3,399,514.44	59,747.56		(103.46	)	—	—		3.625	3.651	AO	56,831.95	94,385.94	1,052,012	4152015
94974BFE5	WELLS FARGO & COMPANY SENIOR CORP BND			10,278,879	10,310,787.75	10,225,000.00	10,242,982.1	67,805.65		(25,261.64	)	—	—		1.5	1.263	JJ	38,343.75	131,944	2,132,013	7012015
94974BFG0	WELLS FARGO & COMPANY SENIOR CORP BND			498,860	495,532.15	500,000.00	499,057.84	(3,525.69	)	197.84		—	—		1.5	1.559	JJ	1,562.50	5,333.33	1,102,014	1162018
94974BFJ4	WELLS FARGO & COMPANY SRSUB CORP BND MTN			1,972,740	1,958,783.56	2,000,000.00	1,972,740	(13,956.44	)	—		—	—		3.45	3.64	FA	9,391.67	—	9,292,014	2132023
94974BFK1	WELLS FARGO & COMPANY SENIOR CORP BND			5,000,000	5,049,350.35	5,000,000.00	5,000,000	49,350.35		—		—	—		0.863	0.906	JAJO	8,391.25	32,694.8	4,162,013	4232018
94974BFM7	WELLS FARGO & COMPANY SENIOR CORP BND			4,000,000	4,022,999.88	4,000,000.00	4,000,000	22,999.88		—		—	—		0.764	0.795	JAJO	6,108.80	24,849.96	7,222,013	7202016
94974BFU9	WELLS FARGO & COMPANY SENIOR CORP BND			3,093,428	3,067,287.19	3,100,000.00	3,093,981.94	(26,694.75	)	553.94		—	—		2.125	2.17	AO	29,094.79	29,094.79	4,142,014	4222019
94974BFY1	WELLS FARGO & COMPANY SUB CORP BND MTN			5,085,850	4,977,421.95	5,000,000.00	5,084,511.48	(107,089.53	)	(1,338.52	)	—	—		4.1	3.918	JD	67,194.45	50,680.56	6,272,014	6032026
94974BGB0	WELLS FARGO & COMPANY SENIOR CORP BND			1,498,515	1,497,511.14	1,500,000.00	1,498,544.55	(1,033.41	)	77.91		—	—		1.4	1.434	MS	1,283.34	3,383.34	9,022,014	9082017
976656CF3	WISCONSIN ELECTRIC POWER COMPA SENIOR CO		1	2,500,000	2,489,233.6	2,500,000.00	2,500,000	(10,766.4	)	—		—	—		1.7	1.7	JD	12,513.89	31,875	6,102,013	6152018
982526AR6	WM WRIGLEY JR CO SENIOR CORP BND 144A			1,005,540	1,004,315.87	1,000,000.00	1,003,844.15	471.72		(1,374.09	)	—	—		1.4	1.21	AO	6,222.22	10,500	10,242,013	10212016
982526AT2	WM WRIGLEY JR CO SENIOR CORP BND 144A			279,097.5	277,624.64	275,000.00	278,633.36	(1,008.72	)	(464.14	)	—	—		2	1.555	AO	2,459.72	2,200	5,022,014	10202017
982526AU9	WM WRIGLEY JR CO SENIOR CORP BND 144A		1	3,347,450.5	3,348,847.97	3,325,000.00	3,347,167.13	1,680.84		414.58		—	—		2.4	2.223	AO	35,466.67	62,703.33	9,262,014	10212018
983919AG6	XILINX, INC. SENIOR CORP BND			1,989,540	1,986,889.34	2,000,000.00	1,990,639.87	(3,750.53	)	1,099.87		—	—		2.125	2.236	MS	1,888.89	23,493.05	3,052,014	3152019
984121CF8	XEROX CORPORATION SENIOR CORP BND			1,298,375	1,345,660.47	1,300,000.00	1,299,171.96	46,488.51		239.66		—	—		2.95	2.977	MS	1,704.44	28,762.5	3,082,012	3152017
BRS0Z5DU0	GOLDMAN SACHS GROUP INC CORP BND MTN	O		3,077,296.56	2,929,434.4	1,730,000.00	3,014,938.83	(85,504.43	)	(62,357.73	)	—	(85,911.39	)	5.25	1.499	DEC	120,417.28	90,105.34	2,212,014	12152015
BRS8R3U20	HUNTSMAN INTL LLC TERM LOAN			343,047.58	343,047.58	346,950.78	345,613.43	(2,565.85	)	570.68		—	—		—	0.218	FMAN	0	5,686.16	5,132,011	6302016
BRS9PGQM2	ARAMARK CORPORATION LOAN TERM		2	216,407.28	215,163.99	215,973.89	216,139.62	(975.63	)	(68.19	)	—	—		—	0.596	JAJO	0	7,924.01	11,012,011	7262016
BRSBWG6S8	DELTA AIR LINES INC TERM LOAN		2	4,284,833.84	4,302,267.32	4,347,547.02	4,319,081.35	(16,814.03	)	8,485.55		—	—		—	0.254	JAJO	0	127,115.33	2,292,012	4202017
BRSBYALT0	EMERGENCY MED(ENVISION HEALTH) TERM LOA		2	5,586,687.81	5,569,843.4	5,614,761.50	5,598,544.56	(28,701.16	)	3,453.72		—	—		—	0.078	FMAN	0	171,191.86	6,252,012	5252018
BRSCC0RV3	DUCOMMUN INC TERM LOAN			252,476.05	255,026.33	255,026.33	253,853.83	1,172.5		623.92		—	—		—	0.166	MJSD	0	10,050.8	6,172,011	6272017
BRSCDUPD8	TEAM HLTH INC. TERM LOAN			3,754,383.76	3,754,383.76	3,773,250.01	3,763,092.64	(8,708.88	)	2,119.66		—	—		—	0.071	MJSD	0	107,854.3	6,282,011	6292018
BRSCE52V7	ALERE INC SENIOR SECURED TERM LOAN			6,187,174.09	6,188,520.58	6,226,940.80	6,202,284.61	(13,764.03	)	4,927.25		—	—		—	0.142	MJSD	0	168,190.48	7,012,014	6302017
BRSDYT4C1	CEQUEL COMMUNICATIONS LLC TERM LOAN		2	3,514,166.3	3,506,400.42	3,561,026.57	3,529,936.83	(23,536.41	)	9,152.10		—	—		—	0.155	MJSD	0	182,312.69	10,312,012	2142019
BRSE9C0N4	PROTECTION ONE, INC. SENIOR SECURED TERM		2	1,490,283.29	1,498,021.14	1,503,350.52	1,494,873.24	3,147.9		1,529.87		—	—		—	0.125	MJSD	0	49,310.13	12,132,013	3212019



BRSEHTXV4	FREEDOM GROUP INC SENIOR SEC TERM NOTES		1	1,797,770.95	1,804,349.56	1,804,349.56	1,799,102.97	5,246.59		1,969.10	—	—	—	0.063		MJSD	0	140,143	12,122,013	4192019
BRSEKNUF1	INEOS US FINANCE LLC SENIOR SEC TERM NOT		2	3,039,284.89	2,996,728	3,053,772.47	3,042,696.52	(45,968.52	)	2,403.67	—	—	—	0.1		JAJO	0	88,389.31	9,122,013	5042018
BRSEM91J4	SYNIVERSE HLDGS SENIOR SEC TERM NOTES			2,812,674.91	2,795,813.07	2,841,085.77	2,822,481.04	(26,667.97	)	3,038.87	—	—	—	0.142		JAJO	0	88,705.01	4,202,012	4232019
BRSEQLBQ6	TRICORBRAUN INC SENIOR SECURED TERM LOAN			2,422,493.34	2,422,493.34	2,434,666.67	2,427,340.83	(4,847.49	)	1,523.90	—	—	—	0.083		MJSD	0	75,744.27	4,302,012	5032018
BRSF9BJL7	KLOECKNER HOLDINGS GP S.A. TERM LOAN	E		308,908.25	315,869.72	315,212.50	312,019.03	3,850.69		1,800.89	—	—	—	0.452		MJSD	0	14,068.17	7,162,012	12212016
BRSFHP193	MCC IOWA LLC TERM LOAN			2,866,500	2,873,850	2,940,000.00	2,886,848.41	(12,998.41	)	7,877.05	—	—	—	0.339		FMAN	0	77,515.75	8,152,012	1202020
BRSFWQSC8	TRANSTAR HOLDING COMPANY SENIOR SECURED		2	1,067,626.22	1,076,393.7	1,078,410.33	1,071,121.53	5,272.17		1,491.01	—	—	—	0.166		MJSD	0	49,585.74	10,022,012	10092018
BRSFZ6AM6	GENERAL NUTRITION CENTERS INC SENIOR SEC		2	6,448,061.72	6,310,557.01	6,472,332.97	6,451,696.62	(141,139.61	)	4,158.51	—	—	—	0.071		JAJO	0	197,716.37	12,202,013	3042019
BRSG4MWQ0	BSN MEDICAL SENIOR SECURED TERM NOTE	E	2	2,067,501.74	2,074,002.94	2,077,638.81	2,070,350.08	3,652.86		1,198.53	—	—	—	(0.059	)	JAJO	0	63,454.01	10,292,012	8282019
BRSG9SY49	ARDENT MEDICAL SENIOR SECURED TERM LOAN		2	1,636,962.45	1,662,451.11	1,653,497.42	1,642,181.28	20,269.83		4,189.00	—	—	—	0.181		FMAN	0	97,688.02	11,192,012	7022018
BRSGCCH31	NSG HOLDINGS SENIOR SECURED TERM LOAN		2	1,640,837.44	1,635,625.7	1,652,147.18	1,643,686.44	(8,060.74	)	1,406.81	—	—	—	0.097		MJSD	0	46,192.39	10,072,013	12112019
BRSGGZLV9	MGM RESORTS INTERNATIONAL SENIOR SECURED		2	1,041,130.67	1,029,688.71	1,046,362.50	1,042,431.02	(12,742.31	)	596.20	—	—	—	0.071		MJSD	0	27,913.01	12,132,012	12202019
BRSGV88K1	MEDASSETS INC SENIOR SECURED TERM LOAN		2	217,602.35	217,966.47	218,695.82	217,880.99	85.48		180.39	—	—	—	0.071		MJSD	0	6,810.59	12,112,012	12132019
BRSGZA7E7	TRANSFIRST HOLDINGS INC SENIOR SECURED T			2,293,695.55	2,303,113.6	2,316,864.19	2,300,166.17	2,947.43		3,299.44	—	—	—	0.22		MJSD	0	66,100.28	8,062,014	12272017
BRSH4GA51	AMERIFORGE GROUP INC SENIOR SECURED TERM		2	1,009,876.68	1,014,676.77	1,014,676.77	1,010,912.78	3,763.99		564.33	—	—	—	0.07		JAJO	0	35,643.92	6,062,014	12192019
BRSH5BNL2	MICHAELS STORES INC SENIOR SECURED TERM		2	4,487,988.01	4,408,505.74	4,487,988.01	4,487,988.01	(79,482.27	)	—	—	—	—	—		JAJO	0	164,758.18	1,242,013	1282020
BRSH8YLF4	SESAC HOLDCO II LLC SENIOR SECURED TERM			651,987.03	656,227.84	657,460.58	653,247.83	2,980.01		716.03	—	—	—	0.145		FMAN	0	22,918.46	4,082,014	2082019
BRSH9LJ56	CROSSMARK HOLDINGS INC SENIOR SECURED TE		2	2,609,740.66	2,574,850.04	2,614,060.95	2,607,698.56	(32,848.52	)	996.19	—	—	—	(0.622	)	MJSD	0	89,657.14	9,042,013	12202019
BRSHB4QM6	GREENEDEN US HOLDINGS II LLC SENIOR SECU			2,294,369.92	2,284,155.14	2,322,617.69	2,297,660.67	(13,505.53	)	3,637.87	—	—	—	—		MJSD	0	70,809.05	—	1252020
BRSHBDMR9	FREESCALE SEMICONDUCTOR INC SENIOR SECUR		2	3,179,324.7	3,180,311.33	3,225,811.40	3,187,128.27	(6,816.94	)	6,148.02	—	—	—	(0.427	)	FMAN	0	148,697.23	9,042,013	2282020
BRSHBHS86	BERRY PLASTICS CORP SENIOR SECURED TERM		2	10,068,214.9	9,840,965.66	10,083,214.90	10,070,671.96	(229,706.3	)	1,742.58	—	—	—	0.023		JAJO	0	279,932.1	9,112,013	2082020
BRSHC6N35	BAKERCORP INTERNATIONAL INC SENIOR SECUR		2	1,162,366.38	1,134,033.7	1,162,366.38	1,162,366.38	(28,332.68	)	—	—	—	—	—		MJSD	0	37,650.82	2,062,013	2072020
BRSHCGRY1	SABRE INC SENIOR SECURED TERM NOTES		2	5,255,745.75	5,224,950.79	5,282,156.55	5,262,762.02	(37,811.23	)	3,471.17	—	—	—	0.083		FMAN	0	176,693.79	2,152,013	2192019
BRSHD5L53	PETCO ANIMAL SUPPLIES, INC. SENIOR SECUR		2	1,814,904.03	1,844,268.27	1,857,540.40	1,826,252.49	18,015.78		7,470.70	—	—	—	0.529		MJSD	0	90,924.77	8,012,013	11242017
BRSHFDW29	ALLIANCE LAUNDRY SYST LLC SENIOR SECURED		2	701,266.93	698,076.81	704,238.90	701,773.18	(3,696.37	)	499.60	—	—	—	0.082		MJSD	0	23,575.04	11,202,013	12102018
BRSHH3U39	IASIS HELTHCARE CORP SENIOR SECURED TERM		2	5,106,329.08	5,198,642.54	5,207,860.45	5,137,202.92	61,439.62		15,629.53	—	—	—	0.375		FMAN	0	241,546.93	2,282,013	5032018
BRSM1V101	UNIVISION COMMUN INC. SENIOR SECURED TER		2	1,937,978.44	1,936,561.48	1,970,112.50	1,940,676.26	(4,114.78	)	2,739.90	—	—	—	—		FMAN	0	33,603.29	—	3012020



BRSHJ8GU2	SUNGARD DATA SYST INC. SENIOR SECURED TE		2	4,052,452.86	4,022,998.94	4,062,609.38	4,054,665.43	(31,666.49	)	3,524.30	—	—	—	0.036		JAJO	0	202,392.45		3,072,013	3062020
BRSHKZ9A2	VEYANCE TECHNOLOGIES INC SENIOR SECURED			4,544,680.56	4,611,005.22	4,613,888.90	4,568,333.38	42,671.84		15,750.73	—	—	—	0.331		MJSD	0	201,831.88		3,062,013	9152017
BRSHM2RV7	NOVELIS INC/GA SENIOR SECURED TERM NOTES	G	2	1,405,132.78	1,404,643.79	1,418,832.10	1,409,832.72	(5,188.93	)	8,022.49	—	—	—	0.257		FMAN	0	84,082.22		6,192,013	3102017
BRSHTM755	MONEYGRAM INTL INC SENIOR SEC TERM NOTES		1	2,601,392.85	2,587,565.5	2,629,466.04	2,602,540.08	(14,974.58	)	1,147.23	—	—	—	0.184		MJSD	0	50,073.81		7,152,014	3272020
BRSHU3AD4	DONCASTERS FINANCE US LLC SENIOR SECURED		2	749,963.7	752,448.38	756,225.73	750,406.17	2,042.21		762.50	—	—	—	0.138		MJSD	0	29,198.33		4,302,014	4092020
BRSHX96A9	VERTAFORE INC SENIOR SECURED TERM NOTES			2,846,719.35	2,837,152.18	2,852,599.00	2,848,070.09	(10,917.91	)	675.48	—	—	—	0.031		MJSD	0	92,176.32		4,032,013	10032019
BRSHXEJA4	AFFINIA GROUP SENIOR SECURED TERM LOAN		2	812,749.56	811,657.75	814,202.13	812,999.68	(1,341.93	)	977.92	—	—	—	0.026		MJSD	0	34,747.46		6,052,013	4252020
BRSHYLWT1	HDTFS INC SENIOR SECURED TERM NOTES		2	5,812,622.78	5,711,367.61	5,875,892.61	5,828,081.29	(116,713.68	)	13,247.16	—	—	—	0.184		MJSD	0	157,057.15		8,012,013	3112018
BRSJ078E5	CSC HLDGS LLC SENIOR SECURED TERM LOAN		2	8,128,578.22	7,950,611.03	8,167,540.92	8,136,591.99	(185,980.96	)	29,945.01	—	—	—	0.067		MJSD	0	234,621.48		5,012,013	4172020
BRSJ0MJU4	PINACLE FOOD FIN SENIOR SECURED TERM LOA		2	7,973,197.64	7,854,374.94	8,004,458.54	7,977,821.05	(123,446.11	)	6,890.11	—	—	—	—		MJSD	0	298,736.35		—	4292020
BRSJ0UC66	RANPAK CORP SENIOR SECURED TERM NOTES			1,361,175.11	1,371,223.18	1,368,015.18	1,362,780.72	8,442.46		918.24	—	—	—	0.083		MJSD	0	46,918.99		4,102,013	4232019
BRSJ0VL80	SEMINOLE TRIBE OF FLORIDA SENIOR SECURED			2,984,825	2,969,438.23	2,984,825.00	2,984,825	(15,386.77	)	—	—	—	—	—		MJSD	0	70,550.53		4,122,013	4292020
BRSJ1HUF4	AMC ENTERTAINMENT INC. SENIOR SECURED TE		2	3,782,769.36	3,753,531.13	3,792,250.00	3,784,662.1	(31,130.97	)	1,080.78	—	—	—	0.035		MJSD	0	101,161.68		4,232,013	4302020
BRSJ28TC2	CEDAR BAY GENERATING CO LP SENIOR SECURE		1	2,339,877.01	2,373,852.51	2,363,512.14	2,344,572.05	29,280.46		5,178.38	—	—	—	0.143		MJSD	0	122,194.18		4,152,013	4232020
BRSJ315T5	CHARTER COMMUNICATION OPER LLC SENIOR SE		2	7,132,005.42	6,975,865.46	7,176,705.57	7,135,068.57	(159,203.11	)	2,271.90	—	—	—	0.091		JAJO	0	123,919.56		7,102,014	1032021
BRSJ3EEC4	CALPINE CONSTRUCTION FINANCE C SENIOR SE		2	3,122,549.05	3,034,898.56	3,130,375.00	3,124,026.96	(89,128.4	)	902.35	—	—	—	0.036		JAJO	0	71,575.3		5,022,013	5032020
BRSJ5FFE4	TPF GENERATION HOLDINGS LLC SENIOR SECUR		1	492,525	481,592.93	495,000.00	493,247.75	(11,654.82	)	413.69	—	—	—	0.108		JAJO	0	17,890.01		5,062,013	12312017
BRSJ6L8K4	NATIONAL CNEMDIA SENIOR SECURED TERM NOT		2	1,366,621.35	1,324,152.5	1,375,000.00	1,367,972.8	(43,820.3	)	1,098.82	—	—	—	0.098		FMAN	0	32,437.09		10,182,013	11262019
BRSJ7A0J8	CALPINE CONSTRUCTION FINANCE C SENIOR SE			6,629,106.56	6,514,262.4	6,682,699.85	6,635,085.74	(120,823.34	)	4,431.18	—	—	—	0.096		MJSD	0	154,552.86		2,252,014	1312022
BRSJ883L4	WMG ACQUISITION CORP SENIOR SECURED TERM		2	2,995,362.66	2,897,084.81	2,995,362.66	2,995,362.66	(98,277.85	)	—	—	—	—	—		FMAN	0	85,609.24		9,062,013	7012020
BRSJ9AL38	ALPHA NATURAL RESOURCES INC SENIOR SECUR		2	2,430,586	2,190,373.26	2,442,800.00	2,432,947.53	(242,574.27	)	1,387.64	—	—	—	0.071		MJSD	0	69,457.38		5,202,013	5222020
BRSJ9AUR5	SEAWORLD PARKS & ENTERTAINMENT SENIOR SE		2	3,041,627.47	2,893,096.21	3,058,095.77	3,043,814.28	(150,718.07	)	2,049.15	—	—	—	0.082		MJSD	0	90,568.73		1,022,014	5142020
BRSJARVG9	WCA WASTE SENIOR SECURED TERM LOAN			1,026,337.82	1,021,542.17	1,022,390.75	1,020,667.34	874.83		425.03	—	—	—	(1.376	)	MJSD	0	31,322.12		5,302,013	3232018
BRSJD2Z02	MEDIACOM BROADBAND LLC TL E SENIOR SECUR		2	3,686,967.9	3,602,481.03	3,686,967.90	3,686,967.9	(84,486.87	)	—	—	—	—	—		FMAN	0	82,982.17		5,232,013	1292021
BRSJH5B15	STAR WEST GENERATION LLC SENIOR SECURED		2	2,764,239.44	2,759,396.85	2,776,751.55	2,765,889.57	(6,492.72	)	1,755.77	—	—	—	0.071		MJSD	0	(860.56	)	12,022,013	3132020
BRSK5UM00	LEVEL 3 FINANCING INC SENIOR SECURED TER		2	962,682.64	954,237.5	970,000.00	963,267.82	(9,030.32	)	585.18	—	—	—	0.142		MJSD	0	9,673.42		4,302,014	8012019
BRSLAS6T2	CHG HEALTHCARE SERVICES INC SENIOR SECUR		2	3,183,219.87	3,196,120.78	3,209,149.93	3,185,494.21	10,626.57		2,408.22	—	—	—	0.142		MJSD	0	41.08		4,032,014	11192019



BRSLMULK6	CUMULUS MED INC. SENIOR SECURED TERM NOT		2	5,370,328.93	5,334,239.59	5,417,781.79	5,370,349.87	(36,110.28	)	5,689.04		—	—		—	0.141	MS	0	120,189.22	9,302,014	12232020
BRSM2E0G4	KINETIC CONCEPTS INC / KCI USA SENIOR SE			246,264.07	243,597.03	246,264.07	246,264.07	(2,667.04	)	—		—	—		—	—	MJSD	0	2,208.24	4,302,014	11042016
BRSM2T5A9	SNL FINANCIAL LC SENIOR SECURED TERM NOT			3,811,002.87	3,832,297.39	3,832,297.39	3,814,095.52	18,201.87		4,167.08		—	—		—	0.115	MJSD	0	44,737.9	1,212,014	10232018
G4123EAC0	GRIFOLS WORLDWIDE OPERATIONS U SECURED T		1	4,737,819.8	4,708,675.03	4,785,676.57	4,740,653.15	(31,978.12	)	3,073.83		—	—		—	0.145	MJSD	0	48,803.38	3,072,014	2272021
L0001UAC3	AI CHEM & CY US ACQUICO INC SENIOR SECUR	E	2	346,907.06	347,562.52	348,650.31	347,302.69	259.83		297.91		—	—		—	0.076	MJSD	0	12,265.08	3,122,013	10032019
P8588FAE2	REGENT SEVEN SEAS CRUISES INC SENIOR SEC			2,246,531.24	2,235,298.58	2,246,531.24	2,246,531.24	(11,232.66	)	—		—	—		—	—	JAJO	0	29,835.85	2,062,014	12212018
U2339CAR9	DAIMLER FINANCE NORTH AMERICA CORP BND			5,230,800	5,143,456.6	5,000,000.00	5,132,843.98	10,612.62		(49,803.85	)	—	—		2.625	1.246	MS	5,833.34	98,437.5	4,082,013	9152016
U6176MAW3	MORGAN STANLEY CORP BND MTN	O		2,604,209.71	2,482,718.47	1,470,000.00	2,552,021.92	(69,303.45	)	(52,187.79	)	—	(68,627.86	)	5.125	1.445	NOV	104,876.97	74,961.24	2,202,014	11302015
U64107AF9	NESTLE HLDGS, INC. CORP BND EMTN			1,013,000	1,004,349.98	1,000,000.00	1,008,506.6	(4,156.62	)	(2,296.52	)	—	—		1.375	1.053	JUN	3,819.44	10,312.5	4,092,013	6212017
U9291NAP0	VW CREDIT INC SENIOR CORP BND EMTN			4,590,450	4,574,295.05	4,500,000.00	4,552,895.41	21,399.64		(19,097.70	)	—	—		1.875	1.281	OCT	81,562.50	63,281.25	4,032,013	10132016
BRSNFTGX1	ROYAL BANK OF CANADA SENIOR CORP BND EMT	T		2,166,480.85	2,108,442.17	1,300,000.00	2,166,818.16	(58,375.99	)	337.31		—	(64,138.12	)	0.962	0.981	MJSD	1,516.24	6,613.97	5,282,014	6042019
BRSK6KJF2	QUEBECOR MEDIA INC. SENIOR SECURED TERM	A		2,956,400	2,897,621.1	2,970,000.00	2,958,483.82	(60,862.72	)	1,568.28		—	—		—	0.065	MJSD	0	73,569.83	9,162,013	8172020
BRSPWL9Y0	BURGER KING NEWCO SENIOR SECURED TERM NO	A	1	1,351,228.39	1,357,370.34	1,364,877.16	1,351,228.39	6,141.95		—		—	—		—	0.147	MJSD	0	—	9,252,014	9242021
06366QW86	BANK OF MONTREAL CORP BND MTN	A		2,993,850	3,088,861.32	3,000,000.00	2,997,103.5	91,757.82		919.13		—	—		2.5	2.544	JJ	16,666.67	56,250	1,062,012	1112017
06415CAA7	BANK OF NOVA SCOTIA TORONTO BR CORP BND	A		1,140,524	1,126,916.99	1,100,000.00	1,118,115.28	8,801.71		(7,270.11	)	—	—		2.15	1.242	FA	3,810.28	17,737.5	5,242,012	8032016
06415CAD1	BANK OF NOVA SCOTIA TORONTO BR SECURED C	A		4,200,824.8	4,212,897.5	4,200,000.00	4,200,140.38	12,757.12		(221.75	)	—	—		1.05	1.043	MS	1,347.51	33,075	4,122,012	3202015
06415CAE9	BANK OF NOVA SCOTIA TORONTO BR SECURED L	A		6,272,140	6,303,601.38	6,200,000.00	6,270,489.08	33,112.3		(2,487.85	)	—	—		1.75	1.281	MS	2,712.50	35,875	8,202,014	3222017
12800UAL4	CAISSE CENTRALE DESJARDINS SECURED LOCAL	A		2,699,352	2,731,374.08	2,700,000.00	2,699,678.51	31,695.57		96.14		—	—		1.6	1.605	MS	3,000.00	32,400	2,282,012	3062017
136069EH0	CANADIAN IMPERIAL BANK OF COMM CORP BND	A		2,234,372.73	2,204,586.38	2,200,000.00	2,202,579.61	2,006.77		(9,786.76	)	—	—		1.5	0.901	JD	9,991.67	24,750	4,162,012	12122014
136069ET4	CANADIAN IMPERIAL BANK OF COMM SENIOR CO	A		3,024,092.5	3,035,944.15	3,025,000.00	3,024,694.75	11,249.4		(794.68	)	—	—		0.9	0.91	AO	13,612.50	22,968.75	9,242,012	10012015
136069FV8	CANADIAN IMPERIAL BANK OF COMM SENIOR CO	A		2,575,000	2,590,192.21	2,575,000.00	2,575,000	15,192.21		—		—	—		0.754	0.786	JAJO	4,042.75	14,826.14	7,152,013	7182016
136375BU5	CANADIAN NTL RAIL CO CORP BND	A	1	3,721,350	3,782,438.29	3,750,000.00	3,737,298.25	45,140.04		(13,542.99	)	—	—		1.45	1.607	JD	16,010.41	88,212.37	11,072,011	12152016
63307AAA3	NATIONAL BK OF CANADA SENIOR CORP BND MT	A	1	3,166,513	3,144,458.26	3,170,000.00	3,167,807.84	(23,349.58	)	1,672.86		—	—		1.45	1.473	MN	18,386.00	112,310.55	11,022,012	11072017
73755LAG2	POTASH CORP OF SASKATCHEWAN IN CORP BND	A		1,776,592.85	1,705,297.11	1,655,000.00	1,702,560.34	2,736.77		(35,297.42	)	—	—		3.75	0.85	MS	172.40	46,546.88	3,012,013	9302015
78008SE28	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		8,000,000	8,024,000.24	8,000,000.00	8,000,000	24,000.24		—		—	—		0.603	0.622	MJSD	3,082.51	42,856.79	6,022,014	3082016
78008SVD5	ROYAL BANK OF CANADA SENIOR CORP BND MTN	A		4,094,875	4,071,163.43	4,100,000.00	4,096,588.31	(25,424.88	)	754.39		—	—		1.5	1.526	JJ	12,812.50	46,125	1,072,013	1162018
78008TLB8	ROYAL BANK OF CANADA CORP BND MTN	A		517,250	511,972.51	500,000.00	512,307.5	(334.99	)	(4,942.50	)	—	—		2.3	0.919	JJ	2,268.06	8,401.39	1,032,014	7202016



78010UNY9	ROYAL BANK OF CANADA SENIOR CORP BND	A		3,000,000	3,009,629.76	3,000,000.00	3,000,000	9,629.76		—		—	—		0.563	0.567	JAJO	3,284.75	22,888.87	1,152,014	1232017
78011DAE4	ROYAL BANK OF CANADA SECURED LOCAL BND	A		1,199,400	1,206,264.04	1,200,000.00	1,199,635.81	6,628.23		148.32		—	—		1.125	1.142	JJ	2,587.50	9,975	7,162,013	7222016
891145TN4	TORONTO-DOMINION BANK/THE SECURED LOCAL	A		5,138,450	5,145,033.57	5,100,000.00	5,139,166.03	5,867.54		(1,198.18	)	—	—		1.5	1.18	MS	3,825.00	24,270.83	8,132,014	3132017
89114QAG3	TORONTO-DOMINION BANK/THE SENIOR CORP BN	A		2,938,030.2	2,891,296.84	2,940,000.00	2,938,575.98	(47,279.14	)	288.48		—	—		1.4	1.414	AO	17,264.33	30,870	4,232,013	4302018
89153UAD3	TOTAL CAPITAL CANADA LTD SENIOR CORP BND	A		2,502,892	2,510,949.9	2,500,000.00	2,502,071.71	8,878.19		(820.29	)	—	—		0.614	0.606	JAJO	3,323.66	10,890.34	3,252,014	1152016
893526DL4	TRANS-CANADA PIPELINES SENIOR CORP BND	A		2,914,148.25	2,929,153.5	2,925,000.00	2,923,462.13	5,691.37		2,716.58		—	—		0.875	1.001	MS	2,061.72	19,195.32	2,282,012	3022015
98417EAU4	XSTRATA FINANCE CANADA LTD SENIOR CORP B	A		4,128,053.2	4,204,843.42	4,135,000.00	4,130,630	74,213.42		1,011.22		—	—		2.7	2.486	AO	48,379.50	83,733.75	10,182,012	10252017
BRSE99EZ9	TELESAT CANADA / TELESAT LLC SENIOR SEC	A	2	4,841,161.95	4,778,481.64	4,853,295.19	4,844,132.38	(65,650.74	)	2,102.37		—	—		—	0.042	MJSD	0	170,365.64	3,272,013	3282019
C0456KAB7	ATLANTIC POWER LP SENIOR SECURED TERM NO	A	1	1,518,490.77	1,523,283.99	1,533,829.06	1,519,638.22	3,645.77		2,456.01		—	—		—	0.143	MJSD	0	40,249.45	2,202,014	2242021
C4438BAC0	HUSKY INJECTION MOLDING SYS LT SENIOR SE	A	2	382,268.97	379,268.45	384,189.92	382,320.44	(3,051.99	)	58.80		—	—		—	0.071	MJSD	0	3,796.58	6,262,014	6302021
BRSN8X546	DAIMLER AG UNSEC CORP BND	D		1,918,704.14	1,852,051.35	1,140,000.00	1,918,819.47	(66,768.12	)	115.33		—	(71,613.9	)	1.625	1.642	DEC	11,367.35	11,367.35	5,092,014	12022016
BRSLUXX69	LLOYDS TSB BANK PLC CORP BND EMTN	D		1,735,721.32	1,721,532.38	1,060,000.00	1,736,325.68	(14,793.3	)	604.36		—	(19,852.5	)	0.804	0.819	JAJO	3,153.76	9,877.54	1,072,014	1142017
BRSLX0WL6	ABBEY NATIONAL TREASURY SERVIC SECURED L	D		1,815,821.6	1,803,979.64	1,110,000.00	1,816,438.83	(12,459.19	)	617.23		—	(19,014.79	)	0.856	0.87	JAJO	3,197.00	10,765.89	1,132,014	1202017
BRSL40CC0	FORTIUS RE LTD CORP BND 144A	F		5,000,000	5,000,902.78	5,000,000.00	5,000,000	902.78		—		—	—		6.5	4.75	MJSD	902.78	194,862.56	10,152,013	6302017
BRSPKZWC4	HOPLON II INSURANCE LTD CORP BND	D		9,054,787.5	8,514,440.41	6,750,000.00	9,054,787.5	(540,347.09	)	—		—	(527,850	)	6.525	6.525	JAJO	65,650.72	65,650.72	8,082,014	1082018
BRSMNJ591	UNILEVER PLC SENIOR CORP BND EMTN	D		795,526.11	781,169.44	480,000.00	795,779.38	(14,609.94	)	253.27		—	(19,909.44	)	2	2.063	DEC	8,265.47	8,265.47	3,192,014	12192018
BRSJKR5A0	ALLFLEX HOLDINGS SENIOR SECURED TERM LOA	R		1,379,709.29	1,375,313.94	1,386,000.00	1,380,208.98	(4,895.04	)	531.47		—	—		—	0.071	MJSD	0	29,788.83	4,012,014	7172020
BRSK6KJE5	MINIMAX GMBH & CO KG SENIOR SECURED TERM	F		2,203,397.2	2,219,086.72	2,214,469.55	2,204,993.21	14,093.51		1,488.78		—	—		—	0.072	MJSD	0	76,219.55	10,042,013	8142020
BRSM9G9V0	SEADRILL OPERATING LP SENIOR SECURED TER	F	1	829,682.68	803,886.71	842,317.44	829,976.31	(26,089.6	)	325.46		—	—		—	0.228	MJSD	0	5,192.29	6,182,014	2212021
00084DAH3	ABN AMRO BANK NV SENIOR CORP BND 144A	F		5,000,000	5,045,100	5,000,000.00	5,000,000	45,100		—		—	—		1.035	1.038	JAJO	9,344.65	39,139.95	10,232,013	10282016
00182EAT6	ANZ NATIONAL INTERNATIONAL LTD SENIOR CO	F		5,000,000	5,004,787.75	5,000,000.00	5,000,000	4,787.75		—		—	—		0.755	0.715	JAJO	6,712.00	22,114	2,202,014	4272017
00448MAA9	ACHMEA HYPOTHEEKBANK N.V. - LT CORP BND	F		176,911.5	177,391.73	177,000.00	176,998.3	393.43		14.10		—	—		3.2	3.211	MN	2,328.53	4,248	10,262,009	11032014
00507UAC5	ACTAVIS FUNDING SCS SENIOR CORP BND 144A	F		13,201,197.3	12,886,358.14	13,215,000.00	13,201,928.97	(315,570.83	)	931.05		—	—		2.45	2.472	JD	91,734.12	100,819.54	6,112,014	6152019
05252EAB9	AUST & NZ BANK GROUP LOCAL BND 144A	F		3,093,738	3,117,019.12	3,100,000.00	3,097,911.6	19,107.52		2,523.66		—	—		1	1.067	AO	15,069.44	38,558.33	9,042,012	10062015
05253JAB7	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO	F		5,893,569	5,915,439.71	5,900,000.00	5,897,053.89	18,385.82		2,402.05		—	—		0.9	0.937	FA	7,227.50	59,625	2,062,013	2122016
05253JAC5	AUSTRALIA & NEW ZEALAND BANKIN SENIOR CO	F		774,550.5	762,296.15	775,000.00	774,671.14	(12,374.99	)	65.77		—	—		1.45	1.462	MN	4,245.28	8,428.13	5,092,013	5152018
05541VAD8	BG ENERGY CAPITAL PLC CORP BND 144A	F		4,292,819	4,444,032.54	4,300,000.00	4,296,955.14	147,077.4		1,071.66		—	—		2.875	2.911	AO	57,004.86	92,718.75	10,062,011	10152016



05565QBN7	BP CAPITAL MARKETS PLC CORP BND	F		2,991,480	3,074,901	3,000,000.00	2,998,186.58	76,714.42		1,316.42		—	—	3.125	3.187	AO	46,875.00	70,312.5	9,282,010	10012015
05565QBT4	BP CAPITAL MARKETS PLC CORP BND	F		4,773,490	4,860,329.72	4,750,000.00	4,760,103.71	100,226.01		(3,517.13	)	—	—	2.248	2.143	MN	44,491.67	80,085	11,012,011	11012016
05565QBX5	BP CAPITAL MARKETS PLC CORP BND	F		1,499,910	1,503,615	1,500,000.00	1,499,994.54	3,620.46		24.70		—	—	1.7	1.702	JD	8,216.67	20,617.22	12,012,011	12052014
05565QBY3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		5,700,000	5,764,837.33	5,700,000.00	5,700,000	64,837.33		—		—	—	1.846	1.846	MN	42,673.37	78,916.5	5,022,012	5052017
05565QCF3	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		2,500,000	2,507,204.6	2,500,000.00	2,500,000	7,204.6		—		—	—	0.743	0.785	FMAN	2,631.82	19,704.11	5,072,013	5102018
05565QCR7	BP CAPITAL MARKETS PLC SENIOR CORP BND	F		3,075,000	3,053,161.9	3,075,000.00	3,075,000	(21,838.1	)	—		—	—	2.237	2.237	MN	26,941.87	111,248.81	2,052,014	5102019
06739FGF2	BARCLAYS BANK PLC CORP BND	F		5,638,250	5,371,075.45	5,000,000.00	5,356,642.52	14,432.93		(132,214.86	)	—	—	5	1.329	MS	6,250.00	187,500	2,212,013	9222016
06739FHT1	BARCLAYS BANK PLC SENIOR CORP BND	F		4,454,777.25	4,465,912.49	4,455,000.00	4,454,803.16	11,109.33		37.90		—	—	2.5	2.501	FA	12,684.38	100,084.38	2,122,014	2202019
06739GBP3	BARCLAYS BANK PLC CORP BND	F		6,019,695	5,915,474.24	5,500,000.00	6,011,563.88	(96,089.64	)	(8,131.12	)	—	—	5.14	3.421	AO	131,141.39	30,625.83	8,192,014	10142020
111013AM0	BRITISH SKY BROADCASTING GRP P SENIOR CO	F		2,461,327.15	2,470,064.59	2,465,000.00	2,461,355.82	8,708.77		44.17		—	—	2.625	2.657	MS	2,696.10	4,154.43	9,092,014	9162019
20271RAG5	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	F		2,497,875	2,492,992.03	2,500,000.00	2,497,919.25	(4,927.22	)	44.25		—	—	1.4	1.429	MS	2,236.11	2,236.11	9,032,014	9082017
20271RAH3	COMMONWEALTH BANK AUSTRALIA SENIOR CORP	F		2,994,240	2,981,897.97	3,000,000.00	2,994,309.24	(12,411.27	)	135.47		—	—	2.3	2.341	MS	4,408.33	8,625	9,032,014	9062019
22532LAL8	CREDIT AGRICOLE SA/LONDON SENIOR CORP BN	F		3,994,960	3,991,379.68	4,000,000.00	3,995,399.58	(4,019.9	)	439.58		—	—	2.5	2.527	AO	46,111.11	46,111.11	4,092,014	4152019
225436AA2	CREDIT SUISSE GROUP CCN CORP BND 144A	F	1	4,143,306	4,144,770	4,284,000.00	4,143,627.13	1,142.87		321.13		—	—	6.25	6.487	JD	76,606.26	38,489.6	8,062,014	12312049
25152RVR1	DEUTSCHE BK LDN SENIOR CORP BND	F		6,999,370	6,987,337.49	7,000,000.00	6,999,500.82	(12,163.33	)	218.90		—	—	1.4	1.403	FA	13,066.67	104,300	2,062,014	2132017
25152RWY5	DEUTSCHE BK LDN SENIOR CORP BND	F		3,998,600	3,970,083.32	4,000,000.00	3,998,733.76	(28,650.44	)	143.47		—	—	1.35	1.36	MN	18,150.00	19,275	5,222,014	5302017
25243YAR0	DIAGEO CAPITAL PLC SENIOR CORP BND	F		9,444,640	9,446,179.57	9,400,000.00	9,426,462.35	19,717.22		(7,464.07	)	—	—	1.5	1.389	MN	54,833.33	105,750	9,252,012	5112017
25243YAS8	DIAGEO CAPITAL PLC SENIOR CORP BND	F		3,995,304.03	3,986,748.36	4,000,000.00	3,996,117.88	(9,369.52	)	2,879.11		—	—	0.625	0.687	AO	10,555.56	29,531.26	6,022,014	4292016
25243YAT6	DIAGEO CAPITAL PLC SENIOR CORP BND	F		2,485,750	2,439,183.63	2,500,000.00	2,489,718.04	(50,534.41	)	2,092.17		—	—	1.125	1.243	AO	11,875.00	21,093.75	4,242,013	4292018
25600WAA8	DNB BOLIGKREDITT AS CORP BND 144A	F		7,245,487.51	7,320,672.24	7,200,000.00	7,212,234.94	108,437.3		(11,238.03	)	—	—	2.1	1.933	AO	70,139.99	136,780	11,142,012	10142015
25600WAB6	DNB BOLIGKREDITT AS CORP BND 144A	F		8,395,963	8,470,353.76	8,200,000.00	8,279,279.57	191,074.19		(38,738.67	)	—	—	2.9	2.237	MS	1,321.11	178,350	6,122,012	3292016
300141AC2	EVERGLADES RE LTD CORP BND 144A	F		19,020,000	19,713,640	19,000,000.00	19,019,189.07	694,450.93		(810.93	)	—	—	7.51	7.524	MJSD	114,946.85	527,707.05	7,252,014	4282017
377373AC9	GLAXOSMITHKLINE CAPITAL PLC SENIOR CORP	F		6,277,383	6,337,306.27	6,300,000.00	6,287,997.67	49,308.6		3,357.05		—	—	1.5	1.575	MN	37,537.49	70,875	5,022,012	5082017
404280AP4	HSBC HOLDINGS PLC SUB CORP BND	F		10,881,445	10,598,671.44	10,500,000.00	10,876,168.49	(277,497.05	)	(5,276.51	)	—	—	4.25	3.795	MS	21,072.91	77,857.63	8,192,014	3142024
404280AR0	HSBC HOLDINGS PLC CAPSEC CORP BND	F	1	8,765,000	8,691,374	8,765,000.00	8,765,000	(73,626	)	—		—	—	5.625	5.625	JJ	19,173.43	19,173.43	9,102,014	12312049
423012AB9	HEINEKEN N.V. SENIOR CORP BND 144A	F		5,987,624.98	5,979,717.36	6,025,000.00	5,996,913.96	(17,196.6	)	6,778.49		—	—	1.4	1.559	AO	42,175.00	63,262.5	11,052,013	10012017
423012AC7	HEINEKEN N.V. SENIOR CORP BND 144A	F		2,299,083.33	2,301,446.71	2,300,000.00	2,299,756.95	1,689.76		184.42		—	—	0.8	0.811	AO	9,200.00	13,749.44	1,092,014	10012015



44328MAL8	HSBC BANK PLC CORP BND 144A	F		3,123,450	3,104,310.15	3,000,000.00	3,070,618.95	33,691.2		(46,469.74	)	—	—	3.1	1.645	MN	32,808.33	102,945.83	6,242,013	5242016
44328MBT0	HSBC BANK PLC SENIOR CORP BND 144A	F		5,739,247.5	5,647,917.26	5,750,000.00	5,742,129.25	(94,211.99	)	7,805.48		—	—	1.5	1.539	MN	32,583.33	76,562.49	5,082,013	5152018
44328MBU7	HSBC BANK PLC SENIOR CORP BND 144A	F		1,611,987.2	1,613,792	1,600,000.00	1,610,542.05	3,249.95		(1,445.15	)	—	—	0.874	0.694	FMAN	1,824.85	7,108.74	3,282,014	5152018
44920UAC2	HYUNDAI CAP SVC CORP BND 144A	F		2,982,210	3,154,683.3	3,000,000.00	2,993,627.34	161,055.96		2,482.52		—	—	4.375	4.498	JJ	23,333.33	98,437.5	1,202,011	7272016
449786AR3	ING BANK NV CORP BND 144A	F		3,714,234.75	3,771,018.65	3,725,000.00	3,721,396.78	49,621.87		2,682.07		—	—	2	2.1	MS	1,241.67	55,875	9,182,012	9252015
449786AW2	ING BANK NV SENIOR CORP BND 144A	F		1,120,000	1,130,919.98	1,120,000.00	1,120,000	10,919.98		—		—	—	1.183	1.231	MJSD	846.57	51,772.75	2,282,013	3072016
449786AX0	ING BANK NV SENIOR CORP BND 144A	F		748,440	753,171.56	750,000.00	749,246.17	3,925.39		386.00		—	—	1.375	1.446	MS	687.50	7,734.37	2,282,013	3072016
45687AAL6	INGERSOLL-RAND GLOBAL HOLDING SENIOR COR	R		2,989,816.8	3,011,238.98	2,964,000.00	2,988,289.42	22,949.56		(1,686.75	)	—	—	2.875	2.425	JJ	17,989.84	32,201.6	6,162,014	1152019
4581X0BV9	INTER AMERICAN DEV BK CORP BND	F		4,019,960	4,019,800.12	4,000,000.00	4,016,752.92	3,047.2		(7,667.78	)	—	—	1.125	0.952	MS	2,000.00	51,406.25	4,042,014	3152017
502441AA6	LVMH MOET HENNESSY LOUIS VUITT SENIOR CO	F		3,041,246.5	3,059,547.78	3,050,000.00	3,045,107.65	14,440.13		1,297.54		—	—	1.625	1.685	JD	12,665.98	37,171.9	6,262,012	6292017
52206AAB6	LEASEPLAN CORPORATION NV CORP BND 144A	F		4,981,330.69	4,926,405.7	5,000,000.00	4,982,840.11	(56,434.41	)	3,377.60		—	—	2.5	2.6	MN	46,875.00	93,750	6,022,014	5162018
55608PAA2	MACQUARIE BANK LTD CORP BND 144A	F		5,996,040	6,460,872.36	6,000,000.00	5,997,984.5	462,887.86		584.64		—	—	5	5.015	FA	32,500.00	225,000	2,142,012	2222017
6325C0CU3	NATIONAL AUSTRALIA BNK LIMITED SENIOR CO	F		1,999,700	1,995,275.58	2,000,000.00	1,999,753.05	(4,477.47	)	53.05		—	—	1.25	1.255	MS	972.22	13,472.22	3,112,014	3172017
654624AE5	NTT CORP SENIOR CORP BND	F		4,459,748.5	4,436,875.31	4,450,000.00	4,455,556.16	(18,680.85	)	(1,459.52	)	—	—	1.4	1.354	JJ	12,633.05	46,725	7,232,012	7182017
65557CAK9	NORDEA BANK AB SENIOR CORP BND 144A	F		3,000,000	3,005,219.88	3,000,000.00	3,000,000	5,219.88		—		—	—	0.592	0.59	JAJO	4,243.38	11,607.3	3,312,014	4042017
65557CAM5	NORDEA BANK AB JR SUB CORP BND 144A	F	1	14,980,000	14,738,822	14,980,000.00	14,980,000	(241,178	)	—		—	—	5.5	5.5	MS	18,308.88	18,308.88	9,162,014	12312049
65557DAK7	NORDEA BANK AB SENIOR CORP BND	F		5,974,200	6,016,585.44	6,000,000.00	5,976,600.01	39,985.43		2,400.01		—	—	2.375	2.467	AO	70,062.50	70,062.5	3,312,014	4042019
65557HAE2	NORDEA BANK AB SENIOR CORP BND	F		4,989,850	5,000,949.8	5,000,000.00	4,994,484.39	6,465.41		2,522.97		—	—	0.875	0.944	MN	16,770.83	32,812.5	5,072,013	5132016
69353UAB7	PPL WEM HOLDINGS PLC CORP BND 144A	F		3,397,355	3,379,013.4	3,250,000.00	3,308,492.45	70,520.95		(26,727.33	)	—	—	3.9	2.731	MN	52,812.50	95,062.5	3,092,012	5012016
714294AA3	PERRIGO CO LTD SENIOR CORP BND 144A	F		699,279	698,454.5	700,000.00	699,491.73	(1,037.23	)	177.48		—	—	1.3	1.335	MN	3,614.72	6,825	11,052,013	11082016
74977EPY3	RABOBANK NEDERLAND NV SENIOR CORP BND	F		9,530,721	9,573,768.09	9,525,000.00	9,528,160.8	45,607.29		(3,971.14	)	—	—	0.714	0.736	MJSD	2,457.23	74,516.59	7,172,013	3182016
74977RCE2	RABOBANK NEDERLAND NV CORP BND 144A	F		899,379	911,009.32	900,000.00	899,940.7	11,068.62		141.67		—	—	3.2	3.215	MS	1,600.00	31,431.12	3,042,010	3112015
767201AJ5	RIO TINTO FINANCE (USA) LTD CORP BND	F		1,298,947	1,313,145.6	1,300,000.00	1,299,762.65	13,382.95		160.39		—	—	1.875	1.892	MN	10,088.54	18,281.25	10,282,010	11022015
767201AM8	RIO TINTO FINANCE (USA) LTD CORP BND	F		4,651,892.5	4,739,806.01	4,625,000.00	4,641,749.19	98,056.82		(7,611.34	)	—	—	2.5	2.271	MN	42,074.65	86,718.75	2,212,013	5202016
76720AAB2	RIO TINTO FINANCE (USA) PLC SENIOR CORP	F	1	4,019,848	4,092,308.95	4,025,000.00	4,022,384.81	69,924.14		762.33		—	—	2	2.027	MS	2,012.50	60,375	3,192,012	3222017
76720AAJ5	RIO TINTO FINANCE (USA) PLC CORP BND	F		2,125,000	2,144,996.29	2,125,000.00	2,125,000	19,996.29		—		—	—	1.075	1.113	MJSD	888.04	17,337.31	6,142,013	6172016
78572MAD7	SABMILLER PLC CORP BND 144A	F		6,725,979	6,210,350.76	5,700,000.00	6,140,299.32	70,051.44		(184,693.29	)	—	—	6.5	1.981	JJ	92,625.00	277,875	10,042,012	7012016



78572MAF2	SABMILLER PLC CORP BND 144A	F		3,491,297.4	3,419,792.81	2,980,000.00	3,467,399.01	(47,606.2	)	(23,898.39	)	—	—	6.5	1.995	JJ	40,892.22	37,122.22	7,212,014	7152018
801060AB0	SANOFI SA SENIOR CORP BND	F		12,813,500.7	12,655,075.12	12,870,000.00	12,829,782.61	(174,707.49	)	8,888.43		—	—	1.25	1.341	AO	76,415.63	129,482.29	4,032,013	4102018
806854AA3	SCHLUMBERGER GER INV CORP BND 144A	F		1,503,915	1,529,925.61	1,500,000.00	1,502,601.98	27,323.63		(984.10	)	—	—	1.95	1.858	MS	1,381.25	21,937.49	3,222,013	9142016
80685PAC2	SCHLUMBERGER NORGE AS CORP BND 144A	F		1,622,156.25	1,657,419.42	1,625,000.00	1,623,855.77	33,563.65		425.30		—	—	1.95	1.987	MS	1,496.35	23,765.62	9,072,011	9142016
80685PAD0	SCHLUMBERGER NORGE AS SENIOR CORP BND 14	F		1,368,739.6	1,363,629.34	1,370,000.00	1,369,276.34	(5,647	)	187.25		—	—	1.25	1.269	FA	2,854.17	12,843.75	7,242,012	8012017
822582AQ5	SHELL INTERNATIONAL FINANCE BV CORP BND	F		6,148,980	6,122,520	6,000,000.00	6,033,310.38	89,209.62		(33,502.91	)	—	—	3.1	2.338	JD	48,050.00	139,500	2,142,012	6282015
822582AZ5	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		499,380	499,928.29	500,000.00	499,559.64	368.65		153.12		—	—	0.9	0.942	MN	1,700.00	3,375	11,122,013	11152016
822582BC5	SHELL INTERNATIONAL FINANCE BV SENIOR CO	F		274,000	274,811.03	274,000.00	274,000	811.03		—		—	—	0.444	0.451	FMAN	158.69	929.11	11,122,013	11152016
830505AP8	SKANDINAVISKA ENSKILDA BANKEN SENIOR COR	F		4,971,250	4,963,225.95	5,000,000.00	4,979,783.6	(16,557.65	)	4,179.17		—	—	1.75	1.871	MS	2,916.67	65,625	3,132,013	3192018
83367TBH1	SOCIETE GENERALE CAPSEC CORP BND 144A	F	1	3,870,000	3,670,000	4,000,000.00	3,870,138.31	(200,138.31	)	138.31		—	—	6	6.228	JJ	42,666.67	19,333.34	8,272,014	12312049
84650WAB2	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		7,999,374.1	8,033,766.15	7,800,000.00	7,896,227.49	137,538.66		(43,049.46	)	—	—	2.625	1.86	MN	70,525.00	153,562.5	12,062,012	5272016
84650WAD8	SPAREBNK 1 BOLIG LOCAL BND 144A	F		5,486,580	5,636,179.89	5,500,000.00	5,492,717.52	143,462.37		1,907.97		—	—	2.3	2.35	JD	31,976.38	94,875	3,292,012	6302017
84650WAE6	SPAREBNK 1 BOLIG SECURED LOCAL BND 144A	F		5,854,157	5,757,809.76	5,900,000.00	5,865,863.39	(108,053.63	)	4,717.86		—	—	1.75	1.869	MN	39,005.56	77,437.5	11,072,012	11152019
86960BAE2	SVENSKA HANDELSBANKEN AB SENIOR CORP BND	F		3,497,095	3,538,564.3	3,500,000.00	3,497,571	40,993.3		(47.49	)	—	—	2.5	2.517	JJ	16,041.67	92,395.84	9,192,013	1252019
87020PAD9	SWEDBANK AB SENIOR CORP BND 144A	F		3,494,085	3,503,539.48	3,500,000.00	3,494,752.95	8,786.53		937.05		—	—	2.375	2.411	FA	7,850.69	69,303.82	2,202,014	2272019
872882AC9	TSMC GLOBAL LTD SENIOR CORP BND 144A	F		5,711,170.95	5,610,644.32	5,715,000.00	5,712,282.93	(101,638.61	)	559.02		—	—	1.625	1.639	AO	45,918.44	69,651.57	3,272,013	4032018
874060AB2	TAKEDA PHARMACEUTICAL CO LTD UNSECURED C	F		6,819,922.5	6,782,056.76	6,750,000.00	6,790,542.79	(8,486.03	)	(12,024.65	)	—	—	1.625	1.376	MS	4,265.63	105,467.02	3,192,013	3172017
87609FAA6	TAR HEEL RE LTD UNSEC CORP BND 144A	F		7,000,000	7,403,550	7,000,000.00	7,000,000	403,550		—		—	—	1	8.592	MJSD	1,750.00	437,953.18	4,022,013	5092016
88166CAA6	TEVA PHARMACEUTICAL FINANCE II CORP BND	F		3,995,040	4,070,411.24	4,000,000.00	3,999,253.51	71,157.73		777.03		—	—	3	3.027	JD	35,333.33	90,000	6,152,010	6152015
89152UAG7	TOTAL CAPITAL S.A. SENIOR CORP BND	F		5,998,320	6,052,067.88	6,000,000.00	5,998,683.86	53,384.02		242.79		—	—	2.125	2.131	FA	18,062.50	95,625	8,052,013	8102018
89153VAA7	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		3,310,503	3,350,811.68	3,325,000.00	3,317,963.8	32,847.88		2,165.29		—	—	1.5	1.591	FA	6,095.84	37,406.25	2,142,012	2172017
89153VAC3	TOTAL CAPITAL INTERNATIONAL SA CORP BND	F		5,739,247.5	5,785,793.18	5,750,000.00	5,744,002.51	41,790.67		1,594.78		—	—	1.55	1.589	JD	23,023.96	66,843.75	6,212,012	6282017
89153VAD1	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		2,173,434	2,177,651.76	2,175,000.00	2,174,376.02	3,275.74		353.11		—	—	0.75	0.772	JJ	2,990.63	12,234.38	9,182,012	1252016
89153VAF6	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		199,452	200,491.26	200,000.00	199,657.44	833.82		135.90		—	—	1	1.093	FA	272.22	1,500	8,052,013	8122016
89153VAJ8	TOTAL CAPITAL INTERNATIONAL SA SENIOR CO	F		399,120	398,763.76	400,000.00	399,327.21	(563.45	)	207.21		—	—	1	1.075	JJ	900.00	2,844.44	1,082,014	1102017
893830BB4	TRANSOCEAN INC CORP BND	F		5,515,252	5,345,798.6	5,052,000.00	5,501,450.25	(155,651.65	)	(28,031.56	)	—	—	6.375	4.894	JD	93,935.62	170,419.51	9,172,014	12152021
902133AQ0	TYCO ELECTRONICS GROUP SA SENIOR CORP BN	F	1	1,634,149.8	1,629,009.08	1,635,000.00	1,634,176.84	(5,167.76	)	27.04		—	—	2.35	2.361	FA	6,510.49	6,510.49	7,282,014	8012019



90349CAB0	UBS AG, LONDON BRANCH SENIOR CORP BND 14	F		1,994,860	2,002,720.18	2,000,000.00	1,997,442.33	5,277.85		1,276.10		—	—		0.75	0.837	MS	291.67	11,250	3,212,013	3242016
922764AA3	VENTERRA RE LTD CORP BND 144A	F		7,500,000	7,705,575	7,500,000.00	7,500,000	205,575		—		—	—		3.75	3.767	MJSD	781.25	214,050.9	12,202,013	1092017
92857WAY6	VODAFONE GROUP PLC SENIOR CORP BND	F		3,855,050.97	3,810,110.51	3,867,000.00	3,859,769.78	(49,659.27	)	1,761.34		—	—		1.25	1.314	MS	671.35	36,253.12	9,192,012	9262017
92857WBB5	VODAFONE GROUP PLC SENIOR CORP BND	F		5,000,000	5,014,450.05	5,000,000.00	5,000,000	14,450.05		—		—	—		0.617	0.675	FMAN	3,685.46	42,110.11	2,112,013	2192016
928670AW8	VOLKSWAGEN INTERNATIONAL FINAN SENIOR CO	F		10,345,833.09	10,345,243.97	10,350,000.00	10,346,747.43	(1,503.46	)	1,150.20		—	—		1.125	1.14	MN	43,017.19	89,078.13	6,022,014	11182016
961214BX0	WESTPAC BANKING CORP SENIOR CORP BND	F		4,000,000	4,027,840.28	4,000,000.00	4,000,000	27,840.28		—		—	—		0.994	1.129	MJSD	662.73	30,234.61	9,182,012	9252015
961214BY8	WESTPAC BANKING CORP SENIOR CORP BND	F		4,539,773.25	4,560,219.39	4,545,000.00	4,542,747.34	17,472.05		1,307.59		—	—		0.95	0.989	JJ	9,475.07	32,383.13	1,072,013	1122016
961214BZ5	WESTPAC BANKING CORP SENIOR CORP BND MTN	F		1,999,420	1,990,430.3	2,000,000.00	1,999,613.5	(9,183.2	)	85.62		—	—		1.6	1.606	JJ	7,022.22	24,000	1,072,013	1122018
961214CH4	WESTPAC BANKING CORP SENIOR CORP BND	F		1,618,299	1,612,151.52	1,620,000.00	1,618,500.9	(6,349.38	)	201.90		—	—		1.2	1.236	MN	7,020.00	7,020	5,142,014	5192017
96122WAB6	WESTPAC BANKING CORP SECURED LOCAL BND 1	F		3,817,922.64	3,778,797.31	3,752,000.00	3,775,721.77	3,075.54		(26,284.05	)	—	—		1.375	0.575	JJ	10,604.61	45,540.49	4,262,013	7172015
9612EMAK5	WESTPAC BANKING CORP - GTD CORP BND 144A	F		309,540	301,420.24	300,000.00	301,277.17	143.07		(5,062.85	)	—	—		2.7	0.437	JD	2,520.00	6,075	7,082,013	12092014
BRSESZBW0	VOLKSWAGEN FIN SERV N.V. CORP BND EMTN	D		1,553,957.45	1,553,019.72	950,000.00	1,540,258.61	12,761.11		(8,362.43	)	—	11,916.27		2	1.253	AO	14,022.90	23,449.89	11,272,013	10232015
BRSGE3X31	DAIMLER AG CORP BND	D		1,527,067.45	1,542,263.11	950,000.00	1,527,281.78	14,981.33		(441.96	)	—	13,529.29		1.375	1.331	DEC	17,343.11	16,049.72	11,252,013	12102015
BRSHAG9G2	SILVER II BORROWER SCA SENOIR SECURED TE	R	1	3,365,547.95	3,314,004.58	3,365,547.95	3,365,547.95	(51,543.37	)	—		—	—		—	—	FMAN	0	104,649.91	8,212,013	12132019
BRSHG9BV6	FIRTH RIXSON LTD SENIOR SECURED TERM NOT	F		491,250	491,250	491,250.00	491,250	—		—		—	—		—	—	MJSD	0	15,912.85	2,122,013	6302017
BRSHY9H24	LINDE AG SENIOR CORP BND EMTN	F		2,990,820	2,990,310.06	3,000,000.00	2,993,421.41	(3,111.35	)	1,343.60		—	—		1.5	1.558	APR	20,375.00	33,750	4,102,013	4182018
BRSL7M1V9	FORTESCUE METALS SENIOR SECURED TERM NOT	F	1	7,572,706.65	7,482,788.55	7,631,176.78	7,581,789.9	(99,001.35	)	8,281.80		—	—		—	0.135	MJSD	0	179,005.76	11,152,013	6302019
G08820EL5	BAT INTL FIN PLC SENIOR CORP BND EMTN	F		2,841,307.5	2,860,430.91	2,850,000.00	2,845,663.01	14,767.9		2,151.36		—	—		1.125	1.225	MAR	16,209.38	24,046.88	3,202,013	3292016
G089B6CD0	BARCLAYS BANK PLC - GTD SENIOR CORP BND	D		3,380,574.55	3,467,241.54	2,130,000.00	3,386,395.8	80,845.74		817.71		—	63,682.99		1.5	1.529	APR	26,139.47	38,657.42	11,252,013	4042017
G1582KAR3	BRITISH TELECOMMUNICATIONS PLC SENIOR LO	D		1,685,535.81	1,596,915.66	880,000.00	1,661,056.18	(64,140.52	)	(24,479.63	)	—	(61,993.7	)	6.625	2.009	JUN	27,166.21	37,925.36	5,092,014	6232017
G1698AAD7	BUPA FINANCE PLC SENIOR CORP BND	D		591,837.92	579,653.92	355,000.00	591,955.91	(12,301.99	)	117.99		—	(19,424.03	)	3.375	3.462	JD	5,816.21	5,816.21	6,102,014	6172021
G2551TAP3	COVENTRY BLDG SOC LOCAL BND EMTN	D		1,551,796.79	1,548,680.3	950,000.00	1,540,440.39	8,239.91		(5,783.04	)	—	2,464.65		2.161	1.997	FMAN	4,815.66	25,098.87	11,272,013	2102015
G29330DW7	LONDON POWER NETWORKS PLC LOCAL BND	D		1,835,630.43	1,785,453.88	1,024,000.00	1,809,033.28	(23,579.4	)	(29,520.62	)	—	(48,686.69	)	5.375	2.324	NOV	80,714.67	79,102.55	3,042,014	11112016
G33365SX9	FCE BANK PLC SENIOR LOCAL BND EMTN	D		2,086,737.87	2,021,065.01	1,200,000.00	2,044,185.97	(23,120.96	)	(42,551.90	)	—	(22,817.77	)	5.125	1.588	NOV	88,119.30	63,810.52	2,072,014	11162015
G3775BCT0	GE CAPITAL UK FUNDING CORP BND EMTN	D		1,502,882.04	1,453,183.14	860,000.00	1,466,608.84	(13,425.7	)	(32,947.53	)	—	(15,131.22	)	4.625	1.401	JAN	45,875.20	48,909.76	11,292,013	1182016
G463AQPM0	HSBC BANK PLC SENIOR LOCAL BND EMTN	D		1,557,432.87	1,626,613.32	1,000,000.00	1,557,313.42	69,299.9		(102.90	)	—	64,065.63		0.961	0.9	FMAN	1,936.40	11,583.04	11,132,013	5162016
G463NBBT9	HSBC BANK PLC SENIOR CORP BND	F		3,693,081	3,650,990.54	3,700,000.00	3,694,935.34	(43,944.8	)	1,011.19		—	—		1.5	1.539	MN	20,966.67	41,625	5,082,013	5152018



G4804LAA4	INTRCONT HOTELS LOCAL BND	D		2,531,332.12	2,429,410.36	1,380,000.00	2,488,559.95	(59,149.59	)	(42,772.17	)	—	(56,336.54	)	6	1.885	DEC	111,377.38	66,224.4	4,032,014	12092016
G87623JG3	TESCO PLC SENIOR CORP BND	F		1,020,620	1,002,139.1	1,000,000.00	1,002,218.22	(79.12	)	(9,325.83	)	—	—		2	0.746	JD	6,444.44	15,000	4,032,013	12052014
G9853MHT3	YORKSHIRE BUILDING SOCIETY LOCAL BND	D		1,749,244.45	1,774,152.84	1,000,000.00	1,706,156.26	67,996.58		(17,486.26	)	—	2,797.43		4.75	3.078	APR	37,286.62	58,009.02	11,272,013	4122018
L7256GAD9	OXEA FINANCE & CY SCA SENIOR SECURED TER	F	2	2,331,494.16	2,295,464.1	2,337,337.50	2,332,536.54	(37,072.44	)	719.00		—	—		—	0.038	FMAN	0	75,693.24	6,062,013	1152020
N4R203EJ2	ING BANK NV SENIOR BND CORP EMTN	D		1,737,126.06	1,695,405.97	1,000,000.00	1,712,730.24	(17,324.27	)	(24,395.82	)	—	(17,670.49	)	3.875	1.76	DEC	49,040.53	47,448.08	1,022,014	12232016
N5945LAK1	NXP BV AND NXP FUNDING LLC SENIOR SECURE	F	2	1,490,610.83	1,474,713.47	1,496,221.66	1,490,755.02	(16,041.55	)	158.36		—	—		—	0.068	MJSD	0	9,220.74	7,142,014	1112020
N7277KAG6	RABOBANK NEDERLAND NV CORP BND MTN	D		2,086,682.34	1,998,577.78	1,200,000.00	2,052,951.89	(54,374.11	)	(33,730.45	)	—	(55,207.09	)	4	1.109	SEP	4,459.24	47,618.75	2,202,014	9102015
W6314JBT7	NORDEA BANK AB SENIOR CORP BND EMTN	D		2,616,684.94	2,676,211.93	1,645,000.00	2,616,248.79	59,963.14		(852.93	)	—	52,109.43		1.01	0.924	FMAN	3,568.31	20,045.44	11,272,013	2152016
W86201RD9	STADSHYPOTEK AB SECURED LOCAL BND	D		2,565,994.39	2,629,466.9	1,620,000.00	2,566,326.16	63,140.74		290.70		—	59,394.25		0.79	0.76	FMAN	2,748.34	15,306.85	11,272,013	2152016
W94232CA6	SWEDBANK AB SENIOR CORP BND	F		4,991,550	5,009,302.8	5,000,000.00	4,992,504.21	16,798.59		954.21		—	—		2.375	2.411	FA	11,215.28	70,590.28	2,202,014	2272019
80705XAA5	SCHOL_13-A ABS 13-A 144A		2	1,777,718.95	1,778,949.64	1,786,196.24	1,778,370.57	579.07		3,553.32		—	—		0.802	0.854	MON	79.53	12,927.06	3,122,013	1302045
05948XYC9	BOAMS WHOLE CMO 03-J-2A1		2	31,285.66	31,843.09	31,739.40	31,328.74	514.35		52.78		—	—		2.847	3.11	MON	75.30	705.63	11,302,007	11252033
07384M3D2	BSARM_04-10 CMO 04-9 22A1		2	735,596.94	756,518.33	749,843.97	736,934.04	19,584.29		1,519.39		—	—		3.034	3.398	MON	1,895.63	18,812.15	8,132,007	11252034
07387AAW5	BSARM CMO_05-3 2A1		2	916,450.93	868,588.9	933,665.38	918,133.12	(49,544.22	)	(3,135.16	)	—	—		2.592	2.907	MON	2,016.69	19,218.87	8,102,007	6252035
12668AZL2	CWALT_05-73CB CMO_05-64CB 1A		2	260,157.11	251,024.37	265,212.72	260,047.68	(9,023.31	)	(2,430.51	)	—	—		5.5	5.868	MON	1,215.56	11,526.57	1,022,008	12252035
161630BD9	CHASE CMO_07-A1 11M1		2	2,243,590.15	2,038,293.57	2,222,321.82	2,241,096.69	(202,803.12	)	(14,509.44	)	—	—		2.473	2.288	MON	4,580.54	43,576.84	1,182,008	3252037
362341RT8	GSR_05-6F WHOLE CMO 05-AR6 1A1		2	106,324.3	108,859.87	107,381.34	106,521.6	2,338.27		197.75		—	—		2.654	2.907	MON	237.51	2,332.72	11,212,007	9252035
466247E74	JPMMT CMO_06-A1 2A2		2	67,689.26	60,268.63	67,636.40	67,660.09	(7,391.46	)	(799.30	)	—	—		2.718	2.687	MON	153.19	1,430.74	2,062,008	2252036
61746REV9	MSAC ABS 04-H1		2	941,018.2	911,928.32	939,550.16	940,446.61	(28,518.29	)	(40.02	)	—	—		0.895	0.884	MON	140.07	6,376.44	3,232,006	1252034
62889EAA3	NGN_11-R3 NGN_11-R3 1A		2	6,268,929.45	6,272,128.83	6,260,859.28	6,266,950.91	5,177.92		(1,664.56	)	—	—		0.557	0.515	MON	1,937.38	28,103.51	6,152,012	3112020
62889GAA8	NCUA GUARANTEED NOTES CMO 11-R5 1A		2	1,617,045.8	1,620,105.25	1,617,045.80	1,617,045.8	3,059.45		—		—	—		0.533	0.532	MON	554.68	7,346.19	6,102,011	4062020
62951MAY6	NOMURA ASSET ACCEPTANCE CORPOR WHOLE CMO		2	677,724.48	689,788.59	670,806.77	676,736.96	13,051.63		(567.03	)	—	—		6.5	6.294	MON	3,633.54	33,523.89	10,032,007	2252035
76111XYJ6	RESIDENTIAL ASSET MORTGAGE PR CMO_05-SA4		2	672,821.67	651,468.47	697,224.53	676,979.82	(25,511.35	)	(2,305.93	)	—	—		2.783	3.4	MON	1,617.04	16,863.5	8,162,007	9252035
92922F3N6	WAMU_05-A12 CMO_05-AR12 1A8		2	2,370,312.98	2,330,107.7	2,394,633.49	2,372,151.05	(42,043.35	)	2,519.41		—	—		2.328	2.526	MON	4,646.39	43,795.37	1,102,008	10252035
93934FEN8	WMALT_05-5 CMO 05-9-2A2		2	2,730,777.67	2,791,291.43	2,980,384.93	2,757,198.29	34,093.14		(32,162.49	)	—	—		5.5	7.229	MON	13,660.10	129,432.57	12,172,007	11252035
949781AA6	WFMBS CMO 05-AR1 1A1		2	1,590,869.76	1,643,234.36	1,629,751.43	1,595,799.54	47,434.82		5,402.82		—	—		2.61	3.063	MON	3,544.76	34,080.89	12,052,006	2252035
949781AC2	WFMBS CMO 05-AR1 2A1		2	369,396.38	371,439.05	378,625.36	370,242.83	1,196.22		1,656.04		—	—		2.61	3.126	MON	823.66	7,977.41	5,272,008	2252035



949797AA2	WFMBS WHOLE CMO 07-15 A1		2	146,615.15	146,193.05	145,693.18	146,509.12	(316.07	)	(158.83	)	—	—		6	5.769		MON	728.47	7,124.32	1,172,008	11252037
94980RAC1	WFMBS_04-Z CMO 04-Z-2A1		2	119,431.44	122,636.11	120,485.68	119,562.1	3,074.01		183.43		—	—		2.615	2.768		MON	262.54	2,580.02	1,142,008	12252034
94981NAH8	WFMBS_05-AR4 CMO 05-AR4 2A2		2	1,148,734.26	1,200,782.82	1,181,929.86	1,154,231.02	46,551.8		5,626.86		—	—		2.61	3.244		MON	2,571.11	24,995.49	7,192,006	4252035
94982BAG5	WFMBS CMO 05-AR8 3A2		2	408,159.46	422,081.03	415,231.37	409,513	12,568.03		867.97		—	—		2.599	2.923		MON	899.16	8,585.26	12,152,005	6252035
BRSNK4RC4	FOSSM_14-1 ABS _14-1X-A2	D	2	1,895,703.9	1,831,916.46	1,129,000.00	1,895,703.9	(63,787.44	)	—		—	(65,425.55	)	0.961	0.962		JAJO	3,798.39	5,284.51	6,052,014	10182054
G8162ZAD4	SILVERSTONE MASTER ISSUER PLC ABS_09-1 A	D	1	833,161.5	882,432.86	510,000.00	833,161.5	49,271.36		—		—	(6,375	)	5.063	5.059		AO	19,323.44	31,932.14	10,272,009	1212055
89236PAD5	TAOT_12-A ABS 12-A		2	749,928.68	753,180.03	750,000.00	749,974.7	3,205.33		15.44		—	—		0.99	0.995		MON	330.00	5,568.75	4,112,012	8152017
02665VAA1	AH4R_14-SFR1 SENIOR CMBS _14-SFR1-A 144A		2	1,587,881.55	1,578,336.79	1,587,881.55	1,587,881.55	(9,544.76	)	—		—	—		1.154	1.155		MON	712.36	7,306.48	5,132,014	6172031
07387JAF3	BSCMS PAC SENIOR CMBS 06-PW12 A1A		2	494,009.3	484,135.73	455,455.70	485,225.92	(1,090.19	)	(10,455.29	)	—	—		5.697	(2.629	)	MON	2,233.04	13,083.92	4,232,014	9112038
07388VAE8	BEAR STEARNS COMMERCIAL MORTGA CMBS_07-T		2	5,539,062.5	5,414,500.05	5,000,000.00	5,432,820.82	(18,320.77	)	(106,241.68	)	—	—		5.471	0.6		MON	22,795.83	120,817.9	4,162,014	1122045
07388YAE2	BSCMS_07-PW16 CMBS 07-PW16 A4		2	4,005,351.57	3,927,280.36	3,575,000.00	3,937,151.74	(9,871.38	)	(68,199.83	)	—	—		5.707	1.193		MON	17,568.84	91,242.77	4,242,014	6112040
12591VAB7	COMM_14-CCRE16 SENIOR SENIOR CMBS 14-CCR		2	10,295,555.12	10,261,900.3	10,000,000.00	10,271,540.87	(9,640.57	)	(28,360.88	)	—	—		3.042	2.39		MON	25,350.00	145,340	6,022,014	4102047
12592EAA6	COMM_14-PAT SENIOR CMBS _14-PAT 144A		2	1,095,000	1,095,684.38	1,095,000.00	1,095,000	684.38		—		—	—		0.95	0.937		MON	28.90	28.9	9,182,014	8132027
12592MBF6	COMM_14-LC17 SENIOR CMBS_14-LC17 A2		2	7,209,813.23	7,232,706.6	7,000,000.00	7,209,568.5	23,138.1		(244.73	)	—	—		3.164	2.47		MON	18,456.67	1,230.45	9,182,014	10102047
12624XAB4	COMM_13-CR6 CMBS_13-CR6 A2		2	1,358,975.39	1,354,926.09	1,345,000.00	1,358,816.54	(3,890.45	)	(158.85	)	—	—		2.122	1.826		MON	2,378.41	1,189.21	9,112,014	3102046
12631DAX1	COMM_14-CR17 SENIOR CMBS_14-CR17-A2		2	4,588,620.24	4,565,305.71	4,455,000.00	4,578,188.48	(12,882.77	)	(10,431.76	)	—	—		3.012	2.343		MON	11,182.05	51,437.43	4,292,014	5102047
12632QAT0	COMM_14-CR18 SENIOR CMBS_14-CR18 A2		2	3,295,997.06	3,261,632.1	3,200,000.00	3,290,847.1	(29,215	)	(5,149.96	)	—	—		2.924	2.25		MON	7,797.33	24,431.63	6,192,014	7152047
12632QAX1	COMM_14-CR18 SENIOR CMBS_14-CR18 A5		2	7,209,485.92	7,213,009.93	7,000,000.00	7,204,484	8,525.93		(5,001.92	)	—	—		3.828	3.472		MON	22,330.00	69,967.33	6,192,014	7152047
12648CAA4	CSMC_14-SURF SENIOR CMBS_14-SURF A 144A		2	7,779,712.5	7,775,182.6	7,770,000.00	7,776,328.88	(1,146.28	)	(3,383.62	)	—	—		1.01	0.913		MON	3,487.86	35,096.63	4,172,014	2152029
17318UAB0	CITIGROUP COMMERCIAL MORTGAGE CMBS_12-GC		2	9,088,242.19	9,048,869.91	9,000,000.00	9,083,809.16	(34,939.25	)	(4,433.03	)	—	—		1.813	1.441		MON	13,597.51	22,209.26	8,072,014	9102045
17322FAA9	CGCMT_14-388G SENIOR CMBS_14-388G A 144A		2	490,000	490,600.74	490,000.00	490,000	600.74		—		—	—		0.905	0.907		MON	197.09	1,278.04	6,052,014	6152033
17322VAR7	CGCMT_14-GC23 SENIOR CMBS_14-GC23 A2		2	3,316,556.2	3,284,013.57	3,220,000.00	3,313,589.75	(29,576.18	)	(2,966.45	)	—	—		2.851	2.181		MON	7,650.18	13,770.33	7,172,014	7102047
20047QAE5	COMM CMBS 06-C7 A4		2	5,062,459.98	4,957,088.11	4,676,454.14	4,969,800.73	(12,712.62	)	(109,210.97	)	—	—		5.756	(2.279	)	MON	23,181.22	138,871.95	6,022,014	6102046
46630JAC3	JP MORGAN CHASE COMMERCIAL MOR CMBS 07-		2	7,839,374.21	7,691,147.35	7,138,618.43	7,711,847.8	(20,700.45	)	(167,418.49	)	—	—		5.42	(0.982	)	MON	32,242.75	184,146.67	4,082,014	1152049
46640LAB8	JPMBB COMMERCIAL MORTGAGE SECU SENIOR CM		2	2,209,382.81	2,203,921.8	2,140,000.00	2,208,668.57	(4,746.77	)	(714.24	)	—	—		3.019	1.953		MON	5,384.42	2,153.77	9,162,014	8152046
46641KAA1	JPMCC_14-FBLU SENIOR CMBS 14-FBLU A 144A		2	5,004,687.5	5,000,240	5,000,000.00	5,001,111.53	(871.53	)	(3,575.97	)	—	—		1.104	0.913		MON	2,453.33	24,969.41	4,152,014	12152028
46641WAT4	JPMBB_14-C19 PRELCF SENIOR CMBS_14-C19 A		2	1,910,646.29	1,907,700.61	1,855,000.00	1,905,827.53	1,873.08		(4,818.76	)	—	—		3.046	2.269		MON	4,707.99	20,401.29	4,292,014	4152047



46642CBE9	JPMCC_14-C20 SENIOR CMBS 14-C20-A2	2	7,209,986	7,139,790.14	7,000,000.00	7,198,414.63	(58,624.49	)	(11,571.37	)	—	—	2.872	2.207		MON	16,751.00	54,719.94	6,122,014	7152047
46643ABB8	JPMBB_14-C23 SENIOR SENIOR CMBS _14-C23-	2	7,209,986	7,220,850	7,000,000.00	7,209,872.94	10,977.06		(113.06	)	—	—	3.181	2.534		MON	18,557.58	618.58	9,172,014	9152047
52109RBM2	LBUBS CMBS 07-C7	2	11,057,091.92	10,828,984.6	9,786,700.77	10,884,085.77	(55,101.17	)	(193,190.75	)	—	—	5.866	(1.538	)	MON	31,893.77	280,558.38	6,022,014	9152045
60687VAE5	MLCFC CMBS_06-3 A4	2	5,870,170.03	5,826,707.53	5,487,368.75	5,838,960.07	(12,252.54	)	(32,400.05	)	—	—	5.414	(1.643	)	MON	24,757.18	35,463.73	8,142,014	7122046
60687VAF2	MLCFC_06-3 PAC SENIOR CMBS 06-3 A1A	2	2,520,365.1	2,519,054.08	2,354,278.14	2,519,873.59	(819.51	)	(491.51	)	—	—	5.409	(1.951	)	MON	10,611.90	353.73	9,252,014	7122046
61751NAF9	MSC_07-HQ11 CMBS 07-HQ11 A4	2	5,796,591.61	5,681,334.3	5,277,500.00	5,737,068.29	(55,733.99	)	(59,523.32	)	—	—	5.447	1.096		MON	23,955.46	97,418.88	5,282,014	2122044
61751XAE0	MSC CMBS 07-T25 A3	2	5,832,041.35	5,711,784.53	5,297,125.39	5,715,815.98	(4,031.45	)	(123,584.42	)	—	—	5.514	(1.758	)	MON	24,340.29	111,146.34	5,222,014	11122049
61754JAF5	MORGAN STANLEY CAPITAL I CMBS 07-T27 A4	2	4,242,893.56	4,145,780.46	3,775,000.00	4,148,319.51	(2,539.05	)	(94,574.05	)	—	—	5.651	0.161		MON	18,343.86	100,057.38	4,112,014	6112042
61763MAB6	MSBAM_14-C16 SENIOR CMBS_14-C16 A2	2	1,905,424.71	1,882,856.02	1,850,000.00	1,902,223.1	(19,367.08	)	(3,201.61	)	—	—	2.849	2.188		MON	4,392.21	15,079.92	6,052,014	6152047
90270YBD0	UBSBB_13-C5 PRELCF SENIOR CMBS_13-C5-A2	2	1,368,685.5	1,361,722.16	1,355,000.00	1,368,649.71	(6,927.55	)	(35.79	)	—	—	2.137	1.933		MON	2,412.46	402.07	9,232,014	3102046
92890KAX3	WFRBS_14-C22 SENIOR CMBS_14-C22-A2	2	2,059,998.01	2,047,500	2,000,000.00	2,059,931.46	(12,431.46	)	(66.55	)	—	—	2.976	2.316		MON	4,960.00	330.67	9,052,014	9152057
92937EAB0	WF-RBS COMMERCIAL MORTGAGE TRU PRELCF SE	2	1,470,037.5	1,468,687.01	1,460,000.00	1,469,959.24	(1,272.23	)	(78.26	)	—	—	2.029	1.781		MON	2,468.62	658.3	9,182,014	3152045
92938EAF0	WFRBS_13-C16 PRELCF SENIOR CMBS_13-C16 A	2	6,303,750	6,245,159.94	6,000,000.00	6,290,169.72	(45,009.78	)	(13,580.28	)	—	—	3.223	1.917		MON	16,115.00	35,990.16	7,212,014	9152046
92978PAF6	WBCMT_06-C29 PAC SENIOR CMBS 06-C29 A1A	2	13,129,502.5	12,819,146.44	11,942,339.52	12,901,620.95	(82,474.51	)	(242,456.92	)	—	—	5.297	(2.055	)	MON	52,715.47	293,708.48	6,022,014	11152048
92867PAC7	VALET_13-2 ABS_13-2 A3	2	4,044,066.83	4,026,030.41	4,045,000.00	4,044,375.1	(18,344.69	)	283.69		—	—	0.7	0.71		MON	865.18	21,236.22	11,062,013	4202018
00205BAA6	ARI FLEET LEASE TRUST ARIFL_12 ABS 12-B	2	2,757,237.28	2,755,858.57	2,757,237.28	2,757,237.28	(1,378.71	)	—		—	—	0.454	0.454		MON	555.85	11,806.35	10,162,012	1152021
00432CAZ4	AGSL_03-1 ABS 03-1-2003-1	2	360,500	385,170.4	400,000.00	374,517.75	10,652.65		5,433.84		—	—	1.627	2.634		MON	356.60	2,774.64	3,292,010	12262035
00432CBB6	AGSL_03-1 ABS_03-1-2003-1	2	311,937.5	342,475	350,000.00	323,025.02	19,449.98		4,185.57		—	—	1.626	2.582		MON	217.58	2,934.39	3,292,010	12262035
00432CBP5	AGSL_03-1 ABS_04-1-2004-1	2	435,625	488,350	500,000.00	453,883.16	34,466.84		6,621.88		—	—	1.627	2.755		MON	445.75	4,055.48	3,292,010	12272032
02005ACC0	AMOT 2013-2 ABS 12-1	2	2,499,806.75	2,508,700	2,500,000.00	2,499,887.54	8,812.46		23.93		—	—	1.44	1.446		MON	1,600.00	27,000	2,152,012	2152017
02005EAC4	ALLYA_12-3 ABS 12-3	2	1,346,797.25	1,348,555.01	1,346,844.53	1,346,823.42	1,731.59		41.78		—	—	0.85	0.852		MON	508.81	13,783.55	5,222,012	8152016
02005TAD9	ALLYA _11-1 ABS_11-1 A4	2	1,228,076.44	1,230,287.65	1,228,187.47	1,228,133.51	2,154.14		191.18		—	—	2.23	2.242		MON	1,217.27	46,293.67	2,042,011	3152016
02005YAE6	ALLYA_12-1 ABS_12-1 A3	2	164,689.66	163,911.66	163,800.28	163,923.59	(11.93	)	(1,585.08	)	—	—	0.93	0.467		MON	67.70	2,954.05	2,222,013	2162016
02006MAC5	ALLYA_13-2 ABS 13-2 A3	2	984,961.19	984,947.39	985,000.00	984,972.54	(25.15	)	10.06		—	—	0.79	0.793		MON	345.85	5,836.14	10,232,013	1152018
02006WAC3	ALLYA_14_2 ABS_14_2-A3	2	7,498,624.5	7,496,167.5	7,500,000.00	7,498,630.64	(2,463.14	)	6.14		—	—	1.25	1.258		MON	1,822.92	1,822.92	9,172,014	4152019
02582JGD6	AMXCA-12 ABS_	2	12,068,322.28	12,058,829.06	12,035,000.00	12,056,089.88	2,739.18		(12,232.40	)	—	—	0.68	0.476		MON	3,637.25	40,918.32	3,282,014	3152018
02582JGJ3	AMXCA_13-3 ABS_13-3 A	2	5,459,374.29	5,450,935.14	5,460,000.00	5,459,472.23	(8,537.09	)	79.21		—	—	0.98	0.984		MON	2,378.13	40,131	11,052,013	5152019



02587UAB6	AMXCA_12-5 ABS 12-5	2	1,149,890.64	1,150,919.23	1,150,000.00	1,149,961.07	958.16		27.95		—	—	0.59	0.594	MON	301.56	5,088.78	11,012,012	5152018
03062AAD8	AMCAR_14-3 ABS _14-3-A3	2	869,975.81	868,085.26	870,000.00	869,976.16	(1,890.9	)	0.35		—	—	1.15	1.153	MON	944.92	944.92	8,202,014	6102019
03064JAC9	AMERICREDIT AUTOMOBILE RECEIVA ABS 13-2	2	644,871.19	645,232.2	645,000.00	644,950.82	281.38		42.89		—	—	0.65	0.659	MON	267.85	3,144.42	4,032,013	12082017
03065EAD7	AMCAR_13-5 BAS_13-5 A3	2	439,939.85	439,626.58	440,000.00	439,956.43	(329.85	)	14.48		—	—	0.9	0.91	MON	253.00	2,981	11,052,013	9102018
05578XAC2	BMWOT_13-A ABS 13-A A3	2	1,684,962.09	1,682,722.64	1,685,000.00	1,684,968.22	(2,245.58	)	5.71		—	—	0.67	0.671	MON	188.16	8,467.11	10,292,013	11272017
05579UAD5	BMWLT_14-1 ABS _14-1-A4	2	12,299,729.4	12,280,320.49	12,300,000.00	12,299,716.31	(19,395.82	)	(13.09	)	—	—	0.99	0.992	MON	3,720.75	55,811.25	4,092,014	8212017
06742LAE3	DROCK_14-3 ABS_14-3 A	2	9,042,500.87	9,047,170.8	9,045,000.00	9,042,508.77	4,662.03		7.90		—	—	2.41	2.427	MON	7,871.66	7,871.66	9,122,014	7152022
12591BAC9	CNH_14-A ABS 14-A A3	2	2,864,964.19	2,859,757.08	2,865,000.00	2,864,964.1	(5,207.02	)	(0.09	)	—	—	0.84	0.842	MON	1,069.60	14,773.85	2,122,014	5152019
12591BAD7	CNH_14-A ABS 14-A A4	2	999,951.7	990,790.02	1,000,000.00	999,955.67	(9,165.65	)	3.97		—	—	1.5	1.505	MON	666.67	9,208.34	2,122,014	5152020
12591FAC0	CNH EQUIPMENT TRUST CNH_13-A ABS_13-A A3	2	5,344,998.93	5,349,864.11	5,345,000.00	5,344,972.08	4,892.03		(16.43	)	—	—	0.69	0.691	MON	1,639.14	32,979.17	2,132,013	6152018
12613SAC6	CNH_13-C ABS_13-C A3	2	3,154,634.97	3,166,705.12	3,155,000.00	3,154,750.37	11,954.75		85.51		—	—	1.02	1.026	MON	1,430.27	24,135.75	8,202,013	8152018
12623PAD8	CNH_14-B ABS_14-B A4	2	11,904,022	11,835,963.76	11,920,000.00	11,904,271.98	(68,308.22	)	249.98		—	—	1.61	1.642	MON	8,529.43	50,224.86	9,162,014	5172021
12624FAC1	CNH_12-C ABS_12-C A3	2	2,261,090.79	2,262,836.28	2,261,276.00	2,261,212.97	1,623.31		227.57		—	—	0.57	0.574	MON	572.86	33,121.65	9,192,012	12152017
12625HAC6	CNH EQUIPMENT TRUST CNH_13-B ABS 13-B A3	2	854,875.77	855,820.81	855,000.00	854,942.03	878.78		40.04		—	—	0.69	0.697	MON	262.20	4,424.67	5,212,013	8152018
126802BS5	CABMT_12-2A ABS_11-2A A2	2	18,603,606.06	18,546,816.77	18,445,000.00	18,527,222.63	19,594.14		(35,843.28	)	—	—	0.754	0.495	MON	6,177.85	105,566.86	3,072,013	6172019
14041NCQ2	CAPITAL ONE MULTI-ASSET EXECUT SENIOR AB	2	12,191,894.06	11,942,119.71	11,279,000.00	11,949,197.33	(7,077.62	)	(242,696.73	)	—	—	5.05	0.697	MON	25,315.09	284,794.74	3,272,014	12172018
14041NDT5	CAPITAL ONE MULTI-ASSET EXECUT ABS 07-A5	2	3,064,754.69	3,062,977.42	3,085,000.00	3,065,120.52	(2,143.1	)	365.83		—	—	0.194	0.41	MON	265.45	332.29	9,082,014	7152020
14041NEM9	COMET_13-A3-A3 ABS 13-A3-A3	2	4,479,465.54	4,466,963.2	4,480,000.00	4,479,617.85	(12,654.65	)	135.49		—	—	0.96	0.966	MON	1,911.46	32,256	11,142,013	9162019
14041NEP2	COMET_14-A2 ABS _14-A2-A2	2	4,199,796.72	4,195,459.76	4,200,000.00	4,199,828.74	(4,368.98	)	32.02		—	—	1.26	1.265	MON	2,352.00	25,137	4,032,014	1152020
14313MAB0	CARMX_13-2 ABS_13-2 A2	2	788,214.67	788,308.33	788,237.37	788,224.97	83.36		33.75		—	—	0.42	0.422	MON	147.14	5,217.84	5,082,013	6152016
14313RAD5	CARMX_14-2 SENIOR ABS_14-2-A4	2	1,999,666.6	1,992,200.62	2,000,000.00	1,999,697.01	(7,496.39	)	30.41		—	—	1.61	1.62	MON	1,431.11	12,253.88	5,072,014	10152019
14313TAC3	CARMX_14-3 ABS _14-3-A3	2	1,199,904.84	1,197,019.32	1,200,000.00	1,199,908.68	(2,889.36	)	3.84		—	—	1.16	1.165	MON	618.67	1,856	8,062,014	5152019
14313TAD1	CARMX_14-3 ABS_14-3-A4	2	2,291,414.06	2,287,309.32	2,295,000.00	2,291,426.72	(4,117.4	)	12.66		—	—	1.73	1.779	MON	1,764.60	551.44	9,232,014	1152020
161571FJ8	CHASE ISSUANCE TRUST CHAIT_12- ABS_12-A3	2	12,048,750	12,030,840.48	12,000,000.00	12,028,563.04	2,277.44		(20,186.96	)	—	—	0.79	0.452	MON	4,213.33	47,400	3,272,014	6152017
161571FU3	CHAIT_13-A1 ABS 13-A1	2	4,954,296.87	4,923,088.84	5,000,000.00	4,955,088.57	(31,999.73	)	791.70		—	—	1.3	1.579	MON	2,888.89	3,972.23	9,042,014	2182020
161571FX7	CHAIT_13-A5 ABS_13-A5 A	2	2,249,976.15	2,250,810.07	2,250,000.00	2,249,992.41	817.66		9.06		—	—	0.47	0.471	MON	470.00	7,931.25	5,162,013	5152017
161571GC2	CHASE ISSUANCE TRUST ABS 13-A8	2	1,999,543.4	1,998,686.38	2,000,000.00	1,999,648.89	(962.51	)	85.32		—	—	1.01	1.018	MON	897.78	15,149.97	10,252,013	10152018



161571GH1	CHAIT_13-A9 ABS 13-A9 A	2	1,500,000	1,504,960.56	1,500,000.00	1,500,000	4,960.56		—		—	—	0.574	0.574	MON	382.40	6,535.58	12,102,013	11152020
161571GJ7	CHASE ISSUANCE TRUST CHAIT_14- ABS 14-A1	2	11,497,919.65	11,504,059.62	11,500,000.00	11,498,220.41	5,839.21		300.76		—	—	1.15	1.157	MON	5,877.78	89,636.09	1,162,014	1152019
165182BA3	CF_09-2A ABS 12-1A 144A	2	1,400,442.37	1,405,049.86	1,400,442.37	1,400,442.37	4,607.49		—		—	—	0.906	0.908	MON	810.72	15,216.54	5,102,012	11072023
17119RAC6	CCART_13-AA BAS_13-AA A3 144A	2	3,089,639.09	3,096,056.37	3,090,000.00	3,089,782.18	6,274.19		113.23		—	—	0.91	0.917	MON	1,249.73	21,089.25	10,162,013	4162018
17119RAD4	CCART_13-AA ABS_13-AA A4 144A	2	884,992.92	890,071.03	885,000.00	884,987.66	5,083.37		(4.46	)	—	—	1.34	1.343	MON	527.07	8,894.25	10,162,013	12172018
17119VAC7	CCART_13-B ABS_13-B A3 144A	2	2,081,033.95	2,081,331.26	2,080,000.00	2,081,005.3	325.96		(33.83	)	—	—	0.85	0.813	MON	785.78	6,851.94	8,262,014	5152018
17119VAD5	CCART_13-B ABS_13-BA A4 144A	2	1,474,731.41	1,471,681.28	1,475,000.00	1,474,794.69	(3,113.41	)	54.19		—	—	1.27	1.278	MON	832.55	14,101.39	11,062,013	3152019
17119YAC1	CCART_14-BA ABS _14-BA-A3 144A	2	6,428,778.3	6,428,071	6,430,000.00	6,428,785.42	(714.42	)	7.12		—	—	1.27	1.281	MON	1,361.02	1,361.02	9,182,014	5152019
17305EDL6	CITIBANK CREDIT CARD ISSUANCE ABS_06-A8	2	2,588,682.81	2,609,526.55	2,620,000.00	2,606,482.57	3,043.98		4,171.73		—	—	0.274	0.486	JAJO	1,553.14	5,433.54	7,062,011	12172018
17305EDY8	CCCIT_13-A1 ABS_07-A8 A8	2	3,122,148.44	3,018,671.36	2,700,000.00	3,032,338.81	(13,667.45	)	(81,732.90	)	—	—	5.65	1.403	MS	4,661.25	114,412.5	12,032,013	9202019
17305EFC4	CCCIT ABS 13-A3 A3	2	12,642,449.5	12,688,451.75	12,645,000.00	12,643,373.65	45,078.1		616.00		—	—	1.11	1.117	JJ	26,902.24	105,269.62	8,012,013	7232018
17305EFE0	CCCIT_13-A6 ABS 13-A6 A6	2	3,922,182.81	3,913,622.18	3,890,000.00	3,918,387.65	(4,765.47	)	(3,660.11	)	—	—	1.32	0.938	MS	3,423.20	12,421.2	8,262,014	9072018
17305EFK6	CCCIT_13-A10 ABS 13-A10 A10	2	11,385,664.06	11,380,746.88	11,375,000.00	11,382,889.36	(2,142.48	)	(2,774.70	)	—	—	0.73	0.677	FA	12,455.63	41,518.75	3,262,014	2072018
17305EFL4	CCCIT_13-A12 SENIOR ABS 13-A12 A12	2	500,000	500,317.39	500,000.00	500,000	317.39		—		—	—	0.467	0.467	FMAN	356.81	1,720.51	12,112,013	11072018
17305EFQ3	CCCIT_14-A4 ABS _14-A4-A4	2	1,059,785.77	1,057,305.84	1,060,000.00	1,059,811.33	(2,505.49	)	25.56		—	—	1.23	1.237	AO	5,251.42	5,251.42	4,292,014	4242019
17305EFU4	CCCIT_14-A8 SENIOR ABS 2014-A8 A8	2	3,989,440.6	3,982,219.5	3,990,000.00	3,989,436.83	(7,217.33	)	(3.77	)	—	—	1.73	1.733	AO	1,342.19	1,342.19	9,172,014	4092020
17308BAN8	COMNI_09-A13 ABS_09-A17 A17 144A	2	1,265,548.83	1,176,633.91	1,170,000.00	1,177,682.1	(1,048.19	)	(33,864.90	)	—	—	4.9	0.89	MN	21,658.00	42,997.5	8,132,013	11152018
254683AC9	DCENT_07-A1 ABS 07-A1 A1	2	5,448,691.41	5,033,381.09	4,500,000.00	5,010,228.16	23,152.93		(125,420.71	)	—	—	5.65	1.719	MON	11,300.00	190,687.5	1,262,012	3162020
254683AT2	DCENT ABS 12-A1	2	652,082.03	651,150.5	650,000.00	650,528.27	622.23		(1,082.26	)	—	—	0.81	0.588	MON	234.00	3,948.75	8,282,013	8152017
254683AV7	DCENT_12-A3 ABS 12-A3	2	12,095,432.81	12,071,143.89	12,039,000.00	12,070,323.63	820.26		(25,109.18	)	—	—	0.86	0.442	MON	4,601.57	51,767.7	3,272,014	11152017
254683BA2	DISCOVER CARD MASTER TRUST DCE ABS_13-A2	2	11,553,284.09	11,551,799.84	11,555,000.00	11,554,091.18	(2,291.34	)	372.08		—	—	0.69	0.695	MON	3,543.53	59,797.17	2,062,013	8152018
254683BH7	DISCOVER CARD MASTER TRUST SENIOR ABS_14	2	3,084,517.97	3,085,728	3,085,000.00	3,084,528.68	1,199.32		10.71		—	—	0.434	0.44	FMAN	1,746.38	743.14	9,082,014	8152019
254683BJ3	DCENT_14-3 ABS_14-A3 A3	2	1,029,736.32	1,027,041.2	1,030,000.00	1,029,762.6	(2,721.4	)	26.28		—	—	1.22	1.23	MON	558.49	5,131.13	4,282,014	10152019
281379AA5	EDUSA_10-1 ABS 10-1-A1 144A	2	423,003.12	427,618.08	423,003.12	423,003.12	4,614.96		—		—	—	1.084	1.086	JAJO	866.20	3,862.62	2,232,010	7252023
29372EAT5	EFF_12-2 SENIOR ABS 12-2 A3 144A	2	660,592.97	661,102.2	660,000.00	660,315.75	786.45		(259.38	)	—	—	0.93	0.882	MON	187.55	4,603.5	11,202,013	4202018
29372EBE7	EFF_14-2 ABS_14-2 A2 144A	2	1,334,785.07	1,334,319.11	1,335,000.00	1,334,796.17	(477.06	)	11.10		—	—	1.05	1.059	MON	428.31	1,869	8,062,014	3202020
33766QAA5	FIRSTENERGY OHIO PIRB SPECIAL ABS_13-1 A	2	237,603.68	237,582.53	237,603.92	237,602.6	(20.07	)	0.12		—	—	0.679	0.679	JJ	340.59	1,753.69	6,122,013	1152019



34528QBP8	FORDF ABS 12-2	2	5,463,393.55	5,460,086.25	5,375,000.00	5,462,035.94	(1,949.69	)	(1,357.61	)	—	—	1.92	1.204	MON	4,586.67	3,726.67	9,152,014	1152019
34528QDL5	FORD CREDIT FLOORPLAN MASTER O ABS _14-4	2	2,219,364.64	2,208,522.64	2,220,000.00	2,219,384.24	(10,861.6	)	19.60		—	—	1.4	1.414	MON	1,381.34	3,021.67	8,192,014	8152019
34529PAD7	FORD CREDIT AUTO OWNER TRUST F ABS_11-A	2	115,319.32	114,758.33	114,465.30	114,706.15	52.18		(1,847.29	)	—	—	1.65	0.884	MON	83.94	3,011.23	7,172,013	5152016
34529WAC4	FORDO_12-B ABS_12-B A3	2	933,837.95	934,034.48	933,036.13	933,182.62	851.86		(484.79	)	—	—	0.72	0.681	MON	298.57	8,175.18	6,222,012	12152016
34530EAC1	FORDO_13-B ABS_13-B A3	2	2,524,869.2	2,526,138.42	2,525,000.00	2,524,934.53	1,203.89		35.85		—	—	0.57	0.573	MON	639.67	10,794.42	5,142,013	10152017
34530EAD9	FORDO_13-B SENIOR ABS _13-B-A4	2	5,504,941.41	5,469,860.17	5,500,000.00	5,504,078.9	(34,218.73	)	(862.51	)	—	—	0.76	0.727	MON	1,857.78	19,390.54	4,092,014	8152018
34530GAD4	FORDO_13-D ABS 13-D A3	2	4,784,780.36	4,783,762.07	4,785,000.00	4,784,844.12	(1,082.05	)	58.95		—	—	0.67	0.673	MON	1,424.88	24,044.58	11,192,013	4152018
34530HAC4	FORDO_14-A ABS_14-A A3	2	7,249,962.8	7,262,397.36	7,250,000.00	7,249,972.9	12,424.46		10.10		—	—	0.79	0.79	MON	2,545.56	29,301.28	3,262,014	5152018
34530KAB9	FORDO_14-B ABS _14-B-A3	2	5,602,296.61	5,589,323.6	5,605,000.00	5,602,338.46	(13,014.86	)	41.85		—	—	0.9	0.924	MON	2,242.00	11,724.63	9,122,014	10152018
36159JBW0	GE CAPITAL CREDIT CARD MASTER ABS 10-1 A	2	12,356,718.75	12,173,879.64	12,000,000.00	12,170,697.02	3,182.62		(186,021.73	)	—	—	3.69	0.56	MON	19,680.00	220,170	3,282,014	3152018
36830NAC3	GEEMT_13-1 ABS 13-1 A3	2	2,894,934.58	2,904,582.47	2,895,000.00	2,894,953.12	9,629.35		13.15		—	—	0.95	0.953	MON	687.57	20,626.92	9,172,013	3222017
41283YAC1	HARLEY-DAVIDSON MOTORCYCLE TRU ABS 13-1	2	1,759,995.08	1,762,270.36	1,760,000.00	1,759,989.86	2,280.5		(1.67	)	—	—	0.65	0.651	MON	508.45	8,579.97	4,162,013	7162018
429827AB4	HEF_04-1 ABS 04-1 A2 144A	2	164,000	195,662.4	200,000.00	176,119.39	19,543.01		(160.30	)	—	—	1.657	3.984	MON	257.76	1,605.81	9,102,009	1012044
429827AE8	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1	2	164,000	187,211	200,000.00	173,646.46	13,564.54		1,455.28		—	—	0.056	1.2	MON	2.18	1,492.44	9,102,009	1012044
429827AF5	HEF_04-1 ABS 04-1 A6 144A	2	164,000	192,721.2	200,000.00	175,910.51	16,810.69		352.30		—	—	1.657	3.566	MON	239.35	1,835.59	9,102,009	1012044
429827AJ7	HIGHER EDUCATION FUNDING HEF_0 ABS 04-1	2	164,224	196,786.4	200,000.00	172,127.15	24,659.25		574.20		—	—	1.642	2.903	MON	272.06	1,645.72	9,102,009	1012044
429827AK4	HIGHER EDUCATION FUNDING HEF_0 ABS_04-1	2	164,196	183,699.8	200,000.00	171,961.34	11,738.46		125.10		—	—	1.655	4.08	MON	172.30	1,550.75	9,102,009	1012044
429827AN8	HEF_04-1 ABS 04-1 A13 144A	2	164,000	193,720.2	200,000.00	173,575.96	20,144.24		1,616.96		—	—	0.165	2.11	MON	18.99	1,348.98	9,102,009	1012044
429827AQ1	HEF_04-1 ABS 04-1 A15 144A		246,000	287,781.9	300,000.00	252,563.12	35,218.78		865.17		—	—	1.651	2.453	FMAN	162.84	2,808.88	9,102,009	1012044
43812XAC9	HAROT_13-3 ABS 13-3 A3	2	3,464,437.28	3,470,584.57	3,465,000.00	3,464,707.1	5,877.47		169.07		—	—	0.77	0.778	MON	1,185.80	20,010.42	7,172,013	5152017
43813EAD8	HONDA AUTO RECEIVABLES OWNER T ABS 12-2	2	1,599,694.08	1,605,552	1,600,000.00	1,599,930.31	5,621.69		73.47		—	—	0.91	0.918	MON	647.10	10,919.97	4,182,012	5152018
43813UAC4	HAROT_12-3 ABS 12-1	2	807,118.41	808,191.93	807,166.84	807,152.23	1,039.7		46.90		—	—	0.77	0.773	MON	276.23	8,718.38	2,142,012	1152016
43814CAD1	HONDA AUTO RECEIVABLES OWNER T ABS 13-1	2	6,989,335.94	6,989,434.2	7,000,000.00	6,992,075.24	(2,641.04	)	2,739.30		—	—	0.62	0.7	MON	1,205.56	21,700.02	3,272,014	3212019
43814EAC9	HAROT 2013-2 ABS 13-2 A3	2	4,504,576.53	4,498,422.7	4,505,000.00	4,504,813.83	(6,391.13	)	126.21		—	—	0.53	0.534	MON	994.86	17,907.39	4,172,013	2162017
43814GAC4	HAROT ABS_14-2-A3	2	868,368.75	867,015.15	870,000.00	868,498.16	(1,483.01	)	129.41		—	—	0.77	0.859	MON	241.91	1,153.72	7,242,014	3192018
44890FAC1	HYUNDAI AUTO LEASE SECURITIZAT ABS_12-A	2	661,825.29	662,136.18	661,895.91	661,880.92	255.26		107.93		—	—	0.92	0.926	MON	270.64	16,041.13	6,132,012	8172015
44890HAC7	HYUNDAI AUTO RECEIVABLES TRUST ABS 12-B	2	1,741,519.74	1,743,053.23	1,741,816.54	1,741,756.17	1,297.06		259.58		—	—	0.62	0.629	MON	479.97	15,317.64	7,102,012	9152016



44890JAB5	HART_13-A ABS 13-A	2	71,382.31	71,390.53	71,386.96	71,386.02	4.51		43.31		—	—	0.4	0.405	MON	12.69	2,486.71	1,242,013	12152015
44890LAB0	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B	2	173,960.39	174,022.08	173,961.19	173,958.91	63.17		1.30		—	—	0.53	0.53	MON	40.98	1,486.66	6,192,013	3152016
44890LAC8	HYUNDAI AUTO RECEIVABLES TRUST ABS_13-B	2	1,424,920.44	1,427,198.24	1,425,000.00	1,424,970.67	2,227.57		10.63		—	—	0.71	0.712	MON	449.67	7,588.17	11,052,013	9152017
44890QAC7	HART_13-C ABS 13-C A3	2	2,324,162.5	2,328,416.62	2,320,000.00	2,323,701.01	4,715.61		(418.08	)	—	—	1.01	0.89	MON	1,041.42	12,788.85	7,242,014	2152018
44890RAC5	HART_14-A ABS 14-A A3	2	2,288,787.15	2,283,794.01	2,290,000.00	2,288,936.77	(5,142.76	)	149.62		—	—	0.79	0.817	MON	804.04	8,995.88	7,242,014	7162018
44890UAD6	HART_14-B ABS _14-B-A4	2	1,999,961.8	1,989,449.76	2,000,000.00	1,999,963.42	(10,513.66	)	1.62		—	—	1.46	1.465	MON	1,297.78	11,112.21	5,072,014	11152019
477879AC4	JDOT_13-B ABS_13-B A3	2	4,724,355.98	4,736,292.65	4,725,000.00	4,724,623.57	11,669.08		191.25		—	—	0.87	0.877	MON	1,827.00	30,830.67	8,272,013	8152017
58768EAF6	MBALT_14-A ABS _14-A-A4	2	7,999,290.4	8,003,131.12	8,000,000.00	7,999,444.14	3,686.98		153.74		—	—	0.9	0.906	MON	3,200.00	34,400	4,012,014	12162019
65474VAG6	NMOTR_13-A SENIOR ABS 13-A	2	1,680,000	1,680,000	1,680,000.00	1,680,000	—		—		—	—	0.454	0.454	MON	338.69	5,791.37	2,202,013	2152018
65477LAB6	NAROT_13-B ABS 13-B A2	2	136,253.95	136,322.72	136,254.59	136,253.05	69.67		0.45		—	—	0.52	0.52	MON	31.49	955.91	7,242,013	4152016
65477LAC4	NISSAN AUTO RECEIVABLES OWNER ABS 13-B-A	2	3,744,185.47	3,751,259.28	3,745,000.00	3,744,551.31	6,707.97		235.55		—	—	0.84	0.85	MON	1,398.14	23,593.5	7,242,013	11152017
65477MAC2	NAROT_13-C SENIOR ABS_13-C A3	2	4,729,020.42	4,713,015.29	4,730,000.00	4,729,330.51	(16,315.22	)	288.70		—	—	0.67	0.679	MON	1,408.49	23,768.29	12,042,013	8152018
65477MAD0	NAROT_13-C SENIOR ABS_13-C A4	2	3,089,600.16	3,073,297.22	3,090,000.00	3,089,671.88	(16,374.66	)	65.55		—	—	1.3	1.307	MON	1,785.34	30,127.52	12,042,013	6152020
71722TAF1	PHEAA_04-1 ABS_04-1-A2	2	452,730	482,049.5	500,000.00	477,043.2	5,006.3		3,594.51		—	—	1.651	2.943	MON	226.16	4,609.42	3,092,010	4252044
71722TAG9	PHEAA_04-1 ABS_04-1-A3	2	1,177,098	1,272,879.4	1,300,000.00	1,231,055.87	41,823.53		11,215.07		—	—	—	0.986	MON	0	13,199.09	3,092,010	4252044
74112WAC3	PRESTIGE AUTO RECEIVABLES TRUS ABS_13-1	2	326,960.07	327,572.05	326,993.27	326,977.93	594.12		29.82		—	—	1.09	1.098	MON	158.41	3,948.6	4,032,013	2152018
78442GHZ2	SLMA ABS 03-10A A1D 144A	2	100,000	100,253	100,000.00	100,000	253		101.13		—	—	0.305	0.305	MON	11.86	2,460.37	9,232,011	12152016
78442GJB3	SLMA ABS 03-10A A1F 144A	2	125,000	125,000	125,000.00	125,000	—		—		—	—	0.306	0.306	MON	22.53	2,773.13	12,262,013	12152016
78442GQP4	SLMA ABS_05-8 A3	2	2,675,753.7	2,718,134.69	2,724,577.98	2,710,954.36	7,180.33		12,221.58		—	—	0.344	0.81	JAJO	1,770.89	8,148.74	6,132,011	10252024
78442GSC1	SLM STUDENT LOAN TRUST SLMA_06 ABS_06-3-	2	141,856.21	141,861.48	142,080.28	141,961.87	(100.39	)	88.11		—	—	0.314	0.391	JAJO	84.30	380.55	11,302,012	7252019
784442AC9	SLMA ABS 08_2 A3	2	1,484,824.22	1,506,545	1,500,000.00	1,490,005.04	16,539.96		1,566.26		—	—	0.984	1.131	JAJO	2,788.28	11,194.95	3,272,012	4252023
78444YAD7	SLMA ABS 08-5 A4	2	2,457,718.75	2,451,257.69	2,350,000.00	2,412,949.62	38,308.07		(8,967.34	)	—	—	1.934	1.392	JAJO	8,585.26	34,468.56	1,112,011	7252023
78445XAA4	SLMA_10-1 ABS 10-1A	2	2,992,080.81	2,976,653.02	2,986,083.19	2,991,871.51	(15,218.49	)	(1,573.54	)	—	—	0.555	0.512	MON	276.22	13,686.13	6,022,014	3252025
78446JAA4	SLM STUDENT LOAN TRUST SLMA_11 ABS 11-2	2	4,645,332.25	4,669,544.81	4,654,354.72	4,648,112.35	21,432.46		2,578.02		—	—	0.755	0.791	MON	585.67	43,444.29	5,182,011	11252027
78446JAB2	SLMA_11-2 ABS 11-2	2	6,575,000	6,574,997.96	6,575,000.00	6,575,000	(2.04	)	—		—	—	1.355	1.358	MON	1,484.31	67,558.16	5,182,011	10252034
78446TAC8	SLM STUDENT LOAN TRUST SLMA_11 SENIOR AB	2	502,508.79	493,109.25	465,000.00	501,238.19	(8,128.94	)	(1,270.60	)	—	—	4.54	2.591	MON	938.27	3,283.94	7,312,014	10172044
78446XAA3	SLM STUDENT LOAN TRUST ABS 12-B 144A	2	317,859.65	318,956.27	317,859.65	317,859.65	1,096.62		—		—	—	1.254	1.257	MON	177.10	3,961.35	4,042,012	1182022



78446XAB1	SLM STUDENT LOAN TRUST ABS_12-B A2 144A	2	999,897.3	1,041,690	1,000,000.00	999,922.33	41,767.67		7.00		—	—	3.48	3.507	MON	1,546.67	26,100	4,042,012	10152030
78447AAA2	SLMA_12-3 ABS_12-3 A	2	1,466,457.84	1,475,617.62	1,466,457.84	1,466,457.84	9,159.78		—		—	—	0.805	0.806	MON	196.62	9,420.68	4,242,012	12262025
78447CAA8	SLM_12-D ABS 12-D 144A	2	418,173.46	420,866.48	418,173.46	418,173.46	2,693.02		—		—	—	1.204	1.207	MON	223.69	4,600.64	7,232,012	6152023
78447FAA1	SLMA_12-E ABS 12-E 144A	2	1,829,839.66	1,836,598.47	1,829,572.85	1,829,769.57	6,828.9		(140.43	)	—	—	0.904	0.896	MON	734.77	14,463.59	11,212,013	10162023
78447FAB9	SLM STUDENT LOAN TRUST SLMA_12 ABS_12-E	2	816,500	792,968.8	800,000.00	811,592.64	(18,623.84	)	(2,470.35	)	—	—	2.09	1.664	MON	743.11	12,539.97	3,192,013	6152045
78447KAB8	SLMA_12-7 ABS 12-7	2	3,997,370	3,998,406.36	4,000,000.00	3,998,840.11	(433.75	)	496.92		—	—	0.435	0.454	MON	289.67	13,193.35	11,022,012	9252019
78447RAB3	SLMA_13-A ABS 13-A 144A	2	459,870.23	453,141.41	460,000.00	459,906.32	(6,764.91	)	18.38		—	—	1.77	1.782	MON	361.87	6,106.5	2,272,013	5172027
78447RAC1	SLMA_13-A ABS 13-A 144A	2	2,425,000	2,447,770.82	2,425,000.00	2,425,000	22,770.82		—		—	—	1.204	1.207	MON	1,297.21	22,151.72	2,272,013	5172027
78447VAA6	SLM STUDENT LOAN TRUST SLMA_13 ABS 13-B	2	1,987,598.66	1,990,440.88	1,987,598.66	1,987,598.66	2,842.22		—		—	—	0.804	0.805	MON	709.88	13,274.59	4,252,013	7152022
78447VAB4	SLMA_13-B ABS_13-B-A2A	2	804,859.37	782,799.71	805,000.00	804,888.7	(22,088.99	)	15.51		—	—	1.85	1.86	MON	661.89	11,169.45	4,252,013	6172030
78447VAC2	SLMA_13-B ABS_13-B-A2B	2	615,000	619,926.17	615,000.00	615,000	4,926.17		—		—	—	1.254	1.257	MON	342.65	5,851.07	4,252,013	5152030
78448BAA9	SLMA_13-5 ABS 13-5 A1	2	311,703.16	311,718.74	311,703.16	311,703.16	15.58		—		—	—	0.415	0.415	MON	21.53	1,482.5	9,112,013	5252018
78448CAF6	SLMA_13-6 ABS 13-6 A2	2	550,000	551,402.48	550,000.00	550,000	1,402.48		—		—	—	0.655	0.655	MON	60.00	3,221.55	11,062,013	2252021
78448DAA5	SLMA _14-A SENIOR ABS _14-A-A1 144A	2	1,098,775.42	1,095,619.29	1,094,798.22	1,098,615.9	(2,996.61	)	(339.28	)	—	—	0.754	0.53	MON	366.68	1,261.67	8,052,014	7152022
80281CAD7	SDART_13-5 ABS 13-5 A2A	2	304,996.49	305,456.78	305,000.00	304,996.49	460.29		(0.04	)	—	—	0.82	0.821	MON	111.16	1,875.78	11,142,013	2152018
80283GAB0	SDART_13-3 ABS_13-3-A2	2	616,886.11	617,015.65	616,923.12	616,912.93	102.72		118.70		—	—	0.55	0.556	MON	150.80	8,437.53	5,082,013	9152016
80283HAB8	SDART_13-4 ABS 13-4 A2	2	212,082.33	212,210.32	212,100.02	212,094.59	115.73		50.28		—	—	0.89	0.899	MON	83.90	4,128.11	7,112,013	9152016
80283XAD9	SDART_14-3 ABS 14-3 A3	2	774,991.48	773,464.15	775,000.00	774,991.98	(1,527.83	)	0.50		—	—	0.81	0.812	MON	279.00	1,796.07	6,112,014	7162018
80705TAA4	SCHOL_11-A ABS 11-A A 144A	2	1,680,231.02	1,721,258.71	1,714,059.69	1,684,482.07	36,776.64		4,578.95		—	—	1.135	1.294	JAJO	3,512.94	15,764.4	3,222,011	10282043
82735LAA1	SBY_14-1 ABS_14-1 A 144A	2	1,190,022.89	1,181,513.03	1,190,022.89	1,190,022.89	(8,509.86	)	—		—	—	1.154	1.156	MON	533.87	1,915.29	7,302,014	9172031
89231MAC9	TAOT_14-A ABS_14-A A3	2	3,744,307.92	3,735,325.2	3,745,000.00	3,744,468.03	(9,142.83	)	160.11		—	—	0.67	0.679	MON	1,115.18	13,382.14	3,112,014	12152017
89231NAC7	TAOT_12-B ABS 12-B	2	2,454,104	2,454,141.06	2,454,337.41	2,454,268.59	(127.53	)	115.38		—	—	0.46	0.464	MON	501.78	12,079.3	9,182,012	7152016
89231RAD6	TAOT_14-B SENIOR ABS _14-B-A4	2	9,998,335	9,965,673.8	10,000,000.00	9,998,465.96	(32,792.16	)	130.96		—	—	1.31	1.318	MON	5,822.22	37,480.56	6,102,014	9162019
89236RAC3	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A	2	3,884,970.09	3,887,895.83	3,885,000.00	3,884,969.01	2,926.82		(0.46	)	—	—	0.55	0.551	MON	949.67	16,025.67	4,092,013	1172017
89236RAD1	TOYOTA AUTO RECEIVABLES OWNER ABS_13-A A	2	764,782.82	763,001.12	765,000.00	764,876.41	(1,875.29	)	47.89		—	—	0.69	0.7	MON	234.60	3,958.92	4,092,013	11152018
89236VAC4	TAOT_13-B ABS 13-B A3	2	764,963.51	767,195.05	765,000.00	764,977.47	2,217.58		11.56		—	—	0.89	0.893	MON	302.60	5,106.33	9,112,013	7172017
928667AD6	VWMT_14-1A ABS_14-1A-A2 144A	2	3,819,901.45	3,804,146.97	3,820,000.00	3,819,902.42	(15,755.45	)	0.97		—	—	1.4	1.404	MON	1,337.00	5,942.25	8,122,014	7222019



92867KAC8	VWALT_12-A ABS_12-A A3		2	439,645.41	439,853.54	439,732.17	439,715.2	138.34		142.54		—	—		0.87	0.881	MON	116.90	11,083.9	6,132,012	7202015
92867MAB6	VALET_13-1 ABS_13-1 A2		2	1,159,257.33	1,159,402.68	1,159,333.15	1,159,312.6	90.08		143.76		—	—		0.37	0.375	MON	131.07	9,731.33	2,212,013	1202016
92867MAC4	VALET_13-1 ABS 13-1		2	5,689,676.24	5,684,438.99	5,690,000.00	5,689,836.76	(5,397.77	)	73.75		—	—		0.56	0.562	MON	973.62	23,898.06	2,212,013	8212017
92867PAD5	VALET_13-2 ABS_13-2 A4		2	5,279,070.19	5,245,574.4	5,280,000.00	5,279,275.52	(33,701.12	)	194.87		—	—		1.16	1.167	MON	1,871.46	45,935.91	11,062,013	3202020
92867RAC3	VALET_14-1 ABS_14-1 A3		2	4,484,116.46	4,469,577.34	4,485,000.00	4,484,248.87	(14,671.53	)	132.41		—	—		0.91	0.919	MON	1,247.08	17,119.02	4,232,014	10222018
981464DG2	WFNMT_12-C ABS 12-C		2	3,188,784.29	3,190,733.7	3,190,000.00	3,189,192.32	1,541.38		142.50		—	—		2.23	2.247	MON	3,161.65	53,352.72	7,132,012	8152022
981464DX5	WFNMT_13-B ABS 13-B		2	2,210,123.46	2,206,615.49	2,210,000.00	2,210,090.98	(3,475.49	)	(27.30	)	—	—		0.91	0.908	MON	893.82	12,436.29	6,252,014	3162020
98158KAD1	WORLD OMNI AUTO RECEIVABLES TR ABS 11-A		2	1,771,163.49	1,775,528.66	1,771,242.31	1,771,178.17	4,350.49		89.65		—	—		1.91	1.918	MON	1,503.59	45,578.55	3,022,011	4152016
98158PAC2	WOART_11-B ABS_11-B A3		2	63,315.36	63,403.49	63,315.48	63,314.43	89.06		1.57		—	—		0.96	0.961	MON	27.01	919.57	11,022,011	8152016
380881BX9	GOLDEN CREDIT CARD TRUST GCCT_ ABS_13-1A	A	2	1,100,000	1,099,539.1	1,100,000.00	1,100,000	(460.9	)	—		—	—		0.404	0.404	MON	197.32	3,375.23	2,212,013	2152018
BRSL4ZHF1	TURBF_13-4 SENIOR ABS 13-4 A	D	2	1,589,736.04	1,605,059.76	988,000.00	1,589,491.78	15,567.98		(227.37	)	—	12,664.73		1.089	1.072	MON	433.00	13,211.64	11,272,013	1202021
BRSPQCUZ0	TURBF_5 ABS 5 A	D	2	1,783,925	1,783,265	1,100,000.00	1,783,925	(660	)	—		—	(660	)	1	1.001	MON	390.81	390.81	9,162,014	8202021
Z91GFLXY5	TEMSE_1 ABS 1 A	D	2	787,503.26	797,818.58	490,793.84	787,503.26	10,315.32		—		—	8,147.17		1.409	1.412	MON	278.33	11,027.19	11,072,013	11212021
Z91J3YBQ5	ECARA_3 ABS 14 3 A	D	2	937,700.34	906,703.6	559,537.15	937,700.34	(30,996.74	)	—		—	(30,606.69	)	0.976	0.978	MON	318.88	5,419.44	2,282,014	3182022
BRSPKX0V2	DRIVER UK MASTER SA ABS _2-A	D	2	658,060	648,070.92	400,000.00	658,060	(9,989.08	)	—		—	(9,600	)	0.927	0.929	MON	100.27	100.27	9,032,014	1252023
Z918CTYG7	BUMP_12-5 ABS_12-5 A2	D	2	78,948.28	79,981.43	49,298.00	78,948.28	1,033.15		—		—	971.17		1.909	1.909	MON	37.88	4,714.83	4,022,012	6202022
620062AC3	MOTOR_12A ABS 12A 144A	F	2	182,533.33	182,620.4	182,533.33	182,533.33	87.07		—		—	—		1.286	1.289	MON	39.12	5,093.4	9,122,012	2252020
BRSG6Z2D1	TURBF_12-3 SENIOR ABS 12-3	D	2	169,203.36	172,668.25	106,477.48	169,203.36	3,464.89		(0.01	)	—	3,412.61		1.109	1.111	MON	47.52	3,046.59	11,132,012	11202019
BRSGEJ3J4	E_CARAT_12 ABS CARAT	D	2	198,722.65	200,919.96	123,626.02	198,722.65	2,197.31		(0.01	)	—	1,693.67		1.3	1.302	MON	95.12	3,074.58	12,102,012	6182020
12591AAC1	CNH_12-B ABS 12-B		2	973,467.94	975,196.23	973,502.30	973,486.82	1,709.41		34.56		—	—		0.86	0.862	MON	372.09	9,582.65	6,122,012	9152017
38148BAA6	GOLDMAN SACHS GROUP INC/THE CAPSEC CORP		1	7,181,300	7,210,000	7,000,000.00	7,181,300	28,700		—		—	—		5.7	5.084	MN	169,575.00	80,908.33	7,152,014	12312049
48127FAA1	JPMORGAN CHASE & CO CAPSEC CORP BND		1	7,439,250	7,293,750	7,500,000.00	7,439,647.86	(145,897.86	)	397.86		—	—		5	5.048	JJ	116,666.68	63,541.68	8,132,014	12312049
61761JQK8	MORGAN STANLEY CAPSEC CORP BND		1	7,042,700	6,930,000	7,000,000.00	7,041,170.84	(111,170.84	)	(1,529.16	)	—	—		5.45	5.309	JJ	80,538.88	77,359.71	7,152,014	12292049
14041NEK3	COMET_13-A1 ABS 13-A1		2	10,273,447.45	10,267,312.86	10,275,000.00	10,274,319.42	(7,006.56	)	393.39		—	—		0.63	0.636	MON	2,877.00	48,549.42	1,232,013	11152018
14313LAC0	CARMX_13-1 ABS 13-1		2	4,799,854.56	4,802,016	4,800,000.00	4,799,921.73	2,094.27		31.09		—	—		0.6	0.602	MON	1,280.00	21,600	2,062,013	10162017
1107098W5	PROVINCE OF BRITISH COLUMBIA CORP BND	A		6,555,625	6,364,187.5	6,250,000.00	6,357,391.11	6,796.39		(154,507.22	)	—	—		2.85	0.406	JD	52,447.92	212,760.41	6,062,013	6152015
1107098Z8	PROVINCE OF BRITISH COLUMBIA CORP BND	A		1,966,310	1,949,513.91	1,900,000.00	1,940,171.64	9,342.27		(18,223.00	)	—	—		2.1	0.792	MN	14,740.83	50,341.66	8,302,013	5182016



135087C77	CANADA GOVERNMENT CORP BND	A	2,396,208	2,393,520.07	2,400,000.00	2,396,643.32	(3,123.25	)	435.32		—	—	1.625	1.658	FA	3,683.33	23,183.33	2,202,014	2272019
427028AA3	CANADA GOVERNMENT GOVT BND	A	251,847.5	250,290.01	250,000.00	250,979.5	(689.49	)	(100.04	)	—	—	0.875	0.708	FA	285.59	16,007.63	8,082,012	2142017
4488148U0	HYDRO-QUEBEC SENIOR CORP BND	A	4,994,200	5,030,549.6	5,000,000.00	4,996,800	33,749.6		861.26		—	—	1.375	1.399	JD	19,479.17	51,562.5	6,122,012	6192017
563469TU9	MANITOBA PROVINCE OF CORP BND	A	10,161,200	10,044,881.4	10,000,000.00	10,106,594.8	(61,713.4	)	(31,336.63	)	—	—	1.3	0.869	AO	64,277.78	97,500	6,062,013	4032017
683234C63	ONTARIO PROVINCE OF SENIOR CORP BND	A	5,980,500	5,947,739.88	6,000,000.00	5,980,641.33	(32,901.45	)	141.33		—	—	2.5	2.551	MS	8,333.33	8,333.33	9,042,014	9102021
683235AA3	ONTARIO PROVINCE OF SENIOR CORP BND	A	5,051,700	5,046,899.8	5,000,000.00	5,045,666.27	1,233.53		(6,033.73	)	—	—	2	1.762	MS	1,111.11	55,000	3,102,014	9272018
68323AAQ7	ONTARIO PROVINCE OF SENIOR CORP BND	A	5,049,059	5,034,406.8	4,900,000.00	5,022,356.15	12,050.65		(18,869.54	)	—	—	2.3	0.735	MN	44,140.83	33,733.33	9,232,014	5102016
68323ABL7	ONTARIO PROVINCE OF SENIOR CORP BND	A	2,939,850	2,937,330.09	3,000,000.00	2,940,009.18	(2,679.09	)	159.18		—	—	1.65	2.074	MS	550.00	687.5	9,232,014	9272019
68323ABM5	ONTARIO PROVINCE OF SENIOR CORP BND	A	3,981,200	3,973,080.12	4,000,000.00	3,986,788.81	(13,708.69	)	3,147.84		—	—	1.1	1.21	AO	19,066.67	33,000	5,292,013	10252017
BRSJZMYE5	KOMMUNEKREDIT CORP BND EMTN	F	9,988,500	10,038,600.2	10,000,000.00	9,992,963.54	45,636.66		2,849.36		—	—	0.875	0.912	JUL	15,069.44	65,668.05	7,232,013	7292016
BRSKJS6N8	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F	4,986,800	5,050,667	5,000,000.00	4,991,286.73	59,380.27		3,243.65		—	—	1.25	1.34	MS	2,083.33	46,875	9,102,013	9192016
BRSLXE2K1	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F	3,163,264	3,192,328.96	3,200,000.00	3,171,618.66	20,710.3		8,354.66		—	—	1.15	1.544	JJ	7,257.78	25,453.34	1,132,014	1202017
12625GAA2	CNOOC FINANCE (2013) LTD SENIOR CORP BND	F	1,367,170.56	1,369,566.2	1,372,000.00	1,369,392.73	173.47		4,981.79		—	—	1.125	1.245	MN	6,088.26	48,167.35	5,022,013	5092016
12802DAJ5	CAISSE D'AMORT DETTE SOCIALE SENIOR CORP	F	5,992,324.3	6,028,200.54	6,000,000.00	5,993,289.65	34,910.89		(2,478.30	)	—	—	1.125	1.174	JJ	11,437.50	72,430	6,022,014	1302017
268317AJ3	ELECTRICITE DE FRANCE SA SENIOR CORP BND	F	4,863,518.4	4,897,740.79	4,920,000.00	4,870,958.13	26,782.66		14,629.60		—	—	2.15	2.395	JJ	20,274.50	143,815.89	1,132,014	1222019
298785FN1	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F	15,606,900	15,478,799.1	15,000,000.00	15,462,384.02	16,415.08		(144,515.98	)	—	—	2.5	0.591	MN	140,625.00	191,666.67	3,242,014	5162016
298785GH3	EUROPEAN INVESTMENT BANK SENIOR CORP BND	F	9,955,000	10,041,001.1	10,000,000.00	9,959,258.15	81,742.95		4,258.15		—	—	1.875	1.971	MS	8,333.33	90,625	4,022,014	3152019
30254WAE9	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	F	1,366,562.56	1,363,855.86	1,367,000.00	1,366,572.89	(2,717.03	)	10.33		—	—	1.125	1.136	MS	1,110.69	1,110.69	8,272,014	9052017
418097AD3	JORDAN (HASHEMITE KINGDOM OF) AGENCY BND	F	10,000,000	10,037,500	10,000,000.00	10,000,000	37,500		—		—	—	1.945	1.945	JD	51,326.39	65,913.89	6,232,014	6232019
50048MAT7	KOMMUNALBANKEN AS SENIOR GOVT BND	F	1,096,205	1,091,650.97	1,100,000.00	1,097,709.17	(6,058.2	)	560.64		—	—	1	1.071	MS	152.78	8,250	9,192,012	9262017
50048MBM1	KOMMUNALBANKEN AS CORP BND 144A	F	398,900	399,511.99	400,000.00	399,213.09	298.9		272.00		—	—	0.75	0.843	MN	1,083.33	2,250	11,132,013	11212016
500769AX2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	F	6,356,400.6	6,007,920	6,000,000.00	6,002,840.06	5,079.94		(55,197.02	)	—	—	4.125	2.87	AO	114,125.00	185,625	8,312,009	10152014
500769FG4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F	6,859,842	6,845,558.93	6,900,000.00	6,872,197.47	(26,638.54	)	9,825.69		—	—	0.875	1.015	MS	4,360.42	64,020.84	5,292,013	9052017
500769FP4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F	9,967,900	10,005,699.2	10,000,000.00	9,984,119.96	21,579.24		7,952.02		—	—	0.5	0.603	AO	22,500.00	45,902.78	2,202,013	4192016
500769GB4	KREDITANSTALT FUER WIEDERAUFBA SENIOR CO	F	3,485,930	3,486,420	3,500,000.00	3,487,856.8	(1,436.8	)	2,677.33		—	—	0.75	0.893	MS	1,020.83	14,385.41	5,062,014	3172017
515110BL7	LANDWIRTSCHAFTLICHE RENTENBANK SENIOR CO	F	4,966,950	4,968,500.15	5,000,000.00	4,966,950	1,550.15		—		—	—	2.25	2.353	AO	0	—	9,242,014	10012021
62944BAH7	BANK NEDERLANDSE GEMEENTEN UNSEC CORP BN	F	10,538,640	10,559,289.93	10,500,000.00	10,506,287	53,002.93		(11,239.64	)	—	—	1.375	1.249	MS	3,208.33	125,125	3,222,013	3232015



62944BAL8	BANK NEDERLANDSE GEMEENTEN SENIOR CORP B	F	3,973,040	3,987,200	4,000,000.00	3,976,195.85	11,004.15		5,508.84		—	—		1.375	1.552	MS	1,833.33	45,336.81	4,082,014	3192018
64127WAJ2	NETWORK RAIL INFRA FIN UNSECURED CORP BN	F	3,470,915	3,450,649.86	3,500,000.00	3,473,952.69	(23,302.83	)	4,210.37		—	—		0.75	1.002	AO	12,979.17	12,927.09	5,202,014	10032017
65562QAW5	NORDIC INVESTMENT BANK CORP BND	F	2,980,170	2,984,940.03	3,000,000.00	2,980,177.24	4,762.79		7.24		—	—		2.25	2.353	MS	187.50	187.5	9,232,014	9302021
71645WAT8	PETROBRAS INTL FINANCE CORP BND	F	797,304	820,435.2	800,000.00	799,236.54	21,198.66		416.99		—	—		3.875	3.95	JJ	5,511.11	23,250	1,202,011	1272016
71645WAV3	PETROBRAS INTL FINANCE CORP BND	F	1,790,982	1,804,808.88	1,800,000.00	1,798,914.46	5,894.42		2,308.13		—	—		2.875	3.051	FA	7,906.25	38,812.5	2,012,012	2062015
71647NAB5	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F	4,669,544	4,583,136.47	4,700,000.00	4,676,586.64	(93,450.17	)	3,814.19		—	—		3	3.125	JJ	29,766.67	105,750.01	5,132,013	1152019
71647NAD1	PETROBRAS INT BRASPETRO BV SENIOR CORP B	F	4,978,710	5,029,000	5,029,000.00	4,991,019.64	37,980.36		12,309.64		—	—		1.852	2.32	FMAN	10,866.58	51,208.59	3,212,014	5202016
85771PAD4	STATOILHYDRO ASA SENIOR CORP BND	F	3,107,100	3,050,346.45	3,000,000.00	3,064,102.18	(13,755.73	)	(21,442.96	)	—	—		1.8	0.793	MN	19,200.00	78,150	4,112,013	11232016
85771PAJ1	STATOILHYDRO ASA SENIOR CORP BND	F	10,202,467.5	10,038,389.69	10,250,000.00	10,210,539.48	(172,149.79	)	5,663.28		—	—		1.15	1.259	MN	44,530.54	83,574.65	4,292,014	5152018
85771PAM4	STATOILHYDRO ASA SENIOR CORP BND	F	325,162.5	325,016.24	325,000.00	325,135.57	(119.33	)	(26.93	)	—	—		0.524	0.519	FMAN	222.17	1,258.39	1,022,014	5152018
85771PAR3	STATOILHYDRO ASA SENIOR CORP BND	F	2,796,024	2,799,928.85	2,800,000.00	2,796,708.88	3,219.97		960.25		—	—		1.95	1.98	MN	21,688.34	68,791.67	11,052,013	11082018
87020DAL8	SWEDEN KINGDOM CORP BND MTN 144A	F	2,695,518	2,715,984.09	2,700,000.00	2,697,012.94	18,971.15		1,036.97		—	—		1	1.053	MN	10,200.00	20,250	8,222,013	11152016
903724AK8	AID-UKRAINE AGENCY BND	F	4,285,000	4,220,725	4,285,000.00	4,285,000	(64,275	)	—		—	—		1.844	1.844	MN	29,630.78	29,630.78	5,142,014	5162019
BRS9ND148	EUROPEAN INVESTMENT BANK CORP BND	D	2,866,739.77	3,001,338.1	1,805,000.00	2,819,511.31	181,826.79		(23,628.63	)	—	143,893.41		3	1.89	DEC	72,294.61	74,189.72	11,132,013	12072015
BRSDR1PS2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	3,986,239.13	4,066,231.69	2,480,000.00	3,971,753.94	94,477.75		(8,203.27	)	—	63,184.31		1.75	1.464	JAN	49,690.52	53,677.41	11,292,013	1222016
BRSF8V463	FMS WERTMANAGEMENT LT GTD SENIOR CORP BN	D	631,578.74	649,475.95	400,000.00	632,263.87	17,212.08		394.94		—	16,074.66		1	1.014	DEC	5,457.18	18,848.79	11,292,013	12012015
D40859GT7	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	4,137,676.58	3,956,243.73	2,180,000.00	3,935,439.93	20,803.8		(113,132.44	)	—	51,839.21		5.625	1.102	AUG	20,334.29	146,785.5	11,272,013	8252017
D4085B7T2	KREDITANSTALT FUER WIEDERAUFBA CORP BND	D	6,158,497.52	6,014,578.09	3,530,000.00	5,921,137.04	93,441.05		(97,833.85	)	—	61,705.66		3.75	1.347	SEP	14,205.54	157,444.64	11,292,013	9072016
G5577Y5Y2	LLOYDS TSB BANK PLC - LT GTD SENIOR LOCA	D	4,005,907.35	4,052,419.41	2,490,000.00	4,010,562.8	41,856.61		(205.72	)	—	26,855.95		1.5	1.487	MAY	26,243.43	45,689.17	11,252,013	5022017
G6459FAE2	NETWORK RAIL INFRA FIN LOCAL BND EMTN GO	D	4,995,951.2	4,751,228.81	2,800,000.00	4,679,526.23	71,702.58		(127,888.60	)	—	61,617.58		4.875	0.982	NOV	187,210.62	165,936.68	11,252,013	11272015
G9244PAB0	UNITED KINGDOM GILT GOVT BND	D	7,238,583.93	7,185,455.57	4,050,000.00	7,233,666.46	(48,210.89	)	(5,884.64	)	—	(65,724.36	)	3.75	1.798	MS	16,357.34	12,814.87	9,302,014	9072019
G924502M9	UNITED KINGDOM GILT GOVT BND	D	16,618,999.28	16,026,204.18	8,810,000.00	16,459,076.49	(432,872.31	)	(269,699.88	)	—	(512,100.47	)	4.5	1.756	MS	42,896.79	485,527.45	5,142,014	3072019
G92450YY8	UNITED KINGDOM GILT GOVT BND	D	22,870,687.25	22,235,077.38	12,930,725.00	22,708,512.59	(473,435.21	)	(763,092.47	)	—	(501,952.7	)	4	0.897	MS	55,965.33	982,774.77	9,042,014	9072016
G92451CZ7	UNITED KINGDOM GILT GOVT BND	D	506,267.44	494,710.13	300,000.00	501,875.42	(7,165.29	)	(22,440.99	)	—	(7,682	)	2	0.757	JJ	1,974.71	35,905.69	1,092,014	1222016
G92451GE0	UNITED KINGDOM GILT GOVT BND	D	5,640,124.69	5,440,206.53	3,300,000.00	5,625,029.67	(184,823.14	)	(29,345.97	)	—	(196,881.89	)	1.75	1.105	JJ	19,006.54	80,717.03	4,242,014	1222017
G9T44MEB4	UNITED KINGDOM GILT GOVT BND	D	20,343,411.17	19,706,172.53	12,250,000.00	20,355,815.04	(649,642.51	)	23,723.36		—	(725,288.9	)	1	1.402	MS	13,254.42	61,142.35	9,302,014	9072017
G9T44MFU1	UNITED KINGDOM GILT GOVT BND	D	41,883,128.9	41,221,289.09	25,710,000.00	41,981,331.85	(760,042.76	)	121,842.42		—	(970,475.34	)	1.25	1.687	JJ	105,770.22	414,839.53	7,102,014	7222018



G9T44MGE6	UNITED KINGDOM GILT GOVT BND	D		2,612,939.96	2,613,656.93	1,620,000.00	2,613,054.89	602.04		687.41		—	(18,087.86	)	2.25	2.399	MS	3,944.95	5,118.9	9,172,014	9072023
G9T44MHH8	UNITED KINGDOM GILT GOVT BND	D		10,094,114.05	9,829,556.08	6,070,000.00	10,095,548.24	(265,992.16	)	2,656.05		—	(307,731.08	)	1.75	1.867	JJ	34,269.67	32,311.57	8,212,014	7222019
L0594VKM1	EUROPEAN INVESTMENT BANK CORP BND EMTN	D		837,356.42	813,001.67	450,000.00	820,990.04	(7,988.37	)	(14,843.92	)	—	(8,470.28	)	4.75	1.795	OCT	33,670.35	26,188.05	11,292,013	10152018
N6S779BG4	NEDERLANDSE WATERSCHAPSBANK NV CORP BND	F		6,994,610	7,020,418.58	7,000,000.00	6,997,307.12	23,111.46		1,331.94		—	—		0.75	0.776	MS	291.67	39,375	3,192,013	3292016
161571FR0	CHAIT_12-8 ABS 12-8		2	5,000,828.5	4,999,877.15	5,000,000.00	5,000,304.52	(427.37	)	(218.85	)	—	—		0.54	0.535	MON	1,200.00	20,250	12,062,012	10162017
009158AQ9	AIR PRODUCTS AND CHEMICALS INC CORP BND			1,544,936.3	1,517,395.83	1,490,000.00	1,519,983.32	(2,587.49	)	(12,104.33	)		—					4,883.89	22,350
009349AF8	AIRCRAFT LEASE SECURITISATION ABS_07-1A G3 144A			813,220.49	825,861.21	842,715.52	825,902	(40.79	)	19,781.77			—					253.25	3,131.55
010392ER5	ALABAMA POWER COMPANY CORP BND			562,380	527,651.27	500,000.00	528,069.5	(418.23	)	(16,217.19	)		—					5,488.89	19,500
010392FH6	ALABAMA POWER COMPANY SENIOR CORP BND			8,314,843.5	8,317,531.65	8,325,000.00	8,321,461.48	(3,929.83	)	2,533.74			—					21,113.12	34,340.62
021441AD2	ALTERA CORPORATION SENIOR CORP BND			1,397,858	1,405,440.03	1,400,000.00	1,398,858.54	6,581.49		651.40			—					9,255.55	37,871.7
023135AK2	AMAZON.COM INC SENIOR CORP BND			3,041,704	3,046,607.18	3,050,000.00	3,046,779.07	(171.89	)	2,073.15			—					6,828.61	14,868.75
034863AE0	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A			4,989,050	5,093,478.4	5,000,000.00	4,994,335.72	99,142.68		1,616.11			—					64,895.83	98,437.5
034863AM2	ANGLO AMERICAN CAPITAL PLC SENIOR CORP BND 144A			1,743,367.5	1,757,996.71	1,750,000.00	1,743,748.53	14,248.18		381.03			—					33,286.46	33,286.46
035242AC0	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND			2,180,675.1	2,167,067.28	2,210,000.00	2,183,819.87	(16,752.59	)	3,144.77			—					5,678.46	11,074.64
035242AE6	ANHEUSER-BUSCH INBEV FINANCE I SENIOR CORP BND			11,628,929.04	11,589,463.14	11,652,000.00	11,631,916.14	(42,453	)	4,687.97			—					41,753.00	266,485.79
037833AG5	APPLE INC SENIOR CORP BND			15,260,000	15,282,126.54	15,260,000.00	15,260,000	22,126.54		—			—					12,232.11	55,949.72
037833AJ9	APPLE INC CORP BND			14,864,945.2	14,552,496.83	14,920,000.00	14,880,178.48	(327,681.65	)	10,328.10			—					61,337.77	142,733.33
039483AY8	ARCHER-DANIELS-MIDLAND COMPANY CORP BND			2,747,631.25	2,545,440.9	2,275,000.00	2,578,330.48	(32,889.58	)	(63,444.09	)		—					5,510.56	92,990.63
045167CH4	ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN			750,000	749,804.99	750,000.00	750,000	(195.01	)	—			—					6.31	998.88
045167CQ4	ASIAN DEVELOPMENT BANK SENIOR CORP BND MTN			702,479.78	701,931.44	703,000.00	702,509.43	(577.99	)	29.65			—					732.29	732.29
055451AP3	BHP BILLITON FINANCE LTD SENIOR CORP BND			6,706,708	6,799,039.56	6,725,000.00	6,716,041.8	82,997.76		2,730.27			—					11,231.69	81,960.95
059513AE1	BACM CMBS 07-4 A4			7,374,407.96	7,232,684.85	6,586,184.81	7,251,343.21	(18,658.36	)	(135,167.50	)		—					32,647.28	171,448.06
059513AF8	BACM_07-4 A1A SENIOR CMBS 07-4 A1A			2,955,224.74	2,919,158.12	2,654,890.29	2,931,885.96	(12,727.84	)	(23,855.73	)		—					12,774.45	29,825.47
060505EG5	BANK OF AMERICA CORP SUB CORP BND			4,862,500	4,843,750	5,000,000.00	4,862,846.42	(19,096.42	)	346.42			—					75,451.39	40,572.92
060505EH3	BANK OF AMERICA CORP CAPSEC CORP BND			2,685,000	2,658,150	2,685,000.00	2,685,000	(26,850	)	—			—					12,119.79	12,119.79
063679ZT4	BANK OF MONTREAL CORP BND 144A			3,271,560	3,316,039.94	3,250,000.00	3,272,580.61	43,459.33		(414.12	)		—					10,738.55	34,108.75
064159AM8	BANK OF NOVA SCOTIA TORONTO BR CORP BND			1,497,000	1,545,137.79	1,500,000.00	1,498,584.54	46,553.25		448.28			—					8,393.75	28,687.5



064159BW5	BANK OF NOVA SCOTIA TORONTO BR SENIOR CORP BND	6,000,000	6,020,459.76	6,000,000.00	6,000,000	20,459.76		—		—	1,681.60	28,887.13
064159BZ8	BANK OF NOVA SCOTIA TORONTO BR SENIOR CORP BND	3,949,040	3,939,494.32	4,000,000.00	3,949,234.47	(9,740.15	)	194.47		—	25,133.33	805.55
064159DA1	BANK OF NOVA SCOTIA TORONTO BR SENIOR CORP BND	3,498,985	3,500,234.19	3,500,000.00	3,499,252.68	981.51		381.22		—	11,550.00	44,152.78
071813BH1	BAXTER INTERNATIONAL INC. SENIOR CORP BND	499,135	500,603.49	500,000.00	499,472.64	1,130.85		233.92		—	1,583.33	3,562.5
071813BJ7	BAXTER INTERNATIONAL INC. SENIOR CORP BND	1,999,800	1,987,865.44	2,000,000.00	1,999,851.83	(11,986.39	)	28.74		—	10,894.44	27,750
073928S46	BEAR STEARNS CO INC CORP BND MTN	3,683,076.6	3,730,820.72	3,730,000.00	3,703,800.23	27,020.49		9,021.02		—	2,652.49	17,608.13
075887BB4	BECTON DICKINSON CORP BND	1,249,587.5	1,268,754.58	1,250,000.00	1,249,822.11	18,932.47		61.68		—	8,689.24	16,406.25
097023BE4	BOEING CO SENIOR CORP BND	1,483,485	1,455,454.56	1,500,000.00	1,488,018.9	(32,564.34	)	2,411.12		—	5,383.33	10,687.5
12618SAC1	CNH_13-D ABS 13-D A3	749,969.55	749,062.5	750,000.00	749,976.04	(913.54	)	5.77		—	256.67	4,331.25
3138E9KT6	FNMA POOL # AK4805	93,642.66	92,545.21	89,771.27	93,221.3	(676.09	)	(1,515.01	)	—	224.43	2,340.77
3138E9L40	FNMA POOL # AK4846	2,240,069.78	2,213,817.33	2,147,460.54	2,230,101.31	(16,283.98	)	(16,474.30	)	—	5,368.65	51,722.85
BRSFEV6K3	FLY FUNDING II SARL SENIOR SECURED TERM NOTES	2,006,595.93	2,015,648.25	2,011,625.00	2,007,261.98	8,386.27		861.98		—	0	56,573.68
BRSH2DJN2	WINDSTREAM CORP SENIOR SECURED TERM LOAN	2,682,225	2,655,402.75	2,682,225.00	2,682,225	(26,822.25	)	—		—	0	80,022
BRSHC8K00	VIRGIN MEDIA INV SENIOR SECURED TERM NOTES	5,318,750	5,188,808.8	5,320,000.00	5,318,939.34	(130,130.54	)	686.95		—	0	154,963.5
BRSHLJUD7	AI CHEM & CY SCA SENIOR SECURED TERM NOTES	668,605.08	669,868.39	671,964.92	669,367.59	500.8		574.14		—	0	23,638.87
BRSJRLR20	DRILLSHIPS FINANCING HOLDING I SENIOR SECURED TERM LOAN	2,060,095.48	1,960,660.18	2,039,698.50	2,055,084.2	(94,424.02	)	(5,114.30	)	—	0	45,021.86
BRSLJ8BU8	ENDO LUXEMBOURG FINANCE I COMP SENIOR SECURED TERM NOTES	143,553.62	142,832.25	144,275.00	143,609.7	(777.45	)	59.70		—	0	2,714.73
BRSLM7KD4	CROWN CASTLE OPERATING CO SENIOR SECURED TERM NOTES	3,207,500.19	3,201,385.02	3,237,581.18	3,210,349.06	(8,964.04	)	4,310.25		—	0	123,284.22
BRSLNXDD4	INFOR US INC SENIOR SECURED TERM NOTES	3,161,201.8	3,112,695.95	3,179,253.63	3,161,469.08	(48,773.13	)	297.86		—	0	22,054.51
BRSM4TPX5	ZIGGO BV SENIOR SECURED TERM NOTES	3,697,361.7	3,599,656.85	3,697,872.34	3,697,364.55	(97,707.7	)	2.85		—	0	8,734.04
BRSM4TRW5	ZIGGO BV SENIOR SECURED TERM NOTES	2,191,489.36	2,319,686.81	2,382,978.73	2,200,987.14	118,699.67		9,497.78		—	0	5,478.72
BRSM7G8J0	ALLIED SECURITY HOLDINGS LLC SENIOR SECURED TERM NOTES	1,883,327.47	1,866,765.55	1,892,791.43	1,884,116.18	(17,350.63	)	833.95		—	0	50,699.39
BRSM7GLZ9	STS OPERATING SENIOR SECURED TERM NOTES	802,570.76	803,579.02	806,603.78	802,903.96	675.06		343.31		—	0	17,072.57
BRSMDHA33	MALLINCKRODT INTERNATIONAL FIN SENIOR SECURED TERM NOTES	777,424.96	768,902.5	779,373.38	777,564.25	(8,661.75	)	149.09		—	0	13,766.2
BRSMDLA59	STENA INTERNATIONAL SARL SENIOR SECURED TERM NOTE	1,844,772.59	1,821,480.01	1,863,406.66	1,846,189.79	(24,709.78	)	1,510.84		—	0	40,112.64
BRSMDQNY1	ACCELLENT INC SECURED TERM LOAN	3,858,583.25	3,796,845.92	3,858,583.25	3,858,583.25	(61,737.33	)	—		—	0	68,766.14
BRSMUD4Q9	BAUER PERFORMANCE SPORTS LTD SENIOR SECURED TERM NOTES	663,093.69	660,597.93	666,425.82	663,297.54	(2,699.61	)	1,409.24		—	0	11,447.97



BRSMUD9X9	AVAGO TECHNOLOGIES FIN SENIOR SECURED TERM LOAN		3,987,500	3,959,077.5	3,990,000.00	3,987,542.79	(28,465.29	)	122.08		—				0	19,969.83
BRSP0NVA8	DRILLSHIPS OCEAN VENTURES INC SENIOR SECURED TERM NOTES		2,193,905.82	2,155,124.65	2,216,066.48	2,194,390.86	(39,266.21	)	485.04		—				0	—
BRSP9DPN0	DELTA 2 (LUX) SARL SENIOR SECURED TERM NOTES		3,530,276.1	3,509,573.42	3,548,016.18	3,531,874.89	(22,301.47	)	200.72		—				0	—
BRSPDEXA2	TEREX CORP SENIOR SECURED TERM NOTES		806,060.61	807,474.75	808,080.81	806,075.82	1,398.93		15.21		—				0	1,414.14
BRSPWNPV4	RANPAK CORP SENIOR SECURED TERM NOTES		171,612.9	171,899.35	172,043.01	171,612.9	286.45		—		—				0	—
161571FW9	CHAIT_13-A3 ABS 13-A3	2	3,405,000	3,397,739.65	3,405,000.00	3,405,000	(7,260.35	)	—	—	—	0.434	0.434	MON	656.18	11,221.43	4,122,013	4152020
254683BB0	DCENT_13 ABS 13	2	8,500,000	8,511,541.3	8,500,000.00	8,500,000	11,541.3		—	—	—	0.454	0.454	MON	1,713.60	29,305.43	2,062,013	8172020
TOTAL				4,670,173,360.91		4,668,584,909.16	1,588,451.75



Validus Holdings, Ltd. September 30, 2014 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		912796EK1	6232014	DEUTSCHE BANK AG	12182014	2,499,788.73	—		300.06		—	—		2,500,000.00	2,499,517.92	—	—	0.039	0.04	MAT	—	—
UNITED STATES TREASURY GOVT BND		912828VD9		DEUTSCHE BANK AG	05312015	4,505,208.39	416.61		(599.95	)	—	—		4,500,000.00	4,505,808.34	3,780.74	—	0.25	0.11	FA	860.66	—
UNITED STATES TREASURY GOVT BND		912828TK6		DEUTSCHE BANK AG	08152015	4,775,834.42	128.08		(508.75	)	—	—		4,770,000.00	4,776,343.17	1,523.03	—	0.25	0.076	MN	907.34	—
DREYFUS UNIVERSAL LIQ PLUS # 9		BRS66C5N9	Multi	DIRECT		46,793,919.83	—		—		—	—		46,793,919.83	46,793,919.83	—	—	—	—	MAT	—	—
UNITED KINGDOM GILT GOVT BND		G924507Q5	Multi	MERRILL LYNCH PIERCE FNNR & SM	10/4/5245	1,309,329.96	(299.41	)	(7,402.48	)	—	(19,100.95	)	790,000.00	1,311,638.45	6,795.07	—	2.75	0.325	JJ	8,369.21	—
CDN S/T INVT BLENDED ACCT		993252329	Multi	DIRECT		2,734,709.77	—		—		—	—		2,734,709.77	2,734,709.77	—	—		1.026		430.53	—
CITI-INSTITUTION LIQ FUND USD		B0A0ATCJ9	Multi			17,592,282.64	—		—			—		17,592,282.64	17,592,282.64	—					4,734.54
DREYFUS UNIVERSAL USD LIQ FD		DRFUNI$20	Multi			154,615,709.04	—		—			—		154,615,709.04	154,615,709.04	—					13.01
BONY CASH RESERVE		S875996$0	Multi			710,629,372.74	—		—			—		710,629,372.74	710,629,372.74	—					—
ML INST LIQ FUND - AGENCY		BRS263RF1	Multi			579,066.04	—		0.03			3,453.94		359,325.16	579,066.04	—					17,862.68
DREYFUS INSTL RES MONEY #6542		BRS7B4Y98	Multi			3,548,292.62	—		—			—		3,548,292.62	3,548,292.62	—					10.88
GOLDMAN SACHS		GLDSCS$03	Multi			36,801,615.57	—		—			—		36,801,615.57	36,801,615.57	—					1,250.08
WESTERN AST INS CSH RES		52470G205	Multi			3,579,195.11	—		—			—		3,579,195.11	3,579,195.11	—					705.03
DREYFUS TREASURY PRIME CASH MANAGEMENT		261941108	Multi			695,032,664	—		—			—		695,032,664.00	695,032,664	—					—	—
						1,684,996,988.86	245.28		(8,211.09	)	—	(15,647.01	)	1,684,247,086.48	1,685,000,135.24	12,098.84



Validus Holdings, Ltd. September 30, 2014 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	1,880,974.61	2,043,260.79	1,880,974.61	162,286.18		—	—	—	—		—	—
AIG SELECT HEDGE LTD			9/4/2009	17.30	17.36	17.30	0.06		—	—	—	—		—	—
SVG DIAMOND HOLDINGS II LTD			11/30/2012	3,765,757.24	4,594,124.44	3,765,757.24	936,510.39		—	—	—	(108,143.19	)	—	—
PORT ADVISORS PRIVATE EQUITY I			11/30/2012	3,952,440.49	5,959,961	3,952,440.49	2,007,520.51		—	—	—	—		—	—
GOLDENTREE DISTRESSED DEBT FUN			11/30/2012	11,671,730.99	17,436,020.51	11,671,730.99	5,764,289.52		—	—	—	—		—	—
LEAPFROG INVESTMENTS FINANCIAL			11/30/2012	2,904,956.65	3,792,937.01	2,904,956.65	887,980.36		—	—	—	—		—	—
BUFFETS INC			7/18/2012	920,570.56	0.07	920,570.56	(920,570.49	)	—	—	—	—		—	—
GUGGENHEIM PARTNERS FUND LTD			6/1/2014	102,879,480.48	102,879,480	102,879,480.48	(0.48	)	—	—	—	—		—	—
PAULSON PARTNERS ENHANCED LP			4/1/2012	147,347,129.47	209,897,483.3	147,347,129.47	62,550,353.83		—	—	—	—		—	—
PAULSON PARTNERS ADVANTAGE PLUS LP			4/1/2012	112,969,536.87	100,542,319.4	112,969,536.87	(12,427,217.47	)	—	—	—	—		—	—
PAULSON PARTNERS GOLD FUND LP			4/1/2012	125,000,000	33,774,985.9	125,000,000	(91,225,014.1	)	—	—	—	—		—	—
PAULSON PARTNERS CREDIT OPPORTUNITIES LP			6/1/2012	148,383,375.75	181,680,589.6	148,383,375.75	33,297,213.85		—	—	—	—		—	—
GAIA PAULSON MERGER ARBITRAGE - SCHRODERS			7/1/2014	25,000,000	24,510,000	25,000,000	(490,000	)
LLOYD'S CANADIAN BLENDED ACCOUNT			10/1/2013	20,960,658.18	21,310,378.29	20,960,658.18	349,720.11		—	—	—	—		—	—
BRIDGE GROWTH PARTNERS (PARALLEL), LP			7/15/2014	410,000	410,000	410,000	—
PUBLIC PENSION CAPITAL, LLC			7/21/2014	262,162.73	262,162.73	262,162.73
GUARDIAN GROWTH EQUITY			9/4/2009	6,182,501.52	9,505,457.48	6,182,501.52	3,322,955.96		—	—	—	—		—	—
MFS MERIDIAN MID CAP GROWTH FUND			9/4/2009	17,203.14	34,306.14	17,203.14	17,103		—	—	—	—		—	—
Totals				714,508,495.98	718,633,484.02	714,508,495.98	4,233,131.23

Validus Inactive 8-KResults of Operations and Financial Condition