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 |